nautilus_common/python/
clock.rs

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

use nautilus_core::nanos::UnixNanos;
use pyo3::prelude::*;

use super::timer::TimeEventHandler_Py;
use crate::{
    clock::{Clock, LiveClock, TestClock},
    timer::{TimeEvent, TimeEventCallback},
};

/// PyO3 compatible interface for an underlying [`TestClock`].
///
/// This struct wraps `TestClock` in a way that makes it possible to create
/// Python bindings for it.
///
/// It implements the `Deref` trait, allowing instances of `TestClock_API` to be
/// dereferenced to `TestClock`, providing access to `TestClock`'s methods without
/// having to manually access the underlying `TestClock` instance.
#[allow(non_camel_case_types)]
#[pyo3::pyclass(
    module = "nautilus_trader.core.nautilus_pyo3.common",
    name = "TestClock"
)]
pub struct TestClock_Py(Box<TestClock>);

#[pymethods]
impl TestClock_Py {
    #[new]
    fn py_new() -> Self {
        Self(Box::new(TestClock::new()))
    }

    fn advance_time(&mut self, to_time_ns: u64, set_time: bool) -> Vec<TimeEvent> {
        self.0.advance_time(to_time_ns.into(), set_time)
    }

    fn match_handlers(&self, events: Vec<TimeEvent>) -> Vec<TimeEventHandler_Py> {
        self.0
            .match_handlers(events)
            .into_iter()
            .map(Into::into)
            .collect()
    }

    fn register_default_handler(&mut self, callback: PyObject) {
        self.0
            .register_default_handler(TimeEventCallback::from(callback));
    }

    #[pyo3(signature = (name, alert_time_ns, callback=None))]
    fn set_time_alert_ns(&mut self, name: &str, alert_time_ns: u64, callback: Option<PyObject>) {
        self.0.set_time_alert_ns(
            name,
            alert_time_ns.into(),
            callback.map(TimeEventCallback::from),
        );
    }

    #[pyo3(signature = (name, interval_ns, start_time_ns, stop_time_ns=None, callback=None))]
    fn set_timer_ns(
        &mut self,
        name: &str,
        interval_ns: u64,
        start_time_ns: u64,
        stop_time_ns: Option<u64>,
        callback: Option<PyObject>,
    ) {
        self.0.set_timer_ns(
            name,
            interval_ns,
            start_time_ns.into(),
            stop_time_ns.map(UnixNanos::from),
            callback.map(TimeEventCallback::from),
        );
    }

    fn next_time_ns(&self, name: &str) -> u64 {
        *self.0.next_time_ns(name)
    }

    fn cancel_timer(&mut self, name: &str) {
        self.0.cancel_timer(name);
    }

    fn cancel_timers(&mut self) {
        self.0.cancel_timers();
    }
}

/// PyO3 compatible interface for an underlying [`LiveClock`].
///
/// This struct wraps `LiveClock` in a way that makes it possible to create
/// Python bindings for it.
///
/// It implements the `Deref` trait, allowing instances of `LiveClock_Py` to be
/// dereferenced to `LiveClock`, providing access to `LiveClock`'s methods without
/// having to manually access the underlying `LiveClock` instance.
#[allow(non_camel_case_types)]
#[pyo3::pyclass(
    module = "nautilus_trader.core.nautilus_pyo3.common",
    name = "LiveClock"
)]
pub struct LiveClock_Py(Box<LiveClock>);

#[pymethods]
impl LiveClock_Py {
    #[new]
    fn py_new() -> Self {
        Self(Box::new(LiveClock::new()))
    }

    fn register_default_handler(&mut self, callback: PyObject) {
        self.0
            .register_default_handler(TimeEventCallback::from(callback));
    }

    #[pyo3(signature = (name, alert_time_ns, callback=None))]
    fn set_time_alert_ns(&mut self, name: &str, alert_time_ns: u64, callback: Option<PyObject>) {
        self.0.set_time_alert_ns(
            name,
            alert_time_ns.into(),
            callback.map(TimeEventCallback::from),
        );
    }

    #[pyo3(signature = (name, interval_ns, start_time_ns, stop_time_ns=None, callback=None))]
    fn set_timer_ns(
        &mut self,
        name: &str,
        interval_ns: u64,
        start_time_ns: u64,
        stop_time_ns: Option<u64>,
        callback: Option<PyObject>,
    ) {
        self.0.set_timer_ns(
            name,
            interval_ns,
            start_time_ns.into(),
            stop_time_ns.map(UnixNanos::from),
            callback.map(TimeEventCallback::from),
        );
    }

    fn next_time_ns(&self, name: &str) -> u64 {
        *self.0.next_time_ns(name)
    }

    fn cancel_timer(&mut self, name: &str) {
        self.0.cancel_timer(name);
    }

    fn cancel_timers(&mut self) {
        self.0.cancel_timers();
    }
}

////////////////////////////////////////////////////////////////////////////////
// Tests
////////////////////////////////////////////////////////////////////////////////
#[cfg(test)]
mod tests {
    use nautilus_core::nanos::UnixNanos;
    use pyo3::{prelude::*, types::PyList};
    use rstest::*;

    use crate::{
        clock::{Clock, TestClock},
        timer::TimeEventCallback,
    };

    #[fixture]
    pub fn test_clock() -> TestClock {
        TestClock::new()
    }

    pub fn test_callback() -> TimeEventCallback {
        Python::with_gil(|py| {
            let py_list = PyList::empty_bound(py);
            let py_append = Py::from(py_list.getattr("append").unwrap());
            TimeEventCallback::from(py_append.into_py(py))
        })
    }

    #[rstest]
    fn test_set_timer_ns_py(mut test_clock: TestClock) {
        pyo3::prepare_freethreaded_python();

        Python::with_gil(|_py| {
            let callback = test_callback();
            test_clock.register_default_handler(callback);

            let timer_name = "TEST_TIME1";
            test_clock.set_timer_ns(timer_name, 10, 0.into(), None, None);

            assert_eq!(test_clock.timer_names(), [timer_name]);
            assert_eq!(test_clock.timer_count(), 1);
        });
    }

    #[rstest]
    fn test_cancel_timer(mut test_clock: TestClock) {
        pyo3::prepare_freethreaded_python();

        Python::with_gil(|_py| {
            let callback = test_callback();
            test_clock.register_default_handler(callback);

            let timer_name = "TEST_TIME1";
            test_clock.set_timer_ns(timer_name, 10, 0.into(), None, None);
            test_clock.cancel_timer(timer_name);

            assert!(test_clock.timer_names().is_empty());
            assert_eq!(test_clock.timer_count(), 0);
        });
    }

    #[rstest]
    fn test_cancel_timers(mut test_clock: TestClock) {
        pyo3::prepare_freethreaded_python();

        Python::with_gil(|_py| {
            let callback = test_callback();
            test_clock.register_default_handler(callback);

            let timer_name = "TEST_TIME1";
            test_clock.set_timer_ns(timer_name, 10, 0.into(), None, None);
            test_clock.cancel_timers();

            assert!(test_clock.timer_names().is_empty());
            assert_eq!(test_clock.timer_count(), 0);
        });
    }

    #[rstest]
    fn test_advance_within_stop_time_py(mut test_clock: TestClock) {
        pyo3::prepare_freethreaded_python();

        Python::with_gil(|_py| {
            let callback = test_callback();
            test_clock.register_default_handler(callback);

            let timer_name = "TEST_TIME1";
            test_clock.set_timer_ns(timer_name, 1, 1.into(), Some(UnixNanos::from(3)), None);
            test_clock.advance_time(2.into(), true);

            assert_eq!(test_clock.timer_names(), [timer_name]);
            assert_eq!(test_clock.timer_count(), 1);
        });
    }

    #[rstest]
    fn test_advance_time_to_stop_time_with_set_time_true(mut test_clock: TestClock) {
        pyo3::prepare_freethreaded_python();

        Python::with_gil(|_py| {
            let callback = test_callback();
            test_clock.register_default_handler(callback);

            test_clock.set_timer_ns("TEST_TIME1", 2, 0.into(), Some(UnixNanos::from(3)), None);
            test_clock.advance_time(3.into(), true);

            assert_eq!(test_clock.timer_names().len(), 1);
            assert_eq!(test_clock.timer_count(), 1);
            assert_eq!(test_clock.get_time_ns(), 3);
        });
    }

    #[rstest]
    fn test_advance_time_to_stop_time_with_set_time_false(mut test_clock: TestClock) {
        pyo3::prepare_freethreaded_python();

        Python::with_gil(|_py| {
            let callback = test_callback();
            test_clock.register_default_handler(callback);

            test_clock.set_timer_ns("TEST_TIME1", 2, 0.into(), Some(UnixNanos::from(3)), None);
            test_clock.advance_time(3.into(), false);

            assert_eq!(test_clock.timer_names().len(), 1);
            assert_eq!(test_clock.timer_count(), 1);
            assert_eq!(test_clock.get_time_ns(), 0);
        });
    }
}
nautilus_common/python/clock.rs

nautilus_common/python/
clock.rs
