nautilus_model/python/account/
transformer.rs

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1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use nautilus_core::python::to_pyvalue_err;
17use pyo3::{prelude::*, types::PyDict};
18
19use crate::{
20    accounts::{Account, CashAccount, MarginAccount},
21    events::AccountState,
22};
23
24#[pyfunction]
25pub fn cash_account_from_account_events(
26    events: Vec<Bound<'_, PyDict>>,
27    calculate_account_state: bool,
28) -> PyResult<CashAccount> {
29    let account_events = events
30        .into_iter()
31        .map(|obj| AccountState::py_from_dict(&obj))
32        .collect::<PyResult<Vec<AccountState>>>()
33        .unwrap();
34    if account_events.is_empty() {
35        return Err(to_pyvalue_err("No account events"));
36    }
37    let init_event = account_events[0].clone();
38    let mut cash_account = CashAccount::new(init_event, calculate_account_state);
39    for event in account_events.iter().skip(1) {
40        cash_account.apply(event.clone());
41    }
42    Ok(cash_account)
43}
44
45#[pyfunction]
46pub fn margin_account_from_account_events(
47    events: Vec<Bound<'_, PyDict>>,
48    calculate_account_state: bool,
49) -> PyResult<MarginAccount> {
50    let account_events = events
51        .into_iter()
52        .map(|obj| AccountState::py_from_dict(&obj))
53        .collect::<PyResult<Vec<AccountState>>>()
54        .unwrap();
55    if account_events.is_empty() {
56        return Err(to_pyvalue_err("No account events"));
57    }
58    let init_event = account_events[0].clone();
59    let mut margin_account = MarginAccount::new(init_event, calculate_account_state);
60    for event in account_events.iter().skip(1) {
61        margin_account.apply(event.clone());
62    }
63    Ok(margin_account)
64}
nautilus_model/python/account/transformer.rs

nautilus_model/python/account/
transformer.rs
