nautilus_model/python/data/
close.rs

Help
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 std::{
17    collections::{HashMap, hash_map::DefaultHasher},
18    hash::{Hash, Hasher},
19};
20
21use nautilus_core::{
22    python::{
23        IntoPyObjectNautilusExt,
24        serialization::{from_dict_pyo3, to_dict_pyo3},
25        to_pyvalue_err,
26    },
27    serialization::Serializable,
28};
29use pyo3::{basic::CompareOp, exceptions::PyValueError, prelude::*, types::PyDict};
30
31use super::ERROR_MONOTONICITY;
32use crate::{
33    data::close::InstrumentClose, enums::InstrumentCloseType, identifiers::InstrumentId,
34    python::common::PY_MODULE_MODEL, types::Price,
35};
36
37////////////////////////////////////////
38// Type methods
39////////////////////////////////////////
40#[pymethods]
41impl InstrumentClose {
42    #[new]
43    #[pyo3(signature = (instrument_id, close_price, close_type, ts_event, ts_init))]
44    fn py_new(
45        instrument_id: InstrumentId,
46        close_price: Price,
47        close_type: InstrumentCloseType,
48        ts_event: u64,
49        ts_init: u64,
50    ) -> Self {
51        Self {
52            instrument_id,
53            close_price,
54            close_type,
55            ts_event: ts_event.into(),
56            ts_init: ts_init.into(),
57        }
58    }
59
60    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
61        match op {
62            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
63            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
64            _ => py.NotImplemented(),
65        }
66    }
67
68    fn __hash__(&self) -> isize {
69        let mut h = DefaultHasher::new();
70        self.hash(&mut h);
71        h.finish() as isize
72    }
73
74    fn __repr__(&self) -> String {
75        format!("{}({})", stringify!(InstrumentStatus), self)
76    }
77
78    fn __str__(&self) -> String {
79        self.to_string()
80    }
81
82    #[getter]
83    #[pyo3(name = "instrument_id")]
84    fn py_instrument_id(&self) -> InstrumentId {
85        self.instrument_id
86    }
87
88    #[getter]
89    #[pyo3(name = "close_price")]
90    pub fn py_close_price(&self) -> Price {
91        self.close_price
92    }
93
94    #[getter]
95    #[pyo3(name = "close_type")]
96    pub fn py_close_type(&self) -> InstrumentCloseType {
97        self.close_type
98    }
99
100    #[getter]
101    #[pyo3(name = "ts_event")]
102    pub fn py_ts_event(&self) -> u64 {
103        self.ts_event.as_u64()
104    }
105
106    #[getter]
107    #[pyo3(name = "ts_init")]
108    pub fn py_ts_init(&self) -> u64 {
109        self.ts_init.as_u64()
110    }
111
112    #[staticmethod]
113    #[pyo3(name = "fully_qualified_name")]
114    fn py_fully_qualified_name() -> String {
115        format!("{}:{}", PY_MODULE_MODEL, stringify!(InstrumentClose))
116    }
117
118    #[staticmethod]
119    #[pyo3(name = "get_metadata")]
120    fn py_get_metadata(
121        instrument_id: &InstrumentId,
122        price_precision: u8,
123    ) -> PyResult<HashMap<String, String>> {
124        Ok(Self::get_metadata(instrument_id, price_precision))
125    }
126
127    #[staticmethod]
128    #[pyo3(name = "get_fields")]
129    fn py_get_fields(py: Python<'_>) -> PyResult<Bound<'_, PyDict>> {
130        let py_dict = PyDict::new(py);
131        for (k, v) in Self::get_fields() {
132            py_dict.set_item(k, v)?;
133        }
134
135        Ok(py_dict)
136    }
137
138    /// Returns a new object from the given dictionary representation.
139    #[staticmethod]
140    #[pyo3(name = "from_dict")]
141    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
142        from_dict_pyo3(py, values)
143    }
144
145    #[staticmethod]
146    #[pyo3(name = "from_json")]
147    fn py_from_json(data: Vec<u8>) -> PyResult<Self> {
148        Self::from_json_bytes(&data).map_err(to_pyvalue_err)
149    }
150
151    #[staticmethod]
152    #[pyo3(name = "from_msgpack")]
153    fn py_from_msgpack(data: Vec<u8>) -> PyResult<Self> {
154        Self::from_msgpack_bytes(&data).map_err(to_pyvalue_err)
155    }
156
157    /// Return a dictionary representation of the object.
158    #[pyo3(name = "as_dict")]
159    fn py_as_dict(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
160        to_dict_pyo3(py, self)
161    }
162
163    /// Return JSON encoded bytes representation of the object.
164    #[pyo3(name = "as_json")]
165    fn py_as_json(&self, py: Python<'_>) -> Py<PyAny> {
166        // Unwrapping is safe when serializing a valid object
167        self.as_json_bytes().unwrap().into_py_any_unwrap(py)
168    }
169
170    /// Return MsgPack encoded bytes representation of the object.
171    #[pyo3(name = "as_msgpack")]
172    fn py_as_msgpack(&self, py: Python<'_>) -> Py<PyAny> {
173        // Unwrapping is safe when serializing a valid object
174        self.as_msgpack_bytes().unwrap().into_py_any_unwrap(py)
175    }
176}
177
178impl InstrumentClose {
179    /// Create a [`InstrumentClose`] from a PyObject reference.
180    pub fn from_pyobject(obj: &Bound<'_, PyAny>) -> PyResult<Self> {
181        let instrument_id = obj.getattr("instrument_id")?.extract::<InstrumentId>()?;
182        let close_price = obj.getattr("close_price")?.extract::<Price>()?;
183        let close_type = obj
184            .getattr("close_type")?
185            .extract::<InstrumentCloseType>()?;
186        let ts_event = obj.getattr("ts_event")?.extract::<u64>()?;
187        let ts_init = obj.getattr("ts_init")?.extract::<u64>()?;
188
189        Ok(Self {
190            instrument_id,
191            close_price,
192            close_type,
193            ts_event: ts_event.into(),
194            ts_init: ts_init.into(),
195        })
196    }
197}
198
199/// Transforms the given `data` Python objects into a vector of [`InstrumentClose`] objects.
200pub fn pyobjects_to_instrument_closes(
201    data: Vec<Bound<'_, PyAny>>,
202) -> PyResult<Vec<InstrumentClose>> {
203    let closes = data
204        .into_iter()
205        .map(|obj| InstrumentClose::from_pyobject(&obj))
206        .collect::<PyResult<Vec<InstrumentClose>>>()?;
207
208    // Validate monotonically increasing by timestamp initialization
209    if !crate::data::is_monotonically_increasing_by_init(&closes) {
210        return Err(PyValueError::new_err(ERROR_MONOTONICITY));
211    }
212
213    Ok(closes)
214}
nautilus_model/python/data/close.rs

nautilus_model/python/data/
close.rs
