nautilus_tardis/python/
mod.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
16//! Python bindings from [PyO3](https://pyo3.rs).
17
18pub mod config;
19pub mod csv;
20pub mod enums;
21pub mod http;
22pub mod machine;
23
24use std::str::FromStr;
25
26use nautilus_core::python::to_pyvalue_err;
27use pyo3::prelude::*;
28use ustr::Ustr;
29
30use super::enums::{Exchange, InstrumentType};
31use crate::parse::normalize_symbol_str;
32
33#[pyfunction(name = "tardis_normalize_symbol_str")]
34#[pyo3(signature = (symbol, exchange, instrument_type, is_inverse=None))]
35pub fn py_tardis_normalize_symbol_str(
36    symbol: String,
37    exchange: String,
38    instrument_type: String,
39    is_inverse: Option<bool>,
40) -> PyResult<String> {
41    let symbol = Ustr::from(&symbol);
42    let exchange = Exchange::from_str(&exchange).map_err(to_pyvalue_err)?;
43    let instrument_type = InstrumentType::from_str(&instrument_type).map_err(to_pyvalue_err)?;
44
45    Ok(normalize_symbol_str(symbol, &exchange, &instrument_type, is_inverse).to_string())
46}
47
48/// Loaded as nautilus_pyo3.tardis
49///
50/// # Errors
51///
52/// Returns a `PyErr` if registering any module components fails.
53#[pymodule]
54pub fn tardis(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
55    m.add_class::<super::machine::types::InstrumentMiniInfo>()?;
56    m.add_class::<super::machine::types::ReplayNormalizedRequestOptions>()?;
57    m.add_class::<super::machine::types::StreamNormalizedRequestOptions>()?;
58    m.add_class::<super::machine::TardisMachineClient>()?;
59    m.add_class::<super::http::client::TardisHttpClient>()?;
60    m.add_function(wrap_pyfunction!(
61        enums::py_tardis_exchange_from_venue_str,
62        m
63    )?)?;
64    m.add_function(wrap_pyfunction!(
65        config::py_bar_spec_to_tardis_trade_bar_string,
66        m
67    )?)?;
68    m.add_function(wrap_pyfunction!(machine::py_run_tardis_machine_replay, m)?)?;
69    m.add_function(wrap_pyfunction!(csv::py_load_tardis_deltas, m)?)?;
70    m.add_function(wrap_pyfunction!(
71        csv::py_load_tardis_depth10_from_snapshot5,
72        m
73    )?)?;
74    m.add_function(wrap_pyfunction!(
75        csv::py_load_tardis_depth10_from_snapshot25,
76        m
77    )?)?;
78    m.add_function(wrap_pyfunction!(csv::py_load_tardis_quotes, m)?)?;
79    m.add_function(wrap_pyfunction!(csv::py_load_tardis_trades, m)?)?;
80    m.add_function(wrap_pyfunction!(py_tardis_normalize_symbol_str, m)?)?;
81
82    Ok(())
83}
nautilus_tardis/python/mod.rs

nautilus_tardis/python/
mod.rs
