nautilus_backtest/
accumulator.rs

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_common::{clock::TestClock, timer::TimeEventHandlerV2};
17use nautilus_core::UnixNanos;
18
19/// Provides a means of accumulating and draining time event handlers.
20#[derive(Debug)]
21pub struct TimeEventAccumulator {
22    event_handlers: Vec<TimeEventHandlerV2>,
23}
24
25impl TimeEventAccumulator {
26    /// Creates a new [`TimeEventAccumulator`] instance.
27    #[must_use]
28    pub const fn new() -> Self {
29        Self {
30            event_handlers: Vec::new(),
31        }
32    }
33
34    /// Advance the given clock to the `to_time_ns`.
35    pub fn advance_clock(&mut self, clock: &mut TestClock, to_time_ns: UnixNanos, set_time: bool) {
36        let events = clock.advance_time(to_time_ns, set_time);
37        let handlers = clock.match_handlers(events);
38        self.event_handlers.extend(handlers);
39    }
40
41    /// Drain the accumulated time event handlers in sorted order (by the events `ts_event`).
42    pub fn drain(&mut self) -> Vec<TimeEventHandlerV2> {
43        // stable sort is not necessary since there is no relation between
44        // events of the same clock. Only time based ordering is needed.
45        self.event_handlers
46            .sort_unstable_by_key(|v| v.event.ts_event);
47        self.event_handlers.drain(..).collect()
48    }
49}
50
51impl Default for TimeEventAccumulator {
52    /// Creates a new default [`TimeEventAccumulator`] instance.
53    fn default() -> Self {
54        Self::new()
55    }
56}
57
58////////////////////////////////////////////////////////////////////////////////
59// Tests
60////////////////////////////////////////////////////////////////////////////////
61
62#[cfg(all(test, feature = "python"))]
63mod tests {
64    use nautilus_common::timer::{TimeEvent, TimeEventCallback};
65    use nautilus_core::UUID4;
66    use pyo3::{Py, Python, prelude::*, types::PyList};
67    use rstest::*;
68    use ustr::Ustr;
69
70    use super::*;
71
72    #[rstest]
73    fn test_accumulator_drain_sorted() {
74        pyo3::prepare_freethreaded_python();
75
76        Python::with_gil(|py| {
77            let py_list = PyList::empty(py);
78            let py_append = Py::from(py_list.getattr("append").unwrap());
79
80            let mut accumulator = TimeEventAccumulator::new();
81
82            let time_event1 = TimeEvent::new(
83                Ustr::from("TEST_EVENT_1"),
84                UUID4::new(),
85                100.into(),
86                100.into(),
87            );
88            let time_event2 = TimeEvent::new(
89                Ustr::from("TEST_EVENT_2"),
90                UUID4::new(),
91                300.into(),
92                300.into(),
93            );
94            let time_event3 = TimeEvent::new(
95                Ustr::from("TEST_EVENT_3"),
96                UUID4::new(),
97                200.into(),
98                200.into(),
99            );
100
101            // Note: as_ptr returns a borrowed pointer. It is valid as long
102            // as the object is in scope. In this case `callback_ptr` is valid
103            // as long as `py_append` is in scope.
104            let callback = TimeEventCallback::from(py_append.into_any());
105
106            let handler1 = TimeEventHandlerV2::new(time_event1.clone(), callback.clone());
107            let handler2 = TimeEventHandlerV2::new(time_event2.clone(), callback.clone());
108            let handler3 = TimeEventHandlerV2::new(time_event3.clone(), callback);
109
110            accumulator.event_handlers.push(handler1);
111            accumulator.event_handlers.push(handler2);
112            accumulator.event_handlers.push(handler3);
113
114            let drained_handlers = accumulator.drain();
115
116            assert_eq!(drained_handlers.len(), 3);
117            assert_eq!(drained_handlers[0].event.ts_event, time_event1.ts_event);
118            assert_eq!(drained_handlers[1].event.ts_event, time_event3.ts_event);
119            assert_eq!(drained_handlers[2].event.ts_event, time_event2.ts_event);
120        });
121    }
122}
nautilus_backtest/accumulator.rs

nautilus_backtest/
accumulator.rs
