nautilus_common/generators/
position_id.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 std::{cell::RefCell, collections::HashMap, rc::Rc};
17
18use nautilus_model::identifiers::{PositionId, StrategyId, TraderId};
19
20use super::get_datetime_tag;
21use crate::clock::Clock;
22
23#[repr(C)]
24pub struct PositionIdGenerator {
25    clock: Rc<RefCell<dyn Clock>>,
26    trader_id: TraderId,
27    counts: HashMap<StrategyId, usize>,
28}
29
30impl PositionIdGenerator {
31    /// Creates a new [`PositionIdGenerator`] instance.
32    #[must_use]
33    pub fn new(trader_id: TraderId, clock: Rc<RefCell<dyn Clock>>) -> Self {
34        Self {
35            clock,
36            trader_id,
37            counts: HashMap::new(),
38        }
39    }
40
41    pub fn set_count(&mut self, count: usize, strategy_id: StrategyId) {
42        self.counts.insert(strategy_id, count);
43    }
44
45    pub fn reset(&mut self) {
46        self.counts.clear();
47    }
48
49    #[must_use]
50    pub fn count(&self, strategy_id: StrategyId) -> usize {
51        *self.counts.get(&strategy_id).unwrap_or(&0)
52    }
53
54    pub fn generate(&mut self, strategy_id: StrategyId, flipped: bool) -> PositionId {
55        let strategy = strategy_id;
56        let next_count = self.count(strategy_id) + 1;
57        self.set_count(next_count, strategy_id);
58        let datetime_tag = get_datetime_tag(self.clock.borrow().timestamp_ms());
59        let trader_tag = self.trader_id.get_tag();
60        let strategy_tag = strategy.get_tag();
61        let flipped = if flipped { "F" } else { "" };
62        let value = format!("P-{datetime_tag}-{trader_tag}-{strategy_tag}-{next_count}{flipped}");
63        PositionId::from(value)
64    }
65}
66
67////////////////////////////////////////////////////////////////////////////////
68// Tests
69////////////////////////////////////////////////////////////////////////////////
70#[cfg(test)]
71mod tests {
72    use std::{cell::RefCell, rc::Rc};
73
74    use nautilus_model::identifiers::{PositionId, StrategyId, TraderId};
75    use rstest::rstest;
76
77    use crate::{clock::TestClock, generators::position_id::PositionIdGenerator};
78
79    fn get_position_id_generator() -> PositionIdGenerator {
80        PositionIdGenerator::new(TraderId::default(), Rc::new(RefCell::new(TestClock::new())))
81    }
82
83    #[rstest]
84    fn test_generate_position_id_one_strategy() {
85        let mut generator = get_position_id_generator();
86        let result1 = generator.generate(StrategyId::from("S-001"), false);
87        let result2 = generator.generate(StrategyId::from("S-001"), false);
88
89        assert_eq!(result1, PositionId::from("P-19700101-000000-001-001-1"));
90        assert_eq!(result2, PositionId::from("P-19700101-000000-001-001-2"));
91    }
92
93    #[rstest]
94    fn test_generate_position_id_multiple_strategies() {
95        let mut generator = get_position_id_generator();
96        let result1 = generator.generate(StrategyId::from("S-001"), false);
97        let result2 = generator.generate(StrategyId::from("S-002"), false);
98        let result3 = generator.generate(StrategyId::from("S-002"), false);
99
100        assert_eq!(result1, PositionId::from("P-19700101-000000-001-001-1"));
101        assert_eq!(result2, PositionId::from("P-19700101-000000-001-002-1"));
102        assert_eq!(result3, PositionId::from("P-19700101-000000-001-002-2"));
103    }
104
105    #[rstest]
106    fn test_generate_position_id_with_flipped_appends_correctly() {
107        let mut generator = get_position_id_generator();
108        let result1 = generator.generate(StrategyId::from("S-001"), false);
109        let result2 = generator.generate(StrategyId::from("S-002"), true);
110        let result3 = generator.generate(StrategyId::from("S-001"), true);
111
112        assert_eq!(result1, PositionId::from("P-19700101-000000-001-001-1"));
113        assert_eq!(result2, PositionId::from("P-19700101-000000-001-002-1F"));
114        assert_eq!(result3, PositionId::from("P-19700101-000000-001-001-2F"));
115    }
116
117    #[rstest]
118    fn test_get_count_when_strategy_id_has_not_been_used() {
119        let generator = get_position_id_generator();
120        let result = generator.count(StrategyId::from("S-001"));
121
122        assert_eq!(result, 0);
123    }
124
125    #[rstest]
126    fn set_count_with_valid_strategy() {
127        let mut generator = get_position_id_generator();
128        generator.set_count(7, StrategyId::from("S-001"));
129        let result = generator.count(StrategyId::from("S-001"));
130
131        assert_eq!(result, 7);
132    }
133
134    #[rstest]
135    fn test_reset() {
136        let mut generator = get_position_id_generator();
137        generator.generate(StrategyId::from("S-001"), false);
138        generator.generate(StrategyId::from("S-001"), false);
139        generator.reset();
140        let result = generator.generate(StrategyId::from("S-001"), false);
141
142        assert_eq!(result, PositionId::from("P-19700101-000000-001-001-1"));
143    }
144}
nautilus_common/generators/position_id.rs

nautilus_common/generators/
position_id.rs
