nautilus_model/events/position/
mod.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 crate::{
17    events::{PositionAdjusted, PositionChanged, PositionClosed, PositionOpened},
18    identifiers::{AccountId, InstrumentId},
19};
20pub mod adjusted;
21pub mod changed;
22pub mod closed;
23pub mod opened;
24pub mod snapshot;
25
26#[derive(Debug)]
27pub enum PositionEvent {
28    PositionOpened(PositionOpened),
29    PositionChanged(PositionChanged),
30    PositionClosed(PositionClosed),
31    PositionAdjusted(PositionAdjusted),
32}
33
34impl PositionEvent {
35    pub fn instrument_id(&self) -> InstrumentId {
36        match self {
37            Self::PositionOpened(position) => position.instrument_id,
38            Self::PositionChanged(position) => position.instrument_id,
39            Self::PositionClosed(position) => position.instrument_id,
40            Self::PositionAdjusted(adjustment) => adjustment.instrument_id,
41        }
42    }
43
44    pub fn account_id(&self) -> AccountId {
45        match self {
46            Self::PositionOpened(position) => position.account_id,
47            Self::PositionChanged(position) => position.account_id,
48            Self::PositionClosed(position) => position.account_id,
49            Self::PositionAdjusted(adjustment) => adjustment.account_id,
50        }
51    }
52}
53
54////////////////////////////////////////////////////////////////////////////////
55// Tests
56////////////////////////////////////////////////////////////////////////////////
57#[cfg(test)]
58mod tests {
59    use nautilus_core::UnixNanos;
60    use rstest::*;
61
62    use super::*;
63    use crate::{
64        enums::{OrderSide, PositionSide},
65        events::{PositionChanged, PositionClosed, PositionOpened},
66        identifiers::{AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TraderId},
67        types::{Currency, Money, Price, Quantity},
68    };
69
70    fn create_test_position_opened() -> PositionOpened {
71        PositionOpened {
72            trader_id: TraderId::from("TRADER-001"),
73            strategy_id: StrategyId::from("EMA-CROSS"),
74            instrument_id: InstrumentId::from("EURUSD.SIM"),
75            position_id: PositionId::from("P-001"),
76            account_id: AccountId::from("SIM-001"),
77            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
78            entry: OrderSide::Buy,
79            side: PositionSide::Long,
80            signed_qty: 100.0,
81            quantity: Quantity::from("100"),
82            last_qty: Quantity::from("100"),
83            last_px: Price::from("1.0500"),
84            currency: Currency::USD(),
85            avg_px_open: 1.0500,
86            event_id: Default::default(),
87            ts_event: UnixNanos::from(1_000_000_000),
88            ts_init: UnixNanos::from(2_000_000_000),
89        }
90    }
91
92    fn create_test_position_changed() -> PositionChanged {
93        PositionChanged {
94            trader_id: TraderId::from("TRADER-001"),
95            strategy_id: StrategyId::from("EMA-CROSS"),
96            instrument_id: InstrumentId::from("EURUSD.SIM"),
97            position_id: PositionId::from("P-001"),
98            account_id: AccountId::from("SIM-001"),
99            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
100            entry: OrderSide::Buy,
101            side: PositionSide::Long,
102            signed_qty: 150.0,
103            quantity: Quantity::from("150"),
104            peak_quantity: Quantity::from("150"),
105            last_qty: Quantity::from("50"),
106            last_px: Price::from("1.0550"),
107            currency: Currency::USD(),
108            avg_px_open: 1.0525,
109            avg_px_close: None,
110            realized_return: 0.0,
111            realized_pnl: None,
112            unrealized_pnl: Money::new(75.0, Currency::USD()),
113            event_id: Default::default(),
114            ts_opened: UnixNanos::from(1_000_000_000),
115            ts_event: UnixNanos::from(1_500_000_000),
116            ts_init: UnixNanos::from(2_500_000_000),
117        }
118    }
119
120    fn create_test_position_closed() -> PositionClosed {
121        PositionClosed {
122            trader_id: TraderId::from("TRADER-001"),
123            strategy_id: StrategyId::from("EMA-CROSS"),
124            instrument_id: InstrumentId::from("EURUSD.SIM"),
125            position_id: PositionId::from("P-001"),
126            account_id: AccountId::from("SIM-001"),
127            opening_order_id: ClientOrderId::from("O-19700101-000000-001-001-1"),
128            closing_order_id: Some(ClientOrderId::from("O-19700101-000000-001-001-2")),
129            entry: OrderSide::Buy,
130            side: PositionSide::Flat,
131            signed_qty: 0.0,
132            quantity: Quantity::from("0"),
133            peak_quantity: Quantity::from("150"),
134            last_qty: Quantity::from("150"),
135            last_px: Price::from("1.0600"),
136            currency: Currency::USD(),
137            avg_px_open: 1.0525,
138            avg_px_close: Some(1.0600),
139            realized_return: 0.0071,
140            realized_pnl: Some(Money::new(112.50, Currency::USD())),
141            unrealized_pnl: Money::new(0.0, Currency::USD()),
142            duration: 3_600_000_000_000, // 1 hour in nanoseconds
143            event_id: Default::default(),
144            ts_opened: UnixNanos::from(1_000_000_000),
145            ts_closed: Some(UnixNanos::from(4_600_000_000)),
146            ts_event: UnixNanos::from(4_600_000_000),
147            ts_init: UnixNanos::from(5_000_000_000),
148        }
149    }
150
151    #[rstest]
152    fn test_position_event_opened_instrument_id() {
153        let opened = create_test_position_opened();
154        let event = PositionEvent::PositionOpened(opened);
155
156        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
157    }
158
159    #[rstest]
160    fn test_position_event_changed_instrument_id() {
161        let changed = create_test_position_changed();
162        let event = PositionEvent::PositionChanged(changed);
163
164        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
165    }
166
167    #[rstest]
168    fn test_position_event_closed_instrument_id() {
169        let closed = create_test_position_closed();
170        let event = PositionEvent::PositionClosed(closed);
171
172        assert_eq!(event.instrument_id(), InstrumentId::from("EURUSD.SIM"));
173    }
174
175    #[rstest]
176    fn test_position_event_opened_account_id() {
177        let opened = create_test_position_opened();
178        let event = PositionEvent::PositionOpened(opened);
179
180        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
181    }
182
183    #[rstest]
184    fn test_position_event_changed_account_id() {
185        let changed = create_test_position_changed();
186        let event = PositionEvent::PositionChanged(changed);
187
188        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
189    }
190
191    #[rstest]
192    fn test_position_event_closed_account_id() {
193        let closed = create_test_position_closed();
194        let event = PositionEvent::PositionClosed(closed);
195
196        assert_eq!(event.account_id(), AccountId::from("SIM-001"));
197    }
198
199    #[rstest]
200    fn test_position_event_debug_formatting() {
201        let opened = create_test_position_opened();
202        let event = PositionEvent::PositionOpened(opened);
203
204        let debug_str = format!("{event:?}");
205        assert!(debug_str.contains("PositionOpened"));
206        assert!(debug_str.contains("EURUSD.SIM"));
207        assert!(debug_str.contains("SIM-001"));
208    }
209
210    #[rstest]
211    fn test_position_event_enum_variants() {
212        let opened = create_test_position_opened();
213        let changed = create_test_position_changed();
214        let closed = create_test_position_closed();
215
216        let event_opened = PositionEvent::PositionOpened(opened);
217        let event_changed = PositionEvent::PositionChanged(changed);
218        let event_closed = PositionEvent::PositionClosed(closed);
219
220        match event_opened {
221            PositionEvent::PositionOpened(_) => {}
222            _ => panic!("Expected PositionOpened variant"),
223        }
224
225        match event_changed {
226            PositionEvent::PositionChanged(_) => {}
227            _ => panic!("Expected PositionChanged variant"),
228        }
229
230        match event_closed {
231            PositionEvent::PositionClosed(_) => {}
232            _ => panic!("Expected PositionClosed variant"),
233        }
234    }
235}
nautilus_model/events/position/mod.rs

nautilus_model/events/position/
mod.rs
