nautilus_model/python/
common.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 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 indexmap::IndexMap;
17use nautilus_core::python::{IntoPyObjectNautilusExt, to_pyvalue_err};
18use pyo3::{
19    conversion::IntoPyObjectExt,
20    prelude::*,
21    types::{PyDict, PyList, PyNone},
22};
23use serde_json::Value;
24use strum::IntoEnumIterator;
25
26use crate::types::{Currency, Money};
27
28pub const PY_MODULE_MODEL: &str = "nautilus_trader.core.nautilus_pyo3.model";
29
30/// Python iterator over the variants of an enum.
31#[allow(missing_debug_implementations)]
32#[pyclass]
33pub struct EnumIterator {
34    // Type erasure for code reuse, generic types can't be exposed to Python
35    iter: Box<dyn Iterator<Item = Py<PyAny>> + Send + Sync>,
36}
37
38#[pymethods]
39impl EnumIterator {
40    fn __iter__(slf: PyRef<'_, Self>) -> PyRef<'_, Self> {
41        slf
42    }
43
44    fn __next__(mut slf: PyRefMut<'_, Self>) -> Option<Py<PyAny>> {
45        slf.iter.next()
46    }
47}
48
49impl EnumIterator {
50    /// Creates a new Python iterator over the variants of an enum.
51    ///
52    /// # Panics
53    ///
54    /// Panics if conversion of enum variants into Python objects fails.
55    #[must_use]
56    pub fn new<'py, E>(py: Python<'py>) -> Self
57    where
58        E: strum::IntoEnumIterator + IntoPyObjectExt<'py>,
59        <E as IntoEnumIterator>::Iterator: Send,
60    {
61        Self {
62            iter: Box::new(
63                E::iter()
64                    .map(|var| var.into_py_any_unwrap(py))
65                    // Force eager evaluation because `py` isn't `Send`
66                    .collect::<Vec<_>>()
67                    .into_iter(),
68            ),
69        }
70    }
71}
72
73/// Converts a JSON `Value::Object` into a Python `dict`.
74///
75/// # Panics
76///
77/// Panics if creating a Python list fails due to an invalid iterator.
78///
79/// # Errors
80///
81/// Returns a `PyErr` if:
82/// - the input `val` is not a JSON object.
83/// - conversion of any nested JSON value into a Python object fails.
84pub fn value_to_pydict(py: Python<'_>, val: &Value) -> PyResult<Py<PyAny>> {
85    let dict = PyDict::new(py);
86
87    match val {
88        Value::Object(map) => {
89            for (key, value) in map {
90                let py_value = value_to_pyobject(py, value)?;
91                dict.set_item(key, py_value)?;
92            }
93        }
94        // This shouldn't be reached in this function, but we include it for completeness
95        _ => return Err(to_pyvalue_err("Expected JSON object")),
96    }
97
98    dict.into_py_any(py)
99}
100
101/// Converts a JSON `Value` into a corresponding Python object.
102///
103/// # Panics
104///
105/// Panics if parsing numbers (`as_i64`, `as_f64`) or creating the Python list (`PyList::new().expect`) fails.
106///
107/// # Errors
108///
109/// Returns a `PyErr` if:
110/// - encountering an unsupported JSON number type.
111/// - conversion of nested arrays or objects fails.
112pub fn value_to_pyobject(py: Python<'_>, val: &Value) -> PyResult<Py<PyAny>> {
113    match val {
114        Value::Null => Ok(py.None()),
115        Value::Bool(b) => b.into_py_any(py),
116        Value::String(s) => s.into_py_any(py),
117        Value::Number(n) => {
118            if n.is_i64() {
119                n.as_i64().unwrap().into_py_any(py)
120            } else if n.is_f64() {
121                n.as_f64().unwrap().into_py_any(py)
122            } else {
123                Err(to_pyvalue_err("Unsupported JSON number type"))
124            }
125        }
126        Value::Array(arr) => {
127            let py_list =
128                PyList::new(py, &[] as &[Py<PyAny>]).expect("Invalid `ExactSizeIterator`");
129            for item in arr {
130                let py_item = value_to_pyobject(py, item)?;
131                py_list.append(py_item)?;
132            }
133            py_list.into_py_any(py)
134        }
135        Value::Object(_) => value_to_pydict(py, val),
136    }
137}
138
139/// Converts a list of `Money` values into a Python list of strings, or `None` if empty.
140///
141/// # Panics
142///
143/// Panics if creating the Python list fails or during the conversion unwrap.
144///
145/// # Errors
146///
147/// Returns a `PyErr` if Python list creation or conversion fails.
148pub fn commissions_from_vec(py: Python<'_>, commissions: Vec<Money>) -> PyResult<Bound<'_, PyAny>> {
149    let mut values = Vec::new();
150
151    for value in commissions {
152        values.push(value.to_string());
153    }
154
155    if values.is_empty() {
156        Ok(PyNone::get(py).to_owned().into_any())
157    } else {
158        values.sort();
159        // SAFETY: Reasonable to expect `ExactSizeIterator` should be correctly implemented
160        Ok(PyList::new(py, &values).unwrap().into_any())
161    }
162}
163
164/// Converts an `IndexMap<Currency, Money>` into a Python list of strings, or `None` if empty.
165///
166/// # Errors
167///
168/// Returns a `PyErr` if Python list creation or conversion fails.
169pub fn commissions_from_indexmap(
170    py: Python<'_>,
171    commissions: IndexMap<Currency, Money>,
172) -> PyResult<Bound<'_, PyAny>> {
173    commissions_from_vec(py, commissions.values().copied().collect())
174}
175
176#[cfg(test)]
177mod tests {
178    use pyo3::{
179        prelude::*,
180        types::{PyBool, PyInt, PyString},
181    };
182    use rstest::rstest;
183    use serde_json::Value;
184
185    use super::*;
186
187    #[rstest]
188    fn test_value_to_pydict() {
189        Python::initialize();
190        Python::attach(|py| {
191            let json_str = r#"
192        {
193            "type": "OrderAccepted",
194            "ts_event": 42,
195            "is_reconciliation": false
196        }
197        "#;
198
199            let val: Value = serde_json::from_str(json_str).unwrap();
200            let py_dict_ref = value_to_pydict(py, &val).unwrap();
201            let py_dict = py_dict_ref.bind(py);
202
203            assert_eq!(
204                py_dict
205                    .get_item("type")
206                    .unwrap()
207                    .cast::<PyString>()
208                    .unwrap()
209                    .to_str()
210                    .unwrap(),
211                "OrderAccepted"
212            );
213            assert_eq!(
214                py_dict
215                    .get_item("ts_event")
216                    .unwrap()
217                    .cast::<PyInt>()
218                    .unwrap()
219                    .extract::<i64>()
220                    .unwrap(),
221                42
222            );
223            assert!(
224                !py_dict
225                    .get_item("is_reconciliation")
226                    .unwrap()
227                    .cast::<PyBool>()
228                    .unwrap()
229                    .is_true()
230            );
231        });
232    }
233
234    #[rstest]
235    fn test_value_to_pyobject_string() {
236        Python::initialize();
237        Python::attach(|py| {
238            let val = Value::String("Hello, world!".to_string());
239            let py_obj = value_to_pyobject(py, &val).unwrap();
240
241            assert_eq!(py_obj.extract::<&str>(py).unwrap(), "Hello, world!");
242        });
243    }
244
245    #[rstest]
246    fn test_value_to_pyobject_bool() {
247        Python::initialize();
248        Python::attach(|py| {
249            let val = Value::Bool(true);
250            let py_obj = value_to_pyobject(py, &val).unwrap();
251
252            assert!(py_obj.extract::<bool>(py).unwrap());
253        });
254    }
255
256    #[rstest]
257    fn test_value_to_pyobject_array() {
258        Python::initialize();
259        Python::attach(|py| {
260            let val = Value::Array(vec![
261                Value::String("item1".to_string()),
262                Value::String("item2".to_string()),
263            ]);
264            let binding = value_to_pyobject(py, &val).unwrap();
265            let py_list: &Bound<'_, PyList> = binding.bind(py).cast::<PyList>().unwrap();
266
267            assert_eq!(py_list.len(), 2);
268            assert_eq!(
269                py_list.get_item(0).unwrap().extract::<&str>().unwrap(),
270                "item1"
271            );
272            assert_eq!(
273                py_list.get_item(1).unwrap().extract::<&str>().unwrap(),
274                "item2"
275            );
276        });
277    }
278}
nautilus_model/python/common.rs

nautilus_model/python/
common.rs
