nautilus_model/python/data/
close.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::{
17    collections::{HashMap, hash_map::DefaultHasher},
18    hash::{Hash, Hasher},
19};
20
21use nautilus_core::{
22    python::{
23        IntoPyObjectNautilusExt,
24        serialization::{from_dict_pyo3, to_dict_pyo3},
25        to_pyvalue_err,
26    },
27    serialization::{
28        Serializable,
29        msgpack::{FromMsgPack, ToMsgPack},
30    },
31};
32use pyo3::{basic::CompareOp, exceptions::PyValueError, prelude::*, types::PyDict};
33
34use super::ERROR_MONOTONICITY;
35use crate::{
36    data::close::InstrumentClose, enums::InstrumentCloseType, identifiers::InstrumentId,
37    python::common::PY_MODULE_MODEL, types::Price,
38};
39
40////////////////////////////////////////
41// Type methods
42////////////////////////////////////////
43#[pymethods]
44impl InstrumentClose {
45    #[new]
46    #[pyo3(signature = (instrument_id, close_price, close_type, ts_event, ts_init))]
47    fn py_new(
48        instrument_id: InstrumentId,
49        close_price: Price,
50        close_type: InstrumentCloseType,
51        ts_event: u64,
52        ts_init: u64,
53    ) -> Self {
54        Self {
55            instrument_id,
56            close_price,
57            close_type,
58            ts_event: ts_event.into(),
59            ts_init: ts_init.into(),
60        }
61    }
62
63    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
64        match op {
65            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
66            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
67            _ => py.NotImplemented(),
68        }
69    }
70
71    fn __hash__(&self) -> isize {
72        let mut h = DefaultHasher::new();
73        self.hash(&mut h);
74        h.finish() as isize
75    }
76
77    fn __repr__(&self) -> String {
78        format!("{}({})", stringify!(InstrumentStatus), self)
79    }
80
81    fn __str__(&self) -> String {
82        self.to_string()
83    }
84
85    #[getter]
86    #[pyo3(name = "instrument_id")]
87    fn py_instrument_id(&self) -> InstrumentId {
88        self.instrument_id
89    }
90
91    #[getter]
92    #[pyo3(name = "close_price")]
93    pub fn py_close_price(&self) -> Price {
94        self.close_price
95    }
96
97    #[getter]
98    #[pyo3(name = "close_type")]
99    pub fn py_close_type(&self) -> InstrumentCloseType {
100        self.close_type
101    }
102
103    #[getter]
104    #[pyo3(name = "ts_event")]
105    pub fn py_ts_event(&self) -> u64 {
106        self.ts_event.as_u64()
107    }
108
109    #[getter]
110    #[pyo3(name = "ts_init")]
111    pub fn py_ts_init(&self) -> u64 {
112        self.ts_init.as_u64()
113    }
114
115    #[staticmethod]
116    #[pyo3(name = "fully_qualified_name")]
117    fn py_fully_qualified_name() -> String {
118        format!("{}:{}", PY_MODULE_MODEL, stringify!(InstrumentClose))
119    }
120
121    #[staticmethod]
122    #[pyo3(name = "get_metadata")]
123    fn py_get_metadata(
124        instrument_id: &InstrumentId,
125        price_precision: u8,
126    ) -> PyResult<HashMap<String, String>> {
127        Ok(Self::get_metadata(instrument_id, price_precision))
128    }
129
130    #[staticmethod]
131    #[pyo3(name = "get_fields")]
132    fn py_get_fields(py: Python<'_>) -> PyResult<Bound<'_, PyDict>> {
133        let py_dict = PyDict::new(py);
134        for (k, v) in Self::get_fields() {
135            py_dict.set_item(k, v)?;
136        }
137
138        Ok(py_dict)
139    }
140
141    /// Returns a new object from the given dictionary representation.
142    #[staticmethod]
143    #[pyo3(name = "from_dict")]
144    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
145        from_dict_pyo3(py, values)
146    }
147
148    #[staticmethod]
149    #[pyo3(name = "from_json")]
150    fn py_from_json(data: Vec<u8>) -> PyResult<Self> {
151        Self::from_json_bytes(&data).map_err(to_pyvalue_err)
152    }
153
154    #[staticmethod]
155    #[pyo3(name = "from_msgpack")]
156    fn py_from_msgpack(data: Vec<u8>) -> PyResult<Self> {
157        Self::from_msgpack_bytes(&data).map_err(to_pyvalue_err)
158    }
159
160    /// Return a dictionary representation of the object.
161    #[pyo3(name = "to_dict")]
162    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
163        to_dict_pyo3(py, self)
164    }
165
166    /// Return JSON encoded bytes representation of the object.
167    #[pyo3(name = "to_json_bytes")]
168    fn py_to_json_bytes(&self, py: Python<'_>) -> Py<PyAny> {
169        // SAFETY: Unwrap safe when serializing a valid object
170        self.to_json_bytes().unwrap().into_py_any_unwrap(py)
171    }
172
173    /// Return MsgPack encoded bytes representation of the object.
174    #[pyo3(name = "to_msgpack_bytes")]
175    fn py_to_msgpack_bytes(&self, py: Python<'_>) -> Py<PyAny> {
176        // SAFETY: Unwrap safe when serializing a valid object
177        self.to_msgpack_bytes().unwrap().into_py_any_unwrap(py)
178    }
179}
180
181impl InstrumentClose {
182    /// Creates a new [`InstrumentClose`] from a Python object reference.
183    ///
184    /// # Errors
185    ///
186    /// Returns a `PyErr` if retrieving any attribute or converting types fails.
187    pub fn from_pyobject(obj: &Bound<'_, PyAny>) -> PyResult<Self> {
188        let instrument_id = obj.getattr("instrument_id")?.extract::<InstrumentId>()?;
189        let close_price = obj.getattr("close_price")?.extract::<Price>()?;
190        let close_type = obj
191            .getattr("close_type")?
192            .extract::<InstrumentCloseType>()?;
193        let ts_event = obj.getattr("ts_event")?.extract::<u64>()?;
194        let ts_init = obj.getattr("ts_init")?.extract::<u64>()?;
195
196        Ok(Self {
197            instrument_id,
198            close_price,
199            close_type,
200            ts_event: ts_event.into(),
201            ts_init: ts_init.into(),
202        })
203    }
204}
205
206/// Transforms the given Python objects into a vector of [`InstrumentClose`] objects.
207///
208/// # Errors
209///
210/// Returns a `PyErr` if any element conversion fails or the data is not monotonically increasing.
211pub fn pyobjects_to_instrument_closes(
212    data: Vec<Bound<'_, PyAny>>,
213) -> PyResult<Vec<InstrumentClose>> {
214    let closes = data
215        .into_iter()
216        .map(|obj| InstrumentClose::from_pyobject(&obj))
217        .collect::<PyResult<Vec<InstrumentClose>>>()?;
218
219    // Validate monotonically increasing by timestamp initialization
220    if !crate::data::is_monotonically_increasing_by_init(&closes) {
221        return Err(PyValueError::new_err(ERROR_MONOTONICITY));
222    }
223
224    Ok(closes)
225}
nautilus_model/python/data/close.rs

nautilus_model/python/data/
close.rs
