nautilus_model/python/data/
status.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    str::FromStr,
20};
21
22use nautilus_core::{
23    python::{
24        IntoPyObjectNautilusExt,
25        serialization::{from_dict_pyo3, to_dict_pyo3},
26        to_pyvalue_err,
27    },
28    serialization::{
29        Serializable,
30        msgpack::{FromMsgPack, ToMsgPack},
31    },
32};
33use pyo3::{prelude::*, pyclass::CompareOp, types::PyDict};
34use ustr::Ustr;
35
36use crate::{
37    data::status::InstrumentStatus,
38    enums::{FromU16, MarketStatusAction},
39    identifiers::InstrumentId,
40    python::common::PY_MODULE_MODEL,
41};
42
43impl InstrumentStatus {
44    /// Creates a new [`InstrumentStatus`] from a Python object.
45    ///
46    /// # Errors
47    ///
48    /// Returns a `PyErr` if extracting any attribute or converting types fails.
49    ///
50    /// # Panics
51    ///
52    /// Panics if converting `action_u16` to `MarketStatusAction` fails.
53    pub fn from_pyobject(obj: &Bound<'_, PyAny>) -> PyResult<Self> {
54        let instrument_id_obj: Bound<'_, PyAny> = obj.getattr("instrument_id")?.extract()?;
55        let instrument_id_str: String = instrument_id_obj.getattr("value")?.extract()?;
56        let instrument_id =
57            InstrumentId::from_str(instrument_id_str.as_str()).map_err(to_pyvalue_err)?;
58
59        let action_obj: Bound<'_, PyAny> = obj.getattr("action")?.extract()?;
60        let action_u16: u16 = action_obj.getattr("value")?.extract()?;
61        let action = MarketStatusAction::from_u16(action_u16).unwrap();
62
63        let ts_event: u64 = obj.getattr("ts_event")?.extract()?;
64        let ts_init: u64 = obj.getattr("ts_init")?.extract()?;
65
66        let reason_str: Option<String> = obj.getattr("reason")?.extract()?;
67        let reason = reason_str.map(|reason_str| Ustr::from(&reason_str));
68
69        let trading_event_str: Option<String> = obj.getattr("trading_event")?.extract()?;
70        let trading_event =
71            trading_event_str.map(|trading_event_str| Ustr::from(&trading_event_str));
72
73        let is_trading: Option<bool> = obj.getattr("is_trading")?.extract()?;
74        let is_quoting: Option<bool> = obj.getattr("is_quoting")?.extract()?;
75        let is_short_sell_restricted: Option<bool> =
76            obj.getattr("is_short_sell_restricted")?.extract()?;
77
78        Ok(Self::new(
79            instrument_id,
80            action,
81            ts_event.into(),
82            ts_init.into(),
83            reason,
84            trading_event,
85            is_trading,
86            is_quoting,
87            is_short_sell_restricted,
88        ))
89    }
90}
91
92#[pymethods]
93impl InstrumentStatus {
94    #[new]
95    #[allow(clippy::too_many_arguments)]
96    #[pyo3(signature = (instrument_id, action, ts_event, ts_init, reason=None, trading_event=None, is_trading=None, is_quoting=None, is_short_sell_restricted=None))]
97    fn py_new(
98        instrument_id: InstrumentId,
99        action: MarketStatusAction,
100        ts_event: u64,
101        ts_init: u64,
102        reason: Option<String>,
103        trading_event: Option<String>,
104        is_trading: Option<bool>,
105        is_quoting: Option<bool>,
106        is_short_sell_restricted: Option<bool>,
107    ) -> Self {
108        Self::new(
109            instrument_id,
110            action,
111            ts_event.into(),
112            ts_init.into(),
113            reason.map(|s| Ustr::from(&s)),
114            trading_event.map(|s| Ustr::from(&s)),
115            is_trading,
116            is_quoting,
117            is_short_sell_restricted,
118        )
119    }
120
121    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
122        match op {
123            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
124            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
125            _ => py.NotImplemented(),
126        }
127    }
128
129    fn __hash__(&self) -> isize {
130        let mut h = DefaultHasher::new();
131        self.hash(&mut h);
132        h.finish() as isize
133    }
134
135    fn __repr__(&self) -> String {
136        format!("{}({})", stringify!(InstrumentStatus), self)
137    }
138
139    fn __str__(&self) -> String {
140        self.to_string()
141    }
142
143    #[getter]
144    #[pyo3(name = "instrument_id")]
145    fn py_instrument_id(&self) -> InstrumentId {
146        self.instrument_id
147    }
148
149    #[getter]
150    #[pyo3(name = "action")]
151    fn py_action(&self) -> MarketStatusAction {
152        self.action
153    }
154
155    #[getter]
156    #[pyo3(name = "ts_event")]
157    fn py_ts_event(&self) -> u64 {
158        self.ts_event.as_u64()
159    }
160
161    #[getter]
162    #[pyo3(name = "ts_init")]
163    fn py_ts_init(&self) -> u64 {
164        self.ts_init.as_u64()
165    }
166
167    #[getter]
168    #[pyo3(name = "reason")]
169    fn py_reason(&self) -> Option<String> {
170        self.reason.map(|x| x.to_string())
171    }
172
173    #[getter]
174    #[pyo3(name = "trading_event")]
175    fn py_trading_event(&self) -> Option<String> {
176        self.trading_event.map(|x| x.to_string())
177    }
178
179    #[getter]
180    #[pyo3(name = "is_trading")]
181    fn py_is_trading(&self) -> Option<bool> {
182        self.is_trading
183    }
184
185    #[getter]
186    #[pyo3(name = "is_quoting")]
187    fn py_is_quoting(&self) -> Option<bool> {
188        self.is_quoting
189    }
190
191    #[getter]
192    #[pyo3(name = "is_short_sell_restricted")]
193    fn py_is_short_sell_restricted(&self) -> Option<bool> {
194        self.is_short_sell_restricted
195    }
196
197    #[staticmethod]
198    #[pyo3(name = "fully_qualified_name")]
199    fn py_fully_qualified_name() -> String {
200        format!("{}:{}", PY_MODULE_MODEL, stringify!(InstrumentStatus))
201    }
202
203    /// Returns a new object from the given dictionary representation.
204    #[staticmethod]
205    #[pyo3(name = "from_dict")]
206    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
207        from_dict_pyo3(py, values)
208    }
209
210    #[staticmethod]
211    #[pyo3(name = "get_metadata")]
212    fn py_get_metadata(instrument_id: &InstrumentId) -> PyResult<HashMap<String, String>> {
213        Ok(Self::get_metadata(instrument_id))
214    }
215
216    #[staticmethod]
217    #[pyo3(name = "from_json")]
218    fn py_from_json(data: Vec<u8>) -> PyResult<Self> {
219        Self::from_json_bytes(&data).map_err(to_pyvalue_err)
220    }
221
222    #[staticmethod]
223    #[pyo3(name = "from_msgpack")]
224    fn py_from_msgpack(data: Vec<u8>) -> PyResult<Self> {
225        Self::from_msgpack_bytes(&data).map_err(to_pyvalue_err)
226    }
227
228    /// Return a dictionary representation of the object.
229    #[pyo3(name = "to_dict")]
230    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
231        to_dict_pyo3(py, self)
232    }
233
234    /// Return JSON encoded bytes representation of the object.
235    #[pyo3(name = "to_json_bytes")]
236    fn py_to_json_bytes(&self, py: Python<'_>) -> Py<PyAny> {
237        // SAFETY: Unwrap safe when serializing a valid object
238        self.to_json_bytes().unwrap().into_py_any_unwrap(py)
239    }
240
241    /// Return MsgPack encoded bytes representation of the object.
242    #[pyo3(name = "to_msgpack_bytes")]
243    fn py_to_msgpack_bytes(&self, py: Python<'_>) -> Py<PyAny> {
244        // SAFETY: Unwrap safe when serializing a valid object
245        self.to_msgpack_bytes().unwrap().into_py_any_unwrap(py)
246    }
247}
248
249#[cfg(test)]
250mod tests {
251    use nautilus_core::python::IntoPyObjectNautilusExt;
252    use pyo3::Python;
253    use rstest::rstest;
254
255    use crate::data::{status::InstrumentStatus, stubs::stub_instrument_status};
256
257    #[rstest]
258    fn test_to_dict(stub_instrument_status: InstrumentStatus) {
259        Python::initialize();
260        Python::attach(|py| {
261            let dict_string = stub_instrument_status.py_to_dict(py).unwrap().to_string();
262            let expected_string = r"{'type': 'InstrumentStatus', 'instrument_id': 'MSFT.XNAS', 'action': 'TRADING', 'ts_event': 1, 'ts_init': 2, 'reason': None, 'trading_event': None, 'is_trading': None, 'is_quoting': None, 'is_short_sell_restricted': None}";
263            assert_eq!(dict_string, expected_string);
264        });
265    }
266
267    #[rstest]
268    fn test_from_dict(stub_instrument_status: InstrumentStatus) {
269        Python::initialize();
270        Python::attach(|py| {
271            let dict = stub_instrument_status.py_to_dict(py).unwrap();
272            let parsed = InstrumentStatus::py_from_dict(py, dict).unwrap();
273            assert_eq!(parsed, stub_instrument_status);
274        });
275    }
276
277    #[rstest]
278    fn test_from_pyobject(stub_instrument_status: InstrumentStatus) {
279        Python::initialize();
280        Python::attach(|py| {
281            let status_pyobject = stub_instrument_status.into_py_any_unwrap(py);
282            let parsed_status = InstrumentStatus::from_pyobject(status_pyobject.bind(py)).unwrap();
283            assert_eq!(parsed_status, stub_instrument_status);
284        });
285    }
286}
nautilus_model/python/data/status.rs

nautilus_model/python/data/
status.rs
