nautilus_model/python/instruments/
equity.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::hash_map::DefaultHasher,
18    hash::{Hash, Hasher},
19};
20
21use nautilus_core::python::{
22    IntoPyObjectNautilusExt, serialization::from_dict_pyo3, to_pyvalue_err,
23};
24use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
25use rust_decimal::Decimal;
26use ustr::Ustr;
27
28use crate::{
29    identifiers::{InstrumentId, Symbol},
30    instruments::Equity,
31    types::{Currency, Price, Quantity},
32};
33
34#[pymethods]
35impl Equity {
36    #[allow(clippy::too_many_arguments)]
37    #[new]
38    #[pyo3(signature = (id, raw_symbol, currency, price_precision, price_increment, ts_event, ts_init, isin=None, lot_size=None, max_quantity=None, min_quantity=None, max_price=None, min_price=None, margin_init=None, margin_maint=None, maker_fee=None, taker_fee=None))]
39    fn py_new(
40        id: InstrumentId,
41        raw_symbol: Symbol,
42        currency: Currency,
43        price_precision: u8,
44        price_increment: Price,
45        ts_event: u64,
46        ts_init: u64,
47        isin: Option<String>,
48        lot_size: Option<Quantity>,
49        max_quantity: Option<Quantity>,
50        min_quantity: Option<Quantity>,
51        max_price: Option<Price>,
52        min_price: Option<Price>,
53        margin_init: Option<Decimal>,
54        margin_maint: Option<Decimal>,
55        maker_fee: Option<Decimal>,
56        taker_fee: Option<Decimal>,
57    ) -> PyResult<Self> {
58        Self::new_checked(
59            id,
60            raw_symbol,
61            isin.map(|x| Ustr::from(&x)),
62            currency,
63            price_precision,
64            price_increment,
65            lot_size,
66            max_quantity,
67            min_quantity,
68            max_price,
69            min_price,
70            margin_init,
71            margin_maint,
72            maker_fee,
73            taker_fee,
74            ts_event.into(),
75            ts_init.into(),
76        )
77        .map_err(to_pyvalue_err)
78    }
79
80    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
81        match op {
82            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
83            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
84            _ => py.NotImplemented(),
85        }
86    }
87
88    fn __hash__(&self) -> isize {
89        let mut hasher = DefaultHasher::new();
90        self.hash(&mut hasher);
91        hasher.finish() as isize
92    }
93
94    #[getter]
95    fn type_str(&self) -> &str {
96        stringify!(Equity)
97    }
98
99    #[getter]
100    #[pyo3(name = "id")]
101    fn py_id(&self) -> InstrumentId {
102        self.id
103    }
104
105    #[getter]
106    #[pyo3(name = "raw_symbol")]
107    fn py_raw_symbol(&self) -> Symbol {
108        self.raw_symbol
109    }
110
111    #[getter]
112    #[pyo3(name = "isin")]
113    fn py_isin(&self) -> Option<&str> {
114        match self.isin {
115            Some(isin) => Some(isin.as_str()),
116            None => None,
117        }
118    }
119
120    #[getter]
121    #[pyo3(name = "quote_currency")] // TODO: Currency property standardization
122    fn py_quote_currency(&self) -> Currency {
123        self.currency
124    }
125
126    #[getter]
127    #[pyo3(name = "price_precision")]
128    fn py_price_precision(&self) -> u8 {
129        self.price_precision
130    }
131
132    #[getter]
133    #[pyo3(name = "size_precision")]
134    fn py_size_precision(&self) -> u8 {
135        0
136    }
137
138    #[getter]
139    #[pyo3(name = "price_increment")]
140    fn py_price_increment(&self) -> Price {
141        self.price_increment
142    }
143
144    #[getter]
145    #[pyo3(name = "size_increment")]
146    fn py_size_increment(&self) -> Quantity {
147        Quantity::from(1)
148    }
149
150    #[getter]
151    #[pyo3(name = "lot_size")]
152    fn py_lot_size(&self) -> Option<Quantity> {
153        self.lot_size
154    }
155
156    #[getter]
157    #[pyo3(name = "max_quantity")]
158    fn py_max_quantity(&self) -> Option<Quantity> {
159        self.max_quantity
160    }
161
162    #[getter]
163    #[pyo3(name = "min_quantity")]
164    fn py_min_quantity(&self) -> Option<Quantity> {
165        self.min_quantity
166    }
167
168    #[getter]
169    #[pyo3(name = "max_price")]
170    fn py_max_price(&self) -> Option<Price> {
171        self.max_price
172    }
173
174    #[getter]
175    #[pyo3(name = "min_price")]
176    fn py_min_price(&self) -> Option<Price> {
177        self.min_price
178    }
179
180    #[getter]
181    #[pyo3(name = "ts_event")]
182    fn py_ts_event(&self) -> u64 {
183        self.ts_event.as_u64()
184    }
185
186    #[getter]
187    #[pyo3(name = "ts_init")]
188    fn py_ts_init(&self) -> u64 {
189        self.ts_init.as_u64()
190    }
191
192    #[getter]
193    #[pyo3(name = "info")]
194    fn py_info(&self, py: Python<'_>) -> PyResult<PyObject> {
195        Ok(PyDict::new(py).into())
196    }
197
198    #[staticmethod]
199    #[pyo3(name = "from_dict")]
200    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
201        from_dict_pyo3(py, values)
202    }
203
204    #[pyo3(name = "to_dict")]
205    fn py_to_dict(&self, py: Python<'_>) -> PyResult<PyObject> {
206        let dict = PyDict::new(py);
207        dict.set_item("type", stringify!(Equity))?;
208        dict.set_item("id", self.id.to_string())?;
209        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
210        dict.set_item("currency", self.currency.code.to_string())?;
211        dict.set_item("price_precision", self.price_precision)?;
212        dict.set_item("price_increment", self.price_increment.to_string())?;
213        dict.set_item("ts_event", self.ts_event.as_u64())?;
214        dict.set_item("ts_init", self.ts_init.as_u64())?;
215        dict.set_item("info", PyDict::new(py))?;
216        dict.set_item("maker_fee", self.maker_fee.to_string())?;
217        dict.set_item("taker_fee", self.taker_fee.to_string())?;
218        dict.set_item("margin_init", self.margin_init.to_string())?;
219        dict.set_item("margin_maint", self.margin_maint.to_string())?;
220        match &self.isin {
221            Some(value) => dict.set_item("isin", value.to_string())?,
222            None => dict.set_item("isin", py.None())?,
223        }
224        match self.lot_size {
225            Some(value) => dict.set_item("lot_size", value.to_string())?,
226            None => dict.set_item("lot_size", py.None())?,
227        }
228        match self.max_quantity {
229            Some(value) => dict.set_item("max_quantity", value.to_string())?,
230            None => dict.set_item("max_quantity", py.None())?,
231        }
232        match self.min_quantity {
233            Some(value) => dict.set_item("min_quantity", value.to_string())?,
234            None => dict.set_item("min_quantity", py.None())?,
235        }
236        match self.max_price {
237            Some(value) => dict.set_item("max_price", value.to_string())?,
238            None => dict.set_item("max_price", py.None())?,
239        }
240        match self.min_price {
241            Some(value) => dict.set_item("min_price", value.to_string())?,
242            None => dict.set_item("min_price", py.None())?,
243        }
244        Ok(dict.into())
245    }
246}
nautilus_model/python/instruments/equity.rs

nautilus_model/python/instruments/
equity.rs
