nautilus_persistence/backend/catalog.rs
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4//
5// Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
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15
16//! Parquet data catalog for efficient storage and retrieval of financial market data.
17//!
18//! This module provides a comprehensive data catalog implementation that uses Apache Parquet
19//! format for storing financial market data with object store backends. The catalog supports
20//! various data types including quotes, trades, bars, order book data, and other market events.
21//!
22//! # Key Features
23//!
24//! - **Object Store Integration**: Works with local filesystems, S3, and other object stores.
25//! - **Data Type Support**: Handles all major financial data types (quotes, trades, bars, etc.).
26//! - **Time-based Organization**: Organizes data by timestamp ranges for efficient querying.
27//! - **Consolidation**: Merges multiple files to optimize storage and query performance.
28//! - **Validation**: Ensures data integrity with timestamp ordering and interval validation.
29//!
30//! # Architecture
31//!
32//! The catalog organizes data in a hierarchical structure:
33//! ```text
34//! data/
35//! ├── quotes/
36//! │ └── INSTRUMENT_ID/
37//! │ └── start_ts-end_ts.parquet
38//! ├── trades/
39//! │ └── INSTRUMENT_ID/
40//! │ └── start_ts-end_ts.parquet
41//! └── bars/
42//! └── INSTRUMENT_ID/
43//! └── start_ts-end_ts.parquet
44//! ```
45//!
46//! # Usage
47//!
48//! ```rust,no_run
49//! use std::path::PathBuf;
50//! use nautilus_persistence::backend::catalog::ParquetDataCatalog;
51//!
52//! // Create a new catalog
53//! let catalog = ParquetDataCatalog::new(
54//! PathBuf::from("/path/to/data"),
55//! None, // storage_options
56//! Some(5000), // batch_size
57//! None, // compression (defaults to SNAPPY)
58//! None, // max_row_group_size (defaults to 5000)
59//! );
60//!
61//! // Write data to the catalog
62//! // catalog.write_to_parquet(data, None, None)?;
63//! ```
64
65use std::{
66 fmt::Debug,
67 ops::Bound,
68 path::{Path, PathBuf},
69 sync::Arc,
70};
71
72use datafusion::arrow::record_batch::RecordBatch;
73use futures::StreamExt;
74use heck::ToSnakeCase;
75use itertools::Itertools;
76use nautilus_core::{
77 UnixNanos,
78 datetime::{iso8601_to_unix_nanos, unix_nanos_to_iso8601},
79};
80use nautilus_model::data::{
81 Bar, Data, HasTsInit, IndexPriceUpdate, MarkPriceUpdate, OrderBookDelta, OrderBookDepth10,
82 QuoteTick, TradeTick, close::InstrumentClose, to_variant,
83};
84use nautilus_serialization::arrow::{DecodeDataFromRecordBatch, EncodeToRecordBatch};
85use object_store::{ObjectStore, path::Path as ObjectPath};
86use serde::Serialize;
87use unbounded_interval_tree::interval_tree::IntervalTree;
88
89use super::session::{self, DataBackendSession, QueryResult, build_query};
90use crate::parquet::write_batches_to_object_store;
91
92/// A high-performance data catalog for storing and retrieving financial market data using Apache Parquet format.
93///
94/// The `ParquetDataCatalog` provides a comprehensive solution for managing large volumes of financial
95/// market data with efficient storage, querying, and consolidation capabilities. It supports various
96/// object store backends including local filesystems, AWS S3, and other cloud storage providers.
97///
98/// # Features
99///
100/// - **Efficient Storage**: Uses Apache Parquet format with configurable compression.
101/// - **Object Store Backend**: Supports multiple storage backends through the `object_store` crate.
102/// - **Time-based Organization**: Organizes data by timestamp ranges for optimal query performance.
103/// - **Data Validation**: Ensures timestamp ordering and interval consistency.
104/// - **Consolidation**: Merges multiple files to reduce storage overhead and improve query speed.
105/// - **Type Safety**: Strongly typed data handling with compile-time guarantees.
106///
107/// # Data Organization
108///
109/// Data is organized hierarchically by data type and instrument:
110/// - `data/{data_type}/{instrument_id}/{start_ts}-{end_ts}.parquet`.
111/// - Files are named with their timestamp ranges for efficient range queries.
112/// - Intervals are validated to be disjoint to prevent data overlap.
113///
114/// # Performance Considerations
115///
116/// - **Batch Size**: Controls memory usage during data processing.
117/// - **Compression**: SNAPPY compression provides good balance of speed and size.
118/// - **Row Group Size**: Affects query performance and memory usage.
119/// - **File Consolidation**: Reduces the number of files for better query performance.
120pub struct ParquetDataCatalog {
121 /// The base path for data storage within the object store.
122 pub base_path: String,
123 /// The original URI provided when creating the catalog.
124 pub original_uri: String,
125 /// The object store backend for data persistence.
126 pub object_store: Arc<dyn ObjectStore>,
127 /// The DataFusion session for query execution.
128 pub session: DataBackendSession,
129 /// The number of records to process in each batch.
130 pub batch_size: usize,
131 /// The compression algorithm used for Parquet files.
132 pub compression: parquet::basic::Compression,
133 /// The maximum number of rows in each Parquet row group.
134 pub max_row_group_size: usize,
135}
136
137impl Debug for ParquetDataCatalog {
138 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
139 f.debug_struct(stringify!(ParquetDataCatalog))
140 .field("base_path", &self.base_path)
141 .finish()
142 }
143}
144
145impl ParquetDataCatalog {
146 /// Creates a new [`ParquetDataCatalog`] instance from a local file path.
147 ///
148 /// This is a convenience constructor that converts a local path to a URI format
149 /// and delegates to [`Self::from_uri`].
150 ///
151 /// # Parameters
152 ///
153 /// - `base_path`: The base directory path for data storage.
154 /// - `storage_options`: Optional `HashMap` containing storage-specific configuration options.
155 /// - `batch_size`: Number of records to process in each batch (default: 5000).
156 /// - `compression`: Parquet compression algorithm (default: SNAPPY).
157 /// - `max_row_group_size`: Maximum rows per Parquet row group (default: 5000).
158 ///
159 /// # Panics
160 ///
161 /// Panics if the path cannot be converted to a valid URI or if the object store
162 /// cannot be created from the path.
163 ///
164 /// # Examples
165 ///
166 /// ```rust,no_run
167 /// use std::path::PathBuf;
168 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
169 ///
170 /// let catalog = ParquetDataCatalog::new(
171 /// PathBuf::from("/tmp/nautilus_data"),
172 /// None, // no storage options
173 /// Some(1000), // smaller batch size
174 /// None, // default compression
175 /// None, // default row group size
176 /// );
177 /// ```
178 #[must_use]
179 pub fn new(
180 base_path: PathBuf,
181 storage_options: Option<std::collections::HashMap<String, String>>,
182 batch_size: Option<usize>,
183 compression: Option<parquet::basic::Compression>,
184 max_row_group_size: Option<usize>,
185 ) -> Self {
186 let path_str = base_path.to_string_lossy().to_string();
187 Self::from_uri(
188 &path_str,
189 storage_options,
190 batch_size,
191 compression,
192 max_row_group_size,
193 )
194 .expect("Failed to create catalog from path")
195 }
196
197 /// Creates a new [`ParquetDataCatalog`] instance from a URI with optional storage options.
198 ///
199 /// Supports various URI schemes including local file paths and multiple cloud storage backends
200 /// supported by the `object_store` crate.
201 ///
202 /// # Supported URI Schemes
203 ///
204 /// - **AWS S3**: `s3://bucket/path`.
205 /// - **Google Cloud Storage**: `gs://bucket/path` or `gcs://bucket/path`.
206 /// - **Azure Blob Storage**: `azure://account/container/path` or `abfs://container@account.dfs.core.windows.net/path`.
207 /// - **HTTP/WebDAV**: `http://` or `https://`.
208 /// - **Local files**: `file://path` or plain paths.
209 ///
210 /// # Parameters
211 ///
212 /// - `uri`: The URI for the data storage location.
213 /// - `storage_options`: Optional `HashMap` containing storage-specific configuration options:
214 /// - For S3: `endpoint_url`, region, `access_key_id`, `secret_access_key`, `session_token`, etc.
215 /// - For GCS: `service_account_path`, `service_account_key`, `project_id`, etc.
216 /// - For Azure: `account_name`, `account_key`, `sas_token`, etc.
217 /// - `batch_size`: Number of records to process in each batch (default: 5000).
218 /// - `compression`: Parquet compression algorithm (default: SNAPPY).
219 /// - `max_row_group_size`: Maximum rows per Parquet row group (default: 5000).
220 ///
221 /// # Errors
222 ///
223 /// Returns an error if:
224 /// - The URI format is invalid or unsupported.
225 /// - The object store cannot be created or accessed.
226 /// - Authentication fails for cloud storage backends.
227 ///
228 /// # Examples
229 ///
230 /// ```rust,no_run
231 /// use std::collections::HashMap;
232 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
233 ///
234 /// // Local filesystem
235 /// let local_catalog = ParquetDataCatalog::from_uri(
236 /// "/tmp/nautilus_data",
237 /// None, None, None, None
238 /// )?;
239 ///
240 /// // S3 bucket
241 /// let s3_catalog = ParquetDataCatalog::from_uri(
242 /// "s3://my-bucket/nautilus-data",
243 /// None, None, None, None
244 /// )?;
245 ///
246 /// // Google Cloud Storage
247 /// let gcs_catalog = ParquetDataCatalog::from_uri(
248 /// "gs://my-bucket/nautilus-data",
249 /// None, None, None, None
250 /// )?;
251 ///
252 /// // Azure Blob Storage
253 /// let azure_catalog = ParquetDataCatalog::from_uri(
254 /// "azure://account/container/nautilus-data",
255 /// None, None, None, None
256 /// )?;
257 ///
258 /// // S3 with custom endpoint and credentials
259 /// let mut storage_options = HashMap::new();
260 /// storage_options.insert("endpoint_url".to_string(), "https://my-s3-endpoint.com".to_string());
261 /// storage_options.insert("access_key_id".to_string(), "my-key".to_string());
262 /// storage_options.insert("secret_access_key".to_string(), "my-secret".to_string());
263 ///
264 /// let s3_catalog = ParquetDataCatalog::from_uri(
265 /// "s3://my-bucket/nautilus-data",
266 /// Some(storage_options),
267 /// None, None, None,
268 /// )?;
269 /// # Ok::<(), anyhow::Error>(())
270 /// ```
271 pub fn from_uri(
272 uri: &str,
273 storage_options: Option<std::collections::HashMap<String, String>>,
274 batch_size: Option<usize>,
275 compression: Option<parquet::basic::Compression>,
276 max_row_group_size: Option<usize>,
277 ) -> anyhow::Result<Self> {
278 let batch_size = batch_size.unwrap_or(5000);
279 let compression = compression.unwrap_or(parquet::basic::Compression::SNAPPY);
280 let max_row_group_size = max_row_group_size.unwrap_or(5000);
281
282 let (object_store, base_path, original_uri) =
283 crate::parquet::create_object_store_from_path(uri, storage_options)?;
284
285 Ok(Self {
286 base_path,
287 original_uri,
288 object_store,
289 session: session::DataBackendSession::new(batch_size),
290 batch_size,
291 compression,
292 max_row_group_size,
293 })
294 }
295
296 /// Returns the base path of the catalog for testing purposes.
297 #[must_use]
298 pub fn get_base_path(&self) -> String {
299 self.base_path.clone()
300 }
301
302 /// Resets the backend session to clear any cached table registrations.
303 ///
304 /// This is useful during catalog operations when files are being modified
305 /// and we need to ensure fresh data is loaded.
306 pub fn reset_session(&mut self) {
307 self.session.clear_registered_tables();
308 }
309
310 /// Writes mixed data types to the catalog by separating them into type-specific collections.
311 ///
312 /// This method takes a heterogeneous collection of market data and separates it by type,
313 /// then writes each type to its appropriate location in the catalog. This is useful when
314 /// processing mixed data streams or bulk data imports.
315 ///
316 /// # Parameters
317 ///
318 /// - `data`: A vector of mixed [`Data`] enum variants.
319 /// - `start`: Optional start timestamp to override the data's natural range.
320 /// - `end`: Optional end timestamp to override the data's natural range.
321 ///
322 /// # Notes
323 ///
324 /// - Data is automatically sorted by type before writing.
325 /// - Each data type is written to its own directory structure.
326 /// - Instrument data handling is not yet implemented (TODO).
327 ///
328 /// # Examples
329 ///
330 /// ```rust,no_run
331 /// use nautilus_model::data::Data;
332 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
333 ///
334 /// let catalog = ParquetDataCatalog::new(/* ... */);
335 /// let mixed_data: Vec<Data> = vec![/* mixed data types */];
336 ///
337 /// catalog.write_data_enum(mixed_data, None, None)?;
338 /// ```
339 pub fn write_data_enum(
340 &self,
341 data: Vec<Data>,
342 start: Option<UnixNanos>,
343 end: Option<UnixNanos>,
344 ) -> anyhow::Result<()> {
345 let mut deltas: Vec<OrderBookDelta> = Vec::new();
346 let mut depth10s: Vec<OrderBookDepth10> = Vec::new();
347 let mut quotes: Vec<QuoteTick> = Vec::new();
348 let mut trades: Vec<TradeTick> = Vec::new();
349 let mut bars: Vec<Bar> = Vec::new();
350 let mut mark_prices: Vec<MarkPriceUpdate> = Vec::new();
351 let mut index_prices: Vec<IndexPriceUpdate> = Vec::new();
352 let mut closes: Vec<InstrumentClose> = Vec::new();
353
354 for d in data.iter().cloned() {
355 match d {
356 Data::Deltas(_) => continue,
357 Data::Delta(d) => {
358 deltas.push(d);
359 }
360 Data::Depth10(d) => {
361 depth10s.push(*d);
362 }
363 Data::Quote(d) => {
364 quotes.push(d);
365 }
366 Data::Trade(d) => {
367 trades.push(d);
368 }
369 Data::Bar(d) => {
370 bars.push(d);
371 }
372 Data::MarkPriceUpdate(p) => {
373 mark_prices.push(p);
374 }
375 Data::IndexPriceUpdate(p) => {
376 index_prices.push(p);
377 }
378 Data::InstrumentClose(c) => {
379 closes.push(c);
380 }
381 }
382 }
383
384 // TODO: need to handle instruments here
385
386 self.write_to_parquet(deltas, start, end, None)?;
387 self.write_to_parquet(depth10s, start, end, None)?;
388 self.write_to_parquet(quotes, start, end, None)?;
389 self.write_to_parquet(trades, start, end, None)?;
390 self.write_to_parquet(bars, start, end, None)?;
391 self.write_to_parquet(mark_prices, start, end, None)?;
392 self.write_to_parquet(index_prices, start, end, None)?;
393 self.write_to_parquet(closes, start, end, None)?;
394
395 Ok(())
396 }
397
398 /// Writes typed data to a Parquet file in the catalog.
399 ///
400 /// This is the core method for persisting market data to the catalog. It handles data
401 /// validation, batching, compression, and ensures proper file organization with
402 /// timestamp-based naming.
403 ///
404 /// # Type Parameters
405 ///
406 /// - `T`: The data type to write, must implement required traits for serialization and cataloging.
407 ///
408 /// # Parameters
409 ///
410 /// - `data`: Vector of data records to write (must be in ascending timestamp order).
411 /// - `start`: Optional start timestamp to override the natural data range.
412 /// - `end`: Optional end timestamp to override the natural data range.
413 ///
414 /// # Returns
415 ///
416 /// Returns the [`PathBuf`] of the created file, or an empty path if no data was provided.
417 ///
418 /// # Errors
419 ///
420 /// Returns an error if:
421 /// - Data serialization to Arrow record batches fails.
422 /// - Object store write operations fail.
423 /// - File path construction fails.
424 /// - Timestamp interval validation fails after writing.
425 ///
426 /// # Panics
427 ///
428 /// Panics if:
429 /// - Data timestamps are not in ascending order.
430 /// - Record batches are empty after conversion.
431 /// - Required metadata is missing from the schema.
432 ///
433 /// # Examples
434 ///
435 /// ```rust,no_run
436 /// use nautilus_model::data::QuoteTick;
437 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
438 ///
439 /// let catalog = ParquetDataCatalog::new(/* ... */);
440 /// let quotes: Vec<QuoteTick> = vec![/* quote data */];
441 ///
442 /// let path = catalog.write_to_parquet(quotes, None, None)?;
443 /// println!("Data written to: {:?}", path);
444 /// # Ok::<(), anyhow::Error>(())
445 /// ```
446 pub fn write_to_parquet<T>(
447 &self,
448 data: Vec<T>,
449 start: Option<UnixNanos>,
450 end: Option<UnixNanos>,
451 skip_disjoint_check: Option<bool>,
452 ) -> anyhow::Result<PathBuf>
453 where
454 T: HasTsInit + EncodeToRecordBatch + CatalogPathPrefix,
455 {
456 if data.is_empty() {
457 return Ok(PathBuf::new());
458 }
459
460 let type_name = std::any::type_name::<T>().to_snake_case();
461 Self::check_ascending_timestamps(&data, &type_name)?;
462
463 let start_ts = start.unwrap_or(data.first().unwrap().ts_init());
464 let end_ts = end.unwrap_or(data.last().unwrap().ts_init());
465
466 let batches = self.data_to_record_batches(data)?;
467 let schema = batches.first().expect("Batches are empty.").schema();
468 let instrument_id = schema.metadata.get("instrument_id").cloned();
469
470 let directory = self.make_path(T::path_prefix(), instrument_id)?;
471 let filename = timestamps_to_filename(start_ts, end_ts);
472 let path = PathBuf::from(format!("{directory}/{filename}"));
473
474 // Write all batches to parquet file
475 log::info!(
476 "Writing {} batches of {type_name} data to {path:?}",
477 batches.len()
478 );
479
480 // Convert path to object store path
481 let object_path = self.to_object_path(&path.to_string_lossy());
482
483 self.execute_async(async {
484 write_batches_to_object_store(
485 &batches,
486 self.object_store.clone(),
487 &object_path,
488 Some(self.compression),
489 Some(self.max_row_group_size),
490 )
491 .await
492 })?;
493
494 if !skip_disjoint_check.unwrap_or(false) {
495 let intervals = self.get_directory_intervals(&directory)?;
496
497 if !are_intervals_disjoint(&intervals) {
498 anyhow::bail!("Intervals are not disjoint after writing a new file");
499 }
500 }
501
502 Ok(path)
503 }
504
505 /// Writes typed data to a JSON file in the catalog.
506 ///
507 /// This method provides an alternative to Parquet format for data export and debugging.
508 /// JSON files are human-readable but less efficient for large datasets.
509 ///
510 /// # Type Parameters
511 ///
512 /// - `T`: The data type to write, must implement serialization and cataloging traits.
513 ///
514 /// # Parameters
515 ///
516 /// - `data`: Vector of data records to write (must be in ascending timestamp order).
517 /// - `path`: Optional custom directory path (defaults to catalog's standard structure).
518 /// - `write_metadata`: Whether to write a separate metadata file alongside the data.
519 ///
520 /// # Returns
521 ///
522 /// Returns the [`PathBuf`] of the created JSON file.
523 ///
524 /// # Errors
525 ///
526 /// Returns an error if:
527 /// - JSON serialization fails.
528 /// - Object store write operations fail.
529 /// - File path construction fails.
530 ///
531 /// # Panics
532 ///
533 /// Panics if data timestamps are not in ascending order.
534 ///
535 /// # Examples
536 ///
537 /// ```rust,no_run
538 /// use std::path::PathBuf;
539 /// use nautilus_model::data::TradeTick;
540 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
541 ///
542 /// let catalog = ParquetDataCatalog::new(/* ... */);
543 /// let trades: Vec<TradeTick> = vec![/* trade data */];
544 ///
545 /// let path = catalog.write_to_json(
546 /// trades,
547 /// Some(PathBuf::from("/custom/path")),
548 /// true // write metadata
549 /// )?;
550 /// # Ok::<(), anyhow::Error>(())
551 /// ```
552 pub fn write_to_json<T>(
553 &self,
554 data: Vec<T>,
555 path: Option<PathBuf>,
556 write_metadata: bool,
557 ) -> anyhow::Result<PathBuf>
558 where
559 T: HasTsInit + Serialize + CatalogPathPrefix + EncodeToRecordBatch,
560 {
561 if data.is_empty() {
562 return Ok(PathBuf::new());
563 }
564
565 let type_name = std::any::type_name::<T>().to_snake_case();
566 Self::check_ascending_timestamps(&data, &type_name)?;
567
568 let start_ts = data.first().unwrap().ts_init();
569 let end_ts = data.last().unwrap().ts_init();
570
571 let directory =
572 path.unwrap_or_else(|| PathBuf::from(self.make_path(T::path_prefix(), None).unwrap()));
573 let filename = timestamps_to_filename(start_ts, end_ts).replace(".parquet", ".json");
574 let json_path = directory.join(&filename);
575
576 log::info!(
577 "Writing {} records of {type_name} data to {json_path:?}",
578 data.len()
579 );
580
581 if write_metadata {
582 let metadata = T::chunk_metadata(&data);
583 let metadata_path = json_path.with_extension("metadata.json");
584 log::info!("Writing metadata to {metadata_path:?}");
585
586 // Use object store for metadata file
587 let metadata_object_path = ObjectPath::from(metadata_path.to_string_lossy().as_ref());
588 let metadata_json = serde_json::to_vec_pretty(&metadata)?;
589 self.execute_async(async {
590 self.object_store
591 .put(&metadata_object_path, metadata_json.into())
592 .await
593 .map_err(anyhow::Error::from)
594 })?;
595 }
596
597 // Use object store for main JSON file
598 let json_object_path = ObjectPath::from(json_path.to_string_lossy().as_ref());
599 let json_data = serde_json::to_vec_pretty(&serde_json::to_value(data)?)?;
600 self.execute_async(async {
601 self.object_store
602 .put(&json_object_path, json_data.into())
603 .await
604 .map_err(anyhow::Error::from)
605 })?;
606
607 Ok(json_path)
608 }
609
610 /// Validates that data timestamps are in ascending order.
611 ///
612 /// # Parameters
613 ///
614 /// - `data`: Slice of data records to validate.
615 /// - `type_name`: Name of the data type for error messages.
616 ///
617 /// # Panics
618 ///
619 /// Panics if any timestamp is less than the previous timestamp.
620 pub fn check_ascending_timestamps<T: HasTsInit>(
621 data: &[T],
622 type_name: &str,
623 ) -> anyhow::Result<()> {
624 if !data.windows(2).all(|w| w[0].ts_init() <= w[1].ts_init()) {
625 anyhow::bail!("{type_name} timestamps must be in ascending order");
626 }
627
628 Ok(())
629 }
630
631 /// Converts data into Arrow record batches for Parquet serialization.
632 ///
633 /// This method chunks the data according to the configured batch size and converts
634 /// each chunk into an Arrow record batch with appropriate metadata.
635 ///
636 /// # Type Parameters
637 ///
638 /// - `T`: The data type to convert, must implement required encoding traits.
639 ///
640 /// # Parameters
641 ///
642 /// - `data`: Vector of data records to convert.
643 ///
644 /// # Returns
645 ///
646 /// Returns a vector of Arrow [`RecordBatch`] instances ready for Parquet serialization.
647 ///
648 /// # Errors
649 ///
650 /// Returns an error if record batch encoding fails for any chunk.
651 pub fn data_to_record_batches<T>(&self, data: Vec<T>) -> anyhow::Result<Vec<RecordBatch>>
652 where
653 T: HasTsInit + EncodeToRecordBatch,
654 {
655 let mut batches = Vec::new();
656
657 for chunk in &data.into_iter().chunks(self.batch_size) {
658 let data = chunk.collect_vec();
659 let metadata = EncodeToRecordBatch::chunk_metadata(&data);
660 let record_batch = T::encode_batch(&metadata, &data)?;
661 batches.push(record_batch);
662 }
663
664 Ok(batches)
665 }
666
667 /// Extends the timestamp range of an existing Parquet file by renaming it.
668 ///
669 /// This method finds an existing file that is adjacent to the specified time range
670 /// and renames it to include the new range. This is useful when appending data
671 /// that extends the time coverage of existing files.
672 ///
673 /// # Parameters
674 ///
675 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
676 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
677 /// - `start`: Start timestamp of the new range to extend to.
678 /// - `end`: End timestamp of the new range to extend to.
679 ///
680 /// # Returns
681 ///
682 /// Returns `Ok(())` on success, or an error if the operation fails.
683 ///
684 /// # Errors
685 ///
686 /// Returns an error if:
687 /// - The directory path cannot be constructed.
688 /// - No adjacent file is found to extend.
689 /// - File rename operations fail.
690 /// - Interval validation fails after extension.
691 ///
692 /// # Examples
693 ///
694 /// ```rust,no_run
695 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
696 /// use nautilus_core::UnixNanos;
697 ///
698 /// let catalog = ParquetDataCatalog::new(/* ... */);
699 ///
700 /// // Extend a file's range backwards or forwards
701 /// catalog.extend_file_name(
702 /// "quotes",
703 /// Some("BTCUSD".to_string()),
704 /// UnixNanos::from(1609459200000000000),
705 /// UnixNanos::from(1609545600000000000)
706 /// )?;
707 /// # Ok::<(), anyhow::Error>(())
708 /// ```
709 pub fn extend_file_name(
710 &self,
711 data_cls: &str,
712 instrument_id: Option<String>,
713 start: UnixNanos,
714 end: UnixNanos,
715 ) -> anyhow::Result<()> {
716 let directory = self.make_path(data_cls, instrument_id)?;
717 let intervals = self.get_directory_intervals(&directory)?;
718
719 let start = start.as_u64();
720 let end = end.as_u64();
721
722 for interval in intervals {
723 if interval.0 == end + 1 {
724 // Extend backwards: new file covers [start, interval.1]
725 self.rename_parquet_file(&directory, interval.0, interval.1, start, interval.1)?;
726 break;
727 } else if interval.1 == start - 1 {
728 // Extend forwards: new file covers [interval.0, end]
729 self.rename_parquet_file(&directory, interval.0, interval.1, interval.0, end)?;
730 break;
731 }
732 }
733
734 let intervals = self.get_directory_intervals(&directory)?;
735
736 if !are_intervals_disjoint(&intervals) {
737 anyhow::bail!("Intervals are not disjoint after extending a file");
738 }
739
740 Ok(())
741 }
742
743 /// Lists all Parquet files in a specified directory.
744 ///
745 /// This method scans a directory and returns the full paths of all files with the `.parquet`
746 /// extension. It works with both local filesystems and remote object stores, making it
747 /// suitable for various storage backends.
748 ///
749 /// # Parameters
750 ///
751 /// - `directory`: The directory path to scan for Parquet files.
752 ///
753 /// # Returns
754 ///
755 /// Returns a vector of full file paths (as strings) for all Parquet files found in the directory.
756 /// The paths are relative to the object store root and suitable for use with object store operations.
757 /// Returns an empty vector if the directory doesn't exist or contains no Parquet files.
758 ///
759 /// # Errors
760 ///
761 /// Returns an error if:
762 /// - Object store listing operations fail.
763 /// - Directory access is denied.
764 /// - Network issues occur (for remote object stores).
765 ///
766 /// # Notes
767 ///
768 /// - Only files ending with `.parquet` are included.
769 /// - Subdirectories are not recursively scanned.
770 /// - File paths are returned in the order provided by the object store.
771 /// - Works with all supported object store backends (local, S3, GCS, Azure, etc.).
772 ///
773 /// # Examples
774 ///
775 /// ```rust,no_run
776 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
777 ///
778 /// let catalog = ParquetDataCatalog::new(/* ... */);
779 /// let files = catalog.list_parquet_files("data/quotes/EURUSD")?;
780 ///
781 /// for file in files {
782 /// println!("Found Parquet file: {}", file);
783 /// }
784 /// # Ok::<(), anyhow::Error>(())
785 /// ```
786 pub fn list_parquet_files(&self, directory: &str) -> anyhow::Result<Vec<String>> {
787 self.execute_async(async {
788 let prefix = ObjectPath::from(format!("{directory}/"));
789 let mut stream = self.object_store.list(Some(&prefix));
790 let mut files = Vec::new();
791
792 while let Some(object) = stream.next().await {
793 let object = object?;
794 if object.location.as_ref().ends_with(".parquet") {
795 files.push(object.location.to_string());
796 }
797 }
798 Ok::<Vec<String>, anyhow::Error>(files)
799 })
800 }
801
802 /// Helper method to reconstruct full URI for remote object store paths
803 #[must_use]
804 pub fn reconstruct_full_uri(&self, path_str: &str) -> String {
805 // Check if this is a remote URI scheme that needs reconstruction
806 if self.is_remote_uri() {
807 // Extract the base URL (scheme + host) from the original URI
808 if let Ok(url) = url::Url::parse(&self.original_uri)
809 && let Some(host) = url.host_str()
810 {
811 return format!("{}://{}/{}", url.scheme(), host, path_str);
812 }
813 }
814
815 // For local paths, extract the directory from the original URI
816 if self.original_uri.starts_with("file://") {
817 // Extract the path from the file:// URI
818 if let Ok(url) = url::Url::parse(&self.original_uri)
819 && let Ok(base_path) = url.to_file_path()
820 {
821 // Use platform-appropriate path separator for display
822 // but object store paths always use forward slashes
823 let base_str = base_path.to_string_lossy();
824 return self.join_paths(&base_str, path_str);
825 }
826 }
827
828 // For local paths without file:// prefix, use the original URI as base
829 if self.base_path.is_empty() {
830 // If base_path is empty and not a file URI, try using original_uri as base
831 if self.original_uri.contains("://") {
832 // Fallback: return the path as-is
833 path_str.to_string()
834 } else {
835 self.join_paths(self.original_uri.trim_end_matches('/'), path_str)
836 }
837 } else {
838 let base = self.base_path.trim_end_matches('/');
839 self.join_paths(base, path_str)
840 }
841 }
842
843 /// Helper method to join paths using forward slashes (object store convention)
844 #[must_use]
845 fn join_paths(&self, base: &str, path: &str) -> String {
846 make_object_store_path(base, &[path])
847 }
848
849 /// Helper method to check if the original URI uses a remote object store scheme
850 #[must_use]
851 pub fn is_remote_uri(&self) -> bool {
852 self.original_uri.starts_with("s3://")
853 || self.original_uri.starts_with("gs://")
854 || self.original_uri.starts_with("gcs://")
855 || self.original_uri.starts_with("azure://")
856 || self.original_uri.starts_with("abfs://")
857 || self.original_uri.starts_with("http://")
858 || self.original_uri.starts_with("https://")
859 }
860
861 /// Executes a query against the catalog to retrieve market data of a specific type.
862 ///
863 /// This is the primary method for querying data from the catalog. It registers the appropriate
864 /// object store with the DataFusion session, finds all relevant Parquet files, and executes
865 /// the query across them. The method supports filtering by instrument IDs, time ranges, and
866 /// custom SQL WHERE clauses.
867 ///
868 /// # Type Parameters
869 ///
870 /// - `T`: The data type to query, must implement required traits for deserialization and cataloging.
871 ///
872 /// # Parameters
873 ///
874 /// - `instrument_ids`: Optional list of instrument IDs to filter by. If `None`, queries all instruments.
875 /// - `start`: Optional start timestamp for filtering (inclusive). If `None`, queries from the beginning.
876 /// - `end`: Optional end timestamp for filtering (inclusive). If `None`, queries to the end.
877 /// - `where_clause`: Optional SQL WHERE clause for additional filtering (e.g., "price > 100").
878 ///
879 /// # Returns
880 ///
881 /// Returns a [`QueryResult`] containing the query execution context and data.
882 /// Use [`QueryResult::collect()`] to retrieve the actual data records.
883 ///
884 /// # Errors
885 ///
886 /// Returns an error if:
887 /// - Object store registration fails for remote URIs.
888 /// - File discovery fails.
889 /// - DataFusion query execution fails.
890 /// - Data deserialization fails.
891 ///
892 /// # Performance Notes
893 ///
894 /// - Files are automatically filtered by timestamp ranges before querying.
895 /// - DataFusion optimizes queries across multiple Parquet files.
896 /// - Use specific instrument IDs and time ranges to improve performance.
897 /// - WHERE clauses are pushed down to the Parquet reader when possible.
898 ///
899 /// # Examples
900 ///
901 /// ```rust,no_run
902 /// use nautilus_model::data::QuoteTick;
903 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
904 /// use nautilus_core::UnixNanos;
905 ///
906 /// let mut catalog = ParquetDataCatalog::new(/* ... */);
907 ///
908 /// // Query all quote data
909 /// let result = catalog.query::<QuoteTick>(None, None, None, None)?;
910 /// let quotes = result.collect();
911 ///
912 /// // Query specific instruments within a time range
913 /// let result = catalog.query::<QuoteTick>(
914 /// Some(vec!["EURUSD".to_string(), "GBPUSD".to_string()]),
915 /// Some(UnixNanos::from(1609459200000000000)),
916 /// Some(UnixNanos::from(1609545600000000000)),
917 /// None
918 /// )?;
919 ///
920 /// // Query with custom WHERE clause
921 /// let result = catalog.query::<QuoteTick>(
922 /// Some(vec!["EURUSD".to_string()]),
923 /// None,
924 /// None,
925 /// Some("bid_price > 1.2000")
926 /// )?;
927 /// # Ok::<(), anyhow::Error>(())
928 /// ```
929 pub fn query<T>(
930 &mut self,
931 instrument_ids: Option<Vec<String>>,
932 start: Option<UnixNanos>,
933 end: Option<UnixNanos>,
934 where_clause: Option<&str>,
935 files: Option<Vec<String>>,
936 ) -> anyhow::Result<QueryResult>
937 where
938 T: DecodeDataFromRecordBatch + CatalogPathPrefix,
939 {
940 // Register the object store with the session for remote URIs
941 if self.is_remote_uri() {
942 let url = url::Url::parse(&self.original_uri)?;
943 let host = url
944 .host_str()
945 .ok_or_else(|| anyhow::anyhow!("Remote URI missing host/bucket name"))?;
946 let base_url = url::Url::parse(&format!("{}://{}", url.scheme(), host))?;
947 self.session
948 .register_object_store(&base_url, self.object_store.clone());
949 }
950
951 let files_list = if let Some(files) = files {
952 files
953 } else {
954 self.query_files(T::path_prefix(), instrument_ids, start, end)?
955 };
956
957 for file_uri in &files_list {
958 // Extract identifier from file path and filename to create meaningful table names
959 let identifier = extract_identifier_from_path(file_uri);
960 let safe_sql_identifier = make_sql_safe_identifier(&identifier);
961 let safe_filename = extract_sql_safe_filename(file_uri);
962
963 // Create table name from path_prefix, identifier, and filename
964 let table_name = format!(
965 "{}_{}_{}",
966 T::path_prefix(),
967 safe_sql_identifier,
968 safe_filename
969 );
970 let query = build_query(&table_name, start, end, where_clause);
971
972 // Convert object store path to filesystem path for DataFusion
973 // Only apply reconstruction if the path is not already absolute
974 let resolved_path = if file_uri.starts_with('/') {
975 // Path is already absolute, use as-is
976 file_uri.clone()
977 } else {
978 // Path is relative, reconstruct full URI
979 self.reconstruct_full_uri(file_uri)
980 };
981 self.session
982 .add_file::<T>(&table_name, &resolved_path, Some(&query))?;
983 }
984
985 Ok(self.session.get_query_result())
986 }
987
988 /// Queries typed data from the catalog and returns results as a strongly-typed vector.
989 ///
990 /// This is a convenience method that wraps the generic `query` method and automatically
991 /// collects and converts the results into a vector of the specific data type. It handles
992 /// the type conversion from the generic [`Data`] enum to the concrete type `T`.
993 ///
994 /// # Type Parameters
995 ///
996 /// - `T`: The specific data type to query and return. Must implement required traits for
997 /// deserialization, cataloging, and conversion from the [`Data`] enum.
998 ///
999 /// # Parameters
1000 ///
1001 /// - `instrument_ids`: Optional list of instrument IDs to filter by. If `None`, queries all instruments.
1002 /// For exact matches, provide the full instrument ID. For bars, partial matches are supported.
1003 /// - `start`: Optional start timestamp for filtering (inclusive). If `None`, queries from the beginning.
1004 /// - `end`: Optional end timestamp for filtering (inclusive). If `None`, queries to the end.
1005 /// - `where_clause`: Optional SQL WHERE clause for additional filtering. Use standard SQL syntax
1006 /// with column names matching the Parquet schema (e.g., "`bid_price` > 1.2000", "volume > 1000").
1007 ///
1008 /// # Returns
1009 ///
1010 /// Returns a vector of the specific data type `T`, sorted by timestamp. The vector will be
1011 /// empty if no data matches the query criteria.
1012 ///
1013 /// # Errors
1014 ///
1015 /// Returns an error if:
1016 /// - The underlying query execution fails.
1017 /// - Data type conversion fails.
1018 /// - Object store access fails.
1019 /// - Invalid WHERE clause syntax is provided.
1020 ///
1021 /// # Performance Considerations
1022 ///
1023 /// - Use specific instrument IDs and time ranges to minimize data scanning.
1024 /// - WHERE clauses are pushed down to Parquet readers when possible.
1025 /// - Results are automatically sorted by timestamp during collection.
1026 /// - Memory usage scales with the amount of data returned.
1027 ///
1028 /// # Examples
1029 ///
1030 /// ```rust,no_run
1031 /// use nautilus_model::data::{QuoteTick, TradeTick, Bar};
1032 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1033 /// use nautilus_core::UnixNanos;
1034 ///
1035 /// let mut catalog = ParquetDataCatalog::new(/* ... */);
1036 ///
1037 /// // Query all quotes for a specific instrument
1038 /// let quotes: Vec<QuoteTick> = catalog.query_typed_data(
1039 /// Some(vec!["EURUSD".to_string()]),
1040 /// None,
1041 /// None,
1042 /// None
1043 /// )?;
1044 ///
1045 /// // Query trades within a specific time range
1046 /// let trades: Vec<TradeTick> = catalog.query_typed_data(
1047 /// Some(vec!["BTCUSD".to_string()]),
1048 /// Some(UnixNanos::from(1609459200000000000)),
1049 /// Some(UnixNanos::from(1609545600000000000)),
1050 /// None
1051 /// )?;
1052 ///
1053 /// // Query bars with volume filter
1054 /// let bars: Vec<Bar> = catalog.query_typed_data(
1055 /// Some(vec!["AAPL".to_string()]),
1056 /// None,
1057 /// None,
1058 /// Some("volume > 1000000")
1059 /// )?;
1060 ///
1061 /// // Query multiple instruments with price filter
1062 /// let quotes: Vec<QuoteTick> = catalog.query_typed_data(
1063 /// Some(vec!["EURUSD".to_string(), "GBPUSD".to_string()]),
1064 /// None,
1065 /// None,
1066 /// Some("bid_price > 1.2000 AND ask_price < 1.3000")
1067 /// )?;
1068 /// # Ok::<(), anyhow::Error>(())
1069 /// ```
1070 pub fn query_typed_data<T>(
1071 &mut self,
1072 instrument_ids: Option<Vec<String>>,
1073 start: Option<UnixNanos>,
1074 end: Option<UnixNanos>,
1075 where_clause: Option<&str>,
1076 files: Option<Vec<String>>,
1077 ) -> anyhow::Result<Vec<T>>
1078 where
1079 T: DecodeDataFromRecordBatch + CatalogPathPrefix + TryFrom<Data>,
1080 {
1081 let query_result = self.query::<T>(instrument_ids, start, end, where_clause, files)?;
1082 let all_data = query_result.collect();
1083
1084 // Convert Data enum variants to specific type T using to_variant
1085 Ok(to_variant::<T>(all_data))
1086 }
1087
1088 /// Queries all Parquet files for a specific data type and optional instrument IDs.
1089 ///
1090 /// This method finds all Parquet files that match the specified criteria and returns
1091 /// their full URIs. The files are filtered by data type, instrument IDs (if provided),
1092 /// and timestamp range (if provided).
1093 ///
1094 /// # Parameters
1095 ///
1096 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1097 /// - `instrument_ids`: Optional list of instrument IDs to filter by.
1098 /// - `start`: Optional start timestamp to filter files by their time range.
1099 /// - `end`: Optional end timestamp to filter files by their time range.
1100 ///
1101 /// # Returns
1102 ///
1103 /// Returns a vector of file URI strings that match the query criteria,
1104 /// or an error if the query fails.
1105 ///
1106 /// # Errors
1107 ///
1108 /// Returns an error if:
1109 /// - The directory path cannot be constructed.
1110 /// - Object store listing operations fail.
1111 /// - URI reconstruction fails.
1112 ///
1113 /// # Examples
1114 ///
1115 /// ```rust,no_run
1116 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1117 /// use nautilus_core::UnixNanos;
1118 ///
1119 /// let catalog = ParquetDataCatalog::new(/* ... */);
1120 ///
1121 /// // Query all quote files
1122 /// let files = catalog.query_files("quotes", None, None, None)?;
1123 ///
1124 /// // Query trade files for specific instruments within a time range
1125 /// let files = catalog.query_files(
1126 /// "trades",
1127 /// Some(vec!["BTCUSD".to_string(), "ETHUSD".to_string()]),
1128 /// Some(UnixNanos::from(1609459200000000000)),
1129 /// Some(UnixNanos::from(1609545600000000000))
1130 /// )?;
1131 /// # Ok::<(), anyhow::Error>(())
1132 /// ```
1133 pub fn query_files(
1134 &self,
1135 data_cls: &str,
1136 instrument_ids: Option<Vec<String>>,
1137 start: Option<UnixNanos>,
1138 end: Option<UnixNanos>,
1139 ) -> anyhow::Result<Vec<String>> {
1140 let mut files = Vec::new();
1141
1142 let start_u64 = start.map(|s| s.as_u64());
1143 let end_u64 = end.map(|e| e.as_u64());
1144
1145 let base_dir = self.make_path(data_cls, None)?;
1146
1147 // Use recursive listing to match Python's glob behavior
1148 let list_result = self.execute_async(async {
1149 let prefix = ObjectPath::from(format!("{base_dir}/"));
1150 let mut stream = self.object_store.list(Some(&prefix));
1151 let mut objects = Vec::new();
1152 while let Some(object) = stream.next().await {
1153 objects.push(object?);
1154 }
1155 Ok::<Vec<_>, anyhow::Error>(objects)
1156 })?;
1157
1158 let mut file_paths: Vec<String> = list_result
1159 .into_iter()
1160 .filter_map(|object| {
1161 let path_str = object.location.to_string();
1162 if path_str.ends_with(".parquet") {
1163 Some(path_str)
1164 } else {
1165 None
1166 }
1167 })
1168 .collect();
1169
1170 // Apply identifier filtering if provided
1171 if let Some(identifiers) = instrument_ids {
1172 let safe_identifiers: Vec<String> = identifiers
1173 .iter()
1174 .map(|id| urisafe_instrument_id(id))
1175 .collect();
1176
1177 // Exact match by default for instrument_ids or bar_types
1178 let exact_match_file_paths: Vec<String> = file_paths
1179 .iter()
1180 .filter(|file_path| {
1181 // Extract the directory name (second to last path component)
1182 let path_parts: Vec<&str> = file_path.split('/').collect();
1183 if path_parts.len() >= 2 {
1184 let dir_name = path_parts[path_parts.len() - 2];
1185 safe_identifiers.iter().any(|safe_id| safe_id == dir_name)
1186 } else {
1187 false
1188 }
1189 })
1190 .cloned()
1191 .collect();
1192
1193 if exact_match_file_paths.is_empty() && data_cls == "bars" {
1194 // Partial match of instrument_ids in bar_types for bars
1195 file_paths.retain(|file_path| {
1196 let path_parts: Vec<&str> = file_path.split('/').collect();
1197 if path_parts.len() >= 2 {
1198 let dir_name = path_parts[path_parts.len() - 2];
1199 safe_identifiers
1200 .iter()
1201 .any(|safe_id| dir_name.starts_with(&format!("{safe_id}-")))
1202 } else {
1203 false
1204 }
1205 });
1206 } else {
1207 file_paths = exact_match_file_paths;
1208 }
1209 }
1210
1211 // Apply timestamp filtering
1212 file_paths.retain(|file_path| query_intersects_filename(file_path, start_u64, end_u64));
1213
1214 // Convert to full URIs
1215 for file_path in file_paths {
1216 let full_uri = self.reconstruct_full_uri(&file_path);
1217 files.push(full_uri);
1218 }
1219
1220 Ok(files)
1221 }
1222
1223 /// Finds the missing time intervals for a specific data type and instrument ID.
1224 ///
1225 /// This method compares a requested time range against the existing data coverage
1226 /// and returns the gaps that need to be filled. This is useful for determining
1227 /// what data needs to be fetched or backfilled.
1228 ///
1229 /// # Parameters
1230 ///
1231 /// - `start`: Start timestamp of the requested range (Unix nanoseconds).
1232 /// - `end`: End timestamp of the requested range (Unix nanoseconds).
1233 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1234 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
1235 ///
1236 /// # Returns
1237 ///
1238 /// Returns a vector of (start, end) tuples representing the missing intervals,
1239 /// or an error if the operation fails.
1240 ///
1241 /// # Errors
1242 ///
1243 /// Returns an error if:
1244 /// - The directory path cannot be constructed.
1245 /// - Interval retrieval fails.
1246 /// - Gap calculation fails.
1247 ///
1248 /// # Examples
1249 ///
1250 /// ```rust,no_run
1251 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1252 ///
1253 /// let catalog = ParquetDataCatalog::new(/* ... */);
1254 ///
1255 /// // Find missing intervals for quote data
1256 /// let missing = catalog.get_missing_intervals_for_request(
1257 /// 1609459200000000000, // start
1258 /// 1609545600000000000, // end
1259 /// "quotes",
1260 /// Some("BTCUSD".to_string())
1261 /// )?;
1262 ///
1263 /// for (start, end) in missing {
1264 /// println!("Missing data from {} to {}", start, end);
1265 /// }
1266 /// # Ok::<(), anyhow::Error>(())
1267 /// ```
1268 pub fn get_missing_intervals_for_request(
1269 &self,
1270 start: u64,
1271 end: u64,
1272 data_cls: &str,
1273 instrument_id: Option<String>,
1274 ) -> anyhow::Result<Vec<(u64, u64)>> {
1275 let intervals = self.get_intervals(data_cls, instrument_id)?;
1276
1277 Ok(query_interval_diff(start, end, &intervals))
1278 }
1279
1280 /// Gets the last (most recent) timestamp for a specific data type and instrument ID.
1281 ///
1282 /// This method finds the latest timestamp covered by existing data files for
1283 /// the specified data type and instrument. This is useful for determining
1284 /// the most recent data available or for incremental data updates.
1285 ///
1286 /// # Parameters
1287 ///
1288 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1289 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
1290 ///
1291 /// # Returns
1292 ///
1293 /// Returns `Some(timestamp)` if data exists, `None` if no data is found,
1294 /// or an error if the operation fails.
1295 ///
1296 /// # Errors
1297 ///
1298 /// Returns an error if:
1299 /// - The directory path cannot be constructed.
1300 /// - Interval retrieval fails.
1301 ///
1302 /// # Examples
1303 ///
1304 /// ```rust,no_run
1305 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1306 ///
1307 /// let catalog = ParquetDataCatalog::new(/* ... */);
1308 ///
1309 /// // Get the last timestamp for quote data
1310 /// if let Some(last_ts) = catalog.query_last_timestamp("quotes", Some("BTCUSD".to_string()))? {
1311 /// println!("Last quote timestamp: {}", last_ts);
1312 /// } else {
1313 /// println!("No quote data found");
1314 /// }
1315 /// # Ok::<(), anyhow::Error>(())
1316 /// ```
1317 pub fn query_last_timestamp(
1318 &self,
1319 data_cls: &str,
1320 instrument_id: Option<String>,
1321 ) -> anyhow::Result<Option<u64>> {
1322 let intervals = self.get_intervals(data_cls, instrument_id)?;
1323
1324 if intervals.is_empty() {
1325 return Ok(None);
1326 }
1327
1328 Ok(Some(intervals.last().unwrap().1))
1329 }
1330
1331 /// Gets the time intervals covered by Parquet files for a specific data type and instrument ID.
1332 ///
1333 /// This method returns all time intervals covered by existing data files for the
1334 /// specified data type and instrument. The intervals are sorted by start time and
1335 /// represent the complete data coverage available.
1336 ///
1337 /// # Parameters
1338 ///
1339 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1340 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
1341 ///
1342 /// # Returns
1343 ///
1344 /// Returns a vector of (start, end) tuples representing the covered intervals,
1345 /// sorted by start time, or an error if the operation fails.
1346 ///
1347 /// # Errors
1348 ///
1349 /// Returns an error if:
1350 /// - The directory path cannot be constructed.
1351 /// - Directory listing fails.
1352 /// - Filename parsing fails.
1353 ///
1354 /// # Examples
1355 ///
1356 /// ```rust,no_run
1357 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1358 ///
1359 /// let catalog = ParquetDataCatalog::new(/* ... */);
1360 ///
1361 /// // Get all intervals for quote data
1362 /// let intervals = catalog.get_intervals("quotes", Some("BTCUSD".to_string()))?;
1363 /// for (start, end) in intervals {
1364 /// println!("Data available from {} to {}", start, end);
1365 /// }
1366 /// # Ok::<(), anyhow::Error>(())
1367 /// ```
1368 pub fn get_intervals(
1369 &self,
1370 data_cls: &str,
1371 instrument_id: Option<String>,
1372 ) -> anyhow::Result<Vec<(u64, u64)>> {
1373 let directory = self.make_path(data_cls, instrument_id)?;
1374
1375 self.get_directory_intervals(&directory)
1376 }
1377
1378 /// Gets the time intervals covered by Parquet files in a specific directory.
1379 ///
1380 /// This method scans a directory for Parquet files and extracts the timestamp ranges
1381 /// from their filenames. It's used internally by other methods to determine data coverage
1382 /// and is essential for interval-based operations like gap detection and consolidation.
1383 ///
1384 /// # Parameters
1385 ///
1386 /// - `directory`: The directory path to scan for Parquet files.
1387 ///
1388 /// # Returns
1389 ///
1390 /// Returns a vector of (start, end) tuples representing the time intervals covered
1391 /// by files in the directory, sorted by start timestamp. Returns an empty vector
1392 /// if the directory doesn't exist or contains no valid Parquet files.
1393 ///
1394 /// # Errors
1395 ///
1396 /// Returns an error if:
1397 /// - Object store listing operations fail.
1398 /// - Directory access is denied.
1399 ///
1400 /// # Notes
1401 ///
1402 /// - Only files with valid timestamp-based filenames are included.
1403 /// - Files with unparseable names are silently ignored.
1404 /// - The method works with both local and remote object stores.
1405 /// - Results are automatically sorted by start timestamp.
1406 ///
1407 /// # Examples
1408 ///
1409 /// ```rust,no_run
1410 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1411 ///
1412 /// let catalog = ParquetDataCatalog::new(/* ... */);
1413 /// let intervals = catalog.get_directory_intervals("data/quotes/EURUSD")?;
1414 ///
1415 /// for (start, end) in intervals {
1416 /// println!("File covers {} to {}", start, end);
1417 /// }
1418 /// # Ok::<(), anyhow::Error>(())
1419 /// ```
1420 pub fn get_directory_intervals(&self, directory: &str) -> anyhow::Result<Vec<(u64, u64)>> {
1421 let mut intervals = Vec::new();
1422
1423 // Use object store for all operations
1424 let list_result = self.execute_async(async {
1425 let path = object_store::path::Path::from(directory);
1426 Ok(self
1427 .object_store
1428 .list(Some(&path))
1429 .collect::<Vec<_>>()
1430 .await)
1431 })?;
1432
1433 for result in list_result {
1434 match result {
1435 Ok(object) => {
1436 let path_str = object.location.to_string();
1437 if path_str.ends_with(".parquet")
1438 && let Some(interval) = parse_filename_timestamps(&path_str)
1439 {
1440 intervals.push(interval);
1441 }
1442 }
1443 Err(_) => {
1444 // Directory doesn't exist or is empty, which is fine
1445 break;
1446 }
1447 }
1448 }
1449
1450 intervals.sort_by_key(|&(start, _)| start);
1451
1452 Ok(intervals)
1453 }
1454
1455 /// Constructs a directory path for storing data of a specific type and instrument.
1456 ///
1457 /// This method builds the hierarchical directory structure used by the catalog to organize
1458 /// data by type and instrument. The path follows the pattern: `{base_path}/data/{type_name}/{instrument_id}`.
1459 /// Instrument IDs are automatically converted to URI-safe format by removing forward slashes.
1460 ///
1461 /// # Parameters
1462 ///
1463 /// - `type_name`: The data type directory name (e.g., "quotes", "trades", "bars").
1464 /// - `instrument_id`: Optional instrument ID. If provided, creates a subdirectory for the instrument.
1465 /// If `None`, returns the path to the data type directory.
1466 ///
1467 /// # Returns
1468 ///
1469 /// Returns the constructed directory path as a string, or an error if path construction fails.
1470 ///
1471 /// # Errors
1472 ///
1473 /// Returns an error if:
1474 /// - The instrument ID contains invalid characters that cannot be made URI-safe.
1475 /// - Path construction fails due to system limitations.
1476 ///
1477 /// # Path Structure
1478 ///
1479 /// - Without instrument ID: `{base_path}/data/{type_name}`.
1480 /// - With instrument ID: `{base_path}/data/{type_name}/{safe_instrument_id}`.
1481 /// - If `base_path` is empty: `data/{type_name}[/{safe_instrument_id}]`.
1482 ///
1483 /// # Examples
1484 ///
1485 /// ```rust,no_run
1486 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1487 ///
1488 /// let catalog = ParquetDataCatalog::new(/* ... */);
1489 ///
1490 /// // Path for all quote data
1491 /// let quotes_path = catalog.make_path("quotes", None)?;
1492 /// // Returns: "/base/path/data/quotes"
1493 ///
1494 /// // Path for specific instrument quotes
1495 /// let eurusd_quotes = catalog.make_path("quotes", Some("EUR/USD".to_string()))?;
1496 /// // Returns: "/base/path/data/quotes/EURUSD" (slash removed)
1497 ///
1498 /// // Path for bar data with complex instrument ID
1499 /// let bars_path = catalog.make_path("bars", Some("BTC/USD-1H".to_string()))?;
1500 /// // Returns: "/base/path/data/bars/BTCUSD-1H"
1501 /// # Ok::<(), anyhow::Error>(())
1502 /// ```
1503 pub fn make_path(
1504 &self,
1505 type_name: &str,
1506 instrument_id: Option<String>,
1507 ) -> anyhow::Result<String> {
1508 let mut components = vec!["data".to_string(), type_name.to_string()];
1509
1510 if let Some(id) = instrument_id {
1511 let safe_id = urisafe_instrument_id(&id);
1512 components.push(safe_id);
1513 }
1514
1515 let path = make_object_store_path_owned(&self.base_path, components);
1516 Ok(path)
1517 }
1518
1519 /// Helper method to rename a parquet file by moving it via object store operations
1520 fn rename_parquet_file(
1521 &self,
1522 directory: &str,
1523 old_start: u64,
1524 old_end: u64,
1525 new_start: u64,
1526 new_end: u64,
1527 ) -> anyhow::Result<()> {
1528 let old_filename =
1529 timestamps_to_filename(UnixNanos::from(old_start), UnixNanos::from(old_end));
1530 let old_path = format!("{directory}/{old_filename}");
1531 let old_object_path = self.to_object_path(&old_path);
1532
1533 let new_filename =
1534 timestamps_to_filename(UnixNanos::from(new_start), UnixNanos::from(new_end));
1535 let new_path = format!("{directory}/{new_filename}");
1536 let new_object_path = self.to_object_path(&new_path);
1537
1538 self.move_file(&old_object_path, &new_object_path)
1539 }
1540
1541 /// Converts a catalog path string to an [`ObjectPath`] for object store operations.
1542 ///
1543 /// This method handles the conversion between catalog-relative paths and object store paths,
1544 /// taking into account the catalog's base path configuration. It automatically strips the
1545 /// base path prefix when present to create the correct object store path.
1546 ///
1547 /// # Parameters
1548 ///
1549 /// - `path`: The catalog path string to convert. Can be absolute or relative.
1550 ///
1551 /// # Returns
1552 ///
1553 /// Returns an [`ObjectPath`] suitable for use with object store operations.
1554 ///
1555 /// # Path Handling
1556 ///
1557 /// - If `base_path` is empty, the path is used as-is.
1558 /// - If `base_path` is set, it's stripped from the path if present.
1559 /// - Trailing slashes and backslashes are automatically handled.
1560 /// - The resulting path is relative to the object store root.
1561 /// - All paths are normalized to use forward slashes (object store convention).
1562 ///
1563 /// # Examples
1564 ///
1565 /// ```rust,no_run
1566 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1567 ///
1568 /// let catalog = ParquetDataCatalog::new(/* ... */);
1569 ///
1570 /// // Convert a full catalog path
1571 /// let object_path = catalog.to_object_path("/base/data/quotes/file.parquet");
1572 /// // Returns: ObjectPath("data/quotes/file.parquet") if base_path is "/base"
1573 ///
1574 /// // Convert a relative path
1575 /// let object_path = catalog.to_object_path("data/trades/file.parquet");
1576 /// // Returns: ObjectPath("data/trades/file.parquet")
1577 /// ```
1578 #[must_use]
1579 pub fn to_object_path(&self, path: &str) -> ObjectPath {
1580 // Normalize path separators to forward slashes for object store
1581 let normalized_path = path.replace('\\', "/");
1582
1583 if self.base_path.is_empty() {
1584 return ObjectPath::from(normalized_path);
1585 }
1586
1587 // Normalize base path separators as well
1588 let normalized_base = self.base_path.replace('\\', "/");
1589 let base = normalized_base.trim_end_matches('/');
1590
1591 // Remove the catalog base prefix if present
1592 let without_base = normalized_path
1593 .strip_prefix(&format!("{base}/"))
1594 .or_else(|| normalized_path.strip_prefix(base))
1595 .unwrap_or(&normalized_path);
1596
1597 ObjectPath::from(without_base)
1598 }
1599
1600 /// Helper method to move a file using object store rename operation
1601 pub fn move_file(&self, old_path: &ObjectPath, new_path: &ObjectPath) -> anyhow::Result<()> {
1602 self.execute_async(async {
1603 self.object_store
1604 .rename(old_path, new_path)
1605 .await
1606 .map_err(anyhow::Error::from)
1607 })
1608 }
1609
1610 /// Helper method to execute async operations with a runtime
1611 pub fn execute_async<F, R>(&self, future: F) -> anyhow::Result<R>
1612 where
1613 F: std::future::Future<Output = anyhow::Result<R>>,
1614 {
1615 let rt = nautilus_common::runtime::get_runtime();
1616 rt.block_on(future)
1617 }
1618}
1619
1620/// Trait for providing catalog path prefixes for different data types.
1621///
1622/// This trait enables type-safe organization of data within the catalog by providing
1623/// a standardized way to determine the directory structure for each data type.
1624/// Each data type maps to a specific subdirectory within the catalog's data folder.
1625///
1626/// # Implementation
1627///
1628/// Types implementing this trait should return a static string that represents
1629/// the directory name where data of that type should be stored.
1630///
1631/// # Examples
1632///
1633/// ```rust
1634/// use nautilus_persistence::backend::catalog::CatalogPathPrefix;
1635/// use nautilus_model::data::QuoteTick;
1636///
1637/// assert_eq!(QuoteTick::path_prefix(), "quotes");
1638/// ```
1639pub trait CatalogPathPrefix {
1640 /// Returns the path prefix (directory name) for this data type.
1641 ///
1642 /// # Returns
1643 ///
1644 /// A static string representing the directory name where this data type is stored.
1645 fn path_prefix() -> &'static str;
1646}
1647
1648/// Macro for implementing [`CatalogPathPrefix`] for data types.
1649///
1650/// This macro provides a convenient way to implement the trait for multiple types
1651/// with their corresponding path prefixes.
1652///
1653/// # Parameters
1654///
1655/// - `$type`: The data type to implement the trait for.
1656/// - `$path`: The path prefix string for that type.
1657macro_rules! impl_catalog_path_prefix {
1658 ($type:ty, $path:expr) => {
1659 impl CatalogPathPrefix for $type {
1660 fn path_prefix() -> &'static str {
1661 $path
1662 }
1663 }
1664 };
1665}
1666
1667// Standard implementations for financial data types
1668impl_catalog_path_prefix!(QuoteTick, "quotes");
1669impl_catalog_path_prefix!(TradeTick, "trades");
1670impl_catalog_path_prefix!(OrderBookDelta, "order_book_deltas");
1671impl_catalog_path_prefix!(OrderBookDepth10, "order_book_depths");
1672impl_catalog_path_prefix!(Bar, "bars");
1673impl_catalog_path_prefix!(IndexPriceUpdate, "index_prices");
1674impl_catalog_path_prefix!(MarkPriceUpdate, "mark_prices");
1675impl_catalog_path_prefix!(InstrumentClose, "instrument_closes");
1676
1677/// Converts timestamps to a filename using ISO 8601 format.
1678///
1679/// This function converts two Unix nanosecond timestamps to a filename that uses
1680/// ISO 8601 format with filesystem-safe characters. The format matches the Python
1681/// implementation for consistency.
1682///
1683/// # Parameters
1684///
1685/// - `timestamp_1`: First timestamp in Unix nanoseconds.
1686/// - `timestamp_2`: Second timestamp in Unix nanoseconds.
1687///
1688/// # Returns
1689///
1690/// Returns a filename string in the format: "`iso_timestamp_1_iso_timestamp_2.parquet`".
1691///
1692/// # Examples
1693///
1694/// ```rust
1695/// # use nautilus_persistence::backend::catalog::timestamps_to_filename;
1696/// # use nautilus_core::UnixNanos;
1697/// let filename = timestamps_to_filename(
1698/// UnixNanos::from(1609459200000000000),
1699/// UnixNanos::from(1609545600000000000)
1700/// );
1701/// // Returns something like: "2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet"
1702/// ```
1703#[must_use]
1704pub fn timestamps_to_filename(timestamp_1: UnixNanos, timestamp_2: UnixNanos) -> String {
1705 let datetime_1 = iso_timestamp_to_file_timestamp(&unix_nanos_to_iso8601(timestamp_1));
1706 let datetime_2 = iso_timestamp_to_file_timestamp(&unix_nanos_to_iso8601(timestamp_2));
1707
1708 format!("{datetime_1}_{datetime_2}.parquet")
1709}
1710
1711/// Converts an ISO 8601 timestamp to a filesystem-safe format.
1712///
1713/// This function replaces colons and dots with hyphens to make the timestamp
1714/// safe for use in filenames across different filesystems.
1715///
1716/// # Parameters
1717///
1718/// - `iso_timestamp`: ISO 8601 timestamp string (e.g., "2023-10-26T07:30:50.123456789Z").
1719///
1720/// # Returns
1721///
1722/// Returns a filesystem-safe timestamp string (e.g., "2023-10-26T07-30-50-123456789Z").
1723///
1724/// # Examples
1725///
1726/// ```rust
1727/// # use nautilus_persistence::backend::catalog::iso_timestamp_to_file_timestamp;
1728/// let safe_timestamp = iso_timestamp_to_file_timestamp("2023-10-26T07:30:50.123456789Z");
1729/// assert_eq!(safe_timestamp, "2023-10-26T07-30-50-123456789Z");
1730/// ```
1731fn iso_timestamp_to_file_timestamp(iso_timestamp: &str) -> String {
1732 iso_timestamp.replace([':', '.'], "-")
1733}
1734
1735/// Converts a filesystem-safe timestamp back to ISO 8601 format.
1736///
1737/// This function reverses the transformation done by `iso_timestamp_to_file_timestamp`,
1738/// converting filesystem-safe timestamps back to standard ISO 8601 format.
1739///
1740/// # Parameters
1741///
1742/// - `file_timestamp`: Filesystem-safe timestamp string (e.g., "2023-10-26T07-30-50-123456789Z").
1743///
1744/// # Returns
1745///
1746/// Returns an ISO 8601 timestamp string (e.g., "2023-10-26T07:30:50.123456789Z").
1747///
1748/// # Examples
1749///
1750/// ```rust
1751/// # use nautilus_persistence::backend::catalog::file_timestamp_to_iso_timestamp;
1752/// let iso_timestamp = file_timestamp_to_iso_timestamp("2023-10-26T07-30-50-123456789Z");
1753/// assert_eq!(iso_timestamp, "2023-10-26T07:30:50.123456789Z");
1754/// ```
1755fn file_timestamp_to_iso_timestamp(file_timestamp: &str) -> String {
1756 let (date_part, time_part) = file_timestamp
1757 .split_once('T')
1758 .unwrap_or((file_timestamp, ""));
1759 let time_part = time_part.strip_suffix('Z').unwrap_or(time_part);
1760
1761 // Find the last hyphen to separate nanoseconds
1762 if let Some(last_hyphen_idx) = time_part.rfind('-') {
1763 let time_with_dot_for_nanos = format!(
1764 "{}.{}",
1765 &time_part[..last_hyphen_idx],
1766 &time_part[last_hyphen_idx + 1..]
1767 );
1768 let final_time_part = time_with_dot_for_nanos.replace('-', ":");
1769 format!("{date_part}T{final_time_part}Z")
1770 } else {
1771 // Fallback if no nanoseconds part found
1772 let final_time_part = time_part.replace('-', ":");
1773 format!("{date_part}T{final_time_part}Z")
1774 }
1775}
1776
1777/// Converts an ISO 8601 timestamp string to Unix nanoseconds.
1778///
1779/// This function parses an ISO 8601 timestamp and converts it to Unix nanoseconds.
1780/// It's used to convert parsed timestamps back to the internal representation.
1781///
1782/// # Parameters
1783///
1784/// - `iso_timestamp`: ISO 8601 timestamp string (e.g., "2023-10-26T07:30:50.123456789Z").
1785///
1786/// # Returns
1787///
1788/// Returns `Ok(u64)` with the Unix nanoseconds timestamp, or an error if parsing fails.
1789///
1790/// # Examples
1791///
1792/// ```rust
1793/// # use nautilus_persistence::backend::catalog::iso_to_unix_nanos;
1794/// let nanos = iso_to_unix_nanos("2021-01-01T00:00:00.000000000Z").unwrap();
1795/// assert_eq!(nanos, 1609459200000000000);
1796/// ```
1797fn iso_to_unix_nanos(iso_timestamp: &str) -> anyhow::Result<u64> {
1798 Ok(iso8601_to_unix_nanos(iso_timestamp.to_string())?.into())
1799}
1800
1801/// Converts an instrument ID to a URI-safe format by removing forward slashes.
1802///
1803/// Some instrument IDs contain forward slashes (e.g., "BTC/USD") which are not
1804/// suitable for use in file paths. This function removes these characters to
1805/// create a safe directory name.
1806///
1807/// # Parameters
1808///
1809/// - `instrument_id`: The original instrument ID string.
1810///
1811/// # Returns
1812///
1813/// A URI-safe version of the instrument ID with forward slashes removed.
1814///
1815/// # Examples
1816///
1817/// ```rust
1818/// # use nautilus_persistence::backend::catalog::urisafe_instrument_id;
1819/// assert_eq!(urisafe_instrument_id("BTC/USD"), "BTCUSD");
1820/// assert_eq!(urisafe_instrument_id("EUR-USD"), "EUR-USD");
1821/// ```
1822fn urisafe_instrument_id(instrument_id: &str) -> String {
1823 instrument_id.replace('/', "")
1824}
1825
1826/// Extracts the identifier from a file path.
1827///
1828/// The identifier is typically the second-to-last path component (directory name).
1829/// For example, from "`data/quote_tick/EURUSD/file.parquet`", extracts "EURUSD".
1830#[must_use]
1831pub fn extract_identifier_from_path(file_path: &str) -> String {
1832 let path_parts: Vec<&str> = file_path.split('/').collect();
1833 if path_parts.len() >= 2 {
1834 path_parts[path_parts.len() - 2].to_string()
1835 } else {
1836 "unknown".to_string()
1837 }
1838}
1839
1840/// Makes an identifier safe for use in SQL table names.
1841///
1842/// Removes forward slashes, replaces dots, hyphens, and spaces with underscores, and converts to lowercase.
1843#[must_use]
1844pub fn make_sql_safe_identifier(identifier: &str) -> String {
1845 urisafe_instrument_id(identifier)
1846 .replace(['.', '-', ' ', '%'], "_")
1847 .to_lowercase()
1848}
1849
1850/// Extracts the filename from a file path and makes it SQL-safe.
1851///
1852/// For example, from "data/quote_tick/EURUSD/2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet",
1853/// extracts "`2021_01_01t00_00_00_000000000z_2021_01_02t00_00_00_000000000z`".
1854#[must_use]
1855pub fn extract_sql_safe_filename(file_path: &str) -> String {
1856 if file_path.is_empty() {
1857 return "unknown_file".to_string();
1858 }
1859
1860 let filename = file_path.split('/').next_back().unwrap_or("unknown_file");
1861
1862 // Remove .parquet extension
1863 let name_without_ext = if let Some(dot_pos) = filename.rfind(".parquet") {
1864 &filename[..dot_pos]
1865 } else {
1866 filename
1867 };
1868
1869 // Remove characters that can pose problems: hyphens, colons, etc.
1870 name_without_ext
1871 .replace(['-', ':', '.'], "_")
1872 .to_lowercase()
1873}
1874
1875/// Creates a platform-appropriate local path using `PathBuf`.
1876///
1877/// This function constructs file system paths using the platform's native path separators.
1878/// Use this for local file operations that need to work with the actual file system.
1879///
1880/// # Arguments
1881///
1882/// * `base_path` - The base directory path
1883/// * `components` - Path components to join
1884///
1885/// # Returns
1886///
1887/// A `PathBuf` with platform-appropriate separators
1888///
1889/// # Examples
1890///
1891/// ```rust
1892/// # use nautilus_persistence::backend::catalog::make_local_path;
1893/// let path = make_local_path("/base", &["data", "quotes", "EURUSD"]);
1894/// // On Unix: "/base/data/quotes/EURUSD"
1895/// // On Windows: "\base\data\quotes\EURUSD"
1896/// ```
1897pub fn make_local_path<P: AsRef<Path>>(base_path: P, components: &[&str]) -> PathBuf {
1898 let mut path = PathBuf::from(base_path.as_ref());
1899 for component in components {
1900 path.push(component);
1901 }
1902 path
1903}
1904
1905/// Creates an object store path using forward slashes.
1906///
1907/// Object stores (S3, GCS, etc.) always expect forward slashes regardless of platform.
1908/// Use this when creating paths for object store operations.
1909///
1910/// # Arguments
1911///
1912/// * `base_path` - The base path (can be empty)
1913/// * `components` - Path components to join
1914///
1915/// # Returns
1916///
1917/// A string path with forward slash separators
1918///
1919/// # Examples
1920///
1921/// ```rust
1922/// # use nautilus_persistence::backend::catalog::make_object_store_path;
1923/// let path = make_object_store_path("base", &["data", "quotes", "EURUSD"]);
1924/// assert_eq!(path, "base/data/quotes/EURUSD");
1925/// ```
1926#[must_use]
1927pub fn make_object_store_path(base_path: &str, components: &[&str]) -> String {
1928 let mut parts = Vec::new();
1929
1930 if !base_path.is_empty() {
1931 let normalized_base = base_path
1932 .replace('\\', "/")
1933 .trim_end_matches('/')
1934 .to_string();
1935 if !normalized_base.is_empty() {
1936 parts.push(normalized_base);
1937 }
1938 }
1939
1940 for component in components {
1941 let normalized_component = component
1942 .replace('\\', "/")
1943 .trim_start_matches('/')
1944 .trim_end_matches('/')
1945 .to_string();
1946 if !normalized_component.is_empty() {
1947 parts.push(normalized_component);
1948 }
1949 }
1950
1951 parts.join("/")
1952}
1953
1954/// Creates an object store path using forward slashes with owned strings.
1955///
1956/// This variant accepts owned strings to avoid lifetime issues.
1957///
1958/// # Arguments
1959///
1960/// * `base_path` - The base path (can be empty)
1961/// * `components` - Path components to join (owned strings)
1962///
1963/// # Returns
1964///
1965/// A string path with forward slash separators
1966#[must_use]
1967pub fn make_object_store_path_owned(base_path: &str, components: Vec<String>) -> String {
1968 let mut parts = Vec::new();
1969
1970 if !base_path.is_empty() {
1971 let normalized_base = base_path
1972 .replace('\\', "/")
1973 .trim_end_matches('/')
1974 .to_string();
1975 if !normalized_base.is_empty() {
1976 parts.push(normalized_base);
1977 }
1978 }
1979
1980 for component in components {
1981 let normalized_component = component
1982 .replace('\\', "/")
1983 .trim_start_matches('/')
1984 .trim_end_matches('/')
1985 .to_string();
1986 if !normalized_component.is_empty() {
1987 parts.push(normalized_component);
1988 }
1989 }
1990
1991 parts.join("/")
1992}
1993
1994/// Converts a local `PathBuf` to an object store path string.
1995///
1996/// This function normalizes a local file system path to the forward-slash format
1997/// expected by object stores, handling platform differences.
1998///
1999/// # Arguments
2000///
2001/// * `local_path` - The local `PathBuf` to convert
2002///
2003/// # Returns
2004///
2005/// A string with forward slash separators suitable for object store operations
2006///
2007/// # Examples
2008///
2009/// ```rust
2010/// # use std::path::PathBuf;
2011/// # use nautilus_persistence::backend::catalog::local_to_object_store_path;
2012/// let local_path = PathBuf::from("data").join("quotes").join("EURUSD");
2013/// let object_path = local_to_object_store_path(&local_path);
2014/// assert_eq!(object_path, "data/quotes/EURUSD");
2015/// ```
2016#[must_use]
2017pub fn local_to_object_store_path(local_path: &Path) -> String {
2018 local_path.to_string_lossy().replace('\\', "/")
2019}
2020
2021/// Extracts path components using platform-appropriate path parsing.
2022///
2023/// This function safely parses a path into its components, handling both
2024/// local file system paths and object store paths correctly.
2025///
2026/// # Arguments
2027///
2028/// * `path_str` - The path string to parse
2029///
2030/// # Returns
2031///
2032/// A vector of path components
2033///
2034/// # Examples
2035///
2036/// ```rust
2037/// # use nautilus_persistence::backend::catalog::extract_path_components;
2038/// let components = extract_path_components("data/quotes/EURUSD");
2039/// assert_eq!(components, vec!["data", "quotes", "EURUSD"]);
2040///
2041/// // Works with both separators
2042/// let components = extract_path_components("data\\quotes\\EURUSD");
2043/// assert_eq!(components, vec!["data", "quotes", "EURUSD"]);
2044/// ```
2045#[must_use]
2046pub fn extract_path_components(path_str: &str) -> Vec<String> {
2047 // Normalize separators and split
2048 let normalized = path_str.replace('\\', "/");
2049 normalized
2050 .split('/')
2051 .filter(|s| !s.is_empty())
2052 .map(ToString::to_string)
2053 .collect()
2054}
2055
2056/// Checks if a filename's timestamp range intersects with a query interval.
2057///
2058/// This function determines whether a Parquet file (identified by its timestamp-based
2059/// filename) contains data that falls within the specified query time range.
2060///
2061/// # Parameters
2062///
2063/// - `filename`: The filename to check (format: "`iso_timestamp_1_iso_timestamp_2.parquet`").
2064/// - `start`: Optional start timestamp for the query range.
2065/// - `end`: Optional end timestamp for the query range.
2066///
2067/// # Returns
2068///
2069/// Returns `true` if the file's time range intersects with the query range,
2070/// `false` otherwise. Returns `true` if the filename cannot be parsed.
2071///
2072/// # Examples
2073///
2074/// ```rust
2075/// # use nautilus_persistence::backend::catalog::query_intersects_filename;
2076/// // Example with ISO format filenames
2077/// assert!(query_intersects_filename(
2078/// "2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet",
2079/// Some(1609459200000000000),
2080/// Some(1609545600000000000)
2081/// ));
2082/// ```
2083fn query_intersects_filename(filename: &str, start: Option<u64>, end: Option<u64>) -> bool {
2084 if let Some((file_start, file_end)) = parse_filename_timestamps(filename) {
2085 (start.is_none() || start.unwrap() <= file_end)
2086 && (end.is_none() || file_start <= end.unwrap())
2087 } else {
2088 true
2089 }
2090}
2091
2092/// Parses timestamps from a Parquet filename.
2093///
2094/// Extracts the start and end timestamps from filenames that follow the ISO 8601 format:
2095/// "`iso_timestamp_1_iso_timestamp_2.parquet`" (e.g., "2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet")
2096///
2097/// # Parameters
2098///
2099/// - `filename`: The filename to parse (can be a full path).
2100///
2101/// # Returns
2102///
2103/// Returns `Some((start_ts, end_ts))` if the filename matches the expected format,
2104/// `None` otherwise.
2105///
2106/// # Examples
2107///
2108/// ```rust
2109/// # use nautilus_persistence::backend::catalog::parse_filename_timestamps;
2110/// assert!(parse_filename_timestamps("2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet").is_some());
2111/// assert_eq!(parse_filename_timestamps("invalid.parquet"), None);
2112/// ```
2113#[must_use]
2114pub fn parse_filename_timestamps(filename: &str) -> Option<(u64, u64)> {
2115 let path = Path::new(filename);
2116 let base_name = path.file_name()?.to_str()?;
2117 let base_filename = base_name.strip_suffix(".parquet")?;
2118 let (first_part, second_part) = base_filename.split_once('_')?;
2119
2120 let first_iso = file_timestamp_to_iso_timestamp(first_part);
2121 let second_iso = file_timestamp_to_iso_timestamp(second_part);
2122
2123 let first_ts = iso_to_unix_nanos(&first_iso).ok()?;
2124 let second_ts = iso_to_unix_nanos(&second_iso).ok()?;
2125
2126 Some((first_ts, second_ts))
2127}
2128
2129/// Checks if a list of closed integer intervals are all mutually disjoint.
2130///
2131/// Two intervals are disjoint if they do not overlap. This function validates that
2132/// all intervals in the list are non-overlapping, which is a requirement for
2133/// maintaining data integrity in the catalog.
2134///
2135/// # Parameters
2136///
2137/// - `intervals`: A slice of timestamp intervals as (start, end) tuples.
2138///
2139/// # Returns
2140///
2141/// Returns `true` if all intervals are disjoint, `false` if any overlap is found.
2142/// Returns `true` for empty lists or lists with a single interval.
2143///
2144/// # Examples
2145///
2146/// ```rust
2147/// # use nautilus_persistence::backend::catalog::are_intervals_disjoint;
2148/// // Disjoint intervals
2149/// assert!(are_intervals_disjoint(&[(1, 5), (10, 15), (20, 25)]));
2150///
2151/// // Overlapping intervals
2152/// assert!(!are_intervals_disjoint(&[(1, 10), (5, 15)]));
2153/// ```
2154#[must_use]
2155pub fn are_intervals_disjoint(intervals: &[(u64, u64)]) -> bool {
2156 let n = intervals.len();
2157
2158 if n <= 1 {
2159 return true;
2160 }
2161
2162 let mut sorted_intervals: Vec<(u64, u64)> = intervals.to_vec();
2163 sorted_intervals.sort_by_key(|&(start, _)| start);
2164
2165 for i in 0..(n - 1) {
2166 let (_, end1) = sorted_intervals[i];
2167 let (start2, _) = sorted_intervals[i + 1];
2168
2169 if end1 >= start2 {
2170 return false;
2171 }
2172 }
2173
2174 true
2175}
2176
2177/// Checks if intervals are contiguous (adjacent with no gaps).
2178///
2179/// Intervals are contiguous if, when sorted by start time, each interval's start
2180/// timestamp is exactly one more than the previous interval's end timestamp.
2181/// This ensures complete coverage of a time range with no gaps.
2182///
2183/// # Parameters
2184///
2185/// - `intervals`: A slice of timestamp intervals as (start, end) tuples.
2186///
2187/// # Returns
2188///
2189/// Returns `true` if all intervals are contiguous, `false` if any gaps are found.
2190/// Returns `true` for empty lists or lists with a single interval.
2191///
2192/// # Examples
2193///
2194/// ```rust
2195/// # use nautilus_persistence::backend::catalog::are_intervals_contiguous;
2196/// // Contiguous intervals
2197/// assert!(are_intervals_contiguous(&[(1, 5), (6, 10), (11, 15)]));
2198///
2199/// // Non-contiguous intervals (gap between 5 and 8)
2200/// assert!(!are_intervals_contiguous(&[(1, 5), (8, 10)]));
2201/// ```
2202#[must_use]
2203pub fn are_intervals_contiguous(intervals: &[(u64, u64)]) -> bool {
2204 let n = intervals.len();
2205 if n <= 1 {
2206 return true;
2207 }
2208
2209 let mut sorted_intervals: Vec<(u64, u64)> = intervals.to_vec();
2210 sorted_intervals.sort_by_key(|&(start, _)| start);
2211
2212 for i in 0..(n - 1) {
2213 let (_, end1) = sorted_intervals[i];
2214 let (start2, _) = sorted_intervals[i + 1];
2215
2216 if end1 + 1 != start2 {
2217 return false;
2218 }
2219 }
2220
2221 true
2222}
2223
2224/// Finds the parts of a query interval that are not covered by existing data intervals.
2225///
2226/// This function calculates the "gaps" in data coverage by comparing a requested
2227/// time range against the intervals covered by existing data files. It's used to
2228/// determine what data needs to be fetched or backfilled.
2229///
2230/// # Parameters
2231///
2232/// - `start`: Start timestamp of the query interval (inclusive).
2233/// - `end`: End timestamp of the query interval (inclusive).
2234/// - `closed_intervals`: Existing data intervals as (start, end) tuples.
2235///
2236/// # Returns
2237///
2238/// Returns a vector of (start, end) tuples representing the gaps in coverage.
2239/// Returns an empty vector if the query range is invalid or fully covered.
2240///
2241/// # Examples
2242///
2243/// ```rust
2244/// # use nautilus_persistence::backend::catalog::query_interval_diff;
2245/// // Query 1-100, have data for 10-30 and 60-80
2246/// let gaps = query_interval_diff(1, 100, &[(10, 30), (60, 80)]);
2247/// assert_eq!(gaps, vec![(1, 9), (31, 59), (81, 100)]);
2248/// ```
2249fn query_interval_diff(start: u64, end: u64, closed_intervals: &[(u64, u64)]) -> Vec<(u64, u64)> {
2250 if start > end {
2251 return Vec::new();
2252 }
2253
2254 let interval_set = get_interval_set(closed_intervals);
2255 let query_range = (Bound::Included(start), Bound::Included(end));
2256 let query_diff = interval_set.get_interval_difference(&query_range);
2257 let mut result: Vec<(u64, u64)> = Vec::new();
2258
2259 for interval in query_diff {
2260 if let Some(tuple) = interval_to_tuple(interval, start, end) {
2261 result.push(tuple);
2262 }
2263 }
2264
2265 result
2266}
2267
2268/// Creates an interval tree from closed integer intervals.
2269///
2270/// This function converts closed intervals [a, b] into half-open intervals [a, b+1)
2271/// for use with the interval tree data structure, which is used for efficient
2272/// interval operations and gap detection.
2273///
2274/// # Parameters
2275///
2276/// - `intervals`: A slice of closed intervals as (start, end) tuples.
2277///
2278/// # Returns
2279///
2280/// Returns an [`IntervalTree`] containing the converted intervals.
2281///
2282/// # Notes
2283///
2284/// - Invalid intervals (where start > end) are skipped.
2285/// - Uses saturating addition to prevent overflow when converting to half-open intervals.
2286fn get_interval_set(intervals: &[(u64, u64)]) -> IntervalTree<u64> {
2287 let mut tree = IntervalTree::default();
2288
2289 if intervals.is_empty() {
2290 return tree;
2291 }
2292
2293 for &(start, end) in intervals {
2294 if start > end {
2295 continue;
2296 }
2297
2298 tree.insert((
2299 Bound::Included(start),
2300 Bound::Excluded(end.saturating_add(1)),
2301 ));
2302 }
2303
2304 tree
2305}
2306
2307/// Converts an interval tree result back to a closed interval tuple.
2308///
2309/// This helper function converts the bounded interval representation used by
2310/// the interval tree back into the (start, end) tuple format used throughout
2311/// the catalog.
2312///
2313/// # Parameters
2314///
2315/// - `interval`: The bounded interval from the interval tree.
2316/// - `query_start`: The start of the original query range.
2317/// - `query_end`: The end of the original query range.
2318///
2319/// # Returns
2320///
2321/// Returns `Some((start, end))` for valid intervals, `None` for empty intervals.
2322fn interval_to_tuple(
2323 interval: (Bound<&u64>, Bound<&u64>),
2324 query_start: u64,
2325 query_end: u64,
2326) -> Option<(u64, u64)> {
2327 let (bound_start, bound_end) = interval;
2328
2329 let start = match bound_start {
2330 Bound::Included(val) => *val,
2331 Bound::Excluded(val) => val.saturating_add(1),
2332 Bound::Unbounded => query_start,
2333 };
2334
2335 let end = match bound_end {
2336 Bound::Included(val) => *val,
2337 Bound::Excluded(val) => {
2338 if *val == 0 {
2339 return None; // Empty interval
2340 }
2341 val - 1
2342 }
2343 Bound::Unbounded => query_end,
2344 };
2345
2346 if start <= end {
2347 Some((start, end))
2348 } else {
2349 None
2350 }
2351}