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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14// -------------------------------------------------------------------------------------------------
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 ahash::AHashMap;
73use datafusion::arrow::record_batch::RecordBatch;
74use futures::StreamExt;
75use heck::ToSnakeCase;
76use itertools::Itertools;
77use nautilus_common::live::runtime::get_runtime;
78use nautilus_core::{
79 UnixNanos,
80 datetime::{iso8601_to_unix_nanos, unix_nanos_to_iso8601},
81};
82use nautilus_model::data::{
83 Bar, Data, HasTsInit, IndexPriceUpdate, MarkPriceUpdate, OrderBookDelta, OrderBookDepth10,
84 QuoteTick, TradeTick, close::InstrumentClose, to_variant,
85};
86use nautilus_serialization::arrow::{DecodeDataFromRecordBatch, EncodeToRecordBatch};
87use object_store::{ObjectStore, path::Path as ObjectPath};
88use serde::Serialize;
89use unbounded_interval_tree::interval_tree::IntervalTree;
90
91use super::session::{self, DataBackendSession, QueryResult, build_query};
92use crate::parquet::write_batches_to_object_store;
93
94/// A high-performance data catalog for storing and retrieving financial market data using Apache Parquet format.
95///
96/// The `ParquetDataCatalog` provides a comprehensive solution for managing large volumes of financial
97/// market data with efficient storage, querying, and consolidation capabilities. It supports various
98/// object store backends including local filesystems, AWS S3, and other cloud storage providers.
99///
100/// # Features
101///
102/// - **Efficient Storage**: Uses Apache Parquet format with configurable compression.
103/// - **Object Store Backend**: Supports multiple storage backends through the `object_store` crate.
104/// - **Time-based Organization**: Organizes data by timestamp ranges for optimal query performance.
105/// - **Data Validation**: Ensures timestamp ordering and interval consistency.
106/// - **Consolidation**: Merges multiple files to reduce storage overhead and improve query speed.
107/// - **Type Safety**: Strongly typed data handling with compile-time guarantees.
108///
109/// # Data Organization
110///
111/// Data is organized hierarchically by data type and instrument:
112/// - `data/{data_type}/{instrument_id}/{start_ts}-{end_ts}.parquet`.
113/// - Files are named with their timestamp ranges for efficient range queries.
114/// - Intervals are validated to be disjoint to prevent data overlap.
115///
116/// # Performance Considerations
117///
118/// - **Batch Size**: Controls memory usage during data processing.
119/// - **Compression**: SNAPPY compression provides good balance of speed and size.
120/// - **Row Group Size**: Affects query performance and memory usage.
121/// - **File Consolidation**: Reduces the number of files for better query performance.
122pub struct ParquetDataCatalog {
123 /// The base path for data storage within the object store.
124 pub base_path: String,
125 /// The original URI provided when creating the catalog.
126 pub original_uri: String,
127 /// The object store backend for data persistence.
128 pub object_store: Arc<dyn ObjectStore>,
129 /// The DataFusion session for query execution.
130 pub session: DataBackendSession,
131 /// The number of records to process in each batch.
132 pub batch_size: usize,
133 /// The compression algorithm used for Parquet files.
134 pub compression: parquet::basic::Compression,
135 /// The maximum number of rows in each Parquet row group.
136 pub max_row_group_size: usize,
137}
138
139impl Debug for ParquetDataCatalog {
140 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
141 f.debug_struct(stringify!(ParquetDataCatalog))
142 .field("base_path", &self.base_path)
143 .finish()
144 }
145}
146
147impl ParquetDataCatalog {
148 /// Creates a new [`ParquetDataCatalog`] instance from a local file path.
149 ///
150 /// This is a convenience constructor that converts a local path to a URI format
151 /// and delegates to [`Self::from_uri`].
152 ///
153 /// # Parameters
154 ///
155 /// - `base_path`: The base directory path for data storage.
156 /// - `storage_options`: Optional `HashMap` containing storage-specific configuration options.
157 /// - `batch_size`: Number of records to process in each batch (default: 5000).
158 /// - `compression`: Parquet compression algorithm (default: SNAPPY).
159 /// - `max_row_group_size`: Maximum rows per Parquet row group (default: 5000).
160 ///
161 /// # Panics
162 ///
163 /// Panics if the path cannot be converted to a valid URI or if the object store
164 /// cannot be created from the path.
165 ///
166 /// # Examples
167 ///
168 /// ```rust,no_run
169 /// use std::path::PathBuf;
170 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
171 ///
172 /// let catalog = ParquetDataCatalog::new(
173 /// PathBuf::from("/tmp/nautilus_data"),
174 /// None, // no storage options
175 /// Some(1000), // smaller batch size
176 /// None, // default compression
177 /// None, // default row group size
178 /// );
179 /// ```
180 #[must_use]
181 pub fn new(
182 base_path: PathBuf,
183 storage_options: Option<AHashMap<String, String>>,
184 batch_size: Option<usize>,
185 compression: Option<parquet::basic::Compression>,
186 max_row_group_size: Option<usize>,
187 ) -> Self {
188 let path_str = base_path.to_string_lossy().to_string();
189 Self::from_uri(
190 &path_str,
191 storage_options,
192 batch_size,
193 compression,
194 max_row_group_size,
195 )
196 .expect("Failed to create catalog from path")
197 }
198
199 /// Creates a new [`ParquetDataCatalog`] instance from a URI with optional storage options.
200 ///
201 /// Supports various URI schemes including local file paths and multiple cloud storage backends
202 /// supported by the `object_store` crate.
203 ///
204 /// # Supported URI Schemes
205 ///
206 /// - **AWS S3**: `s3://bucket/path`.
207 /// - **Google Cloud Storage**: `gs://bucket/path` or `gcs://bucket/path`.
208 /// - **Azure Blob Storage**: `az://container/path` or `abfs://container@account.dfs.core.windows.net/path`.
209 /// - **HTTP/WebDAV**: `http://` or `https://`.
210 /// - **Local files**: `file://path` or plain paths.
211 ///
212 /// # Parameters
213 ///
214 /// - `uri`: The URI for the data storage location.
215 /// - `storage_options`: Optional `HashMap` containing storage-specific configuration options:
216 /// - For S3: `endpoint_url`, region, `access_key_id`, `secret_access_key`, `session_token`, etc.
217 /// - For GCS: `service_account_path`, `service_account_key`, `project_id`, etc.
218 /// - For Azure: `account_name`, `account_key`, `sas_token`, etc.
219 /// - `batch_size`: Number of records to process in each batch (default: 5000).
220 /// - `compression`: Parquet compression algorithm (default: SNAPPY).
221 /// - `max_row_group_size`: Maximum rows per Parquet row group (default: 5000).
222 ///
223 /// # Errors
224 ///
225 /// Returns an error if:
226 /// - The URI format is invalid or unsupported.
227 /// - The object store cannot be created or accessed.
228 /// - Authentication fails for cloud storage backends.
229 ///
230 /// # Examples
231 ///
232 /// ```rust,no_run
233 /// use ahash::AHashMap;
234 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
235 ///
236 /// // Local filesystem
237 /// let local_catalog = ParquetDataCatalog::from_uri(
238 /// "/tmp/nautilus_data",
239 /// None, None, None, None
240 /// )?;
241 ///
242 /// // S3 bucket
243 /// let s3_catalog = ParquetDataCatalog::from_uri(
244 /// "s3://my-bucket/nautilus-data",
245 /// None, None, None, None
246 /// )?;
247 ///
248 /// // Google Cloud Storage
249 /// let gcs_catalog = ParquetDataCatalog::from_uri(
250 /// "gs://my-bucket/nautilus-data",
251 /// None, None, None, None
252 /// )?;
253 ///
254 /// // Azure Blob Storage
255 /// let azure_catalog = ParquetDataCatalog::from_uri(
256 /// "az://container/nautilus-data",
257 /// storage_options, None, None, None
258 /// )?;
259 ///
260 /// // S3 with custom endpoint and credentials
261 /// let mut storage_options = HashMap::new();
262 /// storage_options.insert("endpoint_url".to_string(), "https://my-s3-endpoint.com".to_string());
263 /// storage_options.insert("access_key_id".to_string(), "my-key".to_string());
264 /// storage_options.insert("secret_access_key".to_string(), "my-secret".to_string());
265 ///
266 /// let s3_catalog = ParquetDataCatalog::from_uri(
267 /// "s3://my-bucket/nautilus-data",
268 /// Some(storage_options),
269 /// None, None, None,
270 /// )?;
271 /// # Ok::<(), anyhow::Error>(())
272 /// ```
273 pub fn from_uri(
274 uri: &str,
275 storage_options: Option<AHashMap<String, String>>,
276 batch_size: Option<usize>,
277 compression: Option<parquet::basic::Compression>,
278 max_row_group_size: Option<usize>,
279 ) -> anyhow::Result<Self> {
280 let batch_size = batch_size.unwrap_or(5000);
281 let compression = compression.unwrap_or(parquet::basic::Compression::SNAPPY);
282 let max_row_group_size = max_row_group_size.unwrap_or(5000);
283
284 let (object_store, base_path, original_uri) =
285 crate::parquet::create_object_store_from_path(uri, storage_options)?;
286
287 Ok(Self {
288 base_path,
289 original_uri,
290 object_store,
291 session: session::DataBackendSession::new(batch_size),
292 batch_size,
293 compression,
294 max_row_group_size,
295 })
296 }
297
298 /// Returns the base path of the catalog for testing purposes.
299 #[must_use]
300 pub fn get_base_path(&self) -> String {
301 self.base_path.clone()
302 }
303
304 /// Resets the backend session to clear any cached table registrations.
305 ///
306 /// This is useful during catalog operations when files are being modified
307 /// and we need to ensure fresh data is loaded.
308 pub fn reset_session(&mut self) {
309 self.session.clear_registered_tables();
310 }
311
312 /// Writes mixed data types to the catalog by separating them into type-specific collections.
313 ///
314 /// This method takes a heterogeneous collection of market data and separates it by type,
315 /// then writes each type to its appropriate location in the catalog. This is useful when
316 /// processing mixed data streams or bulk data imports.
317 ///
318 /// # Parameters
319 ///
320 /// - `data`: A vector of mixed [`Data`] enum variants.
321 /// - `start`: Optional start timestamp to override the data's natural range.
322 /// - `end`: Optional end timestamp to override the data's natural range.
323 ///
324 /// # Notes
325 ///
326 /// - Data is automatically sorted by type before writing.
327 /// - Each data type is written to its own directory structure.
328 /// - Instrument data handling is not yet implemented (TODO).
329 ///
330 /// # Examples
331 ///
332 /// ```rust,no_run
333 /// use nautilus_model::data::Data;
334 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
335 ///
336 /// let catalog = ParquetDataCatalog::new(/* ... */);
337 /// let mixed_data: Vec<Data> = vec![/* mixed data types */];
338 ///
339 /// catalog.write_data_enum(mixed_data, None, None)?;
340 /// ```
341 pub fn write_data_enum(
342 &self,
343 data: Vec<Data>,
344 start: Option<UnixNanos>,
345 end: Option<UnixNanos>,
346 ) -> anyhow::Result<()> {
347 let mut deltas: Vec<OrderBookDelta> = Vec::new();
348 let mut depth10s: Vec<OrderBookDepth10> = Vec::new();
349 let mut quotes: Vec<QuoteTick> = Vec::new();
350 let mut trades: Vec<TradeTick> = Vec::new();
351 let mut bars: Vec<Bar> = Vec::new();
352 let mut mark_prices: Vec<MarkPriceUpdate> = Vec::new();
353 let mut index_prices: Vec<IndexPriceUpdate> = Vec::new();
354 let mut closes: Vec<InstrumentClose> = Vec::new();
355
356 for d in data.iter().cloned() {
357 match d {
358 Data::Deltas(_) => continue,
359 Data::Delta(d) => {
360 deltas.push(d);
361 }
362 Data::Depth10(d) => {
363 depth10s.push(*d);
364 }
365 Data::Quote(d) => {
366 quotes.push(d);
367 }
368 Data::Trade(d) => {
369 trades.push(d);
370 }
371 Data::Bar(d) => {
372 bars.push(d);
373 }
374 Data::MarkPriceUpdate(p) => {
375 mark_prices.push(p);
376 }
377 Data::IndexPriceUpdate(p) => {
378 index_prices.push(p);
379 }
380 Data::InstrumentClose(c) => {
381 closes.push(c);
382 }
383 }
384 }
385
386 // TODO: need to handle instruments here
387
388 self.write_to_parquet(deltas, start, end, None)?;
389 self.write_to_parquet(depth10s, start, end, None)?;
390 self.write_to_parquet(quotes, start, end, None)?;
391 self.write_to_parquet(trades, start, end, None)?;
392 self.write_to_parquet(bars, start, end, None)?;
393 self.write_to_parquet(mark_prices, start, end, None)?;
394 self.write_to_parquet(index_prices, start, end, None)?;
395 self.write_to_parquet(closes, start, end, None)?;
396
397 Ok(())
398 }
399
400 /// Writes typed data to a Parquet file in the catalog.
401 ///
402 /// This is the core method for persisting market data to the catalog. It handles data
403 /// validation, batching, compression, and ensures proper file organization with
404 /// timestamp-based naming.
405 ///
406 /// # Type Parameters
407 ///
408 /// - `T`: The data type to write, must implement required traits for serialization and cataloging.
409 ///
410 /// # Parameters
411 ///
412 /// - `data`: Vector of data records to write (must be in ascending timestamp order).
413 /// - `start`: Optional start timestamp to override the natural data range.
414 /// - `end`: Optional end timestamp to override the natural data range.
415 ///
416 /// # Returns
417 ///
418 /// Returns the [`PathBuf`] of the created file, or an empty path if no data was provided.
419 ///
420 /// # Errors
421 ///
422 /// Returns an error if:
423 /// - Data serialization to Arrow record batches fails.
424 /// - Object store write operations fail.
425 /// - File path construction fails.
426 /// - Timestamp interval validation fails after writing.
427 ///
428 /// # Panics
429 ///
430 /// Panics if:
431 /// - Data timestamps are not in ascending order.
432 /// - Record batches are empty after conversion.
433 /// - Required metadata is missing from the schema.
434 ///
435 /// # Examples
436 ///
437 /// ```rust,no_run
438 /// use nautilus_model::data::QuoteTick;
439 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
440 ///
441 /// let catalog = ParquetDataCatalog::new(/* ... */);
442 /// let quotes: Vec<QuoteTick> = vec![/* quote data */];
443 ///
444 /// let path = catalog.write_to_parquet(quotes, None, None)?;
445 /// println!("Data written to: {:?}", path);
446 /// # Ok::<(), anyhow::Error>(())
447 /// ```
448 pub fn write_to_parquet<T>(
449 &self,
450 data: Vec<T>,
451 start: Option<UnixNanos>,
452 end: Option<UnixNanos>,
453 skip_disjoint_check: Option<bool>,
454 ) -> anyhow::Result<PathBuf>
455 where
456 T: HasTsInit + EncodeToRecordBatch + CatalogPathPrefix,
457 {
458 if data.is_empty() {
459 return Ok(PathBuf::new());
460 }
461
462 let type_name = std::any::type_name::<T>().to_snake_case();
463 Self::check_ascending_timestamps(&data, &type_name)?;
464
465 let start_ts = start.unwrap_or(data.first().unwrap().ts_init());
466 let end_ts = end.unwrap_or(data.last().unwrap().ts_init());
467
468 let batches = self.data_to_record_batches(data)?;
469 let schema = batches.first().expect("Batches are empty.").schema();
470 let instrument_id = schema.metadata.get("instrument_id").cloned();
471
472 let directory = self.make_path(T::path_prefix(), instrument_id)?;
473 let filename = timestamps_to_filename(start_ts, end_ts);
474 let path = PathBuf::from(format!("{directory}/{filename}"));
475
476 // Write all batches to parquet file
477 log::info!(
478 "Writing {} batches of {type_name} data to {path:?}",
479 batches.len()
480 );
481
482 // Convert path to object store path
483 let object_path = self.to_object_path(&path.to_string_lossy());
484
485 self.execute_async(async {
486 write_batches_to_object_store(
487 &batches,
488 self.object_store.clone(),
489 &object_path,
490 Some(self.compression),
491 Some(self.max_row_group_size),
492 )
493 .await
494 })?;
495
496 if !skip_disjoint_check.unwrap_or(false) {
497 let intervals = self.get_directory_intervals(&directory)?;
498
499 if !are_intervals_disjoint(&intervals) {
500 anyhow::bail!("Intervals are not disjoint after writing a new file");
501 }
502 }
503
504 Ok(path)
505 }
506
507 /// Writes typed data to a JSON file in the catalog.
508 ///
509 /// This method provides an alternative to Parquet format for data export and debugging.
510 /// JSON files are human-readable but less efficient for large datasets.
511 ///
512 /// # Type Parameters
513 ///
514 /// - `T`: The data type to write, must implement serialization and cataloging traits.
515 ///
516 /// # Parameters
517 ///
518 /// - `data`: Vector of data records to write (must be in ascending timestamp order).
519 /// - `path`: Optional custom directory path (defaults to catalog's standard structure).
520 /// - `write_metadata`: Whether to write a separate metadata file alongside the data.
521 ///
522 /// # Returns
523 ///
524 /// Returns the [`PathBuf`] of the created JSON file.
525 ///
526 /// # Errors
527 ///
528 /// Returns an error if:
529 /// - JSON serialization fails.
530 /// - Object store write operations fail.
531 /// - File path construction fails.
532 ///
533 /// # Panics
534 ///
535 /// Panics if data timestamps are not in ascending order.
536 ///
537 /// # Examples
538 ///
539 /// ```rust,no_run
540 /// use std::path::PathBuf;
541 /// use nautilus_model::data::TradeTick;
542 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
543 ///
544 /// let catalog = ParquetDataCatalog::new(/* ... */);
545 /// let trades: Vec<TradeTick> = vec![/* trade data */];
546 ///
547 /// let path = catalog.write_to_json(
548 /// trades,
549 /// Some(PathBuf::from("/custom/path")),
550 /// true // write metadata
551 /// )?;
552 /// # Ok::<(), anyhow::Error>(())
553 /// ```
554 pub fn write_to_json<T>(
555 &self,
556 data: Vec<T>,
557 path: Option<PathBuf>,
558 write_metadata: bool,
559 ) -> anyhow::Result<PathBuf>
560 where
561 T: HasTsInit + Serialize + CatalogPathPrefix + EncodeToRecordBatch,
562 {
563 if data.is_empty() {
564 return Ok(PathBuf::new());
565 }
566
567 let type_name = std::any::type_name::<T>().to_snake_case();
568 Self::check_ascending_timestamps(&data, &type_name)?;
569
570 let start_ts = data.first().unwrap().ts_init();
571 let end_ts = data.last().unwrap().ts_init();
572
573 let directory =
574 path.unwrap_or_else(|| PathBuf::from(self.make_path(T::path_prefix(), None).unwrap()));
575 let filename = timestamps_to_filename(start_ts, end_ts).replace(".parquet", ".json");
576 let json_path = directory.join(&filename);
577
578 log::info!(
579 "Writing {} records of {type_name} data to {json_path:?}",
580 data.len()
581 );
582
583 if write_metadata {
584 let metadata = T::chunk_metadata(&data);
585 let metadata_path = json_path.with_extension("metadata.json");
586 log::info!("Writing metadata to {metadata_path:?}");
587
588 // Use object store for metadata file
589 let metadata_object_path = ObjectPath::from(metadata_path.to_string_lossy().as_ref());
590 let metadata_json = serde_json::to_vec_pretty(&metadata)?;
591 self.execute_async(async {
592 self.object_store
593 .put(&metadata_object_path, metadata_json.into())
594 .await
595 .map_err(anyhow::Error::from)
596 })?;
597 }
598
599 // Use object store for main JSON file
600 let json_object_path = ObjectPath::from(json_path.to_string_lossy().as_ref());
601 let json_data = serde_json::to_vec_pretty(&serde_json::to_value(data)?)?;
602 self.execute_async(async {
603 self.object_store
604 .put(&json_object_path, json_data.into())
605 .await
606 .map_err(anyhow::Error::from)
607 })?;
608
609 Ok(json_path)
610 }
611
612 /// Validates that data timestamps are in ascending order.
613 ///
614 /// # Parameters
615 ///
616 /// - `data`: Slice of data records to validate.
617 /// - `type_name`: Name of the data type for error messages.
618 ///
619 /// # Panics
620 ///
621 /// Panics if any timestamp is less than the previous timestamp.
622 pub fn check_ascending_timestamps<T: HasTsInit>(
623 data: &[T],
624 type_name: &str,
625 ) -> anyhow::Result<()> {
626 if !data.windows(2).all(|w| w[0].ts_init() <= w[1].ts_init()) {
627 anyhow::bail!("{type_name} timestamps must be in ascending order");
628 }
629
630 Ok(())
631 }
632
633 /// Converts data into Arrow record batches for Parquet serialization.
634 ///
635 /// This method chunks the data according to the configured batch size and converts
636 /// each chunk into an Arrow record batch with appropriate metadata.
637 ///
638 /// # Type Parameters
639 ///
640 /// - `T`: The data type to convert, must implement required encoding traits.
641 ///
642 /// # Parameters
643 ///
644 /// - `data`: Vector of data records to convert.
645 ///
646 /// # Returns
647 ///
648 /// Returns a vector of Arrow [`RecordBatch`] instances ready for Parquet serialization.
649 ///
650 /// # Errors
651 ///
652 /// Returns an error if record batch encoding fails for any chunk.
653 pub fn data_to_record_batches<T>(&self, data: Vec<T>) -> anyhow::Result<Vec<RecordBatch>>
654 where
655 T: HasTsInit + EncodeToRecordBatch,
656 {
657 let mut batches = Vec::new();
658
659 for chunk in &data.into_iter().chunks(self.batch_size) {
660 let data = chunk.collect_vec();
661 let metadata = EncodeToRecordBatch::chunk_metadata(&data);
662 let record_batch = T::encode_batch(&metadata, &data)?;
663 batches.push(record_batch);
664 }
665
666 Ok(batches)
667 }
668
669 /// Extends the timestamp range of an existing Parquet file by renaming it.
670 ///
671 /// This method finds an existing file that is adjacent to the specified time range
672 /// and renames it to include the new range. This is useful when appending data
673 /// that extends the time coverage of existing files.
674 ///
675 /// # Parameters
676 ///
677 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
678 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
679 /// - `start`: Start timestamp of the new range to extend to.
680 /// - `end`: End timestamp of the new range to extend to.
681 ///
682 /// # Returns
683 ///
684 /// Returns `Ok(())` on success, or an error if the operation fails.
685 ///
686 /// # Errors
687 ///
688 /// Returns an error if:
689 /// - The directory path cannot be constructed.
690 /// - No adjacent file is found to extend.
691 /// - File rename operations fail.
692 /// - Interval validation fails after extension.
693 ///
694 /// # Examples
695 ///
696 /// ```rust,no_run
697 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
698 /// use nautilus_core::UnixNanos;
699 ///
700 /// let catalog = ParquetDataCatalog::new(/* ... */);
701 ///
702 /// // Extend a file's range backwards or forwards
703 /// catalog.extend_file_name(
704 /// "quotes",
705 /// Some("BTCUSD".to_string()),
706 /// UnixNanos::from(1609459200000000000),
707 /// UnixNanos::from(1609545600000000000)
708 /// )?;
709 /// # Ok::<(), anyhow::Error>(())
710 /// ```
711 pub fn extend_file_name(
712 &self,
713 data_cls: &str,
714 instrument_id: Option<String>,
715 start: UnixNanos,
716 end: UnixNanos,
717 ) -> anyhow::Result<()> {
718 let directory = self.make_path(data_cls, instrument_id)?;
719 let intervals = self.get_directory_intervals(&directory)?;
720
721 let start = start.as_u64();
722 let end = end.as_u64();
723
724 for interval in intervals {
725 if interval.0 == end + 1 {
726 // Extend backwards: new file covers [start, interval.1]
727 self.rename_parquet_file(&directory, interval.0, interval.1, start, interval.1)?;
728 break;
729 } else if interval.1 == start - 1 {
730 // Extend forwards: new file covers [interval.0, end]
731 self.rename_parquet_file(&directory, interval.0, interval.1, interval.0, end)?;
732 break;
733 }
734 }
735
736 let intervals = self.get_directory_intervals(&directory)?;
737
738 if !are_intervals_disjoint(&intervals) {
739 anyhow::bail!("Intervals are not disjoint after extending a file");
740 }
741
742 Ok(())
743 }
744
745 /// Lists all Parquet files in a specified directory.
746 ///
747 /// This method scans a directory and returns the full paths of all files with the `.parquet`
748 /// extension. It works with both local filesystems and remote object stores, making it
749 /// suitable for various storage backends.
750 ///
751 /// # Parameters
752 ///
753 /// - `directory`: The directory path to scan for Parquet files.
754 ///
755 /// # Returns
756 ///
757 /// Returns a vector of full file paths (as strings) for all Parquet files found in the directory.
758 /// The paths are relative to the object store root and suitable for use with object store operations.
759 /// Returns an empty vector if the directory doesn't exist or contains no Parquet files.
760 ///
761 /// # Errors
762 ///
763 /// Returns an error if:
764 /// - Object store listing operations fail.
765 /// - Directory access is denied.
766 /// - Network issues occur (for remote object stores).
767 ///
768 /// # Notes
769 ///
770 /// - Only files ending with `.parquet` are included.
771 /// - Subdirectories are not recursively scanned.
772 /// - File paths are returned in the order provided by the object store.
773 /// - Works with all supported object store backends (local, S3, GCS, Azure, etc.).
774 ///
775 /// # Examples
776 ///
777 /// ```rust,no_run
778 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
779 ///
780 /// let catalog = ParquetDataCatalog::new(/* ... */);
781 /// let files = catalog.list_parquet_files("data/quotes/EURUSD")?;
782 ///
783 /// for file in files {
784 /// println!("Found Parquet file: {}", file);
785 /// }
786 /// # Ok::<(), anyhow::Error>(())
787 /// ```
788 pub fn list_parquet_files(&self, directory: &str) -> anyhow::Result<Vec<String>> {
789 self.execute_async(async {
790 let prefix = ObjectPath::from(format!("{directory}/"));
791 let mut stream = self.object_store.list(Some(&prefix));
792 let mut files = Vec::new();
793
794 while let Some(object) = stream.next().await {
795 let object = object?;
796 if object.location.as_ref().ends_with(".parquet") {
797 files.push(object.location.to_string());
798 }
799 }
800 Ok::<Vec<String>, anyhow::Error>(files)
801 })
802 }
803
804 /// Helper method to reconstruct full URI for remote object store paths
805 #[must_use]
806 pub fn reconstruct_full_uri(&self, path_str: &str) -> String {
807 // Check if this is a remote URI scheme that needs reconstruction
808 if self.is_remote_uri() {
809 // Extract the base URL (scheme + host) from the original URI
810 if let Ok(url) = url::Url::parse(&self.original_uri)
811 && let Some(host) = url.host_str()
812 {
813 return format!("{}://{}/{}", url.scheme(), host, path_str);
814 }
815 }
816
817 // For local paths, extract the directory from the original URI
818 if self.original_uri.starts_with("file://") {
819 // Extract the path from the file:// URI
820 if let Ok(url) = url::Url::parse(&self.original_uri)
821 && let Ok(base_path) = url.to_file_path()
822 {
823 // Use platform-appropriate path separator for display
824 // but object store paths always use forward slashes
825 let base_str = base_path.to_string_lossy();
826 return self.join_paths(&base_str, path_str);
827 }
828 }
829
830 // For local paths without file:// prefix, use the original URI as base
831 if self.base_path.is_empty() {
832 // If base_path is empty and not a file URI, try using original_uri as base
833 if self.original_uri.contains("://") {
834 // Fallback: return the path as-is
835 path_str.to_string()
836 } else {
837 self.join_paths(self.original_uri.trim_end_matches('/'), path_str)
838 }
839 } else {
840 let base = self.base_path.trim_end_matches('/');
841 self.join_paths(base, path_str)
842 }
843 }
844
845 /// Helper method to join paths using forward slashes (object store convention)
846 #[must_use]
847 fn join_paths(&self, base: &str, path: &str) -> String {
848 make_object_store_path(base, &[path])
849 }
850
851 /// Helper method to check if the original URI uses a remote object store scheme
852 #[must_use]
853 pub fn is_remote_uri(&self) -> bool {
854 self.original_uri.starts_with("s3://")
855 || self.original_uri.starts_with("gs://")
856 || self.original_uri.starts_with("gcs://")
857 || self.original_uri.starts_with("az://")
858 || self.original_uri.starts_with("abfs://")
859 || self.original_uri.starts_with("http://")
860 || self.original_uri.starts_with("https://")
861 }
862
863 /// Executes a query against the catalog to retrieve market data of a specific type.
864 ///
865 /// This is the primary method for querying data from the catalog. It registers the appropriate
866 /// object store with the DataFusion session, finds all relevant Parquet files, and executes
867 /// the query across them. The method supports filtering by instrument IDs, time ranges, and
868 /// custom SQL WHERE clauses.
869 ///
870 /// # Type Parameters
871 ///
872 /// - `T`: The data type to query, must implement required traits for deserialization and cataloging.
873 ///
874 /// # Parameters
875 ///
876 /// - `instrument_ids`: Optional list of instrument IDs to filter by. If `None`, queries all instruments.
877 /// - `start`: Optional start timestamp for filtering (inclusive). If `None`, queries from the beginning.
878 /// - `end`: Optional end timestamp for filtering (inclusive). If `None`, queries to the end.
879 /// - `where_clause`: Optional SQL WHERE clause for additional filtering (e.g., "price > 100").
880 ///
881 /// # Returns
882 ///
883 /// Returns a [`QueryResult`] containing the query execution context and data.
884 /// Use [`QueryResult::collect()`] to retrieve the actual data records.
885 ///
886 /// # Errors
887 ///
888 /// Returns an error if:
889 /// - Object store registration fails for remote URIs.
890 /// - File discovery fails.
891 /// - DataFusion query execution fails.
892 /// - Data deserialization fails.
893 ///
894 /// # Performance Notes
895 ///
896 /// - Files are automatically filtered by timestamp ranges before querying.
897 /// - DataFusion optimizes queries across multiple Parquet files.
898 /// - Use specific instrument IDs and time ranges to improve performance.
899 /// - WHERE clauses are pushed down to the Parquet reader when possible.
900 ///
901 /// # Examples
902 ///
903 /// ```rust,no_run
904 /// use nautilus_model::data::QuoteTick;
905 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
906 /// use nautilus_core::UnixNanos;
907 ///
908 /// let mut catalog = ParquetDataCatalog::new(/* ... */);
909 ///
910 /// // Query all quote data
911 /// let result = catalog.query::<QuoteTick>(None, None, None, None)?;
912 /// let quotes = result.collect();
913 ///
914 /// // Query specific instruments within a time range
915 /// let result = catalog.query::<QuoteTick>(
916 /// Some(vec!["EURUSD".to_string(), "GBPUSD".to_string()]),
917 /// Some(UnixNanos::from(1609459200000000000)),
918 /// Some(UnixNanos::from(1609545600000000000)),
919 /// None
920 /// )?;
921 ///
922 /// // Query with custom WHERE clause
923 /// let result = catalog.query::<QuoteTick>(
924 /// Some(vec!["EURUSD".to_string()]),
925 /// None,
926 /// None,
927 /// Some("bid_price > 1.2000")
928 /// )?;
929 /// # Ok::<(), anyhow::Error>(())
930 /// ```
931 pub fn query<T>(
932 &mut self,
933 instrument_ids: Option<Vec<String>>,
934 start: Option<UnixNanos>,
935 end: Option<UnixNanos>,
936 where_clause: Option<&str>,
937 files: Option<Vec<String>>,
938 ) -> anyhow::Result<QueryResult>
939 where
940 T: DecodeDataFromRecordBatch + CatalogPathPrefix,
941 {
942 // Register the object store with the session for remote URIs
943 if self.is_remote_uri() {
944 let url = url::Url::parse(&self.original_uri)?;
945 let host = url
946 .host_str()
947 .ok_or_else(|| anyhow::anyhow!("Remote URI missing host/bucket name"))?;
948 let base_url = url::Url::parse(&format!("{}://{}", url.scheme(), host))?;
949 self.session
950 .register_object_store(&base_url, self.object_store.clone());
951 }
952
953 let files_list = if let Some(files) = files {
954 files
955 } else {
956 self.query_files(T::path_prefix(), instrument_ids, start, end)?
957 };
958
959 for file_uri in &files_list {
960 // Extract identifier from file path and filename to create meaningful table names
961 let identifier = extract_identifier_from_path(file_uri);
962 let safe_sql_identifier = make_sql_safe_identifier(&identifier);
963 let safe_filename = extract_sql_safe_filename(file_uri);
964
965 // Create table name from path_prefix, identifier, and filename
966 let table_name = format!(
967 "{}_{}_{}",
968 T::path_prefix(),
969 safe_sql_identifier,
970 safe_filename
971 );
972 let query = build_query(&table_name, start, end, where_clause);
973
974 // Convert object store path to filesystem path for DataFusion
975 // Only apply reconstruction if the path is not already absolute
976 let resolved_path = if file_uri.starts_with('/') {
977 // Path is already absolute, use as-is
978 file_uri.clone()
979 } else {
980 // Path is relative, reconstruct full URI
981 self.reconstruct_full_uri(file_uri)
982 };
983 self.session
984 .add_file::<T>(&table_name, &resolved_path, Some(&query))?;
985 }
986
987 Ok(self.session.get_query_result())
988 }
989
990 /// Queries typed data from the catalog and returns results as a strongly-typed vector.
991 ///
992 /// This is a convenience method that wraps the generic `query` method and automatically
993 /// collects and converts the results into a vector of the specific data type. It handles
994 /// the type conversion from the generic [`Data`] enum to the concrete type `T`.
995 ///
996 /// # Type Parameters
997 ///
998 /// - `T`: The specific data type to query and return. Must implement required traits for
999 /// deserialization, cataloging, and conversion from the [`Data`] enum.
1000 ///
1001 /// # Parameters
1002 ///
1003 /// - `instrument_ids`: Optional list of instrument IDs to filter by. If `None`, queries all instruments.
1004 /// For exact matches, provide the full instrument ID. For bars, partial matches are supported.
1005 /// - `start`: Optional start timestamp for filtering (inclusive). If `None`, queries from the beginning.
1006 /// - `end`: Optional end timestamp for filtering (inclusive). If `None`, queries to the end.
1007 /// - `where_clause`: Optional SQL WHERE clause for additional filtering. Use standard SQL syntax
1008 /// with column names matching the Parquet schema (e.g., "`bid_price` > 1.2000", "volume > 1000").
1009 ///
1010 /// # Returns
1011 ///
1012 /// Returns a vector of the specific data type `T`, sorted by timestamp. The vector will be
1013 /// empty if no data matches the query criteria.
1014 ///
1015 /// # Errors
1016 ///
1017 /// Returns an error if:
1018 /// - The underlying query execution fails.
1019 /// - Data type conversion fails.
1020 /// - Object store access fails.
1021 /// - Invalid WHERE clause syntax is provided.
1022 ///
1023 /// # Performance Considerations
1024 ///
1025 /// - Use specific instrument IDs and time ranges to minimize data scanning.
1026 /// - WHERE clauses are pushed down to Parquet readers when possible.
1027 /// - Results are automatically sorted by timestamp during collection.
1028 /// - Memory usage scales with the amount of data returned.
1029 ///
1030 /// # Examples
1031 ///
1032 /// ```rust,no_run
1033 /// use nautilus_model::data::{QuoteTick, TradeTick, Bar};
1034 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1035 /// use nautilus_core::UnixNanos;
1036 ///
1037 /// let mut catalog = ParquetDataCatalog::new(/* ... */);
1038 ///
1039 /// // Query all quotes for a specific instrument
1040 /// let quotes: Vec<QuoteTick> = catalog.query_typed_data(
1041 /// Some(vec!["EURUSD".to_string()]),
1042 /// None,
1043 /// None,
1044 /// None
1045 /// )?;
1046 ///
1047 /// // Query trades within a specific time range
1048 /// let trades: Vec<TradeTick> = catalog.query_typed_data(
1049 /// Some(vec!["BTCUSD".to_string()]),
1050 /// Some(UnixNanos::from(1609459200000000000)),
1051 /// Some(UnixNanos::from(1609545600000000000)),
1052 /// None
1053 /// )?;
1054 ///
1055 /// // Query bars with volume filter
1056 /// let bars: Vec<Bar> = catalog.query_typed_data(
1057 /// Some(vec!["AAPL".to_string()]),
1058 /// None,
1059 /// None,
1060 /// Some("volume > 1000000")
1061 /// )?;
1062 ///
1063 /// // Query multiple instruments with price filter
1064 /// let quotes: Vec<QuoteTick> = catalog.query_typed_data(
1065 /// Some(vec!["EURUSD".to_string(), "GBPUSD".to_string()]),
1066 /// None,
1067 /// None,
1068 /// Some("bid_price > 1.2000 AND ask_price < 1.3000")
1069 /// )?;
1070 /// # Ok::<(), anyhow::Error>(())
1071 /// ```
1072 pub fn query_typed_data<T>(
1073 &mut self,
1074 instrument_ids: Option<Vec<String>>,
1075 start: Option<UnixNanos>,
1076 end: Option<UnixNanos>,
1077 where_clause: Option<&str>,
1078 files: Option<Vec<String>>,
1079 ) -> anyhow::Result<Vec<T>>
1080 where
1081 T: DecodeDataFromRecordBatch + CatalogPathPrefix + TryFrom<Data>,
1082 {
1083 let query_result = self.query::<T>(instrument_ids, start, end, where_clause, files)?;
1084 let all_data = query_result.collect();
1085
1086 // Convert Data enum variants to specific type T using to_variant
1087 Ok(to_variant::<T>(all_data))
1088 }
1089
1090 /// Queries all Parquet files for a specific data type and optional instrument IDs.
1091 ///
1092 /// This method finds all Parquet files that match the specified criteria and returns
1093 /// their full URIs. The files are filtered by data type, instrument IDs (if provided),
1094 /// and timestamp range (if provided).
1095 ///
1096 /// # Parameters
1097 ///
1098 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1099 /// - `instrument_ids`: Optional list of instrument IDs to filter by.
1100 /// - `start`: Optional start timestamp to filter files by their time range.
1101 /// - `end`: Optional end timestamp to filter files by their time range.
1102 ///
1103 /// # Returns
1104 ///
1105 /// Returns a vector of file URI strings that match the query criteria,
1106 /// or an error if the query fails.
1107 ///
1108 /// # Errors
1109 ///
1110 /// Returns an error if:
1111 /// - The directory path cannot be constructed.
1112 /// - Object store listing operations fail.
1113 /// - URI reconstruction fails.
1114 ///
1115 /// # Examples
1116 ///
1117 /// ```rust,no_run
1118 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1119 /// use nautilus_core::UnixNanos;
1120 ///
1121 /// let catalog = ParquetDataCatalog::new(/* ... */);
1122 ///
1123 /// // Query all quote files
1124 /// let files = catalog.query_files("quotes", None, None, None)?;
1125 ///
1126 /// // Query trade files for specific instruments within a time range
1127 /// let files = catalog.query_files(
1128 /// "trades",
1129 /// Some(vec!["BTCUSD".to_string(), "ETHUSD".to_string()]),
1130 /// Some(UnixNanos::from(1609459200000000000)),
1131 /// Some(UnixNanos::from(1609545600000000000))
1132 /// )?;
1133 /// # Ok::<(), anyhow::Error>(())
1134 /// ```
1135 pub fn query_files(
1136 &self,
1137 data_cls: &str,
1138 instrument_ids: Option<Vec<String>>,
1139 start: Option<UnixNanos>,
1140 end: Option<UnixNanos>,
1141 ) -> anyhow::Result<Vec<String>> {
1142 let mut files = Vec::new();
1143
1144 let start_u64 = start.map(|s| s.as_u64());
1145 let end_u64 = end.map(|e| e.as_u64());
1146
1147 let base_dir = self.make_path(data_cls, None)?;
1148
1149 // Use recursive listing to match Python's glob behavior
1150 let list_result = self.execute_async(async {
1151 let prefix = ObjectPath::from(format!("{base_dir}/"));
1152 let mut stream = self.object_store.list(Some(&prefix));
1153 let mut objects = Vec::new();
1154 while let Some(object) = stream.next().await {
1155 objects.push(object?);
1156 }
1157 Ok::<Vec<_>, anyhow::Error>(objects)
1158 })?;
1159
1160 let mut file_paths: Vec<String> = list_result
1161 .into_iter()
1162 .filter_map(|object| {
1163 let path_str = object.location.to_string();
1164 if path_str.ends_with(".parquet") {
1165 Some(path_str)
1166 } else {
1167 None
1168 }
1169 })
1170 .collect();
1171
1172 // Apply identifier filtering if provided
1173 if let Some(identifiers) = instrument_ids {
1174 let safe_identifiers: Vec<String> = identifiers
1175 .iter()
1176 .map(|id| urisafe_instrument_id(id))
1177 .collect();
1178
1179 // Exact match by default for instrument_ids or bar_types
1180 let exact_match_file_paths: Vec<String> = file_paths
1181 .iter()
1182 .filter(|file_path| {
1183 // Extract the directory name (second to last path component)
1184 let path_parts: Vec<&str> = file_path.split('/').collect();
1185 if path_parts.len() >= 2 {
1186 let dir_name = path_parts[path_parts.len() - 2];
1187 safe_identifiers.iter().any(|safe_id| safe_id == dir_name)
1188 } else {
1189 false
1190 }
1191 })
1192 .cloned()
1193 .collect();
1194
1195 if exact_match_file_paths.is_empty() && data_cls == "bars" {
1196 // Partial match of instrument_ids in bar_types for bars
1197 file_paths.retain(|file_path| {
1198 let path_parts: Vec<&str> = file_path.split('/').collect();
1199 if path_parts.len() >= 2 {
1200 let dir_name = path_parts[path_parts.len() - 2];
1201 safe_identifiers
1202 .iter()
1203 .any(|safe_id| dir_name.starts_with(&format!("{safe_id}-")))
1204 } else {
1205 false
1206 }
1207 });
1208 } else {
1209 file_paths = exact_match_file_paths;
1210 }
1211 }
1212
1213 // Apply timestamp filtering
1214 file_paths.retain(|file_path| query_intersects_filename(file_path, start_u64, end_u64));
1215
1216 // Convert to full URIs
1217 for file_path in file_paths {
1218 let full_uri = self.reconstruct_full_uri(&file_path);
1219 files.push(full_uri);
1220 }
1221
1222 Ok(files)
1223 }
1224
1225 /// Finds the missing time intervals for a specific data type and instrument ID.
1226 ///
1227 /// This method compares a requested time range against the existing data coverage
1228 /// and returns the gaps that need to be filled. This is useful for determining
1229 /// what data needs to be fetched or backfilled.
1230 ///
1231 /// # Parameters
1232 ///
1233 /// - `start`: Start timestamp of the requested range (Unix nanoseconds).
1234 /// - `end`: End timestamp of the requested range (Unix nanoseconds).
1235 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1236 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
1237 ///
1238 /// # Returns
1239 ///
1240 /// Returns a vector of (start, end) tuples representing the missing intervals,
1241 /// or an error if the operation fails.
1242 ///
1243 /// # Errors
1244 ///
1245 /// Returns an error if:
1246 /// - The directory path cannot be constructed.
1247 /// - Interval retrieval fails.
1248 /// - Gap calculation fails.
1249 ///
1250 /// # Examples
1251 ///
1252 /// ```rust,no_run
1253 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1254 ///
1255 /// let catalog = ParquetDataCatalog::new(/* ... */);
1256 ///
1257 /// // Find missing intervals for quote data
1258 /// let missing = catalog.get_missing_intervals_for_request(
1259 /// 1609459200000000000, // start
1260 /// 1609545600000000000, // end
1261 /// "quotes",
1262 /// Some("BTCUSD".to_string())
1263 /// )?;
1264 ///
1265 /// for (start, end) in missing {
1266 /// println!("Missing data from {} to {}", start, end);
1267 /// }
1268 /// # Ok::<(), anyhow::Error>(())
1269 /// ```
1270 pub fn get_missing_intervals_for_request(
1271 &self,
1272 start: u64,
1273 end: u64,
1274 data_cls: &str,
1275 instrument_id: Option<String>,
1276 ) -> anyhow::Result<Vec<(u64, u64)>> {
1277 let intervals = self.get_intervals(data_cls, instrument_id)?;
1278
1279 Ok(query_interval_diff(start, end, &intervals))
1280 }
1281
1282 /// Gets the last (most recent) timestamp for a specific data type and instrument ID.
1283 ///
1284 /// This method finds the latest timestamp covered by existing data files for
1285 /// the specified data type and instrument. This is useful for determining
1286 /// the most recent data available or for incremental data updates.
1287 ///
1288 /// # Parameters
1289 ///
1290 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1291 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
1292 ///
1293 /// # Returns
1294 ///
1295 /// Returns `Some(timestamp)` if data exists, `None` if no data is found,
1296 /// or an error if the operation fails.
1297 ///
1298 /// # Errors
1299 ///
1300 /// Returns an error if:
1301 /// - The directory path cannot be constructed.
1302 /// - Interval retrieval fails.
1303 ///
1304 /// # Examples
1305 ///
1306 /// ```rust,no_run
1307 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1308 ///
1309 /// let catalog = ParquetDataCatalog::new(/* ... */);
1310 ///
1311 /// // Get the last timestamp for quote data
1312 /// if let Some(last_ts) = catalog.query_last_timestamp("quotes", Some("BTCUSD".to_string()))? {
1313 /// println!("Last quote timestamp: {}", last_ts);
1314 /// } else {
1315 /// println!("No quote data found");
1316 /// }
1317 /// # Ok::<(), anyhow::Error>(())
1318 /// ```
1319 pub fn query_last_timestamp(
1320 &self,
1321 data_cls: &str,
1322 instrument_id: Option<String>,
1323 ) -> anyhow::Result<Option<u64>> {
1324 let intervals = self.get_intervals(data_cls, instrument_id)?;
1325
1326 if intervals.is_empty() {
1327 return Ok(None);
1328 }
1329
1330 Ok(Some(intervals.last().unwrap().1))
1331 }
1332
1333 /// Gets the time intervals covered by Parquet files for a specific data type and instrument ID.
1334 ///
1335 /// This method returns all time intervals covered by existing data files for the
1336 /// specified data type and instrument. The intervals are sorted by start time and
1337 /// represent the complete data coverage available.
1338 ///
1339 /// # Parameters
1340 ///
1341 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1342 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
1343 ///
1344 /// # Returns
1345 ///
1346 /// Returns a vector of (start, end) tuples representing the covered intervals,
1347 /// sorted by start time, or an error if the operation fails.
1348 ///
1349 /// # Errors
1350 ///
1351 /// Returns an error if:
1352 /// - The directory path cannot be constructed.
1353 /// - Directory listing fails.
1354 /// - Filename parsing fails.
1355 ///
1356 /// # Examples
1357 ///
1358 /// ```rust,no_run
1359 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1360 ///
1361 /// let catalog = ParquetDataCatalog::new(/* ... */);
1362 ///
1363 /// // Get all intervals for quote data
1364 /// let intervals = catalog.get_intervals("quotes", Some("BTCUSD".to_string()))?;
1365 /// for (start, end) in intervals {
1366 /// println!("Data available from {} to {}", start, end);
1367 /// }
1368 /// # Ok::<(), anyhow::Error>(())
1369 /// ```
1370 pub fn get_intervals(
1371 &self,
1372 data_cls: &str,
1373 instrument_id: Option<String>,
1374 ) -> anyhow::Result<Vec<(u64, u64)>> {
1375 let directory = self.make_path(data_cls, instrument_id)?;
1376
1377 self.get_directory_intervals(&directory)
1378 }
1379
1380 /// Gets the time intervals covered by Parquet files in a specific directory.
1381 ///
1382 /// This method scans a directory for Parquet files and extracts the timestamp ranges
1383 /// from their filenames. It's used internally by other methods to determine data coverage
1384 /// and is essential for interval-based operations like gap detection and consolidation.
1385 ///
1386 /// # Parameters
1387 ///
1388 /// - `directory`: The directory path to scan for Parquet files.
1389 ///
1390 /// # Returns
1391 ///
1392 /// Returns a vector of (start, end) tuples representing the time intervals covered
1393 /// by files in the directory, sorted by start timestamp. Returns an empty vector
1394 /// if the directory doesn't exist or contains no valid Parquet files.
1395 ///
1396 /// # Errors
1397 ///
1398 /// Returns an error if:
1399 /// - Object store listing operations fail.
1400 /// - Directory access is denied.
1401 ///
1402 /// # Notes
1403 ///
1404 /// - Only files with valid timestamp-based filenames are included.
1405 /// - Files with unparsable names are silently ignored.
1406 /// - The method works with both local and remote object stores.
1407 /// - Results are automatically sorted by start timestamp.
1408 ///
1409 /// # Examples
1410 ///
1411 /// ```rust,no_run
1412 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1413 ///
1414 /// let catalog = ParquetDataCatalog::new(/* ... */);
1415 /// let intervals = catalog.get_directory_intervals("data/quotes/EURUSD")?;
1416 ///
1417 /// for (start, end) in intervals {
1418 /// println!("File covers {} to {}", start, end);
1419 /// }
1420 /// # Ok::<(), anyhow::Error>(())
1421 /// ```
1422 pub fn get_directory_intervals(&self, directory: &str) -> anyhow::Result<Vec<(u64, u64)>> {
1423 let mut intervals = Vec::new();
1424
1425 // Use object store for all operations
1426 let list_result = self.execute_async(async {
1427 let path = object_store::path::Path::from(directory);
1428 Ok(self
1429 .object_store
1430 .list(Some(&path))
1431 .collect::<Vec<_>>()
1432 .await)
1433 })?;
1434
1435 for result in list_result {
1436 match result {
1437 Ok(object) => {
1438 let path_str = object.location.to_string();
1439 if path_str.ends_with(".parquet")
1440 && let Some(interval) = parse_filename_timestamps(&path_str)
1441 {
1442 intervals.push(interval);
1443 }
1444 }
1445 Err(_) => {
1446 // Directory doesn't exist or is empty, which is fine
1447 break;
1448 }
1449 }
1450 }
1451
1452 intervals.sort_by_key(|&(start, _)| start);
1453
1454 Ok(intervals)
1455 }
1456
1457 /// Constructs a directory path for storing data of a specific type and instrument.
1458 ///
1459 /// This method builds the hierarchical directory structure used by the catalog to organize
1460 /// data by type and instrument. The path follows the pattern: `{base_path}/data/{type_name}/{instrument_id}`.
1461 /// Instrument IDs are automatically converted to URI-safe format by removing forward slashes.
1462 ///
1463 /// # Parameters
1464 ///
1465 /// - `type_name`: The data type directory name (e.g., "quotes", "trades", "bars").
1466 /// - `instrument_id`: Optional instrument ID. If provided, creates a subdirectory for the instrument.
1467 /// If `None`, returns the path to the data type directory.
1468 ///
1469 /// # Returns
1470 ///
1471 /// Returns the constructed directory path as a string, or an error if path construction fails.
1472 ///
1473 /// # Errors
1474 ///
1475 /// Returns an error if:
1476 /// - The instrument ID contains invalid characters that cannot be made URI-safe.
1477 /// - Path construction fails due to system limitations.
1478 ///
1479 /// # Path Structure
1480 ///
1481 /// - Without instrument ID: `{base_path}/data/{type_name}`.
1482 /// - With instrument ID: `{base_path}/data/{type_name}/{safe_instrument_id}`.
1483 /// - If `base_path` is empty: `data/{type_name}[/{safe_instrument_id}]`.
1484 ///
1485 /// # Examples
1486 ///
1487 /// ```rust,no_run
1488 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1489 ///
1490 /// let catalog = ParquetDataCatalog::new(/* ... */);
1491 ///
1492 /// // Path for all quote data
1493 /// let quotes_path = catalog.make_path("quotes", None)?;
1494 /// // Returns: "/base/path/data/quotes"
1495 ///
1496 /// // Path for specific instrument quotes
1497 /// let eurusd_quotes = catalog.make_path("quotes", Some("EUR/USD".to_string()))?;
1498 /// // Returns: "/base/path/data/quotes/EURUSD" (slash removed)
1499 ///
1500 /// // Path for bar data with complex instrument ID
1501 /// let bars_path = catalog.make_path("bars", Some("BTC/USD-1H".to_string()))?;
1502 /// // Returns: "/base/path/data/bars/BTCUSD-1H"
1503 /// # Ok::<(), anyhow::Error>(())
1504 /// ```
1505 pub fn make_path(
1506 &self,
1507 type_name: &str,
1508 instrument_id: Option<String>,
1509 ) -> anyhow::Result<String> {
1510 let mut components = vec!["data".to_string(), type_name.to_string()];
1511
1512 if let Some(id) = instrument_id {
1513 let safe_id = urisafe_instrument_id(&id);
1514 components.push(safe_id);
1515 }
1516
1517 let path = make_object_store_path_owned(&self.base_path, components);
1518 Ok(path)
1519 }
1520
1521 /// Helper method to rename a parquet file by moving it via object store operations
1522 fn rename_parquet_file(
1523 &self,
1524 directory: &str,
1525 old_start: u64,
1526 old_end: u64,
1527 new_start: u64,
1528 new_end: u64,
1529 ) -> anyhow::Result<()> {
1530 let old_filename =
1531 timestamps_to_filename(UnixNanos::from(old_start), UnixNanos::from(old_end));
1532 let old_path = format!("{directory}/{old_filename}");
1533 let old_object_path = self.to_object_path(&old_path);
1534
1535 let new_filename =
1536 timestamps_to_filename(UnixNanos::from(new_start), UnixNanos::from(new_end));
1537 let new_path = format!("{directory}/{new_filename}");
1538 let new_object_path = self.to_object_path(&new_path);
1539
1540 self.move_file(&old_object_path, &new_object_path)
1541 }
1542
1543 /// Converts a catalog path string to an [`ObjectPath`] for object store operations.
1544 ///
1545 /// This method handles the conversion between catalog-relative paths and object store paths,
1546 /// taking into account the catalog's base path configuration. It automatically strips the
1547 /// base path prefix when present to create the correct object store path.
1548 ///
1549 /// # Parameters
1550 ///
1551 /// - `path`: The catalog path string to convert. Can be absolute or relative.
1552 ///
1553 /// # Returns
1554 ///
1555 /// Returns an [`ObjectPath`] suitable for use with object store operations.
1556 ///
1557 /// # Path Handling
1558 ///
1559 /// - If `base_path` is empty, the path is used as-is.
1560 /// - If `base_path` is set, it's stripped from the path if present.
1561 /// - Trailing slashes and backslashes are automatically handled.
1562 /// - The resulting path is relative to the object store root.
1563 /// - All paths are normalized to use forward slashes (object store convention).
1564 ///
1565 /// # Examples
1566 ///
1567 /// ```rust,no_run
1568 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1569 ///
1570 /// let catalog = ParquetDataCatalog::new(/* ... */);
1571 ///
1572 /// // Convert a full catalog path
1573 /// let object_path = catalog.to_object_path("/base/data/quotes/file.parquet");
1574 /// // Returns: ObjectPath("data/quotes/file.parquet") if base_path is "/base"
1575 ///
1576 /// // Convert a relative path
1577 /// let object_path = catalog.to_object_path("data/trades/file.parquet");
1578 /// // Returns: ObjectPath("data/trades/file.parquet")
1579 /// ```
1580 #[must_use]
1581 pub fn to_object_path(&self, path: &str) -> ObjectPath {
1582 // Normalize path separators to forward slashes for object store
1583 let normalized_path = path.replace('\\', "/");
1584
1585 if self.base_path.is_empty() {
1586 return ObjectPath::from(normalized_path);
1587 }
1588
1589 // Normalize base path separators as well
1590 let normalized_base = self.base_path.replace('\\', "/");
1591 let base = normalized_base.trim_end_matches('/');
1592
1593 // Remove the catalog base prefix if present
1594 let without_base = normalized_path
1595 .strip_prefix(&format!("{base}/"))
1596 .or_else(|| normalized_path.strip_prefix(base))
1597 .unwrap_or(&normalized_path);
1598
1599 ObjectPath::from(without_base)
1600 }
1601
1602 /// Helper method to move a file using object store rename operation
1603 pub fn move_file(&self, old_path: &ObjectPath, new_path: &ObjectPath) -> anyhow::Result<()> {
1604 self.execute_async(async {
1605 self.object_store
1606 .rename(old_path, new_path)
1607 .await
1608 .map_err(anyhow::Error::from)
1609 })
1610 }
1611
1612 /// Helper method to execute async operations with a runtime
1613 pub fn execute_async<F, R>(&self, future: F) -> anyhow::Result<R>
1614 where
1615 F: std::future::Future<Output = anyhow::Result<R>>,
1616 {
1617 let rt = get_runtime();
1618 rt.block_on(future)
1619 }
1620}
1621
1622/// Trait for providing catalog path prefixes for different data types.
1623///
1624/// This trait enables type-safe organization of data within the catalog by providing
1625/// a standardized way to determine the directory structure for each data type.
1626/// Each data type maps to a specific subdirectory within the catalog's data folder.
1627///
1628/// # Implementation
1629///
1630/// Types implementing this trait should return a static string that represents
1631/// the directory name where data of that type should be stored.
1632///
1633/// # Examples
1634///
1635/// ```rust
1636/// use nautilus_persistence::backend::catalog::CatalogPathPrefix;
1637/// use nautilus_model::data::QuoteTick;
1638///
1639/// assert_eq!(QuoteTick::path_prefix(), "quotes");
1640/// ```
1641pub trait CatalogPathPrefix {
1642 /// Returns the path prefix (directory name) for this data type.
1643 ///
1644 /// # Returns
1645 ///
1646 /// A static string representing the directory name where this data type is stored.
1647 fn path_prefix() -> &'static str;
1648}
1649
1650/// Macro for implementing [`CatalogPathPrefix`] for data types.
1651///
1652/// This macro provides a convenient way to implement the trait for multiple types
1653/// with their corresponding path prefixes.
1654///
1655/// # Parameters
1656///
1657/// - `$type`: The data type to implement the trait for.
1658/// - `$path`: The path prefix string for that type.
1659macro_rules! impl_catalog_path_prefix {
1660 ($type:ty, $path:expr) => {
1661 impl CatalogPathPrefix for $type {
1662 fn path_prefix() -> &'static str {
1663 $path
1664 }
1665 }
1666 };
1667}
1668
1669// Standard implementations for financial data types
1670impl_catalog_path_prefix!(QuoteTick, "quotes");
1671impl_catalog_path_prefix!(TradeTick, "trades");
1672impl_catalog_path_prefix!(OrderBookDelta, "order_book_deltas");
1673impl_catalog_path_prefix!(OrderBookDepth10, "order_book_depths");
1674impl_catalog_path_prefix!(Bar, "bars");
1675impl_catalog_path_prefix!(IndexPriceUpdate, "index_prices");
1676impl_catalog_path_prefix!(MarkPriceUpdate, "mark_prices");
1677impl_catalog_path_prefix!(InstrumentClose, "instrument_closes");
1678
1679/// Converts timestamps to a filename using ISO 8601 format.
1680///
1681/// This function converts two Unix nanosecond timestamps to a filename that uses
1682/// ISO 8601 format with filesystem-safe characters. The format matches the Python
1683/// implementation for consistency.
1684///
1685/// # Parameters
1686///
1687/// - `timestamp_1`: First timestamp in Unix nanoseconds.
1688/// - `timestamp_2`: Second timestamp in Unix nanoseconds.
1689///
1690/// # Returns
1691///
1692/// Returns a filename string in the format: "`iso_timestamp_1_iso_timestamp_2.parquet`".
1693///
1694/// # Examples
1695///
1696/// ```rust
1697/// # use nautilus_persistence::backend::catalog::timestamps_to_filename;
1698/// # use nautilus_core::UnixNanos;
1699/// let filename = timestamps_to_filename(
1700/// UnixNanos::from(1609459200000000000),
1701/// UnixNanos::from(1609545600000000000)
1702/// );
1703/// // Returns something like: "2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet"
1704/// ```
1705#[must_use]
1706pub fn timestamps_to_filename(timestamp_1: UnixNanos, timestamp_2: UnixNanos) -> String {
1707 let datetime_1 = iso_timestamp_to_file_timestamp(&unix_nanos_to_iso8601(timestamp_1));
1708 let datetime_2 = iso_timestamp_to_file_timestamp(&unix_nanos_to_iso8601(timestamp_2));
1709
1710 format!("{datetime_1}_{datetime_2}.parquet")
1711}
1712
1713/// Converts an ISO 8601 timestamp to a filesystem-safe format.
1714///
1715/// This function replaces colons and dots with hyphens to make the timestamp
1716/// safe for use in filenames across different filesystems.
1717///
1718/// # Parameters
1719///
1720/// - `iso_timestamp`: ISO 8601 timestamp string (e.g., "2023-10-26T07:30:50.123456789Z").
1721///
1722/// # Returns
1723///
1724/// Returns a filesystem-safe timestamp string (e.g., "2023-10-26T07-30-50-123456789Z").
1725///
1726/// # Examples
1727///
1728/// ```rust
1729/// # use nautilus_persistence::backend::catalog::iso_timestamp_to_file_timestamp;
1730/// let safe_timestamp = iso_timestamp_to_file_timestamp("2023-10-26T07:30:50.123456789Z");
1731/// assert_eq!(safe_timestamp, "2023-10-26T07-30-50-123456789Z");
1732/// ```
1733fn iso_timestamp_to_file_timestamp(iso_timestamp: &str) -> String {
1734 iso_timestamp.replace([':', '.'], "-")
1735}
1736
1737/// Converts a filesystem-safe timestamp back to ISO 8601 format.
1738///
1739/// This function reverses the transformation done by `iso_timestamp_to_file_timestamp`,
1740/// converting filesystem-safe timestamps back to standard ISO 8601 format.
1741///
1742/// # Parameters
1743///
1744/// - `file_timestamp`: Filesystem-safe timestamp string (e.g., "2023-10-26T07-30-50-123456789Z").
1745///
1746/// # Returns
1747///
1748/// Returns an ISO 8601 timestamp string (e.g., "2023-10-26T07:30:50.123456789Z").
1749///
1750/// # Examples
1751///
1752/// ```rust
1753/// # use nautilus_persistence::backend::catalog::file_timestamp_to_iso_timestamp;
1754/// let iso_timestamp = file_timestamp_to_iso_timestamp("2023-10-26T07-30-50-123456789Z");
1755/// assert_eq!(iso_timestamp, "2023-10-26T07:30:50.123456789Z");
1756/// ```
1757fn file_timestamp_to_iso_timestamp(file_timestamp: &str) -> String {
1758 let (date_part, time_part) = file_timestamp
1759 .split_once('T')
1760 .unwrap_or((file_timestamp, ""));
1761 let time_part = time_part.strip_suffix('Z').unwrap_or(time_part);
1762
1763 // Find the last hyphen to separate nanoseconds
1764 if let Some(last_hyphen_idx) = time_part.rfind('-') {
1765 let time_with_dot_for_nanos = format!(
1766 "{}.{}",
1767 &time_part[..last_hyphen_idx],
1768 &time_part[last_hyphen_idx + 1..]
1769 );
1770 let final_time_part = time_with_dot_for_nanos.replace('-', ":");
1771 format!("{date_part}T{final_time_part}Z")
1772 } else {
1773 // Fallback if no nanoseconds part found
1774 let final_time_part = time_part.replace('-', ":");
1775 format!("{date_part}T{final_time_part}Z")
1776 }
1777}
1778
1779/// Converts an ISO 8601 timestamp string to Unix nanoseconds.
1780///
1781/// This function parses an ISO 8601 timestamp and converts it to Unix nanoseconds.
1782/// It's used to convert parsed timestamps back to the internal representation.
1783///
1784/// # Parameters
1785///
1786/// - `iso_timestamp`: ISO 8601 timestamp string (e.g., "2023-10-26T07:30:50.123456789Z").
1787///
1788/// # Returns
1789///
1790/// Returns `Ok(u64)` with the Unix nanoseconds timestamp, or an error if parsing fails.
1791///
1792/// # Examples
1793///
1794/// ```rust
1795/// # use nautilus_persistence::backend::catalog::iso_to_unix_nanos;
1796/// let nanos = iso_to_unix_nanos("2021-01-01T00:00:00.000000000Z").unwrap();
1797/// assert_eq!(nanos, 1609459200000000000);
1798/// ```
1799fn iso_to_unix_nanos(iso_timestamp: &str) -> anyhow::Result<u64> {
1800 Ok(iso8601_to_unix_nanos(iso_timestamp.to_string())?.into())
1801}
1802
1803/// Converts an instrument ID to a URI-safe format by removing forward slashes.
1804///
1805/// Some instrument IDs contain forward slashes (e.g., "BTC/USD") which are not
1806/// suitable for use in file paths. This function removes these characters to
1807/// create a safe directory name.
1808///
1809/// # Parameters
1810///
1811/// - `instrument_id`: The original instrument ID string.
1812///
1813/// # Returns
1814///
1815/// A URI-safe version of the instrument ID with forward slashes removed.
1816///
1817/// # Examples
1818///
1819/// ```rust
1820/// # use nautilus_persistence::backend::catalog::urisafe_instrument_id;
1821/// assert_eq!(urisafe_instrument_id("BTC/USD"), "BTCUSD");
1822/// assert_eq!(urisafe_instrument_id("EUR-USD"), "EUR-USD");
1823/// ```
1824fn urisafe_instrument_id(instrument_id: &str) -> String {
1825 instrument_id.replace('/', "")
1826}
1827
1828/// Extracts the identifier from a file path.
1829///
1830/// The identifier is typically the second-to-last path component (directory name).
1831/// For example, from "`data/quote_tick/EURUSD/file.parquet`", extracts "EURUSD".
1832#[must_use]
1833pub fn extract_identifier_from_path(file_path: &str) -> String {
1834 let path_parts: Vec<&str> = file_path.split('/').collect();
1835 if path_parts.len() >= 2 {
1836 path_parts[path_parts.len() - 2].to_string()
1837 } else {
1838 "unknown".to_string()
1839 }
1840}
1841
1842/// Makes an identifier safe for use in SQL table names.
1843///
1844/// Removes forward slashes, replaces dots, hyphens, and spaces with underscores, and converts to lowercase.
1845#[must_use]
1846pub fn make_sql_safe_identifier(identifier: &str) -> String {
1847 urisafe_instrument_id(identifier)
1848 .replace(['.', '-', ' ', '%'], "_")
1849 .to_lowercase()
1850}
1851
1852/// Extracts the filename from a file path and makes it SQL-safe.
1853///
1854/// For example, from "data/quote_tick/EURUSD/2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet",
1855/// extracts "`2021_01_01t00_00_00_000000000z_2021_01_02t00_00_00_000000000z`".
1856#[must_use]
1857pub fn extract_sql_safe_filename(file_path: &str) -> String {
1858 if file_path.is_empty() {
1859 return "unknown_file".to_string();
1860 }
1861
1862 let filename = file_path.split('/').next_back().unwrap_or("unknown_file");
1863
1864 // Remove .parquet extension
1865 let name_without_ext = if let Some(dot_pos) = filename.rfind(".parquet") {
1866 &filename[..dot_pos]
1867 } else {
1868 filename
1869 };
1870
1871 // Remove characters that can pose problems: hyphens, colons, etc.
1872 name_without_ext
1873 .replace(['-', ':', '.'], "_")
1874 .to_lowercase()
1875}
1876
1877/// Creates a platform-appropriate local path using `PathBuf`.
1878///
1879/// This function constructs file system paths using the platform's native path separators.
1880/// Use this for local file operations that need to work with the actual file system.
1881///
1882/// # Arguments
1883///
1884/// * `base_path` - The base directory path
1885/// * `components` - Path components to join
1886///
1887/// # Returns
1888///
1889/// A `PathBuf` with platform-appropriate separators
1890///
1891/// # Examples
1892///
1893/// ```rust
1894/// # use nautilus_persistence::backend::catalog::make_local_path;
1895/// let path = make_local_path("/base", &["data", "quotes", "EURUSD"]);
1896/// // On Unix: "/base/data/quotes/EURUSD"
1897/// // On Windows: "\base\data\quotes\EURUSD"
1898/// ```
1899pub fn make_local_path<P: AsRef<Path>>(base_path: P, components: &[&str]) -> PathBuf {
1900 let mut path = PathBuf::from(base_path.as_ref());
1901 for component in components {
1902 path.push(component);
1903 }
1904 path
1905}
1906
1907/// Creates an object store path using forward slashes.
1908///
1909/// Object stores (S3, GCS, etc.) always expect forward slashes regardless of platform.
1910/// Use this when creating paths for object store operations.
1911///
1912/// # Arguments
1913///
1914/// * `base_path` - The base path (can be empty)
1915/// * `components` - Path components to join
1916///
1917/// # Returns
1918///
1919/// A string path with forward slash separators
1920///
1921/// # Examples
1922///
1923/// ```rust
1924/// # use nautilus_persistence::backend::catalog::make_object_store_path;
1925/// let path = make_object_store_path("base", &["data", "quotes", "EURUSD"]);
1926/// assert_eq!(path, "base/data/quotes/EURUSD");
1927/// ```
1928#[must_use]
1929pub fn make_object_store_path(base_path: &str, components: &[&str]) -> String {
1930 let mut parts = Vec::new();
1931
1932 if !base_path.is_empty() {
1933 let normalized_base = base_path
1934 .replace('\\', "/")
1935 .trim_end_matches('/')
1936 .to_string();
1937 if !normalized_base.is_empty() {
1938 parts.push(normalized_base);
1939 }
1940 }
1941
1942 for component in components {
1943 let normalized_component = component
1944 .replace('\\', "/")
1945 .trim_start_matches('/')
1946 .trim_end_matches('/')
1947 .to_string();
1948 if !normalized_component.is_empty() {
1949 parts.push(normalized_component);
1950 }
1951 }
1952
1953 parts.join("/")
1954}
1955
1956/// Creates an object store path using forward slashes with owned strings.
1957///
1958/// This variant accepts owned strings to avoid lifetime issues.
1959///
1960/// # Arguments
1961///
1962/// * `base_path` - The base path (can be empty)
1963/// * `components` - Path components to join (owned strings)
1964///
1965/// # Returns
1966///
1967/// A string path with forward slash separators
1968#[must_use]
1969pub fn make_object_store_path_owned(base_path: &str, components: Vec<String>) -> String {
1970 let mut parts = Vec::new();
1971
1972 if !base_path.is_empty() {
1973 let normalized_base = base_path
1974 .replace('\\', "/")
1975 .trim_end_matches('/')
1976 .to_string();
1977 if !normalized_base.is_empty() {
1978 parts.push(normalized_base);
1979 }
1980 }
1981
1982 for component in components {
1983 let normalized_component = component
1984 .replace('\\', "/")
1985 .trim_start_matches('/')
1986 .trim_end_matches('/')
1987 .to_string();
1988 if !normalized_component.is_empty() {
1989 parts.push(normalized_component);
1990 }
1991 }
1992
1993 parts.join("/")
1994}
1995
1996/// Converts a local `PathBuf` to an object store path string.
1997///
1998/// This function normalizes a local file system path to the forward-slash format
1999/// expected by object stores, handling platform differences.
2000///
2001/// # Arguments
2002///
2003/// * `local_path` - The local `PathBuf` to convert
2004///
2005/// # Returns
2006///
2007/// A string with forward slash separators suitable for object store operations
2008///
2009/// # Examples
2010///
2011/// ```rust
2012/// # use std::path::PathBuf;
2013/// # use nautilus_persistence::backend::catalog::local_to_object_store_path;
2014/// let local_path = PathBuf::from("data").join("quotes").join("EURUSD");
2015/// let object_path = local_to_object_store_path(&local_path);
2016/// assert_eq!(object_path, "data/quotes/EURUSD");
2017/// ```
2018#[must_use]
2019pub fn local_to_object_store_path(local_path: &Path) -> String {
2020 local_path.to_string_lossy().replace('\\', "/")
2021}
2022
2023/// Extracts path components using platform-appropriate path parsing.
2024///
2025/// This function safely parses a path into its components, handling both
2026/// local file system paths and object store paths correctly.
2027///
2028/// # Arguments
2029///
2030/// * `path_str` - The path string to parse
2031///
2032/// # Returns
2033///
2034/// A vector of path components
2035///
2036/// # Examples
2037///
2038/// ```rust
2039/// # use nautilus_persistence::backend::catalog::extract_path_components;
2040/// let components = extract_path_components("data/quotes/EURUSD");
2041/// assert_eq!(components, vec!["data", "quotes", "EURUSD"]);
2042///
2043/// // Works with both separators
2044/// let components = extract_path_components("data\\quotes\\EURUSD");
2045/// assert_eq!(components, vec!["data", "quotes", "EURUSD"]);
2046/// ```
2047#[must_use]
2048pub fn extract_path_components(path_str: &str) -> Vec<String> {
2049 // Normalize separators and split
2050 let normalized = path_str.replace('\\', "/");
2051 normalized
2052 .split('/')
2053 .filter(|s| !s.is_empty())
2054 .map(ToString::to_string)
2055 .collect()
2056}
2057
2058/// Checks if a filename's timestamp range intersects with a query interval.
2059///
2060/// This function determines whether a Parquet file (identified by its timestamp-based
2061/// filename) contains data that falls within the specified query time range.
2062///
2063/// # Parameters
2064///
2065/// - `filename`: The filename to check (format: "`iso_timestamp_1_iso_timestamp_2.parquet`").
2066/// - `start`: Optional start timestamp for the query range.
2067/// - `end`: Optional end timestamp for the query range.
2068///
2069/// # Returns
2070///
2071/// Returns `true` if the file's time range intersects with the query range,
2072/// `false` otherwise. Returns `true` if the filename cannot be parsed.
2073///
2074/// # Examples
2075///
2076/// ```rust
2077/// # use nautilus_persistence::backend::catalog::query_intersects_filename;
2078/// // Example with ISO format filenames
2079/// assert!(query_intersects_filename(
2080/// "2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet",
2081/// Some(1609459200000000000),
2082/// Some(1609545600000000000)
2083/// ));
2084/// ```
2085fn query_intersects_filename(filename: &str, start: Option<u64>, end: Option<u64>) -> bool {
2086 if let Some((file_start, file_end)) = parse_filename_timestamps(filename) {
2087 (start.is_none() || start.unwrap() <= file_end)
2088 && (end.is_none() || file_start <= end.unwrap())
2089 } else {
2090 true
2091 }
2092}
2093
2094/// Parses timestamps from a Parquet filename.
2095///
2096/// Extracts the start and end timestamps from filenames that follow the ISO 8601 format:
2097/// "`iso_timestamp_1_iso_timestamp_2.parquet`" (e.g., "2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet")
2098///
2099/// # Parameters
2100///
2101/// - `filename`: The filename to parse (can be a full path).
2102///
2103/// # Returns
2104///
2105/// Returns `Some((start_ts, end_ts))` if the filename matches the expected format,
2106/// `None` otherwise.
2107///
2108/// # Examples
2109///
2110/// ```rust
2111/// # use nautilus_persistence::backend::catalog::parse_filename_timestamps;
2112/// assert!(parse_filename_timestamps("2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet").is_some());
2113/// assert_eq!(parse_filename_timestamps("invalid.parquet"), None);
2114/// ```
2115#[must_use]
2116pub fn parse_filename_timestamps(filename: &str) -> Option<(u64, u64)> {
2117 let path = Path::new(filename);
2118 let base_name = path.file_name()?.to_str()?;
2119 let base_filename = base_name.strip_suffix(".parquet")?;
2120 let (first_part, second_part) = base_filename.split_once('_')?;
2121
2122 let first_iso = file_timestamp_to_iso_timestamp(first_part);
2123 let second_iso = file_timestamp_to_iso_timestamp(second_part);
2124
2125 let first_ts = iso_to_unix_nanos(&first_iso).ok()?;
2126 let second_ts = iso_to_unix_nanos(&second_iso).ok()?;
2127
2128 Some((first_ts, second_ts))
2129}
2130
2131/// Checks if a list of closed integer intervals are all mutually disjoint.
2132///
2133/// Two intervals are disjoint if they do not overlap. This function validates that
2134/// all intervals in the list are non-overlapping, which is a requirement for
2135/// maintaining data integrity in the catalog.
2136///
2137/// # Parameters
2138///
2139/// - `intervals`: A slice of timestamp intervals as (start, end) tuples.
2140///
2141/// # Returns
2142///
2143/// Returns `true` if all intervals are disjoint, `false` if any overlap is found.
2144/// Returns `true` for empty lists or lists with a single interval.
2145///
2146/// # Examples
2147///
2148/// ```rust
2149/// # use nautilus_persistence::backend::catalog::are_intervals_disjoint;
2150/// // Disjoint intervals
2151/// assert!(are_intervals_disjoint(&[(1, 5), (10, 15), (20, 25)]));
2152///
2153/// // Overlapping intervals
2154/// assert!(!are_intervals_disjoint(&[(1, 10), (5, 15)]));
2155/// ```
2156#[must_use]
2157pub fn are_intervals_disjoint(intervals: &[(u64, u64)]) -> bool {
2158 let n = intervals.len();
2159
2160 if n <= 1 {
2161 return true;
2162 }
2163
2164 let mut sorted_intervals: Vec<(u64, u64)> = intervals.to_vec();
2165 sorted_intervals.sort_by_key(|&(start, _)| start);
2166
2167 for i in 0..(n - 1) {
2168 let (_, end1) = sorted_intervals[i];
2169 let (start2, _) = sorted_intervals[i + 1];
2170
2171 if end1 >= start2 {
2172 return false;
2173 }
2174 }
2175
2176 true
2177}
2178
2179/// Checks if intervals are contiguous (adjacent with no gaps).
2180///
2181/// Intervals are contiguous if, when sorted by start time, each interval's start
2182/// timestamp is exactly one more than the previous interval's end timestamp.
2183/// This ensures complete coverage of a time range with no gaps.
2184///
2185/// # Parameters
2186///
2187/// - `intervals`: A slice of timestamp intervals as (start, end) tuples.
2188///
2189/// # Returns
2190///
2191/// Returns `true` if all intervals are contiguous, `false` if any gaps are found.
2192/// Returns `true` for empty lists or lists with a single interval.
2193///
2194/// # Examples
2195///
2196/// ```rust
2197/// # use nautilus_persistence::backend::catalog::are_intervals_contiguous;
2198/// // Contiguous intervals
2199/// assert!(are_intervals_contiguous(&[(1, 5), (6, 10), (11, 15)]));
2200///
2201/// // Non-contiguous intervals (gap between 5 and 8)
2202/// assert!(!are_intervals_contiguous(&[(1, 5), (8, 10)]));
2203/// ```
2204#[must_use]
2205pub fn are_intervals_contiguous(intervals: &[(u64, u64)]) -> bool {
2206 let n = intervals.len();
2207 if n <= 1 {
2208 return true;
2209 }
2210
2211 let mut sorted_intervals: Vec<(u64, u64)> = intervals.to_vec();
2212 sorted_intervals.sort_by_key(|&(start, _)| start);
2213
2214 for i in 0..(n - 1) {
2215 let (_, end1) = sorted_intervals[i];
2216 let (start2, _) = sorted_intervals[i + 1];
2217
2218 if end1 + 1 != start2 {
2219 return false;
2220 }
2221 }
2222
2223 true
2224}
2225
2226/// Finds the parts of a query interval that are not covered by existing data intervals.
2227///
2228/// This function calculates the "gaps" in data coverage by comparing a requested
2229/// time range against the intervals covered by existing data files. It's used to
2230/// determine what data needs to be fetched or backfilled.
2231///
2232/// # Parameters
2233///
2234/// - `start`: Start timestamp of the query interval (inclusive).
2235/// - `end`: End timestamp of the query interval (inclusive).
2236/// - `closed_intervals`: Existing data intervals as (start, end) tuples.
2237///
2238/// # Returns
2239///
2240/// Returns a vector of (start, end) tuples representing the gaps in coverage.
2241/// Returns an empty vector if the query range is invalid or fully covered.
2242///
2243/// # Examples
2244///
2245/// ```rust
2246/// # use nautilus_persistence::backend::catalog::query_interval_diff;
2247/// // Query 1-100, have data for 10-30 and 60-80
2248/// let gaps = query_interval_diff(1, 100, &[(10, 30), (60, 80)]);
2249/// assert_eq!(gaps, vec![(1, 9), (31, 59), (81, 100)]);
2250/// ```
2251fn query_interval_diff(start: u64, end: u64, closed_intervals: &[(u64, u64)]) -> Vec<(u64, u64)> {
2252 if start > end {
2253 return Vec::new();
2254 }
2255
2256 let interval_set = get_interval_set(closed_intervals);
2257 let query_range = (Bound::Included(start), Bound::Included(end));
2258 let query_diff = interval_set.get_interval_difference(&query_range);
2259 let mut result: Vec<(u64, u64)> = Vec::new();
2260
2261 for interval in query_diff {
2262 if let Some(tuple) = interval_to_tuple(interval, start, end) {
2263 result.push(tuple);
2264 }
2265 }
2266
2267 result
2268}
2269
2270/// Creates an interval tree from closed integer intervals.
2271///
2272/// This function converts closed intervals [a, b] into half-open intervals [a, b+1)
2273/// for use with the interval tree data structure, which is used for efficient
2274/// interval operations and gap detection.
2275///
2276/// # Parameters
2277///
2278/// - `intervals`: A slice of closed intervals as (start, end) tuples.
2279///
2280/// # Returns
2281///
2282/// Returns an [`IntervalTree`] containing the converted intervals.
2283///
2284/// # Notes
2285///
2286/// - Invalid intervals (where start > end) are skipped.
2287/// - Uses saturating addition to prevent overflow when converting to half-open intervals.
2288fn get_interval_set(intervals: &[(u64, u64)]) -> IntervalTree<u64> {
2289 let mut tree = IntervalTree::default();
2290
2291 if intervals.is_empty() {
2292 return tree;
2293 }
2294
2295 for &(start, end) in intervals {
2296 if start > end {
2297 continue;
2298 }
2299
2300 tree.insert((
2301 Bound::Included(start),
2302 Bound::Excluded(end.saturating_add(1)),
2303 ));
2304 }
2305
2306 tree
2307}
2308
2309/// Converts an interval tree result back to a closed interval tuple.
2310///
2311/// This helper function converts the bounded interval representation used by
2312/// the interval tree back into the (start, end) tuple format used throughout
2313/// the catalog.
2314///
2315/// # Parameters
2316///
2317/// - `interval`: The bounded interval from the interval tree.
2318/// - `query_start`: The start of the original query range.
2319/// - `query_end`: The end of the original query range.
2320///
2321/// # Returns
2322///
2323/// Returns `Some((start, end))` for valid intervals, `None` for empty intervals.
2324fn interval_to_tuple(
2325 interval: (Bound<&u64>, Bound<&u64>),
2326 query_start: u64,
2327 query_end: u64,
2328) -> Option<(u64, u64)> {
2329 let (bound_start, bound_end) = interval;
2330
2331 let start = match bound_start {
2332 Bound::Included(val) => *val,
2333 Bound::Excluded(val) => val.saturating_add(1),
2334 Bound::Unbounded => query_start,
2335 };
2336
2337 let end = match bound_end {
2338 Bound::Included(val) => *val,
2339 Bound::Excluded(val) => {
2340 if *val == 0 {
2341 return None; // Empty interval
2342 }
2343 val - 1
2344 }
2345 Bound::Unbounded => query_end,
2346 };
2347
2348 if start <= end {
2349 Some((start, end))
2350 } else {
2351 None
2352 }
2353}