nautilus_model/python/data/
status.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Posei Systems Pty Ltd. All rights reserved.
3//  https://poseitrader.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::{
17    collections::{HashMap, hash_map::DefaultHasher},
18    hash::{Hash, Hasher},
19    str::FromStr,
20};
21
22use nautilus_core::{
23    python::{
24        IntoPyObjectPoseiExt,
25        serialization::{from_dict_pyo3, to_dict_pyo3},
26        to_pyvalue_err,
27    },
28    serialization::Serializable,
29};
30use pyo3::{prelude::*, pyclass::CompareOp, types::PyDict};
31use ustr::Ustr;
32
33use crate::{
34    data::status::InstrumentStatus,
35    enums::{FromU16, MarketStatusAction},
36    identifiers::InstrumentId,
37    python::common::PY_MODULE_MODEL,
38};
39
40impl InstrumentStatus {
41    /// Creates a new [`InstrumentStatus`] from a Python object.
42    ///
43    /// # Errors
44    ///
45    /// Returns a `PyErr` if extracting any attribute or converting types fails.
46    ///
47    /// # Panics
48    ///
49    /// Panics if converting `action_u16` to `MarketStatusAction` fails.
50    pub fn from_pyobject(obj: &Bound<'_, PyAny>) -> PyResult<Self> {
51        let instrument_id_obj: Bound<'_, PyAny> = obj.getattr("instrument_id")?.extract()?;
52        let instrument_id_str: String = instrument_id_obj.getattr("value")?.extract()?;
53        let instrument_id =
54            InstrumentId::from_str(instrument_id_str.as_str()).map_err(to_pyvalue_err)?;
55
56        let action_obj: Bound<'_, PyAny> = obj.getattr("action")?.extract()?;
57        let action_u16: u16 = action_obj.getattr("value")?.extract()?;
58        let action = MarketStatusAction::from_u16(action_u16).unwrap();
59
60        let ts_event: u64 = obj.getattr("ts_event")?.extract()?;
61        let ts_init: u64 = obj.getattr("ts_init")?.extract()?;
62
63        let reason_str: Option<String> = obj.getattr("reason")?.extract()?;
64        let reason = reason_str.map(|reason_str| Ustr::from(&reason_str));
65
66        let trading_event_str: Option<String> = obj.getattr("trading_event")?.extract()?;
67        let trading_event =
68            trading_event_str.map(|trading_event_str| Ustr::from(&trading_event_str));
69
70        let is_trading: Option<bool> = obj.getattr("is_trading")?.extract()?;
71        let is_quoting: Option<bool> = obj.getattr("is_quoting")?.extract()?;
72        let is_short_sell_restricted: Option<bool> =
73            obj.getattr("is_short_sell_restricted")?.extract()?;
74
75        Ok(Self::new(
76            instrument_id,
77            action,
78            ts_event.into(),
79            ts_init.into(),
80            reason,
81            trading_event,
82            is_trading,
83            is_quoting,
84            is_short_sell_restricted,
85        ))
86    }
87}
88
89#[pymethods]
90impl InstrumentStatus {
91    #[new]
92    #[allow(clippy::too_many_arguments)]
93    #[pyo3(signature = (instrument_id, action, ts_event, ts_init, reason=None, trading_event=None, is_trading=None, is_quoting=None, is_short_sell_restricted=None))]
94    fn py_new(
95        instrument_id: InstrumentId,
96        action: MarketStatusAction,
97        ts_event: u64,
98        ts_init: u64,
99        reason: Option<String>,
100        trading_event: Option<String>,
101        is_trading: Option<bool>,
102        is_quoting: Option<bool>,
103        is_short_sell_restricted: Option<bool>,
104    ) -> Self {
105        Self::new(
106            instrument_id,
107            action,
108            ts_event.into(),
109            ts_init.into(),
110            reason.map(|s| Ustr::from(&s)),
111            trading_event.map(|s| Ustr::from(&s)),
112            is_trading,
113            is_quoting,
114            is_short_sell_restricted,
115        )
116    }
117
118    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
119        match op {
120            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
121            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
122            _ => py.NotImplemented(),
123        }
124    }
125
126    fn __hash__(&self) -> isize {
127        let mut h = DefaultHasher::new();
128        self.hash(&mut h);
129        h.finish() as isize
130    }
131
132    fn __repr__(&self) -> String {
133        format!("{}({})", stringify!(InstrumentStatus), self)
134    }
135
136    fn __str__(&self) -> String {
137        self.to_string()
138    }
139
140    #[getter]
141    #[pyo3(name = "instrument_id")]
142    fn py_instrument_id(&self) -> InstrumentId {
143        self.instrument_id
144    }
145
146    #[getter]
147    #[pyo3(name = "action")]
148    fn py_action(&self) -> MarketStatusAction {
149        self.action
150    }
151
152    #[getter]
153    #[pyo3(name = "ts_event")]
154    fn py_ts_event(&self) -> u64 {
155        self.ts_event.as_u64()
156    }
157
158    #[getter]
159    #[pyo3(name = "ts_init")]
160    fn py_ts_init(&self) -> u64 {
161        self.ts_init.as_u64()
162    }
163
164    #[getter]
165    #[pyo3(name = "reason")]
166    fn py_reason(&self) -> Option<String> {
167        self.reason.map(|x| x.to_string())
168    }
169
170    #[getter]
171    #[pyo3(name = "trading_event")]
172    fn py_trading_event(&self) -> Option<String> {
173        self.trading_event.map(|x| x.to_string())
174    }
175
176    #[getter]
177    #[pyo3(name = "is_trading")]
178    fn py_is_trading(&self) -> Option<bool> {
179        self.is_trading
180    }
181
182    #[getter]
183    #[pyo3(name = "is_quoting")]
184    fn py_is_quoting(&self) -> Option<bool> {
185        self.is_quoting
186    }
187
188    #[getter]
189    #[pyo3(name = "is_short_sell_restricted")]
190    fn py_is_short_sell_restricted(&self) -> Option<bool> {
191        self.is_short_sell_restricted
192    }
193
194    #[staticmethod]
195    #[pyo3(name = "fully_qualified_name")]
196    fn py_fully_qualified_name() -> String {
197        format!("{}:{}", PY_MODULE_MODEL, stringify!(InstrumentStatus))
198    }
199
200    /// Returns a new object from the given dictionary representation.
201    #[staticmethod]
202    #[pyo3(name = "from_dict")]
203    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
204        from_dict_pyo3(py, values)
205    }
206
207    #[staticmethod]
208    #[pyo3(name = "get_metadata")]
209    fn py_get_metadata(instrument_id: &InstrumentId) -> PyResult<HashMap<String, String>> {
210        Ok(Self::get_metadata(instrument_id))
211    }
212
213    #[staticmethod]
214    #[pyo3(name = "from_json")]
215    fn py_from_json(data: Vec<u8>) -> PyResult<Self> {
216        Self::from_json_bytes(&data).map_err(to_pyvalue_err)
217    }
218
219    #[staticmethod]
220    #[pyo3(name = "from_msgpack")]
221    fn py_from_msgpack(data: Vec<u8>) -> PyResult<Self> {
222        Self::from_msgpack_bytes(&data).map_err(to_pyvalue_err)
223    }
224
225    /// Return a dictionary representation of the object.
226    #[pyo3(name = "to_dict")]
227    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
228        to_dict_pyo3(py, self)
229    }
230
231    /// Return JSON encoded bytes representation of the object.
232    #[pyo3(name = "to_json_bytes")]
233    fn py_to_json_bytes(&self, py: Python<'_>) -> Py<PyAny> {
234        // SAFETY: Unwrap safe when serializing a valid object
235        self.to_json_bytes().unwrap().into_py_any_unwrap(py)
236    }
237
238    /// Return MsgPack encoded bytes representation of the object.
239    #[pyo3(name = "to_msgpack_bytes")]
240    fn py_to_msgpack_bytes(&self, py: Python<'_>) -> Py<PyAny> {
241        // SAFETY: Unwrap safe when serializing a valid object
242        self.to_msgpack_bytes().unwrap().into_py_any_unwrap(py)
243    }
244}
245
246////////////////////////////////////////////////////////////////////////////////
247// Tests
248////////////////////////////////////////////////////////////////////////////////
249#[cfg(test)]
250mod tests {
251    use nautilus_core::python::IntoPyObjectPoseiExt;
252    use pyo3::Python;
253    use rstest::rstest;
254
255    use crate::data::{status::InstrumentStatus, stubs::stub_instrument_status};
256
257    #[rstest]
258    fn test_to_dict(stub_instrument_status: InstrumentStatus) {
259        pyo3::prepare_freethreaded_python();
260
261        Python::with_gil(|py| {
262            let dict_string = stub_instrument_status.py_to_dict(py).unwrap().to_string();
263            let expected_string = r"{'type': 'InstrumentStatus', 'instrument_id': 'MSFT.XNAS', 'action': 'TRADING', 'ts_event': 1, 'ts_init': 2, 'reason': None, 'trading_event': None, 'is_trading': None, 'is_quoting': None, 'is_short_sell_restricted': None}";
264            assert_eq!(dict_string, expected_string);
265        });
266    }
267
268    #[rstest]
269    fn test_from_dict(stub_instrument_status: InstrumentStatus) {
270        pyo3::prepare_freethreaded_python();
271
272        Python::with_gil(|py| {
273            let dict = stub_instrument_status.py_to_dict(py).unwrap();
274            let parsed = InstrumentStatus::py_from_dict(py, dict).unwrap();
275            assert_eq!(parsed, stub_instrument_status);
276        });
277    }
278
279    #[rstest]
280    fn test_from_pyobject(stub_instrument_status: InstrumentStatus) {
281        pyo3::prepare_freethreaded_python();
282
283        Python::with_gil(|py| {
284            let status_pyobject = stub_instrument_status.into_py_any_unwrap(py);
285            let parsed_status = InstrumentStatus::from_pyobject(status_pyobject.bind(py)).unwrap();
286            assert_eq!(parsed_status, stub_instrument_status);
287        });
288    }
289}
nautilus_model/python/data/status.rs

nautilus_model/python/data/
status.rs
