nautilus_trading/python/
sessions.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::str::FromStr;
17
18use chrono::{DateTime, Utc};
19use nautilus_core::python::to_pyvalue_err;
20use nautilus_model::python::common::EnumIterator;
21use pyo3::{PyTypeInfo, prelude::*, types::PyType};
22
23use crate::sessions::{
24    ForexSession, fx_local_from_utc, fx_next_end, fx_next_start, fx_prev_end, fx_prev_start,
25};
26
27#[pymethods]
28impl ForexSession {
29    #[new]
30    fn py_new(py: Python<'_>, value: &Bound<'_, PyAny>) -> PyResult<Self> {
31        let t = Self::type_object(py);
32        Self::py_from_str(&t, value)
33    }
34
35    const fn __hash__(&self) -> isize {
36        *self as isize
37    }
38
39    fn __repr__(&self) -> String {
40        format!(
41            "<{}.{}: '{}'>",
42            stringify!(PositionSide),
43            self.name(),
44            self.value(),
45        )
46    }
47
48    fn __str__(&self) -> String {
49        self.to_string()
50    }
51
52    #[getter]
53    #[must_use]
54    pub fn name(&self) -> String {
55        self.to_string()
56    }
57
58    #[getter]
59    #[must_use]
60    pub const fn value(&self) -> u8 {
61        *self as u8
62    }
63
64    #[classmethod]
65    fn variants(_: &Bound<'_, PyType>, py: Python<'_>) -> EnumIterator {
66        EnumIterator::new::<Self>(py)
67    }
68
69    #[classmethod]
70    #[pyo3(name = "from_str")]
71    fn py_from_str(_: &Bound<'_, PyType>, data: &Bound<'_, PyAny>) -> PyResult<Self> {
72        let data_str: &str = data.extract()?;
73        let tokenized = data_str.to_uppercase();
74        Self::from_str(&tokenized).map_err(to_pyvalue_err)
75    }
76
77    #[classattr]
78    #[pyo3(name = "SYDNEY")]
79    const fn py_no_position_side() -> Self {
80        Self::Sydney
81    }
82
83    #[classattr]
84    #[pyo3(name = "TOKYO")]
85    const fn py_flat() -> Self {
86        Self::Tokyo
87    }
88
89    #[classattr]
90    #[pyo3(name = "LONDON")]
91    const fn py_long() -> Self {
92        Self::London
93    }
94
95    #[classattr]
96    #[pyo3(name = "NEW_YORK")]
97    const fn py_short() -> Self {
98        Self::NewYork
99    }
100}
101
102/// Converts a UTC timestamp to the local time for the given Forex session.
103///
104/// The `time_now` must be timezone-aware with its tzinfo set to a built-in `datetime.timezone`
105/// (e.g. `datetime.timezone.utc`). Third-party tzinfo objects (like those from `pytz`) are not supported.
106///
107/// # Errors
108///
109/// Returns a `PyErr` if an error occurs during session conversion or value conversion to Python.
110#[pyfunction]
111#[pyo3(name = "fx_local_from_utc")]
112pub fn py_fx_local_from_utc(session: ForexSession, time_now: DateTime<Utc>) -> PyResult<String> {
113    Ok(fx_local_from_utc(session, time_now).to_rfc3339())
114}
115
116/// Returns the next session start time in UTC.
117///
118/// The `time_now` must be timezone-aware with its tzinfo set to a built-in `datetime.timezone`
119/// (e.g. `datetime.timezone.utc`). Third-party tzinfo objects (like those from `pytz`) are not supported.
120///
121/// # Errors
122///
123/// Returns a `PyErr` if an error occurs during session conversion or value conversion to Python.
124#[pyfunction]
125#[pyo3(name = "fx_next_start")]
126pub fn py_fx_next_start(session: ForexSession, time_now: DateTime<Utc>) -> PyResult<DateTime<Utc>> {
127    Ok(fx_next_start(session, time_now))
128}
129
130/// Returns the next session end time in UTC.
131///
132/// The `time_now` must be timezone-aware with its tzinfo set to a built-in `datetime.timezone`
133/// (e.g. `datetime.timezone.utc`). Third-party tzinfo objects (like those from `pytz`) are not supported.
134///
135/// # Errors
136///
137/// Returns a `PyErr` if an error occurs during session conversion or value conversion to Python.
138#[pyfunction]
139#[pyo3(name = "fx_next_end")]
140pub fn py_fx_next_end(session: ForexSession, time_now: DateTime<Utc>) -> PyResult<DateTime<Utc>> {
141    Ok(fx_next_end(session, time_now))
142}
143
144/// Returns the previous session start time in UTC.
145///
146/// The `time_now` must be timezone-aware with its tzinfo set to a built-in `datetime.timezone`
147/// (e.g. `datetime.timezone.utc`). Third-party tzinfo objects (like those from `pytz`) are not supported.
148///
149/// # Errors
150///
151/// Returns a `PyErr` if an error occurs during session conversion or value conversion to Python.
152#[pyfunction]
153#[pyo3(name = "fx_prev_start")]
154pub fn py_fx_prev_start(session: ForexSession, time_now: DateTime<Utc>) -> PyResult<DateTime<Utc>> {
155    Ok(fx_prev_start(session, time_now))
156}
157
158/// Returns the previous session end time in UTC.
159///
160/// The `time_now` must be timezone-aware with its tzinfo set to a built-in `datetime.timezone`
161/// (e.g. `datetime.timezone.utc`). Third-party tzinfo objects (like those from `pytz`) are not supported.
162///
163/// # Errors
164///
165/// Returns a `PyErr` if an error occurs during session conversion or value conversion to Python.
166#[pyfunction]
167#[pyo3(name = "fx_prev_end")]
168pub fn py_fx_prev_end(session: ForexSession, time_now: DateTime<Utc>) -> PyResult<DateTime<Utc>> {
169    Ok(fx_prev_end(session, time_now))
170}
nautilus_trading/python/sessions.rs

nautilus_trading/python/
sessions.rs
