nautilus-model 0.62.0

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

use nautilus_core::python::{to_pyruntime_err, to_pyvalue_err};
use pyo3::{prelude::*, types::PyDict};

use crate::{
    accounts::{Account, BettingAccount, CashAccount, MarginAccount, WalletAccount},
    events::AccountState,
};

/// Constructs a `CashAccount` from a list of Python dict events.
///
/// # Errors
///
/// Returns a `PyErr` if an event cannot be converted or the input `events` list is empty.
#[pyfunction]
#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.model")]
#[pyo3(signature = (events, calculate_account_state, allow_borrowing = false))]
pub fn cash_account_from_account_events(
    events: Vec<Bound<'_, PyDict>>,
    calculate_account_state: bool,
    allow_borrowing: bool,
) -> PyResult<CashAccount> {
    let account_events = events
        .into_iter()
        .map(|obj| AccountState::py_from_dict(&obj))
        .collect::<PyResult<Vec<AccountState>>>()?;

    if account_events.is_empty() {
        return Err(to_pyvalue_err("No account events"));
    }
    let init_event = account_events[0].clone();
    let mut cash_account = CashAccount::new(init_event, calculate_account_state, allow_borrowing);
    for event in account_events.iter().skip(1) {
        cash_account
            .apply(event.clone())
            .map_err(to_pyruntime_err)?;
    }
    Ok(cash_account)
}

/// Constructs a `BettingAccount` from a list of Python dict events.
///
/// # Errors
///
/// Returns a `PyErr` if the input `events` list is empty.
#[pyfunction]
#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.model")]
pub fn betting_account_from_account_events(
    events: Vec<Bound<'_, PyDict>>,
    calculate_account_state: bool,
) -> PyResult<BettingAccount> {
    let account_events = events
        .into_iter()
        .map(|obj| AccountState::py_from_dict(&obj))
        .collect::<PyResult<Vec<AccountState>>>()?;

    if account_events.is_empty() {
        return Err(to_pyvalue_err("No account events"));
    }
    let init_event = account_events[0].clone();
    let mut betting_account = BettingAccount::new(init_event, calculate_account_state);
    for event in account_events.iter().skip(1) {
        betting_account
            .apply(event.clone())
            .map_err(to_pyruntime_err)?;
    }
    Ok(betting_account)
}

/// Constructs a `WalletAccount` from a list of Python dict events.
///
/// # Errors
///
/// Returns a `PyErr` if an event cannot be converted or the input `events` list is empty.
#[pyfunction]
#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.model")]
#[pyo3(signature = (events, calculate_account_state))]
pub fn wallet_account_from_account_events(
    events: Vec<Bound<'_, PyDict>>,
    calculate_account_state: bool,
) -> PyResult<WalletAccount> {
    let account_events = events
        .into_iter()
        .map(|obj| AccountState::py_from_dict(&obj))
        .collect::<PyResult<Vec<AccountState>>>()?;

    let Some((init_event, remaining_events)) = account_events.split_first() else {
        return Err(to_pyvalue_err("No account events"));
    };

    let mut wallet_account =
        WalletAccount::new_checked(init_event.clone(), calculate_account_state)
            .map_err(to_pyvalue_err)?;

    for event in remaining_events {
        wallet_account
            .apply(event.clone())
            .map_err(to_pyruntime_err)?;
    }

    Ok(wallet_account)
}

/// Constructs a `MarginAccount` from a list of Python dict events.
///
/// # Errors
///
/// Returns a `PyErr` if an event cannot be converted or the input `events` list is empty.
#[pyfunction]
#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.model")]
pub fn margin_account_from_account_events(
    events: Vec<Bound<'_, PyDict>>,
    calculate_account_state: bool,
) -> PyResult<MarginAccount> {
    let account_events = events
        .into_iter()
        .map(|obj| AccountState::py_from_dict(&obj))
        .collect::<PyResult<Vec<AccountState>>>()?;

    if account_events.is_empty() {
        return Err(to_pyvalue_err("No account events"));
    }
    let init_event = account_events[0].clone();
    let mut margin_account = MarginAccount::new(init_event, calculate_account_state);
    for event in account_events.iter().skip(1) {
        margin_account
            .apply(event.clone())
            .map_err(to_pyruntime_err)?;
    }
    Ok(margin_account)
}