nautilus_persistence/
test_data.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.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
16//! Rust custom data types used for catalog roundtrip testing.
17//!
18//! Exposed to Python via the persistence PyO3 module so Python tests can exercise
19//! custom data write/query roundtrips.
20
21use nautilus_core::{Params, UnixNanos};
22use nautilus_model::identifiers::InstrumentId;
23use nautilus_persistence_macros::custom_data;
24
25/// A simple Rust custom data type for roundtrip testing.
26///
27/// Used in persistence integration tests (`test_catalog.rs`) and Python roundtrip tests.
28/// Tests call `ensure_custom_data_registered::<RustTestCustomData>()` before using the catalog.
29#[custom_data(pyo3)]
30pub struct RustTestCustomData {
31    pub instrument_id: InstrumentId,
32    pub value: f64,
33    pub flag: bool,
34    pub ts_event: UnixNanos,
35    pub ts_init: UnixNanos,
36}
37
38/// YieldCurveData-equivalent custom data type using the macro with `Vec<f64>` fields.
39///
40/// Tests `Vec<f64>` / ListFloat64 support. Exposed to Python for roundtrip tests.
41#[custom_data(pyo3)]
42pub struct MacroYieldCurveData {
43    pub curve_name: String,
44    pub tenors: Vec<f64>,
45    pub interest_rates: Vec<f64>,
46    pub ts_event: UnixNanos,
47    pub ts_init: UnixNanos,
48}
49
50/// Rust custom data type that exercises `Params` field support in the macro.
51#[custom_data(pyo3)]
52pub struct RustTestParamsCustomData {
53    pub name: String,
54    pub params: Params,
55    pub ts_event: UnixNanos,
56    pub ts_init: UnixNanos,
57}
58
59#[cfg(test)]
60mod tests {
61    use arrow::datatypes::DataType;
62    use nautilus_serialization::arrow::ArrowSchemaProvider;
63    use rstest::rstest;
64
65    use super::*;
66
67    #[rstest]
68    fn test_macro_yield_curve_data_schema_has_ts_init() {
69        let schema = MacroYieldCurveData::get_schema(None);
70        let field_names: Vec<_> = schema.fields().iter().map(|f| f.name().clone()).collect();
71        assert!(
72            field_names.iter().any(|f| f == "ts_init"),
73            "Schema must have ts_init for DataFusion ORDER BY; got: {field_names:?}",
74        );
75        assert!(
76            field_names.iter().any(|f| f == "ts_event"),
77            "Schema must have ts_event; got: {field_names:?}",
78        );
79    }
80
81    #[rstest]
82    fn test_rust_test_params_custom_data_schema_uses_utf8_for_params() {
83        let schema = RustTestParamsCustomData::get_schema(None);
84        let params_field = schema.field_with_name("params").unwrap();
85
86        assert_eq!(params_field.data_type(), &DataType::Utf8);
87    }
88}
nautilus_persistence/test_data.rs

nautilus_persistence/
test_data.rs
