qs-backtest-api 0.2.0

Provider-neutral request, response, event, and client contracts for the quant-system backtest service
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133

use async_trait::async_trait;
use qs_service::ServiceEndpoint;
use qs_service_xrpc::{
    JsonCodec, XrpcClientSession, XrpcProviderError, XrpcTransportConfig, map_rpc_error,
};

use crate::{
    BacktestClient, BacktestClientError, BacktestEvent, BacktestEventStream,
    BacktestServiceProtocolError, BacktestStatusResponse, CancelBacktestRequest,
    CancelBacktestResponse, GetBacktestResultRequest, GetBacktestResultResponse,
    GetBacktestStatusRequest, PingResponse, SubmitBacktestRequest, SubmitBacktestResponse,
    WatchBacktestRequest,
};

/// Backtest connection façade. Its public contract is provider-neutral.
pub struct BacktestXrpcClient {
    session: XrpcClientSession<JsonCodec>,
}

impl BacktestXrpcClient {
    pub async fn connect(
        endpoint: &ServiceEndpoint,
        client_name: &str,
        config: &XrpcTransportConfig,
    ) -> Result<Self, BacktestClientError> {
        let session = qs_service_xrpc::connect(endpoint, client_name, config, JsonCodec)
            .await
            .map_err(map_provider_error)?;
        Ok(Self { session })
    }

    pub fn endpoint(&self) -> &ServiceEndpoint {
        self.session.endpoint()
    }

    pub async fn close(self) -> Result<(), BacktestClientError> {
        self.session.close().await.map_err(map_provider_error)
    }
}

fn map_provider_error(error: XrpcProviderError) -> BacktestClientError {
    match error {
        XrpcProviderError::Transport(error) => error.into(),
        XrpcProviderError::Remote(message) => BacktestClientError::Service(message),
        XrpcProviderError::Protocol(detail) | XrpcProviderError::ClientTask(detail) => {
            BacktestServiceProtocolError { detail }.into()
        }
    }
}

#[async_trait]
impl BacktestClient for BacktestXrpcClient {
    async fn ping(&self) -> Result<PingResponse, BacktestClientError> {
        self.session
            .call("ping", &())
            .await
            .map_err(map_provider_error)
    }

    async fn submit(
        &self,
        request: SubmitBacktestRequest,
    ) -> Result<SubmitBacktestResponse, BacktestClientError> {
        self.session
            .call("submit_backtest", &request)
            .await
            .map_err(map_provider_error)
    }

    async fn status(&self, job_id: &str) -> Result<BacktestStatusResponse, BacktestClientError> {
        self.session
            .call(
                "get_backtest_status",
                &GetBacktestStatusRequest {
                    job_id: job_id.into(),
                },
            )
            .await
            .map_err(map_provider_error)
    }

    async fn watch(&self, job_id: &str) -> Result<BacktestEventStream, BacktestClientError> {
        let endpoint = self.session.endpoint().clone();
        let receiver = self
            .session
            .call_server_stream::<_, BacktestEvent>(
                "watch_backtest",
                &WatchBacktestRequest {
                    job_id: job_id.into(),
                },
            )
            .await
            .map_err(map_provider_error)?;
        Ok(Box::pin(futures::stream::unfold(
            receiver,
            move |mut receiver| {
                let endpoint = endpoint.clone();
                async move {
                    receiver.recv().await.map(|item| {
                        let item = item.map_err(|error| {
                            map_provider_error(map_rpc_error(error, Some(endpoint)))
                        });
                        (item, receiver)
                    })
                }
            },
        )))
    }

    async fn result(&self, job_id: &str) -> Result<GetBacktestResultResponse, BacktestClientError> {
        self.session
            .call(
                "get_backtest_result",
                &GetBacktestResultRequest {
                    job_id: job_id.into(),
                },
            )
            .await
            .map_err(map_provider_error)
    }

    async fn cancel(&self, job_id: &str) -> Result<CancelBacktestResponse, BacktestClientError> {
        self.session
            .call(
                "cancel_backtest",
                &CancelBacktestRequest {
                    job_id: job_id.into(),
                },
            )
            .await
            .map_err(map_provider_error)
    }
}