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BacktestDataConfig

Struct BacktestDataConfig 

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pub struct BacktestDataConfig { /* private fields */ }
Expand description

Represents the data configuration for one specific backtest run.

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impl BacktestDataConfig

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pub fn new( data_type: NautilusDataType, catalog_path: String, catalog_fs_protocol: Option<String>, catalog_fs_storage_options: Option<AHashMap<String, String>>, instrument_id: Option<InstrumentId>, instrument_ids: Option<Vec<InstrumentId>>, start_time: Option<UnixNanos>, end_time: Option<UnixNanos>, filter_expr: Option<String>, client_id: Option<ClientId>, metadata: Option<AHashMap<String, String>>, bar_spec: Option<BarSpecification>, bar_types: Option<Vec<String>>, optimize_file_loading: Option<bool>, ) -> Self

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pub const fn data_type(&self) -> NautilusDataType

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pub fn catalog_path(&self) -> &str

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pub fn catalog_fs_protocol(&self) -> Option<&str>

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pub fn catalog_fs_storage_options(&self) -> Option<&AHashMap<String, String>>

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pub fn instrument_id(&self) -> Option<InstrumentId>

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pub fn instrument_ids(&self) -> Option<&[InstrumentId]>

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pub fn start_time(&self) -> Option<UnixNanos>

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pub fn end_time(&self) -> Option<UnixNanos>

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pub fn filter_expr(&self) -> Option<&str>

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pub fn client_id(&self) -> Option<ClientId>

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pub fn bar_spec(&self) -> Option<BarSpecification>

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pub fn bar_types(&self) -> Option<&[String]>

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pub fn optimize_file_loading(&self) -> bool

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pub fn query_identifiers(&self) -> Option<Vec<String>>

Constructs identifier strings for catalog queries.

Follows the same logic as Python’s BacktestDataConfig.query:

  • For bars: prefer bar_types, else construct from instrument(s) + bar_spec + “-EXTERNAL”
  • For other types: use instrument_id or instrument_ids
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pub fn get_instrument_ids(&self) -> Result<Vec<InstrumentId>>

Returns all instrument IDs referenced by this config.

For bar_types, extracts the instrument ID from each bar type string.

§Errors

Returns an error if any bar type string cannot be parsed.

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impl Clone for BacktestDataConfig

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fn clone(&self) -> BacktestDataConfig

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for BacktestDataConfig

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'a, 'py> FromPyObject<'a, 'py> for BacktestDataConfig
where Self: Clone,

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type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error. Read more
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fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj. Read more
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impl<'py> IntoPyObject<'py> for BacktestDataConfig

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type Target = BacktestDataConfig

The Python output type
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type Output = Bound<'py, <BacktestDataConfig as IntoPyObject<'py>>::Target>

The smart pointer type to use. Read more
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type Error = PyErr

The type returned in the event of a conversion error.
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fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.
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impl PyClass for BacktestDataConfig

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const NAME: &str = "BacktestDataConfig"

Name of the class. Read more
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type Frozen = False

Whether the pyclass is frozen. Read more
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impl PyClassImpl for BacktestDataConfig

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const MODULE: Option<&str>

Module which the class will be associated with. Read more
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const IS_BASETYPE: bool = false

#[pyclass(subclass)]
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const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]
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const IS_MAPPING: bool = false

#[pyclass(mapping)]
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const IS_SEQUENCE: bool = false

#[pyclass(sequence)]
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const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]
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const RAW_DOC: &'static CStr = /// Represents the data configuration for one specific backtest run.

Docstring for the class provided on the struct or enum. Read more
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const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined. Read more
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type Layout = <<BacktestDataConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<BacktestDataConfig>

Description of how this class is laid out in memory
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type BaseType = PyAny

Base class
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type ThreadChecker = NoopThreadChecker

This handles following two situations: Read more
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type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable
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type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.
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type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.
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type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.
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fn items_iter() -> PyClassItemsIter

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fn lazy_type_object() -> &'static LazyTypeObject<Self>

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fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)
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fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset
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impl PyClassNewTextSignature for BacktestDataConfig

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const TEXT_SIGNATURE: &'static str = "(data_type, catalog_path, catalog_fs_protocol=None, catalog_fs_storage_options=None, instrument_id=None, instrument_ids=None, start_time=None, end_time=None, filter_expr=None, client_id=None, metadata=None, bar_spec=None, bar_types=None, optimize_file_loading=None)"

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impl PyMethods<BacktestDataConfig> for PyClassImplCollector<BacktestDataConfig>

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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for BacktestDataConfig

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const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0: prefer using ::type_object(py).name() to get the correct runtime value
Class name.
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const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0: prefer using ::type_object(py).module() to get the correct runtime value
Module name, if any.
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fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.
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fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.
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fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.
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fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.
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impl DerefToPyAny for BacktestDataConfig

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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impl<'py, T> IntoPyObjectExt<'py> for T
where T: IntoPyObject<'py>,

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fn into_bound_py_any(self, py: Python<'py>) -> Result<Bound<'py, PyAny>, PyErr>

Converts self into an owned Python object, dropping type information.
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fn into_py_any(self, py: Python<'py>) -> Result<Py<PyAny>, PyErr>

Converts self into an owned Python object, dropping type information and unbinding it from the 'py lifetime.
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fn into_pyobject_or_pyerr(self, py: Python<'py>) -> Result<Self::Output, PyErr>

Converts self into a Python object. Read more
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impl<'py, T> IntoPyObjectNautilusExt<'py> for T
where T: IntoPyObjectExt<'py>,

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fn into_py_any_unwrap(self, py: Python<'py>) -> Py<PyAny>

Convert self into a Py<PyAny> while panicking if the conversion fails. Read more
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Arguments for exception
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where T: PyTypeInfo,

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const NAME: &'static str = T::NAME

👎Deprecated since 0.27.0: Use ::classinfo_object() instead and format the type name at runtime. Note that using built-in cast features is often better than manual PyTypeCheck usage.
Name of self. This is used in error messages, for example.
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fn type_check(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of Self, which may include a subtype. Read more
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Returns the expected type as a possible argument for the isinstance and issubclass function. Read more
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where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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The type returned in the event of a conversion error.
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Performs the conversion.
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