py_adjust_fills_for_partial_window

nautilus_execution::python::reconciliation

Function py_adjust_fills_for_partial_window 

Source 
pub fn py_adjust_fills_for_partial_window(
    py: Python<'_>,
    mass_status: &Bound<'_, PyAny>,
    instrument: Py<PyAny>,
    tolerance: Option<String>,
) -> PyResult<Py<PyTuple>>
Expand description

Process mass status for position reconciliation.

Takes ExecutionMassStatus and Instrument, performs all reconciliation logic in Rust, and returns tuple of (order_reports, fill_reports) ready for processing.

§Returns

Tuple of (Dict[str, OrderStatusReport], Dict[str, List[FillReport]])

§Errors

Returns an error if instrument conversion or reconciliation fails.