nautilus_model/python/instruments/
equity.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
16use std::{
17    collections::hash_map::DefaultHasher,
18    hash::{Hash, Hasher},
19};
20
21use nautilus_core::{
22    from_pydict,
23    python::{IntoPyObjectNautilusExt, serialization::from_dict_pyo3, to_pyvalue_err},
24};
25use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
26use rust_decimal::Decimal;
27use ustr::Ustr;
28
29use crate::{
30    identifiers::{InstrumentId, Symbol},
31    instruments::Equity,
32    types::{Currency, Price, Quantity},
33};
34
35#[pymethods]
36impl Equity {
37    #[allow(clippy::too_many_arguments)]
38    #[new]
39    #[pyo3(signature = (instrument_id, raw_symbol, currency, price_precision, price_increment, ts_event, ts_init, isin=None, lot_size=None, max_quantity=None, min_quantity=None, max_price=None, min_price=None, margin_init=None, margin_maint=None, maker_fee=None, taker_fee=None, info=None))]
40    fn py_new(
41        instrument_id: InstrumentId,
42        raw_symbol: Symbol,
43        currency: Currency,
44        price_precision: u8,
45        price_increment: Price,
46        ts_event: u64,
47        ts_init: u64,
48        isin: Option<String>,
49        lot_size: Option<Quantity>,
50        max_quantity: Option<Quantity>,
51        min_quantity: Option<Quantity>,
52        max_price: Option<Price>,
53        min_price: Option<Price>,
54        margin_init: Option<Decimal>,
55        margin_maint: Option<Decimal>,
56        maker_fee: Option<Decimal>,
57        taker_fee: Option<Decimal>,
58        info: Option<Py<PyDict>>,
59    ) -> PyResult<Self> {
60        // Convert Python dict to Params
61        let info_map = if let Some(info_dict) = info {
62            Python::attach(|py| from_pydict(py, info_dict))?
63        } else {
64            None
65        };
66
67        Self::new_checked(
68            instrument_id,
69            raw_symbol,
70            isin.map(|x| Ustr::from(&x)),
71            currency,
72            price_precision,
73            price_increment,
74            lot_size,
75            max_quantity,
76            min_quantity,
77            max_price,
78            min_price,
79            margin_init,
80            margin_maint,
81            maker_fee,
82            taker_fee,
83            info_map,
84            ts_event.into(),
85            ts_init.into(),
86        )
87        .map_err(to_pyvalue_err)
88    }
89
90    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
91        match op {
92            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
93            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
94            _ => py.NotImplemented(),
95        }
96    }
97
98    fn __hash__(&self) -> isize {
99        let mut hasher = DefaultHasher::new();
100        self.hash(&mut hasher);
101        hasher.finish() as isize
102    }
103
104    #[getter]
105    fn type_str(&self) -> &str {
106        stringify!(Equity)
107    }
108
109    #[getter]
110    #[pyo3(name = "id")]
111    fn py_id(&self) -> InstrumentId {
112        self.id
113    }
114
115    #[getter]
116    #[pyo3(name = "raw_symbol")]
117    fn py_raw_symbol(&self) -> Symbol {
118        self.raw_symbol
119    }
120
121    #[getter]
122    #[pyo3(name = "isin")]
123    fn py_isin(&self) -> Option<&str> {
124        match self.isin {
125            Some(isin) => Some(isin.as_str()),
126            None => None,
127        }
128    }
129
130    #[getter]
131    #[pyo3(name = "quote_currency")] // TODO: Currency property standardization
132    fn py_quote_currency(&self) -> Currency {
133        self.currency
134    }
135
136    #[getter]
137    #[pyo3(name = "price_precision")]
138    fn py_price_precision(&self) -> u8 {
139        self.price_precision
140    }
141
142    #[getter]
143    #[pyo3(name = "size_precision")]
144    fn py_size_precision(&self) -> u8 {
145        0
146    }
147
148    #[getter]
149    #[pyo3(name = "price_increment")]
150    fn py_price_increment(&self) -> Price {
151        self.price_increment
152    }
153
154    #[getter]
155    #[pyo3(name = "size_increment")]
156    fn py_size_increment(&self) -> Quantity {
157        Quantity::from(1)
158    }
159
160    #[getter]
161    #[pyo3(name = "lot_size")]
162    fn py_lot_size(&self) -> Option<Quantity> {
163        self.lot_size
164    }
165
166    #[getter]
167    #[pyo3(name = "max_quantity")]
168    fn py_max_quantity(&self) -> Option<Quantity> {
169        self.max_quantity
170    }
171
172    #[getter]
173    #[pyo3(name = "min_quantity")]
174    fn py_min_quantity(&self) -> Option<Quantity> {
175        self.min_quantity
176    }
177
178    #[getter]
179    #[pyo3(name = "max_price")]
180    fn py_max_price(&self) -> Option<Price> {
181        self.max_price
182    }
183
184    #[getter]
185    #[pyo3(name = "min_price")]
186    fn py_min_price(&self) -> Option<Price> {
187        self.min_price
188    }
189
190    #[getter]
191    #[pyo3(name = "margin_init")]
192    fn py_margin_init(&self) -> Decimal {
193        self.margin_init
194    }
195
196    #[getter]
197    #[pyo3(name = "margin_maint")]
198    fn py_margin_maint(&self) -> Decimal {
199        self.margin_maint
200    }
201
202    #[getter]
203    #[pyo3(name = "maker_fee")]
204    fn py_maker_fee(&self) -> Decimal {
205        self.maker_fee
206    }
207
208    #[getter]
209    #[pyo3(name = "taker_fee")]
210    fn py_taker_fee(&self) -> Decimal {
211        self.taker_fee
212    }
213
214    #[getter]
215    #[pyo3(name = "ts_event")]
216    fn py_ts_event(&self) -> u64 {
217        self.ts_event.as_u64()
218    }
219
220    #[getter]
221    #[pyo3(name = "ts_init")]
222    fn py_ts_init(&self) -> u64 {
223        self.ts_init.as_u64()
224    }
225
226    #[getter]
227    #[pyo3(name = "info")]
228    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
229        // Convert HashMap<String, serde_json::Value> back to Python dict
230        if let Some(ref info_map) = self.info {
231            let py_dict = PyDict::new(py);
232            for (key, value) in info_map {
233                // Convert serde_json::Value back to Python object via JSON
234                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
235                let py_value =
236                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
237                py_dict.set_item(key, py_value)?;
238            }
239            Ok(py_dict.unbind())
240        } else {
241            Ok(PyDict::new(py).unbind())
242        }
243    }
244
245    #[staticmethod]
246    #[pyo3(name = "from_dict")]
247    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
248        from_dict_pyo3(py, values)
249    }
250
251    #[pyo3(name = "to_dict")]
252    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
253        let dict = PyDict::new(py);
254        dict.set_item("type", stringify!(Equity))?;
255        dict.set_item("id", self.id.to_string())?;
256        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
257        dict.set_item("currency", self.currency.code.to_string())?;
258        dict.set_item("price_precision", self.price_precision)?;
259        dict.set_item("price_increment", self.price_increment.to_string())?;
260        dict.set_item("ts_event", self.ts_event.as_u64())?;
261        dict.set_item("ts_init", self.ts_init.as_u64())?;
262        // Serialize info dict
263        if let Some(ref info_map) = self.info {
264            let info_dict = PyDict::new(py);
265            for (key, value) in info_map {
266                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
267                let py_value =
268                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
269                info_dict.set_item(key, py_value)?;
270            }
271            dict.set_item("info", info_dict)?;
272        } else {
273            dict.set_item("info", PyDict::new(py))?;
274        }
275        dict.set_item("maker_fee", self.maker_fee.to_string())?;
276        dict.set_item("taker_fee", self.taker_fee.to_string())?;
277        dict.set_item("margin_init", self.margin_init.to_string())?;
278        dict.set_item("margin_maint", self.margin_maint.to_string())?;
279        match &self.isin {
280            Some(value) => dict.set_item("isin", value.to_string())?,
281            None => dict.set_item("isin", py.None())?,
282        }
283        match self.lot_size {
284            Some(value) => dict.set_item("lot_size", value.to_string())?,
285            None => dict.set_item("lot_size", py.None())?,
286        }
287        match self.max_quantity {
288            Some(value) => dict.set_item("max_quantity", value.to_string())?,
289            None => dict.set_item("max_quantity", py.None())?,
290        }
291        match self.min_quantity {
292            Some(value) => dict.set_item("min_quantity", value.to_string())?,
293            None => dict.set_item("min_quantity", py.None())?,
294        }
295        match self.max_price {
296            Some(value) => dict.set_item("max_price", value.to_string())?,
297            None => dict.set_item("max_price", py.None())?,
298        }
299        match self.min_price {
300            Some(value) => dict.set_item("min_price", value.to_string())?,
301            None => dict.set_item("min_price", py.None())?,
302        }
303        Ok(dict.into())
304    }
305}
nautilus_model/python/instruments/equity.rs

nautilus_model/python/instruments/
equity.rs
