nautilus_model/python/
common.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 indexmap::IndexMap;
17use nautilus_core::python::{IntoPyObjectNautilusExt, to_pyvalue_err};
18use pyo3::{
19    conversion::IntoPyObjectExt,
20    prelude::*,
21    types::{PyDict, PyList, PyNone},
22};
23use serde_json::Value;
24use strum::IntoEnumIterator;
25
26use crate::types::{Currency, Money};
27
28pub const PY_MODULE_MODEL: &str = "nautilus_trader.core.nautilus_pyo3.model";
29
30/// Python iterator over the variants of an enum.
31#[allow(missing_debug_implementations)]
32#[pyclass]
33#[pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")]
34pub struct EnumIterator {
35    // Type erasure for code reuse, generic types can't be exposed to Python
36    iter: Box<dyn Iterator<Item = Py<PyAny>> + Send + Sync>,
37}
38
39#[pymethods]
40#[pyo3_stub_gen::derive::gen_stub_pymethods]
41impl EnumIterator {
42    fn __iter__(slf: PyRef<'_, Self>) -> PyRef<'_, Self> {
43        slf
44    }
45
46    fn __next__(mut slf: PyRefMut<'_, Self>) -> Option<Py<PyAny>> {
47        slf.iter.next()
48    }
49}
50
51impl EnumIterator {
52    /// Creates a new Python iterator over the variants of an enum.
53    ///
54    /// # Panics
55    ///
56    /// Panics if conversion of enum variants into Python objects fails.
57    #[must_use]
58    pub fn new<'py, E>(py: Python<'py>) -> Self
59    where
60        E: strum::IntoEnumIterator + IntoPyObjectExt<'py>,
61        <E as IntoEnumIterator>::Iterator: Send,
62    {
63        Self {
64            iter: Box::new(
65                E::iter()
66                    .map(|var| var.into_py_any_unwrap(py))
67                    // Force eager evaluation because `py` isn't `Send`
68                    .collect::<Vec<_>>()
69                    .into_iter(),
70            ),
71        }
72    }
73}
74
75/// Converts a JSON `Value::Object` into a Python `dict`.
76///
77/// # Errors
78///
79/// Returns a `PyErr` if:
80/// - the input `val` is not a JSON object.
81/// - conversion of any nested JSON value into a Python object fails.
82pub fn value_to_pydict(py: Python<'_>, val: &Value) -> PyResult<Py<PyAny>> {
83    let dict = PyDict::new(py);
84
85    match val {
86        Value::Object(map) => {
87            for (key, value) in map {
88                let py_value = value_to_pyobject(py, value)?;
89                dict.set_item(key, py_value)?;
90            }
91        }
92        // This shouldn't be reached in this function, but we include it for completeness
93        _ => return Err(to_pyvalue_err("Expected JSON object")),
94    }
95
96    dict.into_py_any(py)
97}
98
99/// Converts a JSON `Value` into a corresponding Python object.
100///
101/// # Panics
102///
103/// Panics if parsing numbers (`as_i64`, `as_f64`) or creating the Python list (`PyList::new().expect`) fails.
104///
105/// # Errors
106///
107/// Returns a `PyErr` if:
108/// - encountering an unsupported JSON number type.
109/// - conversion of nested arrays or objects fails.
110pub fn value_to_pyobject(py: Python<'_>, val: &Value) -> PyResult<Py<PyAny>> {
111    match val {
112        Value::Null => Ok(py.None()),
113        Value::Bool(b) => b.into_py_any(py),
114        Value::String(s) => s.into_py_any(py),
115        Value::Number(n) => {
116            if n.is_i64() {
117                n.as_i64().unwrap().into_py_any(py)
118            } else if n.is_u64() {
119                n.as_u64().unwrap().into_py_any(py)
120            } else if n.is_f64() {
121                n.as_f64().unwrap().into_py_any(py)
122            } else {
123                Err(to_pyvalue_err("Unsupported JSON number type"))
124            }
125        }
126        Value::Array(arr) => {
127            let py_list =
128                PyList::new(py, &[] as &[Py<PyAny>]).expect("Invalid `ExactSizeIterator`");
129            for item in arr {
130                let py_item = value_to_pyobject(py, item)?;
131                py_list.append(py_item)?;
132            }
133            py_list.into_py_any(py)
134        }
135        Value::Object(_) => value_to_pydict(py, val),
136    }
137}
138
139// Re-export centralized Params conversion functions from nautilus_core
140// Backward compatibility: re-export pydict_to_params as an alias
141pub use nautilus_core::{
142    from_pydict as pydict_to_params, from_pydict, python::params::params_to_pydict,
143};
144
145/// Converts a list of `Money` values into a Python list of strings, or `None` if empty.
146///
147/// # Panics
148///
149/// Panics if creating the Python list fails or during the conversion unwrap.
150///
151/// # Errors
152///
153/// Returns a `PyErr` if Python list creation or conversion fails.
154pub fn commissions_from_vec(py: Python<'_>, commissions: Vec<Money>) -> PyResult<Bound<'_, PyAny>> {
155    let mut values = Vec::new();
156
157    for value in commissions {
158        values.push(value.to_string());
159    }
160
161    if values.is_empty() {
162        Ok(PyNone::get(py).to_owned().into_any())
163    } else {
164        values.sort();
165        Ok(PyList::new(py, &values)
166            .expect("ExactSizeIterator")
167            .into_any())
168    }
169}
170
171/// Converts an `IndexMap<Currency, Money>` into a Python list of strings, or `None` if empty.
172///
173/// # Errors
174///
175/// Returns a `PyErr` if Python list creation or conversion fails.
176pub fn commissions_from_indexmap<'py>(
177    py: Python<'py>,
178    commissions: &IndexMap<Currency, Money>,
179) -> PyResult<Bound<'py, PyAny>> {
180    commissions_from_vec(py, commissions.values().copied().collect())
181}
182
183#[cfg(test)]
184mod tests {
185    use pyo3::{
186        prelude::*,
187        types::{PyBool, PyInt, PyString},
188    };
189    use rstest::rstest;
190    use serde_json::Value;
191
192    use super::*;
193
194    #[rstest]
195    fn test_value_to_pydict() {
196        Python::initialize();
197        Python::attach(|py| {
198            let json_str = r#"
199        {
200            "type": "OrderAccepted",
201            "ts_event": 42,
202            "is_reconciliation": false
203        }
204        "#;
205
206            let val: Value = serde_json::from_str(json_str).unwrap();
207            let py_dict_ref = value_to_pydict(py, &val).unwrap();
208            let py_dict = py_dict_ref.bind(py);
209
210            assert_eq!(
211                py_dict
212                    .get_item("type")
213                    .unwrap()
214                    .cast::<PyString>()
215                    .unwrap()
216                    .to_str()
217                    .unwrap(),
218                "OrderAccepted"
219            );
220            assert_eq!(
221                py_dict
222                    .get_item("ts_event")
223                    .unwrap()
224                    .cast::<PyInt>()
225                    .unwrap()
226                    .extract::<i64>()
227                    .unwrap(),
228                42
229            );
230            assert!(
231                !py_dict
232                    .get_item("is_reconciliation")
233                    .unwrap()
234                    .cast::<PyBool>()
235                    .unwrap()
236                    .is_true()
237            );
238        });
239    }
240
241    #[rstest]
242    fn test_value_to_pyobject_string() {
243        Python::initialize();
244        Python::attach(|py| {
245            let val = Value::String("Hello, world!".to_string());
246            let py_obj = value_to_pyobject(py, &val).unwrap();
247
248            assert_eq!(py_obj.extract::<&str>(py).unwrap(), "Hello, world!");
249        });
250    }
251
252    #[rstest]
253    fn test_value_to_pyobject_bool() {
254        Python::initialize();
255        Python::attach(|py| {
256            let val = Value::Bool(true);
257            let py_obj = value_to_pyobject(py, &val).unwrap();
258
259            assert!(py_obj.extract::<bool>(py).unwrap());
260        });
261    }
262
263    #[rstest]
264    fn test_value_to_pyobject_array() {
265        Python::initialize();
266        Python::attach(|py| {
267            let val = Value::Array(vec![
268                Value::String("item1".to_string()),
269                Value::String("item2".to_string()),
270            ]);
271            let binding = value_to_pyobject(py, &val).unwrap();
272            let py_list: &Bound<'_, PyList> = binding.bind(py).cast::<PyList>().unwrap();
273
274            assert_eq!(py_list.len(), 2);
275            assert_eq!(
276                py_list.get_item(0).unwrap().extract::<&str>().unwrap(),
277                "item1"
278            );
279            assert_eq!(
280                py_list.get_item(1).unwrap().extract::<&str>().unwrap(),
281                "item2"
282            );
283        });
284    }
285}
nautilus_model/python/common.rs

nautilus_model/python/
common.rs
