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]
36#[pyo3_stub_gen::derive::gen_stub_pymethods]
37impl Equity {
38    /// Represents a generic equity instrument.
39    #[expect(clippy::too_many_arguments)]
40    #[new]
41    #[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))]
42    fn py_new(
43        instrument_id: InstrumentId,
44        raw_symbol: Symbol,
45        currency: Currency,
46        price_precision: u8,
47        price_increment: Price,
48        ts_event: u64,
49        ts_init: u64,
50        isin: Option<String>,
51        lot_size: Option<Quantity>,
52        max_quantity: Option<Quantity>,
53        min_quantity: Option<Quantity>,
54        max_price: Option<Price>,
55        min_price: Option<Price>,
56        margin_init: Option<Decimal>,
57        margin_maint: Option<Decimal>,
58        maker_fee: Option<Decimal>,
59        taker_fee: Option<Decimal>,
60        info: Option<Py<PyDict>>,
61    ) -> PyResult<Self> {
62        // Convert Python dict to Params
63        let info_map = if let Some(info_dict) = info {
64            Python::attach(|py| from_pydict(py, info_dict))?
65        } else {
66            None
67        };
68
69        Self::new_checked(
70            instrument_id,
71            raw_symbol,
72            isin.map(|x| Ustr::from(&x)),
73            currency,
74            price_precision,
75            price_increment,
76            lot_size,
77            max_quantity,
78            min_quantity,
79            max_price,
80            min_price,
81            margin_init,
82            margin_maint,
83            maker_fee,
84            taker_fee,
85            info_map,
86            ts_event.into(),
87            ts_init.into(),
88        )
89        .map_err(to_pyvalue_err)
90    }
91
92    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
93        match op {
94            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
95            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
96            _ => py.NotImplemented(),
97        }
98    }
99
100    fn __hash__(&self) -> isize {
101        let mut hasher = DefaultHasher::new();
102        self.hash(&mut hasher);
103        hasher.finish() as isize
104    }
105
106    #[getter]
107    fn type_name(&self) -> &'static str {
108        stringify!(Equity)
109    }
110
111    #[getter]
112    #[pyo3(name = "id")]
113    fn py_id(&self) -> InstrumentId {
114        self.id
115    }
116
117    #[getter]
118    #[pyo3(name = "raw_symbol")]
119    fn py_raw_symbol(&self) -> Symbol {
120        self.raw_symbol
121    }
122
123    #[getter]
124    #[pyo3(name = "isin")]
125    fn py_isin(&self) -> Option<&str> {
126        match self.isin {
127            Some(isin) => Some(isin.as_str()),
128            None => None,
129        }
130    }
131
132    #[getter]
133    #[pyo3(name = "quote_currency")] // TODO: Currency property standardization
134    fn py_quote_currency(&self) -> Currency {
135        self.currency
136    }
137
138    #[getter]
139    #[pyo3(name = "price_precision")]
140    fn py_price_precision(&self) -> u8 {
141        self.price_precision
142    }
143
144    #[getter]
145    #[pyo3(name = "size_precision")]
146    fn py_size_precision(&self) -> u8 {
147        0
148    }
149
150    #[getter]
151    #[pyo3(name = "price_increment")]
152    fn py_price_increment(&self) -> Price {
153        self.price_increment
154    }
155
156    #[getter]
157    #[pyo3(name = "size_increment")]
158    fn py_size_increment(&self) -> Quantity {
159        Quantity::from(1)
160    }
161
162    #[getter]
163    #[pyo3(name = "lot_size")]
164    fn py_lot_size(&self) -> Option<Quantity> {
165        self.lot_size
166    }
167
168    #[getter]
169    #[pyo3(name = "max_quantity")]
170    fn py_max_quantity(&self) -> Option<Quantity> {
171        self.max_quantity
172    }
173
174    #[getter]
175    #[pyo3(name = "min_quantity")]
176    fn py_min_quantity(&self) -> Option<Quantity> {
177        self.min_quantity
178    }
179
180    #[getter]
181    #[pyo3(name = "max_price")]
182    fn py_max_price(&self) -> Option<Price> {
183        self.max_price
184    }
185
186    #[getter]
187    #[pyo3(name = "min_price")]
188    fn py_min_price(&self) -> Option<Price> {
189        self.min_price
190    }
191
192    #[getter]
193    #[pyo3(name = "margin_init")]
194    fn py_margin_init(&self) -> Decimal {
195        self.margin_init
196    }
197
198    #[getter]
199    #[pyo3(name = "margin_maint")]
200    fn py_margin_maint(&self) -> Decimal {
201        self.margin_maint
202    }
203
204    #[getter]
205    #[pyo3(name = "maker_fee")]
206    fn py_maker_fee(&self) -> Decimal {
207        self.maker_fee
208    }
209
210    #[getter]
211    #[pyo3(name = "taker_fee")]
212    fn py_taker_fee(&self) -> Decimal {
213        self.taker_fee
214    }
215
216    #[getter]
217    #[pyo3(name = "ts_event")]
218    fn py_ts_event(&self) -> u64 {
219        self.ts_event.as_u64()
220    }
221
222    #[getter]
223    #[pyo3(name = "ts_init")]
224    fn py_ts_init(&self) -> u64 {
225        self.ts_init.as_u64()
226    }
227
228    #[getter]
229    #[pyo3(name = "info")]
230    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
231        // Convert HashMap<String, serde_json::Value> back to Python dict
232        if let Some(ref info_map) = self.info {
233            let py_dict = PyDict::new(py);
234
235            for (key, value) in info_map {
236                // Convert serde_json::Value back to Python object via JSON
237                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
238                let py_value =
239                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
240                py_dict.set_item(key, py_value)?;
241            }
242            Ok(py_dict.unbind())
243        } else {
244            Ok(PyDict::new(py).unbind())
245        }
246    }
247
248    #[staticmethod]
249    #[pyo3(name = "from_dict")]
250    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
251        from_dict_pyo3(py, values)
252    }
253
254    #[pyo3(name = "to_dict")]
255    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
256        let dict = PyDict::new(py);
257        dict.set_item("type", stringify!(Equity))?;
258        dict.set_item("id", self.id.to_string())?;
259        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
260        dict.set_item("currency", self.currency.code.to_string())?;
261        dict.set_item("price_precision", self.price_precision)?;
262        dict.set_item("price_increment", self.price_increment.to_string())?;
263        dict.set_item("ts_event", self.ts_event.as_u64())?;
264        dict.set_item("ts_init", self.ts_init.as_u64())?;
265        // Serialize info dict
266        if let Some(ref info_map) = self.info {
267            let info_dict = PyDict::new(py);
268
269            for (key, value) in info_map {
270                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
271                let py_value =
272                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
273                info_dict.set_item(key, py_value)?;
274            }
275            dict.set_item("info", info_dict)?;
276        } else {
277            dict.set_item("info", PyDict::new(py))?;
278        }
279        dict.set_item("maker_fee", self.maker_fee.to_string())?;
280        dict.set_item("taker_fee", self.taker_fee.to_string())?;
281        dict.set_item("margin_init", self.margin_init.to_string())?;
282        dict.set_item("margin_maint", self.margin_maint.to_string())?;
283        match &self.isin {
284            Some(value) => dict.set_item("isin", value.to_string())?,
285            None => dict.set_item("isin", py.None())?,
286        }
287
288        match self.lot_size {
289            Some(value) => dict.set_item("lot_size", value.to_string())?,
290            None => dict.set_item("lot_size", py.None())?,
291        }
292
293        match self.max_quantity {
294            Some(value) => dict.set_item("max_quantity", value.to_string())?,
295            None => dict.set_item("max_quantity", py.None())?,
296        }
297
298        match self.min_quantity {
299            Some(value) => dict.set_item("min_quantity", value.to_string())?,
300            None => dict.set_item("min_quantity", py.None())?,
301        }
302
303        match self.max_price {
304            Some(value) => dict.set_item("max_price", value.to_string())?,
305            None => dict.set_item("max_price", py.None())?,
306        }
307
308        match self.min_price {
309            Some(value) => dict.set_item("min_price", value.to_string())?,
310            None => dict.set_item("min_price", py.None())?,
311        }
312        Ok(dict.into())
313    }
314}
nautilus_model/python/instruments/equity.rs

nautilus_model/python/instruments/
equity.rs
