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, 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, tick_scheme=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        tick_scheme: Option<String>,
59        info: Option<Py<PyDict>>,
60    ) -> PyResult<Self> {
61        // Convert Python dict to Params
62        let info_map = if let Some(info_dict) = info {
63            Python::attach(|py| from_pydict(py, &info_dict))?
64        } else {
65            None
66        };
67
68        Self::builder()
69            .instrument_id(instrument_id)
70            .raw_symbol(raw_symbol)
71            .maybe_isin(isin.map(|x| Ustr::from(&x)))
72            .currency(currency)
73            .price_precision(price_precision)
74            .price_increment(price_increment)
75            .maybe_lot_size(lot_size)
76            .maybe_max_quantity(max_quantity)
77            .maybe_min_quantity(min_quantity)
78            .maybe_max_price(max_price)
79            .maybe_min_price(min_price)
80            .maybe_margin_init(margin_init)
81            .maybe_margin_maint(margin_maint)
82            .maybe_tick_scheme(tick_scheme.map(|name| ustr::Ustr::from(name.as_str())))
83            .maybe_info(info_map)
84            .ts_event(ts_event.into())
85            .ts_init(ts_init.into())
86            .build()
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_name(&self) -> &'static 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 = "ts_event")]
204    fn py_ts_event(&self) -> u64 {
205        self.ts_event.as_u64()
206    }
207
208    #[getter]
209    #[pyo3(name = "ts_init")]
210    fn py_ts_init(&self) -> u64 {
211        self.ts_init.as_u64()
212    }
213
214    #[getter]
215    #[pyo3(name = "info")]
216    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
217        // Convert HashMap<String, serde_json::Value> back to Python dict
218        if let Some(ref info_map) = self.info {
219            let py_dict = PyDict::new(py);
220
221            for (key, value) in info_map {
222                // Convert serde_json::Value back to Python object via JSON
223                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
224                let py_value =
225                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
226                py_dict.set_item(key, py_value)?;
227            }
228            Ok(py_dict.unbind())
229        } else {
230            Ok(PyDict::new(py).unbind())
231        }
232    }
233
234    #[staticmethod]
235    #[pyo3(name = "from_dict")]
236    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
237        crate::python::instruments::from_dict_instrument_pyo3(py, values)
238    }
239
240    #[pyo3(name = "to_dict")]
241    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
242        let dict = PyDict::new(py);
243        dict.set_item("type", stringify!(Equity))?;
244        dict.set_item("id", self.id.to_string())?;
245        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
246        dict.set_item("currency", self.currency.code.to_string())?;
247        dict.set_item("price_precision", self.price_precision)?;
248        dict.set_item("price_increment", self.price_increment.to_string())?;
249        dict.set_item("ts_event", self.ts_event.as_u64())?;
250        dict.set_item("ts_init", self.ts_init.as_u64())?;
251        // Serialize info dict
252        if let Some(ref info_map) = self.info {
253            let info_dict = PyDict::new(py);
254
255            for (key, value) in info_map {
256                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
257                let py_value =
258                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
259                info_dict.set_item(key, py_value)?;
260            }
261            dict.set_item("info", info_dict)?;
262        } else {
263            dict.set_item("info", PyDict::new(py))?;
264        }
265        dict.set_item("margin_init", self.margin_init.to_string())?;
266        dict.set_item("margin_maint", self.margin_maint.to_string())?;
267        match &self.isin {
268            Some(value) => dict.set_item("isin", value.to_string())?,
269            None => dict.set_item("isin", py.None())?,
270        }
271
272        match self.lot_size {
273            Some(value) => dict.set_item("lot_size", value.to_string())?,
274            None => dict.set_item("lot_size", py.None())?,
275        }
276
277        match self.max_quantity {
278            Some(value) => dict.set_item("max_quantity", value.to_string())?,
279            None => dict.set_item("max_quantity", py.None())?,
280        }
281
282        match self.min_quantity {
283            Some(value) => dict.set_item("min_quantity", value.to_string())?,
284            None => dict.set_item("min_quantity", py.None())?,
285        }
286
287        match self.max_price {
288            Some(value) => dict.set_item("max_price", value.to_string())?,
289            None => dict.set_item("max_price", py.None())?,
290        }
291
292        match self.min_price {
293            Some(value) => dict.set_item("min_price", value.to_string())?,
294            None => dict.set_item("min_price", py.None())?,
295        }
296        dict.set_item(
297            "tick_scheme",
298            crate::python::instruments::tick_scheme_to_py(self),
299        )?;
300        Ok(dict.into())
301    }
302}
nautilus_model/python/instruments/equity.rs

nautilus_model/python/instruments/
equity.rs
