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, maker_fee=None, taker_fee=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        maker_fee: Option<Decimal>,
59        taker_fee: Option<Decimal>,
60        tick_scheme: Option<String>,
61        info: Option<Py<PyDict>>,
62    ) -> PyResult<Self> {
63        // Convert Python dict to Params
64        let info_map = if let Some(info_dict) = info {
65            Python::attach(|py| from_pydict(py, &info_dict))?
66        } else {
67            None
68        };
69
70        Self::new_checked(
71            instrument_id,
72            raw_symbol,
73            isin.map(|x| Ustr::from(&x)),
74            currency,
75            price_precision,
76            price_increment,
77            lot_size,
78            max_quantity,
79            min_quantity,
80            max_price,
81            min_price,
82            margin_init,
83            margin_maint,
84            maker_fee,
85            taker_fee,
86            tick_scheme.map(|name| ustr::Ustr::from(name.as_str())),
87            info_map,
88            ts_event.into(),
89            ts_init.into(),
90        )
91        .map_err(to_pyvalue_err)
92    }
93
94    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
95        match op {
96            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
97            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
98            _ => py.NotImplemented(),
99        }
100    }
101
102    fn __hash__(&self) -> isize {
103        let mut hasher = DefaultHasher::new();
104        self.hash(&mut hasher);
105        hasher.finish() as isize
106    }
107
108    #[getter]
109    fn type_name(&self) -> &'static str {
110        stringify!(Equity)
111    }
112
113    #[getter]
114    #[pyo3(name = "id")]
115    fn py_id(&self) -> InstrumentId {
116        self.id
117    }
118
119    #[getter]
120    #[pyo3(name = "raw_symbol")]
121    fn py_raw_symbol(&self) -> Symbol {
122        self.raw_symbol
123    }
124
125    #[getter]
126    #[pyo3(name = "isin")]
127    fn py_isin(&self) -> Option<&str> {
128        match self.isin {
129            Some(isin) => Some(isin.as_str()),
130            None => None,
131        }
132    }
133
134    #[getter]
135    #[pyo3(name = "quote_currency")] // TODO: Currency property standardization
136    fn py_quote_currency(&self) -> Currency {
137        self.currency
138    }
139
140    #[getter]
141    #[pyo3(name = "price_precision")]
142    fn py_price_precision(&self) -> u8 {
143        self.price_precision
144    }
145
146    #[getter]
147    #[pyo3(name = "size_precision")]
148    fn py_size_precision(&self) -> u8 {
149        0
150    }
151
152    #[getter]
153    #[pyo3(name = "price_increment")]
154    fn py_price_increment(&self) -> Price {
155        self.price_increment
156    }
157
158    #[getter]
159    #[pyo3(name = "size_increment")]
160    fn py_size_increment(&self) -> Quantity {
161        Quantity::from(1)
162    }
163
164    #[getter]
165    #[pyo3(name = "lot_size")]
166    fn py_lot_size(&self) -> Option<Quantity> {
167        self.lot_size
168    }
169
170    #[getter]
171    #[pyo3(name = "max_quantity")]
172    fn py_max_quantity(&self) -> Option<Quantity> {
173        self.max_quantity
174    }
175
176    #[getter]
177    #[pyo3(name = "min_quantity")]
178    fn py_min_quantity(&self) -> Option<Quantity> {
179        self.min_quantity
180    }
181
182    #[getter]
183    #[pyo3(name = "max_price")]
184    fn py_max_price(&self) -> Option<Price> {
185        self.max_price
186    }
187
188    #[getter]
189    #[pyo3(name = "min_price")]
190    fn py_min_price(&self) -> Option<Price> {
191        self.min_price
192    }
193
194    #[getter]
195    #[pyo3(name = "margin_init")]
196    fn py_margin_init(&self) -> Decimal {
197        self.margin_init
198    }
199
200    #[getter]
201    #[pyo3(name = "margin_maint")]
202    fn py_margin_maint(&self) -> Decimal {
203        self.margin_maint
204    }
205
206    #[getter]
207    #[pyo3(name = "maker_fee")]
208    fn py_maker_fee(&self) -> Decimal {
209        self.maker_fee
210    }
211
212    #[getter]
213    #[pyo3(name = "taker_fee")]
214    fn py_taker_fee(&self) -> Decimal {
215        self.taker_fee
216    }
217
218    #[getter]
219    #[pyo3(name = "ts_event")]
220    fn py_ts_event(&self) -> u64 {
221        self.ts_event.as_u64()
222    }
223
224    #[getter]
225    #[pyo3(name = "ts_init")]
226    fn py_ts_init(&self) -> u64 {
227        self.ts_init.as_u64()
228    }
229
230    #[getter]
231    #[pyo3(name = "info")]
232    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
233        // Convert HashMap<String, serde_json::Value> back to Python dict
234        if let Some(ref info_map) = self.info {
235            let py_dict = PyDict::new(py);
236
237            for (key, value) in info_map {
238                // Convert serde_json::Value back to Python object via JSON
239                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
240                let py_value =
241                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
242                py_dict.set_item(key, py_value)?;
243            }
244            Ok(py_dict.unbind())
245        } else {
246            Ok(PyDict::new(py).unbind())
247        }
248    }
249
250    #[staticmethod]
251    #[pyo3(name = "from_dict")]
252    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
253        crate::python::instruments::from_dict_instrument_pyo3(py, values)
254    }
255
256    #[pyo3(name = "to_dict")]
257    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
258        let dict = PyDict::new(py);
259        dict.set_item("type", stringify!(Equity))?;
260        dict.set_item("id", self.id.to_string())?;
261        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
262        dict.set_item("currency", self.currency.code.to_string())?;
263        dict.set_item("price_precision", self.price_precision)?;
264        dict.set_item("price_increment", self.price_increment.to_string())?;
265        dict.set_item("ts_event", self.ts_event.as_u64())?;
266        dict.set_item("ts_init", self.ts_init.as_u64())?;
267        // Serialize info dict
268        if let Some(ref info_map) = self.info {
269            let info_dict = PyDict::new(py);
270
271            for (key, value) in info_map {
272                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
273                let py_value =
274                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
275                info_dict.set_item(key, py_value)?;
276            }
277            dict.set_item("info", info_dict)?;
278        } else {
279            dict.set_item("info", PyDict::new(py))?;
280        }
281        dict.set_item("maker_fee", self.maker_fee.to_string())?;
282        dict.set_item("taker_fee", self.taker_fee.to_string())?;
283        dict.set_item("margin_init", self.margin_init.to_string())?;
284        dict.set_item("margin_maint", self.margin_maint.to_string())?;
285        match &self.isin {
286            Some(value) => dict.set_item("isin", value.to_string())?,
287            None => dict.set_item("isin", py.None())?,
288        }
289
290        match self.lot_size {
291            Some(value) => dict.set_item("lot_size", value.to_string())?,
292            None => dict.set_item("lot_size", py.None())?,
293        }
294
295        match self.max_quantity {
296            Some(value) => dict.set_item("max_quantity", value.to_string())?,
297            None => dict.set_item("max_quantity", py.None())?,
298        }
299
300        match self.min_quantity {
301            Some(value) => dict.set_item("min_quantity", value.to_string())?,
302            None => dict.set_item("min_quantity", py.None())?,
303        }
304
305        match self.max_price {
306            Some(value) => dict.set_item("max_price", value.to_string())?,
307            None => dict.set_item("max_price", py.None())?,
308        }
309
310        match self.min_price {
311            Some(value) => dict.set_item("min_price", value.to_string())?,
312            None => dict.set_item("min_price", py.None())?,
313        }
314        dict.set_item(
315            "tick_scheme",
316            crate::python::instruments::tick_scheme_to_py(self),
317        )?;
318        Ok(dict.into())
319    }
320}
nautilus_model/python/instruments/equity.rs

nautilus_model/python/instruments/
equity.rs
