nautilus_model/python/instruments/
index_instrument.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};
26
27use crate::{
28    identifiers::{InstrumentId, Symbol},
29    instruments::IndexInstrument,
30    types::{Currency, Price, Quantity},
31};
32
33#[pymethods]
34#[pyo3_stub_gen::derive::gen_stub_pymethods]
35impl IndexInstrument {
36    /// Represents a generic index instrument.
37    ///
38    /// An index is typically not directly tradable.
39    #[expect(clippy::too_many_arguments)]
40    #[new]
41    #[pyo3(signature = (instrument_id, raw_symbol, currency, price_precision, size_precision, price_increment, size_increment, ts_event, ts_init, 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        size_precision: u8,
48        price_increment: Price,
49        size_increment: Quantity,
50        ts_event: u64,
51        ts_init: u64,
52        tick_scheme: Option<String>,
53        info: Option<Py<PyDict>>,
54    ) -> PyResult<Self> {
55        let info_map = if let Some(info_dict) = info {
56            Python::attach(|py| from_pydict(py, &info_dict))?
57        } else {
58            None
59        };
60
61        Self::new_checked(
62            instrument_id,
63            raw_symbol,
64            currency,
65            price_precision,
66            size_precision,
67            price_increment,
68            size_increment,
69            tick_scheme.map(|name| ustr::Ustr::from(name.as_str())),
70            info_map,
71            ts_event.into(),
72            ts_init.into(),
73        )
74        .map_err(to_pyvalue_err)
75    }
76
77    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
78        match op {
79            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
80            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
81            _ => py.NotImplemented(),
82        }
83    }
84
85    fn __hash__(&self) -> isize {
86        let mut hasher = DefaultHasher::new();
87        self.hash(&mut hasher);
88        hasher.finish() as isize
89    }
90
91    #[getter]
92    fn type_name(&self) -> &'static str {
93        stringify!(IndexInstrument)
94    }
95
96    #[getter]
97    #[pyo3(name = "id")]
98    fn py_id(&self) -> InstrumentId {
99        self.id
100    }
101
102    #[getter]
103    #[pyo3(name = "raw_symbol")]
104    fn py_raw_symbol(&self) -> Symbol {
105        self.raw_symbol
106    }
107
108    #[getter]
109    #[pyo3(name = "quote_currency")]
110    fn py_quote_currency(&self) -> Currency {
111        self.currency
112    }
113
114    #[getter]
115    #[pyo3(name = "price_precision")]
116    fn py_price_precision(&self) -> u8 {
117        self.price_precision
118    }
119
120    #[getter]
121    #[pyo3(name = "size_precision")]
122    fn py_size_precision(&self) -> u8 {
123        self.size_precision
124    }
125
126    #[getter]
127    #[pyo3(name = "price_increment")]
128    fn py_price_increment(&self) -> Price {
129        self.price_increment
130    }
131
132    #[getter]
133    #[pyo3(name = "size_increment")]
134    fn py_size_increment(&self) -> Quantity {
135        self.size_increment
136    }
137
138    #[getter]
139    #[pyo3(name = "ts_event")]
140    fn py_ts_event(&self) -> u64 {
141        self.ts_event.as_u64()
142    }
143
144    #[getter]
145    #[pyo3(name = "ts_init")]
146    fn py_ts_init(&self) -> u64 {
147        self.ts_init.as_u64()
148    }
149
150    #[getter]
151    #[pyo3(name = "info")]
152    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
153        if let Some(ref info_map) = self.info {
154            let py_dict = PyDict::new(py);
155
156            for (key, value) in info_map {
157                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
158                let py_value =
159                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
160                py_dict.set_item(key, py_value)?;
161            }
162            Ok(py_dict.unbind())
163        } else {
164            Ok(PyDict::new(py).unbind())
165        }
166    }
167
168    #[staticmethod]
169    #[pyo3(name = "from_dict")]
170    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
171        crate::python::instruments::from_dict_instrument_pyo3(py, values)
172    }
173
174    #[pyo3(name = "to_dict")]
175    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
176        let dict = PyDict::new(py);
177        dict.set_item("type", stringify!(IndexInstrument))?;
178        dict.set_item("id", self.id.to_string())?;
179        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
180        dict.set_item("currency", self.currency.code.to_string())?;
181        dict.set_item("price_precision", self.price_precision)?;
182        dict.set_item("size_precision", self.size_precision)?;
183        dict.set_item("price_increment", self.price_increment.to_string())?;
184        dict.set_item("size_increment", self.size_increment.to_string())?;
185        dict.set_item("ts_event", self.ts_event.as_u64())?;
186        dict.set_item("ts_init", self.ts_init.as_u64())?;
187
188        if let Some(ref info_map) = self.info {
189            let info_dict = PyDict::new(py);
190
191            for (key, value) in info_map {
192                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
193                let py_value =
194                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
195                info_dict.set_item(key, py_value)?;
196            }
197            dict.set_item("info", info_dict)?;
198        } else {
199            dict.set_item("info", PyDict::new(py))?;
200        }
201        dict.set_item(
202            "tick_scheme",
203            crate::python::instruments::tick_scheme_to_py(self),
204        )?;
205        Ok(dict.into())
206    }
207}
nautilus_model/python/instruments/index_instrument.rs

nautilus_model/python/instruments/
index_instrument.rs
