nautilus_trading/
macros.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
16//! Convenience macros for implementing strategy boilerplate.
17
18/// Implements `Deref<Target = DataActorCore>`, `DerefMut`, and `Strategy` for a strategy type.
19///
20/// The struct must contain a field of type [`StrategyCore`](crate::strategy::StrategyCore).
21/// By default the macro expects the field to be named `core`; pass a second argument
22/// to use a different name.
23///
24/// An optional brace-delimited block adds extra methods to the generated `impl Strategy`.
25/// Do not redefine `core` or `core_mut` inside the block; they are already generated
26/// by the macro and duplicates will cause a compile error.
27///
28/// # Examples
29///
30/// ```ignore
31/// use nautilus_trading::{nautilus_strategy, strategy::StrategyCore};
32///
33/// pub struct MyStrategy {
34///     core: StrategyCore,
35///     // ...
36/// }
37///
38/// // Simple form
39/// nautilus_strategy!(MyStrategy);
40/// ```
41///
42/// With Strategy hook overrides:
43///
44/// ```ignore
45/// nautilus_strategy!(MyStrategy, {
46///     fn on_order_rejected(&mut self, event: OrderRejected) {
47///         // custom handling
48///     }
49/// });
50/// ```
51///
52/// With a custom field name and hooks:
53///
54/// ```ignore
55/// pub struct MyStrategy {
56///     strat_core: StrategyCore,
57///     // ...
58/// }
59///
60/// nautilus_strategy!(MyStrategy, strat_core, {
61///     fn external_order_claims(&self) -> Option<Vec<InstrumentId>> {
62///         None
63///     }
64/// });
65/// ```
66#[macro_export]
67macro_rules! nautilus_strategy {
68    ($ty:ty) => {
69        $crate::nautilus_strategy!($ty, core, {});
70    };
71    ($ty:ty, $field:ident) => {
72        $crate::nautilus_strategy!($ty, $field, {});
73    };
74    ($ty:ty, { $($extra:item)* }) => {
75        $crate::nautilus_strategy!($ty, core, { $($extra)* });
76    };
77    ($ty:ty, $field:ident, { $($extra:item)* }) => {
78        impl ::std::ops::Deref for $ty {
79            type Target = $crate::_macro_reexports::DataActorCore;
80
81            fn deref(&self) -> &Self::Target {
82                &self.$field
83            }
84        }
85
86        impl ::std::ops::DerefMut for $ty {
87            fn deref_mut(&mut self) -> &mut Self::Target {
88                &mut self.$field
89            }
90        }
91
92        impl $crate::strategy::Strategy for $ty {
93            fn core(&self) -> &$crate::strategy::StrategyCore {
94                &self.$field
95            }
96
97            fn core_mut(&mut self) -> &mut $crate::strategy::StrategyCore {
98                &mut self.$field
99            }
100
101            $($extra)*
102        }
103    };
104}
nautilus_trading/macros.rs

nautilus_trading/
macros.rs
