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nautilus_trading/python/
mod.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//! Python bindings from [PyO3](https://pyo3.rs).
17
18#![expect(
19    clippy::missing_errors_doc,
20    reason = "errors documented on underlying Rust methods"
21)]
22
23pub mod algorithm;
24#[cfg(feature = "examples")]
25mod examples;
26pub mod sessions;
27pub mod strategy;
28
29use pyo3::{prelude::*, pymodule};
30
31/// Loaded as `nautilus_pyo3.trading`.
32///
33/// # Errors
34///
35/// Returns a `PyErr` if registering any module components fails.
36#[pymodule]
37pub fn trading(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
38    m.add_class::<crate::sessions::ForexSession>()?;
39    m.add_function(wrap_pyfunction!(sessions::py_fx_local_from_utc, m)?)?;
40    m.add_function(wrap_pyfunction!(sessions::py_fx_next_start, m)?)?;
41    m.add_function(wrap_pyfunction!(sessions::py_fx_prev_start, m)?)?;
42    m.add_function(wrap_pyfunction!(sessions::py_fx_next_end, m)?)?;
43    m.add_function(wrap_pyfunction!(sessions::py_fx_prev_end, m)?)?;
44    m.add_class::<strategy::PyStrategy>()?;
45    m.add_class::<crate::strategy::StrategyConfig>()?;
46    m.add_class::<crate::strategy::ImportableStrategyConfig>()?;
47    m.add_class::<crate::algorithm::ExecutionAlgorithmConfig>()?;
48    m.add_class::<crate::algorithm::ImportableExecAlgorithmConfig>()?;
49    #[cfg(feature = "examples")]
50    m.add_class::<crate::examples::strategies::CompositeMarketMakerConfig>()?;
51    #[cfg(feature = "examples")]
52    m.add_class::<crate::examples::strategies::EmaCrossConfig>()?;
53    #[cfg(feature = "examples")]
54    m.add_class::<crate::examples::strategies::GridMarketMakerConfig>()?;
55    #[cfg(feature = "examples")]
56    m.add_class::<crate::examples::strategies::DeltaNeutralVolConfig>()?;
57    #[cfg(feature = "examples")]
58    m.add_class::<crate::examples::strategies::HurstVpinDirectionalConfig>()?;
59    #[cfg(feature = "examples")]
60    m.add_class::<crate::examples::actors::BookImbalanceActorConfig>()?;
61    Ok(())
62}