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a/nightly/.doctrees/api_reference/trading.doctree b/nightly/.doctrees/api_reference/trading.doctree index a22f973cab98..7bd444cf0dc1 100644 Binary files a/nightly/.doctrees/api_reference/trading.doctree and b/nightly/.doctrees/api_reference/trading.doctree differ diff --git a/nightly/.doctrees/environment.pickle b/nightly/.doctrees/environment.pickle index a61fd51d4c41..e4943f15ac47 100644 Binary files a/nightly/.doctrees/environment.pickle and b/nightly/.doctrees/environment.pickle differ diff --git a/nightly/.doctrees/integrations/ib.doctree b/nightly/.doctrees/integrations/ib.doctree index cb3dec0e7b4c..84ce13ba2f2e 100644 Binary files a/nightly/.doctrees/integrations/ib.doctree and b/nightly/.doctrees/integrations/ib.doctree differ diff --git a/nightly/_sources/integrations/ib.md.txt b/nightly/_sources/integrations/ib.md.txt index e1c97e96b661..3a669a17fd51 100644 --- a/nightly/_sources/integrations/ib.md.txt +++ b/nightly/_sources/integrations/ib.md.txt @@ -1,13 +1,13 @@ # Interactive Brokers -Interactive Brokers (IB) is a trading platform that allows trading across a wide range of financial instruments, including stocks, options, futures, currencies, bonds, funds, and cryptocurrencies. NautilusTrader offers an adapter to integrate with IB using their [Trader Workstation (TWS) API](https://interactivebrokers.github.io/tws-api/index.html) through their Python library, [ibapi](https://github.com/nautechsystems/ibapi). +Interactive Brokers (IB) is a trading platform that allows trading across a wide range of financial instruments, including stocks, options, futures, currencies, bonds, funds, and cryptocurrencies. NautilusTrader offers an adapter to integrate with IB using their [Trader Workstation (TWS) API](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/) through their Python library, [ibapi](https://github.com/nautechsystems/ibapi). -The TWS API serves as an interface to IB's standalone trading applications: TWS and IB Gateway. Both can be downloaded from the IB website. If you haven't installed TWS or IB Gateway yet, refer to the [Initial Setup](https://interactivebrokers.github.io/tws-api/initial_setup.html) guide. In NautilusTrader, you'll establish a connection to one of these applications via the `InteractiveBrokersClient`. +The TWS API serves as an interface to IB's standalone trading applications: TWS and IB Gateway. Both can be downloaded from the IB website. If you haven't installed TWS or IB Gateway yet, refer to the [Initial Setup](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#tws-download) guide. In NautilusTrader, you'll establish a connection to one of these applications via the `InteractiveBrokersClient`. -Alternatively, you can start with a [dockerized version](https://github.com/gnzsnz/ib-gateway-docker) of the IB Gateway, particularly useful when deploying trading strategies on a hosted cloud platform. This requires having [Docker](https://www.docker.com/) installed on your machine, along with the [docker](https://pypi.org/project/docker/) Python package, which NautilusTrader conveniently includes as an extra package. +Alternatively, you can start with a [dockerized version](https://github.com/gnzsnz/ib-gateway-docker) of the IB Gateway, which is particularly useful when deploying trading strategies on a hosted cloud platform. This requires having [Docker](https://www.docker.com/) installed on your machine, along with the [docker](https://pypi.org/project/docker/) Python package, which NautilusTrader conveniently includes as an extra package. ```{note} -The standalone TWS and IB Gateway applications necessitate manual input of username, password, and trading mode (live or paper) at startup. The dockerized version of the IB Gateway handles these steps programmatically. +The standalone TWS and IB Gateway applications require manually inputting username, password, and trading mode (live or paper) at startup. The dockerized version of the IB Gateway handles these steps programmatically. ``` ## Installation @@ -87,7 +87,7 @@ To troubleshoot TWS API incoming message issues, consider starting at the `Inter ## Instruments & Contracts -In IB, a NautilusTrader `Instrument` is equivalent to a [Contract](https://interactivebrokers.github.io/tws-api/contracts.html). Contracts can be either a [basic contract](https://interactivebrokers.github.io/tws-api/classIBApi_1_1Contract.html) or a more [detailed](https://interactivebrokers.github.io/tws-api/classIBApi_1_1ContractDetails.html) version (ContractDetails). The adapter models these using `IBContract` and `IBContractDetails` classes. The latter includes critical data like order types and trading hours, which are absent in the basic contract. As a result, `IBContractDetails` can be converted to an `Instrument` while `IBContract` cannot. +In IB, a NautilusTrader `Instrument` is equivalent to a [Contract](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#contracts). Contracts can be either a [basic contract](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#contract-object) or a more [detailed](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#contract-details) version (ContractDetails). The adapter models these using `IBContract` and `IBContractDetails` classes. The latter includes critical data like order types and trading hours, which are absent in the basic contract. As a result, `IBContractDetails` can be converted to an `Instrument` while `IBContract` cannot. To search for contract information, use the [IB Contract Information Center](https://pennies.interactivebrokers.com/cstools/contract_info/). @@ -195,7 +195,7 @@ instrument_provider_config = InteractiveBrokersInstrumentProviderConfig( ### Data Client -`InteractiveBrokersDataClient` interfaces with IB for streaming and retrieving market data. Upon connection, it configures the [market data type](https://interactivebrokers.github.io/tws-api/market_data_type.html) and loads instruments based on the settings in `InteractiveBrokersInstrumentProviderConfig`. This client can subscribe to and unsubscribe from various market data types, including quote ticks, trade ticks, and bars. +`InteractiveBrokersDataClient` interfaces with IB for streaming and retrieving market data. Upon connection, it configures the [market data type](https://ibkrcampus.com/ibkr-api-page/trader-workstation-api/#delayed-market-data) and loads instruments based on the settings in `InteractiveBrokersInstrumentProviderConfig`. This client can subscribe to and unsubscribe from various market data types, including quote ticks, trade ticks, and bars. Configurable through `InteractiveBrokersDataClientConfig`, it allows adjustments for handling revised bars, trading hours preferences, and market data types (e.g., `IBMarketDataTypeEnum.REALTIME` or `IBMarketDataTypeEnum.DELAYED_FROZEN`). diff --git a/nightly/api_reference/adapters/interactive_brokers.html b/nightly/api_reference/adapters/interactive_brokers.html index 9da8d8969eb6..8c5e5f91cd90 100644 --- a/nightly/api_reference/adapters/interactive_brokers.html +++ b/nightly/api_reference/adapters/interactive_brokers.html @@ -12080,7 +12080,7 @@

at - 0x79e85661b090> + 0x774d796b7c90> = diff --git a/nightly/core/help.html b/nightly/core/help.html index ad2e550e2650..336432d00fff 100644 --- a/nightly/core/help.html +++ b/nightly/core/help.html @@ -1,2 +1,2 @@ -Help
+Help

Rustdoc help

Back
\ No newline at end of file diff --git a/nightly/core/index.html b/nightly/core/index.html index a7f6a835a54e..791df1b6cf69 100644 --- a/nightly/core/index.html +++ b/nightly/core/index.html @@ -1,2 +1,2 @@ -Index of crates
+Index of crates

List of all crates

\ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/base/index.html b/nightly/core/nautilus_accounting/account/base/index.html index 35221fcd43bd..02a1d5a6cd15 100644 --- a/nightly/core/nautilus_accounting/account/base/index.html +++ b/nightly/core/nautilus_accounting/account/base/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account::base - Rust
+nautilus_accounting::account::base - Rust

Module nautilus_accounting::account::base

source ·

Structs§

\ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/base/struct.BaseAccount.html b/nightly/core/nautilus_accounting/account/base/struct.BaseAccount.html index 3068d1475072..039606b75a28 100644 --- a/nightly/core/nautilus_accounting/account/base/struct.BaseAccount.html +++ b/nightly/core/nautilus_accounting/account/base/struct.BaseAccount.html @@ -1,4 +1,4 @@ -BaseAccount in nautilus_accounting::account::base - Rust
+BaseAccount in nautilus_accounting::account::base - Rust

Struct nautilus_accounting::account::base::BaseAccount

source · 
pub struct BaseAccount {
     pub id: AccountId,
     pub account_type: AccountType,
diff --git a/nightly/core/nautilus_accounting/account/cash/index.html b/nightly/core/nautilus_accounting/account/cash/index.html
index 3758715afc1b..78dc5935272f 100644
--- a/nightly/core/nautilus_accounting/account/cash/index.html
+++ b/nightly/core/nautilus_accounting/account/cash/index.html
@@ -1,2 +1,2 @@
-nautilus_accounting::account::cash - Rust

+nautilus_accounting::account::cash - Rust

     
Module nautilus_accounting::account::cash
source · 
Structs§

\ No newline at end of file
diff --git a/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html b/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html
index f91089b4dea9..062cb98b147d 100644
--- a/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html
+++ b/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html
@@ -1,4 +1,4 @@
-CashAccount in nautilus_accounting::account::cash - Rust

+CashAccount in nautilus_accounting::account::cash - Rust

     
Struct nautilus_accounting::account::cash::CashAccount
source · 
pub struct CashAccount {
     pub base: BaseAccount,
 }
Fields§
§base: BaseAccount
Implementations§
source§
impl CashAccount
source
pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>
source
pub fn is_cash_account(&self) -> bool
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pub fn is_margin_account(&self) -> bool
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pub fn is_unleveraged(&self) -> bool
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impl CashAccount
source
pub fn py_new(
@@ -42,10 +42,10 @@
     last_px: Price,
     liquidity_side: LiquiditySide,
     use_quote_for_inverse: Option<bool>
-) -> Result<Money>
source§
impl Debug for CashAccount
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fn fmt(&self, f: &mut Formatter<'_>) -> Result
Formats the value using the given formatter. Read more
source§
impl Deref for CashAccount
§
type Target = BaseAccount
The resulting type after dereferencing.
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fn deref(&self) -> &Self::Target
Dereferences the value.
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impl DerefMut for CashAccount
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fn deref_mut(&mut self) -> &mut Self::Target
Mutably dereferences the value.
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impl Display for CashAccount
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fn fmt(&self, f: &mut Formatter<'_>) -> Result
Formats the value using the given formatter. Read more
source§
impl IntoPy<Py<PyAny>> for CashAccount
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fn into_py(self, py: Python<'_>) -> PyObject
Performs the conversion.
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impl PartialEq for CashAccount
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fn eq(&self, other: &Self) -> bool
This method tests for self and other values to be equal, and is used
+) -> Result<Money>

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impl Debug for CashAccount

source§

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
source§

impl Deref for CashAccount

§

type Target = BaseAccount

The resulting type after dereferencing.
source§

fn deref(&self) -> &Self::Target

Dereferences the value.
source§

impl DerefMut for CashAccount

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fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.
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impl Display for CashAccount

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl IntoPy<Py<PyAny>> for CashAccount

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fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.
source§

impl PartialEq for CashAccount

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fn eq(&self, other: &Self) -> bool

This method tests for self and other values to be equal, and is used by ==.
1.0.0 · source§

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
source§

impl PyClass for CashAccount

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type Frozen = False

Whether the pyclass is frozen. Read more
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impl PyClassImpl for CashAccount

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const IS_BASETYPE: bool = false

#[pyclass(subclass)]
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const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]
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const IS_MAPPING: bool = false

#[pyclass(mapping)]
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const IS_SEQUENCE: bool = false

#[pyclass(sequence)]
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type BaseType = PyAny

Base class
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type ThreadChecker = SendablePyClass<CashAccount>

This handles following two situations: Read more
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type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable
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type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.
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type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.
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type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare -#[pyclass(extends=PyDict)], it’s PyDict.
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fn items_iter() -> PyClassItemsIter

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fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc
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fn lazy_type_object() -> &'static LazyTypeObject<Self>

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fn dict_offset() -> Option<isize>

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fn weaklist_offset() -> Option<isize>

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impl PyClassNewTextSignature<CashAccount> for PyClassImplCollector<CashAccount>

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fn new_text_signature(self) -> Option<&'static str>

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impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a CashAccount

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type Holder = Option<PyRef<'py, CashAccount>>

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fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

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impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut CashAccount

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type Holder = Option<PyRefMut<'py, CashAccount>>

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fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

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impl PyMethods<CashAccount> for PyClassImplCollector<CashAccount>

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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for CashAccount

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type AsRefTarget = PyCell<CashAccount>

Utility type to make Py::as_ref work.
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const NAME: &'static str = "CashAccount"

Class name.
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const MODULE: Option<&'static str> = _

Module name, if any.
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fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.
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fn type_object(py: Python<'_>) -> &PyType

Returns the safe abstraction over the type object.
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fn is_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type or a subclass of this type.
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fn is_exact_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type.
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impl Eq for CashAccount

Auto Trait Implementations§

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impl Freeze for CashAccount

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impl RefUnwindSafe for CashAccount

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impl Send for CashAccount

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impl Sync for CashAccount

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impl Unpin for CashAccount

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impl UnwindSafe for CashAccount

Blanket Implementations§

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impl<T> Any for T
where +#[pyclass(extends=PyDict)], it’s PyDict.

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fn items_iter() -> PyClassItemsIter

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fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc
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fn lazy_type_object() -> &'static LazyTypeObject<Self>

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fn dict_offset() -> Option<isize>

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fn weaklist_offset() -> Option<isize>

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impl PyClassNewTextSignature<CashAccount> for PyClassImplCollector<CashAccount>

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fn new_text_signature(self) -> Option<&'static str>

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impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a CashAccount

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type Holder = Option<PyRef<'py, CashAccount>>

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fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

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impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut CashAccount

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type Holder = Option<PyRefMut<'py, CashAccount>>

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fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

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impl PyMethods<CashAccount> for PyClassImplCollector<CashAccount>

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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for CashAccount

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type AsRefTarget = PyCell<CashAccount>

Utility type to make Py::as_ref work.
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const NAME: &'static str = "CashAccount"

Class name.
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const MODULE: Option<&'static str> = _

Module name, if any.
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fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.
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fn type_object(py: Python<'_>) -> &PyType

Returns the safe abstraction over the type object.
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fn is_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type or a subclass of this type.
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fn is_exact_type_of(object: &PyAny) -> bool

Checks if object is an instance of this type.
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impl Eq for CashAccount

Auto Trait Implementations§

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impl Freeze for CashAccount

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impl RefUnwindSafe for CashAccount

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impl Send for CashAccount

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impl Sync for CashAccount

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impl Unpin for CashAccount

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impl UnwindSafe for CashAccount

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<Q, K> Equivalent<K> for Q
where diff --git a/nightly/core/nautilus_accounting/account/index.html b/nightly/core/nautilus_accounting/account/index.html index 13c32ffb9b47..c61f0d5955ed 100644 --- a/nightly/core/nautilus_accounting/account/index.html +++ b/nightly/core/nautilus_accounting/account/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account - Rust
+nautilus_accounting::account - Rust

Module nautilus_accounting::account

source ·

Modules§

Traits§

\ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/margin/index.html b/nightly/core/nautilus_accounting/account/margin/index.html index 72b0a4bb3910..1559554d1407 100644 --- a/nightly/core/nautilus_accounting/account/margin/index.html +++ b/nightly/core/nautilus_accounting/account/margin/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account::margin - Rust
+nautilus_accounting::account::margin - Rust

Module nautilus_accounting::account::margin

source ·

Structs§

\ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html b/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html index c32f50086718..07445fd8e47e 100644 --- a/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html +++ b/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html @@ -1,4 +1,4 @@ -MarginAccount in nautilus_accounting::account::margin - Rust
+MarginAccount in nautilus_accounting::account::margin - Rust

Struct nautilus_accounting::account::margin::MarginAccount

source · 
pub struct MarginAccount {
     pub base: BaseAccount,
     pub leverages: HashMap<InstrumentId, f64>,
diff --git a/nightly/core/nautilus_accounting/account/trait.Account.html b/nightly/core/nautilus_accounting/account/trait.Account.html
index 35a8321b0fd3..89d11a34f49d 100644
--- a/nightly/core/nautilus_accounting/account/trait.Account.html
+++ b/nightly/core/nautilus_accounting/account/trait.Account.html
@@ -1,4 +1,4 @@
-Account in nautilus_accounting::account - Rust

+Account in nautilus_accounting::account - Rust

     
Trait nautilus_accounting::account::Account
source · 
pub trait Account {
 
Show 16 methods    // Required methods
     fn balance_total(&self, currency: Option<Currency>) -> Option<Money>;
diff --git a/nightly/core/nautilus_accounting/all.html b/nightly/core/nautilus_accounting/all.html
index 6818f257c678..2314cf727168 100644
--- a/nightly/core/nautilus_accounting/all.html
+++ b/nightly/core/nautilus_accounting/all.html
@@ -1,2 +1,2 @@
-List of all items in this crate

+List of all items in this crate

     
List of all items
Structs
Traits
Functions

\ No newline at end of file
diff --git a/nightly/core/nautilus_accounting/index.html b/nightly/core/nautilus_accounting/index.html
index 5b9c51625d1e..8b103ae2f574 100644
--- a/nightly/core/nautilus_accounting/index.html
+++ b/nightly/core/nautilus_accounting/index.html
@@ -1,3 +1,3 @@
-nautilus_accounting - Rust

         path: String,
         instrument_id: Option<InstrumentId>,
         include_trades: Option<bool>,
-    ) -> anyhow::Result<Vec<QuoteTick>> {
+    ) -> PyResult<Vec<QuoteTick>> {
         let path_buf = PathBuf::from(path);
-        let iter = self.read_records::<dbn::Mbp1Msg>(
-            path_buf,
-            instrument_id,
-            include_trades.unwrap_or(false),
-        )?;
+        let iter = self
+            .read_records::<dbn::Mbp1Msg>(path_buf, instrument_id, include_trades.unwrap_or(false))
+            .map_err(to_pyvalue_err)?;
 
         let mut data = Vec::new();
         for result in iter {
@@ -626,7 +650,7 @@ 
Files

                     }
                 }
                 Ok((None, _)) => continue,
-                Err(e) => return Err(e),
+                Err(e) => return Err(to_pyvalue_err(e)),
             }
         }
 
@@ -640,15 +664,13 @@ 
Files
path: String, instrument_id: Option<InstrumentId>, include_trades: Option<bool>, - ) -> anyhow::Result<PyObject> { + ) -> PyResult<PyObject> { let path_buf = PathBuf::from(path); - let iter = self.read_records::<dbn::Mbp1Msg>( - path_buf, - instrument_id, - include_trades.unwrap_or(false), - )?; + let iter = self + .read_records::<dbn::Mbp1Msg>(path_buf, instrument_id, include_trades.unwrap_or(false)) + .map_err(to_pyvalue_err)?; - exhaust_data_iter_to_pycapsule(py, iter) + exhaust_data_iter_to_pycapsule(py, iter).map_err(to_pyvalue_err) } #[pyo3(name = "load_tbbo_trades")] @@ -656,9 +678,11 @@

Files

&self, path: String, instrument_id: Option<InstrumentId>, - ) -> anyhow::Result<Vec<TradeTick>> { + ) -> PyResult<Vec<TradeTick>> { let path_buf = PathBuf::from(path); - let iter = self.read_records::<dbn::TbboMsg>(path_buf, instrument_id, false)?; + let iter = self + .read_records::<dbn::TbboMsg>(path_buf, instrument_id, false) + .map_err(to_pyvalue_err)?; let mut data = Vec::new(); for result in iter { @@ -668,7 +692,7 @@

Files

data.push(trade); } } - Err(e) => return Err(e), + Err(e) => return Err(to_pyvalue_err(e)), } } @@ -681,11 +705,13 @@

Files

py: Python, path: String, instrument_id: Option<InstrumentId>, - ) -> anyhow::Result<PyObject> { + ) -> PyResult<PyObject> { let path_buf = PathBuf::from(path); - let iter = self.read_records::<dbn::TbboMsg>(path_buf, instrument_id, false)?; + let iter = self + .read_records::<dbn::TbboMsg>(path_buf, instrument_id, false) + .map_err(to_pyvalue_err)?; - exhaust_data_iter_to_pycapsule(py, iter) + exhaust_data_iter_to_pycapsule(py, iter).map_err(to_pyvalue_err) } #[pyo3(name = "load_trades")] @@ -693,9 +719,11 @@

Files

&self, path: String, instrument_id: Option<InstrumentId>, - ) -> anyhow::Result<Vec<TradeTick>> { + ) -> PyResult<Vec<TradeTick>> { let path_buf = PathBuf::from(path); - let iter = self.read_records::<dbn::TradeMsg>(path_buf, instrument_id, false)?; + let iter = self + .read_records::<dbn::TradeMsg>(path_buf, instrument_id, false) + .map_err(to_pyvalue_err)?; let mut data = Vec::new(); for result in iter { @@ -706,7 +734,7 @@

Files

} } Ok((None, _)) => continue, - Err(e) => return Err(e), + Err(e) => return Err(to_pyvalue_err(e)), } } @@ -719,11 +747,13 @@

Files

py: Python, path: String, instrument_id: Option<InstrumentId>, - ) -> anyhow::Result<PyObject> { + ) -> PyResult<PyObject> { let path_buf = PathBuf::from(path); - let iter = self.read_records::<dbn::TradeMsg>(path_buf, instrument_id, false)?; + let iter = self + .read_records::<dbn::TradeMsg>(path_buf, instrument_id, false) + .map_err(to_pyvalue_err)?; - exhaust_data_iter_to_pycapsule(py, iter) + exhaust_data_iter_to_pycapsule(py, iter).map_err(to_pyvalue_err) } #[pyo3(name = "load_bars")] @@ -731,9 +761,11 @@

Files

&self, path: String, instrument_id: Option<InstrumentId>, - ) -> anyhow::Result<Vec<Bar>> { + ) -> PyResult<Vec<Bar>> { let path_buf = PathBuf::from(path); - let iter = self.read_records::<dbn::OhlcvMsg>(path_buf, instrument_id, false)?; + let iter = self + .read_records::<dbn::OhlcvMsg>(path_buf, instrument_id, false) + .map_err(to_pyvalue_err)?; let mut data = Vec::new(); for result in iter { @@ -744,7 +776,7 @@

Files

} } Ok((None, _)) => continue, - Err(e) => return Err(e), + Err(e) => return Err(to_pyvalue_err(e)), } } @@ -757,11 +789,13 @@

Files

py: Python, path: String, instrument_id: Option<InstrumentId>, - ) -> anyhow::Result<PyObject> { + ) -> PyResult<PyObject> { let path_buf = PathBuf::from(path); - let iter = self.read_records::<dbn::OhlcvMsg>(path_buf, instrument_id, false)?; + let iter = self + .read_records::<dbn::OhlcvMsg>(path_buf, instrument_id, false) + .map_err(to_pyvalue_err)?; - exhaust_data_iter_to_pycapsule(py, iter) + exhaust_data_iter_to_pycapsule(py, iter).map_err(to_pyvalue_err) } #[pyo3(name = "load_imbalance")] @@ -769,15 +803,17 @@

Files

&self, path: String, instrument_id: Option<InstrumentId>, - ) -> anyhow::Result<Vec<DatabentoImbalance>> { + ) -> PyResult<Vec<DatabentoImbalance>> { let path_buf = PathBuf::from(path); - let iter = self.read_imbalance_records::<dbn::ImbalanceMsg>(path_buf, instrument_id)?; + let iter = self + .read_imbalance_records::<dbn::ImbalanceMsg>(path_buf, instrument_id) + .map_err(to_pyvalue_err)?; let mut data = Vec::new(); for result in iter { match result { Ok(item) => data.push(item), - Err(e) => return Err(e), + Err(e) => return Err(to_pyvalue_err(e)), } } @@ -789,15 +825,17 @@

Files

&self, path: String, instrument_id: Option<InstrumentId>, - ) -> anyhow::Result<Vec<DatabentoStatistics>> { + ) -> PyResult<Vec<DatabentoStatistics>> { let path_buf = PathBuf::from(path); - let iter = self.read_statistics_records::<dbn::StatMsg>(path_buf, instrument_id)?; + let iter = self + .read_statistics_records::<dbn::StatMsg>(path_buf, instrument_id) + .map_err(to_pyvalue_err)?; let mut data = Vec::new(); for result in iter { match result { Ok(item) => data.push(item), - Err(e) => return Err(e), + Err(e) => return Err(to_pyvalue_err(e)), } } diff --git a/nightly/core/src/nautilus_adapters/databento/python/mod.rs.html b/nightly/core/src/nautilus_adapters/databento/python/mod.rs.html index 2db0c92b5ae6..38b6ab397dc7 100644 --- a/nightly/core/src/nautilus_adapters/databento/python/mod.rs.html +++ b/nightly/core/src/nautilus_adapters/databento/python/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source