Improve nautilus_pyo3 aliasing in Python

nautechsystems · Dec 30, 2023 · 5aa0ed3 · 5aa0ed3
1 parent 581290b
commit 5aa0ed3
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Showing 5 changed files with 46 additions and 58 deletions.
diff --git a/nautilus_trader/cache/database.pyx b/nautilus_trader/cache/database.pyx
@@ -18,9 +18,7 @@ import warnings
 import msgspec
 
 from nautilus_trader.config import CacheConfig
-from nautilus_trader.core.nautilus_pyo3 import UUID4 as RustUUID4
-from nautilus_trader.core.nautilus_pyo3 import RedisCacheDatabase as RustRedisCacheDatabase
-from nautilus_trader.core.nautilus_pyo3 import TraderId as RustTraderId
+from nautilus_trader.core import nautilus_pyo3
 
 from cpython.datetime cimport datetime
 from libc.stdint cimport uint64_t
@@ -186,9 +184,9 @@ cdef class CacheDatabaseAdapter(CacheDatabaseFacade):
 
         self._serializer = serializer
 
-        self._backing = RustRedisCacheDatabase(
-            trader_id=RustTraderId(trader_id.value),
-            instance_id=RustUUID4(logger.instance_id.value),
+        self._backing = nautilus_pyo3.RedisCacheDatabase(
+            trader_id=nautilus_pyo3.TraderId(trader_id.value),
+            instance_id=nautilus_pyo3.UUID4(logger.instance_id.value),
             config_json=msgspec.json.encode(config),
         )
 

diff --git a/nautilus_trader/model/__init__.py b/nautilus_trader/model/__init__.py
@@ -21,15 +21,12 @@
 
 """
 
-from nautilus_trader.core.nautilus_pyo3 import Bar as RustBar
-from nautilus_trader.core.nautilus_pyo3 import OrderBookDelta as RustOrderBookDelta
-from nautilus_trader.core.nautilus_pyo3 import QuoteTick as RustQuoteTick
-from nautilus_trader.core.nautilus_pyo3 import TradeTick as RustTradeTick
+from nautilus_trader.core import nautilus_pyo3
 
 
 NAUTILUS_PYO3_DATA_TYPES: tuple[type, ...] = (
-    RustOrderBookDelta,
-    RustQuoteTick,
-    RustTradeTick,
-    RustBar,
+    nautilus_pyo3.OrderBookDelta,
+    nautilus_pyo3.QuoteTick,
+    nautilus_pyo3.TradeTick,
+    nautilus_pyo3.Bar,
 )
diff --git a/nautilus_trader/model/data.pyx b/nautilus_trader/model/data.pyx
@@ -15,8 +15,7 @@
 
 import msgspec
 
-from nautilus_trader.core.nautilus_pyo3 import QuoteTick as RustQuoteTick
-from nautilus_trader.core.nautilus_pyo3 import TradeTick as RustTradeTick
+from nautilus_trader.core import nautilus_pyo3
 
 from cpython.datetime cimport timedelta
 from cpython.mem cimport PyMem_Free
@@ -995,7 +994,7 @@ cdef class Bar(Data):
 
         Parameters
         ----------
-        pyo3_bars : list[RustBar]
+        pyo3_bars : list[nautilus_pyo3.Bar]
             The Rust pyo3 bars to convert from.
 
         Returns
@@ -1899,7 +1898,7 @@ cdef class OrderBookDelta(Data):
 
         Parameters
         ----------
-        pyo3_deltas : list[RustOrderBookDelta]
+        pyo3_deltas : list[nautilus_pyo3.OrderBookDelta]
             The Rust pyo3 order book deltas to convert from.
 
         Returns
@@ -2745,7 +2744,7 @@ cdef class QuoteTick(Data):
 
         Parameters
         ----------
-        pyo3_ticks : list[RustQuoteTick]
+        pyo3_ticks : list[nautilus_pyo3.QuoteTick]
             The Rust pyo3 quote ticks to convert from.
 
         Returns
@@ -3204,7 +3203,7 @@ cdef class TradeTick(Data):
 
         Parameters
         ----------
-        pyo3_ticks : list[RustTradeTick]
+        pyo3_ticks : list[nautilus_pyo3.TradeTick]
             The Rust pyo3 trade ticks to convert from.
 
         Returns

diff --git a/nautilus_trader/persistence/wranglers_v2.py b/nautilus_trader/persistence/wranglers_v2.py
@@ -19,22 +19,10 @@
 import pandas as pd
 import pyarrow as pa
 
-from nautilus_trader.core.nautilus_pyo3 import Bar as RustBar
-from nautilus_trader.core.nautilus_pyo3 import BarDataWrangler as RustBarDataWrangler
-
-# fmt: off
-from nautilus_trader.core.nautilus_pyo3 import OrderBookDelta as RustOrderBookDelta
-from nautilus_trader.core.nautilus_pyo3 import OrderBookDeltaDataWrangler as RustOrderBookDeltaDataWrangler
-from nautilus_trader.core.nautilus_pyo3 import QuoteTick as RustQuoteTick
-from nautilus_trader.core.nautilus_pyo3 import QuoteTickDataWrangler as RustQuoteTickDataWrangler
-from nautilus_trader.core.nautilus_pyo3 import TradeTick as RustTradeTick
-from nautilus_trader.core.nautilus_pyo3 import TradeTickDataWrangler as RustTradeTickDataWrangler
+from nautilus_trader.core import nautilus_pyo3
 from nautilus_trader.model.instruments import Instrument
 
 
-# fmt: on
-
-
 ###################################################################################################
 # These classes are only intended to be used under the hood of the ParquetDataCatalog v2 at this stage
 ###################################################################################################
@@ -88,7 +76,7 @@ def __init__(
         price_precision: int,
         size_precision: int,
     ) -> None:
-        self._inner = RustOrderBookDeltaDataWrangler(
+        self._inner = nautilus_pyo3.OrderBookDeltaDataWrangler(
             instrument_id=instrument_id,
             price_precision=price_precision,
             size_precision=size_precision,
@@ -97,7 +85,7 @@ def __init__(
     def from_arrow(
         self,
         table: pa.Table,
-    ) -> list[RustOrderBookDelta]:
+    ) -> list[nautilus_pyo3.OrderBookDelta]:
         sink = pa.BufferOutputStream()
         writer: pa.RecordBatchStreamWriter = pa.ipc.new_stream(sink, table.schema)
         writer.write_table(table)
@@ -110,7 +98,7 @@ def from_pandas(
         self,
         df: pd.DataFrame,
         ts_init_delta: int = 0,
-    ) -> list[RustOrderBookDelta]:
+    ) -> list[nautilus_pyo3.OrderBookDelta]:
         """
         Process the given pandas.DataFrame into Nautilus `OrderBookDelta` objects.
 
@@ -188,7 +176,7 @@ class QuoteTickDataWrangler(WranglerBase):
     """
 
     def __init__(self, instrument_id: str, price_precision: int, size_precision: int) -> None:
-        self._inner = RustQuoteTickDataWrangler(
+        self._inner = nautilus_pyo3.QuoteTickDataWrangler(
             instrument_id=instrument_id,
             price_precision=price_precision,
             size_precision=size_precision,
@@ -197,7 +185,7 @@ def __init__(self, instrument_id: str, price_precision: int, size_precision: int
     def from_arrow(
         self,
         table: pa.Table,
-    ) -> list[RustQuoteTick]:
+    ) -> list[nautilus_pyo3.QuoteTick]:
         sink = pa.BufferOutputStream()
         writer: pa.RecordBatchStreamWriter = pa.ipc.new_stream(sink, table.schema)
         writer.write_table(table)
@@ -211,7 +199,7 @@ def from_pandas(
         df: pd.DataFrame,
         default_size: float = 1_000_000.0,
         ts_init_delta: int = 0,
-    ) -> list[RustQuoteTick]:
+    ) -> list[nautilus_pyo3.QuoteTick]:
         """
         Process the given `data` into Nautilus `QuoteTick` objects.
 
@@ -232,7 +220,7 @@ def from_pandas(
 
         Returns
         -------
-        list[RustQuoteTick]
+        list[nautilus_pyo3.QuoteTick]
             A list of PyO3 [pyclass] `QuoteTick` objects.
 
         """
@@ -310,7 +298,7 @@ def __init__(
         price_precision: int,
         size_precision: int,
     ) -> None:
-        self._inner = RustTradeTickDataWrangler(
+        self._inner = nautilus_pyo3.TradeTickDataWrangler(
             instrument_id=instrument_id,
             price_precision=price_precision,
             size_precision=size_precision,
@@ -319,7 +307,7 @@ def __init__(
     def from_arrow(
         self,
         table: pa.Table,
-    ) -> list[RustTradeTick]:
+    ) -> list[nautilus_pyo3.TradeTick]:
         sink = pa.BufferOutputStream()
         writer: pa.RecordBatchStreamWriter = pa.ipc.new_stream(sink, table.schema)
         writer.write_table(table)
@@ -331,14 +319,14 @@ def from_arrow(
     def from_json(
         self,
         data: list[dict[str, Any]],
-    ) -> list[RustTradeTick]:
-        return [RustTradeTick.from_dict(d) for d in data]
+    ) -> list[nautilus_pyo3.TradeTick]:
+        return [nautilus_pyo3.TradeTick.from_dict(d) for d in data]
 
     def from_pandas(
         self,
         df: pd.DataFrame,
         ts_init_delta: int = 0,
-    ) -> list[RustTradeTick]:
+    ) -> list[nautilus_pyo3.TradeTick]:
         """
         Process the given `data` into Nautilus `TradeTick` objects.
 
@@ -353,7 +341,7 @@ def from_pandas(
 
         Returns
         -------
-        list[RustTradeTick]
+        list[nautilus_pyo3.TradeTick]
             A list of PyO3 [pyclass] `TradeTick` objects.
 
         """
@@ -434,7 +422,7 @@ def __init__(
         size_precision: int,
     ) -> None:
         self.bar_type = bar_type
-        self._inner = RustBarDataWrangler(
+        self._inner = nautilus_pyo3.BarDataWrangler(
             bar_type=bar_type,
             price_precision=price_precision,
             size_precision=size_precision,
@@ -443,7 +431,7 @@ def __init__(
     def from_arrow(
         self,
         table: pa.Table,
-    ) -> list[RustBar]:
+    ) -> list[nautilus_pyo3.Bar]:
         sink = pa.BufferOutputStream()
         writer: pa.RecordBatchStreamWriter = pa.ipc.new_stream(sink, table.schema)
         writer.write_table(table)
@@ -457,7 +445,7 @@ def from_pandas(
         df: pd.DataFrame,
         default_volume: float = 1_000_000.0,
         ts_init_delta: int = 0,
-    ) -> list[RustBar]:
+    ) -> list[nautilus_pyo3.Bar]:
         """
         Process the given `data` into Nautilus `Bar` objects.
 
@@ -474,7 +462,7 @@ def from_pandas(
 
         Returns
         -------
-        list[RustBar]
+        list[nautilus_pyo3.Bar]
             A list of PyO3 [pyclass] `Bar` objects.
 
         """

diff --git a/nautilus_trader/serialization/arrow/schema.py b/nautilus_trader/serialization/arrow/schema.py
@@ -19,10 +19,7 @@
 from nautilus_trader.adapters.binance.common.types import BinanceBar
 from nautilus_trader.common.messages import ComponentStateChanged
 from nautilus_trader.common.messages import TradingStateChanged
-from nautilus_trader.core.nautilus_pyo3 import Bar as RustBar
-from nautilus_trader.core.nautilus_pyo3 import OrderBookDelta as RustOrderBookDelta
-from nautilus_trader.core.nautilus_pyo3 import QuoteTick as RustQuoteTick
-from nautilus_trader.core.nautilus_pyo3 import TradeTick as RustTradeTick
+from nautilus_trader.core import nautilus_pyo3
 from nautilus_trader.model.data import Bar
 from nautilus_trader.model.data import InstrumentClose
 from nautilus_trader.model.data import InstrumentStatus
@@ -51,17 +48,26 @@
     OrderBookDelta: pa.schema(
         [
             pa.field(k, pa.type_for_alias(v), False)
-            for k, v in RustOrderBookDelta.get_fields().items()
+            for k, v in nautilus_pyo3.OrderBookDelta.get_fields().items()
         ],
     ),
     QuoteTick: pa.schema(
-        [pa.field(k, pa.type_for_alias(v), False) for k, v in RustQuoteTick.get_fields().items()],
+        [
+            pa.field(k, pa.type_for_alias(v), False)
+            for k, v in nautilus_pyo3.QuoteTick.get_fields().items()
+        ],
     ),
     TradeTick: pa.schema(
-        [pa.field(k, pa.type_for_alias(v), False) for k, v in RustTradeTick.get_fields().items()],
+        [
+            pa.field(k, pa.type_for_alias(v), False)
+            for k, v in nautilus_pyo3.TradeTick.get_fields().items()
+        ],
     ),
     Bar: pa.schema(
-        [pa.field(k, pa.type_for_alias(v), False) for k, v in RustBar.get_fields().items()],
+        [
+            pa.field(k, pa.type_for_alias(v), False)
+            for k, v in nautilus_pyo3.Bar.get_fields().items()
+        ],
     ),
     Ticker: pa.schema(
         [