Rename GenericData to CustomData

RELEASES.md

@@ -17,6 +17,9 @@ Released on TBD (UTC).
 - Changed `ComponentStateChanged` Arrow schema for `config` from `string` to `binary`
 - Changed `OrderInitialized` Arrow schema for `options` from `string` to `binary`
 - Changed `OrderBookDeltas` dictionary representation of `deltas` field from JSON `bytes` to a list of `dict` (standardize with all other data types)
+- Renamed `GenericData` to `CustomData` (more accurately reflects the nature of the type)
+- Renamed `DataClient.subscribed_generic_data` to `.subscribed_custom_data`
+- Renamed `ParquetDataCatalog.generic_data` to `.custom_data`
 - Renamed all version 2 data wrangler classes with a `V2` suffix for clarity
 - Renamed `TradeReport` to `FillReport` (more conventional terminology, and more clearly separates market data from user execution reports)
 - Renamed `AssetType` enum to `InstrumentClass` (more conventional terminology)

docs/concepts/advanced/custom_data.md

@@ -1,4 +1,4 @@
-# Custom/Generic Data
+# Custom Data
 Due to the modular nature of the Nautilus design, it is possible to set up systems 
 with very flexible data streams, including custom user defined data types. This
 guide covers some possible use cases for this functionality.
@@ -92,7 +92,7 @@ self.subscribe_data(
 
 This will result in your actor/strategy passing these received `MyDataPoint` 
 objects to your `on_data` method. You will need to check the type, as this 
-method acts as a flexible handler for all custom/generic data.
+method acts as a flexible handler for all custom data.
 
 ```python
 def on_data(self, data: Data) -> None:

docs/concepts/advanced/index.md

@@ -28,7 +28,7 @@ highest to lowest level (although they are self-contained and can be read in any
 Explore more advanced concepts of NautilusTrader through these guides:
 
 - [Actors](actors.md)
-- [Custom/Generic data](custom_data.md)
+- [Custom Data](custom_data.md)
 - [Advanced Orders](advanced_orders.md)
 - [Emulated Orders](emulated_orders.md)
 - [Synthetic Instruments](synthetic_instruments.md)

docs/concepts/data.md

@@ -23,7 +23,7 @@ This inheritance ensures chronological data ordering (vital for backtesting), wh
 Consistency is key; data flows through the platform in exactly the same way for all system environment contexts (`backtest`, `sandbox`, `live`)
 primarily through the `MessageBus` to the `DataEngine` and onto subscribed or registered handlers.
 
-For those seeking customization, the platform supports user-defined data types. Refer to the advanced [Custom/Generic data guide](advanced/custom_data.md) for more details.
+For those seeking customization, the platform supports user-defined data types. Refer to the advanced [Custom data guide](advanced/custom_data.md) for more details.
 
 ## Loading data
 

docs/concepts/strategies.md

@@ -103,7 +103,7 @@ def on_instrument(self, instrument: Instrument) -> None:
 def on_instrument_status(self, data: InstrumentStatus) -> None:
 def on_instrument_close(self, data: InstrumentClose) -> None:
 def on_historical_data(self, data: Data) -> None:
-def on_data(self, data: Data) -> None:  # Generic data passed to this handler
+def on_data(self, data: Data) -> None:  # Custom data passed to this handler
 ```
 
 #### Order management

nautilus_trader/adapters/betfair/data.py

@@ -38,8 +38,8 @@
 from nautilus_trader.core.data import Data
 from nautilus_trader.core.message import Event
 from nautilus_trader.live.data_client import LiveMarketDataClient
+from nautilus_trader.model.data import CustomData
 from nautilus_trader.model.data import DataType
-from nautilus_trader.model.data import GenericData
 from nautilus_trader.model.enums import BookType
 from nautilus_trader.model.identifiers import ClientId
 from nautilus_trader.model.identifiers import InstrumentId
@@ -262,11 +262,11 @@ def _on_market_update(self, mcm: MCM) -> None:
             self._log.debug(f"{data}")
             if isinstance(data, BetfairStartingPrice | BSPOrderBookDelta):
                 # Not a regular data type
-                generic_data = GenericData(
+                custom_data = CustomData(
                     DataType(data.__class__, {"instrument_id": data.instrument_id}),
                     data,
                 )
-                self._handle_data(generic_data)
+                self._handle_data(custom_data)
             elif isinstance(data, Data):
                 if self._strict_handling and (
                     hasattr(data, "instrument_id")

nautilus_trader/adapters/binance/common/data.py

@@ -57,8 +57,8 @@
 from nautilus_trader.model.data import Bar
 from nautilus_trader.model.data import BarSpecification
 from nautilus_trader.model.data import BarType
+from nautilus_trader.model.data import CustomData
 from nautilus_trader.model.data import DataType
-from nautilus_trader.model.data import GenericData
 from nautilus_trader.model.data import OrderBookDelta
 from nautilus_trader.model.data import OrderBookDeltas
 from nautilus_trader.model.data import QuoteTick
@@ -956,7 +956,7 @@ def _handle_ticker(self, raw: bytes) -> None:
             BinanceTicker,
             metadata={"instrument_id": instrument_id},
         )
-        custom = GenericData(data_type=data_type, data=ticker)
+        custom = CustomData(data_type=data_type, data=ticker)
         self._handle_data(custom)
 
     def _handle_kline(self, raw: bytes) -> None:

nautilus_trader/adapters/binance/futures/data.py

@@ -32,8 +32,8 @@
 from nautilus_trader.common.logging import Logger
 from nautilus_trader.common.providers import InstrumentProvider
 from nautilus_trader.core.correctness import PyCondition
+from nautilus_trader.model.data import CustomData
 from nautilus_trader.model.data import DataType
-from nautilus_trader.model.data import GenericData
 from nautilus_trader.model.data import OrderBookDelta
 from nautilus_trader.model.data import OrderBookDeltas
 from nautilus_trader.model.data import TradeTick
@@ -155,5 +155,5 @@ def _handle_mark_price(self, raw: bytes) -> None:
             BinanceFuturesMarkPriceUpdate,
             metadata={"instrument_id": instrument_id},
         )
-        generic = GenericData(data_type=data_type, data=data)
+        generic = CustomData(data_type=data_type, data=data)
         self._handle_data(generic)

nautilus_trader/adapters/bybit/data.py

@@ -45,8 +45,8 @@
 from nautilus_trader.live.data_client import LiveMarketDataClient
 from nautilus_trader.model.data import Bar
 from nautilus_trader.model.data import BarType
+from nautilus_trader.model.data import CustomData
 from nautilus_trader.model.data import DataType
-from nautilus_trader.model.data import GenericData
 from nautilus_trader.model.data import TradeTick
 from nautilus_trader.model.enums import PriceType
 from nautilus_trader.model.identifiers import ClientId
@@ -132,7 +132,7 @@ async def fetch_send_tickers(
         data = DataResponse(
             client_id=ClientId(BYBIT_VENUE.value),
             venue=BYBIT_VENUE,
-            data_type=DataType(GenericData),
+            data_type=DataType(CustomData),
             data=tickers,
             correlation_id=id,
             response_id=UUID4(),

nautilus_trader/backtest/engine.pyx

@@ -70,7 +70,7 @@ from nautilus_trader.core.rust.model cimport OmsType
 from nautilus_trader.core.uuid cimport UUID4
 from nautilus_trader.execution.algorithm cimport ExecAlgorithm
 from nautilus_trader.model.data cimport Bar
-from nautilus_trader.model.data cimport GenericData
+from nautilus_trader.model.data cimport CustomData
 from nautilus_trader.model.data cimport InstrumentStatus
 from nautilus_trader.model.data cimport OrderBookDelta
 from nautilus_trader.model.data cimport OrderBookDeltas
@@ -557,14 +557,14 @@ cdef class BacktestEngine:
         bint sort = True,
     ) -> None:
         """
-        Add the given data to the backtest engine.
+        Add the given custom data to the backtest engine.
 
         Parameters
         ----------
         data : list[Data]
             The data to add.
         client_id : ClientId, optional
-            The data client ID to associate with generic data.
+            The data client ID to associate with custom data.
         validate : bool, default True
             If `data` should be validated
             (recommended when adding data directly to the engine).
@@ -634,7 +634,7 @@ cdef class BacktestEngine:
                 Condition.not_none(client_id, "client_id")
                 # Check client has been registered
                 self._add_data_client_if_not_exists(client_id)
-                if isinstance(first, GenericData):
+                if isinstance(first, CustomData):
                     data_added_str = f"{type(first.data).__name__} "
 
         # Add data

nautilus_trader/common/actor.pyx

@@ -448,7 +448,7 @@ cdef class Actor(Component):
 
     cpdef void on_data(self, Data data):
         """
-        Actions to be performed when running and receives generic data.
+        Actions to be performed when running and receives data.
 
         Parameters
         ----------

nautilus_trader/data/client.pxd

@@ -41,7 +41,7 @@ cdef class DataClient(Component):
 
 # -- SUBSCRIPTIONS --------------------------------------------------------------------------------
 
-    cpdef list subscribed_generic_data(self)
+    cpdef list subscribed_custom_data(self)
 
     cpdef void subscribe(self, DataType data_type)
     cpdef void unsubscribe(self, DataType data_type)

nautilus_trader/data/client.pyx

@@ -103,9 +103,9 @@ cdef class DataClient(Component):
 
 # -- SUBSCRIPTIONS --------------------------------------------------------------------------------
 
-    cpdef list subscribed_generic_data(self):
+    cpdef list subscribed_custom_data(self):
         """
-        Return the generic data types subscribed to.
+        Return the custom data types subscribed to.
 
         Returns
         -------
@@ -262,9 +262,9 @@ cdef class MarketDataClient(DataClient):
 
 # -- SUBSCRIPTIONS --------------------------------------------------------------------------------
 
-    cpdef list subscribed_generic_data(self):
+    cpdef list subscribed_custom_data(self):
         """
-        Return the generic data types subscribed to.
+        Return the custom data types subscribed to.
 
         Returns
         -------

nautilus_trader/data/engine.pxd

@@ -26,8 +26,8 @@ from nautilus_trader.data.messages cimport Subscribe
 from nautilus_trader.data.messages cimport Unsubscribe
 from nautilus_trader.model.data cimport Bar
 from nautilus_trader.model.data cimport BarType
+from nautilus_trader.model.data cimport CustomData
 from nautilus_trader.model.data cimport DataType
-from nautilus_trader.model.data cimport GenericData
 from nautilus_trader.model.data cimport InstrumentClose
 from nautilus_trader.model.data cimport InstrumentStatus
 from nautilus_trader.model.data cimport OrderBookDelta
@@ -90,7 +90,7 @@ cdef class DataEngine(Component):
 
 # -- SUBSCRIPTIONS --------------------------------------------------------------------------------
 
-    cpdef list subscribed_generic_data(self)
+    cpdef list subscribed_custom_data(self)
     cpdef list subscribed_instruments(self)
     cpdef list subscribed_order_book_deltas(self)
     cpdef list subscribed_order_book_snapshots(self)
@@ -147,7 +147,7 @@ cdef class DataEngine(Component):
     cpdef void _handle_quote_tick(self, QuoteTick tick)
     cpdef void _handle_trade_tick(self, TradeTick tick)
     cpdef void _handle_bar(self, Bar bar)
-    cpdef void _handle_generic_data(self, GenericData data)
+    cpdef void _handle_custom_data(self, CustomData data)
     cpdef void _handle_venue_status(self, VenueStatus data)
     cpdef void _handle_instrument_status(self, InstrumentStatus data)
     cpdef void _handle_close_price(self, InstrumentClose data)

nautilus_trader/data/engine.pyx

@@ -339,9 +339,9 @@ cdef class DataEngine(Component):
 
 # -- SUBSCRIPTIONS --------------------------------------------------------------------------------
 
-    cpdef list subscribed_generic_data(self):
+    cpdef list subscribed_custom_data(self):
         """
-        Return the generic data types subscribed to.
+        Return the custom data types subscribed to.
 
         Returns
         -------
@@ -351,7 +351,7 @@ cdef class DataEngine(Component):
         cdef list subscriptions = []
         cdef DataClient client
         for client in self._clients.values():
-            subscriptions += client.subscribed_generic_data()
+            subscriptions += client.subscribed_custom_data()
         return subscriptions
 
     cpdef list subscribed_instruments(self):
@@ -995,7 +995,7 @@ cdef class DataEngine(Component):
         Condition.not_none(data_type, "data_type")
 
         try:
-            if data_type not in client.subscribed_generic_data():
+            if data_type not in client.subscribed_custom_data():
                 client.subscribe(data_type)
         except NotImplementedError:
             self._log.error(
@@ -1310,7 +1310,7 @@ cdef class DataEngine(Component):
                 end=ts_end,
             )
         else:
-            data = self._catalog.generic_data(
+            data = self._catalog.custom_data(
                 cls=request.data_type.type,
                 metadata=request.data_type.metadata,
                 start=ts_start,
@@ -1360,8 +1360,8 @@ cdef class DataEngine(Component):
             self._handle_instrument_status(data)
         elif isinstance(data, InstrumentClose):
             self._handle_close_price(data)
-        elif isinstance(data, GenericData):
-            self._handle_generic_data(data)
+        elif isinstance(data, CustomData):
+            self._handle_custom_data(data)
         else:
             self._log.error(f"Cannot handle data: unrecognized type {type(data)} {data}.")
 
@@ -1480,7 +1480,7 @@ cdef class DataEngine(Component):
     cpdef void _handle_close_price(self, InstrumentClose data):
         self._msgbus.publish_c(topic=f"data.venue.close_price.{data.instrument_id}", msg=data)
 
-    cpdef void _handle_generic_data(self, GenericData data):
+    cpdef void _handle_custom_data(self, CustomData data):
         self._msgbus.publish_c(topic=f"data.{data.data_type.topic}", msg=data.data)
 
 # -- RESPONSE HANDLERS ----------------------------------------------------------------------------

nautilus_trader/examples/strategies/blank.py

@@ -178,7 +178,7 @@ def sell(self) -> None:
 
     def on_data(self, data: Data) -> None:
         """
-        Actions to be performed when the strategy is running and receives generic data.
+        Actions to be performed when the strategy is running and receives data.
 
         Parameters
         ----------

nautilus_trader/examples/strategies/ema_cross.py

@@ -276,7 +276,7 @@ def sell(self) -> None:
 
     def on_data(self, data: Data) -> None:
         """
-        Actions to be performed when the strategy is running and receives generic data.
+        Actions to be performed when the strategy is running and receives data.
 
         Parameters
         ----------

nautilus_trader/examples/strategies/ema_cross_bracket.py

@@ -258,7 +258,7 @@ def sell(self, last_bar: Bar) -> None:
 
     def on_data(self, data: Data) -> None:
         """
-        Actions to be performed when the strategy is running and receives generic data.
+        Actions to be performed when the strategy is running and receives data.
 
         Parameters
         ----------

nautilus_trader/examples/strategies/ema_cross_bracket_algo.py

@@ -307,7 +307,7 @@ def sell(self, last_bar: Bar) -> None:
 
     def on_data(self, data: Data) -> None:
         """
-        Actions to be performed when the strategy is running and receives generic data.
+        Actions to be performed when the strategy is running and receives data.
 
         Parameters
         ----------

nautilus_trader/examples/strategies/ema_cross_cython.pyx

@@ -259,7 +259,7 @@ cdef class EMACross(Strategy):
 
     cpdef void on_data(self, Data data):
         """
-        Actions to be performed when the strategy is running and receives generic data.
+        Actions to be performed when the strategy is running and receives data.
 
         Parameters
         ----------

nautilus_trader/examples/strategies/ema_cross_stop_entry.py

@@ -370,7 +370,7 @@ def trailing_stop_sell(self) -> None:
 
     def on_data(self, data: Data) -> None:
         """
-        Actions to be performed when the strategy is running and receives generic data.
+        Actions to be performed when the strategy is running and receives data.
 
         Parameters
         ----------

nautilus_trader/examples/strategies/ema_cross_trailing_stop.py

@@ -349,7 +349,7 @@ def trailing_stop_sell(self) -> None:
 
     def on_data(self, data: Data) -> None:
         """
-        Actions to be performed when the strategy is running and receives generic data.
+        Actions to be performed when the strategy is running and receives data.
 
         Parameters
         ----------

nautilus_trader/examples/strategies/ema_cross_twap.py

@@ -295,7 +295,7 @@ def sell(self) -> None:
 
     def on_data(self, data: Data) -> None:
         """
-        Actions to be performed when the strategy is running and receives generic data.
+        Actions to be performed when the strategy is running and receives data.
 
         Parameters
         ----------

nautilus_trader/examples/strategies/volatility_market_maker.py

@@ -159,7 +159,7 @@ def on_start(self) -> None:
 
     def on_data(self, data: Data) -> None:
         """
-        Actions to be performed when the strategy is running and receives generic data.
+        Actions to be performed when the strategy is running and receives data.
 
         Parameters
         ----------

nautilus_trader/model/data.pxd

@@ -68,7 +68,7 @@ cdef class DataType:
     """The data types topic string.\n\n:returns: `str`"""
 
 
-cdef class GenericData(Data):
+cdef class CustomData(Data):
     cdef readonly DataType data_type
     """The data type.\n\n:returns: `DataType`"""
     cdef readonly Data data

nautilus_trader/model/data.pyx

@@ -1161,9 +1161,9 @@ cdef class DataType:
         return f"{type(self).__name__}(type={self.type.__name__}, metadata={self.metadata})"
 
 
-cdef class GenericData(Data):
+cdef class CustomData(Data):
     """
-    Provides a generic data wrapper which includes data type information.
+    Provides a wrapper for custom data which includes data type information.
 
     Parameters
     ----------