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Add parsable raw string representation of Money object #1612

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Add parsable raw string representation of Money object #1612

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d78d1b2
implement to_raw_str for Money object
filipmacek Apr 26, 2024
7b4d0a5
change notional format for to_dict function in instruments
filipmacek Apr 26, 2024
e9f6daa
fix test_instrument with recent from_raw_str Money change
filipmacek Apr 26, 2024
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4 changes: 2 additions & 2 deletions nautilus_trader/model/instruments/base.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -318,8 +318,8 @@ cdef class Instrument(Data):
"lot_size": str(obj.lot_size) if obj.lot_size is not None else None,
"max_quantity": str(obj.max_quantity) if obj.max_quantity is not None else None,
"min_quantity": str(obj.min_quantity) if obj.min_quantity is not None else None,
"max_notional": obj.max_notional.to_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_str() if obj.min_notional is not None else None,
"max_notional": obj.max_notional.to_raw_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_raw_str() if obj.min_notional is not None else None,
"max_price": str(obj.max_price) if obj.max_price is not None else None,
"min_price": str(obj.min_price) if obj.min_price is not None else None,
"margin_init": str(obj.margin_init),
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4 changes: 2 additions & 2 deletions nautilus_trader/model/instruments/cfd.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -236,8 +236,8 @@ cdef class Cfd(Instrument):
"lot_size": str(obj.lot_size) if obj.lot_size is not None else None,
"max_quantity": str(obj.max_quantity) if obj.max_quantity is not None else None,
"min_quantity": str(obj.min_quantity) if obj.min_quantity is not None else None,
"max_notional": obj.max_notional.to_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_str() if obj.min_notional is not None else None,
"max_notional": obj.max_notional.to_raw_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_raw_str() if obj.min_notional is not None else None,
"max_price": str(obj.max_price) if obj.max_price is not None else None,
"min_price": str(obj.min_price) if obj.min_price is not None else None,
"margin_init": str(obj.margin_init),
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4 changes: 2 additions & 2 deletions nautilus_trader/model/instruments/commodity.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -225,8 +225,8 @@ cdef class Commodity(Instrument):
"lot_size": str(obj.lot_size) if obj.lot_size is not None else None,
"max_quantity": str(obj.max_quantity) if obj.max_quantity is not None else None,
"min_quantity": str(obj.min_quantity) if obj.min_quantity is not None else None,
"max_notional": obj.max_notional.to_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_str() if obj.min_notional is not None else None,
"max_notional": obj.max_notional.to_raw_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_raw_str() if obj.min_notional is not None else None,
"max_price": str(obj.max_price) if obj.max_price is not None else None,
"min_price": str(obj.min_price) if obj.min_price is not None else None,
"margin_init": str(obj.margin_init),
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4 changes: 2 additions & 2 deletions nautilus_trader/model/instruments/crypto_future.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -311,8 +311,8 @@ cdef class CryptoFuture(Instrument):
"lot_size": str(obj.lot_size),
"max_quantity": str(obj.max_quantity) if obj.max_quantity is not None else None,
"min_quantity": str(obj.min_quantity) if obj.min_quantity is not None else None,
"max_notional": obj.max_notional.to_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_str() if obj.min_notional is not None else None,
"max_notional": obj.max_notional.to_raw_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_raw_str() if obj.min_notional is not None else None,
"max_price": str(obj.max_price) if obj.max_price is not None else None,
"min_price": str(obj.min_price) if obj.min_price is not None else None,
"margin_init": str(obj.margin_init),
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4 changes: 2 additions & 2 deletions nautilus_trader/model/instruments/crypto_perpetual.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -238,8 +238,8 @@ cdef class CryptoPerpetual(Instrument):
"lot_size": str(obj.lot_size),
"max_quantity": str(obj.max_quantity) if obj.max_quantity is not None else None,
"min_quantity": str(obj.min_quantity) if obj.min_quantity is not None else None,
"max_notional": obj.max_notional.to_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_str() if obj.min_notional is not None else None,
"max_notional": obj.max_notional.to_raw_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_raw_str() if obj.min_notional is not None else None,
"max_price": str(obj.max_price) if obj.max_price is not None else None,
"min_price": str(obj.min_price) if obj.min_price is not None else None,
"margin_init": str(obj.margin_init),
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4 changes: 2 additions & 2 deletions nautilus_trader/model/instruments/currency_pair.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -244,8 +244,8 @@ cdef class CurrencyPair(Instrument):
"lot_size": str(obj.lot_size) if obj.lot_size is not None else None,
"max_quantity": str(obj.max_quantity) if obj.max_quantity is not None else None,
"min_quantity": str(obj.min_quantity) if obj.min_quantity is not None else None,
"max_notional": obj.max_notional.to_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_str() if obj.min_notional is not None else None,
"max_notional": obj.max_notional.to_raw_str() if obj.max_notional is not None else None,
"min_notional": obj.min_notional.to_raw_str() if obj.min_notional is not None else None,
"max_price": str(obj.max_price) if obj.max_price is not None else None,
"min_price": str(obj.min_price) if obj.min_price is not None else None,
"margin_init": str(obj.margin_init),
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1 change: 1 addition & 0 deletions nautilus_trader/model/objects.pxd
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Original file line number Diff line number Diff line change
Expand Up @@ -147,6 +147,7 @@ cdef class Money:
cdef void sub_assign(self, Money other)

cpdef str to_str(self)
cpdef str to_raw_str(self)
cpdef object as_decimal(self)
cpdef double as_double(self)

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11 changes: 11 additions & 0 deletions nautilus_trader/model/objects.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -1234,6 +1234,17 @@ cdef class Money:
"""
return f"{self.as_f64_c():,.{self._mem.currency.precision}f} {self.currency_code_c()}".replace(",", "_")

cpdef str to_raw_str(self):
"""
Return the raw string representation of the money.

Returns
-------
str

"""
return f"{self.as_f64_c():.{self._mem.currency.precision}f} {self.currency_code_c()}"


cdef class Currency:
"""
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2 changes: 1 addition & 1 deletion tests/unit_tests/model/test_instrument.py
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Expand Up @@ -175,7 +175,7 @@ def test_crypto_perpetual_instrument_to_dict(self):
"size_increment": "1",
"max_quantity": None,
"min_quantity": None,
"max_notional": "10_000_000.00 USD",
"max_notional": "10000000.00 USD",
"min_notional": "1.00 USD",
"max_price": "1000000.0",
"min_price": "0.5",
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