diff --git a/nautilus_core/backtest/src/exchange.rs b/nautilus_core/backtest/src/exchange.rs index e5728bb08d6..594ef45b3b7 100644 --- a/nautilus_core/backtest/src/exchange.rs +++ b/nautilus_core/backtest/src/exchange.rs @@ -353,15 +353,15 @@ impl SimulatedExchange { todo!("process order book deltas") } - pub fn process_quote_tick(&mut self, tick: &QuoteTick) { + pub fn process_quote_tick(&mut self, quote: &QuoteTick) { for module in &self.modules { - module.pre_process(Data::Quote(tick.to_owned())); + module.pre_process(Data::Quote(quote.to_owned())); } - if !self.matching_engines.contains_key(&tick.instrument_id) { + if !self.matching_engines.contains_key("e.instrument_id) { let instrument = { let cache = self.cache.as_ref().borrow(); - cache.instrument(&tick.instrument_id).cloned() + cache.instrument("e.instrument_id).cloned() }; if let Some(instrument) = instrument { @@ -369,27 +369,27 @@ impl SimulatedExchange { } else { panic!( "No matching engine found for instrument {}", - tick.instrument_id + quote.instrument_id ); } } - if let Some(matching_engine) = self.matching_engines.get_mut(&tick.instrument_id) { - matching_engine.process_quote_tick(tick); + if let Some(matching_engine) = self.matching_engines.get_mut("e.instrument_id) { + matching_engine.process_quote_tick(quote); } else { panic!("Matching engine should be initialized"); } } - pub fn process_trade_tick(&mut self, tick: &TradeTick) { + pub fn process_trade_tick(&mut self, trade: &TradeTick) { for module in &self.modules { - module.pre_process(Data::Trade(tick.to_owned())); + module.pre_process(Data::Trade(trade.to_owned())); } - if !self.matching_engines.contains_key(&tick.instrument_id) { + if !self.matching_engines.contains_key(&trade.instrument_id) { let instrument = { let cache = self.cache.as_ref().borrow(); - cache.instrument(&tick.instrument_id).cloned() + cache.instrument(&trade.instrument_id).cloned() }; if let Some(instrument) = instrument { @@ -397,13 +397,13 @@ impl SimulatedExchange { } else { panic!( "No matching engine found for instrument {}", - tick.instrument_id + trade.instrument_id ); } } - if let Some(matching_engine) = self.matching_engines.get_mut(&tick.instrument_id) { - matching_engine.process_trade_tick(tick); + if let Some(matching_engine) = self.matching_engines.get_mut(&trade.instrument_id) { + matching_engine.process_trade_tick(trade); } else { panic!("Matching engine should be initialized"); } diff --git a/nautilus_core/backtest/src/matching_engine.rs b/nautilus_core/backtest/src/matching_engine.rs index d064b7cf07e..f4fc48d68fa 100644 --- a/nautilus_core/backtest/src/matching_engine.rs +++ b/nautilus_core/backtest/src/matching_engine.rs @@ -269,14 +269,14 @@ impl OrderMatchingEngine { self.iterate(delta.ts_event); } - pub fn process_quote_tick(&mut self, tick: &QuoteTick) { - log::debug!("Processing {tick}"); + pub fn process_quote_tick(&mut self, quote: &QuoteTick) { + log::debug!("Processing {quote}"); if self.book_type == BookType::L1_MBP { - self.book.update_quote_tick(tick).unwrap(); + self.book.update_quote_tick(quote).unwrap(); } - self.iterate(tick.ts_event); + self.iterate(quote.ts_event); } pub fn process_bar(&mut self, bar: &Bar) { @@ -463,15 +463,15 @@ impl OrderMatchingEngine { self.last_bar_ask = None; } - pub fn process_trade_tick(&mut self, tick: &TradeTick) { - log::debug!("Processing {tick}"); + pub fn process_trade_tick(&mut self, trade: &TradeTick) { + log::debug!("Processing {trade}"); if self.book_type == BookType::L1_MBP { - self.book.update_trade_tick(tick).unwrap(); + self.book.update_trade_tick(trade).unwrap(); } - self.core.set_last_raw(tick.price); + self.core.set_last_raw(trade.price); - self.iterate(tick.ts_event); + self.iterate(trade.ts_event); } // -- TRADING COMMANDS ------------------------------------------------------------------------ diff --git a/nautilus_core/common/src/cache/mod.rs b/nautilus_core/common/src/cache/mod.rs index b79f94410ee..1086b6564b4 100644 --- a/nautilus_core/common/src/cache/mod.rs +++ b/nautilus_core/common/src/cache/mod.rs @@ -2430,7 +2430,7 @@ impl Cache { /// Gets all quote ticks for the given `instrument_id`. #[must_use] - pub fn quote_ticks(&self, instrument_id: &InstrumentId) -> Option> { + pub fn quotes(&self, instrument_id: &InstrumentId) -> Option> { self.quotes .get(instrument_id) .map(|quotes| quotes.iter().copied().collect()) @@ -2438,7 +2438,7 @@ impl Cache { /// Gets all trade ticks for the given `instrument_id`. #[must_use] - pub fn trade_ticks(&self, instrument_id: &InstrumentId) -> Option> { + pub fn trades(&self, instrument_id: &InstrumentId) -> Option> { self.trades .get(instrument_id) .map(|trades| trades.iter().copied().collect()) @@ -2460,7 +2460,7 @@ impl Cache { /// Gets a reference to the latest quote tick for the given `instrument_id`. #[must_use] - pub fn quote_tick(&self, instrument_id: &InstrumentId) -> Option<&QuoteTick> { + pub fn quote(&self, instrument_id: &InstrumentId) -> Option<&QuoteTick> { self.quotes .get(instrument_id) .and_then(|quotes| quotes.front()) @@ -2468,7 +2468,7 @@ impl Cache { /// Gets a refernece to the latest trade tick for the given `instrument_id`. #[must_use] - pub fn trade_tick(&self, instrument_id: &InstrumentId) -> Option<&TradeTick> { + pub fn trade(&self, instrument_id: &InstrumentId) -> Option<&TradeTick> { self.trades .get(instrument_id) .and_then(|trades| trades.front()) @@ -2488,7 +2488,7 @@ impl Cache { /// Gets the quote tick count for the given `instrument_id`. #[must_use] - pub fn quote_tick_count(&self, instrument_id: &InstrumentId) -> usize { + pub fn quote_count(&self, instrument_id: &InstrumentId) -> usize { self.quotes .get(instrument_id) .map_or(0, std::collections::VecDeque::len) @@ -2496,7 +2496,7 @@ impl Cache { /// Gets the trade tick count for the given `instrument_id`. #[must_use] - pub fn trade_tick_count(&self, instrument_id: &InstrumentId) -> usize { + pub fn trade_count(&self, instrument_id: &InstrumentId) -> usize { self.trades .get(instrument_id) .map_or(0, std::collections::VecDeque::len) @@ -2519,13 +2519,13 @@ impl Cache { /// Returns whether the cache contains quote ticks for the given `instrument_id`. #[must_use] pub fn has_quote_ticks(&self, instrument_id: &InstrumentId) -> bool { - self.quote_tick_count(instrument_id) > 0 + self.quote_count(instrument_id) > 0 } /// Returns whether the cache contains trade ticks for the given `instrument_id`. #[must_use] pub fn has_trade_ticks(&self, instrument_id: &InstrumentId) -> bool { - self.trade_tick_count(instrument_id) > 0 + self.trade_count(instrument_id) > 0 } /// Returns whether the cache contains bars for the given `bar_type`. @@ -3101,7 +3101,7 @@ mod tests { #[rstest] fn test_quote_tick_when_empty(cache: Cache, audusd_sim: CurrencyPair) { - let result = cache.quote_tick(&audusd_sim.id); + let result = cache.quote(&audusd_sim.id); assert!(result.is_none()); } @@ -3109,13 +3109,13 @@ mod tests { fn test_quote_tick_when_some(mut cache: Cache) { let quote = QuoteTick::default(); cache.add_quote(quote).unwrap(); - let result = cache.quote_tick("e.instrument_id); + let result = cache.quote("e.instrument_id); assert_eq!(result, Some("e)); } #[rstest] fn test_quote_ticks_when_empty(cache: Cache, audusd_sim: CurrencyPair) { - let result = cache.quote_ticks(&audusd_sim.id); + let result = cache.quotes(&audusd_sim.id); assert!(result.is_none()); } @@ -3127,13 +3127,13 @@ mod tests { QuoteTick::default(), ]; cache.add_quotes("es).unwrap(); - let result = cache.quote_ticks("es[0].instrument_id); + let result = cache.quotes("es[0].instrument_id); assert_eq!(result, Some(quotes)); } #[rstest] fn test_trade_tick_when_empty(cache: Cache, audusd_sim: CurrencyPair) { - let result = cache.trade_tick(&audusd_sim.id); + let result = cache.trade(&audusd_sim.id); assert!(result.is_none()); } @@ -3141,13 +3141,13 @@ mod tests { fn test_trade_tick_when_some(mut cache: Cache) { let trade = TradeTick::default(); cache.add_trade(trade).unwrap(); - let result = cache.trade_tick(&trade.instrument_id); + let result = cache.trade(&trade.instrument_id); assert_eq!(result, Some(&trade)); } #[rstest] fn test_trade_ticks_when_empty(cache: Cache, audusd_sim: CurrencyPair) { - let result = cache.trade_ticks(&audusd_sim.id); + let result = cache.trades(&audusd_sim.id); assert!(result.is_none()); } @@ -3159,7 +3159,7 @@ mod tests { TradeTick::default(), ]; cache.add_trades(&trades).unwrap(); - let result = cache.trade_ticks(&trades[0].instrument_id); + let result = cache.trades(&trades[0].instrument_id); assert_eq!(result, Some(trades)); } diff --git a/nautilus_core/data/src/engine/mod.rs b/nautilus_core/data/src/engine/mod.rs index 77a52bbee80..1fe45ccdf74 100644 --- a/nautilus_core/data/src/engine/mod.rs +++ b/nautilus_core/data/src/engine/mod.rs @@ -1430,7 +1430,7 @@ mod tests { let cache = &data_engine.cache.borrow(); let messages = get_saved_messages::(handler); - assert_eq!(cache.quote_tick("e.instrument_id), Some(quote).as_ref()); + assert_eq!(cache.quote("e.instrument_id), Some(quote).as_ref()); assert_eq!(messages.len(), 1); assert!(messages.contains("e)); } @@ -1481,7 +1481,7 @@ mod tests { let cache = &data_engine.cache.borrow(); let messages = get_saved_messages::(handler); - assert_eq!(cache.trade_tick(&trade.instrument_id), Some(trade).as_ref()); + assert_eq!(cache.trade(&trade.instrument_id), Some(trade).as_ref()); assert_eq!(messages.len(), 1); assert!(messages.contains(&trade)); } diff --git a/nautilus_core/indicators/src/average/ama.rs b/nautilus_core/indicators/src/average/ama.rs index 2600b1e30ad..ab7ff62f7da 100644 --- a/nautilus_core/indicators/src/average/ama.rs +++ b/nautilus_core/indicators/src/average/ama.rs @@ -83,12 +83,12 @@ impl Indicator for AdaptiveMovingAverage { self.initialized } - fn handle_quote_tick(&mut self, tick: &QuoteTick) { - self.update_raw(tick.extract_price(self.price_type).into()); + fn handle_quote(&mut self, quote: &QuoteTick) { + self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn handle_trade(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } fn handle_bar(&mut self, bar: &Bar) { @@ -247,8 +247,8 @@ mod tests { } #[rstest] - fn test_handle_quote_tick(mut indicator_ama_10: AdaptiveMovingAverage, quote_tick: QuoteTick) { - indicator_ama_10.handle_quote_tick("e_tick); + fn test_handle_quote_tick(mut indicator_ama_10: AdaptiveMovingAverage, stub_quote: QuoteTick) { + indicator_ama_10.handle_quote(&stub_quote); assert!(indicator_ama_10.has_inputs); assert!(!indicator_ama_10.initialized); assert_eq!(indicator_ama_10.value, 1501.0); @@ -257,9 +257,9 @@ mod tests { #[rstest] fn test_handle_trade_tick_update( mut indicator_ama_10: AdaptiveMovingAverage, - trade_tick: TradeTick, + stub_trade: TradeTick, ) { - indicator_ama_10.handle_trade_tick(&trade_tick); + indicator_ama_10.handle_trade(&stub_trade); assert!(indicator_ama_10.has_inputs); assert!(!indicator_ama_10.initialized); assert_eq!(indicator_ama_10.value, 1500.0); diff --git a/nautilus_core/indicators/src/average/dema.rs b/nautilus_core/indicators/src/average/dema.rs index 981871fe9ae..c90a953d89f 100644 --- a/nautilus_core/indicators/src/average/dema.rs +++ b/nautilus_core/indicators/src/average/dema.rs @@ -66,11 +66,11 @@ impl Indicator for DoubleExponentialMovingAverage { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { self.update_raw((&trade.price).into()); } @@ -176,20 +176,20 @@ mod tests { } #[rstest] - fn test_handle_quote_tick( + fn test_handle_quote( mut indicator_dema_10: DoubleExponentialMovingAverage, - quote_tick: QuoteTick, + stub_quote: QuoteTick, ) { - indicator_dema_10.handle_quote_tick("e_tick); + indicator_dema_10.handle_quote(&stub_quote); assert_eq!(indicator_dema_10.value, 1501.0); } #[rstest] - fn test_handle_trade_tick( + fn test_handle_trade( mut indicator_dema_10: DoubleExponentialMovingAverage, - trade_tick: TradeTick, + stub_trade: TradeTick, ) { - indicator_dema_10.handle_trade_tick(&trade_tick); + indicator_dema_10.handle_trade(&stub_trade); assert_eq!(indicator_dema_10.value, 1500.0); } diff --git a/nautilus_core/indicators/src/average/ema.rs b/nautilus_core/indicators/src/average/ema.rs index 72c3fbfbd91..aaa71c874c5 100644 --- a/nautilus_core/indicators/src/average/ema.rs +++ b/nautilus_core/indicators/src/average/ema.rs @@ -57,11 +57,11 @@ impl Indicator for ExponentialMovingAverage { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { self.update_raw((&trade.price).into()); } @@ -187,29 +187,29 @@ mod tests { #[rstest] fn test_handle_quote_tick_single( indicator_ema_10: ExponentialMovingAverage, - quote_tick: QuoteTick, + stub_quote: QuoteTick, ) { let mut ema = indicator_ema_10; - ema.handle_quote_tick("e_tick); + ema.handle_quote(&stub_quote); assert!(ema.has_inputs()); assert_eq!(ema.value, 1501.0); } #[rstest] fn test_handle_quote_tick_multi(mut indicator_ema_10: ExponentialMovingAverage) { - let tick1 = quote_tick("1500.0", "1502.0"); - let tick2 = quote_tick("1502.0", "1504.0"); + let tick1 = stub_quote("1500.0", "1502.0"); + let tick2 = stub_quote("1502.0", "1504.0"); - indicator_ema_10.handle_quote_tick(&tick1); - indicator_ema_10.handle_quote_tick(&tick2); + indicator_ema_10.handle_quote(&tick1); + indicator_ema_10.handle_quote(&tick2); assert_eq!(indicator_ema_10.count, 2); assert_eq!(indicator_ema_10.value, 1_501.363_636_363_636_3); } #[rstest] - fn test_handle_trade_tick(indicator_ema_10: ExponentialMovingAverage, trade_tick: TradeTick) { + fn test_handle_trade_tick(indicator_ema_10: ExponentialMovingAverage, stub_trade: TradeTick) { let mut ema = indicator_ema_10; - ema.handle_trade_tick(&trade_tick); + ema.handle_trade(&stub_trade); assert!(ema.has_inputs()); assert_eq!(ema.value, 1500.0); } diff --git a/nautilus_core/indicators/src/average/hma.rs b/nautilus_core/indicators/src/average/hma.rs index 69ab215c559..2a680deb428 100644 --- a/nautilus_core/indicators/src/average/hma.rs +++ b/nautilus_core/indicators/src/average/hma.rs @@ -65,11 +65,11 @@ impl Indicator for HullMovingAverage { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { self.update_raw((&trade.price).into()); } @@ -217,14 +217,14 @@ mod tests { } #[rstest] - fn test_handle_quote_tick(mut indicator_hma_10: HullMovingAverage, quote_tick: QuoteTick) { - indicator_hma_10.handle_quote_tick("e_tick); + fn test_handle_quote_tick(mut indicator_hma_10: HullMovingAverage, stub_quote: QuoteTick) { + indicator_hma_10.handle_quote(&stub_quote); assert_eq!(indicator_hma_10.value, 1501.0); } #[rstest] - fn test_handle_trade_tick(mut indicator_hma_10: HullMovingAverage, trade_tick: TradeTick) { - indicator_hma_10.handle_trade_tick(&trade_tick); + fn test_handle_trade_tick(mut indicator_hma_10: HullMovingAverage, stub_trade: TradeTick) { + indicator_hma_10.handle_trade(&stub_trade); assert_eq!(indicator_hma_10.value, 1500.0); } diff --git a/nautilus_core/indicators/src/average/rma.rs b/nautilus_core/indicators/src/average/rma.rs index c9d5dbe682c..85c199635f6 100644 --- a/nautilus_core/indicators/src/average/rma.rs +++ b/nautilus_core/indicators/src/average/rma.rs @@ -57,11 +57,11 @@ impl Indicator for WilderMovingAverage { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { self.update_raw((&trade.price).into()); } @@ -189,28 +189,28 @@ mod tests { } #[rstest] - fn test_handle_quote_tick_single(indicator_rma_10: WilderMovingAverage, quote_tick: QuoteTick) { + fn test_handle_quote_tick_single(indicator_rma_10: WilderMovingAverage, stub_quote: QuoteTick) { let mut rma = indicator_rma_10; - rma.handle_quote_tick("e_tick); + rma.handle_quote(&stub_quote); assert!(rma.has_inputs()); assert_eq!(rma.value, 1501.0); } #[rstest] fn test_handle_quote_tick_multi(mut indicator_rma_10: WilderMovingAverage) { - let tick1 = quote_tick("1500.0", "1502.0"); - let tick2 = quote_tick("1502.0", "1504.0"); + let tick1 = stub_quote("1500.0", "1502.0"); + let tick2 = stub_quote("1502.0", "1504.0"); - indicator_rma_10.handle_quote_tick(&tick1); - indicator_rma_10.handle_quote_tick(&tick2); + indicator_rma_10.handle_quote(&tick1); + indicator_rma_10.handle_quote(&tick2); assert_eq!(indicator_rma_10.count, 2); assert_eq!(indicator_rma_10.value, 1_501.2); } #[rstest] - fn test_handle_trade_tick(indicator_rma_10: WilderMovingAverage, trade_tick: TradeTick) { + fn test_handle_trade_tick(indicator_rma_10: WilderMovingAverage, stub_trade: TradeTick) { let mut rma = indicator_rma_10; - rma.handle_trade_tick(&trade_tick); + rma.handle_trade(&stub_trade); assert!(rma.has_inputs()); assert_eq!(rma.value, 1500.0); } diff --git a/nautilus_core/indicators/src/average/sma.rs b/nautilus_core/indicators/src/average/sma.rs index 0d87277239f..7fdfc2a5983 100644 --- a/nautilus_core/indicators/src/average/sma.rs +++ b/nautilus_core/indicators/src/average/sma.rs @@ -56,11 +56,11 @@ impl Indicator for SimpleMovingAverage { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { self.update_raw((&trade.price).into()); } @@ -174,9 +174,9 @@ mod tests { } #[rstest] - fn test_handle_quote_tick_single(indicator_sma_10: SimpleMovingAverage, quote_tick: QuoteTick) { + fn test_handle_quote_tick_single(indicator_sma_10: SimpleMovingAverage, stub_quote: QuoteTick) { let mut sma = indicator_sma_10; - sma.handle_quote_tick("e_tick); + sma.handle_quote(&stub_quote); assert_eq!(sma.count, 1); assert_eq!(sma.value, 1501.0); } @@ -184,19 +184,19 @@ mod tests { #[rstest] fn test_handle_quote_tick_multi(indicator_sma_10: SimpleMovingAverage) { let mut sma = indicator_sma_10; - let tick1 = quote_tick("1500.0", "1502.0"); - let tick2 = quote_tick("1502.0", "1504.0"); + let tick1 = stub_quote("1500.0", "1502.0"); + let tick2 = stub_quote("1502.0", "1504.0"); - sma.handle_quote_tick(&tick1); - sma.handle_quote_tick(&tick2); + sma.handle_quote(&tick1); + sma.handle_quote(&tick2); assert_eq!(sma.count, 2); assert_eq!(sma.value, 1502.0); } #[rstest] - fn test_handle_trade_tick(indicator_sma_10: SimpleMovingAverage, trade_tick: TradeTick) { + fn test_handle_trade_tick(indicator_sma_10: SimpleMovingAverage, stub_trade: TradeTick) { let mut sma = indicator_sma_10; - sma.handle_trade_tick(&trade_tick); + sma.handle_trade(&stub_trade); assert_eq!(sma.count, 1); assert_eq!(sma.value, 1500.0); } diff --git a/nautilus_core/indicators/src/average/vidya.rs b/nautilus_core/indicators/src/average/vidya.rs index 5be0b3c006c..5a912df1856 100644 --- a/nautilus_core/indicators/src/average/vidya.rs +++ b/nautilus_core/indicators/src/average/vidya.rs @@ -63,11 +63,11 @@ impl Indicator for VariableIndexDynamicAverage { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { self.update_raw((&trade.price).into()); } @@ -199,18 +199,18 @@ mod tests { #[rstest] fn test_handle_quote_tick( mut indicator_vidya_10: VariableIndexDynamicAverage, - quote_tick: QuoteTick, + stub_quote: QuoteTick, ) { - indicator_vidya_10.handle_quote_tick("e_tick); + indicator_vidya_10.handle_quote(&stub_quote); assert_eq!(indicator_vidya_10.value, 0.0); } #[rstest] fn test_handle_trade_tick( mut indicator_vidya_10: VariableIndexDynamicAverage, - trade_tick: TradeTick, + stub_trade: TradeTick, ) { - indicator_vidya_10.handle_trade_tick(&trade_tick); + indicator_vidya_10.handle_trade(&stub_trade); assert_eq!(indicator_vidya_10.value, 0.0); } diff --git a/nautilus_core/indicators/src/average/wma.rs b/nautilus_core/indicators/src/average/wma.rs index 4e5a0c89685..873581e1e67 100644 --- a/nautilus_core/indicators/src/average/wma.rs +++ b/nautilus_core/indicators/src/average/wma.rs @@ -105,11 +105,11 @@ impl Indicator for WeightedMovingAverage { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { self.update_raw((&trade.price).into()); } diff --git a/nautilus_core/indicators/src/indicator.rs b/nautilus_core/indicators/src/indicator.rs index 2b323baf0dd..6b1758e9657 100644 --- a/nautilus_core/indicators/src/indicator.rs +++ b/nautilus_core/indicators/src/indicator.rs @@ -51,11 +51,11 @@ pub trait Indicator { panic!("`handle_book_mbo` {} `{}`", IMPL_ERR, self.name()); } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { panic!("`handle_quote_tick` {} `{}`", IMPL_ERR, self.name()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { panic!("`handle_trade_tick` {} `{}`", IMPL_ERR, self.name()); } diff --git a/nautilus_core/indicators/src/momentum/aroon.rs b/nautilus_core/indicators/src/momentum/aroon.rs index 68fe2b46610..7d9e26c0fa9 100644 --- a/nautilus_core/indicators/src/momentum/aroon.rs +++ b/nautilus_core/indicators/src/momentum/aroon.rs @@ -64,13 +64,13 @@ impl Indicator for AroonOscillator { self.initialized } - fn handle_quote_tick(&mut self, tick: &QuoteTick) { - let price = tick.extract_price(PriceType::Mid).into(); + fn handle_quote(&mut self, quote: &QuoteTick) { + let price = quote.extract_price(PriceType::Mid).into(); self.update_raw(price, price); } - fn handle_trade_tick(&mut self, tick: &TradeTick) { - let price = tick.price.into(); + fn handle_trade(&mut self, trade: &TradeTick) { + let price = trade.price.into(); self.update_raw(price, price); } diff --git a/nautilus_core/indicators/src/momentum/bb.rs b/nautilus_core/indicators/src/momentum/bb.rs index 2bc498bfce4..abbdedfab94 100644 --- a/nautilus_core/indicators/src/momentum/bb.rs +++ b/nautilus_core/indicators/src/momentum/bb.rs @@ -70,15 +70,15 @@ impl Indicator for BollingerBands { self.initialized } - fn handle_quote_tick(&mut self, tick: &QuoteTick) { - let bid = tick.bid_price.raw as f64; - let ask = tick.ask_price.raw as f64; + fn handle_quote(&mut self, quote: &QuoteTick) { + let bid = quote.bid_price.raw as f64; + let ask = quote.ask_price.raw as f64; let mid = (bid + ask) / 2.0; self.update_raw(ask, bid, mid); } - fn handle_trade_tick(&mut self, tick: &TradeTick) { - let price = tick.price.raw as f64; + fn handle_trade(&mut self, trade: &TradeTick) { + let price = trade.price.raw as f64; self.update_raw(price, price, price); } diff --git a/nautilus_core/indicators/src/momentum/cmo.rs b/nautilus_core/indicators/src/momentum/cmo.rs index 7969cc23fcf..1c9da79d567 100644 --- a/nautilus_core/indicators/src/momentum/cmo.rs +++ b/nautilus_core/indicators/src/momentum/cmo.rs @@ -59,11 +59,11 @@ impl Indicator for ChandeMomentumOscillator { self.initialized } - fn handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn handle_quote(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } - fn handle_trade_tick(&mut self, _tick: &TradeTick) { + fn handle_trade(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } @@ -201,8 +201,8 @@ mod tests { } #[rstest] - fn test_handle_quote_tick(mut cmo_10: ChandeMomentumOscillator, quote_tick: QuoteTick) { - cmo_10.handle_quote_tick("e_tick); + fn test_handle_quote_tick(mut cmo_10: ChandeMomentumOscillator, stub_quote: QuoteTick) { + cmo_10.handle_quote(&stub_quote); assert_eq!(cmo_10.count, 0); assert_eq!(cmo_10.value, 0.0); } diff --git a/nautilus_core/indicators/src/momentum/macd.rs b/nautilus_core/indicators/src/momentum/macd.rs index 4ab4207766b..fbccf10d118 100644 --- a/nautilus_core/indicators/src/momentum/macd.rs +++ b/nautilus_core/indicators/src/momentum/macd.rs @@ -71,12 +71,12 @@ impl Indicator for MovingAverageConvergenceDivergence { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn handle_trade(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } fn handle_bar(&mut self, bar: &Bar) { @@ -216,18 +216,18 @@ mod tests { #[rstest] fn test_handle_quote_tick( mut macd_10: MovingAverageConvergenceDivergence, - quote_tick: QuoteTick, + stub_quote: QuoteTick, ) { - macd_10.handle_quote_tick("e_tick); + macd_10.handle_quote(&stub_quote); assert_eq!(macd_10.value, 0.0); } #[rstest] fn test_handle_trade_tick( mut macd_10: MovingAverageConvergenceDivergence, - trade_tick: TradeTick, + stub_trade: TradeTick, ) { - macd_10.handle_trade_tick(&trade_tick); + macd_10.handle_trade(&stub_trade); assert_eq!(macd_10.value, 0.0); } diff --git a/nautilus_core/indicators/src/momentum/rsi.rs b/nautilus_core/indicators/src/momentum/rsi.rs index 09c1b67ab17..b67974b3e2b 100644 --- a/nautilus_core/indicators/src/momentum/rsi.rs +++ b/nautilus_core/indicators/src/momentum/rsi.rs @@ -64,11 +64,11 @@ impl Indicator for RelativeStrengthIndex { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(PriceType::Mid).into()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { self.update_raw((trade.price).into()); } @@ -225,15 +225,15 @@ mod tests { } #[rstest] - fn test_handle_quote_tick(mut rsi_10: RelativeStrengthIndex, quote_tick: QuoteTick) { - rsi_10.handle_quote_tick("e_tick); + fn test_handle_quote_tick(mut rsi_10: RelativeStrengthIndex, stub_quote: QuoteTick) { + rsi_10.handle_quote(&stub_quote); assert_eq!(rsi_10.count, 1); assert_eq!(rsi_10.value, 1.0); } #[rstest] - fn test_handle_trade_tick(mut rsi_10: RelativeStrengthIndex, trade_tick: TradeTick) { - rsi_10.handle_trade_tick(&trade_tick); + fn test_handle_trade_tick(mut rsi_10: RelativeStrengthIndex, stub_trade: TradeTick) { + rsi_10.handle_trade(&stub_trade); assert_eq!(rsi_10.count, 1); assert_eq!(rsi_10.value, 1.0); } diff --git a/nautilus_core/indicators/src/python/average/ama.rs b/nautilus_core/indicators/src/python/average/ama.rs index 9cecac7061c..31feab8af86 100644 --- a/nautilus_core/indicators/src/python/average/ama.rs +++ b/nautilus_core/indicators/src/python/average/ama.rs @@ -77,13 +77,13 @@ impl AdaptiveMovingAverage { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.py_update_raw(tick.extract_price(self.price_type).into()); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.py_update_raw(quote.extract_price(self.price_type).into()); } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/average/dema.rs b/nautilus_core/indicators/src/python/average/dema.rs index d7a099b3780..4e34182c485 100644 --- a/nautilus_core/indicators/src/python/average/dema.rs +++ b/nautilus_core/indicators/src/python/average/dema.rs @@ -73,13 +73,13 @@ impl DoubleExponentialMovingAverage { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.py_update_raw(tick.extract_price(self.price_type).into()); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.py_update_raw(quote.extract_price(self.price_type).into()); } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/average/ema.rs b/nautilus_core/indicators/src/python/average/ema.rs index 8c2916e5d4d..92a4568df41 100644 --- a/nautilus_core/indicators/src/python/average/ema.rs +++ b/nautilus_core/indicators/src/python/average/ema.rs @@ -79,13 +79,13 @@ impl ExponentialMovingAverage { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.py_update_raw(tick.extract_price(self.price_type).into()); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.py_update_raw(quote.extract_price(self.price_type).into()); } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/average/hma.rs b/nautilus_core/indicators/src/python/average/hma.rs index 414675bfd1f..11e28f5cf29 100644 --- a/nautilus_core/indicators/src/python/average/hma.rs +++ b/nautilus_core/indicators/src/python/average/hma.rs @@ -73,13 +73,13 @@ impl HullMovingAverage { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.py_update_raw(tick.extract_price(self.price_type).into()); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.py_update_raw(quote.extract_price(self.price_type).into()); } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/average/rma.rs b/nautilus_core/indicators/src/python/average/rma.rs index 3c3f4f66462..231a468ca14 100644 --- a/nautilus_core/indicators/src/python/average/rma.rs +++ b/nautilus_core/indicators/src/python/average/rma.rs @@ -79,13 +79,13 @@ impl WilderMovingAverage { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.py_update_raw(tick.extract_price(self.price_type).into()); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.py_update_raw(quote.extract_price(self.price_type).into()); } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/average/sma.rs b/nautilus_core/indicators/src/python/average/sma.rs index b81681cd379..c35c2702721 100644 --- a/nautilus_core/indicators/src/python/average/sma.rs +++ b/nautilus_core/indicators/src/python/average/sma.rs @@ -73,13 +73,13 @@ impl SimpleMovingAverage { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.py_update_raw(tick.extract_price(self.price_type).into()); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.py_update_raw(quote.extract_price(self.price_type).into()); } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/average/vidya.rs b/nautilus_core/indicators/src/python/average/vidya.rs index c5269b698f3..df5a330671a 100644 --- a/nautilus_core/indicators/src/python/average/vidya.rs +++ b/nautilus_core/indicators/src/python/average/vidya.rs @@ -92,13 +92,13 @@ impl VariableIndexDynamicAverage { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.py_update_raw(tick.extract_price(self.price_type).into()); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.py_update_raw(quote.extract_price(self.price_type).into()); } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/average/wma.rs b/nautilus_core/indicators/src/python/average/wma.rs index 560e067b829..bf772e9cdcf 100644 --- a/nautilus_core/indicators/src/python/average/wma.rs +++ b/nautilus_core/indicators/src/python/average/wma.rs @@ -71,13 +71,13 @@ impl WeightedMovingAverage { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.py_update_raw(tick.extract_price(self.price_type).into()); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.py_update_raw(quote.extract_price(self.price_type).into()); } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/momentum/amat.rs b/nautilus_core/indicators/src/python/momentum/amat.rs index 99947331b7d..53ea712ab56 100644 --- a/nautilus_core/indicators/src/python/momentum/amat.rs +++ b/nautilus_core/indicators/src/python/momentum/amat.rs @@ -94,12 +94,12 @@ impl ArcherMovingAveragesTrends { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, _tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/python/momentum/aroon.rs b/nautilus_core/indicators/src/python/momentum/aroon.rs index e22171b75fb..5966fc3b74c 100644 --- a/nautilus_core/indicators/src/python/momentum/aroon.rs +++ b/nautilus_core/indicators/src/python/momentum/aroon.rs @@ -84,12 +84,12 @@ impl AroonOscillator { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, _tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/python/momentum/bb.rs b/nautilus_core/indicators/src/python/momentum/bb.rs index 4a14a853146..9503bbf8985 100644 --- a/nautilus_core/indicators/src/python/momentum/bb.rs +++ b/nautilus_core/indicators/src/python/momentum/bb.rs @@ -84,13 +84,13 @@ impl BollingerBands { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.handle_quote_tick(tick); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.handle_quote(quote); } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.handle_trade_tick(tick); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.handle_trade(trade); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/momentum/bias.rs b/nautilus_core/indicators/src/python/momentum/bias.rs index ebc252ecdb1..95230647444 100644 --- a/nautilus_core/indicators/src/python/momentum/bias.rs +++ b/nautilus_core/indicators/src/python/momentum/bias.rs @@ -72,12 +72,12 @@ impl Bias { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, _tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/python/momentum/cmo.rs b/nautilus_core/indicators/src/python/momentum/cmo.rs index 18965e53081..17e75eb0ba3 100644 --- a/nautilus_core/indicators/src/python/momentum/cmo.rs +++ b/nautilus_core/indicators/src/python/momentum/cmo.rs @@ -70,12 +70,12 @@ impl ChandeMomentumOscillator { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, _tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/python/momentum/macd.rs b/nautilus_core/indicators/src/python/momentum/macd.rs index 6af976d311d..274d07ef84d 100644 --- a/nautilus_core/indicators/src/python/momentum/macd.rs +++ b/nautilus_core/indicators/src/python/momentum/macd.rs @@ -93,8 +93,8 @@ impl MovingAverageConvergenceDivergence { } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } #[pyo3(name = "handle_bar")] diff --git a/nautilus_core/indicators/src/python/momentum/roc.rs b/nautilus_core/indicators/src/python/momentum/roc.rs index 997cc8f5300..dcc291cf6d8 100644 --- a/nautilus_core/indicators/src/python/momentum/roc.rs +++ b/nautilus_core/indicators/src/python/momentum/roc.rs @@ -72,12 +72,12 @@ impl RateOfChange { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, _tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/python/momentum/rsi.rs b/nautilus_core/indicators/src/python/momentum/rsi.rs index d70085f6ee2..75633a15490 100644 --- a/nautilus_core/indicators/src/python/momentum/rsi.rs +++ b/nautilus_core/indicators/src/python/momentum/rsi.rs @@ -71,8 +71,8 @@ impl RelativeStrengthIndex { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { - self.py_update_raw(tick.extract_price(PriceType::Mid).into()); + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { + self.py_update_raw(quote.extract_price(PriceType::Mid).into()); } #[pyo3(name = "handle_bar")] @@ -81,7 +81,7 @@ impl RelativeStrengthIndex { } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } } diff --git a/nautilus_core/indicators/src/python/momentum/swings.rs b/nautilus_core/indicators/src/python/momentum/swings.rs index 7ba7a95e0b5..3945e3979df 100644 --- a/nautilus_core/indicators/src/python/momentum/swings.rs +++ b/nautilus_core/indicators/src/python/momentum/swings.rs @@ -120,12 +120,12 @@ impl Swings { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, _tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/python/momentum/vhf.rs b/nautilus_core/indicators/src/python/momentum/vhf.rs index 27cab6a0fb0..304414a49a6 100644 --- a/nautilus_core/indicators/src/python/momentum/vhf.rs +++ b/nautilus_core/indicators/src/python/momentum/vhf.rs @@ -68,12 +68,12 @@ impl VerticalHorizontalFilter { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, _tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/python/ratio/spread_analyzer.rs b/nautilus_core/indicators/src/python/ratio/spread_analyzer.rs index 9880f5f9ae2..e5f76c0c733 100644 --- a/nautilus_core/indicators/src/python/ratio/spread_analyzer.rs +++ b/nautilus_core/indicators/src/python/ratio/spread_analyzer.rs @@ -70,7 +70,7 @@ impl SpreadAnalyzer { #[pyo3(name = "handle_quote_tick")] fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { - self.handle_quote_tick(quote); + self.handle_quote(quote); } #[pyo3(name = "reset")] diff --git a/nautilus_core/indicators/src/python/volatility/atr.rs b/nautilus_core/indicators/src/python/volatility/atr.rs index 5d598656190..e9a3f92ceb9 100644 --- a/nautilus_core/indicators/src/python/volatility/atr.rs +++ b/nautilus_core/indicators/src/python/volatility/atr.rs @@ -80,12 +80,12 @@ impl AverageTrueRange { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, _tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/python/volatility/rvi.rs b/nautilus_core/indicators/src/python/volatility/rvi.rs index 2677de9c498..5c7f0d5e32b 100644 --- a/nautilus_core/indicators/src/python/volatility/rvi.rs +++ b/nautilus_core/indicators/src/python/volatility/rvi.rs @@ -77,12 +77,12 @@ impl RelativeVolatilityIndex { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, _tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, _trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/python/volatility/vr.rs b/nautilus_core/indicators/src/python/volatility/vr.rs index ebb056d546c..4c2be590ade 100644 --- a/nautilus_core/indicators/src/python/volatility/vr.rs +++ b/nautilus_core/indicators/src/python/volatility/vr.rs @@ -90,12 +90,12 @@ impl VolatilityRatio { } #[pyo3(name = "handle_quote_tick")] - fn py_handle_quote_tick(&mut self, tick: &QuoteTick) { + fn py_handle_quote_tick(&mut self, quote: &QuoteTick) { // Function body intentionally left blank. } #[pyo3(name = "handle_trade_tick")] - fn py_handle_trade_tick(&mut self, tick: &TradeTick) { + fn py_handle_trade_tick(&mut self, trade: &TradeTick) { // Function body intentionally left blank. } diff --git a/nautilus_core/indicators/src/ratio/efficiency_ratio.rs b/nautilus_core/indicators/src/ratio/efficiency_ratio.rs index 6dfad760d9d..925dc8cdc1d 100644 --- a/nautilus_core/indicators/src/ratio/efficiency_ratio.rs +++ b/nautilus_core/indicators/src/ratio/efficiency_ratio.rs @@ -60,11 +60,11 @@ impl Indicator for EfficiencyRatio { self.initialized } - fn handle_quote_tick(&mut self, quote: &QuoteTick) { + fn handle_quote(&mut self, quote: &QuoteTick) { self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, trade: &TradeTick) { + fn handle_trade(&mut self, trade: &TradeTick) { self.update_raw((&trade.price).into()); } @@ -215,11 +215,11 @@ mod tests { #[rstest] fn test_handle_quote_tick(mut efficiency_ratio_10: EfficiencyRatio) { - let quote_tick1 = quote_tick("1500.0", "1502.0"); - let quote_tick2 = quote_tick("1502.0", "1504.0"); + let quote_tick1 = stub_quote("1500.0", "1502.0"); + let quote_tick2 = stub_quote("1502.0", "1504.0"); - efficiency_ratio_10.handle_quote_tick("e_tick1); - efficiency_ratio_10.handle_quote_tick("e_tick2); + efficiency_ratio_10.handle_quote("e_tick1); + efficiency_ratio_10.handle_quote("e_tick2); assert_eq!(efficiency_ratio_10.value, 1.0); } diff --git a/nautilus_core/indicators/src/ratio/spread_analyzer.rs b/nautilus_core/indicators/src/ratio/spread_analyzer.rs index 7b0093275f7..ad5fa4994fc 100644 --- a/nautilus_core/indicators/src/ratio/spread_analyzer.rs +++ b/nautilus_core/indicators/src/ratio/spread_analyzer.rs @@ -63,8 +63,8 @@ impl Indicator for SpreadAnalyzer { self.initialized } - fn handle_quote_tick(&mut self, tick: &QuoteTick) { - if tick.instrument_id != self.instrument_id { + fn handle_quote(&mut self, quote: &QuoteTick) { + if quote.instrument_id != self.instrument_id { return; } @@ -76,8 +76,8 @@ impl Indicator for SpreadAnalyzer { } } - let bid: f64 = tick.bid_price.into(); - let ask: f64 = tick.ask_price.into(); + let bid: f64 = quote.bid_price.into(); + let ask: f64 = quote.ask_price.into(); let spread = ask - bid; self.current = spread; @@ -180,14 +180,14 @@ mod tests { "100.54", "100.56", ]; for i in 1..10 { - spread_analyzer_10.handle_quote_tick("e_tick(bid_price[i], ask_price[i])); + spread_analyzer_10.handle_quote(&stub_quote(bid_price[i], ask_price[i])); } assert!(!spread_analyzer_10.initialized); } #[rstest] fn test_value_with_one_input(mut spread_analyzer_10: SpreadAnalyzer) { - spread_analyzer_10.handle_quote_tick("e_tick("100.50", "100.55")); + spread_analyzer_10.handle_quote(&stub_quote("100.50", "100.55")); assert_eq!(spread_analyzer_10.average, 0.049_999_999_999_997_16); } @@ -205,7 +205,7 @@ mod tests { "100.54", "100.56", "100.59", "100.61", "100.63", "100.55", "100.57", ]; for i in 0..10 { - spread_analyzer_10.handle_quote_tick("e_tick(bid_price[i], ask_price[i])); + spread_analyzer_10.handle_quote(&stub_quote(bid_price[i], ask_price[i])); } assert_eq!(spread_analyzer_10.average, 0.050_000_000_000_001_9); @@ -215,7 +215,7 @@ mod tests { fn test_reset_successfully_returns_indicator_to_fresh_state( mut spread_analyzer_10: SpreadAnalyzer, ) { - spread_analyzer_10.handle_quote_tick("e_tick("100.50", "100.55")); + spread_analyzer_10.handle_quote(&stub_quote("100.50", "100.55")); spread_analyzer_10.reset(); assert!(!spread_analyzer_10.initialized()); assert_eq!(spread_analyzer_10.current, 0.0); diff --git a/nautilus_core/indicators/src/stubs.rs b/nautilus_core/indicators/src/stubs.rs index d32de51418f..07007de6438 100644 --- a/nautilus_core/indicators/src/stubs.rs +++ b/nautilus_core/indicators/src/stubs.rs @@ -53,7 +53,7 @@ use crate::{ // Common //////////////////////////////////////////////////////////////////////////////// #[fixture] -pub fn quote_tick( +pub fn stub_quote( #[default("1500")] bid_price: &str, #[default("1502")] ask_price: &str, ) -> QuoteTick { @@ -69,7 +69,7 @@ pub fn quote_tick( } #[fixture] -pub fn trade_tick() -> TradeTick { +pub fn stub_trade() -> TradeTick { TradeTick { instrument_id: InstrumentId::from("ETHUSDT-PERP.BINANCE"), price: Price::from("1500.0000"), diff --git a/nautilus_core/model/src/ffi/data/quote.rs b/nautilus_core/model/src/ffi/data/quote.rs index 512129fc17d..2df3a04d8fb 100644 --- a/nautilus_core/model/src/ffi/data/quote.rs +++ b/nautilus_core/model/src/ffi/data/quote.rs @@ -74,6 +74,6 @@ pub extern "C" fn quote_tick_hash(delta: &QuoteTick) -> u64 { /// Returns a [`QuoteTick`] as a C string pointer. #[no_mangle] -pub extern "C" fn quote_tick_to_cstr(tick: &QuoteTick) -> *const c_char { - str_to_cstr(&tick.to_string()) +pub extern "C" fn quote_tick_to_cstr(quote: &QuoteTick) -> *const c_char { + str_to_cstr("e.to_string()) } diff --git a/nautilus_core/model/src/ffi/data/trade.rs b/nautilus_core/model/src/ffi/data/trade.rs index e53d4e79e95..4ed85da3eae 100644 --- a/nautilus_core/model/src/ffi/data/trade.rs +++ b/nautilus_core/model/src/ffi/data/trade.rs @@ -65,6 +65,6 @@ pub extern "C" fn trade_tick_hash(delta: &TradeTick) -> u64 { /// Returns a [`TradeTick`] as a C string pointer. #[no_mangle] -pub extern "C" fn trade_tick_to_cstr(tick: &TradeTick) -> *const c_char { - str_to_cstr(&tick.to_string()) +pub extern "C" fn trade_tick_to_cstr(trade: &TradeTick) -> *const c_char { + str_to_cstr(&trade.to_string()) } diff --git a/nautilus_core/model/src/ffi/orderbook/book.rs b/nautilus_core/model/src/ffi/orderbook/book.rs index 8d03de8b30c..b05ba1fc750 100644 --- a/nautilus_core/model/src/ffi/orderbook/book.rs +++ b/nautilus_core/model/src/ffi/orderbook/book.rs @@ -264,8 +264,8 @@ pub extern "C" fn orderbook_update_quote_tick(book: &mut OrderBook_API, quote: & /// This function panics: /// - If book type is not `L1_MBP`. #[no_mangle] -pub extern "C" fn orderbook_update_trade_tick(book: &mut OrderBook_API, tick: &TradeTick) { - book.update_trade_tick(tick).unwrap(); +pub extern "C" fn orderbook_update_trade_tick(book: &mut OrderBook_API, trade: &TradeTick) { + book.update_trade_tick(trade).unwrap(); } #[no_mangle] diff --git a/nautilus_trader/core/includes/model.h b/nautilus_trader/core/includes/model.h index 9a635d7ed7e..d9c0c68054f 100644 --- a/nautilus_trader/core/includes/model.h +++ b/nautilus_trader/core/includes/model.h @@ -1726,7 +1726,7 @@ uint64_t quote_tick_hash(const struct QuoteTick_t *delta); /** * Returns a [`QuoteTick`] as a C string pointer. */ -const char *quote_tick_to_cstr(const struct QuoteTick_t *tick); +const char *quote_tick_to_cstr(const struct QuoteTick_t *quote); struct TradeTick_t trade_tick_new(struct InstrumentId_t instrument_id, int64_t price_raw, @@ -1745,7 +1745,7 @@ uint64_t trade_tick_hash(const struct TradeTick_t *delta); /** * Returns a [`TradeTick`] as a C string pointer. */ -const char *trade_tick_to_cstr(const struct TradeTick_t *tick); +const char *trade_tick_to_cstr(const struct TradeTick_t *trade); const char *account_type_to_cstr(enum AccountType value); @@ -2438,7 +2438,7 @@ void orderbook_update_quote_tick(struct OrderBook_API *book, const struct QuoteT * This function panics: * - If book type is not `L1_MBP`. */ -void orderbook_update_trade_tick(struct OrderBook_API *book, const struct TradeTick_t *tick); +void orderbook_update_trade_tick(struct OrderBook_API *book, const struct TradeTick_t *trade); CVec orderbook_simulate_fills(const struct OrderBook_API *book, struct BookOrder_t order); diff --git a/nautilus_trader/core/rust/model.pxd b/nautilus_trader/core/rust/model.pxd index 849200782f6..3d558c6fc23 100644 --- a/nautilus_trader/core/rust/model.pxd +++ b/nautilus_trader/core/rust/model.pxd @@ -1064,7 +1064,7 @@ cdef extern from "../includes/model.h": uint64_t quote_tick_hash(const QuoteTick_t *delta); # Returns a [`QuoteTick`] as a C string pointer. - const char *quote_tick_to_cstr(const QuoteTick_t *tick); + const char *quote_tick_to_cstr(const QuoteTick_t *quote); TradeTick_t trade_tick_new(InstrumentId_t instrument_id, int64_t price_raw, @@ -1081,7 +1081,7 @@ cdef extern from "../includes/model.h": uint64_t trade_tick_hash(const TradeTick_t *delta); # Returns a [`TradeTick`] as a C string pointer. - const char *trade_tick_to_cstr(const TradeTick_t *tick); + const char *trade_tick_to_cstr(const TradeTick_t *trade); const char *account_type_to_cstr(AccountType value); @@ -1671,7 +1671,7 @@ cdef extern from "../includes/model.h": # # This function panics: # - If book type is not `L1_MBP`. - void orderbook_update_trade_tick(OrderBook_API *book, const TradeTick_t *tick); + void orderbook_update_trade_tick(OrderBook_API *book, const TradeTick_t *trade); CVec orderbook_simulate_fills(const OrderBook_API *book, BookOrder_t order);