Use datafusion for querying parquet

[twitu]

Pull Request

Use datafusion to register data sources and make queries. Relevant files are

• src/bin/fusion.rs - example with tests
• src/datafusion.rs - reader implementation
• quote_tick.rs - decoding a record batch for quote tick

Type of change

Delete options that are not relevant.

• New feature (non-breaking change which adds functionality)

How has this change been tested?

Example has tests that passed.

[cjdsellers]

Looks like just some Windows path error:

Starting build...
Compiling Rust libraries...
(cd nautilus_core && cargo build --target x86_64-pc-windows-msvc --all-features)
Traceback (most recent call last):
  File "D:\a\nautilus_trader\nautilus_trader\build.py", line 306, in <module>
    build()
  File "D:\a\nautilus_trader\nautilus_trader\build.py", line 264, in build
    _copy_rust_dylibs_to_project()
  File "D:\a\nautilus_trader\nautilus_trader\build.py", line 215, in _copy_rust_dylibs_to_project
    shutil.copyfile(src=src, dst=dst)
  File "C:\hostedtoolcache\windows\Python\3.9.13\x64\lib\shutil.py", line 264, in copyfile
    with open(src, 'rb') as fsrc:
FileNotFoundError: [Errno 2] No such file or directory: 'D:\\a\\nautilus_trader\\nautilus_trader\\nautilus_core\\target\\x86_64-pc-windows-msvc/debug/nautilus_pyo3.dll'
============================= test session starts =============================
platform win32 -- Python 3.9.13, pytest-7.2.2, pluggy-1.0.0
benchmark: 4.0.0 (defaults: timer=time.perf_counter disable_gc=False min_rounds=5 min_time=0.000005 max_time=1.0 calibration_precision=10 warmup=False warmup_iterations=100000)
rootdir: D:\a\nautilus_trader\nautilus_trader, configfile: pyproject.toml, testpaths: tests
plugins: asyncio-0.20.3, benchmark-4.0.0, cov-4.0.0, mock-3.10.0, xdist-3.2.0
asyncio: mode=strict
collected 0 items / 1 error
run-last-failure: 1 known failures not in selected tests

=================================== ERRORS ====================================

[codecov]

Codecov Report

Patch coverage has no change and project coverage change: -0.02 ⚠️

Comparison is base (6b1ccf8) 90.88% compared to head (edc5caf) 90.86%.

❗ Current head edc5caf differs from pull request most recent head cb45043. Consider uploading reports for the commit cb45043 to get more accurate results

Additional details and impacted files

@@             Coverage Diff             @@
##           develop     #997      +/-   ##
===========================================
- Coverage    90.88%   90.86%   -0.02%     
===========================================
  Files          257      257              
  Lines        26512    26182     -330     
===========================================
- Hits         24095    23790     -305     
+ Misses        2417     2392      -25     

see 32 files with indirect coverage changes

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