# This file is automatically generated by pyo3_stub_gen # ruff: noqa: E501 import datetime import decimal import typing import pandas as pd from nautilus_trader import common from nautilus_trader import core from nautilus_trader import data from nautilus_trader import execution from nautilus_trader import model from nautilus_trader import persistence from nautilus_trader import portfolio from nautilus_trader import risk from nautilus_trader import trading __all__ = [ "AccountAdjustmentOutcome", "BacktestDataConfig", "BacktestEngine", "BacktestEngineConfig", "BacktestNode", "BacktestResult", "BacktestRunConfig", "BacktestVenueConfig", "CfdSwapModule", "CfdSwapRate", "FXRolloverInterestModule", "InterestRateRecord", "SimulationModule", "SimulationModuleContext", ] @typing.final class AccountAdjustmentOutcome: @property def applied(self) -> bool: ... @property def error(self) -> str | None: ... @typing.final class BacktestDataConfig: @property def data_type(self) -> str: ... @property def catalog_path(self) -> str: ... @property def instrument_id(self) -> model.InstrumentId | None: ... @property def catalog_fs_protocol(self) -> str | None: ... @property def catalog_fs_storage_option_keys(self) -> list[str] | None: ... @property def catalog_fs_rust_storage_option_keys(self) -> list[str] | None: ... @property def instrument_ids(self) -> list[model.InstrumentId] | None: ... @property def start_time(self) -> int | None: ... @property def end_time(self) -> int | None: ... @property def filter_expr(self) -> str | None: ... @property def client_id(self) -> model.ClientId | None: ... @property def metadata(self) -> dict[str, str] | None: ... @property def bar_spec(self) -> model.BarSpecification | None: ... @property def bar_types(self) -> list[str] | None: ... @property def optimize_file_loading(self) -> bool: ... def __new__( cls, data_type: str, catalog_path: str, catalog_fs_protocol: str | None = None, catalog_fs_storage_options: typing.Mapping[str, str] | None = None, catalog_fs_rust_storage_options: typing.Mapping[str, str] | None = None, instrument_id: model.InstrumentId | None = None, instrument_ids: typing.Sequence[model.InstrumentId] | None = None, start_time: int | str | datetime.datetime | pd.Timestamp | None = None, end_time: int | str | datetime.datetime | pd.Timestamp | None = None, filter_expr: str | None = None, client_id: model.ClientId | None = None, metadata: typing.Mapping[str, str] | None = None, bar_spec: model.BarSpecification | None = None, bar_types: typing.Sequence[str] | None = None, optimize_file_loading: bool | None = None, ) -> BacktestDataConfig: ... @typing.final class BacktestEngineConfig: @property def trader_id(self) -> model.TraderId: ... @property def load_state(self) -> bool: ... @property def save_state(self) -> bool: ... @property def shutdown_on_error(self) -> bool: ... @property def bypass_logging(self) -> bool: ... @property def run_analysis(self) -> bool: ... @property def timeout_connection(self) -> float: ... @property def timeout_reconciliation(self) -> float: ... @property def timeout_portfolio(self) -> float: ... @property def timeout_disconnection(self) -> float: ... @property def delay_post_stop(self) -> float: ... @property def timeout_shutdown(self) -> float: ... @property def logging(self) -> common.LoggerConfig: ... @property def instance_id(self) -> core.UUID4 | None: ... @property def cache(self) -> common.CacheConfig | None: ... @property def msgbus(self) -> common.MessageBusConfig | None: ... @property def data_engine(self) -> data.DataEngineConfig | None: ... @property def risk_engine(self) -> risk.RiskEngineConfig | None: ... @property def exec_engine(self) -> execution.ExecutionEngineConfig | None: ... @property def portfolio(self) -> portfolio.PortfolioConfig | None: ... @property def controller(self) -> trading.ImportableControllerConfig | None: ... @property def streaming(self) -> persistence.StreamingConfig | None: ... @property def catalogs(self) -> list[persistence.DataCatalogConfig]: ... def __new__( cls, trader_id: model.TraderId | None = None, load_state: bool | None = None, save_state: bool | None = None, shutdown_on_error: bool | None = None, bypass_logging: bool | None = None, run_analysis: bool | None = None, timeout_connection: int | None = None, timeout_reconciliation: int | None = None, timeout_portfolio: int | None = None, timeout_disconnection: int | None = None, delay_post_stop: int | None = None, timeout_shutdown: int | None = None, logging: common.LoggerConfig | None = None, instance_id: core.UUID4 | None = None, cache: common.CacheConfig | None = None, msgbus: common.MessageBusConfig | None = None, data_engine: data.DataEngineConfig | None = None, risk_engine: risk.RiskEngineConfig | None = None, exec_engine: execution.ExecutionEngineConfig | None = None, portfolio: portfolio.PortfolioConfig | None = None, controller: trading.ImportableControllerConfig | None = None, streaming: persistence.StreamingConfig | None = None, catalogs: typing.Sequence[persistence.DataCatalogConfig] | None = None, ) -> BacktestEngineConfig: ... @typing.final class BacktestNode: @property def configs(self) -> list[BacktestRunConfig]: ... def __new__(cls, configs: typing.Sequence[BacktestRunConfig]) -> BacktestNode: ... def build(self) -> None: ... def run(self) -> list[BacktestResult]: ... def dispose(self) -> None: ... def get_engine_cache(self, run_config_id: str) -> common.Cache: ... def get_engine_portfolio(self, run_config_id: str) -> portfolio.Portfolio: ... def generate_orders_report(self, run_config_id: str) -> typing.Any: ... def generate_order_fills_report(self, run_config_id: str) -> typing.Any: ... def generate_fills_report(self, run_config_id: str) -> typing.Any: ... def generate_positions_report(self, run_config_id: str) -> typing.Any: ... def generate_account_report( self, run_config_id: str, venue: model.Venue | None = None, account_id: model.AccountId | None = None, ) -> typing.Any: ... def add_actor(self, run_config_id: str, actor: typing.Any) -> None: ... def add_actor_from_config( self, run_config_id: str, config: common.ImportableActorConfig ) -> None: ... def add_strategy(self, run_config_id: str, strategy: typing.Any) -> None: ... def add_strategy_from_config( self, run_config_id: str, config: trading.ImportableStrategyConfig ) -> None: ... def add_exec_algorithm(self, run_config_id: str, exec_algorithm: typing.Any) -> None: ... def add_exec_algorithm_from_config( self, run_config_id: str, config: trading.ImportableExecutionAlgorithmConfig ) -> None: ... def add_builtin_strategy( self, run_config_id: str, type_name: str, config: typing.Any ) -> None: ... @typing.final class BacktestResult: @property def trader_id(self) -> str: ... @property def machine_id(self) -> str: ... @property def instance_id(self) -> core.UUID4: ... @property def run_config_id(self) -> str | None: ... @property def run_id(self) -> core.UUID4 | None: ... @property def run_started(self) -> int | None: ... @property def run_finished(self) -> int | None: ... @property def backtest_start(self) -> int | None: ... @property def backtest_end(self) -> int | None: ... @property def elapsed_time_secs(self) -> float: ... @property def iterations(self) -> int: ... @property def total_events(self) -> int: ... @property def total_orders(self) -> int: ... @property def total_positions(self) -> int: ... @property def summary(self) -> dict[str, str]: ... @property def stats_pnls(self) -> dict[str, dict[str, float]]: ... @property def stats_returns(self) -> dict[str, float]: ... @property def stats_general(self) -> dict[str, float]: ... @property def returns_series(self) -> dict[int, float]: ... @typing.final class BacktestRunConfig: @property def id(self) -> str: ... @property def venues(self) -> list[BacktestVenueConfig]: ... @property def data(self) -> list[BacktestDataConfig]: ... @property def engine(self) -> BacktestEngineConfig: ... @property def chunk_size(self) -> int | None: ... @property def raise_exception(self) -> bool: ... @property def dispose_on_completion(self) -> bool: ... @property def start(self) -> int | None: ... @property def end(self) -> int | None: ... def __new__( cls, venues: typing.Sequence[BacktestVenueConfig], data: typing.Sequence[BacktestDataConfig], engine: BacktestEngineConfig | None = None, id: str | None = None, chunk_size: int | None = None, raise_exception: bool | None = None, dispose_on_completion: bool | None = None, start: int | str | datetime.datetime | pd.Timestamp | None = None, end: int | str | datetime.datetime | pd.Timestamp | None = None, ) -> BacktestRunConfig: ... @typing.final class BacktestVenueConfig: @property def name(self) -> str: ... @property def oms_type(self) -> model.OmsType: ... @property def account_type(self) -> model.AccountType: ... @property def book_type(self) -> model.BookType: ... @property def starting_balances(self) -> list[str]: ... @property def routing(self) -> bool: ... @property def frozen_account(self) -> bool: ... @property def reject_stop_orders(self) -> bool: ... @property def support_gtd_orders(self) -> bool: ... @property def support_contingent_orders(self) -> bool: ... @property def use_position_ids(self) -> bool: ... @property def use_random_ids(self) -> bool: ... @property def use_reduce_only(self) -> bool: ... @property def bar_execution(self) -> bool: ... @property def trade_execution(self) -> bool: ... @property def bar_adaptive_high_low_ordering(self) -> bool: ... @property def use_market_order_acks(self) -> bool: ... @property def liquidity_consumption(self) -> bool: ... @property def allow_cash_borrowing(self) -> bool: ... @property def queue_position(self) -> bool: ... @property def oto_trigger_mode(self) -> model.OtoTriggerMode: ... @property def base_currency(self) -> model.Currency | None: ... @property def default_leverage(self) -> decimal.Decimal | None: ... @property def leverages(self) -> dict[model.InstrumentId, decimal.Decimal] | None: ... @property def margin_model(self) -> typing.Any | None: ... @property def modules(self) -> list[typing.Any]: ... @property def fill_model(self) -> typing.Any | None: ... @property def latency_model(self) -> typing.Any | None: ... @property def fee_model(self) -> typing.Any | None: ... @property def price_protection_points(self) -> int: ... @property def liquidation_enabled(self) -> bool: ... @property def liquidation_trigger_ratio(self) -> float: ... @property def liquidation_cancel_open_orders(self) -> bool: ... def __new__( cls, name: str, oms_type: model.OmsType | str, account_type: model.AccountType | str, starting_balances: typing.Sequence[str], book_type: model.BookType | str | None = None, routing: bool | None = None, frozen_account: bool | None = None, reject_stop_orders: bool | None = None, support_gtd_orders: bool | None = None, support_contingent_orders: bool | None = None, use_position_ids: bool | None = None, use_random_ids: bool | None = None, use_reduce_only: bool | None = None, bar_execution: bool | None = None, bar_adaptive_high_low_ordering: bool | None = None, trade_execution: bool | None = None, use_market_order_acks: bool | None = None, liquidity_consumption: bool | None = None, allow_cash_borrowing: bool | None = None, queue_position: bool | None = None, oto_trigger_mode: model.OtoTriggerMode | str | None = None, base_currency: model.Currency | None = None, default_leverage: decimal.Decimal | None = None, leverages: typing.Mapping[model.InstrumentId, decimal.Decimal] | None = None, margin_model: typing.Any | None = None, modules: typing.Sequence[typing.Any] | None = None, fill_model: typing.Any | None = None, latency_model: typing.Any | None = None, fee_model: typing.Any | None = None, price_protection_points: int | None = None, liquidation_enabled: bool | None = None, liquidation_trigger_ratio: float | None = None, liquidation_cancel_open_orders: bool | None = None, ) -> BacktestVenueConfig: ... @typing.final class CfdSwapModule(SimulationModule): def __new__( cls, rates: typing.Sequence[CfdSwapRate], rollover_hour: int = ..., rollover_minute: int = ..., triple_roll_weekday: int = ..., ) -> typing.Self: ... @typing.final class CfdSwapRate: @property def instrument_id(self) -> model.InstrumentId: ... @property def long_rate(self) -> decimal.Decimal: ... @property def short_rate(self) -> decimal.Decimal: ... def __new__( cls, instrument_id: model.InstrumentId, long_rate: decimal.Decimal, short_rate: decimal.Decimal, ) -> CfdSwapRate: ... @typing.final class FXRolloverInterestModule(SimulationModule): def __new__(cls, records: typing.Sequence[InterestRateRecord]) -> typing.Self: ... @typing.final class InterestRateRecord: def __new__(cls, location: str, time: str, value: float) -> InterestRateRecord: ... @typing.final class BacktestEngine: @property def trader_id(self) -> model.TraderId: ... @property def machine_id(self) -> str: ... @property def instance_id(self) -> core.UUID4: ... @property def iteration(self) -> int: ... @property def run_config_id(self) -> str | None: ... @property def run_id(self) -> core.UUID4 | None: ... @property def run_started(self) -> int | None: ... @property def run_finished(self) -> int | None: ... @property def backtest_start(self) -> int | None: ... @property def backtest_end(self) -> int | None: ... @property def cache(self) -> common.Cache: ... @property def portfolio(self) -> portfolio.Portfolio: ... def add_defi_data( self, data: typing.Sequence[model.DefiData], client_id: model.ClientId | None = None, sort: bool = True, ) -> None: ... def __new__(cls, config: BacktestEngineConfig) -> BacktestEngine: ... def add_venue( self, venue: model.Venue, oms_type: model.OmsType, account_type: model.AccountType, starting_balances: typing.Sequence[model.Money], base_currency: model.Currency | None = None, default_leverage: decimal.Decimal | None = None, leverages: typing.Mapping[model.InstrumentId, decimal.Decimal] | None = None, margin_model: typing.Any | None = None, fill_model: typing.Any | None = None, fee_model: typing.Any | None = None, latency_model: typing.Any | None = None, modules: typing.Sequence[typing.Any] | None = None, book_type: model.BookType = model.BookType.L1_MBP, routing: bool = False, reject_stop_orders: bool = True, support_gtd_orders: bool = True, support_contingent_orders: bool = True, use_position_ids: bool = True, use_random_ids: bool = False, use_reduce_only: bool = True, use_message_queue: bool = True, use_market_order_acks: bool = False, bar_execution: bool = True, bar_adaptive_high_low_ordering: bool = False, trade_execution: bool = True, liquidity_consumption: bool = False, queue_position: bool = False, allow_cash_borrowing: bool = False, frozen_account: bool = False, oto_trigger_mode: model.OtoTriggerMode = model.OtoTriggerMode.PARTIAL, price_protection_points: int | None = None, liquidation_enabled: bool = False, liquidation_trigger_ratio: float | None = None, liquidation_cancel_open_orders: bool = True, ) -> None: ... def change_fill_model(self, venue: model.Venue, fill_model: typing.Any) -> None: ... def add_data( self, data: typing.Sequence[typing.Any], client_id: model.ClientId | None = None, validate: bool = True, sort: bool = True, ) -> None: ... def add_instrument(self, instrument: typing.Any) -> None: ... def add_actor(self, actor: typing.Any) -> None: ... def add_actor_from_config(self, config: common.ImportableActorConfig) -> None: ... def add_strategy(self, strategy: typing.Any) -> None: ... def add_strategy_from_config(self, config: trading.ImportableStrategyConfig) -> None: ... def add_exec_algorithm(self, exec_algorithm: typing.Any) -> None: ... def add_exec_algorithm_from_config( self, config: trading.ImportableExecutionAlgorithmConfig ) -> None: ... def add_builtin_actor(self, type_name: str, config: typing.Any) -> None: ... def add_builtin_strategy(self, type_name: str, config: typing.Any) -> None: ... def add_native_exec_algorithm(self, type_name: str, config: typing.Any) -> None: ... def run( self, start: int | None = None, end: int | None = None, run_config_id: str | None = None, streaming: bool = False, ) -> None: ... def end(self) -> None: ... def reset(self) -> None: ... def dispose(self) -> None: ... def get_result(self) -> BacktestResult: ... def clear_data(self) -> None: ... def clear_actors(self) -> None: ... def clear_strategies(self) -> None: ... def clear_exec_algorithms(self) -> None: ... def add_actors_from_configs( self, configs: typing.Sequence[common.ImportableActorConfig] ) -> None: ... def add_strategies_from_configs( self, configs: typing.Sequence[trading.ImportableStrategyConfig] ) -> None: ... def add_exec_algorithms_from_configs( self, configs: typing.Sequence[trading.ImportableExecutionAlgorithmConfig] ) -> None: ... def add_actors(self, actors: typing.Sequence[typing.Any]) -> None: ... def add_strategies(self, strategies: typing.Sequence[typing.Any]) -> None: ... def add_exec_algorithms(self, exec_algorithms: typing.Sequence[typing.Any]) -> None: ... def sort_data(self) -> None: ... def list_venues(self) -> list[model.Venue]: ... def generate_orders_report(self) -> typing.Any: ... def generate_order_fills_report(self) -> typing.Any: ... def generate_fills_report(self) -> typing.Any: ... def generate_positions_report(self) -> typing.Any: ... def generate_account_report( self, venue: model.Venue | None = None, account_id: model.AccountId | None = None ) -> typing.Any: ... class SimulationModule: def __new__(cls, *_args: typing.Any, **_kwargs: typing.Any) -> typing.Self: ... def pre_process(self, _data: typing.Any) -> None: ... def process( self, _ts_now: int, _context: SimulationModuleContext ) -> list[model.Money] | None: ... def acknowledge(self, _outcomes: typing.Any) -> None: ... def log_diagnostics(self) -> None: ... def reset(self) -> None: ... @typing.final class SimulationModuleContext: @property def venue(self) -> model.Venue: ... @property def base_currency(self) -> model.Currency | None: ... @property def instruments(self) -> list[typing.Any]: ... @property def order_books(self) -> list[model.OrderBook]: ... @property def positions(self) -> list[model.Position]: ...