nautilus_common/generators/
position_id.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Posei Systems Pty Ltd. All rights reserved.
3//  https://poseitrader.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::{cell::RefCell, collections::HashMap, fmt::Debug, rc::Rc};
17
18use nautilus_model::identifiers::{PositionId, StrategyId, TraderId};
19
20use super::get_datetime_tag;
21use crate::clock::Clock;
22
23#[repr(C)]
24pub struct PositionIdGenerator {
25    clock: Rc<RefCell<dyn Clock>>,
26    trader_id: TraderId,
27    counts: HashMap<StrategyId, usize>,
28}
29
30impl Debug for PositionIdGenerator {
31    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
32        f.debug_struct(stringify!(PositionIdGenerator))
33            .field("trader_id", &self.trader_id)
34            .field("counts", &self.counts)
35            .finish()
36    }
37}
38
39impl PositionIdGenerator {
40    /// Creates a new [`PositionIdGenerator`] instance.
41    #[must_use]
42    pub fn new(trader_id: TraderId, clock: Rc<RefCell<dyn Clock>>) -> Self {
43        Self {
44            clock,
45            trader_id,
46            counts: HashMap::new(),
47        }
48    }
49
50    pub fn set_count(&mut self, count: usize, strategy_id: StrategyId) {
51        self.counts.insert(strategy_id, count);
52    }
53
54    pub fn reset(&mut self) {
55        self.counts.clear();
56    }
57
58    #[must_use]
59    pub fn count(&self, strategy_id: StrategyId) -> usize {
60        *self.counts.get(&strategy_id).unwrap_or(&0)
61    }
62
63    pub fn generate(&mut self, strategy_id: StrategyId, flipped: bool) -> PositionId {
64        let strategy = strategy_id;
65        let next_count = self.count(strategy_id) + 1;
66        self.set_count(next_count, strategy_id);
67        let datetime_tag = get_datetime_tag(self.clock.borrow().timestamp_ms());
68        let trader_tag = self.trader_id.get_tag();
69        let strategy_tag = strategy.get_tag();
70        let flipped = if flipped { "F" } else { "" };
71        let value = format!("P-{datetime_tag}-{trader_tag}-{strategy_tag}-{next_count}{flipped}");
72        PositionId::from(value)
73    }
74}
75
76////////////////////////////////////////////////////////////////////////////////
77// Tests
78////////////////////////////////////////////////////////////////////////////////
79#[cfg(test)]
80mod tests {
81    use std::{cell::RefCell, rc::Rc};
82
83    use nautilus_model::identifiers::{PositionId, StrategyId, TraderId};
84    use rstest::rstest;
85
86    use crate::{clock::TestClock, generators::position_id::PositionIdGenerator};
87
88    fn get_position_id_generator() -> PositionIdGenerator {
89        PositionIdGenerator::new(TraderId::default(), Rc::new(RefCell::new(TestClock::new())))
90    }
91
92    #[rstest]
93    fn test_generate_position_id_one_strategy() {
94        let mut generator = get_position_id_generator();
95        let result1 = generator.generate(StrategyId::from("S-001"), false);
96        let result2 = generator.generate(StrategyId::from("S-001"), false);
97
98        assert_eq!(result1, PositionId::from("P-19700101-000000-001-001-1"));
99        assert_eq!(result2, PositionId::from("P-19700101-000000-001-001-2"));
100    }
101
102    #[rstest]
103    fn test_generate_position_id_multiple_strategies() {
104        let mut generator = get_position_id_generator();
105        let result1 = generator.generate(StrategyId::from("S-001"), false);
106        let result2 = generator.generate(StrategyId::from("S-002"), false);
107        let result3 = generator.generate(StrategyId::from("S-002"), false);
108
109        assert_eq!(result1, PositionId::from("P-19700101-000000-001-001-1"));
110        assert_eq!(result2, PositionId::from("P-19700101-000000-001-002-1"));
111        assert_eq!(result3, PositionId::from("P-19700101-000000-001-002-2"));
112    }
113
114    #[rstest]
115    fn test_generate_position_id_with_flipped_appends_correctly() {
116        let mut generator = get_position_id_generator();
117        let result1 = generator.generate(StrategyId::from("S-001"), false);
118        let result2 = generator.generate(StrategyId::from("S-002"), true);
119        let result3 = generator.generate(StrategyId::from("S-001"), true);
120
121        assert_eq!(result1, PositionId::from("P-19700101-000000-001-001-1"));
122        assert_eq!(result2, PositionId::from("P-19700101-000000-001-002-1F"));
123        assert_eq!(result3, PositionId::from("P-19700101-000000-001-001-2F"));
124    }
125
126    #[rstest]
127    fn test_get_count_when_strategy_id_has_not_been_used() {
128        let generator = get_position_id_generator();
129        let result = generator.count(StrategyId::from("S-001"));
130
131        assert_eq!(result, 0);
132    }
133
134    #[rstest]
135    fn set_count_with_valid_strategy() {
136        let mut generator = get_position_id_generator();
137        generator.set_count(7, StrategyId::from("S-001"));
138        let result = generator.count(StrategyId::from("S-001"));
139
140        assert_eq!(result, 7);
141    }
142
143    #[rstest]
144    fn test_reset() {
145        let mut generator = get_position_id_generator();
146        generator.generate(StrategyId::from("S-001"), false);
147        generator.generate(StrategyId::from("S-001"), false);
148        generator.reset();
149        let result = generator.generate(StrategyId::from("S-001"), false);
150
151        assert_eq!(result, PositionId::from("P-19700101-000000-001-001-1"));
152    }
153}
nautilus_common/generators/position_id.rs

nautilus_common/generators/
position_id.rs
