chore: add typings

typings/nautilus_trader/accounting/accounts/base.pyi

@@ -0,0 +1,77 @@
+from typing import Dict, List, Optional
+
+from nautilus_trader.core.model import AccountType, LiquiditySide, OrderSide
+from nautilus_trader.model.events.account import AccountState
+from nautilus_trader.model.events.order import OrderFilled
+from nautilus_trader.model.identifiers import AccountId, InstrumentId
+from nautilus_trader.model.instruments.base import Instrument
+from nautilus_trader.model.objects import (
+    AccountBalance,
+    Currency,
+    Money,
+    Price,
+    Quantity,
+)
+from nautilus_trader.model.position import Position
+
+class Account:
+    id: AccountId
+    type: AccountType
+    base_currency: Optional[Currency]
+    is_cash_account: bool
+    is_margin_account: bool
+    calculate_account_state: bool
+
+    def __init__(self, event: AccountState, calculate_account_state: bool) -> None: ...
+    def __eq__(self, other: Account) -> bool: ...
+    def __hash__(self) -> int: ...
+    def __repr__(self) -> str: ...
+    @property
+    def last_event(self) -> AccountState: ...
+    @property
+    def events(self) -> List[AccountState]: ...
+    @property
+    def event_count(self) -> int: ...
+    def currencies(self) -> List[Currency]: ...
+    def starting_balances(self) -> Dict[Currency, Money]: ...
+    def balances(self) -> Dict[Currency, AccountBalance]: ...
+    def balances_total(self) -> Dict[Currency, Money]: ...
+    def balances_free(self) -> Dict[Currency, Money]: ...
+    def balances_locked(self) -> Dict[Currency, Money]: ...
+    def commissions(self) -> Dict[Currency, Money]: ...
+    def balance(
+        self, currency: Optional[Currency] = None
+    ) -> Optional[AccountBalance]: ...
+    def balance_total(self, currency: Optional[Currency] = None) -> Optional[Money]: ...
+    def balance_free(self, currency: Optional[Currency] = None) -> Optional[Money]: ...
+    def balance_locked(
+        self, currency: Optional[Currency] = None
+    ) -> Optional[Money]: ...
+    def commission(self, currency: Currency) -> Optional[Money]: ...
+    def apply(self, event: AccountState) -> None: ...
+    def update_balances(
+        self, balances: List[AccountBalance], allow_zero: bool = True
+    ) -> None: ...
+    def update_commissions(self, commission: Money) -> None: ...
+    def is_unleveraged(self, instrument_id: InstrumentId) -> bool: ...
+    def calculate_commission(
+        self,
+        instrument: Instrument,
+        last_qty: Quantity,
+        last_px: Price,
+        liquidity_side: LiquiditySide,
+        use_quote_for_inverse: bool = False,
+    ) -> Money: ...
+    def calculate_pnls(
+        self,
+        instrument: Instrument,
+        fill: OrderFilled,
+        position: Optional[Position] = None,
+    ) -> List[Money]: ...
+    def balance_impact(
+        self,
+        instrument: Instrument,
+        quantity: Quantity,
+        price: Price,
+        order_side: OrderSide,
+    ) -> Money: ...

typings/nautilus_trader/backtest/engine.pyi

@@ -0,0 +1,112 @@
+from datetime import datetime
+from decimal import Decimal
+from typing import Any, Dict, List, Optional, Union
+
+from nautilus_trader.backtest.results import BacktestResult
+from nautilus_trader.common.actor import Actor
+from nautilus_trader.common.component import Logger
+from nautilus_trader.config import BacktestEngineConfig
+from nautilus_trader.core.data import Data
+from nautilus_trader.core.uuid import UUID4
+from nautilus_trader.execution.algorithm import ExecAlgorithm
+from nautilus_trader.model.enums import AccountType, OmsType
+from nautilus_trader.model.identifiers import ClientId, InstrumentId, Venue
+from nautilus_trader.model.instruments.base import Instrument
+from nautilus_trader.model.objects import Currency, Money
+from nautilus_trader.portfolio.base import PortfolioFacade
+from nautilus_trader.trading.strategy import Strategy
+from nautilus_trader.trading.trader import Trader
+
+class BacktestEngine:
+    def __init__(self, config: Optional[BacktestEngineConfig] = None) -> None: ...
+    @property
+    def trader_id(self) -> str: ...
+    @property
+    def machine_id(self) -> str: ...
+    @property
+    def instance_id(self) -> UUID4: ...
+    @property
+    def kernel(self) -> Any: ...  # NautilusKernel type
+    @property
+    def logger(self) -> Logger: ...
+    @property
+    def run_config_id(self) -> Optional[str]: ...
+    @property
+    def run_id(self) -> Optional[UUID4]: ...
+    @property
+    def iteration(self) -> int: ...
+    @property
+    def run_started(self) -> Optional[datetime]: ...
+    @property
+    def run_finished(self) -> Optional[datetime]: ...
+    @property
+    def backtest_start(self) -> Optional[datetime]: ...
+    @property
+    def backtest_end(self) -> Optional[datetime]: ...
+    @property
+    def trader(self) -> Trader: ...
+    @property
+    def cache(self) -> Any: ...  # CacheFacade type
+    @property
+    def data(self) -> List[Data]: ...
+    @property
+    def portfolio(self) -> PortfolioFacade: ...
+    def list_venues(self) -> List[Venue]: ...
+    def add_venue(
+        self,
+        venue: Venue,
+        oms_type: OmsType,
+        account_type: AccountType,
+        starting_balances: List[Money],
+        base_currency: Optional[Currency] = None,
+        default_leverage: Optional[Decimal] = None,
+        leverages: Optional[Dict[InstrumentId, Decimal]] = None,
+        modules: Optional[List[Any]] = None,  # SimulationModule type
+        fill_model: Optional[Any] = None,  # FillModel type
+        fee_model: Optional[Any] = None,  # FeeModel type
+        latency_model: Optional[Any] = None,  # LatencyModel type
+        book_type: str = "L1_MBP",
+        routing: bool = False,
+        frozen_account: bool = False,
+        bar_execution: bool = True,
+        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,
+    ) -> None: ...
+    def change_fill_model(self, venue: Venue, model: Any) -> None: ...  # FillModel type
+    def add_instrument(self, instrument: Instrument) -> None: ...
+    def add_data(
+        self,
+        data: List[Data],
+        client_id: Optional[ClientId] = None,
+        validate: bool = True,
+        sort: bool = True,
+    ) -> None: ...
+    def dump_pickled_data(self) -> bytes: ...
+    def load_pickled_data(self, data: bytes) -> None: ...
+    def add_actor(self, actor: Actor) -> None: ...
+    def add_actors(self, actors: List[Actor]) -> None: ...
+    def add_strategy(self, strategy: Strategy) -> None: ...
+    def add_strategies(self, strategies: List[Strategy]) -> None: ...
+    def add_exec_algorithm(self, exec_algorithm: ExecAlgorithm) -> None: ...
+    def add_exec_algorithms(self, exec_algorithms: List[ExecAlgorithm]) -> None: ...
+    def reset(self) -> None: ...
+    def clear_data(self) -> None: ...
+    def clear_actors(self) -> None: ...
+    def clear_strategies(self) -> None: ...
+    def clear_exec_algorithms(self) -> None: ...
+    def dispose(self) -> None: ...
+    def run(
+        self,
+        start: Optional[Union[datetime, str, int]] = None,
+        end: Optional[Union[datetime, str, int]] = None,
+        run_config_id: Optional[str] = None,
+        streaming: bool = False,
+    ) -> None: ...
+    def end(self) -> None: ...
+    def get_result(self) -> BacktestResult: ...
+
+__all__ = ["BacktestEngine", "BacktestEngineConfig"]