portfolio done

Signed-off-by: Pushkar Mishra <[email protected]>
nautechsystems · Nov 20, 2024 · 4917806 · 4917806
1 parent 7b36e7f
commit 4917806
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Showing 4 changed files with 313 additions and 162 deletions.
diff --git a/nautilus_core/common/src/cache/mod.rs b/nautilus_core/common/src/cache/mod.rs
@@ -2637,6 +2637,12 @@ impl Cache {
         self.accounts.get(account_id)
     }
 
+    /// Returns a mutable reference to the account for the given `account_id` (if found).
+    #[must_use]
+    pub fn mut_account(&mut self, account_id: &AccountId) -> Option<&mut AccountAny> {
+        self.accounts.get_mut(account_id)
+    }
+
     /// Returns a reference to the account for the given `venue` (if found).
     #[must_use]
     pub fn account_for_venue(&self, venue: &Venue) -> Option<&AccountAny> {
@@ -2646,6 +2652,15 @@ impl Cache {
             .and_then(|account_id| self.accounts.get(account_id))
     }
 
+    /// Returns a reference to the account for the given `venue` (if found).
+    #[must_use]
+    pub fn mut_account_for_venue(&mut self, venue: &Venue) -> Option<&mut AccountAny> {
+        self.index
+            .venue_account
+            .get(venue)
+            .and_then(|account_id| self.accounts.get_mut(account_id))
+    }
+
     /// Returns a reference to the account ID for the given `venue` (if found).
     #[must_use]
     pub fn account_id(&self, venue: &Venue) -> Option<&AccountId> {

diff --git a/nautilus_core/model/src/events/position/mod.rs b/nautilus_core/model/src/events/position/mod.rs
@@ -13,10 +13,10 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-use crate::events::position::{
-    changed::PositionChanged, closed::PositionClosed, opened::PositionOpened,
+use crate::{
+    events::position::{changed::PositionChanged, closed::PositionClosed, opened::PositionOpened},
+    identifiers::{AccountId, InstrumentId},
 };
-
 pub mod changed;
 pub mod closed;
 pub mod opened;
@@ -27,3 +27,21 @@ pub enum PositionEvent {
     PositionChanged(PositionChanged),
     PositionClosed(PositionClosed),
 }
+
+impl PositionEvent {
+    pub fn instrument_id(&self) -> InstrumentId {
+        match self {
+            PositionEvent::PositionOpened(position) => position.instrument_id,
+            PositionEvent::PositionChanged(position) => position.instrument_id,
+            PositionEvent::PositionClosed(position) => position.instrument_id,
+        }
+    }
+
+    pub fn account_id(&self) -> AccountId {
+        match self {
+            PositionEvent::PositionOpened(position) => position.account_id,
+            PositionEvent::PositionChanged(position) => position.account_id,
+            PositionEvent::PositionClosed(position) => position.account_id,
+        }
+    }
+}
diff --git a/nautilus_core/portfolio/src/manager.rs b/nautilus_core/portfolio/src/manager.rs
@@ -35,6 +35,10 @@ pub struct AccountsManager {
 }
 
 impl AccountsManager {
+    pub fn new(clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>) -> Self {
+        Self { clock, cache }
+    }
+
     #[must_use]
     pub fn update_balances(
         &self,
@@ -86,17 +90,17 @@ impl AccountsManager {
     #[must_use]
     pub fn update_orders(
         &self,
-        account: AccountAny,
+        account: &mut AccountAny,
         instrument: InstrumentAny,
-        orders_open: &[OrderAny],
+        orders_open: Vec<&OrderAny>,
         ts_event: UnixNanos,
     ) -> Option<AccountState> {
         match account {
-            AccountAny::Cash(mut cash_account) => {
-                self.update_balance_locked(&mut cash_account, instrument, orders_open, ts_event)
+            AccountAny::Cash(cash_account) => {
+                self.update_balance_locked(cash_account, instrument, orders_open, ts_event)
             }
-            AccountAny::Margin(mut margin_account) => {
-                self.update_margin_init(&mut margin_account, instrument, orders_open, ts_event)
+            AccountAny::Margin(margin_account) => {
+                self.update_margin_init(margin_account, instrument, orders_open, ts_event)
             }
         }
     }
@@ -107,7 +111,7 @@ impl AccountsManager {
         &self,
         account: &mut MarginAccount,
         instrument: InstrumentAny,
-        positions: &[Position],
+        positions: Vec<&Position>,
         ts_event: UnixNanos,
     ) -> Option<AccountState> {
         // Initialize variables
@@ -241,7 +245,7 @@ impl AccountsManager {
         &self,
         account: &mut CashAccount,
         instrument: InstrumentAny,
-        orders_open: &[OrderAny],
+        orders_open: Vec<&OrderAny>,
         ts_event: UnixNanos,
     ) -> Option<AccountState> {
         if orders_open.is_empty() {
@@ -336,7 +340,7 @@ impl AccountsManager {
         &self,
         account: &mut MarginAccount,
         instrument: InstrumentAny,
-        orders_open: &[OrderAny],
+        orders_open: Vec<&OrderAny>,
         ts_event: UnixNanos,
     ) -> Option<AccountState> {
         let mut total_margin_init = Decimal::ZERO;