Rust - Python Mixed Debugging Example

This notebook demonstrates mixed Python + Rust debugging.
You need to execute this notebook from within VSCode.
See the nautilus_trader "Testing" developer guide for more instructions.

python

# Setup debugging environment - run this cell first
from nautilus_trader.test_kit.debug_helpers import setup_debugging


# Set up debugging for VS Code (configures launch.json with Jupyter kernel PID)
# This creates ALL debugging configurations automatically!
# Also starts a debugpy sever the Python debugger can connect to
setup_debugging()

Example: Parquet Catalog Mixed Debugging

This example demonstrates mixed Python + Rust debugging using the parquet catalog. We'll write a QuoteTick using catalog.write_data([quote_tick]) and read it back using catalog.quote_ticks().

Set breakpoints in VS Code at (for example):

nautilus_trader/persistence/catalog/parquet.py : put a breakpoint inside _query_rust
nautilus_trader/crates/persistence/src/backend/session.rs : put a breakpoint inside get_query_result

python

import shutil
import tempfile

# Also works with the usual non-pyo3 InstrumentId, Price, etc.
from nautilus_trader.core.nautilus_pyo3 import InstrumentId
from nautilus_trader.core.nautilus_pyo3 import Price
from nautilus_trader.core.nautilus_pyo3 import Quantity
from nautilus_trader.core.nautilus_pyo3 import QuoteTick
from nautilus_trader.persistence.catalog import ParquetDataCatalog


# Create a temporary directory for our parquet files
temp_dir = tempfile.mkdtemp(prefix="nautilus_debug_")
print(f"Created temporary directory: {temp_dir}")

# Initialize parquet catalog
catalog = ParquetDataCatalog(temp_dir)

instrument_id = InstrumentId.from_str("EURUSD.SIM")
quote_tick = QuoteTick(
    instrument_id=instrument_id,
    bid_price=Price.from_str("1.0500"),
    ask_price=Price.from_str("1.0505"),
    bid_size=Quantity.from_str("100000"),
    ask_size=Quantity.from_str("75000"),
    ts_event=1_000_000_000,
    ts_init=2_000_000_000,
)

catalog.write_data([quote_tick])

python

read_ticks = catalog.quote_ticks()

python

shutil.rmtree(temp_dir)