Add additional Rust docs

Author: cjdsellers

nautilus_core/accounting/src/lib.rs

@@ -13,6 +13,19 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
+//! algorithmic trading platform, providing quantitative traders with the ability to backtest
+//! portfolios of automated trading strategies on historical data with an event-driven engine,
+//! and also deploy those same strategies live, with no code changes.
+//!
+//! # Feature flags
+//!
+//! This crate provides feature flags to control source code inclusion during compilation,
+//! depending on the intended use case, i.e. whether to provide Python bindings
+//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
+//!
+//! - `python`: Enables Python bindings from `pyo3`
+
 pub mod account;
 #[cfg(test)]
 pub mod stubs;

nautilus_core/accounting/src/python/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides Python bindings from `pyo3`.
+
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 
 use pyo3::{prelude::*, pymodule};

nautilus_core/adapters/src/databento/python/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides Python bindings from `pyo3`.
+
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 
 pub mod enums;

nautilus_core/adapters/src/lib.rs

@@ -13,5 +13,20 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
+//! algorithmic trading platform, providing quantitative traders with the ability to backtest
+//! portfolios of automated trading strategies on historical data with an event-driven engine,
+//! and also deploy those same strategies live, with no code changes.
+//!
+//! # Feature flags
+//!
+//! This crate provides feature flags to control source code inclusion during compilation,
+//! depending on the intended use case, i.e. whether to provide Python bindings
+//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
+//!
+//! - `databento`: Includes the Databento integration adapter
+//! - `ffi`: Enables the C foreign function interface (FFI) from `cbindgen`
+//! - `python`: Enables Python bindings from `pyo3`
+
 #[cfg(feature = "databento")]
 pub mod databento;

nautilus_core/backtest/src/lib.rs

@@ -13,5 +13,19 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
+//! algorithmic trading platform, providing quantitative traders with the ability to backtest
+//! portfolios of automated trading strategies on historical data with an event-driven engine,
+//! and also deploy those same strategies live, with no code changes.
+//!
+//! # Feature flags
+//!
+//! This crate provides feature flags to control source code inclusion during compilation,
+//! depending on the intended use case, i.e. whether to provide Python bindings
+//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
+//!
+//! - `ffi`: Enables the C foreign function interface (FFI) from `cbindgen`
+//! - `python`: Enables Python bindings from `pyo3`
+
 pub mod engine;
 pub mod matching_engine;

nautilus_core/common/src/ffi/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides a C foreign function interface (FFI) from `cbindgen`.
+
 pub mod clock;
 pub mod enums;
 pub mod logging;

nautilus_core/common/src/lib.rs

@@ -13,6 +13,21 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
+//! algorithmic trading platform, providing quantitative traders with the ability to backtest
+//! portfolios of automated trading strategies on historical data with an event-driven engine,
+//! and also deploy those same strategies live, with no code changes.
+//!
+//! # Feature flags
+//!
+//! This crate provides feature flags to control source code inclusion during compilation,
+//! depending on the intended use case, i.e. whether to provide Python bindings
+//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
+//!
+//! - `ffi`: Enables the C foreign function interface (FFI) from `cbindgen`
+//! - `python`: Enables Python bindings from `pyo3`
+//! - `stubs`: Enables type stubs for use in testing scenarios
+
 pub mod cache;
 pub mod clock;
 pub mod enums;

nautilus_core/common/src/python/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides Python bindings from `pyo3`.
+
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 
 pub mod clock;

nautilus_core/core/src/correctness.rs

@@ -13,7 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-//! Defines static condition checks similar to the *design by contract* philosophy
+//! Provides static condition checks similar to the *design by contract* philosophy
 //! to help ensure logical correctness.
 //!
 //! This module provides validation checking of function or method conditions.

nautilus_core/core/src/datetime.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides common data and time functions.
+
 use std::time::{Duration, UNIX_EPOCH};
 
 use chrono::{

nautilus_core/core/src/ffi/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides a C foreign function interface (FFI) from `cbindgen`.
+
 pub mod cvec;
 pub mod datetime;
 pub mod parsing;

nautilus_core/core/src/lib.rs

@@ -13,6 +13,20 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
+//! algorithmic trading platform, providing quantitative traders with the ability to backtest
+//! portfolios of automated trading strategies on historical data with an event-driven engine,
+//! and also deploy those same strategies live, with no code changes.
+//!
+//! # Feature flags
+//!
+//! This crate provides feature flags to control source code inclusion during compilation,
+//! depending on the intended use case, i.e. whether to provide Python bindings
+//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
+//!
+//! - `ffi`: Enables the C foreign function interface (FFI) from `cbindgen`
+//! - `python`: Enables Python bindings from `pyo3`
+
 pub mod correctness;
 pub mod datetime;
 pub mod message;

nautilus_core/core/src/message.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines common message types.
+
 use crate::{nanos::UnixNanos, uuid::UUID4};
 
 #[derive(Debug, Clone)]

nautilus_core/core/src/nanos.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines `UnixNanos` type for working with UNIX epoch (nanoseconds).
+
 use std::{
     cmp::Ordering,
     fmt::Display,

nautilus_core/core/src/parsing.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides core parsing functions.
+
 /// Returns the decimal precision inferred from the given string.
 #[must_use]
 pub fn precision_from_str(s: &str) -> u8 {

nautilus_core/core/src/python/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides Python bindings from `pyo3`.
+
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 
 use std::fmt;

nautilus_core/core/src/serialization.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines common serialization traits.
+
 use serde::{Deserialize, Serialize};
 
 /// Represents types which are serializable for JSON and `MsgPack` specifications.

nautilus_core/core/src/time.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides the core `AtomicTime` real-time and static clocks.
+
 use std::{
     ops::Deref,
     sync::{

nautilus_core/core/src/uuid.rs

@@ -13,6 +13,9 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines a core `UUID4` universally unique identifier (UUID) version 4 based on a 128-bit
+//! label as specified in RFC 4122.
+
 use std::{
     ffi::{CStr, CString},
     fmt::{Debug, Display, Formatter},

nautilus_core/execution/src/lib.rs

@@ -13,6 +13,20 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
+//! algorithmic trading platform, providing quantitative traders with the ability to backtest
+//! portfolios of automated trading strategies on historical data with an event-driven engine,
+//! and also deploy those same strategies live, with no code changes.
+//!
+//! # Feature flags
+//!
+//! This crate provides feature flags to control source code inclusion during compilation,
+//! depending on the intended use case, i.e. whether to provide Python bindings
+//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
+//!
+//! - `ffi`: Enables the C foreign function interface (FFI) from `cbindgen`
+//! - `python`: Enables Python bindings from `pyo3`
+
 pub mod client;
 pub mod engine;
 pub mod matching_core;

nautilus_core/indicators/src/lib.rs

@@ -13,6 +13,19 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
+//! algorithmic trading platform, providing quantitative traders with the ability to backtest
+//! portfolios of automated trading strategies on historical data with an event-driven engine,
+//! and also deploy those same strategies live, with no code changes.
+//!
+//! # Feature flags
+//!
+//! This crate provides feature flags to control source code inclusion during compilation,
+//! depending on the intended use case, i.e. whether to provide Python bindings
+//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
+//!
+//! - `python`: Enables Python bindings from `pyo3`
+
 pub mod average;
 pub mod book;
 pub mod indicator;

nautilus_core/indicators/src/python/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides Python bindings from `pyo3`.
+
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 
 use pyo3::{prelude::*, pymodule};

nautilus_core/infrastructure/src/lib.rs

@@ -13,6 +13,20 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
+//! algorithmic trading platform, providing quantitative traders with the ability to backtest
+//! portfolios of automated trading strategies on historical data with an event-driven engine,
+//! and also deploy those same strategies live, with no code changes.
+//!
+//! # Feature flags
+//!
+//! This crate provides feature flags to control source code inclusion during compilation,
+//! depending on the intended use case, i.e. whether to provide Python bindings
+//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
+//!
+//! - `python`: Enables Python bindings from `pyo3`
+//! - `redis`: Enables the Redis cache database and message bus backing implementations
+
 #[cfg(feature = "python")]
 pub mod python;
 

nautilus_core/infrastructure/src/python/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides Python bindings from `pyo3`.
+
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 
 use pyo3::{prelude::*, pymodule};

nautilus_core/infrastructure/src/python/redis/mod.rs

@@ -13,5 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides a Redis cache database and message bus backing.
+
 pub mod cache;
 pub mod msgbus;

nautilus_core/model/src/ffi/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides a C foreign function interface (FFI) from `cbindgen`.
+
 pub mod data;
 pub mod enums;
 pub mod events;

nautilus_core/model/src/lib.rs

@@ -13,6 +13,21 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
+//! algorithmic trading platform, providing quantitative traders with the ability to backtest
+//! portfolios of automated trading strategies on historical data with an event-driven engine,
+//! and also deploy those same strategies live, with no code changes.
+//!
+//! # Feature flags
+//!
+//! This crate provides feature flags to control source code inclusion during compilation,
+//! depending on the intended use case, i.e. whether to provide Python bindings
+//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
+//!
+//! - `ffi`: Enables the C foreign function interface (FFI) from `cbindgen`
+//! - `python`: Enables Python bindings from `pyo3`
+//! - `stubs`: Enables type stubs for use in testing scenarios
+
 pub mod currencies;
 pub mod data;
 pub mod enums;

nautilus_core/model/src/python/data/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines data types for the trading domain model.
+
 pub mod bar;
 pub mod delta;
 pub mod deltas;

nautilus_core/model/src/python/enums.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines enumerations for the trading domain model.
+
 use std::str::FromStr;
 
 use nautilus_core::python::to_pyvalue_err;

nautilus_core/model/src/python/events/mod.rs

@@ -13,5 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines events for the trading domain model.
+
 pub mod account;
 pub mod order;

nautilus_core/model/src/python/identifiers/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines identifiers the trading domain model.
+
 use std::str::FromStr;
 
 use nautilus_core::python::to_pyvalue_err;

nautilus_core/model/src/python/instruments/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines instrument definitions the trading domain model.
+
 use nautilus_core::python::to_pyvalue_err;
 use pyo3::{IntoPy, PyObject, PyResult, Python};