Cython

Here you will find guidance and tips for working on NautilusTrader using the Cython language. More information on Cython syntax and conventions can be found by reading the Cython docs.

What is Cython?

Cython is a superset of Python that compiles to C 扩展 modules, enabling optional static typing and optimized 性能. NautilusTrader relies on Cython for its Python bindings and 性能-critical components.

Function and method signatures

Ensure that all functions and methods returning void or a primitive C type (such as bint, int, double) include the except * keyword in the signature.

This will ensure Python exceptions are not ignored, and instead are “bubbled up” to the caller as expected.

调试

PyCharm

Improved 调试 支持 for Cython has remained a highly up-voted PyCharm 功能 for many years. Unfortunately, it's safe to assume that PyCharm will not be receiving first class 支持 for Cython 调试 https://youtrack.jetbrains.com/issue/PY-9476.

Cython docs

The following recommendations are contained in the Cython docs: https://cython.readthedocs.io/en/latest/src/userguide/debugging.html

The summary is it involves manually running a specialized 版本 of gdb from the command line. We don't recommend this workflow.

Tips

When 调试 and seeking to understand a complex system such as NautilusTrader, it can be quite helpful to step through the code with a debugger. With this not being available for the Cython part of the codebase, there are a few things which can help:

• Ensure LogLevel.DEBUG is configured for the 回测 or live system you are 调试. This is available on BacktestEngineConfig(日志记录=LoggingConfig(log_level="DEBUG")) or TradingNodeConfig(日志记录=LoggingConfig=log_level="DEBUG")). With DEBUG mode active you will see more granular and verbose log traces which could be what you need to understand the flow.
• Beyond this, if you still require more granular visibility around a part of the system, we recommend some well-placed calls to a components logger (normally self._log.debug(f"HERE {variable}" is enough).