quote and bar to_capsule

ghill2 · Nov 24, 2024 · d73faed · d73faed
1 parent 230b42f
commit d73faed
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diff --git a/nautilus_trader/model/data.pxd b/nautilus_trader/model/data.pxd
@@ -200,6 +200,8 @@ cdef class Bar(Data):
 
     cpdef bint is_single_price(self)
 
+    cdef inline object to_capsule_c(self)
+
 
 cdef class BookOrder:
     cdef BookOrder_t _mem
@@ -406,6 +408,8 @@ cdef class QuoteTick(Data):
     cpdef Price extract_price(self, PriceType price_type)
     cpdef Quantity extract_size(self, PriceType price_type)
 
+    cdef inline object to_capsule_c(self)
+
 
 cdef class TradeTick(Data):
     cdef TradeTick_t _mem
@@ -458,3 +462,4 @@ cdef class TradeTick(Data):
 
     @staticmethod
     cdef TradeTick from_mem_c(TradeTick_t mem)
+
diff --git a/nautilus_trader/model/data.pyx b/nautilus_trader/model/data.pyx
@@ -1451,6 +1451,11 @@ cdef class Bar(Data):
         """
         return self._mem.open.raw == self._mem.high.raw == self._mem.low.raw == self._mem.close.raw
 
+    def to_capsule(self):
+        return self.to_capsule_c()
+
+    cdef inline object to_capsule_c(self):
+        return PyCapsule_New(&self._mem, NULL, NULL)
 
 cdef class DataType:
     """
@@ -4166,6 +4171,11 @@ cdef class QuoteTick(Data):
         else:
             raise ValueError(f"Cannot extract with PriceType {price_type_to_str(price_type)}")
 
+    def to_capsule(self):
+        return self.to_capsule_c()
+
+    cdef inline object to_capsule_c(self):
+        return PyCapsule_New(&self._mem, NULL, NULL)
 
 cdef class TradeTick(Data):
     """