Feature Request: Automated Generation of Stub Files for Cython Modules in `nautilus_trader` about nautilus_trader

[cjdsellers]

Hi @kivo360

Thanks for the suggestion here.

I had a quick play with stubgen, and ran this fairly vanilla command:

stubgen -p nautilus_trader

Processed 430 modules
Generated files under out/nautilus_trader/

It then resulted in this on the pre-commit:

Found 350 errors in 152 files (checked 676 source files)

So it looks promising, but appears to need some tweaking:

• We only need to generate .pyi files for the C extension module dynamic libs (I think?)
• It should be integrated with the build.py build and happen automatically, like the way cbindgen is setup with the Rust core

If the above can be done and results in no mypy errors, and working type stubs, then we'd be happy to incorporate it into the codebase - as its recognized this would be very helpful for users and contributors.

Otherwise, I have to invest my own time into other areas, as a more ultimate goal is to port to Rust with pyo3, and we already have a growing .pyi file for that.

[kivo360]

I'd say keep focusing on porting to Rust. I generated some typings as well and ran into the same issue.

I don't believe the problem can be fully solved using cython builds. I think it'll be a much better time if the code kept progressing. I'm currently trying simple strategies, exploring data management techniques (to handle more complex backtests)

If I have the bandwidth to contribute to the project in the future I will.