Port backtest engine and kernel to Rust (#2449)

- move time event accumulator to its own file
- add missing fields for data engine config with descriptions
- implement `StreamingConfig`
- create nautilus system crate with config and kernel
- add `Environment` enum

Author: filipmacek

Cargo.lock

@@ -20,6 +20,7 @@ members = [
     "crates/pyo3",
     "crates/risk",
     "crates/serialization",
+    "crates/system",
     "crates/test_kit",
     "crates/trading",
 ]

Cargo.toml

@@ -41,6 +41,7 @@ nautilus-core = { path = "../core" }
 nautilus-data = { path = "../data" }
 nautilus-execution = { path = "../execution" }
 nautilus-model = { path = "../model" , features = ["stubs"]}
+nautilus-system = { path = "../system" }
 anyhow = { workspace = true }
 chrono = { workspace = true }
 log = { workspace = true }

crates/backtest/Cargo.toml

@@ -0,0 +1,120 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
+//  https://nautechsystems.io
+//
+//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
+//  You may not use this file except in compliance with the License.
+//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
+//
+//  Unless required by applicable law or agreed to in writing, software
+//  distributed under the License is distributed on an "AS IS" BASIS,
+//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+//  See the License for the specific language governing permissions and
+//  limitations under the License.
+// -------------------------------------------------------------------------------------------------
+
+use nautilus_common::{clock::TestClock, timer::TimeEventHandlerV2};
+use nautilus_core::UnixNanos;
+
+/// Provides a means of accumulating and draining time event handlers.
+pub struct TimeEventAccumulator {
+    event_handlers: Vec<TimeEventHandlerV2>,
+}
+
+impl TimeEventAccumulator {
+    /// Creates a new [`TimeEventAccumulator`] instance.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self {
+            event_handlers: Vec::new(),
+        }
+    }
+
+    /// Advance the given clock to the `to_time_ns`.
+    pub fn advance_clock(&mut self, clock: &mut TestClock, to_time_ns: UnixNanos, set_time: bool) {
+        let events = clock.advance_time(to_time_ns, set_time);
+        let handlers = clock.match_handlers(events);
+        self.event_handlers.extend(handlers);
+    }
+
+    /// Drain the accumulated time event handlers in sorted order (by the events `ts_event`).
+    pub fn drain(&mut self) -> Vec<TimeEventHandlerV2> {
+        // stable sort is not necessary since there is no relation between
+        // events of the same clock. Only time based ordering is needed.
+        self.event_handlers
+            .sort_unstable_by_key(|v| v.event.ts_event);
+        self.event_handlers.drain(..).collect()
+    }
+}
+
+impl Default for TimeEventAccumulator {
+    /// Creates a new default [`TimeEventAccumulator`] instance.
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(all(test, feature = "python"))]
+mod tests {
+    use nautilus_common::timer::{TimeEvent, TimeEventCallback};
+    use nautilus_core::UUID4;
+    use pyo3::{Py, Python, prelude::*, types::PyList};
+    use rstest::*;
+    use ustr::Ustr;
+
+    use super::*;
+
+    #[rstest]
+    fn test_accumulator_drain_sorted() {
+        pyo3::prepare_freethreaded_python();
+
+        Python::with_gil(|py| {
+            let py_list = PyList::empty(py);
+            let py_append = Py::from(py_list.getattr("append").unwrap());
+
+            let mut accumulator = TimeEventAccumulator::new();
+
+            let time_event1 = TimeEvent::new(
+                Ustr::from("TEST_EVENT_1"),
+                UUID4::new(),
+                100.into(),
+                100.into(),
+            );
+            let time_event2 = TimeEvent::new(
+                Ustr::from("TEST_EVENT_2"),
+                UUID4::new(),
+                300.into(),
+                300.into(),
+            );
+            let time_event3 = TimeEvent::new(
+                Ustr::from("TEST_EVENT_3"),
+                UUID4::new(),
+                200.into(),
+                200.into(),
+            );
+
+            // Note: as_ptr returns a borrowed pointer. It is valid as long
+            // as the object is in scope. In this case `callback_ptr` is valid
+            // as long as `py_append` is in scope.
+            let callback = TimeEventCallback::from(py_append.into_any());
+
+            let handler1 = TimeEventHandlerV2::new(time_event1.clone(), callback.clone());
+            let handler2 = TimeEventHandlerV2::new(time_event2.clone(), callback.clone());
+            let handler3 = TimeEventHandlerV2::new(time_event3.clone(), callback);
+
+            accumulator.event_handlers.push(handler1);
+            accumulator.event_handlers.push(handler2);
+            accumulator.event_handlers.push(handler3);
+
+            let drained_handlers = accumulator.drain();
+
+            assert_eq!(drained_handlers.len(), 3);
+            assert_eq!(drained_handlers[0].event.ts_event, time_event1.ts_event);
+            assert_eq!(drained_handlers[1].event.ts_event, time_event3.ts_event);
+            assert_eq!(drained_handlers[2].event.ts_event, time_event2.ts_event);
+        });
+    }
+}