Update example messaging with msgbus (#2406)

examples/backtest/example_09_messaging_with_msgbus/README.md

@@ -0,0 +1,21 @@
+# Example: Self-Communication Using Message Bus
+
+A practical demonstration of using NautilusTrader's message bus for self-communication within a strategy.
+The example implements a "10th bar notification system" where the strategy:
+
+1. Creates a custom event (using Python's dataclass) to represent the 10th bar occurrence
+2. Publishes this event to the message bus when the 10th bar arrives
+3. Subscribes to and handles these events within the same strategy
+
+Key learning points:
+- Creating custom events with the message bus
+- Implementing publish/subscribe pattern for self-communication
+- Using events for condition-based notifications
+- Handling state changes through message bus events
+
+This pattern provides a clean, event-driven approach to handle conditional notifications
+and state changes within your trading strategies.
+
+Note:
+While this example shows both publisher and subscriber roles within a single strategy, in practice these roles
+can be distributed - any component can be a publisher and any other component can be a subscriber of events.

examples/backtest/example_09_custom_event_with_msgbus/strategy.py → examples/backtest/example_09_messaging_with_msgbus/strategy.py

@@ -29,13 +29,29 @@
 class Each10thBarEvent(Event):
     """
     A custom event that is published every 10th bar.
+
+    By inheriting from `Event` class, we automatically get important attributes:
+     - `id`: A unique string identifier for each event (in UUID format)
+     - `ts_event`: Timestamp when the event occurred (used for event ordering)
+     - `ts_init`: Timestamp when the event was initialized
+
+    These attributes are crucial for correct event processing and ordering in the message bus,
+    especially during backtesting where event timing is important.
+
+    Event class offers complete flexibility in terms of attributes:
+    - Can contain attributes of any Python type (int, float, str, custom objects, etc.)
+
     """
 
     bar: Bar  # The 10th bar related to this event
     TOPIC: str = "each_10th_bar_event"  # Topic name for message bus publish/subscribe
 
 
 class DemoStrategyConfig(StrategyConfig, frozen=True):
+    """
+    Configuration for the demo strategy.
+    """
+
     instrument: Instrument
     bar_type: BarType
 
@@ -56,6 +72,10 @@ def on_start(self):
         self.subscribe_bars(self.config.bar_type)
         self.log.info(f"Subscribed to {self.config.bar_type}", color=LogColor.YELLOW)
 
+        # The message bus implements a topic-based publish/subscribe pattern:
+        # - Publishers can publish events to one or more named topics
+        # - Subscribers can subscribe to one or more topics of interest
+
         # Subscribe to our custom event
         # First argument is the topic name to subscribe to, second is the custom handler method
         self.msgbus.subscribe(Each10thBarEvent.TOPIC, self.on_each_10th_bar)
@@ -85,11 +105,7 @@ def on_bar(self, bar: Bar):
 
     def on_each_10th_bar(self, event: Each10thBarEvent):
         """
-        Event handler for Each10thBarEvent.
-
-        This method is called automatically when an Each10thBarEvent is published,
-        thanks to our subscription in on_start.
-
+        Handle each 10th bar event received from the message bus.
         """
         # Log the event details
         self.log.info(