PyAlgoEngine 0.12.3__cp315-cp315-win_amd64.whl

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Files changed (156) hide show
  1. algo_engine/__infra__.pxd +3 -0
  2. algo_engine/__init__.pxd +3 -0
  3. algo_engine/__init__.py +107 -0
  4. algo_engine/apps/__init__.py +17 -0
  5. algo_engine/apps/backtest/__init__.py +20 -0
  6. algo_engine/apps/backtest/doc_server.py +328 -0
  7. algo_engine/apps/backtest/static/styles/dash.css +48 -0
  8. algo_engine/apps/backtest/templates/dash.html +20 -0
  9. algo_engine/apps/backtest/templates/index.html +40 -0
  10. algo_engine/apps/backtest/tester.py +252 -0
  11. algo_engine/apps/backtest/web_app.py +125 -0
  12. algo_engine/apps/bokeh_server.py +245 -0
  13. algo_engine/apps/demo/__init__.py +0 -0
  14. algo_engine/apps/demo/test.py +40 -0
  15. algo_engine/apps/sim_input/__init__.py +23 -0
  16. algo_engine/apps/sim_input/client.py +412 -0
  17. algo_engine/apps/sim_input/sim_keyboard.py +88 -0
  18. algo_engine/apps/sim_input/sim_mouse.py +137 -0
  19. algo_engine/apps/sim_input/window.py +162 -0
  20. algo_engine/backtest/__init__.py +19 -0
  21. algo_engine/backtest/__main__.py +51 -0
  22. algo_engine/backtest/metrics.py +179 -0
  23. algo_engine/backtest/replay.py +635 -0
  24. algo_engine/backtest/sim_match.py +506 -0
  25. algo_engine/base/__infra__.pxd +3 -0
  26. algo_engine/base/__init__.pxd +3 -0
  27. algo_engine/base/__init__.py +60 -0
  28. algo_engine/base/c_allocator_protocol.c +11608 -0
  29. algo_engine/base/c_allocator_protocol.cp315-win_amd64.pyd +0 -0
  30. algo_engine/base/c_allocator_protocol.pxd +24 -0
  31. algo_engine/base/c_allocator_protocol.pyi +68 -0
  32. algo_engine/base/c_allocator_protocol.pyx +111 -0
  33. algo_engine/base/c_intern_string.c +5908 -0
  34. algo_engine/base/c_intern_string.cp315-win_amd64.pyd +0 -0
  35. algo_engine/base/c_intern_string.pxd +14 -0
  36. algo_engine/base/c_intern_string.pyi +22 -0
  37. algo_engine/base/c_intern_string.pyx +17 -0
  38. algo_engine/base/c_market_data/__infra__.pxd +196 -0
  39. algo_engine/base/c_market_data/__init__.pxd +196 -0
  40. algo_engine/base/c_market_data/__init__.py +24 -0
  41. algo_engine/base/c_market_data/c_candlestick.c +18996 -0
  42. algo_engine/base/c_market_data/c_candlestick.cp315-win_amd64.pyd +0 -0
  43. algo_engine/base/c_market_data/c_candlestick.pxd +27 -0
  44. algo_engine/base/c_market_data/c_candlestick.pyi +217 -0
  45. algo_engine/base/c_market_data/c_candlestick.pyx +255 -0
  46. algo_engine/base/c_market_data/c_internal.c +14059 -0
  47. algo_engine/base/c_market_data/c_internal.cp315-win_amd64.pyd +0 -0
  48. algo_engine/base/c_market_data/c_internal.pxd +14 -0
  49. algo_engine/base/c_market_data/c_internal.pyi +47 -0
  50. algo_engine/base/c_market_data/c_internal.pyx +41 -0
  51. algo_engine/base/c_market_data/c_market_data.c +30420 -0
  52. algo_engine/base/c_market_data/c_market_data.cp315-win_amd64.pyd +0 -0
  53. algo_engine/base/c_market_data/c_market_data.h +1464 -0
  54. algo_engine/base/c_market_data/c_market_data.pxd +414 -0
  55. algo_engine/base/c_market_data/c_market_data.pyi +550 -0
  56. algo_engine/base/c_market_data/c_market_data.pyx +701 -0
  57. algo_engine/base/c_market_data/c_market_data_buffer.c +29407 -0
  58. algo_engine/base/c_market_data/c_market_data_buffer.cp315-win_amd64.pyd +0 -0
  59. algo_engine/base/c_market_data/c_market_data_buffer.h +941 -0
  60. algo_engine/base/c_market_data/c_market_data_buffer.pxd +143 -0
  61. algo_engine/base/c_market_data/c_market_data_buffer.pyi +355 -0
  62. algo_engine/base/c_market_data/c_market_data_buffer.pyx +571 -0
  63. algo_engine/base/c_market_data/c_market_data_config.h +29 -0
  64. algo_engine/base/c_market_data/c_tick.c +44303 -0
  65. algo_engine/base/c_market_data/c_tick.cp315-win_amd64.pyd +0 -0
  66. algo_engine/base/c_market_data/c_tick.pxd +53 -0
  67. algo_engine/base/c_market_data/c_tick.pyi +466 -0
  68. algo_engine/base/c_market_data/c_tick.pyx +673 -0
  69. algo_engine/base/c_market_data/c_trade_utils.c +28702 -0
  70. algo_engine/base/c_market_data/c_trade_utils.cp315-win_amd64.pyd +0 -0
  71. algo_engine/base/c_market_data/c_trade_utils.pxd +53 -0
  72. algo_engine/base/c_market_data/c_trade_utils.pyi +602 -0
  73. algo_engine/base/c_market_data/c_trade_utils.pyx +609 -0
  74. algo_engine/base/c_market_data/c_transaction.c +23558 -0
  75. algo_engine/base/c_market_data/c_transaction.cp315-win_amd64.pyd +0 -0
  76. algo_engine/base/c_market_data/c_transaction.pxd +27 -0
  77. algo_engine/base/c_market_data/c_transaction.pyi +433 -0
  78. algo_engine/base/c_market_data/c_transaction.pyx +460 -0
  79. algo_engine/base/console_utils.py +1070 -0
  80. algo_engine/base/finance_decimal.py +258 -0
  81. algo_engine/base/telemetrics.py +18 -0
  82. algo_engine/engine/__infra__.pxd +10 -0
  83. algo_engine/engine/__init__.pxd +10 -0
  84. algo_engine/engine/__init__.py +40 -0
  85. algo_engine/engine/algo_engine.py +904 -0
  86. algo_engine/engine/c_event_engine.c +16325 -0
  87. algo_engine/engine/c_event_engine.cp315-win_amd64.pyd +0 -0
  88. algo_engine/engine/c_event_engine.pxd +25 -0
  89. algo_engine/engine/c_event_engine.pyi +68 -0
  90. algo_engine/engine/c_market_engine.c +24258 -0
  91. algo_engine/engine/c_market_engine.cp315-win_amd64.pyd +0 -0
  92. algo_engine/engine/c_market_engine.pxd +87 -0
  93. algo_engine/engine/c_market_engine.pyi +357 -0
  94. algo_engine/engine/event_engine.py +53 -0
  95. algo_engine/engine/trade_engine.py +2037 -0
  96. algo_engine/exchange_profile/__infra__.pxd +100 -0
  97. algo_engine/exchange_profile/__init__.pxd +100 -0
  98. algo_engine/exchange_profile/__init__.py +53 -0
  99. algo_engine/exchange_profile/c_ex_profile_base.c +87 -0
  100. algo_engine/exchange_profile/c_ex_profile_base.h +1204 -0
  101. algo_engine/exchange_profile/c_ex_profile_cn.c +968 -0
  102. algo_engine/exchange_profile/c_ex_profile_cn.h +39 -0
  103. algo_engine/exchange_profile/c_exchange_profile.c +52375 -0
  104. algo_engine/exchange_profile/c_exchange_profile.cp315-win_amd64.pyd +0 -0
  105. algo_engine/exchange_profile/c_exchange_profile.pxd +336 -0
  106. algo_engine/exchange_profile/c_exchange_profile.pyi +883 -0
  107. algo_engine/exchange_profile/c_exchange_profile.pyx +1495 -0
  108. algo_engine/exchange_profile/c_profile_cn.c +7798 -0
  109. algo_engine/exchange_profile/c_profile_cn.cp315-win_amd64.pyd +0 -0
  110. algo_engine/exchange_profile/c_profile_cn.pxd +1 -0
  111. algo_engine/exchange_profile/c_profile_cn.pyi +3 -0
  112. algo_engine/exchange_profile/c_profile_cn.pyx +1 -0
  113. algo_engine/exchange_profile/c_profile_default.c +7798 -0
  114. algo_engine/exchange_profile/c_profile_default.cp315-win_amd64.pyd +0 -0
  115. algo_engine/exchange_profile/c_profile_default.pxd +1 -0
  116. algo_engine/exchange_profile/c_profile_default.pyi +3 -0
  117. algo_engine/exchange_profile/c_profile_default.pyx +1 -0
  118. algo_engine/exchange_profile/c_profile_dispatcher.c +7798 -0
  119. algo_engine/exchange_profile/c_profile_dispatcher.cp315-win_amd64.pyd +0 -0
  120. algo_engine/exchange_profile/c_profile_dispatcher.pxd +1 -0
  121. algo_engine/exchange_profile/c_profile_dispatcher.pyi +3 -0
  122. algo_engine/exchange_profile/c_profile_dispatcher.pyx +1 -0
  123. algo_engine/includes/algo_engine/base/c_allocator_protocol.c +11608 -0
  124. algo_engine/includes/algo_engine/base/c_intern_string.c +5908 -0
  125. algo_engine/includes/algo_engine/base/c_market_data/c_candlestick.c +18996 -0
  126. algo_engine/includes/algo_engine/base/c_market_data/c_internal.c +14059 -0
  127. algo_engine/includes/algo_engine/base/c_market_data/c_market_data.c +30420 -0
  128. algo_engine/includes/algo_engine/base/c_market_data/c_market_data.h +1464 -0
  129. algo_engine/includes/algo_engine/base/c_market_data/c_market_data_buffer.c +29407 -0
  130. algo_engine/includes/algo_engine/base/c_market_data/c_market_data_buffer.h +941 -0
  131. algo_engine/includes/algo_engine/base/c_market_data/c_market_data_config.h +29 -0
  132. algo_engine/includes/algo_engine/base/c_market_data/c_tick.c +44303 -0
  133. algo_engine/includes/algo_engine/base/c_market_data/c_trade_utils.c +28702 -0
  134. algo_engine/includes/algo_engine/base/c_market_data/c_transaction.c +23558 -0
  135. algo_engine/includes/algo_engine/engine/c_event_engine.c +16325 -0
  136. algo_engine/includes/algo_engine/engine/c_market_engine.c +24258 -0
  137. algo_engine/includes/algo_engine/exchange_profile/c_ex_profile_base.c +87 -0
  138. algo_engine/includes/algo_engine/exchange_profile/c_ex_profile_base.h +1204 -0
  139. algo_engine/includes/algo_engine/exchange_profile/c_ex_profile_cn.c +968 -0
  140. algo_engine/includes/algo_engine/exchange_profile/c_ex_profile_cn.h +39 -0
  141. algo_engine/includes/algo_engine/exchange_profile/c_exchange_profile.c +52375 -0
  142. algo_engine/includes/algo_engine/exchange_profile/c_profile_cn.c +7798 -0
  143. algo_engine/includes/algo_engine/exchange_profile/c_profile_default.c +7798 -0
  144. algo_engine/includes/algo_engine/exchange_profile/c_profile_dispatcher.c +7798 -0
  145. algo_engine/monitor/__init__.py +15 -0
  146. algo_engine/monitor/advanced_data_interface.py +334 -0
  147. algo_engine/strategy/__init__.py +44 -0
  148. algo_engine/strategy/strategy_engine.py +441 -0
  149. algo_engine/utils/__init__.py +3 -0
  150. algo_engine/utils/commit_regularizer.py +49 -0
  151. algo_engine/utils/data_utils.py +296 -0
  152. pyalgoengine-0.12.3.dist-info/METADATA +142 -0
  153. pyalgoengine-0.12.3.dist-info/RECORD +156 -0
  154. pyalgoengine-0.12.3.dist-info/WHEEL +5 -0
  155. pyalgoengine-0.12.3.dist-info/licenses/LICENSE +21 -0
  156. pyalgoengine-0.12.3.dist-info/top_level.txt +2 -0
algo_engine/exchange_profile/c_ex_profile_cn.h ADDED
@@ -0,0 +1,39 @@
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+ #ifndef C_EX_PROFILE_CN_H
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+ #define C_EX_PROFILE_CN_H
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+
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+ #include <algo_engine/exchange_profile/c_ex_profile_base.h>
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+
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+ #ifndef EX_PROFILE_CN_PROFILE_MIN_YEAR
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+ #define EX_PROFILE_CN_PROFILE_MIN_YEAR ((uint16_t) 1991)
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+ #endif
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+
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+ #ifndef EX_PROFILE_CN_PROFILE_MAX_YEAR
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+ #define EX_PROFILE_CN_PROFILE_MAX_YEAR ((uint16_t) 2030)
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+ #endif
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+
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+ extern const session_date_t EX_PROFILE_CN_HOLIDAYS_PRECOMPUTED[];
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+ extern const session_date_t EX_PROFILE_CN_HOLIDAYS_ESTIMATED[];
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+ extern const session_date_t EX_PROFILE_CN_CIRCUIT_BREAK_DATES[];
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+
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+ extern const size_t EX_PROFILE_CN_HOLIDAYS_PRECOMPUTED_COUNT;
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+ extern const size_t EX_PROFILE_CN_HOLIDAYS_ESTIMATED_COUNT;
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+ extern const size_t EX_PROFILE_CN_CIRCUIT_BREAK_DATES_COUNT;
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+
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+ extern const session_time_range_t EX_PROFILE_CN_OPENCALL_ACTIVE;
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+ extern const session_time_range_t EX_PROFILE_CN_OPENCALL_NO_CANCEL;
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+ extern const session_time_range_t EX_PROFILE_CN_OPENCALL_FROZEN;
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+ extern const call_auction EX_PROFILE_CN_OPENCALL_AUCTION;
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+ extern const session_time_range_t EX_PROFILE_CN_CLOSECALL_NO_CANCEL;
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+ extern const call_auction EX_PROFILE_CN_CLOSECALL_AUCTION;
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+ extern const session_break EX_PROFILE_CN_BREAK;
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+
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+ extern bool EX_PROFILE_CN_IS_ACTIVATED;
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+ extern const session_date_range_t* EX_PROFILE_CN_TRADE_CALENDAR;
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+ extern const exchange_profile EX_PROFILE_CN;
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+
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+ extern bool c_ex_profile_cn_date_in_list(const session_date_t* date, const session_date_t* list, size_t n);
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+ extern bool c_ex_profile_cn_is_holiday(const session_date_t* date);
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+ extern bool c_ex_profile_cn_is_circuit_break(const session_date_t* date);
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+ extern void c_ex_profile_cn_get_calendar(void);
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+
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+ #endif /* C_EX_PROFILE_CN_H */