PyAlgoEngine 0.12.3__cp315-cp315-win_amd64.whl

algo_engine/includes/algo_engine/exchange_profile/c_ex_profile_base.c

@@ -0,0 +1,87 @@
+#include <algo_engine/exchange_profile/c_ex_profile_base.h>
+
+static void default_on_activate(const exchange_profile* profile) {
+    if (!profile) return;
+    // ((exchange_profile*) profile)->tz_offset_seconds = c_utc_offset_seconds();
+    (void) profile;
+}
+
+static void default_on_deactivate(const exchange_profile* profile) {
+    (void) profile;
+}
+
+static session_date_range_t* default_trade_calendar(const session_date_t* start_date, const session_date_t* end_date) {
+    // Default: every calendar day is a trading day, and every day is nominal.
+    session_date_range_t* drange = c_ex_profile_date_range(start_date, end_date);
+    if (!drange) return NULL;
+
+    drange->start.stype = SESSION_TYPE_NORMINAL;
+    drange->end.stype = SESSION_TYPE_NORMINAL;
+    for (size_t i = 0; i < drange->n_days; ++i) {
+        drange->dates[i].stype = SESSION_TYPE_NORMINAL;
+    }
+
+    return drange;
+}
+
+static auction_phase default_resolve_auction_phase(double ts) {
+    (void) ts;
+    return AUCTION_PHASE_DONE;
+}
+
+static session_phase default_resolve_session_phase(double ts) {
+    (void) ts;
+    return SESSION_PHASE_CONTINUOUS;
+}
+
+static session_type default_resolve_session_type(uint16_t year, uint8_t month, uint8_t day) {
+    (void) year;
+    (void) month;
+    (void) day;
+    return SESSION_TYPE_NORMINAL;
+}
+
+// Default profile instance
+
+const exchange_profile EX_PROFILE_DEFAULT = {
+    .profile_id = "UTC_NONSTOP_DEFAULT",
+
+    .session_start = {
+        .elapsed_seconds = 0.0,
+        .hour = 0u,
+        .minute = 0u,
+        .second = 0u,
+        .nanosecond = 0u,
+        .phase = SESSION_PHASE_CONTINUOUS,
+    },
+    .session_end = {
+        .elapsed_seconds = (double) SECONDS_PER_DAY,
+        .hour = 23u,
+        .minute = 59u,
+        .second = 59u,
+        .nanosecond = (uint32_t) NANOS_PER_SECOND - 1u,
+        .phase = SESSION_PHASE_CONTINUOUS,
+    },
+    .session_start_ts = 0.0,
+    .session_end_ts = (double) SECONDS_PER_DAY,
+    .session_length_seconds = (double) SECONDS_PER_DAY,
+
+    .open_call_auction = NULL,
+    .close_call_auction = NULL,
+    .session_breaks = NULL,
+
+    .time_zone = "UTC",
+    .tz_offset_seconds = 0.0,
+
+    .on_activate = default_on_activate,
+    .on_deactivate = default_on_deactivate,
+    .trade_calendar = default_trade_calendar,
+    .resolve_auction_phase = default_resolve_auction_phase,
+    .resolve_session_phase = default_resolve_session_phase,
+    .resolve_session_type = default_resolve_session_type,
+};
+
+// Externs from the header
+const exchange_profile*         EX_PROFILE = &EX_PROFILE_DEFAULT;
+ex_profile_activation_listener* EX_PROFILE_ACTIVATION_LISTENERS = NULL;
+const session_date_range_t*     EX_TRADE_CALENDAR_CACHE = NULL;