PyAlgoEngine 0.3.12.post4__tar.gz → 0.3.13.post1__tar.gz

{PyAlgoEngine-0.3.12.post4 → pyalgoengine-0.3.13.post1}/AlgoEngine/Engine/MarketEngine.py

@@ -1022,7 +1022,7 @@ class ProgressiveReplay(Replay):
             data = self.replay_task[self.task_progress]
             self.task_progress += 1
         else:
-            if self.eod is not None and self.date_progress and self.replay_calendar[self.date_progress] > self.start_date:
+            if self.eod is not None and self.date_progress and (self.date_progress >= len(self.replay_calendar) or self.replay_calendar[self.date_progress] > self.start_date):
                 self.eod(market_date=self.replay_calendar[self.date_progress - 1], replay=self)
 
             self.replay_task.clear()

{PyAlgoEngine-0.3.12.post4 → pyalgoengine-0.3.13.post1}/AlgoEngine/Engine/TradeEngine.py

@@ -1988,8 +1988,9 @@ class RiskProfile(object):
 
 
 class SimMatch(object):
-    def __init__(self, ticker, event_engine=None, **kwargs):
+    def __init__(self, ticker, instant_fill: bool = False, event_engine=None, **kwargs):
         self.ticker = ticker
+        self.instant_fill = instant_fill
         self.event_engine = event_engine if event_engine is not None else EVENT_ENGINE
         self.topic_set = kwargs.pop('topic_set', TOPIC)
 
@@ -2000,7 +2001,7 @@ class SimMatch(object):
         self.market_time = datetime.datetime.min
 
     def __call__(self, **kwargs):
-        order: TradeInstruction = kwargs.pop('order', None)
+        order: TradeInstruction | None = kwargs.pop('order', None)
         market_data = kwargs.pop('market_data', None)
 
         if order is not None:
@@ -2052,6 +2053,12 @@ class SimMatch(object):
             kwargs['market_time'] = self.market_time
         self.on_order(order=order, **kwargs)
 
+        if self.instant_fill:
+            if order.limit_price:
+                self._match(order=order, match_price=order.limit_price)
+            else:
+                LOGGER.warning(f'No limit price provided for {order}, instant_fill mode not available.')
+
     def cancel_order(self, order: TradeInstruction = None, order_id: str = None, **kwargs):
         if order is None and order_id is None:
             raise ValueError('Must assign a order or order_id to cancel order')

{PyAlgoEngine-0.3.12.post4 → pyalgoengine-0.3.13.post1}/AlgoEngine/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.3.12.post4"
+__version__ = "0.3.13.post1"
 
 import traceback
 

{PyAlgoEngine-0.3.12.post4 → pyalgoengine-0.3.13.post1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyAlgoEngine
-Version: 0.3.12.post4
+Version: 0.3.13.post1
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han
@@ -12,6 +12,11 @@ Classifier: Operating System :: OS Independent
 Requires-Python: >=3.8
 Description-Content-Type: text/markdown
 License-File: LICENSE
+Requires-Dist: numpy
+Requires-Dist: pandas
+Requires-Dist: exchange_calendars
+Requires-Dist: PyQuantKit
+Requires-Dist: PyEventEngine
 
 # PyAlgoEngine
 python algo trading engine

{PyAlgoEngine-0.3.12.post4 → pyalgoengine-0.3.13.post1}/PyAlgoEngine.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyAlgoEngine
-Version: 0.3.12.post4
+Version: 0.3.13.post1
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han
@@ -12,6 +12,11 @@ Classifier: Operating System :: OS Independent
 Requires-Python: >=3.8
 Description-Content-Type: text/markdown
 License-File: LICENSE
+Requires-Dist: numpy
+Requires-Dist: pandas
+Requires-Dist: exchange_calendars
+Requires-Dist: PyQuantKit
+Requires-Dist: PyEventEngine
 
 # PyAlgoEngine
 python algo trading engine