PyAlgoEngine 0.4.0.post1__tar.gz → 0.4.0.post2__tar.gz

{pyalgoengine-0.4.0.post1 → pyalgoengine-0.4.0.post2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyAlgoEngine
-Version: 0.4.0.post1
+Version: 0.4.0.post2
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han
@@ -17,8 +17,8 @@ License-File: LICENSE
 Requires-Dist: numpy
 Requires-Dist: pandas
 Requires-Dist: exchange_calendars
-Requires-Dist: PyQuantKit>=0.3.0
-Requires-Dist: PyEventEngine>=0.3.0.post3
+Requires-Dist: PyQuantKit>=0.3.1
+Requires-Dist: PyEventEngine>=0.3.0.post4
 
 # PyAlgoEngine
 python algo trading engine

{pyalgoengine-0.4.0.post1 → pyalgoengine-0.4.0.post2}/PyAlgoEngine.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyAlgoEngine
-Version: 0.4.0.post1
+Version: 0.4.0.post2
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han
@@ -17,8 +17,8 @@ License-File: LICENSE
 Requires-Dist: numpy
 Requires-Dist: pandas
 Requires-Dist: exchange_calendars
-Requires-Dist: PyQuantKit>=0.3.0
-Requires-Dist: PyEventEngine>=0.3.0.post3
+Requires-Dist: PyQuantKit>=0.3.1
+Requires-Dist: PyEventEngine>=0.3.0.post4
 
 # PyAlgoEngine
 python algo trading engine

pyalgoengine-0.4.0.post2/PyAlgoEngine.egg-info/requires.txt

@@ -0,0 +1,5 @@
+numpy
+pandas
+exchange_calendars
+PyQuantKit>=0.3.1
+PyEventEngine>=0.3.0.post4

{pyalgoengine-0.4.0.post1 → pyalgoengine-0.4.0.post2}/algo_engine/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.4.0.post1"
+__version__ = "0.4.0.post2"
 
 import logging
 import os

{pyalgoengine-0.4.0.post1 → pyalgoengine-0.4.0.post2}/algo_engine/back_test/sim_match.py

@@ -67,7 +67,10 @@ class SimMatch(object):
             # raise ValueError(f'Invalid instruction {order}, instruction must have a LimitPrice')
 
         order.set_order_state(order_state=OrderState.Placed, timestamp=self.timestamp)
-        self.working[order.order_id] = order
+
+        if not self.instant_fill:
+            self.working[order.order_id] = order
+
         self.on_order(order=order, **kwargs)
 
         if self.instant_fill:
@@ -253,7 +256,7 @@ class SimMatch(object):
                 order_id=order.order_id,
                 price=match_price,
                 multiplier=order.multiplier,
-                fee=self.fee * match_volume * match_price * order.multiplier
+                fee=self.fee_rate * match_volume * match_price * order.multiplier
             )
 
             LOGGER.info(f'[{self.market_time:%Y-%m-%d %H:%M:%S}] Sim-filled {order.ticker} {order.side.name} {report.volume:,.2f} @ {report.price:.2f}')
@@ -280,7 +283,7 @@ class SimMatch(object):
             self.cancel_order(order_id=order_id)
 
     def clear(self):
-        self.fee = 0.
+        # self.fee_rate = 0.
         self.working.clear()
         self.history.clear()
         self.timestamp = 0.

{pyalgoengine-0.4.0.post1 → pyalgoengine-0.4.0.post2}/algo_engine/engine/trade_engine.py

@@ -19,7 +19,6 @@ from . import LOGGER
 from .algo_engine import ALGO_ENGINE, AlgoTemplate
 from .market_engine import MarketDataService
 
-
 __all__ = ['DirectMarketAccess', 'PositionManagementService', 'Balance', 'Inventory', 'RiskProfile']
 
 
@@ -156,20 +155,25 @@ class DirectMarketAccess(object, metaclass=abc.ABCMeta):
             if not self.enabled:
                 break
 
-    def run(self):
+    def start(self):
         if self.enabled:
             LOGGER.error(f'{self} already started!')
 
         self.enabled = True
-        self.worker.run()
+
+        if self.cool_down:
+            self.worker.start()
 
     def shut_down(self):
         if not self.enabled:
             LOGGER.error(f'{self} already stopped!')
 
         self.enabled = False
-        self.lock.release()
-        LOGGER.info(f'Order buff shutting down!')
+
+        if self.cool_down:
+            self.lock.release()
+            self.worker = Thread(target=self._order_buffer)
+            LOGGER.info(f'Order buff shutting down!')
 
     @property
     def timestamp(self):
@@ -2021,4 +2025,3 @@ class RiskProfile(object):
                 info_dict['global'][key] = rules[key]
 
         return pd.DataFrame(info_dict).T
-

{pyalgoengine-0.4.0.post1 → pyalgoengine-0.4.0.post2}/setup.py

@@ -48,7 +48,7 @@ setuptools.setup(
         'numpy',
         'pandas',
         'exchange_calendars',
-        'PyQuantKit>=0.3.0',
-        'PyEventEngine>=0.3.0.post3',
+        'PyQuantKit>=0.3.1',
+        'PyEventEngine>=0.3.0.post4',
     ]
 )

pyalgoengine-0.4.0.post1/PyAlgoEngine.egg-info/requires.txt

@@ -1,5 +0,0 @@
-numpy
-pandas
-exchange_calendars
-PyQuantKit>=0.3.0
-PyEventEngine>=0.3.0.post3