PyAlgoEngine 0.5.2__tar.gz → 0.5.3__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/LICENSE +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/PKG-INFO +20 -27
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/PyAlgoEngine.egg-info/PKG-INFO +20 -27
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/PyAlgoEngine.egg-info/SOURCES.txt +5 -5
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/PyAlgoEngine.egg-info/dependency_links.txt +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/PyAlgoEngine.egg-info/requires.txt +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/PyAlgoEngine.egg-info/top_level.txt +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/README.md +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/__init__.py +3 -3
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/apps/__init__.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/apps/backtest/__init__.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/apps/backtest/doc_server.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/apps/backtest/tester.py +2 -2
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/apps/backtest/web_app.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/apps/bokeh_server.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/apps/demo/__init__.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/apps/demo/test.py +0 -0
- {pyalgoengine-0.5.2/algo_engine/back_test → PyAlgoEngine-0.5.3/algo_engine/backtest}/__init__.py +0 -0
- {pyalgoengine-0.5.2/algo_engine/back_test → PyAlgoEngine-0.5.3/algo_engine/backtest}/__main__.py +2 -2
- {pyalgoengine-0.5.2/algo_engine/back_test → PyAlgoEngine-0.5.3/algo_engine/backtest}/metrics.py +0 -0
- {pyalgoengine-0.5.2/algo_engine/back_test → PyAlgoEngine-0.5.3/algo_engine/backtest}/replay.py +0 -0
- {pyalgoengine-0.5.2/algo_engine/back_test → PyAlgoEngine-0.5.3/algo_engine/backtest}/sim_match.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/base/__init__.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/base/console_utils.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/base/finance_decimal.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/base/market_utils.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/base/technical_analysis.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/base/telemetrics.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/base/trade_utils.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/engine/__init__.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/engine/algo_engine.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/engine/event_engine.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/engine/market_engine.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/engine/trade_engine.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/monitor/__init__.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/monitor/advanced_data_interface.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/profile/__init__.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/profile/cn.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/strategy/__init__.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/strategy/strategy_engine.py +2 -2
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/utils/__init__.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/utils/commit_regularizer.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/algo_engine/utils/data_utils.py +0 -0
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/setup.cfg +4 -4
- {pyalgoengine-0.5.2 → PyAlgoEngine-0.5.3}/setup.py +0 -0
|
File without changes
|
|
@@ -1,27 +1,20 @@
|
|
|
1
|
-
Metadata-Version: 2.1
|
|
2
|
-
Name: PyAlgoEngine
|
|
3
|
-
Version: 0.5.
|
|
4
|
-
Summary: Basic algo engine
|
|
5
|
-
Home-page: https://github.com/BolunHan/PyAlgoEngine
|
|
6
|
-
Author: Bolun.Han
|
|
7
|
-
Author-email: Bolun.Han@outlook.com
|
|
8
|
-
Classifier: Programming Language :: Python :: 3.8
|
|
9
|
-
Classifier: Programming Language :: Python :: 3.9
|
|
10
|
-
Classifier: Programming Language :: Python :: 3.10
|
|
11
|
-
Classifier: Programming Language :: Python :: 3.11
|
|
12
|
-
Classifier: Programming Language :: Python :: 3.12
|
|
13
|
-
Classifier: Operating System :: OS Independent
|
|
14
|
-
Requires-Python: >=3.1
|
|
15
|
-
Description-Content-Type: text/markdown
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
Provides-Extra: webapps
|
|
22
|
-
Requires-Dist: flask; extra == "webapps"
|
|
23
|
-
Requires-Dist: waitress; extra == "webapps"
|
|
24
|
-
Requires-Dist: bokeh; extra == "webapps"
|
|
25
|
-
|
|
26
|
-
# PyAlgoEngine
|
|
27
|
-
python algo trading engine
|
|
1
|
+
Metadata-Version: 2.1
|
|
2
|
+
Name: PyAlgoEngine
|
|
3
|
+
Version: 0.5.3
|
|
4
|
+
Summary: Basic algo engine
|
|
5
|
+
Home-page: https://github.com/BolunHan/PyAlgoEngine
|
|
6
|
+
Author: Bolun.Han
|
|
7
|
+
Author-email: Bolun.Han@outlook.com
|
|
8
|
+
Classifier: Programming Language :: Python :: 3.8
|
|
9
|
+
Classifier: Programming Language :: Python :: 3.9
|
|
10
|
+
Classifier: Programming Language :: Python :: 3.10
|
|
11
|
+
Classifier: Programming Language :: Python :: 3.11
|
|
12
|
+
Classifier: Programming Language :: Python :: 3.12
|
|
13
|
+
Classifier: Operating System :: OS Independent
|
|
14
|
+
Requires-Python: >=3.1
|
|
15
|
+
Description-Content-Type: text/markdown
|
|
16
|
+
Provides-Extra: WebApps
|
|
17
|
+
License-File: LICENSE
|
|
18
|
+
|
|
19
|
+
# PyAlgoEngine
|
|
20
|
+
python algo trading engine
|
|
@@ -1,27 +1,20 @@
|
|
|
1
|
-
Metadata-Version: 2.1
|
|
2
|
-
Name: PyAlgoEngine
|
|
3
|
-
Version: 0.5.
|
|
4
|
-
Summary: Basic algo engine
|
|
5
|
-
Home-page: https://github.com/BolunHan/PyAlgoEngine
|
|
6
|
-
Author: Bolun.Han
|
|
7
|
-
Author-email: Bolun.Han@outlook.com
|
|
8
|
-
Classifier: Programming Language :: Python :: 3.8
|
|
9
|
-
Classifier: Programming Language :: Python :: 3.9
|
|
10
|
-
Classifier: Programming Language :: Python :: 3.10
|
|
11
|
-
Classifier: Programming Language :: Python :: 3.11
|
|
12
|
-
Classifier: Programming Language :: Python :: 3.12
|
|
13
|
-
Classifier: Operating System :: OS Independent
|
|
14
|
-
Requires-Python: >=3.1
|
|
15
|
-
Description-Content-Type: text/markdown
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
Provides-Extra: webapps
|
|
22
|
-
Requires-Dist: flask; extra == "webapps"
|
|
23
|
-
Requires-Dist: waitress; extra == "webapps"
|
|
24
|
-
Requires-Dist: bokeh; extra == "webapps"
|
|
25
|
-
|
|
26
|
-
# PyAlgoEngine
|
|
27
|
-
python algo trading engine
|
|
1
|
+
Metadata-Version: 2.1
|
|
2
|
+
Name: PyAlgoEngine
|
|
3
|
+
Version: 0.5.3
|
|
4
|
+
Summary: Basic algo engine
|
|
5
|
+
Home-page: https://github.com/BolunHan/PyAlgoEngine
|
|
6
|
+
Author: Bolun.Han
|
|
7
|
+
Author-email: Bolun.Han@outlook.com
|
|
8
|
+
Classifier: Programming Language :: Python :: 3.8
|
|
9
|
+
Classifier: Programming Language :: Python :: 3.9
|
|
10
|
+
Classifier: Programming Language :: Python :: 3.10
|
|
11
|
+
Classifier: Programming Language :: Python :: 3.11
|
|
12
|
+
Classifier: Programming Language :: Python :: 3.12
|
|
13
|
+
Classifier: Operating System :: OS Independent
|
|
14
|
+
Requires-Python: >=3.1
|
|
15
|
+
Description-Content-Type: text/markdown
|
|
16
|
+
Provides-Extra: WebApps
|
|
17
|
+
License-File: LICENSE
|
|
18
|
+
|
|
19
|
+
# PyAlgoEngine
|
|
20
|
+
python algo trading engine
|
|
@@ -15,11 +15,11 @@ algo_engine/apps/backtest/tester.py
|
|
|
15
15
|
algo_engine/apps/backtest/web_app.py
|
|
16
16
|
algo_engine/apps/demo/__init__.py
|
|
17
17
|
algo_engine/apps/demo/test.py
|
|
18
|
-
algo_engine/
|
|
19
|
-
algo_engine/
|
|
20
|
-
algo_engine/
|
|
21
|
-
algo_engine/
|
|
22
|
-
algo_engine/
|
|
18
|
+
algo_engine/backtest/__init__.py
|
|
19
|
+
algo_engine/backtest/__main__.py
|
|
20
|
+
algo_engine/backtest/metrics.py
|
|
21
|
+
algo_engine/backtest/replay.py
|
|
22
|
+
algo_engine/backtest/sim_match.py
|
|
23
23
|
algo_engine/base/__init__.py
|
|
24
24
|
algo_engine/base/console_utils.py
|
|
25
25
|
algo_engine/base/finance_decimal.py
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
__version__ = "0.5.
|
|
1
|
+
__version__ = "0.5.3"
|
|
2
2
|
|
|
3
3
|
import logging
|
|
4
4
|
import os
|
|
@@ -16,14 +16,14 @@ else:
|
|
|
16
16
|
def set_logger(logger: logging.Logger):
|
|
17
17
|
base.set_logger(logger=logger)
|
|
18
18
|
engine.set_logger(logger=logger.getChild('Engine'))
|
|
19
|
-
|
|
19
|
+
backtest.set_logger(logger=logger.getChild('BackTest'))
|
|
20
20
|
strategy.set_logger(logger=logger.getChild('Strategy'))
|
|
21
21
|
apps.set_logger(logger=logger.getChild('Apps'))
|
|
22
22
|
|
|
23
23
|
|
|
24
24
|
from . import base
|
|
25
25
|
from . import engine
|
|
26
|
-
from . import
|
|
26
|
+
from . import backtest
|
|
27
27
|
from . import strategy
|
|
28
28
|
from . import apps
|
|
29
29
|
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
@@ -5,10 +5,10 @@ from typing import Literal
|
|
|
5
5
|
|
|
6
6
|
import numpy as np
|
|
7
7
|
|
|
8
|
-
from algo_engine.
|
|
8
|
+
from algo_engine.backtest.metrics import TradeMetrics
|
|
9
9
|
from . import LOGGER
|
|
10
10
|
from .web_app import WebApp
|
|
11
|
-
from ...
|
|
11
|
+
from ...backtest import SimMatch, ProgressiveReplay
|
|
12
12
|
from ...base import MarketData, TradeReport, TradeInstruction
|
|
13
13
|
from ...profile import Profile, PROFILE
|
|
14
14
|
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
{pyalgoengine-0.5.2/algo_engine/back_test → PyAlgoEngine-0.5.3/algo_engine/backtest}/__init__.py
RENAMED
|
File without changes
|
{pyalgoengine-0.5.2/algo_engine/back_test → PyAlgoEngine-0.5.3/algo_engine/backtest}/metrics.py
RENAMED
|
File without changes
|
{pyalgoengine-0.5.2/algo_engine/back_test → PyAlgoEngine-0.5.3/algo_engine/backtest}/replay.py
RENAMED
|
File without changes
|
{pyalgoengine-0.5.2/algo_engine/back_test → PyAlgoEngine-0.5.3/algo_engine/backtest}/sim_match.py
RENAMED
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
@@ -1,11 +1,11 @@
|
|
|
1
1
|
import abc
|
|
2
2
|
import datetime
|
|
3
3
|
import time
|
|
4
|
+
from collections.abc import Callable
|
|
4
5
|
from functools import cached_property
|
|
5
|
-
from typing import Callable
|
|
6
6
|
|
|
7
7
|
from . import LOGGER
|
|
8
|
-
from ..
|
|
8
|
+
from ..backtest import SimMatch, ProgressiveReplay
|
|
9
9
|
from ..base import MarketData, TradeReport, TradeInstruction, TransactionSide
|
|
10
10
|
from ..engine import PositionManagementService, TOPIC, EVENT_ENGINE
|
|
11
11
|
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
[egg_info]
|
|
2
|
-
tag_build =
|
|
3
|
-
tag_date = 0
|
|
4
|
-
|
|
1
|
+
[egg_info]
|
|
2
|
+
tag_build =
|
|
3
|
+
tag_date = 0
|
|
4
|
+
|
|
File without changes
|