PyAlgoEngine 0.5.4.post4__tar.gz → 0.5.4.post6__tar.gz

{pyalgoengine-0.5.4.post4 → pyalgoengine-0.5.4.post6}/PKG-INFO

@@ -1,27 +1,27 @@
-Metadata-Version: 2.1
-Name: PyAlgoEngine
-Version: 0.5.4.post4
-Summary: Basic algo engine
-Home-page: https://github.com/BolunHan/PyAlgoEngine
-Author: Bolun.Han
-Author-email: Bolun.Han@outlook.com
-Classifier: Programming Language :: Python :: 3.8
-Classifier: Programming Language :: Python :: 3.9
-Classifier: Programming Language :: Python :: 3.10
-Classifier: Programming Language :: Python :: 3.11
-Classifier: Programming Language :: Python :: 3.12
-Classifier: Operating System :: OS Independent
-Requires-Python: >=3.1
-Description-Content-Type: text/markdown
-License-File: LICENSE
-Requires-Dist: numpy
-Requires-Dist: pandas
-Requires-Dist: exchange_calendars
-Requires-Dist: PyEventEngine
-Provides-Extra: webapps
-Requires-Dist: flask; extra == "webapps"
-Requires-Dist: waitress; extra == "webapps"
-Requires-Dist: bokeh; extra == "webapps"
-
-# PyAlgoEngine
-python algo trading engine
+Metadata-Version: 2.1
+Name: PyAlgoEngine
+Version: 0.5.4.post6
+Summary: Basic algo engine
+Home-page: https://github.com/BolunHan/PyAlgoEngine
+Author: Bolun.Han
+Author-email: Bolun.Han@outlook.com
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.1
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy
+Requires-Dist: pandas
+Requires-Dist: exchange_calendars
+Requires-Dist: PyEventEngine
+Provides-Extra: webapps
+Requires-Dist: flask; extra == "webapps"
+Requires-Dist: waitress; extra == "webapps"
+Requires-Dist: bokeh; extra == "webapps"
+
+# PyAlgoEngine
+python algo trading engine

{pyalgoengine-0.5.4.post4 → pyalgoengine-0.5.4.post6}/PyAlgoEngine.egg-info/PKG-INFO

@@ -1,27 +1,27 @@
-Metadata-Version: 2.1
-Name: PyAlgoEngine
-Version: 0.5.4.post4
-Summary: Basic algo engine
-Home-page: https://github.com/BolunHan/PyAlgoEngine
-Author: Bolun.Han
-Author-email: Bolun.Han@outlook.com
-Classifier: Programming Language :: Python :: 3.8
-Classifier: Programming Language :: Python :: 3.9
-Classifier: Programming Language :: Python :: 3.10
-Classifier: Programming Language :: Python :: 3.11
-Classifier: Programming Language :: Python :: 3.12
-Classifier: Operating System :: OS Independent
-Requires-Python: >=3.1
-Description-Content-Type: text/markdown
-License-File: LICENSE
-Requires-Dist: numpy
-Requires-Dist: pandas
-Requires-Dist: exchange_calendars
-Requires-Dist: PyEventEngine
-Provides-Extra: webapps
-Requires-Dist: flask; extra == "webapps"
-Requires-Dist: waitress; extra == "webapps"
-Requires-Dist: bokeh; extra == "webapps"
-
-# PyAlgoEngine
-python algo trading engine
+Metadata-Version: 2.1
+Name: PyAlgoEngine
+Version: 0.5.4.post6
+Summary: Basic algo engine
+Home-page: https://github.com/BolunHan/PyAlgoEngine
+Author: Bolun.Han
+Author-email: Bolun.Han@outlook.com
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.1
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy
+Requires-Dist: pandas
+Requires-Dist: exchange_calendars
+Requires-Dist: PyEventEngine
+Provides-Extra: webapps
+Requires-Dist: flask; extra == "webapps"
+Requires-Dist: waitress; extra == "webapps"
+Requires-Dist: bokeh; extra == "webapps"
+
+# PyAlgoEngine
+python algo trading engine

{pyalgoengine-0.5.4.post4 → pyalgoengine-0.5.4.post6}/algo_engine/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.5.4.post4"
+__version__ = "0.5.4.post6"
 
 import logging
 import os

{pyalgoengine-0.5.4.post4 → pyalgoengine-0.5.4.post6}/algo_engine/base/__init__.py

@@ -15,7 +15,7 @@ def set_logger(logger: logging.Logger):
 
 
 from .finance_decimal import FinancialDecimal
-from .market_utils import TransactionSide, MarketData, OrderBook, BarData, TickData, TransactionData, TradeData, OrderBookBuffer, BarDataBuffer, TickDataBuffer, TransactionDataBuffer
+from .market_utils import TransactionSide, MarketData, OrderBook, BarData, DailyBar, CandleStick, TickData, TransactionData, TradeData, OrderBookBuffer, BarDataBuffer, TickDataBuffer, TransactionDataBuffer
 from .technical_analysis import TechnicalAnalysis
 from .trade_utils import OrderState, OrderType, TradeInstruction, TradeReport
 from .console_utils import Progress, GetInput, GetArgs, count_ordinal, TerminalStyle, InteractiveShell, ShellTransfer

{pyalgoengine-0.5.4.post4 → pyalgoengine-0.5.4.post6}/algo_engine/base/market_utils.py

@@ -17,7 +17,7 @@ from . import LOGGER, PROFILE
 
 LOGGER = LOGGER.getChild('MarketUtils')
 __all__ = ['TransactionSide',
-           'MarketData', 'OrderBook', 'BarData', 'TickData', 'TransactionData', 'TradeData',
+           'MarketData', 'OrderBook', 'BarData', 'DailyBar', 'CandleStick', 'TickData', 'TransactionData', 'TradeData',
            'OrderBookBuffer', 'BarDataBuffer', 'TickDataBuffer', 'TransactionDataBuffer']
 
 
@@ -688,7 +688,7 @@ class BarData(MarketData):
             ticker: str,
             timestamp: float,  # the bar end timestamp
             start_timestamp: float = None,
-            bar_span: datetime.timedelta = None,
+            bar_span: datetime.timedelta | int | float = None,
             high_price: float = math.nan,
             low_price: float = math.nan,
             open_price: float = math.nan,
@@ -888,6 +888,66 @@ class BarData(MarketData):
             return self.market_time
 
 
+# alias of the BarData
+CandleStick = BarData
+
+
+class DailyBar(BarData):
+    def __init__(
+            self, *,
+            ticker: str,
+            market_date: datetime.date,  # The market date of the bar, if with 1D data, or the END date of the bar.
+            timestamp: float = None,
+            start_date: datetime.date = None,
+            bar_span: datetime.timedelta | int = None,  # expect to be a timedelta for several days, or the number of days
+            high_price: float = math.nan,
+            low_price: float = math.nan,
+            open_price: float = math.nan,
+            close_price: float = math.nan,
+            volume: float = 0.,
+            notional: float = 0.,
+            trade_count: int = 0,
+            **kwargs
+    ):
+        if bar_span is None and start_date is None:
+            raise ValueError('Must assign ether datetime.date or bar_span or both.')
+        elif start_date is None:
+            if isinstance(bar_span, datetime.timedelta):
+                bar_span = bar_span.days
+            elif isinstance(bar_span, int):
+                pass
+            else:
+                raise ValueError(f'Invalid bar_span, expect int, float or timedelta, got {bar_span}')
+        elif bar_span is None:
+            bar_span = (market_date - start_date).days
+        else:
+            assert (market_date - start_date).days == bar_span.days
+
+        super().__init__(
+            ticker=ticker,
+            timestamp=datetime.datetime.combine(market_date, datetime.time.min).timestamp() if timestamp is None else timestamp,
+            bar_span=bar_span,
+            high_price=high_price,
+            low_price=low_price,
+            open_price=open_price,
+            close_price=close_price,
+            volume=volume,
+            notional=notional,
+            trade_count=trade_count,
+            **kwargs
+        )
+
+        self['market_date'] = market_date
+
+    @property
+    def bar_span(self) -> datetime.timedelta:
+        return datetime.timedelta(days=self['bar_span'])
+
+    @property
+    def market_date(self) -> datetime.date:
+        return self['market_date']
+
+
 class TickData(MarketData):
     def __init__(
             self, *,

{pyalgoengine-0.5.4.post4 → pyalgoengine-0.5.4.post6}/setup.cfg

@@ -1,4 +1,4 @@
-[egg_info]
-tag_build = 
-tag_date = 0
-
+[egg_info]
+tag_build = 
+tag_date = 0
+