PyAlgoEngine 0.5.4.post6__tar.gz → 0.5.4.post8__tar.gz

{pyalgoengine-0.5.4.post6 → pyalgoengine-0.5.4.post8}/PKG-INFO

@@ -1,27 +1,27 @@
-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
+Metadata-Version: 2.1
+Name: PyAlgoEngine
+Version: 0.5.4.post8
+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.post6 → pyalgoengine-0.5.4.post8}/PyAlgoEngine.egg-info/PKG-INFO

@@ -1,27 +1,27 @@
-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
+Metadata-Version: 2.1
+Name: PyAlgoEngine
+Version: 0.5.4.post8
+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.post6 → pyalgoengine-0.5.4.post8}/algo_engine/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.5.4.post6"
+__version__ = "0.5.4.post8"
 
 import logging
 import os

{pyalgoengine-0.5.4.post6 → pyalgoengine-0.5.4.post8}/algo_engine/base/__init__.py

@@ -22,7 +22,7 @@ from .console_utils import Progress, GetInput, GetArgs, count_ordinal, TerminalS
 
 __all__ = ['PROFILE',
            'FinancialDecimal',
-           'TransactionSide', 'MarketData', 'OrderBook', 'BarData', 'TickData', 'TransactionData', 'TradeData', 'OrderBookBuffer', 'BarDataBuffer', 'TickDataBuffer', 'TransactionDataBuffer',
+           'TransactionSide', 'MarketData', 'OrderBook', 'BarData', 'DailyBar', 'CandleStick', 'TickData', 'TransactionData', 'TradeData', 'OrderBookBuffer', 'BarDataBuffer', 'TickDataBuffer', 'TransactionDataBuffer',
            'TechnicalAnalysis',
            'OrderState', 'OrderType', 'TradeInstruction', 'TradeReport',
            'Progress', 'GetInput', 'GetArgs', 'count_ordinal', 'TerminalStyle', 'InteractiveShell', 'ShellTransfer']

{pyalgoengine-0.5.4.post6 → pyalgoengine-0.5.4.post8}/algo_engine/base/market_utils.py

@@ -9,8 +9,9 @@ import re
 import warnings
 from ctypes import c_ulong, c_double, c_wchar, c_int, c_longlong
 from multiprocessing import RawValue, RawArray
-from typing import overload
+from typing import overload, Literal
 
+import ciso8601
 import numpy as np
 
 from . import LOGGER, PROFILE
@@ -733,7 +734,7 @@ class BarData(MarketData):
                 raise ValueError(f'Invalid bar_span, expect int, float or timedelta, got {bar_span}')
 
     def __repr__(self):
-        return f'<BarData>([{self.market_time:%Y-%m-%d %H:%M:%S}] {self.ticker}, open={self.open_price}, close={self.close_price}, high={self.high_price}, low={self.low_price})'
+        return f'<{self.__class__.__name__}>([{self.market_time:%Y-%m-%d %H:%M:%S}] {self.ticker}, open={self.open_price}, close={self.close_price}, high={self.high_price}, low={self.low_price})'
 
     @classmethod
     def from_json(cls, json_message: str | bytes | bytearray | dict) -> BarData:
@@ -864,28 +865,21 @@ class BarData(MarketData):
         return self.close_price
 
     @property
-    def bar_type(self):
-        if self.bar_span > datetime.timedelta(days=1):
-            return 'Over-Daily'
-        elif self.bar_span == datetime.timedelta(days=1):
-            return 'Daily'
-        elif self.bar_span > datetime.timedelta(hours=1):
-            return 'Over-Hourly'
-        elif self.bar_span == datetime.timedelta(hours=1):
+    def bar_type(self) -> Literal['Hourly-Plus', 'Hourly', 'Minute-Plus', 'Minute', 'Sub-Minute']:
+        if self['bar_span'] > 3600:
+            return 'Hourly-Plus'
+        elif self['bar_span'] == 3600:
             return 'Hourly'
-        elif self.bar_span > datetime.timedelta(minutes=1):
-            return 'Over-Minute'
-        elif self.bar_span == datetime.timedelta(minutes=1):
+        elif self['bar_span'] > 60:
+            return 'Minute-Plus'
+        elif self['bar_span'] == 60:
             return 'Minute'
         else:
             return 'Sub-Minute'
 
     @property
     def bar_end_time(self) -> datetime.datetime | datetime.date:
-        if self.bar_type == 'Daily':
-            return self.market_time.date()
-        else:
-            return self.market_time
+        return self.market_time
 
 
 # alias of the BarData
@@ -896,7 +890,7 @@ 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.
+            market_date: datetime.date | str,  # 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
@@ -909,6 +903,9 @@ class DailyBar(BarData):
             trade_count: int = 0,
             **kwargs
     ):
+        if isinstance(market_date, str):
+            market_date = datetime.date.fromisoformat(market_date)
+
         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:
@@ -923,9 +920,15 @@ class DailyBar(BarData):
         else:
             assert (market_date - start_date).days == bar_span.days
 
+        if timestamp is None:
+            if PROFILE.session_end is None:
+                timestamp = datetime.datetime.combine(market_date, datetime.time.min, tzinfo=PROFILE.time_zone).timestamp()
+            else:
+                timestamp = datetime.datetime.combine(market_date, PROFILE.session_end, tzinfo=PROFILE.time_zone).timestamp()
+
         super().__init__(
             ticker=ticker,
-            timestamp=datetime.datetime.combine(market_date, datetime.time.min).timestamp() if timestamp is None else timestamp,
+            timestamp=timestamp,
             bar_span=bar_span,
             high_price=high_price,
             low_price=low_price,
@@ -939,6 +942,57 @@ class DailyBar(BarData):
 
         self['market_date'] = market_date
 
+    def __repr__(self):
+        return f'<{self.__class__.__name__}>([{self.market_time:%Y-%m-%d}] {self.ticker}, open={self.open_price}, close={self.close_price}, high={self.high_price}, low={self.low_price})'
+
+    def to_json(self, fmt='str', **kwargs) -> str | dict:
+        data_dict = super().to_json(fmt='dict', **kwargs)
+
+        data_dict['market_date'] = self.market_date.isoformat()
+
+        if fmt == 'dict':
+            return data_dict
+        elif fmt == 'str':
+            return json.dumps(data_dict, **kwargs)
+        else:
+            raise ValueError(f'Invalid format {fmt}, except "dict" or "str".')
+
+    def to_list(self) -> list[float | int | str | bool]:
+        return [self.__class__.__name__,
+                self.ticker,
+                self.market_date.isoformat(),
+                self.timestamp,
+                self.high_price,
+                self.low_price,
+                self.open_price,
+                self.close_price,
+                self['bar_span'],
+                self.volume,
+                self.notional,
+                self.trade_count]
+
+    @classmethod
+    def from_list(cls, data_list: list[float | int | str | bool]) -> BarData:
+        (dtype, ticker, market_date, timestamp, high_price, low_price, open_price, close_price,
+         bar_span, volume, notional, trade_count) = data_list
+
+        if dtype != cls.__name__:
+            raise TypeError(f'dtype mismatch, expect {cls.__name__}, got {dtype}.')
+
+        return cls(
+            ticker=ticker,
+            market_date=market_date,
+            timestamp=timestamp,
+            high_price=high_price,
+            low_price=low_price,
+            open_price=open_price,
+            close_price=close_price,
+            bar_span=datetime.timedelta(bar_span) if bar_span else None,
+            volume=volume,
+            notional=notional,
+            trade_count=trade_count
+        )
+
     @property
     def bar_span(self) -> datetime.timedelta:
         return datetime.timedelta(days=self['bar_span'])
@@ -947,6 +1001,27 @@ class DailyBar(BarData):
     def market_date(self) -> datetime.date:
         return self['market_date']
 
+    @property
+    def market_time(self) -> datetime.date:
+        return self.market_date
+
+    @property
+    def bar_start_time(self) -> datetime.date:
+        return self.market_date - self.bar_span
+
+    @property
+    def bar_end_time(self) -> datetime.date:
+        return self.market_date
+
+    @property
+    def bar_type(self) -> Literal['Daily', 'Daily-Plus']:
+        if self['bar_span'] == 1:
+            return 'Daily'
+        elif self['bar_span'] > 1:
+            return 'Daily-Plus'
+        else:
+            raise ValueError(f'Invalid bar_span for {self.__class__.__name__}! Expect a int greater or equal to 1, got {self["bar_span"]}')
+
 
 class TickData(MarketData):
     def __init__(

{pyalgoengine-0.5.4.post6 → pyalgoengine-0.5.4.post8}/setup.cfg

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