PyAlgoEngine 0.5.4__tar.gz → 0.5.4.post4__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.
Files changed (45) hide show
  1. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/LICENSE +0 -0
  2. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/PKG-INFO +1 -1
  3. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/PyAlgoEngine.egg-info/PKG-INFO +1 -1
  4. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/PyAlgoEngine.egg-info/SOURCES.txt +0 -0
  5. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/PyAlgoEngine.egg-info/dependency_links.txt +0 -0
  6. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/PyAlgoEngine.egg-info/requires.txt +0 -0
  7. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/PyAlgoEngine.egg-info/top_level.txt +0 -0
  8. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/README.md +0 -0
  9. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/__init__.py +41 -41
  10. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/apps/__init__.py +17 -17
  11. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/apps/backtest/__init__.py +20 -20
  12. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/apps/backtest/doc_server.py +327 -327
  13. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/apps/backtest/tester.py +254 -254
  14. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/apps/backtest/web_app.py +127 -127
  15. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/apps/bokeh_server.py +162 -162
  16. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/apps/demo/__init__.py +0 -0
  17. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/apps/demo/test.py +39 -39
  18. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/backtest/__init__.py +19 -19
  19. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/backtest/__main__.py +0 -0
  20. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/backtest/metrics.py +179 -179
  21. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/backtest/replay.py +258 -258
  22. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/backtest/sim_match.py +295 -295
  23. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/base/__init__.py +28 -28
  24. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/base/console_utils.py +0 -0
  25. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/base/finance_decimal.py +0 -0
  26. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/base/market_utils.py +0 -0
  27. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/base/technical_analysis.py +0 -0
  28. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/base/telemetrics.py +78 -78
  29. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/base/trade_utils.py +0 -0
  30. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/engine/__init__.py +0 -0
  31. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/engine/algo_engine.py +0 -0
  32. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/engine/event_engine.py +0 -0
  33. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/engine/market_engine.py +0 -0
  34. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/engine/trade_engine.py +11 -2
  35. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/monitor/__init__.py +15 -15
  36. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/monitor/advanced_data_interface.py +239 -239
  37. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/profile/__init__.py +118 -118
  38. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/profile/cn.py +175 -175
  39. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/strategy/__init__.py +0 -0
  40. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/strategy/strategy_engine.py +7 -1
  41. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/utils/__init__.py +3 -3
  42. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/utils/commit_regularizer.py +49 -49
  43. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/algo_engine/utils/data_utils.py +250 -250
  44. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/setup.cfg +0 -0
  45. {pyalgoengine-0.5.4 → pyalgoengine-0.5.4.post4}/setup.py +0 -0
File without changes
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: PyAlgoEngine
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- Version: 0.5.4
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+ Version: 0.5.4.post4
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  Summary: Basic algo engine
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  Home-page: https://github.com/BolunHan/PyAlgoEngine
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  Author: Bolun.Han
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: PyAlgoEngine
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- Version: 0.5.4
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+ Version: 0.5.4.post4
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  Summary: Basic algo engine
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  Home-page: https://github.com/BolunHan/PyAlgoEngine
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  Author: Bolun.Han
@@ -1,41 +1,41 @@
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- __version__ = "0.5.4"
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-
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- import logging
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- import os
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- import traceback
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-
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- from . import profile
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- from .base.telemetrics import LOGGER
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-
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- if 'ALGO_DIR' in os.environ:
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- WORKING_DIRECTORY = os.path.realpath(os.environ['ALGO_DIR'])
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- else:
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- WORKING_DIRECTORY = str(os.getcwd())
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-
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-
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- def set_logger(logger: logging.Logger):
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- base.set_logger(logger=logger)
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- engine.set_logger(logger=logger.getChild('Engine'))
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- backtest.set_logger(logger=logger.getChild('BackTest'))
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- strategy.set_logger(logger=logger.getChild('Strategy'))
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- apps.set_logger(logger=logger.getChild('Apps'))
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-
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-
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- from . import base
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- from . import engine
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- from . import backtest
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- from . import strategy
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- from . import apps
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-
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- engine.LOGGER.info(f'AlgoEngine version {__version__}')
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-
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- # import addon module
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- try:
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- from . import algo_addon
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-
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- engine.LOGGER.info(f'PyAlgoEngineAddons import successful, version {algo_addon.__version__}')
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- except ImportError:
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- algo_addon = None
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- engine.LOGGER.debug(f'Install PyAlgoEngineAddons to use additional trading algos module\n{traceback.format_exc()}')
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-
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- __all__ = ['LOGGER', 'base', 'engine', 'back_test', 'strategy', 'algo_addon']
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+ __version__ = "0.5.4.post4"
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+
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+ import logging
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+ import os
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+ import traceback
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+
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+ from . import profile
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+ from .base.telemetrics import LOGGER
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+
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+ if 'ALGO_DIR' in os.environ:
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+ WORKING_DIRECTORY = os.path.realpath(os.environ['ALGO_DIR'])
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+ else:
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+ WORKING_DIRECTORY = str(os.getcwd())
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+
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+
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+ def set_logger(logger: logging.Logger):
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+ from . import base
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+ from . import engine
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+ from . import backtest
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+ from . import strategy
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+ from . import apps
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+
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+ base.set_logger(logger=logger)
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+ engine.set_logger(logger=logger.getChild('Engine'))
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+ backtest.set_logger(logger=logger.getChild('BackTest'))
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+ strategy.set_logger(logger=logger.getChild('Strategy'))
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+ apps.set_logger(logger=logger.getChild('Apps'))
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+
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+
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+ LOGGER.info(f'AlgoEngine version {__version__}')
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+
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+ # import addon module
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+ try:
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+ from . import algo_addon
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+
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+ LOGGER.info(f'PyAlgoEngineAddons import successful, version {algo_addon.__version__}')
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+ except ImportError:
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+ algo_addon = None
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+ LOGGER.debug(f'Install PyAlgoEngineAddons to use additional trading algos module\n{traceback.format_exc()}')
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+
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+ __all__ = ['LOGGER', 'base', 'engine', 'backtest', 'strategy', 'algo_addon']
@@ -1,17 +1,17 @@
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- import logging
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-
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- from .. import LOGGER
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-
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- LOGGER = LOGGER.getChild('Apps')
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-
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-
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- def set_logger(logger: logging.Logger):
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- global LOGGER
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- LOGGER = logger
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-
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- from . import backtest
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- backtest.set_logger(LOGGER.getChild('Backtester'))
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-
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-
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- from .bokeh_server import DocServer, DocTheme
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- from .backtest.tester import Tester, StrategyTester
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+ import logging
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+
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+ from .. import LOGGER
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+
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+ LOGGER = LOGGER.getChild('Apps')
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+
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+
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+ def set_logger(logger: logging.Logger):
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+ global LOGGER
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+ LOGGER = logger
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+
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+ from . import backtest
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+ backtest.set_logger(LOGGER.getChild('Backtester'))
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+
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+
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+ from .bokeh_server import DocServer, DocTheme
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+ from .backtest.tester import Tester, StrategyTester
@@ -1,20 +1,20 @@
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- import logging
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-
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- from .. import LOGGER
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-
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- LOGGER = LOGGER.getChild('Backtester')
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-
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- from .doc_server import CandleStick, StickTheme
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- from .web_app import WebApp, start_app
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- from .tester import Tester
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-
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-
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- def set_logger(logger: logging.Logger):
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- global LOGGER
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- LOGGER = logger
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-
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- doc_server.LOGGER = LOGGER
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- web_app.LOGGER = LOGGER
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-
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-
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- __all__ = ['CandleStick', 'StickTheme', 'WebApp', 'start_app', 'Tester']
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+ import logging
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+
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+ from .. import LOGGER
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+
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+ LOGGER = LOGGER.getChild('Backtester')
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+
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+ from .doc_server import CandleStick, StickTheme
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+ from .web_app import WebApp, start_app
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+ from .tester import Tester
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+
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+
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+ def set_logger(logger: logging.Logger):
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+ global LOGGER
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+ LOGGER = logger
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+
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+ doc_server.LOGGER = LOGGER
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+ web_app.LOGGER = LOGGER
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+
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+
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+ __all__ = ['CandleStick', 'StickTheme', 'WebApp', 'start_app', 'Tester']