PyAlgoEngine 0.7.4__py3-none-any.whl

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Files changed (43) hide show
  1. PyAlgoEngine-0.7.4.dist-info/LICENSE +21 -0
  2. PyAlgoEngine-0.7.4.dist-info/METADATA +27 -0
  3. PyAlgoEngine-0.7.4.dist-info/RECORD +43 -0
  4. PyAlgoEngine-0.7.4.dist-info/WHEEL +5 -0
  5. PyAlgoEngine-0.7.4.dist-info/top_level.txt +1 -0
  6. algo_engine/__init__.py +41 -0
  7. algo_engine/apps/__init__.py +17 -0
  8. algo_engine/apps/backtest/__init__.py +20 -0
  9. algo_engine/apps/backtest/doc_server.py +331 -0
  10. algo_engine/apps/backtest/tester.py +254 -0
  11. algo_engine/apps/backtest/web_app.py +127 -0
  12. algo_engine/apps/bokeh_server.py +205 -0
  13. algo_engine/apps/demo/__init__.py +0 -0
  14. algo_engine/apps/demo/test.py +39 -0
  15. algo_engine/backtest/__init__.py +19 -0
  16. algo_engine/backtest/__main__.py +51 -0
  17. algo_engine/backtest/metrics.py +179 -0
  18. algo_engine/backtest/replay.py +261 -0
  19. algo_engine/backtest/sim_match.py +295 -0
  20. algo_engine/base/__init__.py +40 -0
  21. algo_engine/base/console_utils.py +1070 -0
  22. algo_engine/base/finance_decimal.py +258 -0
  23. algo_engine/base/market_buffer.py +571 -0
  24. algo_engine/base/market_utils.py +3092 -0
  25. algo_engine/base/market_utils_nt.py +188 -0
  26. algo_engine/base/market_utils_posix.py +3004 -0
  27. algo_engine/base/technical_analysis.py +406 -0
  28. algo_engine/base/telemetrics.py +78 -0
  29. algo_engine/base/trade_utils.py +709 -0
  30. algo_engine/engine/__init__.py +28 -0
  31. algo_engine/engine/algo_engine.py +901 -0
  32. algo_engine/engine/event_engine.py +53 -0
  33. algo_engine/engine/market_engine.py +370 -0
  34. algo_engine/engine/trade_engine.py +2037 -0
  35. algo_engine/monitor/__init__.py +15 -0
  36. algo_engine/monitor/advanced_data_interface.py +239 -0
  37. algo_engine/profile/__init__.py +121 -0
  38. algo_engine/profile/cn.py +175 -0
  39. algo_engine/strategy/__init__.py +44 -0
  40. algo_engine/strategy/strategy_engine.py +440 -0
  41. algo_engine/utils/__init__.py +3 -0
  42. algo_engine/utils/commit_regularizer.py +49 -0
  43. algo_engine/utils/data_utils.py +251 -0
algo_engine/engine/__init__.py ADDED
@@ -0,0 +1,28 @@
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+ from __future__ import annotations
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+
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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('Engine')
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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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+ algo_engine.LOGGER = logger.getChild('AlgoEngine')
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+ event_engine.EVENT_ENGINE.logger = logger.getChild('EventEngine')
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+ market_engine.LOGGER = logger.getChild('MarketEngine')
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+ trade_engine.LOGGER = logger.getChild('TradeEngine')
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+
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+
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+ from .algo_engine import AlgoTemplate, ALGO_ENGINE, ALGO_REGISTRY
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+ from .event_engine import EVENT_ENGINE, TOPIC
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+ from .market_engine import MDS, MarketDataService, MarketDataMonitor, MonitorManager
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+ from .trade_engine import DirectMarketAccess, Balance, PositionManagementService, Inventory, RiskProfile
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+
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+ __all__ = ['EVENT_ENGINE', 'TOPIC',
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+ 'AlgoTemplate', 'ALGO_ENGINE', 'ALGO_REGISTRY',
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+ 'MDS', 'MarketDataService', 'MarketDataMonitor', 'MonitorManager',
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+ 'DirectMarketAccess', 'Balance', 'PositionManagementService', 'Inventory', 'RiskProfile']