PyAlgoEngine 0.7.4__tar.gz → 0.7.4.post1__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 (48) hide show
  1. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/PKG-INFO +1 -1
  2. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/PyAlgoEngine.egg-info/PKG-INFO +1 -1
  3. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/__init__.py +1 -1
  4. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/market_utils_nt.py +1 -1
  5. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/trade_utils.py +4 -20
  6. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/LICENSE +0 -0
  7. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/PyAlgoEngine.egg-info/SOURCES.txt +0 -0
  8. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/PyAlgoEngine.egg-info/dependency_links.txt +0 -0
  9. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/PyAlgoEngine.egg-info/requires.txt +0 -0
  10. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/PyAlgoEngine.egg-info/top_level.txt +0 -0
  11. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/README.md +0 -0
  12. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/apps/__init__.py +0 -0
  13. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/apps/backtest/__init__.py +0 -0
  14. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/apps/backtest/doc_server.py +0 -0
  15. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/apps/backtest/tester.py +0 -0
  16. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/apps/backtest/web_app.py +0 -0
  17. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/apps/bokeh_server.py +0 -0
  18. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/apps/demo/__init__.py +0 -0
  19. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/apps/demo/test.py +0 -0
  20. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/backtest/__init__.py +0 -0
  21. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/backtest/__main__.py +0 -0
  22. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/backtest/metrics.py +0 -0
  23. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/backtest/replay.py +0 -0
  24. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/backtest/sim_match.py +0 -0
  25. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/__init__.py +0 -0
  26. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/console_utils.py +0 -0
  27. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/finance_decimal.py +0 -0
  28. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/market_buffer.py +0 -0
  29. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/market_utils.py +0 -0
  30. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/market_utils_posix.py +0 -0
  31. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/technical_analysis.py +0 -0
  32. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/telemetrics.py +0 -0
  33. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/engine/__init__.py +0 -0
  34. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/engine/algo_engine.py +0 -0
  35. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/engine/event_engine.py +0 -0
  36. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/engine/market_engine.py +0 -0
  37. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/engine/trade_engine.py +0 -0
  38. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/monitor/__init__.py +0 -0
  39. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/monitor/advanced_data_interface.py +0 -0
  40. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/profile/__init__.py +0 -0
  41. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/profile/cn.py +0 -0
  42. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/strategy/__init__.py +0 -0
  43. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/strategy/strategy_engine.py +0 -0
  44. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/utils/__init__.py +0 -0
  45. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/utils/commit_regularizer.py +0 -0
  46. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/utils/data_utils.py +0 -0
  47. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/setup.cfg +0 -0
  48. {pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/setup.py +0 -0
{pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: PyAlgoEngine
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- Version: 0.7.4
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+ Version: 0.7.4.post1
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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
{pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/PyAlgoEngine.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: PyAlgoEngine
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- Version: 0.7.4
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+ Version: 0.7.4.post1
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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
{pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/__init__.py RENAMED
@@ -1,4 +1,4 @@
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- __version__ = "0.7.4"
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+ __version__ = "0.7.4.post1"
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  import logging
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  import os
{pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/market_utils_nt.py RENAMED
@@ -142,7 +142,7 @@ class _MarketDataBuffer(ctypes.Union):
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  ("BarData", _CandlestickBuffer),
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  ("TickData", _TickDataBuffer),
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  ("TransactionData", _TransactionDataBuffer),
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- ('OrderData', _OrderDataBuffer())
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+ ('OrderData', _OrderDataBuffer)
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  ]
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{pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/algo_engine/base/trade_utils.py RENAMED
@@ -1,36 +1,20 @@
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  import abc
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  import copy
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  import datetime
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+ import enum
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  import json
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  import math
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  import time
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  import uuid
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- from enum import Enum
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  from typing import Self
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- from . import LOGGER, PROFILE
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- from .market_utils import TransactionSide, TransactionData
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+ from . import LOGGER, PROFILE, TransactionSide, TransactionData, OrderType
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  LOGGER = LOGGER.getChild('TradeUtils')
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  __all__ = ['OrderState', 'OrderType', 'TradeInstruction', 'TradeReport']
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- class OrderType(Enum):
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- UNKNOWN = -2
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- CancelOrder = -1
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- Manual = 0
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- LimitOrder = 1
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- LimitMarketMaking = 1.1
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- MarketOrder = 2
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- FOK = 2.1
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- FAK = 2.2
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- IOC = 2.3
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-
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- def __hash__(self):
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- return self.value
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-
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-
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- class OrderState(Enum):
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+ class OrderState(enum.IntEnum):
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  UNKNOWN = -3
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  Rejected = -2 # order rejected
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  Invalid = -1 # invalid order
@@ -387,7 +371,7 @@ class TradeInstruction(TradeBaseClass):
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  side: int | float | str | TransactionSide,
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  volume: float,
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  timestamp: float,
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- order_type: int | float | str | OrderType = OrderType.Manual,
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+ order_type: int | float | str | OrderType = OrderType.Generic,
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  limit_price: float = None,
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  order_id: str = None,
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  multiplier: float = None,
{pyalgoengine-0.7.4 → pyalgoengine-0.7.4.post1}/LICENSE RENAMED
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