PyAlgoEngine 0.7.4__tar.gz → 0.7.5__tar.gz

{pyalgoengine-0.7.4 → pyalgoengine-0.7.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyAlgoEngine
-Version: 0.7.4
+Version: 0.7.5
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han

{pyalgoengine-0.7.4 → pyalgoengine-0.7.5}/PyAlgoEngine.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyAlgoEngine
-Version: 0.7.4
+Version: 0.7.5
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han

{pyalgoengine-0.7.4 → pyalgoengine-0.7.5}/algo_engine/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.7.4"
+__version__ = "0.7.5"
 
 import logging
 import os

{pyalgoengine-0.7.4 → pyalgoengine-0.7.5}/algo_engine/base/__init__.py

@@ -9,7 +9,11 @@ def set_logger(logger: logging.Logger):
     global LOGGER
     LOGGER = logger
 
-    market_utils.LOGGER = logger.getChild('MarketUtils')
+    if os.name == 'nt':
+        market_utils_nt.LOGGER = logger.getChild('MarketUtils')
+    else:
+        market_utils_posix.LOGGER = logger.getChild('MarketUtils')
+
     trade_utils.LOGGER = logger.getChild('TradeUtils')
     technical_analysis.LOGGER = logger.getChild('TA')
     console_utils.LOGGER = logger.getChild('Console')

{pyalgoengine-0.7.4 → pyalgoengine-0.7.5}/algo_engine/base/market_utils_nt.py

@@ -142,7 +142,7 @@ class _MarketDataBuffer(ctypes.Union):
         ("BarData", _CandlestickBuffer),
         ("TickData", _TickDataBuffer),
         ("TransactionData", _TransactionDataBuffer),
-        ('OrderData', _OrderDataBuffer())
+        ('OrderData', _OrderDataBuffer)
     ]
 
 

{pyalgoengine-0.7.4 → pyalgoengine-0.7.5}/algo_engine/base/market_utils_posix.py

@@ -2111,6 +2111,12 @@ class TickData(MarketData):
             self._order_book = OrderBook(ticker=ticker, timestamp=timestamp, bid=bid, ask=ask)
             buffer.order_book = self._order_book._buffer
 
+        if hasattr(self, '_order_book'):
+            buffer.bid_price = self._order_book.best_bid_price
+            buffer.bid_volume = self._order_book.best_bid_volume
+            buffer.ask_price = self._order_book.best_ask_price
+            buffer.ask_volume = self._order_book.best_ask_volume
+
     def __repr__(self) -> str:
         """
         Returns a string representation of the `TickData` instance.

{pyalgoengine-0.7.4 → pyalgoengine-0.7.5}/algo_engine/base/trade_utils.py

@@ -1,36 +1,20 @@
 import abc
 import copy
 import datetime
+import enum
 import json
 import math
 import time
 import uuid
-from enum import Enum
 from typing import Self
 
-from . import LOGGER, PROFILE
-from .market_utils import TransactionSide, TransactionData
+from . import LOGGER, PROFILE, TransactionSide, TransactionData, OrderType
 
 LOGGER = LOGGER.getChild('TradeUtils')
 __all__ = ['OrderState', 'OrderType', 'TradeInstruction', 'TradeReport']
 
 
-class OrderType(Enum):
-    UNKNOWN = -2
-    CancelOrder = -1
-    Manual = 0
-    LimitOrder = 1
-    LimitMarketMaking = 1.1
-    MarketOrder = 2
-    FOK = 2.1
-    FAK = 2.2
-    IOC = 2.3
-
-    def __hash__(self):
-        return self.value
-
-
-class OrderState(Enum):
+class OrderState(enum.IntEnum):
     UNKNOWN = -3
     Rejected = -2  # order rejected
     Invalid = -1  # invalid order
@@ -387,7 +371,7 @@ class TradeInstruction(TradeBaseClass):
             side: int | float | str | TransactionSide,
             volume: float,
             timestamp: float,
-            order_type: int | float | str | OrderType = OrderType.Manual,
+            order_type: int | float | str | OrderType = OrderType.Generic,
             limit_price: float = None,
             order_id: str = None,
             multiplier: float = None,