PyAlgoEngine 0.7.7a4__tar.gz → 0.7.7.post1__tar.gz

{pyalgoengine-0.7.7a4 → pyalgoengine-0.7.7.post1}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: PyAlgoEngine
-Version: 0.7.7a4
+Version: 0.7.7.post1
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han
@@ -22,6 +22,16 @@ Provides-Extra: webapps
 Requires-Dist: flask; extra == "webapps"
 Requires-Dist: waitress; extra == "webapps"
 Requires-Dist: bokeh; extra == "webapps"
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: provides-extra
+Dynamic: requires-dist
+Dynamic: requires-python
+Dynamic: summary
 
 # PyAlgoEngine
 python algo trading engine

{pyalgoengine-0.7.7a4 → pyalgoengine-0.7.7.post1}/PyAlgoEngine.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: PyAlgoEngine
-Version: 0.7.7a4
+Version: 0.7.7.post1
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han
@@ -22,6 +22,16 @@ Provides-Extra: webapps
 Requires-Dist: flask; extra == "webapps"
 Requires-Dist: waitress; extra == "webapps"
 Requires-Dist: bokeh; extra == "webapps"
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: provides-extra
+Dynamic: requires-dist
+Dynamic: requires-python
+Dynamic: summary
 
 # PyAlgoEngine
 python algo trading engine

{pyalgoengine-0.7.7a4 → pyalgoengine-0.7.7.post1}/algo_engine/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.7.7.alpha4"
+__version__ = "0.7.7.post1"
 
 import logging
 import os

{pyalgoengine-0.7.7a4 → pyalgoengine-0.7.7.post1}/algo_engine/backtest/replay.py

@@ -107,6 +107,7 @@ class ProgressiveReplay(Replay):
             **kwargs
     ):
         self.loader = loader
+        self.market_date: datetime.date | None = kwargs.pop('market_date', None)
         self.start_date: datetime.date | None = kwargs.pop('start_date', None)
         self.end_date: datetime.date | None = kwargs.pop('end_date', None)
         self.calendar: list[datetime.date] | None = kwargs.pop('calendar', None)
@@ -117,6 +118,7 @@ class ProgressiveReplay(Replay):
         self.replay_subscription = {}
         self.replay_calendar = []
         self.replay_task = []
+        self.replay_status = {}
 
         self.date_progress = 0
         self.task_progress = 0
@@ -182,8 +184,16 @@ class ProgressiveReplay(Replay):
         else:
             self.replay_calendar = self.calendar
 
+        if self.market_date is None:
+            self.market_date = self.replay_calendar[0] if self.replay_calendar else self.start_date
+        else:
+            date_to_replay = [_ for _ in self.replay_calendar if _ >= self.market_date]
+            self.market_date = date_to_replay[0] if date_to_replay else self.end_date
+
+        self.replay_status = {market_date: 'skipped' if market_date < self.market_date else 'idle' for market_date in self.replay_calendar}
+
         self.task_progress = 0
-        self.date_progress = sum([1 for _ in self.replay_calendar if _ < self.start_date])
+        self.date_progress = sum([1 for _ in self.replay_calendar if _ < self.market_date])
         self.progress.reset()
 
         if self.date_progress:
@@ -191,7 +201,8 @@ class ProgressiveReplay(Replay):
 
     def next_trade_day(self):
         if self.date_progress < len(self.replay_calendar):
-            market_date = self.replay_calendar[self.date_progress]
+            market_date = self.market_date = self.replay_calendar[self.date_progress]
+            self.replay_status[market_date] = 'started'
             self.progress.prompt = f'Replay {market_date:%Y-%m-%d} ({self.date_progress + 1} / {len(self.replay_calendar)}):'
             for topic in self.replay_subscription:
                 ticker, dtype = self.replay_subscription[topic]
@@ -214,8 +225,9 @@ class ProgressiveReplay(Replay):
             data = self.replay_task[self.task_progress]
             self.task_progress += 1
         else:
-            if self.eod is not None and self.date_progress and (self.date_progress >= len(self.replay_calendar) or self.replay_calendar[self.date_progress] > self.start_date):
-                self.eod(market_date=self.replay_calendar[self.date_progress - 1], replay=self)
+            if self.eod is not None and self.replay_status[self.market_date] == 'started':
+                self.eod(market_date=self.market_date, replay=self)
+                self.replay_status[self.market_date] = 'done'
 
             self.replay_task.clear()
             self.task_progress = 0
@@ -223,6 +235,7 @@ class ProgressiveReplay(Replay):
             if self.bod is not None and self.date_progress < len(self.replay_calendar):
                 self.bod(market_date=self.replay_calendar[self.date_progress], replay=self)
 
+            # this is by designed, to load the new data after the bod is done.
             self.next_trade_day()
 
             #  the bod process should be moved here!

{pyalgoengine-0.7.7a4 → pyalgoengine-0.7.7.post1}/algo_engine/base/market_utils_posix.py

@@ -2,6 +2,7 @@ import abc
 import ctypes
 import datetime
 import enum
+import inspect
 import json
 import math
 import re
@@ -159,7 +160,12 @@ class TransactionSide(enum.IntEnum):
         elif self.value == 0:
             return 0
         else:
-            LOGGER.warning(f'Requesting .sign of {self.name} is not recommended, use .order_sign instead')
+            frame = inspect.currentframe()
+            caller = inspect.getframeinfo(frame.f_back)
+            LOGGER.warning(
+                f"Requesting .sign of {self.name} is not recommended, use .order_sign instead. "
+                f"Called from {caller.filename}, line {caller.lineno}."
+            )
             return self.order_sign
 
     @property
@@ -1949,7 +1955,7 @@ class DailyBar(BarData):
             datetime.date: The market date of the bar.
         """
 
-        int_date = self._buffer.timestamp
+        int_date = int(self._buffer.timestamp)
         y, _m = divmod(int_date, 10000)
         m, d = divmod(_m, 100)