PyAlgoEngine 0.8.0a2__tar.gz → 0.8.0a3__tar.gz

{pyalgoengine-0.8.0a2 → pyalgoengine-0.8.0a3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PyAlgoEngine
-Version: 0.8.0a2
+Version: 0.8.0a3
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han

{pyalgoengine-0.8.0a2 → pyalgoengine-0.8.0a3}/PyAlgoEngine.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PyAlgoEngine
-Version: 0.8.0a2
+Version: 0.8.0a3
 Summary: Basic algo engine
 Home-page: https://github.com/BolunHan/PyAlgoEngine
 Author: Bolun.Han

{pyalgoengine-0.8.0a2 → pyalgoengine-0.8.0a3}/PyAlgoEngine.egg-info/SOURCES.txt

@@ -28,9 +28,6 @@ algo_engine/backtest/sim_match.py
 algo_engine/base/__init__.py
 algo_engine/base/console_utils.py
 algo_engine/base/finance_decimal.py
-algo_engine/base/market_buffer.py
-algo_engine/base/market_data_wrapper.py
-algo_engine/base/market_utils.py
 algo_engine/base/market_utils_nt.py
 algo_engine/base/market_utils_posix.py
 algo_engine/base/technical_analysis.py

{pyalgoengine-0.8.0a2 → pyalgoengine-0.8.0a3}/algo_engine/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.8.0.alpha2"
+__version__ = "0.8.0.alpha3"
 
 import logging
 import os

pyalgoengine-0.8.0a3/algo_engine/base/__init__.py

@@ -0,0 +1,61 @@
+import logging
+import os
+import pathlib
+
+from .telemetrics import LOGGER
+from ..profile import PROFILE
+
+
+def set_logger(logger: logging.Logger):
+    global LOGGER
+    LOGGER = logger
+
+    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')
+
+
+def check_cython_module() -> bool:
+    for name in ['market_data', 'transaction', 'tick', 'candlestick']:
+        cython_ext = '.pyd' if os.name == 'nt' else '.so'
+        for file in pathlib.Path(__file__).parent.glob(f'*{cython_ext}'):
+            if file.name.startswith(name):
+                break
+        else:
+            LOGGER.warning(f'Cython module {name} not found!')
+            return False
+
+    return True
+
+
+from .finance_decimal import FinancialDecimal
+
+if check_cython_module():
+    from .market_data import MarketData
+    from .transaction import TransactionDirection, TransactionOffset, TransactionSide, OrderType, TransactionData, TradeData, OrderData
+    from .tick import TickDataLite, TickData
+    from .candlestick import BarData, DailyBar
+elif os.name == 'nt':
+    from .market_utils_nt import TransactionSide, OrderType, MarketData, OrderBook, BarData, DailyBar, CandleStick, TickData, TransactionData, TradeData, OrderData, MarketDataBuffer, MarketDataRingBuffer
+else:
+    from .market_utils_posix import TransactionSide, OrderType, MarketData, OrderBook, BarData, DailyBar, CandleStick, TickData, TransactionData, TradeData, OrderData, MarketDataBuffer, MarketDataRingBuffer
+
+from .technical_analysis import TechnicalAnalysis
+from .trade_utils import OrderState, TradeInstruction, TradeReport
+from .console_utils import Progress, GetInput, GetArgs, count_ordinal, TerminalStyle, InteractiveShell, ShellTransfer
+
+__all__ = [
+    'PROFILE',
+    'FinancialDecimal',
+    'TransactionSide', 'OrderType', 'MarketData', 'BarData', 'DailyBar', 'TickDataLite', 'TickData', 'TransactionData', 'TradeData', 'OrderData',
+    # 'MarketDataMemoryBuffer', 'OrderBookBuffer', 'BarDataBuffer', 'TickDataBuffer', 'TransactionDataBuffer',
+    # 'MarketDataPointer', 'OrderBookPointer', 'BarDataPointer', 'TickDataPointer', 'TransactionDataPointer',
+    'TechnicalAnalysis',
+    'OrderState', 'TradeInstruction', 'TradeReport',
+    'Progress', 'GetInput', 'GetArgs', 'count_ordinal', 'TerminalStyle', 'InteractiveShell', 'ShellTransfer'
+]

{pyalgoengine-0.8.0a2 → pyalgoengine-0.8.0a3}/setup.py

@@ -41,13 +41,45 @@ if os.getenv('GITHUB_ACTIONS') == 'true':
     ext_modules = []
 else:
     # Define Cython extension (use the .pyx file)
-    ext_modules = [
+    from Cython.Build import cythonize
+
+    cython_ext = [
+        Extension(
+            name="algo_engine.base.market_data",
+            sources=["algo_engine/base/market_data.pyx"],
+            extra_compile_args=['-O3', '-flto'],
+            extra_link_args=['-flto', '-s']
+        ),
+        Extension(
+            name="algo_engine.base.transaction",
+            sources=["algo_engine/base/transaction.pyx"],
+            extra_compile_args=['-O3', '-flto'],
+            extra_link_args=['-flto', '-s']
+        ),
+        Extension(
+            name="algo_engine.base.candlestick",
+            sources=["algo_engine/base/candlestick.pyx"],
+            extra_compile_args=['-O3', '-flto'],
+            extra_link_args=['-flto', '-s']
+        ),
         Extension(
-            "algo_engine.base.market_utils_posix",
-            ["algo_engine/base/market_utils_posix.pyx"],
+            name="algo_engine.base.tick",
+            sources=["algo_engine/base/tick.pyx"],
+            extra_compile_args=['-O3', '-flto'],
+            extra_link_args=['-flto', '-s']
         )
     ]
 
+    ext_modules = cythonize(
+        cython_ext,
+        compiler_directives={
+            'language_level': "3",
+            'optimize.use_switch': True,
+            'optimize.unpack_method_calls': True,
+            'binding': False
+        },
+        annotate=False
+    )
 
 long_description = read("README.md")
 

pyalgoengine-0.8.0a2/algo_engine/base/__init__.py

@@ -1,44 +0,0 @@
-import logging
-import os
-
-from .telemetrics import LOGGER
-from ..profile import PROFILE
-
-
-def set_logger(logger: logging.Logger):
-    global LOGGER
-    LOGGER = logger
-
-    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')
-
-
-from .finance_decimal import FinancialDecimal
-
-if os.name == 'nt':
-    from .market_utils_nt import TransactionSide, OrderType, MarketData, OrderBook, BarData, DailyBar, CandleStick, TickData, TransactionData, TradeData, OrderData, MarketDataBuffer, MarketDataRingBuffer
-else:
-    from .market_utils_posix import TransactionSide, OrderType, MarketData, OrderBook, BarData, DailyBar, CandleStick, TickData, TransactionData, TradeData, OrderData, MarketDataBuffer, MarketDataRingBuffer
-
-    # from .market_utils_posix import OrderType
-    # from .market_utils import TransactionSide, MarketData, OrderBook, BarData, DailyBar, CandleStick, TickData, TransactionData, TradeData
-    # from .market_buffer import MarketDataPointer, MarketDataMemoryBuffer, OrderBookPointer, OrderBookBuffer, BarDataPointer, BarDataBuffer, TickDataPointer, TickDataBuffer, TransactionDataPointer, TransactionDataBuffer
-
-from .technical_analysis import TechnicalAnalysis
-from .trade_utils import OrderState, TradeInstruction, TradeReport
-from .console_utils import Progress, GetInput, GetArgs, count_ordinal, TerminalStyle, InteractiveShell, ShellTransfer
-
-__all__ = ['PROFILE',
-           'FinancialDecimal',
-           'TransactionSide', 'OrderType', 'MarketData', 'OrderBook', 'BarData', 'DailyBar', 'CandleStick', 'TickData', 'TransactionData', 'TradeData', 'OrderData', 'MarketDataBuffer', 'MarketDataRingBuffer',
-           # 'MarketDataMemoryBuffer', 'OrderBookBuffer', 'BarDataBuffer', 'TickDataBuffer', 'TransactionDataBuffer',
-           # 'MarketDataPointer', 'OrderBookPointer', 'BarDataPointer', 'TickDataPointer', 'TransactionDataPointer',
-           'TechnicalAnalysis',
-           'OrderState', 'TradeInstruction', 'TradeReport',
-           'Progress', 'GetInput', 'GetArgs', 'count_ordinal', 'TerminalStyle', 'InteractiveShell', 'ShellTransfer']