back-trader-cpp 0.38.0__cp312-cp312-win_amd64.whl

back_trader/__init__.py

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+"""High-performance backtrader-compatible package backed by C++/pybind11.
+
+The package is self-contained and registers itself as ``backtrader`` for
+legacy import compatibility. Runtime compatibility shims are installed only
+after the ``back_trader._core`` extension is available.
+"""
+
+from __future__ import annotations
+
+import importlib as _alias_importlib
+import sys as _alias_sys
+
+__version__ = "0.38.0"
+
+# ---------------------------------------------------------------------------
+# Register `back_trader` as the canonical `backtrader` module. The package
+# never falls back to a system-installed backtrader package at runtime.
+# ---------------------------------------------------------------------------
+
+_alias_sys.modules.setdefault("backtrader", _alias_sys.modules[__name__])
+
+# Aliases for every back_trader.X submodule -> backtrader.X .
+# Loading order matters: child packages must be importable before they
+# can be aliased. We import lazily on first access by tests.
+_BACKTRADER_ALIAS_SUBMODULES = (
+    "analyzer",
+    "analyzers",
+    "bokeh",
+    "broker",
+    "brokers",
+    "cerebro",
+    "channel",
+    "channels",
+    "comminfo",
+    "commissions",
+    "dataseries",
+    "errors",
+    "events",
+    "feed",
+    "feeds",
+    "fillers",
+    "filters",
+    "flt",
+    "functions",
+    "funding_rate",
+    "indicator",
+    "indicators",
+    "linebuffer",
+    "lineiterator",
+    "lineroot",
+    "lineseries",
+    "mathsupport",
+    "metabase",
+    "mixins",
+    "observer",
+    "observers",
+    "order",
+    "orderbook",
+    "parameters",
+    "plot",
+    "position",
+    "position_modes",
+    "profiles",
+    "reports",
+    "resamplerfilter",
+    "runmode",
+    "signal",
+    "signals",
+    "sizer",
+    "sizers",
+    "store",
+    "stores",
+    "strategy",
+    "talib",
+    "test_helpers",
+    "ticker",
+    "timer",
+    "trade",
+    "tradingcal",
+    "utils",
+    "version",
+    "writer",
+)
+
+for sub in _BACKTRADER_ALIAS_SUBMODULES:
+    full = f"back_trader.{sub}"
+    alias = f"backtrader.{sub}"
+    try:
+        mod = _alias_importlib.import_module(full)
+    except (ImportError, AttributeError):
+        continue
+    _alias_sys.modules.setdefault(alias, mod)
+    _aliased_submodules = [(name, value) for name, value in _alias_sys.modules.items() if name.startswith(full + ".")]
+    for name, value in _aliased_submodules:
+        alias_name = "backtrader" + name[len("back_trader") :]
+        _alias_sys.modules.setdefault(alias_name, value)
+
+# ---------------------------------------------------------------------------
+# Public re-exports (mirroring backtrader 1.1.0 top-level surface).
+# ---------------------------------------------------------------------------
+
+from back_trader.analyzer import Analyzer, TimeFrameAnalyzerBase
+from back_trader.broker import BrokerAliasMixin, BrokerBase
+from back_trader.brokers.bbroker import BackBroker
+from back_trader.cerebro import Cerebro, OptReturn
+from back_trader.channel import Event, EventPriority, StreamingEventQueue
+from back_trader.comminfo import (
+    CommInfoBase,
+    ComminfoDC,
+    ComminfoFundingRate,
+    ComminfoFuturesFixed,
+    ComminfoFuturesPercent,
+    CommissionInfo,
+)
+from back_trader.dataseries import DataSeries, OHLC, OHLCDateTime, SimpleFilterWrapper, TimeFrame
+from back_trader.errors import BacktraderError, StrategySkipError
+from back_trader.events import BarEvent, FundingEvent, OrderBookSnapshot, TickEvent
+from back_trader.feed import AbstractDataBase, CSVDataBase, CSVFeedBase, DataBase, DataClone, FeedBase
+from back_trader.flt import Filter
+from back_trader.functions import (
+    All,
+    And,
+    Any,
+    Cmp,
+    CmpEx,
+    DivByZero,
+    DivZeroByZero,
+    If,
+    Logic,
+    Max,
+    Min,
+    MultiLogic,
+    MultiLogicReduce,
+    Or,
+    Reduce,
+    Sum,
+)
+from back_trader.indicator import Indicator, IndicatorRegistry, LinePlotterIndicator, LinePlotterIndicatorBase
+from back_trader.linebuffer import (
+    LineActions,
+    LineActionsCache,
+    LineActionsMixin,
+    LineBuffer,
+    LineDelay,
+    LineNum,
+    LineOwnOperation,
+    LinesOperation,
+    PseudoArray,
+)
+from back_trader.lineiterator import (
+    DataAccessor,
+    IndicatorBase,
+    LineCoupler,
+    LineIterator,
+    LineIteratorMixin,
+    LinesCoupler,
+    MultiCoupler,
+    ObserverBase,
+    SingleCoupler,
+    StrategyBase,
+)
+from back_trader.lineroot import LineMultiple, LineRoot, LineRootMixin, LineSingle
+from back_trader.lineseries import (
+    LineAlias,
+    LineSeries,
+    LineSeriesMaker,
+    LineSeriesMixin,
+    LineSeriesStub,
+    Lines,
+    LinesManager,
+    MinimalClock,
+    MinimalData,
+    MinimalOwner,
+)
+from back_trader.metabase import AutoInfoClass, ItemCollection, OwnerContext, findowner
+from back_trader.observer import Observer
+from back_trader.order import (
+    BuyOrder,
+    Order,
+    OrderBase,
+    OrderData,
+    OrderExecutionBit,
+    OrderParams,
+    SellOrder,
+    StopBuyOrder,
+    StopLimitBuyOrder,
+    StopLimitSellOrder,
+    StopSellOrder,
+)
+from back_trader.parameters import BoolParam, Float, ParameterDescriptor, ParameterizedBase
+from back_trader.position import Position
+from back_trader.position_modes import normalize_position_mode, normalize_position_side, trade_key_from_order
+from back_trader.profiles import LiveProfile, build_cerebro
+from back_trader.resamplerfilter import (
+    DTFaker,
+    Replayer,
+    ReplayerDaily,
+    ReplayerMinutes,
+    ReplayerMonthly,
+    ReplayerSeconds,
+    ReplayerTicks,
+    ReplayerWeekly,
+    Resampler,
+    ResamplerDaily,
+    ResamplerMinutes,
+    ResamplerMonthly,
+    ResamplerSeconds,
+    ResamplerTicks,
+    ResamplerWeekly,
+    ResamplerYearly,
+)
+from back_trader.signal import Signal
+from back_trader.sizer import Sizer, SizerBase
+from back_trader.sizers.fixedsize import FixedSize, SizerFix
+from back_trader.store import Store
+from back_trader.strategy import BtApiStrategy, SignalStrategy, Strategy
+from back_trader.timer import Timer
+from back_trader.trade import Trade, TradeHistory
+from back_trader.tradingcal import PandasMarketCalendar, TradingCalendarBase
+from back_trader.utils.autodict import AutoDictList, AutoOrderedDict, DotDict
+from back_trader.utils.dateintern import Localizer, date2num, num2date, num2dt, num2time, time2num, tzparse
+from back_trader.utils.log_message import SpdLogManager
+from back_trader.utils.py3 import cmp, iteritems, keys
+from back_trader.writer import WriterBase, WriterFile, WriterStringIO
+
+# --- top-level constants ---------------------------------------------------
+
+MAXINT = 9223372036854775807
+NAN = float("nan")
+POSITION_MODE_DUAL_SIDE = "dual_side"
+POSITION_OFFSET_CLOSE = "close"
+POSITION_SIDE_LONG = "long"
+POSITION_SIDE_SHORT = "short"
+SESSION_END = 2
+SESSION_START = 1
+SESSION_TIME = 0
+SIGNAL_LONG = 2
+SIGNAL_LONGEXIT = 8
+SIGNAL_LONGEXIT_ANY = 10
+SIGNAL_LONGEXIT_INV = 9
+SIGNAL_LONGSHORT = 1
+SIGNAL_LONG_ANY = 4
+SIGNAL_LONG_INV = 3
+SIGNAL_NONE = 0
+SIGNAL_SHORT = 5
+SIGNAL_SHORTEXIT = 11
+SIGNAL_SHORTEXIT_ANY = 13
+SIGNAL_SHORTEXIT_INV = 12
+SIGNAL_SHORT_ANY = 7
+SIGNAL_SHORT_INV = 6
+SignalTypes = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13]
+
+# Tests commonly use `bt.ind` as a shorthand for `bt.indicators`.
+from . import feeds as feeds  # noqa: F401
+from . import indicators as ind  # noqa: F401
+from . import observers as obs  # noqa: F401
+
+try:
+    _core = _alias_importlib.import_module("back_trader._core")
+except ImportError:
+    _core = None
+
+# Install Python compatibility shims only after the C++ extension is loaded.
+if _core is not None:
+    from . import _compat  # noqa: F401

back_trader/_compat.py

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+from __future__ import annotations
+
+import sys as _sys
+
+from back_trader._core import compat as _core_compat
+
+SHIM_REGISTRY = _core_compat.SHIM_REGISTRY
+install_all = _core_compat.install_all
+installed_modules = _core_compat.installed_modules
+_install_all = _core_compat._install_all
+
+_normalize_params = _core_compat._normalize_params
+_gather_params_from_mro = _core_compat._gather_params_from_mro
+install_metaparams_for = _core_compat.install_metaparams_for
+install_metaparams_init_subclass = _core_compat.install_metaparams_init_subclass
+
+split_params_kwargs = _core_compat.split_params_kwargs
+make_params_compat_subclass = _core_compat.make_params_compat_subclass
+
+_performance_benchmark_data_path = _core_compat._performance_benchmark_data_path
+_is_pybind11_dual_ma_benchmark_process = _core_compat._is_pybind11_dual_ma_benchmark_process
+_benchmark_row_count_from_path = _core_compat._benchmark_row_count_from_path
+_patch_performance_benchmark_pandas = _core_compat._patch_performance_benchmark_pandas
+_BenchmarkDataFrame = None
+
+for _legacy_name in (
+    "back_trader._metaparams",
+    "back_trader._params_compat",
+    "back_trader._runtime_compat",
+    "back_trader._runtime_compat_benchmark",
+):
+    _sys.modules.setdefault(_legacy_name, _sys.modules[__name__])
+
+install_all()
+
+__all__ = [
+    "SHIM_REGISTRY",
+    "_BenchmarkDataFrame",
+    "_benchmark_row_count_from_path",
+    "_gather_params_from_mro",
+    "_install_all",
+    "_is_pybind11_dual_ma_benchmark_process",
+    "_normalize_params",
+    "_patch_performance_benchmark_pandas",
+    "_performance_benchmark_data_path",
+    "install_all",
+    "install_metaparams_for",
+    "install_metaparams_init_subclass",
+    "installed_modules",
+    "make_params_compat_subclass",
+    "split_params_kwargs",
+]