back-trader-python 1.4.0__py3-none-any.whl

backtrader/stores/livestore.py

@@ -0,0 +1,137 @@
+#!/usr/bin/env python
+"""Live Store Abstract Base Class.
+
+Defines the common interface for live trading store implementations.
+The current project direction uses ``BtApiStore`` as the unified adapter
+and keeps this base class as the reference contract for future providers.
+
+Classes:
+    LiveStoreBase: Abstract base for live-trading store adapters.
+
+Example:
+    class MyExchangeStore(LiveStoreBase):
+        def start(self): ...
+        def stop(self): ...
+        def get_cash(self): ...
+        ...
+"""
+
+from abc import ABC, abstractmethod
+
+
+class LiveStoreBase(ABC):
+    """Abstract base class for live-trading store adapters.
+
+    A *store* is the bridge between backtrader and an external trading
+    venue (exchange, broker gateway, etc.).  It is responsible for:
+
+    - Managing the network connection lifecycle.
+    - Providing account balance / position queries.
+    - Creating matching broker and data-feed instances.
+    - Optionally subscribing to real-time market data.
+
+    Subclasses **must** implement every ``@abstractmethod``.
+    """
+
+    # ------------------------------------------------------------------
+    # Connection lifecycle
+    # ------------------------------------------------------------------
+
+    @abstractmethod
+    def start(self, data=None, broker=None):
+        """Establish the connection to the trading venue.
+
+        Args:
+            data: Optional data-feed instance to register on start.
+            broker: Optional broker instance to attach on start.
+        """
+
+    @abstractmethod
+    def stop(self):
+        """Gracefully disconnect and release resources."""
+
+    @property
+    @abstractmethod
+    def is_connected(self) -> bool:
+        """Return ``True`` when the store is ready to accept requests."""
+
+    # ------------------------------------------------------------------
+    # Factory helpers
+    # ------------------------------------------------------------------
+
+    @abstractmethod
+    def getbroker(self, *args, **kwargs):
+        """Return a broker instance bound to this store."""
+
+    @abstractmethod
+    def getdata(self, *args, **kwargs):
+        """Return a data-feed instance bound to this store."""
+
+    # ------------------------------------------------------------------
+    # Account queries
+    # ------------------------------------------------------------------
+
+    @abstractmethod
+    def get_cash(self) -> float:
+        """Return current available cash."""
+
+    @abstractmethod
+    def get_value(self) -> float:
+        """Return total account value (cash + positions)."""
+
+    @abstractmethod
+    def get_balance(self):
+        """Refresh cached cash/value from the venue.
+
+        Implementations should respect rate-limiting to avoid API bans.
+        """
+
+    @abstractmethod
+    def get_positions(self) -> list:
+        """Return a list of open positions.
+
+        Each position should be a dict with at least:
+        ``instrument``, ``direction``, ``volume``, ``price``.
+        """
+
+    # ------------------------------------------------------------------
+    # Optional: market data registration
+    # ------------------------------------------------------------------
+
+    def register(self, feed):
+        """Register a data feed with the store (optional).
+
+        Args:
+            feed: A backtrader data-feed instance.
+        """
+
+    def subscribe(self, dataname: str):
+        """Subscribe to market data for *dataname* (optional)."""
+
+    def poll_live(self, dataname: str):
+        """Poll the next completed live bar for *dataname* (optional)."""
+        return
+
+    def poll_tick(self, dataname: str):
+        """Poll the next live tick for *dataname* (optional)."""
+        return
+
+    def poll_orderbook(self, dataname: str):
+        """Poll the next live order book snapshot for *dataname* (optional)."""
+        return
+
+    def has_pending_tick(self, dataname: str) -> bool:
+        """Return whether *dataname* has queued live ticks (optional)."""
+        return False
+
+    def has_pending_orderbook(self, dataname: str) -> bool:
+        """Return whether *dataname* has queued order book data (optional)."""
+        return False
+
+    def supports_live_ticks(self, dataname: str) -> bool:
+        """Return whether the store can stream live ticks for *dataname* (optional)."""
+        return False
+
+    def supports_live_orderbook(self, dataname: str) -> bool:
+        """Return whether the store can stream live order books for *dataname* (optional)."""
+        return False

backtrader/stores/vchartfile.py

@@ -0,0 +1,96 @@
+#!/usr/bin/env python
+"""VChartFile Store Module - VisualChart file store.
+
+This module provides the VChartFile store for accessing VisualChart
+binary files by market code.
+
+Classes:
+    VChartFile: Store for VisualChart binary files.
+
+Example:
+    >>> store = bt.stores.VChartFile(path='C:\\VisualChart\\Data')
+    >>> data = bt.feeds.VChartFile(dataname='015ES', store=store)
+    >>> cerebro.adddata(data)
+"""
+
+import os.path
+import traceback
+
+from ..store import Store
+from ..utils.log_message import get_logger
+
+logger = get_logger(__name__)
+
+
+class VChartFile(Store):
+    """Store provider for Visual Chart binary files
+
+    Params:
+
+      - ``path`` (default:``None``):
+
+        If the path is ``None`` and running under *Windows*, the registry will
+        be examined to find the root directory of the *Visual Chart* files.
+    """
+
+    params = (("path", None),)
+
+    def __init__(self):
+        """Initialize the VChartFile store.
+
+        Determines the VisualChart data directory path.
+        """
+        self._path = self.p.path
+        if self._path is None:
+            self._path = self._find_vchart()
+
+    @staticmethod
+    def _find_vchart():
+        # Find VisualChart registry key to get data directory
+        # If not found returns ''
+        VC_KEYNAME = r"SOFTWARE\VCG\Visual Chart 6\Config"
+        VC_KEYVAL = "DocsDirectory"
+        VC_DATADIR = ["Realserver", "Data", "01"]
+
+        VC_NONE = ""
+
+        from backtrader.utils.py3 import winreg
+
+        if winreg is None:
+            return VC_NONE
+
+        vcdir = None
+        # Search for Directory in the usual root keys
+        for rkey in (
+            winreg.HKEY_CURRENT_USER,
+            winreg.HKEY_LOCAL_MACHINE,
+        ):
+            try:
+                vckey = winreg.OpenKey(rkey, VC_KEYNAME)
+            except OSError as e:
+                traceback.format_exception(type(e), e, e.__traceback__)
+                continue
+
+            # Try to get the key value
+            try:
+                vcdir, _ = winreg.QueryValueEx(vckey, VC_KEYVAL)
+            except OSError as e:
+                traceback.format_exception(type(e), e, e.__traceback__)
+                continue
+            else:
+                break  # found vcdir
+
+        if vcdir is not None:  # something was found
+            vcdir = os.path.join(vcdir, *VC_DATADIR)
+        else:
+            vcdir = VC_NONE
+
+        return vcdir
+
+    def get_datapath(self):
+        """Get the VisualChart data directory path.
+
+        Returns:
+            str: Path to the VisualChart data directory.
+        """
+        return self._path