chronosx-quant 0.2.0__tar.gz

chronosx_quant-0.2.0/.github/workflows/python-publish.yml

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+name: Publish to PyPI
+
+on:
+  push:
+    tags:
+      - "v*" # 当推送形如 v1.2.3 的标签时触发
+
+jobs:
+  build-n-publish:
+    name: Build and publish
+    runs-on: ubuntu-latest
+    
+    # 关键：OIDC 发布需要 id-token 权限
+    permissions:
+      id-token: write
+      contents: read
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Install uv
+        uses: astral-sh/setup-uv@v5
+        with:
+          enable-cache: true
+
+      - name: Set up Python
+        run: uv python install
+
+      - name: Build package
+        run: uv build
+
+      - name: Publish to PyPI
+        # 使用 Trusted Publishers 时，uv 会自动处理身份验证
+        run: uv publish

chronosx_quant-0.2.0/.gitignore

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+.venv/
+.pytest_cache/
+__pycache__/
+*.pyc
+*.pyo
+*.pyd
+*.egg-info/
+dist/
+build/
+*.egg
+.vscode/
+.ruff_cache/
+.benchmarks/

chronosx_quant-0.2.0/.python-version

@@ -0,0 +1 @@
+3.10

chronosx_quant-0.2.0/LICENSE

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chronosx_quant-0.2.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: chronosx-quant
+Version: 0.2.0
+Summary: A Python library for trading calendar management, execution profiling, and temporal backtesting (Time Travel).
+License-File: LICENSE
+Requires-Python: >=3.10
+Requires-Dist: fastdigest
+Requires-Dist: pandas
+Requires-Dist: pandas-market-calendars==5.3.1
+Description-Content-Type: text/markdown
+
+# Chronosx
+
+A Python library for trading calendar management, execution profiling, and temporal backtesting (Time Travel).
+
+## Installation
+
+```bash
+uv build
+pip install dist/chronosx-0.2.0-py3-none-any.whl
+# haven't upload to pypi
+# pip install chronosx
+```
+
+## Usage
+
+```python
+from chronosx.time import ChronoTime
+# use CALENDAR_NAME to select default calendar, e.g. SSE
+time = ChronoTime.now()
+time = ChronoTime("2026-03-08 11:29:00+08:00")
+
+# time about trading, only support 1min step now
+time.is_trading()
+# move 2 steps forward(2min), auto skip breaks and weekends
+# e.g. 2026-03-08 11:29:00+08:00" -> "2026-03-08 13:01:00+08:00"
+time.shift(2)
+# select valid trading times from self to end
+# return series of 2 items, 11:29:00 and 13:00:00
+time.trading_times(end=pd.Timestamp("2026-03-08 13:01:00+08:00"))
+# move to the beginning of trading session which the time belongs to
+# e.g. SSE "2026-03-08 11:29:00+08:00" belongs to session '2026-03-08', so the session start is '2026-03-08 09:30:00+08:00'
+# e.g. CME session '2026-03-08' starts from '2026-03-07 17:00:00-06:00', so the session start is '2026-03-07 17:00:00-06:00', not '2026-03-08 00:00:00+00:00'
+time.to_session_start()
+
+# performance profiling
+from chronosx.performance import performance, PerformanceRegistry
+@performance("slug_name")
+def f1():
+    ...
+f1()
+# get report of this function
+print(PerformanceRegistry.get_report("slug_name"))
+# get report of all functions
+print(PerformanceRegistry.get_report())
+# if you want to reset
+PerformanceRegistry.clear()
+
+# time travel
+from chronosx.mock import travel
+with travel("2026-03-08 11:29:00+08:00"):
+    # only effect ChronoTime, datetime or pd.Timestamp still work
+    # thread-local mock, thread-safe
+    ChronoTime.now()
+```
+
+### Add calendar
+
+Chronosx based on pandas_market_calendars, so it can use all calendars in the project, and support to add custom calendars.
+
+### Add scheduler
+
+I use static minute scheduler for speed, don't support multi step in the same time, and don't support extend schedule time range. It's ok to add new scheduler to support multi step or dynamic time range.

chronosx_quant-0.2.0/README.md

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+# Chronosx
+
+A Python library for trading calendar management, execution profiling, and temporal backtesting (Time Travel).
+
+## Installation
+
+```bash
+uv build
+pip install dist/chronosx-0.2.0-py3-none-any.whl
+# haven't upload to pypi
+# pip install chronosx
+```
+
+## Usage
+
+```python
+from chronosx.time import ChronoTime
+# use CALENDAR_NAME to select default calendar, e.g. SSE
+time = ChronoTime.now()
+time = ChronoTime("2026-03-08 11:29:00+08:00")
+
+# time about trading, only support 1min step now
+time.is_trading()
+# move 2 steps forward(2min), auto skip breaks and weekends
+# e.g. 2026-03-08 11:29:00+08:00" -> "2026-03-08 13:01:00+08:00"
+time.shift(2)
+# select valid trading times from self to end
+# return series of 2 items, 11:29:00 and 13:00:00
+time.trading_times(end=pd.Timestamp("2026-03-08 13:01:00+08:00"))
+# move to the beginning of trading session which the time belongs to
+# e.g. SSE "2026-03-08 11:29:00+08:00" belongs to session '2026-03-08', so the session start is '2026-03-08 09:30:00+08:00'
+# e.g. CME session '2026-03-08' starts from '2026-03-07 17:00:00-06:00', so the session start is '2026-03-07 17:00:00-06:00', not '2026-03-08 00:00:00+00:00'
+time.to_session_start()
+
+# performance profiling
+from chronosx.performance import performance, PerformanceRegistry
+@performance("slug_name")
+def f1():
+    ...
+f1()
+# get report of this function
+print(PerformanceRegistry.get_report("slug_name"))
+# get report of all functions
+print(PerformanceRegistry.get_report())
+# if you want to reset
+PerformanceRegistry.clear()
+
+# time travel
+from chronosx.mock import travel
+with travel("2026-03-08 11:29:00+08:00"):
+    # only effect ChronoTime, datetime or pd.Timestamp still work
+    # thread-local mock, thread-safe
+    ChronoTime.now()
+```
+
+### Add calendar
+
+Chronosx based on pandas_market_calendars, so it can use all calendars in the project, and support to add custom calendars.
+
+### Add scheduler
+
+I use static minute scheduler for speed, don't support multi step in the same time, and don't support extend schedule time range. It's ok to add new scheduler to support multi step or dynamic time range.

chronosx_quant-0.2.0/chronosx/__init__.py

@@ -0,0 +1 @@
+__version__ = "0.2.0"

chronosx_quant-0.2.0/chronosx/cli.py

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+import pandas as pd
+import pandas_market_calendars as mcal
+from chronosx.scheduler import SchedulerManager, StaticMinuteScheduler
+
+
+def calendar_preview(calendar_name):
+    with SchedulerManager.use_scheduler(StaticMinuteScheduler(calendar_name)):
+        cal = SchedulerManager.get_scheduler().calendar
+        print(f"---{cal.full_name}---")
+        holidays = cal.holidays()
+        print(f"latest holidays {holidays.kwds['holidays'][-5:]}")
+
+        today = pd.Timestamp.now().date()
+        next_month = today + pd.Timedelta(days=32)
+        holidays_in_range = [
+            h for h in holidays.kwds["holidays"] if h >= today and h < next_month
+        ]
+        print(
+            f"next 32 days [{today}, {next_month}) have holidays: {holidays_in_range}"
+        )
+
+
+def main():
+    print(
+        f"dependency: pandas={pd.__version__}, pandas_market_calendars={mcal.__version__}"
+    )
+    calendar_preview("SSE")
+    calendar_preview("CME Globex Crypto")
+
+
+if __name__ == "__main__":
+    main()

chronosx_quant-0.2.0/chronosx/mock.py

@@ -0,0 +1,15 @@
+from chronosx.time import ChronoTime
+
+
+class travel:
+    def __init__(self, mock_time):
+        self.mock_time = ChronoTime(mock_time)
+
+    def __enter__(self):
+        ChronoTime._get_stack().append(self.mock_time)
+        return self
+
+    def __exit__(self, exc_type, exc_val, exc_tb):
+        stack = ChronoTime._get_stack()
+        if stack:
+            stack.pop()

chronosx_quant-0.2.0/chronosx/performance.py

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+from __future__ import annotations
+import inspect
+import io
+import time
+from fastdigest import TDigest
+from contextlib import ContextDecorator
+from typing import Dict
+
+
+class PerformanceRegistry:
+    """全局存储不同函数的统计数据"""
+
+    _metrics: Dict[str, TDigest] = {}
+
+    @classmethod
+    def update(cls, name: str, value: float):
+        if name not in cls._metrics:
+            cls._metrics[name] = TDigest()
+        cls._metrics[name].update(value)
+
+    @classmethod
+    def get_count(cls, name: str):
+        if name in cls._metrics:
+            return cls._metrics[name].n_values
+        return 0
+
+    @classmethod
+    def get_percentile(cls, name: str, p: float):
+        if name in cls._metrics:
+            return cls._metrics[name].percentile(p * 100)
+        return None
+
+    @classmethod
+    def get_report(cls, name: str):
+        if name in cls._metrics:
+            di = cls._metrics[name]
+            return f"{name}: sum={di.sum()}, count={di.n_values}, mean={di.mean()}, p50={di.percentile(50)}, p90={di.percentile(90)}, p99={di.percentile(99)}, p999={di.percentile(99.9)}, p9999={di.percentile(99.99)}"
+        return f"{name}: not found"
+
+    @classmethod
+    def full_report(cls):
+        b = io.StringIO()
+        for name in cls._metrics.keys():
+            b.write(f"{cls.get_report(name)}\n")
+        return b.getvalue()
+
+    @classmethod
+    def clear(cls):
+        cls._metrics.clear()
+
+
+class performance(ContextDecorator):
+    def __init__(self, name: str = None):
+        self.name = name
+        self.start_wall = 0.0
+
+    def __call__(self, func):
+        # 当作为装饰器使用时，如果没传 name，自动获取函数名
+        if self.name is None:
+            self.name = func.__qualname__
+        return super().__call__(func)
+
+    def __enter__(self):
+        # 如果是 with 块且没传 name，尝试获取文件名和行号
+        if self.name is None:
+            caller_frame = inspect.currentframe().f_back
+            file_name = caller_frame.f_code.co_filename.split("/")[-1]
+            line_no = caller_frame.f_lineno
+            self.name = f"{file_name}:{line_no}"
+
+        self.start_wall = time.perf_counter()
+        return self
+
+    def __exit__(self, *args):
+        elapsed_ms = (time.perf_counter() - self.start_wall) * 1000
+        PerformanceRegistry.update(self.name, elapsed_ms)