dtscore 2.3.0__tar.gz → 2.3.2__tar.gz

{dtscore-2.3.0/src/dtscore.egg-info → dtscore-2.3.2}/PKG-INFO

@@ -1,109 +1,109 @@
-Metadata-Version: 2.1
-Name: dtscore
-Version: 2.3.0
-Summary: DTS Core Services
-Author-email: "D. Smith" <dgsmith.hpot@gmail.com>
-Classifier: Development Status :: 5 - Production/Stable
-Classifier: Environment :: Console
-Classifier: Intended Audience :: Developers
-Classifier: License :: OSI Approved :: BSD License
-Classifier: Operating System :: Microsoft :: Windows :: Windows 11
-Classifier: Programming Language :: Python :: 3.10
-Requires-Python: >=3.10
-Description-Content-Type: text/markdown
-License-File: LICENSE
-Requires-Dist: importlib-metadata; python_version >= "3.10"
-Requires-Dist: requests>=2.31
-Requires-Dist: urllib3>=2.0
-
-# Prep
-
-See: https://packaging.python.org/en/latest/tutorials/packaging-projects/
-
-## Setup Testpypi and Pypi (one time only)
- 
- .pypirc file in $home (c:/users/dgsmith) directory<br/>
-
- ```
-[testpypi]
-username = __token__
-password = token from test.pypi.org goes here
- ```
-
-## Project folder structure
-
-```
-pyexample
-├── src
-│   ├── pyexample_USERNAME_HERE
-│   │   ├── __init__.py
-│   │   ├── module_mpi4py_1.py
-│   │   ├── module_numpy_1.py
-│   │   └── module_numpy_2.py
-│   │-- module2_USERNAME_HERE
-│   │   ├── __init__.py
-│   │   ├── ...
-├── tests
-│   ├── test1.py
-├── .gitignore
-├── LICENSE
-├── pyproject.toml
-├── README.md
-```
-
-## Other Steps
-
-* Create a virtual environment (.venv)
-* pip install any dependencies
-* pip freeze to create requirements.txt
-
-## Tools install
-
-```
-python -m pip install --upgrade pip
-python -m pip install --upgrade build
-python -m pip install --upgrade twine
-```
-
-## Create pyproject.toml
-under project folder create pyproject.toml
-
-```
-[build-system]
-requires = ["setuptools"]
-build-backend = "setuptools.build_meta"
-
-[project]
-name = "dtscore_dsmi"
-version = "0.0.2"
-authors = [
-  { name="D. Smith", email="dgsmith.hpot@gmail.com" },
-]
-description = "DTS Core Services"
-readme = "README.md"
-requires-python = ">= 3.10"
-dependencies = [
-    'requests>=2.31',
-    'importlib-metadata; python_version>="3.10"',
-    'urllib3>=2.0'
-]
-classifiers = [
-        'Development Status :: 5 - Production/Stable',
-        'Environment :: Console',
-        'Intended Audience :: Developers',
-        'License :: OSI Approved :: BSD License',
-        'Operating System :: Microsoft :: Windows :: Windows 11',
-        'Programming Language :: Python :: 3.10',
-]
-```
-
-## Build the distribution
-
-* delete any previous versions from the dist folder
-* check version number in pyproject.toml
-
-| Command | Result |
-| --- | --- |
-| python -m build |builds the application<br/> |
-| twine upload --repository testpypi dist/* |upload distribution to testpypi, or<br/> |
-| twine upload dist/* |upload distribution to pypi |
+Metadata-Version: 2.2
+Name: dtscore
+Version: 2.3.2
+Summary: DTS Core Services
+Author-email: "D. Smith" <dgsmith.hpot@gmail.com>
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Environment :: Console
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: BSD License
+Classifier: Operating System :: Microsoft :: Windows :: Windows 11
+Classifier: Programming Language :: Python :: 3.10
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: importlib-metadata; python_version >= "3.10"
+Requires-Dist: requests>=2.31
+Requires-Dist: urllib3>=2.0
+
+# Prep
+
+See: https://packaging.python.org/en/latest/tutorials/packaging-projects/
+
+## Setup Testpypi and Pypi (one time only)
+ 
+ .pypirc file in $home (c:/users/dgsmith) directory<br/>
+
+ ```
+[testpypi]
+username = __token__
+password = token from test.pypi.org goes here
+ ```
+
+## Project folder structure
+
+```
+pyexample
+├── src
+│   ├── pyexample_USERNAME_HERE
+│   │   ├── __init__.py
+│   │   ├── module_mpi4py_1.py
+│   │   ├── module_numpy_1.py
+│   │   └── module_numpy_2.py
+│   │-- module2_USERNAME_HERE
+│   │   ├── __init__.py
+│   │   ├── ...
+├── tests
+│   ├── test1.py
+├── .gitignore
+├── LICENSE
+├── pyproject.toml
+├── README.md
+```
+
+## Other Steps
+
+* Create a virtual environment (.venv)
+* pip install any dependencies
+* pip freeze to create requirements.txt
+
+## Tools install
+
+```
+python -m pip install --upgrade pip
+python -m pip install --upgrade build
+python -m pip install --upgrade twine
+```
+
+## Create pyproject.toml
+under project folder create pyproject.toml
+
+```
+[build-system]
+requires = ["setuptools"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "dtscore_dsmi"
+version = "0.0.2"
+authors = [
+  { name="D. Smith", email="dgsmith.hpot@gmail.com" },
+]
+description = "DTS Core Services"
+readme = "README.md"
+requires-python = ">= 3.10"
+dependencies = [
+    'requests>=2.31',
+    'importlib-metadata; python_version>="3.10"',
+    'urllib3>=2.0'
+]
+classifiers = [
+        'Development Status :: 5 - Production/Stable',
+        'Environment :: Console',
+        'Intended Audience :: Developers',
+        'License :: OSI Approved :: BSD License',
+        'Operating System :: Microsoft :: Windows :: Windows 11',
+        'Programming Language :: Python :: 3.10',
+]
+```
+
+## Build the distribution
+
+* delete any previous versions from the dist folder
+* check version number in pyproject.toml
+
+| Command | Result |
+| --- | --- |
+| python -m build |builds the application<br/> |
+| twine upload --repository testpypi dist/* |upload distribution to testpypi, or<br/> |
+| twine upload dist/* |upload distribution to pypi |

{dtscore-2.3.0 → dtscore-2.3.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "dtscore"
-version = "2.3.0"
+version = "2.3.2"
 authors = [
   { name="D. Smith", email="dgsmith.hpot@gmail.com" },
 ]

{dtscore-2.3.0 → dtscore-2.3.2}/setup.cfg

@@ -1,4 +1,4 @@
-[egg_info]
-tag_build = 
-tag_date = 0
-
+[egg_info]
+tag_build = 
+tag_date = 0
+

{dtscore-2.3.0 → dtscore-2.3.2}/src/dtscore/globals.py

@@ -7,14 +7,14 @@ from datetime import date
 from dtscore import schema_enums as se
 
 #   logging constants
-logshome = r"C:\users\dgsmith\dev\logs"
+logshome = r"C:\users\dgsmi_\dev\logs"
 loglevel = logging.DEBUG
 portfoliogenlogfilename = "portfolio_gen_.log"
 logfilepath = os.path.join(logshome, portfoliogenlogfilename)
 logformat = '%(asctime)s: %(levelname)-5s: %(module)-15s - %(message)s'
 
 #   general paths and folders not related to a single analysis environment
-apphome = r'c:\users\dgsmith\documents\personal\005_financial\trading\dts'
+apphome = r'c:\users\dgsmi_\documents\personal\005_financial\trading\dts'
 analyzerexepath = r"analyzer\dtsanalyzer.exe"
 coredatafolder = r"coredata"
 analysesfolder = r"analyses"
@@ -75,10 +75,10 @@ topxcount = 20
 #   script/config output ***************************************************************************
 as_db_environment = se.DbEnvironment.Prod
 as_dataset_type = se.DatasetType.FullDay
-as_reports_folder = r"C:\users\dgsmith\Documents\personal\financial\trading\dts\results"
+as_reports_folder = r"C:\users\dgsmi_\Documents\personal\financial\trading\dts\results"
 as_report_name_template = "portfolio_summary.csv"
 as_logging_level = se.LogLevel.Info
-as_log_folder = r"C:/Users/dgsmith/dev/logs/portfolio_summary_.log"
+as_log_folder = r"C:/Users/dgsmi_/dev/logs/portfolio_summary_.log"
 as_runtype = se.RunType.MultiPortfolioAnalysis
 
 #   Portfolio section default parameter values

{dtscore-2.3.0 → dtscore-2.3.2}/src/dtscore/tws.py

@@ -44,15 +44,24 @@ class OrderAction:
 @dataclass
 class CoreOrder:
     symbol:str
-    action:OrderAction
+    action:str
     qty:int
-    ordertype:OrderType
+    ordertype:str
     limitprice:Optional[float] = None
     stopprice:Optional[float] = None
     orderid:Optional[ibclnt.OrderId] = None
     ocagroup:Optional[str] = None
     ocatype:Optional[int] = None
 
+    def __str__(self):
+        ordertext = f'{self.action} {self.qty} {self.symbol} @ '
+        match self.ordertype:
+            case OrderType.Market: suffix = OrderType.Market
+            case OrderType.Limit: suffix = f'{self.limitprice} {OrderType.Limit}'
+            case OrderType.Stop: suffix = f'{self.stopprice} {OrderType.Stop}'
+        ordertext += suffix
+        return ordertext
+
 # -------------------------------------------------------------------------------------------------
 @dataclass
 class OrderState:
@@ -261,6 +270,23 @@ def make_oca(orders:Iterable[CoreOrder]) -> list[CoreOrder]:
     grouped_orders = [make_group(o) for o in orders]
     return grouped_orders
 
+# --------------------------------------------------------------------------------
+def to_orderaction(action:str) -> str:
+    match str.upper(action):
+        case 'B': return OrderAction.Buy
+        case 'BUY': return OrderAction.Buy
+        case 'S': return OrderAction.Sell
+        case 'SELL': return OrderAction.Sell
+        case _: raise Exception(f"Unknown order action string: {action}")
+
+# --------------------------------------------------------------------------------
+def to_ordertype(ordertype:str) -> str:
+    match str.upper(ordertype):
+        case 'LMT': return OrderType.Limit
+        case 'STP': return OrderType.Stop
+        case 'MKT': return OrderType.Market
+        case _: raise Exception(f"Unknown order type string: {ordertype}")
+
 
 #######################################################################################
 # private api

{dtscore-2.3.0 → dtscore-2.3.2/src/dtscore.egg-info}/PKG-INFO

@@ -1,109 +1,109 @@
-Metadata-Version: 2.1
-Name: dtscore
-Version: 2.3.0
-Summary: DTS Core Services
-Author-email: "D. Smith" <dgsmith.hpot@gmail.com>
-Classifier: Development Status :: 5 - Production/Stable
-Classifier: Environment :: Console
-Classifier: Intended Audience :: Developers
-Classifier: License :: OSI Approved :: BSD License
-Classifier: Operating System :: Microsoft :: Windows :: Windows 11
-Classifier: Programming Language :: Python :: 3.10
-Requires-Python: >=3.10
-Description-Content-Type: text/markdown
-License-File: LICENSE
-Requires-Dist: importlib-metadata; python_version >= "3.10"
-Requires-Dist: requests>=2.31
-Requires-Dist: urllib3>=2.0
-
-# Prep
-
-See: https://packaging.python.org/en/latest/tutorials/packaging-projects/
-
-## Setup Testpypi and Pypi (one time only)
- 
- .pypirc file in $home (c:/users/dgsmith) directory<br/>
-
- ```
-[testpypi]
-username = __token__
-password = token from test.pypi.org goes here
- ```
-
-## Project folder structure
-
-```
-pyexample
-├── src
-│   ├── pyexample_USERNAME_HERE
-│   │   ├── __init__.py
-│   │   ├── module_mpi4py_1.py
-│   │   ├── module_numpy_1.py
-│   │   └── module_numpy_2.py
-│   │-- module2_USERNAME_HERE
-│   │   ├── __init__.py
-│   │   ├── ...
-├── tests
-│   ├── test1.py
-├── .gitignore
-├── LICENSE
-├── pyproject.toml
-├── README.md
-```
-
-## Other Steps
-
-* Create a virtual environment (.venv)
-* pip install any dependencies
-* pip freeze to create requirements.txt
-
-## Tools install
-
-```
-python -m pip install --upgrade pip
-python -m pip install --upgrade build
-python -m pip install --upgrade twine
-```
-
-## Create pyproject.toml
-under project folder create pyproject.toml
-
-```
-[build-system]
-requires = ["setuptools"]
-build-backend = "setuptools.build_meta"
-
-[project]
-name = "dtscore_dsmi"
-version = "0.0.2"
-authors = [
-  { name="D. Smith", email="dgsmith.hpot@gmail.com" },
-]
-description = "DTS Core Services"
-readme = "README.md"
-requires-python = ">= 3.10"
-dependencies = [
-    'requests>=2.31',
-    'importlib-metadata; python_version>="3.10"',
-    'urllib3>=2.0'
-]
-classifiers = [
-        'Development Status :: 5 - Production/Stable',
-        'Environment :: Console',
-        'Intended Audience :: Developers',
-        'License :: OSI Approved :: BSD License',
-        'Operating System :: Microsoft :: Windows :: Windows 11',
-        'Programming Language :: Python :: 3.10',
-]
-```
-
-## Build the distribution
-
-* delete any previous versions from the dist folder
-* check version number in pyproject.toml
-
-| Command | Result |
-| --- | --- |
-| python -m build |builds the application<br/> |
-| twine upload --repository testpypi dist/* |upload distribution to testpypi, or<br/> |
-| twine upload dist/* |upload distribution to pypi |
+Metadata-Version: 2.2
+Name: dtscore
+Version: 2.3.2
+Summary: DTS Core Services
+Author-email: "D. Smith" <dgsmith.hpot@gmail.com>
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Environment :: Console
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: BSD License
+Classifier: Operating System :: Microsoft :: Windows :: Windows 11
+Classifier: Programming Language :: Python :: 3.10
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: importlib-metadata; python_version >= "3.10"
+Requires-Dist: requests>=2.31
+Requires-Dist: urllib3>=2.0
+
+# Prep
+
+See: https://packaging.python.org/en/latest/tutorials/packaging-projects/
+
+## Setup Testpypi and Pypi (one time only)
+ 
+ .pypirc file in $home (c:/users/dgsmith) directory<br/>
+
+ ```
+[testpypi]
+username = __token__
+password = token from test.pypi.org goes here
+ ```
+
+## Project folder structure
+
+```
+pyexample
+├── src
+│   ├── pyexample_USERNAME_HERE
+│   │   ├── __init__.py
+│   │   ├── module_mpi4py_1.py
+│   │   ├── module_numpy_1.py
+│   │   └── module_numpy_2.py
+│   │-- module2_USERNAME_HERE
+│   │   ├── __init__.py
+│   │   ├── ...
+├── tests
+│   ├── test1.py
+├── .gitignore
+├── LICENSE
+├── pyproject.toml
+├── README.md
+```
+
+## Other Steps
+
+* Create a virtual environment (.venv)
+* pip install any dependencies
+* pip freeze to create requirements.txt
+
+## Tools install
+
+```
+python -m pip install --upgrade pip
+python -m pip install --upgrade build
+python -m pip install --upgrade twine
+```
+
+## Create pyproject.toml
+under project folder create pyproject.toml
+
+```
+[build-system]
+requires = ["setuptools"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "dtscore_dsmi"
+version = "0.0.2"
+authors = [
+  { name="D. Smith", email="dgsmith.hpot@gmail.com" },
+]
+description = "DTS Core Services"
+readme = "README.md"
+requires-python = ">= 3.10"
+dependencies = [
+    'requests>=2.31',
+    'importlib-metadata; python_version>="3.10"',
+    'urllib3>=2.0'
+]
+classifiers = [
+        'Development Status :: 5 - Production/Stable',
+        'Environment :: Console',
+        'Intended Audience :: Developers',
+        'License :: OSI Approved :: BSD License',
+        'Operating System :: Microsoft :: Windows :: Windows 11',
+        'Programming Language :: Python :: 3.10',
+]
+```
+
+## Build the distribution
+
+* delete any previous versions from the dist folder
+* check version number in pyproject.toml
+
+| Command | Result |
+| --- | --- |
+| python -m build |builds the application<br/> |
+| twine upload --repository testpypi dist/* |upload distribution to testpypi, or<br/> |
+| twine upload dist/* |upload distribution to pypi |

{dtscore-2.3.0 → dtscore-2.3.2}/tests/test2.py

@@ -20,7 +20,7 @@ import datetime as dt
 
 #   test for unknown symbol
 tickers = ['vix','aapl']
-start = dt.datetime(2024,1,4).date();
+start = dt.datetime(2024,1,4).date()
 end = dt.datetime(2024,1,10).date()
 for ticker in tickers:
     try: