onesecondtrader 0.11.0__tar.gz → 0.12.1__tar.gz

{onesecondtrader-0.11.0 → onesecondtrader-0.12.1}/PKG-INFO

@@ -1,7 +1,8 @@
-Metadata-Version: 2.3
+Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.11.0
+Version: 0.12.1
 Summary: The Trading Infrastructure Toolkit for Python. Research, simulate, and deploy algorithmic trading strategies — all in one place.
+License-File: LICENSE
 Author: Nils P. Kujath
 Author-email: 63961429+NilsKujath@users.noreply.github.com
 Requires-Python: >=3.11
@@ -9,6 +10,7 @@ Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
 Requires-Dist: pandas (>=2.3.1,<3.0.0)
 Requires-Dist: python-dotenv (>=1.0.0,<2.0.0)
 Description-Content-Type: text/markdown

{onesecondtrader-0.11.0 → onesecondtrader-0.12.1}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.11.0"
+version = "0.12.1"
 description = "The Trading Infrastructure Toolkit for Python. Research, simulate, and deploy algorithmic trading strategies — all in one place."
 authors = [
     {name = "Nils P. Kujath",email = "63961429+NilsKujath@users.noreply.github.com"}

onesecondtrader-0.12.1/src/onesecondtrader/indicators/base_indicator.py

@@ -0,0 +1,136 @@
+"""
+This module provides the base class for all indicators.
+"""
+
+import abc
+import collections
+import threading
+
+import numpy as np
+from onesecondtrader.core import models
+from onesecondtrader.monitoring import console
+
+
+class BaseIndicator(abc.ABC):
+    """
+    Base class for all indicators.
+
+    If new market data is received, the indicator is updated by calling the
+    `update(incoming_bar)` method.
+    When programming a new indicator, only the `name` property and the
+    `_compute_indicator()` method need to be implemented.
+
+    Examples:
+        >>> from onesecondtrader.indicators import base_indicator
+        >>> from onesecondtrader.core import models
+        >>> class DummyCloseIndicator(base_indicator.BaseIndicator):
+        ...     @property
+        ...     def name(self) -> str:
+        ...         return "dummy_close_indicator"
+        ...     def _compute_indicator(self, incoming_bar: models.Bar):
+        ...         return incoming_bar.close
+        ...
+        >>> dummy_close_indicator = DummyCloseIndicator(max_history=10)
+        >>> incoming_bar = models.Bar(
+        ...     open=100.0, high=101.0, low=99.0, close=100.5, volume=10000
+        ... )
+        >>> dummy_close_indicator.update(incoming_bar)
+        >>> dummy_close_indicator[0]
+        100.5
+        >>> dummy_close_indicator[-1]
+        nan
+        >>> next_incoming_bar = models.Bar(
+        ...     open=100.0, high=101.0, low=99.0, close=101.0, volume=10000
+        ... )
+        >>> dummy_close_indicator.update(next_incoming_bar)
+        >>> dummy_close_indicator[0]
+        101.0
+        >>> dummy_close_indicator[-1]
+        100.5
+    """
+
+    def __init__(self, max_history: int = 100) -> None:
+        """
+        Initialize the indicator with a maximum lookback history length.
+
+        Args:
+            max_history (int): Maximum lookback history length as number of periods.
+            Defaults to 100.
+
+        Attributes:
+            self._lock (threading.Lock): Lock to protect concurrent access to the
+                indicator's state.
+            self._history (collections.deque): Deque to store the lookback history.
+        """
+        if max_history < 1:
+            console.logger.warning(
+                f"max_history must be >= 1, got {max_history}; defaulting to 1"
+            )
+            max_history = 1
+        self._lock: threading.Lock = threading.Lock()
+
+        self._history: collections.deque[float] = collections.deque(maxlen=max_history)
+
+    @property
+    @abc.abstractmethod
+    def name(self) -> str:
+        """
+        Name of the indicator.
+        This property must be implemented by subclasses.
+
+        Returns:
+            str: Name of the indicator.
+        """
+        pass
+
+    @property
+    def latest(self) -> float:
+        """
+        The latest (most recent) indicator value.
+
+        Equivalent to self[0]. Returns numpy.nan when no value is available yet.
+        """
+        return self[0]
+
+    def update(self, incoming_bar: models.Bar) -> None:
+        """
+        Updates the indicator based on an incoming closed bar by calling
+        `self._compute_indicator()`.
+        """
+        new_value = self._compute_indicator(incoming_bar)
+        with self._lock:
+            self._history.append(new_value)
+
+    @abc.abstractmethod
+    def _compute_indicator(self, incoming_bar: models.Bar) -> float:
+        """
+        Computes the new indicator value based on an incoming closed bar.
+        This method must be implemented by subclasses.
+        """
+        pass
+
+    def __getitem__(self, index: int) -> float:
+        """
+        Return the indicator value at the given index with tolerant indexing.
+
+        Indexing rules:
+
+        - `0` returns the current (most recent) value
+        - `-1` returns the previous value, `-2` two periods back, and so on
+        - For convenience, a positive `k` behaves like `-k` (e.g., `1 == -1`,
+          `2 == -2`)
+        - Out-of-range indices return `np.nan` instead of raising an `IndexError`.
+        """
+        normalized: int
+        if index == 0:
+            normalized = -1
+        elif index > 0:
+            normalized = -(index + 1)
+        else:
+            normalized = index - 1
+
+        with self._lock:
+            try:
+                return self._history[normalized]
+            except IndexError:
+                return np.nan

onesecondtrader-0.11.0/src/onesecondtrader/datafeeds/__init__.py

@@ -1,2 +0,0 @@
-from .base_datafeed import BaseDatafeed as BaseDatafeed
-from .csv_datafeed import CSVDatafeed as CSVDatafeed