onesecondtrader 0.13.1__py3-none-any.whl → 0.14.0__py3-none-any.whl

onesecondtrader/core/models.py

@@ -2,26 +2,6 @@ from dataclasses import dataclass
 import enum
 
 
-class BrokerType(enum.Enum):
-    """
-    Enum for broker types.
-
-    **Attributes:**
-
-    | Enum | Value | Description |
-    |------|-------|-------------|
-    | `LOCAL_SIMULATED` | `enum.auto()` | Locally simulated broker |
-    | `IB_SIMULATED` | `enum.auto()` | Interactive Brokers paper trading account |
-    | `IB_LIVE` | `enum.auto()` | Interactive Brokers live trading account |
-    | `MT5` | `enum.auto()` | MetaTrader 5 |
-    """
-
-    LOCAL_SIMULATED = enum.auto()
-    IB_SIMULATED = enum.auto()
-    IB_LIVE = enum.auto()
-    MT5 = enum.auto()
-
-
 @dataclass(frozen=True, slots=True)
 class Bar:
     """
@@ -101,8 +81,8 @@ class OrderLifecycleState(enum.Enum):
 
     | Enum | Value | Description |
     |------|-------|-------------|
-    | `PENDING` | `enum.auto()` | Order has been submitted, but not yet acknowledged by the broker |
-    | `OPEN` | `enum.auto()` | Order has been acknowledged by the broker, but not yet filled or cancelled |
+    | `PENDING` | `enum.auto()` | Order has been submitted, but not yet acknowledged by the brokers |
+    | `OPEN` | `enum.auto()` | Order has been acknowledged by the brokers, but not yet filled or cancelled |
     | `FILLED` | `enum.auto()` | Order has been filled |
     | `CANCELLED` | `enum.auto()` | Order has been cancelled |
     """
@@ -186,3 +166,23 @@ class XMAMode(enum.Enum):
     CLOSE = enum.auto()
     TYPICAL_PRICE = enum.auto()
     WEIGHTED_CLOSE = enum.auto()
+
+
+class Position:
+    pass
+
+
+class StrategyShutdownMode(enum.Enum):
+    """
+    Enum for strategy shutdown modes.
+
+    **Attributes:**
+
+    | Enum | Value | Description |
+    |------|-------|-------------|
+    | `SOFT` | `enum.auto()` | Do not open new positions; wait until current positions close naturally |
+    | `HARD` | `enum.auto()` | Close all positions immediately with market orders |
+    """
+
+    SOFT = enum.auto()
+    HARD = enum.auto()

onesecondtrader/datafeeds/base_datafeed.py

@@ -12,14 +12,10 @@ class BaseDatafeed(abc.ABC):
     Base class for all datafeeds.
     """
 
-    def __init__(self, event_bus: messaging.EventBus):
-        """
-        Initialize the datafeed with an event bus.
-
-        Args:
-            event_bus (messaging.EventBus): Event bus to publish market data events to.
-        """
-        self.event_bus: messaging.EventBus = event_bus
+    def __init__(self, event_bus: messaging.EventBus | None = None):
+        self.event_bus: messaging.EventBus = (
+            event_bus if event_bus else messaging.system_event_bus
+        )
 
     @abc.abstractmethod
     def connect(self):

onesecondtrader/messaging/__init__.py

@@ -1,8 +1,9 @@
-from .eventbus import EventBus as EventBus
+from .eventbus import EventBus as EventBus, system_event_bus as system_event_bus
 from .events import (
     Base as Base,
     Market as Market,
     Request as Request,
     Response as Response,
     System as System,
+    Portfolio as Portfolio,
 )

onesecondtrader/messaging/eventbus.py

@@ -12,6 +12,12 @@ from onesecondtrader.messaging import events
 from onesecondtrader.monitoring import console
 
 
+__all__ = [
+    "EventBus",
+    "system_event_bus",
+]
+
+
 class EventBus:
     # noinspection PyTypeChecker
     """
@@ -488,3 +494,6 @@ class EventBus:
                 f"total handlers: "
                 f"{sum(len(handlers) for handlers in new_cache.values())}"
             )
+
+
+system_event_bus = EventBus()

onesecondtrader/messaging/events.py

@@ -23,11 +23,13 @@ Dataclass field validation logic is grouped under the `_Validate` namespace.
     R22[events.Base.CancelRequest]
     R3[events.Base.Response]
     R4[events.Base.System]
+    R5[events.Base.Portfolio]
 
     R --> R1
     R --> R2
     R --> R3
     R --> R4
+    R --> R5
 
     R2 --> R21
     R2 --> R22
@@ -83,6 +85,11 @@ Dataclass field validation logic is grouped under the `_Validate` namespace.
 
     style D1 fill:#6F42C1,fill-opacity:0.3
 
+    E1[events.Portfolio.SymbolRelease]
+
+    R5 --> E1
+
+    style E1 fill:#6F42C1,fill-opacity:0.3
 
     subgraph Market ["Market Update Event Messages"]
         R1
@@ -143,6 +150,16 @@ Dataclass field validation logic is grouped under the `_Validate` namespace.
             D1
         end
 
+    end
+
+    subgraph Portfolio ["Portfolio Coord. Event Messages"]
+        R5
+        E1
+
+        subgraph PortfolioNamespace ["events.Portfolio Namespace"]
+            E1
+        end
+
     end
     ```
 """
@@ -345,6 +362,28 @@ class Base:
                 )
             return super().__new__(cls)
 
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class Portfolio(Event):
+        """
+        Base event message dataclass for portfolio coordination messages.
+        This dataclass cannot be instantiated directly.
+
+        Attributes:
+            ts_event: Timestamp of the event. (defaults to current UTC time;
+                auto-generated)
+        """
+
+        ts_event: pd.Timestamp = dataclasses.field(
+            default_factory=lambda: pd.Timestamp.now(tz="UTC")
+        )
+
+        def __new__(cls, *args, **kwargs):
+            if cls is Base.Portfolio:
+                console.logger.error(
+                    f"Cannot instantiate abstract class '{cls.__name__}' directly"
+                )
+            return super().__new__(cls)
+
 
 class Market:
     """
@@ -699,6 +738,25 @@ class System:
         pass
 
 
+class Portfolio:
+    """
+    Namespace for portfolio coordination event messages.
+    """
+
+    @dataclasses.dataclass(kw_only=True, frozen=True)
+    class SymbolRelease(Base.Portfolio):
+        """
+        Event to indicate a strategy releases ownership of a symbol.
+        """
+
+        symbol: str
+        strategy_name: str
+
+        def __post_init__(self) -> None:
+            super().__post_init__()
+            _Validate.symbol(self.symbol, "Portfolio.SymbolRelease")
+
+
 class _Validate:
     """Internal validation utilities for events."""
 

{onesecondtrader-0.13.1.dist-info → onesecondtrader-0.14.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.13.1
+Version: 0.14.0
 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

{onesecondtrader-0.13.1.dist-info → onesecondtrader-0.14.0.dist-info}/RECORD

@@ -1,21 +1,21 @@
 onesecondtrader/__init__.py,sha256=TNqlT20sH46-J7F6giBxwWYG1-wFZZt7toDbZeQK6KQ,210
 onesecondtrader/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/core/models.py,sha256=253_5DtMS4mQA1IAVrEbw-rpCcyyKtB3HaORFyF2jdU,4823
+onesecondtrader/core/models.py,sha256=fPI9gpgAhd2JREoo77jwf2x-QZTrSLg8_SWYKLSqwGQ,4721
 onesecondtrader/core/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 onesecondtrader/datafeeds/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/datafeeds/base_datafeed.py,sha256=QGXtkVUVN7PsDYeIH8h7Hi_kiDDFcqRyW8K8LzZkRTk,1394
+onesecondtrader/datafeeds/base_datafeed.py,sha256=WViw7tzsVoZku-V-DxbqKSjNPkvaiA8G-J5Rs9eKKn8,1299
 onesecondtrader/datafeeds/csv_datafeed.py,sha256=WMoZpoian_93CdAzo36hJoF15T0ywRADfuFQcfsPQNc,10957
 onesecondtrader/indicators/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 onesecondtrader/indicators/base_indicator.py,sha256=eGv5_WYOSsuLXX8MbnyE3_Y8owH-2bpUT_GczOXDHVE,4359
 onesecondtrader/indicators/moving_averages.py,sha256=ddZy640Z2aVgeiZ4SFRWsHDFaOBCW7u3mqBmc1wZrmQ,4678
-onesecondtrader/messaging/__init__.py,sha256=9GBHlh6pXweknEacXVBvzpdoTJgVyb3ROLqe1Fhz2ww,179
-onesecondtrader/messaging/eventbus.py,sha256=R2K85INeYVwJ1tMOybC3WpRraK0ZKVe8WehCbAzzznU,19359
-onesecondtrader/messaging/events.py,sha256=eaWXQQIUnRNOR-9n5-6lyLbZ6bUtzjD4GI567U_vh4g,23625
+onesecondtrader/messaging/__init__.py,sha256=vTusKryf0oCh8SCw5syfkdEp50JZYjhFM3RzNuohH28,245
+onesecondtrader/messaging/eventbus.py,sha256=sEp5ebYNRHiqTRXaTqytZ2PV2wKDXj5NlWNi1OKn2_4,19447
+onesecondtrader/messaging/events.py,sha256=N7m0mba7xXiM59lrsAsQnGGrgKzRAqFeEGNHGfIFEwQ,25182
 onesecondtrader/monitoring/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 onesecondtrader/monitoring/console.py,sha256=1mrojXkyL4ro7ebkvDMGNQiCL-93WEylRuwnfmEKzVs,299
 onesecondtrader/monitoring/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 onesecondtrader/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader-0.13.1.dist-info/METADATA,sha256=n-al9PSl41obJX0fZho4HxUmvyKIyz74mQdUMYfGksg,9638
-onesecondtrader-0.13.1.dist-info/WHEEL,sha256=M5asmiAlL6HEcOq52Yi5mmk9KmTVjY2RDPtO4p9DMrc,88
-onesecondtrader-0.13.1.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.13.1.dist-info/RECORD,,
+onesecondtrader-0.14.0.dist-info/METADATA,sha256=4kpM3crGY6U9diMfEoxuWviz66skRwZCt0gdac-tS08,9638
+onesecondtrader-0.14.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
+onesecondtrader-0.14.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.14.0.dist-info/RECORD,,

{onesecondtrader-0.13.1.dist-info → onesecondtrader-0.14.0.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 2.2.0
+Generator: poetry-core 2.2.1
 Root-Is-Purelib: true
 Tag: py3-none-any