onesecondtrader 0.14.0__py3-none-any.whl → 0.14.1__py3-none-any.whl

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File without changes
@@ -0,0 +1,99 @@
1
+ import abc
2
+ from onesecondtrader import messaging
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+ from onesecondtrader.messaging import events
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+
5
+
6
+ class BaseBroker(abc.ABC):
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+ def __init__(self, event_bus: messaging.EventBus | None = None):
8
+ self.event_bus: messaging.EventBus = (
9
+ event_bus if event_bus else messaging.system_event_bus
10
+ )
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+ self._is_connected: bool = False
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+
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+ def connect(self) -> bool:
14
+ if self._is_connected:
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+ return True
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+ self._subscribe_to_events()
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+ self._is_connected = True
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+ return True
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+
20
+ def disconnect(self) -> None:
21
+ if not self._is_connected:
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+ return
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+ try:
24
+ self.event_bus.unsubscribe(events.System.Shutdown, self.on_system_shutdown)
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+ finally:
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+ self._is_connected = False
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+
28
+ @property
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+ def is_connected(self) -> bool:
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+ return self._is_connected
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+
32
+ def _subscribe_to_events(self) -> None:
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+ """
34
+ Subscribe to relevant events from the event bus.
35
+ """
36
+ self.event_bus.subscribe(events.System.Shutdown, self.on_system_shutdown)
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+ self.event_bus.subscribe(events.Strategy.SymbolRelease, self.on_symbol_release)
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+
39
+ def on_system_shutdown(self, event: events.Base.Event) -> None:
40
+ """
41
+ Handle system shutdown events (ignore unrelated events).
42
+ """
43
+ if not isinstance(event, events.System.Shutdown):
44
+ return
45
+ # Default no-op
46
+ return
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+
48
+ def on_symbol_release(self, event: events.Base.Event) -> None:
49
+ """
50
+ Handle portfolio symbol release events (ignore unrelated events).
51
+ Intended for brokers to perform any symbol-specific cleanup if necessary.
52
+ Default implementation is a no-op.
53
+ """
54
+ if not isinstance(event, events.Strategy.SymbolRelease):
55
+ return
56
+ # Default no-op
57
+ return
58
+
59
+ def on_request_market_order(self, event: events.Request.MarketOrder) -> None:
60
+ """
61
+ Handle market order requests.
62
+ """
63
+ pass
64
+
65
+ def on_request_limit_order(self, event: events.Request.LimitOrder) -> None:
66
+ """
67
+ Handle limit order requests.
68
+ """
69
+ pass
70
+
71
+ def on_request_stop_order(self, event: events.Request.StopOrder) -> None:
72
+ """
73
+ Handle stop order requests.
74
+ """
75
+ pass
76
+
77
+ def on_request_stop_limit_order(self, event: events.Request.StopLimitOrder) -> None:
78
+ """
79
+ Handle stop limit order requests.
80
+ """
81
+ pass
82
+
83
+ def on_request_cancel_order(self, event: events.Request.CancelOrder) -> None:
84
+ """
85
+ Handle cancel order requests.
86
+ """
87
+ pass
88
+
89
+ def on_request_flush_symbol(self, event: events.Request.FlushSymbol) -> None:
90
+ """
91
+ Handle flush symbol requests.
92
+ """
93
+ pass
94
+
95
+ def on_request_flush_all(self, event: events.Request.FlushAll) -> None:
96
+ """
97
+ Handle flush all requests.
98
+ """
99
+ pass
@@ -0,0 +1,10 @@
1
+ from onesecondtrader.brokers import base_broker
2
+
3
+
4
+ class SimulatedBroker(base_broker.BaseBroker):
5
+ """
6
+ Simple simulated broker used as a safe default.
7
+ """
8
+
9
+ def __init__(self, event_bus=None):
10
+ super().__init__(event_bus)
@@ -0,0 +1,348 @@
1
+ """
2
+ This module provides the Portfolio class.
3
+ """
4
+
5
+ import threading
6
+ from collections.abc import Iterable
7
+ from onesecondtrader import messaging
8
+ from onesecondtrader.messaging import events
9
+ from onesecondtrader.monitoring import console
10
+ from onesecondtrader.brokers import base_broker
11
+ from onesecondtrader.strategies import base_strategy
12
+ from onesecondtrader.core.models import StrategyShutdownMode
13
+
14
+
15
+ class Portfolio:
16
+ """
17
+ The Portfolio class orchestrates the trading infrastructure's components.
18
+ It manages the broker connection, market data reception, and strategy execution.
19
+
20
+ Multiple instances of the same Strategy class can be registered concurrently.
21
+ Symbol ownership is exclusive and enforced by the portfolio: each symbol may be
22
+ owned by at most one strategy instance at a time. Use `add_strategy()` with a list
23
+ of symbols or `assign_symbols(...)` with a specific strategy and a list of symbols
24
+ to claim symbols; `owner_of(symbol)` returns the current owner.
25
+ """
26
+
27
+ def __init__(
28
+ self,
29
+ event_bus: messaging.EventBus | None = None,
30
+ broker_class: type[base_broker.BaseBroker] | None = None,
31
+ ):
32
+ """
33
+ Initialize the Portfolio class, subscribe to events, and connect to the broker.
34
+
35
+ Args:
36
+ event_bus (EventBus | None): Event bus to use; defaults to
37
+ system_event_bus when None.
38
+ broker_class (type[base_broker.BaseBroker] | None): Broker class to
39
+ instantiate and connect. Must be a subclass of BaseBroker.
40
+
41
+ Attributes:
42
+ self.event_bus (eventbus.EventBus): Event bus used for communication between
43
+ the trading infrastructure's components.
44
+ self._lock (threading.Lock): Lock for thread-safe operations.
45
+ self._strategies (set[base_strategy.Strategy]): Registered strategy
46
+ instances.
47
+ self._symbol_owner (dict[str, base_strategy.Strategy]): Exclusive symbol
48
+ ownership map; each symbol is owned by at most one strategy instance at
49
+ a time.
50
+ self._removal_pending (set[base_strategy.Strategy]): Set of strategies that
51
+ are still active but marked for removal once all symbols are released.
52
+ self.broker (base_broker.BaseBroker | None): Instantiated broker; may be
53
+ disconnected if connect failed.
54
+ """
55
+ # INITIALIZE EVENT BUS
56
+ # ------------------------------------------------------------------------------
57
+ self.event_bus: messaging.EventBus = (
58
+ event_bus if event_bus else messaging.system_event_bus
59
+ )
60
+
61
+ # SUBSCRIBE HANDLER METHODS TO EVENTS VIA event_bus.subscribe
62
+ # ------------------------------------------------------------------------------
63
+ self.event_bus.subscribe(events.Strategy.SymbolRelease, self.on_symbol_release)
64
+
65
+ # INITIALIZE LOCK FOR THREAD-SAFE OPERATIONS WITHIN THE PORTFOLIO
66
+ # ------------------------------------------------------------------------------
67
+ self._lock = threading.Lock()
68
+
69
+ # KEEP TRACK OF STRATEGIES AND SYMBOL OWNERSHIP
70
+ # ------------------------------------------------------------------------------
71
+ self._strategies: set[base_strategy.Strategy] = set()
72
+ self._symbol_owner: dict[str, base_strategy.Strategy] = {}
73
+ self._removal_pending: set[base_strategy.Strategy] = set()
74
+
75
+ # INITIALIZE BROKER
76
+ # ------------------------------------------------------------------------------
77
+ self.broker: base_broker.BaseBroker | None = None
78
+ if broker_class is None or not issubclass(broker_class, base_broker.BaseBroker):
79
+ broker_name = (
80
+ getattr(broker_class, "__name__", str(broker_class))
81
+ if broker_class
82
+ else None
83
+ )
84
+ console.logger.error(
85
+ "Portfolio requires a valid broker_class (subclass of BaseBroker), "
86
+ f"got {broker_name}"
87
+ )
88
+ return
89
+ try:
90
+ self.broker = broker_class(self.event_bus)
91
+ except Exception as e:
92
+ console.logger.error(
93
+ f"Failed to instantiate broker "
94
+ f"{getattr(broker_class, '__name__', str(broker_class))}: {e}"
95
+ )
96
+ return
97
+
98
+ # CONNECT TO BROKER
99
+ # ------------------------------------------------------------------------------
100
+ try:
101
+ connected = self.broker.connect()
102
+ if not connected:
103
+ console.logger.error(
104
+ f"Failed to connect broker {type(self.broker).__name__}"
105
+ )
106
+ except Exception as e:
107
+ console.logger.error(f"Broker connect failed: {e}")
108
+
109
+ def add_strategy(
110
+ self,
111
+ strategy_instance: base_strategy.Strategy,
112
+ symbols: Iterable[str] | None = None,
113
+ ) -> bool:
114
+ """
115
+ Register a Strategy instance and optionally assign a list of symbols to it.
116
+
117
+ If symbols are provided, potential conflicts are checked first under a lock.
118
+ If any conflicts exist, no symbols are assigned; a warning is logged listing
119
+ both non_conflicting and conflicting symbols and instructions to use
120
+ assign_symbols(...) are provided.
121
+ If no conflicts exist, all provided symbols are claimed by the strategy.
122
+
123
+ Args:
124
+ strategy_instance (base_strategy.Strategy): Strategy instance to register.
125
+ symbols (Iterable[str] | None): Optional list of symbols to assign to the
126
+ strategy.
127
+
128
+ Returns:
129
+ bool: True if the strategy was registered, False otherwise.
130
+ """
131
+ # VALIDATE THAT INSTANCE IS A SUBCLASS OF base_strategy.Strategy
132
+ # ------------------------------------------------------------------------------
133
+ if not isinstance(strategy_instance, base_strategy.Strategy):
134
+ console.logger.error("add_strategy: strategy must inherit from Strategy")
135
+ return False
136
+
137
+ # ADD STRATEGY INSTANCE TO REGISTRY IF NOT ALREADY REGISTERED
138
+ # ------------------------------------------------------------------------------
139
+ with self._lock:
140
+ if strategy_instance in self._strategies:
141
+ console.logger.warning("add_strategy: strategy already registered")
142
+ return False
143
+ self._strategies.add(strategy_instance)
144
+
145
+ # ASSIGN SYMBOLS IF PROVIDED AND NO CONFLICTS EXIST, ELSE LOG WARNING
146
+ # ------------------------------------------------------------------------------
147
+ if symbols is not None:
148
+ # Create an ordered list of unique, non-empty, trimmed symbols
149
+ symbols_list = list(
150
+ dict.fromkeys(s.strip() for s in symbols if s and s.strip())
151
+ )
152
+
153
+ # Check for conflicts, claim symbols for strategy if no conflicts arise
154
+ if symbols_list:
155
+ non_conflicting: list[str] = []
156
+ conflicting: list[str] = []
157
+ with self._lock:
158
+ for sym in symbols_list:
159
+ owner = self._symbol_owner.get(sym)
160
+ if owner is None or owner is strategy_instance:
161
+ non_conflicting.append(sym)
162
+ else:
163
+ conflicting.append(sym)
164
+ if conflicting:
165
+ console.logger.warning(
166
+ "add_strategy: symbols not assigned due to conflicts; "
167
+ "use Portfolio.assign_symbols(...) after resolving. "
168
+ f"non_conflicting={non_conflicting}, conflicts={conflicting}"
169
+ )
170
+ else:
171
+ self.assign_symbols(strategy_instance, symbols_list)
172
+ return True
173
+
174
+ def remove_strategy(
175
+ self,
176
+ strategy: base_strategy.Strategy,
177
+ shutdown_mode: StrategyShutdownMode = StrategyShutdownMode.SOFT,
178
+ ) -> bool:
179
+ """
180
+ Mark a strategy for removal and request it to close its positions in the manner
181
+ dictated via the `shutdown_mode` argument (default to soft shutdown, i.e. wait
182
+ for open positions to close naturally and release symbols once they are flat).
183
+
184
+ Args:
185
+ strategy (base_strategy.Strategy): Strategy instance to remove.
186
+ shutdown_mode (StrategyShutdownMode): Shutdown mode to use. Defaults to
187
+ StrategyShutdownMode.SOFT.
188
+ """
189
+
190
+ # IF STRATEGY IS REGISTERED, MARK IT FOR REMOVAL
191
+ # ------------------------------------------------------------------------------
192
+ with self._lock:
193
+ if strategy not in self._strategies:
194
+ console.logger.warning("remove_strategy: strategy not registered")
195
+ return False
196
+ self._removal_pending.add(strategy)
197
+
198
+ try:
199
+ strategy.request_close(shutdown_mode)
200
+ except Exception:
201
+ console.logger.warning(
202
+ "remove_strategy: strategy does not support request_close; proceeding to flatness check"
203
+ )
204
+
205
+ try:
206
+ if bool(strategy.is_flat()):
207
+ # If the strategy is already flat and owns no symbols, deregister now
208
+ with self._lock:
209
+ has_owned_left = any(
210
+ owner is strategy for owner in self._symbol_owner.values()
211
+ )
212
+ if not has_owned_left:
213
+ if strategy in self._strategies:
214
+ self._strategies.remove(strategy)
215
+ self._removal_pending.discard(strategy)
216
+ console.logger.info(
217
+ f"Strategy {getattr(strategy, 'name', type(strategy).__name__)} removed: flat and no symbols owned"
218
+ )
219
+ return True
220
+ except Exception:
221
+ console.logger.warning(
222
+ "remove_strategy: strategy does not implement is_flat; will wait for symbol releases"
223
+ )
224
+ return False
225
+
226
+ def assign_symbols(
227
+ self,
228
+ strategy: base_strategy.Strategy,
229
+ symbols: Iterable[str],
230
+ ) -> tuple[list[str], list[str]]:
231
+ """
232
+ Assign symbols to a strategy with exclusivity enforcement.
233
+
234
+ Returns:
235
+ tuple[list[str], list[str]]: (accepted, conflicts)
236
+ """
237
+ if not isinstance(strategy, base_strategy.Strategy):
238
+ console.logger.error("assign_symbols: strategy must inherit from Strategy")
239
+ return [], list(symbols)
240
+ symbols_list = list(
241
+ dict.fromkeys(s.strip() for s in symbols if s and s.strip())
242
+ )
243
+ if not symbols_list:
244
+ return [], []
245
+ accepted: list[str] = []
246
+ conflicts: list[str] = []
247
+ with self._lock:
248
+ for sym in symbols_list:
249
+ current = self._symbol_owner.get(sym)
250
+ if current is None or current is strategy:
251
+ self._symbol_owner[sym] = strategy
252
+ accepted.append(sym)
253
+ else:
254
+ conflicts.append(sym)
255
+ if accepted:
256
+ strategy.add_symbols(accepted)
257
+ if conflicts:
258
+ console.logger.warning(
259
+ f"assign_symbols: conflicts for {len(conflicts)} symbol(s): {conflicts}"
260
+ )
261
+ return accepted, conflicts
262
+
263
+ def unassign_symbols(
264
+ self, strategy: base_strategy.Strategy, symbols: Iterable[str]
265
+ ) -> list[str]:
266
+ """
267
+ Release symbol ownership from a strategy.
268
+
269
+ Returns:
270
+ list[str]: Symbols actually unassigned.
271
+ """
272
+ if not isinstance(strategy, base_strategy.Strategy):
273
+ console.logger.error(
274
+ "unassign_symbols: strategy must inherit from Strategy"
275
+ )
276
+ return []
277
+ symbols_list = list(
278
+ dict.fromkeys(s.strip() for s in symbols if s and s.strip())
279
+ )
280
+ if not symbols_list:
281
+ return []
282
+ removed: list[str] = []
283
+ with self._lock:
284
+ for sym in symbols_list:
285
+ if self._symbol_owner.get(sym) is strategy:
286
+ del self._symbol_owner[sym]
287
+ removed.append(sym)
288
+ if removed:
289
+ strategy.remove_symbols(removed)
290
+ return removed
291
+
292
+ def owner_of(self, symbol: str) -> base_strategy.Strategy | None:
293
+ """
294
+ Return the owning strategy for a symbol or None if unowned.
295
+ """
296
+ with self._lock:
297
+ return self._symbol_owner.get(symbol)
298
+
299
+ def release_symbols_from_strategy(
300
+ self, strategy: base_strategy.Strategy, symbols: Iterable[str]
301
+ ) -> list[str]:
302
+ """
303
+ Release symbols from the given strategy.
304
+
305
+ If the strategy was previously marked for removal and ends up with no owned
306
+ symbols after this call, and the strategy is flat, it will be automatically
307
+ deregistered.
308
+ """
309
+ removed = self.unassign_symbols(strategy, symbols)
310
+ if not removed:
311
+ return removed
312
+ # Auto-deregister if pending removal and no more owned symbols
313
+ pending = False
314
+ with self._lock:
315
+ pending = strategy in self._removal_pending
316
+ has_owned_left = any(
317
+ owner is strategy for owner in self._symbol_owner.values()
318
+ )
319
+ if pending and not has_owned_left:
320
+ try:
321
+ if bool(strategy.is_flat()):
322
+ with self._lock:
323
+ if strategy in self._strategies:
324
+ self._strategies.remove(strategy)
325
+ self._removal_pending.discard(strategy)
326
+ console.logger.info(
327
+ f"Strategy {getattr(strategy, 'name', type(strategy).__name__)} removed: all symbols released and flat"
328
+ )
329
+ except Exception:
330
+ pass
331
+ return removed
332
+
333
+ def on_symbol_release(self, event: events.Base.Event) -> None:
334
+ """
335
+ Handle symbol release events. Ignores unrelated event types.
336
+ """
337
+ if not isinstance(event, events.Strategy.SymbolRelease):
338
+ return
339
+ strategy = event.strategy
340
+ with self._lock:
341
+ if strategy not in self._strategies:
342
+ console.logger.warning("on_symbol_release: strategy not registered")
343
+ return
344
+ removed = self.release_symbols_from_strategy(strategy, [event.symbol])
345
+ if not removed:
346
+ console.logger.warning(
347
+ f"on_symbol_release: symbol {event.symbol} not owned by {getattr(event.strategy, 'name', type(event.strategy).__name__)}"
348
+ )
@@ -5,5 +5,5 @@ from .events import (
5
5
  Request as Request,
6
6
  Response as Response,
7
7
  System as System,
8
- Portfolio as Portfolio,
8
+ Strategy as Strategy,
9
9
  )
@@ -1,8 +1,8 @@
1
1
  """
2
2
  This module provides the event messages used for decoupled communication between the
3
3
  trading infrastructure's components.
4
- Events are organized into namespaces (`Market`, `Request`, `Response`, and `System`)
5
- to provide clear semantic groupings.
4
+ Events are organized into namespaces (`Strategy`, `Market`, `Request`, `Response`, and
5
+ `System`) to provide clear semantic groupings.
6
6
  Base event messages used for structure inheritance are grouped under the
7
7
  `Base` namespace.
8
8
  Dataclass field validation logic is grouped under the `_Validate` namespace.
@@ -23,7 +23,7 @@ Dataclass field validation logic is grouped under the `_Validate` namespace.
23
23
  R22[events.Base.CancelRequest]
24
24
  R3[events.Base.Response]
25
25
  R4[events.Base.System]
26
- R5[events.Base.Portfolio]
26
+ R5[events.Base.Strategy]
27
27
 
28
28
  R --> R1
29
29
  R --> R2
@@ -85,11 +85,14 @@ Dataclass field validation logic is grouped under the `_Validate` namespace.
85
85
 
86
86
  style D1 fill:#6F42C1,fill-opacity:0.3
87
87
 
88
- E1[events.Portfolio.SymbolRelease]
88
+ E1[events.Strategy.SymbolRelease]
89
+ E2[events.Strategy.StopTrading]
89
90
 
90
91
  R5 --> E1
92
+ R5 --> E2
91
93
 
92
94
  style E1 fill:#6F42C1,fill-opacity:0.3
95
+ style E2 fill:#6F42C1,fill-opacity:0.3
93
96
 
94
97
  subgraph Market ["Market Update Event Messages"]
95
98
  R1
@@ -152,12 +155,14 @@ Dataclass field validation logic is grouped under the `_Validate` namespace.
152
155
 
153
156
  end
154
157
 
155
- subgraph Portfolio ["Portfolio Coord. Event Messages"]
158
+ subgraph Strategy ["Strategy Coord. Event Messages"]
156
159
  R5
157
160
  E1
161
+ E2
158
162
 
159
- subgraph PortfolioNamespace ["events.Portfolio Namespace"]
163
+ subgraph StrategyNamespace ["events.Strategy Namespace"]
160
164
  E1
165
+ E2
161
166
  end
162
167
 
163
168
  end
@@ -170,6 +175,7 @@ import re
170
175
  import uuid
171
176
  from onesecondtrader.core import models
172
177
  from onesecondtrader.monitoring import console
178
+ from onesecondtrader.strategies import base_strategy
173
179
 
174
180
 
175
181
  class Base:
@@ -297,7 +303,7 @@ class Base:
297
303
  )
298
304
  _Validate.quantity(self.quantity, f"Order {self.order_id}")
299
305
 
300
- if self.time_in_force.value == 4:
306
+ if self.time_in_force is models.TimeInForce.GTD:
301
307
  if self.order_expiration is None:
302
308
  console.logger.error(
303
309
  f"Order {self.order_id}: GTD order missing expiration "
@@ -363,9 +369,9 @@ class Base:
363
369
  return super().__new__(cls)
364
370
 
365
371
  @dataclasses.dataclass(kw_only=True, frozen=True)
366
- class Portfolio(Event):
372
+ class Strategy(Event):
367
373
  """
368
- Base event message dataclass for portfolio coordination messages.
374
+ Base event message dataclass for strategy coordination messages.
369
375
  This dataclass cannot be instantiated directly.
370
376
 
371
377
  Attributes:
@@ -376,14 +382,22 @@ class Base:
376
382
  ts_event: pd.Timestamp = dataclasses.field(
377
383
  default_factory=lambda: pd.Timestamp.now(tz="UTC")
378
384
  )
385
+ strategy: base_strategy.Strategy
379
386
 
380
387
  def __new__(cls, *args, **kwargs):
381
- if cls is Base.Portfolio:
388
+ if cls is Base.Strategy:
382
389
  console.logger.error(
383
390
  f"Cannot instantiate abstract class '{cls.__name__}' directly"
384
391
  )
385
392
  return super().__new__(cls)
386
393
 
394
+ def __post_init__(self) -> None:
395
+ super().__post_init__()
396
+ if not isinstance(self.strategy, base_strategy.Strategy):
397
+ console.logger.error(
398
+ f"{type(self).__name__}: strategy must inherit from Strategy"
399
+ )
400
+
387
401
 
388
402
  class Market:
389
403
  """
@@ -413,7 +427,7 @@ class Market:
413
427
  ... volume=10000,
414
428
  ... ),
415
429
  ... )
416
- ```
430
+
417
431
  """
418
432
 
419
433
  bar: models.Bar
@@ -660,7 +674,7 @@ class Response:
660
674
 
661
675
  gross_value = self.filled_at_price * self.quantity_filled
662
676
 
663
- if self.side.value == 1:
677
+ if self.side is models.Side.BUY:
664
678
  net_value = gross_value + self.commission_and_fees
665
679
  else:
666
680
  net_value = gross_value - self.commission_and_fees
@@ -738,23 +752,49 @@ class System:
738
752
  pass
739
753
 
740
754
 
741
- class Portfolio:
755
+ class Strategy:
742
756
  """
743
- Namespace for portfolio coordination event messages.
757
+ Namespace for strategy coordination event messages.
744
758
  """
745
759
 
746
760
  @dataclasses.dataclass(kw_only=True, frozen=True)
747
- class SymbolRelease(Base.Portfolio):
761
+ class SymbolRelease(Base.Strategy):
748
762
  """
749
763
  Event to indicate a strategy releases ownership of a symbol.
764
+
765
+ Attributes:
766
+ symbol (str): Symbol released.
767
+
768
+ Examples:
769
+ >>> from onesecondtrader.messaging import events
770
+ >>> event = events.Strategy.SymbolRelease(
771
+ ... symbol="AAPL",
772
+ ... )
750
773
  """
751
774
 
752
775
  symbol: str
753
- strategy_name: str
754
776
 
755
777
  def __post_init__(self) -> None:
756
778
  super().__post_init__()
757
- _Validate.symbol(self.symbol, "Portfolio.SymbolRelease")
779
+ _Validate.symbol(self.symbol, "Strategy.SymbolRelease")
780
+
781
+ @dataclasses.dataclass(kw_only=True, frozen=True)
782
+ class StopTrading(Base.Strategy):
783
+ """
784
+ Event to indicate a strategy should stop trading.
785
+
786
+ Attributes:
787
+ shutdown_mode (models.StrategyShutdownMode): Shutdown mode to use.
788
+
789
+ Examples:
790
+ >>> from onesecondtrader.messaging import events
791
+ >>> event = events.Strategy.StopTrading(
792
+ ... strategy=my_strategy,
793
+ ... shutdown_mode=models.StrategyShutdownMode.SOFT,
794
+ ... )
795
+ """
796
+
797
+ shutdown_mode: models.StrategyShutdownMode
758
798
 
759
799
 
760
800
  class _Validate:
File without changes
@@ -0,0 +1,46 @@
1
+ import abc
2
+ import threading
3
+ from onesecondtrader.messaging.eventbus import EventBus, system_event_bus
4
+ from onesecondtrader.core import models
5
+
6
+
7
+ class Strategy(abc.ABC):
8
+ def __init__(self, name: str, event_bus: EventBus | None = None):
9
+ self.name = name
10
+ self.event_bus = event_bus if event_bus else system_event_bus
11
+ self._lock = threading.Lock()
12
+ self._active_symbols: set[str] = set()
13
+ self._close_only_symbols: set[str] = set()
14
+ self._close_open_positions_only: bool = False
15
+ self._close_mode: models.StrategyShutdownMode | None = None
16
+
17
+ def __repr__(self) -> str:
18
+ return f"{type(self).__name__}(name='{self.name}')"
19
+
20
+ def request_close(
21
+ self, mode: models.StrategyShutdownMode = models.StrategyShutdownMode.SOFT
22
+ ) -> None:
23
+ # Minimalist soft/hard close signalling; subclasses act on this
24
+ self._close_open_positions_only = True
25
+ self._close_mode = mode
26
+
27
+ @abc.abstractmethod
28
+ def is_flat(self) -> bool:
29
+ raise NotImplementedError
30
+
31
+ def add_symbols(self, symbols: list[str]) -> None:
32
+ """
33
+ Add symbols to the strategy. Thread-safe and idempotent.
34
+ """
35
+ clean = [s.strip() for s in symbols if s and s.strip()]
36
+ with self._lock:
37
+ self._active_symbols.update(clean)
38
+
39
+ def remove_symbols(self, symbols: list[str]) -> None:
40
+ """
41
+ Remove symbols from the strategy. Thread-safe and idempotent.
42
+ """
43
+ clean = [s.strip() for s in symbols if s and s.strip()]
44
+ with self._lock:
45
+ for sym in clean:
46
+ self._active_symbols.discard(sym)
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: onesecondtrader
3
- Version: 0.14.0
3
+ Version: 0.14.1
4
4
  Summary: The Trading Infrastructure Toolkit for Python. Research, simulate, and deploy algorithmic trading strategies — all in one place.
5
5
  License-File: LICENSE
6
6
  Author: Nils P. Kujath
@@ -1,6 +1,10 @@
1
1
  onesecondtrader/__init__.py,sha256=TNqlT20sH46-J7F6giBxwWYG1-wFZZt7toDbZeQK6KQ,210
2
+ onesecondtrader/brokers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
3
+ onesecondtrader/brokers/base_broker.py,sha256=PtLyFEXY5VisnFqJabOkRGEsSS05SUSTc7JIAzk-OA8,2948
4
+ onesecondtrader/brokers/simulated_broker.py,sha256=ptbDkGG7NDKpqPn5ZkthALI2p533J9twS9hDQCaMeOY,242
2
5
  onesecondtrader/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
3
6
  onesecondtrader/core/models.py,sha256=fPI9gpgAhd2JREoo77jwf2x-QZTrSLg8_SWYKLSqwGQ,4721
7
+ onesecondtrader/core/portfolio.py,sha256=pysRGNZmjUf2kholg-2s1yW85GcT5dtj4vUW-bLMM9s,14851
4
8
  onesecondtrader/core/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
5
9
  onesecondtrader/datafeeds/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
6
10
  onesecondtrader/datafeeds/base_datafeed.py,sha256=WViw7tzsVoZku-V-DxbqKSjNPkvaiA8G-J5Rs9eKKn8,1299
@@ -8,14 +12,16 @@ onesecondtrader/datafeeds/csv_datafeed.py,sha256=WMoZpoian_93CdAzo36hJoF15T0ywRA
8
12
  onesecondtrader/indicators/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
9
13
  onesecondtrader/indicators/base_indicator.py,sha256=eGv5_WYOSsuLXX8MbnyE3_Y8owH-2bpUT_GczOXDHVE,4359
10
14
  onesecondtrader/indicators/moving_averages.py,sha256=ddZy640Z2aVgeiZ4SFRWsHDFaOBCW7u3mqBmc1wZrmQ,4678
11
- onesecondtrader/messaging/__init__.py,sha256=vTusKryf0oCh8SCw5syfkdEp50JZYjhFM3RzNuohH28,245
15
+ onesecondtrader/messaging/__init__.py,sha256=8LMFnw7KsnctDxyC8ZybDHgcdMB8fSy56Fad9Ozj6Bw,243
12
16
  onesecondtrader/messaging/eventbus.py,sha256=sEp5ebYNRHiqTRXaTqytZ2PV2wKDXj5NlWNi1OKn2_4,19447
13
- onesecondtrader/messaging/events.py,sha256=N7m0mba7xXiM59lrsAsQnGGrgKzRAqFeEGNHGfIFEwQ,25182
17
+ onesecondtrader/messaging/events.py,sha256=duC1nFPwJubT0t8DDSorIPPQeib7UFQTCMRvz98QeY0,26500
14
18
  onesecondtrader/monitoring/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
15
19
  onesecondtrader/monitoring/console.py,sha256=1mrojXkyL4ro7ebkvDMGNQiCL-93WEylRuwnfmEKzVs,299
16
20
  onesecondtrader/monitoring/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
17
21
  onesecondtrader/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
18
- onesecondtrader-0.14.0.dist-info/METADATA,sha256=4kpM3crGY6U9diMfEoxuWviz66skRwZCt0gdac-tS08,9638
19
- onesecondtrader-0.14.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
20
- onesecondtrader-0.14.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
21
- onesecondtrader-0.14.0.dist-info/RECORD,,
22
+ onesecondtrader/strategies/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
23
+ onesecondtrader/strategies/base_strategy.py,sha256=chmJyX8jVe-H24zmFDKeqClrGv-EJFtBlKzLcQe5mmM,1650
24
+ onesecondtrader-0.14.1.dist-info/METADATA,sha256=MscQM1dnnZToJJ-tp8ZDyFGQpUsEpuhN4L1FJolfLzY,9638
25
+ onesecondtrader-0.14.1.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
26
+ onesecondtrader-0.14.1.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
27
+ onesecondtrader-0.14.1.dist-info/RECORD,,