onesecondtrader 0.24.0__py3-none-any.whl → 0.25.0__py3-none-any.whl

onesecondtrader/events/__init__.py

@@ -0,0 +1,33 @@
+__all__ = [
+    "EventBase",
+    "MarketEvent",
+    "BrokerRequestEvent",
+    "BrokerResponseEvent",
+    "BarReceived",
+    "BarProcessed",
+    "OrderSubmission",
+    "OrderModification",
+    "OrderCancellation",
+    "OrderSubmissionAccepted",
+    "OrderSubmissionRejected",
+    "OrderModificationAccepted",
+    "OrderModificationRejected",
+    "OrderCancellationAccepted",
+    "OrderCancellationRejected",
+    "OrderFilled",
+    "OrderExpired",
+]
+
+from .bases import EventBase, MarketEvent, BrokerRequestEvent, BrokerResponseEvent
+from .market import BarReceived, BarProcessed
+from .requests import OrderSubmission, OrderModification, OrderCancellation
+from .responses import (
+    OrderSubmissionAccepted,
+    OrderSubmissionRejected,
+    OrderModificationAccepted,
+    OrderModificationRejected,
+    OrderCancellationAccepted,
+    OrderCancellationRejected,
+    OrderFilled,
+    OrderExpired,
+)

onesecondtrader/events/bases.py

@@ -0,0 +1,29 @@
+from __future__ import annotations
+
+import dataclasses
+import pandas as pd
+import uuid
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class EventBase:
+    ts_event: pd.Timestamp
+    ts_created: pd.Timestamp = dataclasses.field(
+        default_factory=lambda: pd.Timestamp.now(tz="UTC")
+    )
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class MarketEvent(EventBase):
+    pass
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class BrokerRequestEvent(EventBase):
+    system_order_id: uuid.UUID
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class BrokerResponseEvent(EventBase):
+    ts_broker: pd.Timestamp
+    associated_order_id: uuid.UUID

onesecondtrader/events/market.py

@@ -0,0 +1,22 @@
+from __future__ import annotations
+
+import dataclasses
+
+from onesecondtrader import models
+from . import bases
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class BarReceived(bases.MarketEvent):
+    symbol: str
+    bar_period: models.data.BarPeriod
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: int | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class BarProcessed(BarReceived):
+    indicators: dict[str, float] = dataclasses.field(default_factory=dict)

onesecondtrader/events/requests.py

@@ -0,0 +1,31 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import models
+from . import bases
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderSubmission(bases.BrokerRequestEvent):
+    system_order_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
+    symbol: str
+    order_type: models.orders.OrderType
+    side: models.orders.OrderSide
+    quantity: float
+    limit_price: float | None = None
+    stop_price: float | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderCancellation(bases.BrokerRequestEvent):
+    symbol: str
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderModification(bases.BrokerRequestEvent):
+    symbol: str
+    quantity: float | None = None
+    limit_price: float | None = None
+    stop_price: float | None = None

onesecondtrader/events/responses.py

@@ -0,0 +1,54 @@
+from __future__ import annotations
+
+import dataclasses
+import uuid
+
+from onesecondtrader import models
+from . import bases
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderSubmissionAccepted(bases.BrokerResponseEvent):
+    broker_order_id: str | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderSubmissionRejected(bases.BrokerResponseEvent):
+    reason: str | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderModificationAccepted(bases.BrokerResponseEvent):
+    broker_order_id: str | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderModificationRejected(bases.BrokerResponseEvent):
+    reason: str | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderCancellationAccepted(bases.BrokerResponseEvent):
+    pass
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderCancellationRejected(bases.BrokerResponseEvent):
+    reason: str | None = None
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderFilled(bases.BrokerResponseEvent):
+    fill_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
+    broker_fill_id: str | None = None
+    symbol: str
+    side: models.orders.OrderSide
+    quantity_filled: float
+    fill_price: float
+    commission: float
+    exchange: str = "SIMULATED"
+
+
+@dataclasses.dataclass(kw_only=True, frozen=True)
+class OrderExpired(bases.BrokerResponseEvent):
+    pass

onesecondtrader/messaging/__init__.py

@@ -0,0 +1,7 @@
+__all__ = [
+    "EventBus",
+    "EventSubscriberLike",
+]
+
+from .eventbus import EventBus
+from .contracts import EventSubscriberLike

onesecondtrader/messaging/contracts.py

@@ -0,0 +1,11 @@
+from __future__ import annotations
+
+import typing
+
+from onesecondtrader import events
+
+
+@typing.runtime_checkable
+class EventSubscriberLike(typing.Protocol):
+    def receive(self, event: events.bases.EventBase) -> None: ...
+    def wait_until_idle(self) -> None: ...

onesecondtrader/{core/event_bus.py → messaging/eventbus.py}

@@ -1,53 +1,36 @@
-"""
-Read first: [Event Messages](./event_messages.md).
-
----
-This module defines the central event bus for publish-subscribe communication.
-
-EventBus is the core messaging infrastructure that routes events between system
-components.
-Subscribers register interest in specific event types and receive events when publishers
-dispatch them.
-Event routing uses exact type matching, so subscribing to a base class will not receive
-events of derived types.
----
-"""
+from __future__ import annotations
 
 import collections
 import threading
-import typing
-
-from .event_messages import EventBase
-
 
-@typing.runtime_checkable
-class EventSubscriberLike(typing.Protocol):
-    def receive(self, event: EventBase) -> None: ...
-    def wait_until_idle(self) -> None: ...
+from onesecondtrader import events
+from . import contracts
 
 
 class EventBus:
     def __init__(self) -> None:
         self._per_event_subscriptions: collections.defaultdict[
-            type[EventBase], set[EventSubscriberLike]
+            type[events.bases.EventBase], set[contracts.EventSubscriberLike]
         ] = collections.defaultdict(set)
-        self._subscribers: set[EventSubscriberLike] = set()
+        self._subscribers: set[contracts.EventSubscriberLike] = set()
         self._lock: threading.Lock = threading.Lock()
 
     def subscribe(
-        self, subscriber: EventSubscriberLike, event_type: type[EventBase]
+        self,
+        subscriber: contracts.EventSubscriberLike,
+        event_type: type[events.bases.EventBase],
     ) -> None:
         with self._lock:
             self._subscribers.add(subscriber)
             self._per_event_subscriptions[event_type].add(subscriber)
 
-    def unsubscribe(self, subscriber: EventSubscriberLike) -> None:
+    def unsubscribe(self, subscriber: contracts.EventSubscriberLike) -> None:
         with self._lock:
             for set_of_event_subscribers in self._per_event_subscriptions.values():
                 set_of_event_subscribers.discard(subscriber)
             self._subscribers.discard(subscriber)
 
-    def publish(self, event: EventBase) -> None:
+    def publish(self, event: events.bases.EventBase) -> None:
         with self._lock:
             subscribers = self._per_event_subscriptions[type(event)].copy()
         for subscriber in subscribers:

onesecondtrader/models/__init__.py

@@ -0,0 +1,8 @@
+__all__ = [
+    "BarPeriod",
+    "OrderSide",
+    "OrderType",
+]
+
+from .data import BarPeriod
+from .orders import OrderSide, OrderType

onesecondtrader/models/data.py

@@ -0,0 +1,10 @@
+from __future__ import annotations
+
+import enum
+
+
+class BarPeriod(enum.Enum):
+    SECOND = enum.auto()
+    MINUTE = enum.auto()
+    HOUR = enum.auto()
+    DAY = enum.auto()

onesecondtrader/models/orders.py

@@ -0,0 +1,15 @@
+from __future__ import annotations
+
+import enum
+
+
+class OrderType(enum.Enum):
+    LIMIT = enum.auto()
+    MARKET = enum.auto()
+    STOP = enum.auto()
+    STOP_LIMIT = enum.auto()
+
+
+class OrderSide(enum.Enum):
+    BUY = enum.auto()
+    SELL = enum.auto()

{onesecondtrader-0.24.0.dist-info → onesecondtrader-0.25.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.24.0
+Version: 0.25.0
 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-0.25.0.dist-info/RECORD

@@ -0,0 +1,16 @@
+onesecondtrader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+onesecondtrader/events/__init__.py,sha256=IOlFRdiOXz93SpvkpKL8wr1954d_8olKSB1n9mlTL3Y,898
+onesecondtrader/events/bases.py,sha256=g-ykq2jgcitIAueRurUlqAq0jINQwuhSWi_khAniPHw,662
+onesecondtrader/events/market.py,sha256=IfHuIGfp_IUiw-dFay4c4RYmkoNzshxbhuWTglBqfN0,509
+onesecondtrader/events/requests.py,sha256=2KXwSckiar9-fy8wkN3vcSIeOkeBfeo_XhUhrNKEd2Q,831
+onesecondtrader/events/responses.py,sha256=w_BH1nkkPyxQjh30EXEVFcUGDoMprFc2PuAaqpVrQ8A,1436
+onesecondtrader/messaging/__init__.py,sha256=9yLobI20ZmqipPHG_pwVgdGOEoj-sIAdGWhH17MKSu4,132
+onesecondtrader/messaging/contracts.py,sha256=_LCDtwqgCqNZ5Js1Ht5iFvqNqZUMzi83RVeJgXpTeno,267
+onesecondtrader/messaging/eventbus.py,sha256=J36tmuemRjDATHikSSzL3-7Kmx5fu_sX09X7tb94IF0,1522
+onesecondtrader/models/__init__.py,sha256=cH5xyniz78MQjM9_-fFdP1ZW6FFLTmayMwQauFO23bU,135
+onesecondtrader/models/data.py,sha256=TqUvTtjpmzTJT8ZdTYnlVoyI7Qck2IsseCazWZxJgD0,173
+onesecondtrader/models/orders.py,sha256=y6Ar-6fMqaOd_hRnRGvfWUF0Z13H_2hfTOW3ROOk0A8,254
+onesecondtrader-0.25.0.dist-info/METADATA,sha256=eWtsWhZOEqTGaEubNmJhXnWFtYxSfhYwJheci2HAwkI,9682
+onesecondtrader-0.25.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
+onesecondtrader-0.25.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.25.0.dist-info/RECORD,,

onesecondtrader/core/__init__.py

@@ -1,47 +0,0 @@
-from .domain_models import BarPeriod, OrderSide, OrderType
-from .event_bus import EventBus
-from .event_messages import (
-    AcceptedOrderCancellation,
-    AcceptedOrderModification,
-    AcceptedOrderSubmission,
-    BrokerRequestEventBase,
-    BrokerResponseEventBase,
-    ConfirmedOrderExpired,
-    ConfirmedOrderFilled,
-    EventBase,
-    MarketEventBase,
-    NewBar,
-    RejectedOrderCancellation,
-    RejectedOrderModification,
-    RejectedOrderSubmission,
-    RequestOrderCancellation,
-    RequestOrderModification,
-    RequestOrderSubmission,
-)
-from .event_publisher import EventPublisher
-from .event_subscriber import EventSubscriber
-
-__all__ = [
-    "BarPeriod",
-    "OrderSide",
-    "OrderType",
-    "EventBus",
-    "AcceptedOrderCancellation",
-    "AcceptedOrderModification",
-    "AcceptedOrderSubmission",
-    "BrokerRequestEventBase",
-    "BrokerResponseEventBase",
-    "ConfirmedOrderExpired",
-    "ConfirmedOrderFilled",
-    "EventBase",
-    "MarketEventBase",
-    "NewBar",
-    "RejectedOrderCancellation",
-    "RejectedOrderModification",
-    "RejectedOrderSubmission",
-    "RequestOrderCancellation",
-    "RequestOrderModification",
-    "RequestOrderSubmission",
-    "EventPublisher",
-    "EventSubscriber",
-]

onesecondtrader/core/domain_models.py

@@ -1,30 +0,0 @@
-"""
----
-This module defines the core domain models used throughout the system.
-
-Domain models are enumerations that define the shared vocabulary of the trading system.
-They provide a fixed set of valid values for core concepts and are used across all
-system components to ensure consistency and type safety.
----
-"""
-
-import enum
-
-
-class OrderType(enum.Enum):
-    LIMIT = enum.auto()
-    MARKET = enum.auto()
-    STOP = enum.auto()
-    STOP_LIMIT = enum.auto()
-
-
-class OrderSide(enum.Enum):
-    BUY = enum.auto()
-    SELL = enum.auto()
-
-
-class BarPeriod(enum.Enum):
-    SECOND = 32
-    MINUTE = 33
-    HOUR = 34
-    DAY = 35

onesecondtrader/core/event_messages.py

@@ -1,128 +0,0 @@
-"""
-Read first: [Domain Models](./domain_models.md).
-
----
-This module defines the event messages used throughout the system.
-
-Event messages are immutable dataclasses used for communication between system
-components
-They are semantically grouped into market, broker request, and broker
-response events via inheritance from dedicated base classes.
----
-"""
-
-import dataclasses
-import pandas as pd
-import uuid
-
-from .domain_models import BarPeriod, OrderSide, OrderType
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class EventBase:
-    ts_event: pd.Timestamp
-    ts_created: pd.Timestamp = dataclasses.field(
-        default_factory=lambda: pd.Timestamp.now(tz="UTC")
-    )
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class MarketEventBase(EventBase):
-    pass
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class BrokerRequestEventBase(EventBase):
-    pass
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class BrokerResponseEventBase(EventBase):
-    ts_broker: pd.Timestamp
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class NewBar(MarketEventBase):
-    symbol: str
-    bar_period: BarPeriod
-    open: float
-    high: float
-    low: float
-    close: float
-    volume: int | None = None
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class RequestOrderSubmission(BrokerRequestEventBase):
-    order_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
-    symbol: str
-    order_type: OrderType
-    side: OrderSide
-    quantity: float
-    limit_price: float | None = None
-    stop_price: float | None = None
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class RequestOrderCancellation(BrokerRequestEventBase):
-    symbol: str
-    order_id: uuid.UUID
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class RequestOrderModification(BrokerRequestEventBase):
-    symbol: str
-    order_id: uuid.UUID
-    quantity: float | None = None
-    limit_price: float | None = None
-    stop_price: float | None = None
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class AcceptedOrderSubmission(BrokerResponseEventBase):
-    order_id: uuid.UUID
-    broker_order_id: str | None = None
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class AcceptedOrderModification(BrokerResponseEventBase):
-    order_id: uuid.UUID
-    broker_order_id: str | None = None
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class AcceptedOrderCancellation(BrokerResponseEventBase):
-    order_id: uuid.UUID
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class RejectedOrderSubmission(BrokerResponseEventBase):
-    order_id: uuid.UUID
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class RejectedOrderModification(BrokerResponseEventBase):
-    order_id: uuid.UUID
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class RejectedOrderCancellation(BrokerResponseEventBase):
-    order_id: uuid.UUID
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class ConfirmedOrderFilled(BrokerResponseEventBase):
-    fill_id: uuid.UUID = dataclasses.field(default_factory=uuid.uuid4)
-    broker_fill_id: str | None = None
-    associated_order_id: uuid.UUID
-    symbol: str
-    side: OrderSide
-    quantity_filled: float
-    fill_price: float
-    commission: float
-    exchange: str = "SIMULATED"
-
-
-@dataclasses.dataclass(kw_only=True, frozen=True)
-class ConfirmedOrderExpired(BrokerResponseEventBase):
-    order_id: uuid.UUID

onesecondtrader/core/event_publisher.py

@@ -1,23 +0,0 @@
-"""
-Read first: [Event Bus](./event_bus.md), [Event Messages](./event_messages.md).
-
----
-This module defines the base class for components that publish events.
-
-EventPublisher provides a minimal interface for publishing events to the event bus.
-Components that only publish events inherit from this class directly.
-Components that both subscribe and publish inherit from both EventSubscriber and
-EventPublisher.
----
-"""
-
-from .event_bus import EventBus
-from .event_messages import EventBase
-
-
-class EventPublisher:
-    def __init__(self, event_bus: EventBus) -> None:
-        self._event_bus = event_bus
-
-    def _publish(self, event: EventBase) -> None:
-        self._event_bus.publish(event)

onesecondtrader/core/event_subscriber.py

@@ -1,76 +0,0 @@
-"""
-Read first: [Event Bus](./event_bus.md), [Event Messages](./event_messages.md).
-
----
-This module defines the base class for components that subscribe to events.
-
-EventSubscriber provides a threaded event loop that receives events from the event bus.
-Each subscriber runs in its own thread and processes events from its internal queue.
-Components that only subscribe inherit from this class directly.
-Components that both subscribe and publish inherit from both EventSubscriber and
-EventPublisher.
----
-"""
-
-import abc
-import queue
-import threading
-
-from .event_bus import EventBus
-from .event_messages import EventBase
-
-
-class EventSubscriber(abc.ABC):
-    def __init__(self, event_bus: EventBus) -> None:
-        self._event_bus = event_bus
-        self._queue: queue.Queue[EventBase | None] = queue.Queue()
-        self._running = True
-        self._thread = threading.Thread(
-            target=self._event_loop, name=self.__class__.__name__
-        )
-        self._thread.start()
-
-    def receive(self, event: EventBase) -> None:
-        if self._running:
-            self._queue.put(event)
-
-    def wait_until_idle(self) -> None:
-        if not self._running:
-            return
-        self._queue.join()
-
-    def shutdown(self) -> None:
-        if not self._running:
-            return
-        self._running = False
-        self._event_bus.unsubscribe(self)
-        self._queue.put(None)
-        if threading.current_thread() is not self._thread:
-            self._thread.join()
-
-    def _subscribe(self, *event_types: type[EventBase]) -> None:
-        for event_type in event_types:
-            self._event_bus.subscribe(self, event_type)
-
-    def _event_loop(self) -> None:
-        while True:
-            event = self._queue.get()
-            if event is None:
-                self._queue.task_done()
-                break
-            try:
-                self._on_event(event)
-            except Exception:
-                self._on_exception()
-            finally:
-                self._queue.task_done()
-        self._cleanup()
-
-    def _on_exception(self) -> None:
-        pass
-
-    def _cleanup(self) -> None:
-        pass
-
-    @abc.abstractmethod
-    def _on_event(self, event: EventBase) -> None: ...

onesecondtrader-0.24.0.dist-info/RECORD

@@ -1,27 +0,0 @@
-onesecondtrader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/analyst/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/analyst/charting.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/components/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/components/broker_base.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/components/datafeed_base.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/components/indicator_base.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/components/strategy_base.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/connectors/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/connectors/ib.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/connectors/mt5.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/connectors/simulated.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/core/__init__.py,sha256=sbxGdriACYOgBBTJluaAF9W11RWfhCDgzKP5JtwN-sI,1228
-onesecondtrader/core/domain_models.py,sha256=G-DxruNArRAKSFZOWFKPYMMeJNKx9L7HD_e98TZBxYo,624
-onesecondtrader/core/event_bus.py,sha256=uxLIfWqnHM8KTuKThiySgZPe616y6IGNUhTb4CmoE90,2009
-onesecondtrader/core/event_messages.py,sha256=N6hbTPEQevGkHKlvW3IoWGbHIzs7ySRSD6v24rynG0c,3348
-onesecondtrader/core/event_publisher.py,sha256=XjRcoOIo5-RSxJ_aazTgFd2ypoP-HM9hfiGBtiGojFo,694
-onesecondtrader/core/event_subscriber.py,sha256=HqSxOjToXT_YF03W4jjlEayZ82e1RJ-qqY9P-HP_Xns,2220
-onesecondtrader/libraries/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/libraries/indicators.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/libraries/strategies.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/observers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/observers/csvbookkeeper.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader-0.24.0.dist-info/METADATA,sha256=WGHyqYgRJA4EK9i5yFPYwpCJjHK8mNk_ZOagQsNMRPs,9682
-onesecondtrader-0.24.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
-onesecondtrader-0.24.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.24.0.dist-info/RECORD,,