onesecondtrader 0.28.0__py3-none-any.whl → 0.30.0__py3-none-any.whl

onesecondtrader/indicators/__init__.py

@@ -0,0 +1,11 @@
+__all__ = [
+    "Indicator",
+    "Open",
+    "High",
+    "Low",
+    "Close",
+    "Volume",
+]
+
+from .base import Indicator
+from .bar import Open, High, Low, Close, Volume

onesecondtrader/indicators/bar.py

@@ -0,0 +1,47 @@
+from onesecondtrader import events
+from .base import Indicator
+
+
+class Open(Indicator):
+    @property
+    def name(self) -> str:
+        return "OPEN"
+
+    def _compute_indicator(self, incoming_bar: events.BarReceived) -> float:
+        return incoming_bar.open
+
+
+class High(Indicator):
+    @property
+    def name(self) -> str:
+        return "HIGH"
+
+    def _compute_indicator(self, incoming_bar: events.BarReceived) -> float:
+        return incoming_bar.high
+
+
+class Low(Indicator):
+    @property
+    def name(self) -> str:
+        return "LOW"
+
+    def _compute_indicator(self, incoming_bar: events.BarReceived) -> float:
+        return incoming_bar.low
+
+
+class Close(Indicator):
+    @property
+    def name(self) -> str:
+        return "CLOSE"
+
+    def _compute_indicator(self, incoming_bar: events.BarReceived) -> float:
+        return incoming_bar.close
+
+
+class Volume(Indicator):
+    @property
+    def name(self) -> str:
+        return "VOLUME"
+
+    def _compute_indicator(self, incoming_bar: events.BarReceived) -> float:
+        return float(incoming_bar.volume) if incoming_bar.volume is not None else 0.0

onesecondtrader/indicators/base.py

@@ -0,0 +1,50 @@
+from __future__ import annotations
+
+import abc
+import collections
+import threading
+
+import numpy as np
+
+from onesecondtrader import events
+
+
+class Indicator(abc.ABC):
+    def __init__(self, max_history: int = 100, plot_at: int = 99) -> None:
+        self._lock = threading.Lock()
+        self._max_history = max(1, int(max_history))
+        # Keyed by symbol only - each strategy subscribes to one timeframe, so the indicator only sees bars from that timeframe.
+        self._history: dict[str, collections.deque[float]] = {}
+        # 0 = main price chart, 1-98 = subcharts, 99 = no plot
+        self._plot_at = plot_at
+
+    @property
+    @abc.abstractmethod
+    def name(self) -> str:
+        pass
+
+    @abc.abstractmethod
+    def _compute_indicator(self, incoming_bar: events.BarReceived) -> float:
+        pass
+
+    def update(self, incoming_bar: events.BarReceived) -> None:
+        symbol = incoming_bar.symbol
+        value = self._compute_indicator(incoming_bar)
+        with self._lock:
+            if symbol not in self._history:
+                self._history[symbol] = collections.deque(maxlen=self._max_history)
+            self._history[symbol].append(value)
+
+    def latest(self, symbol: str) -> float:
+        with self._lock:
+            history = self._history.get(symbol, collections.deque())
+            return history[-1] if history else np.nan
+
+    def history(self, symbol: str) -> collections.deque[float]:
+        with self._lock:
+            h = self._history.get(symbol, collections.deque())
+            return collections.deque(h, maxlen=self._max_history)
+
+    @property
+    def plot_at(self) -> int:
+        return self._plot_at

{onesecondtrader-0.28.0.dist-info → onesecondtrader-0.30.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.28.0
+Version: 0.30.0
 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-0.28.0.dist-info → onesecondtrader-0.30.0.dist-info}/RECORD

@@ -7,13 +7,16 @@ onesecondtrader/events/bases.py,sha256=g-ykq2jgcitIAueRurUlqAq0jINQwuhSWi_khAniP
 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/indicators/__init__.py,sha256=sGRS3cpN2yLBYws66eVeqY-bAIHg0o6pgFvrkzZtm0Q,170
+onesecondtrader/indicators/bar.py,sha256=0H07mKNiUx5cE1fQvx1oPVY0R_MXcmAAgsLek175vTk,1115
+onesecondtrader/indicators/base.py,sha256=WGqjp9mmkR2PZ5ZC8zL9ddeTfUrB0hX3bjnq1W4HKuI,1658
 onesecondtrader/messaging/__init__.py,sha256=vMRDabHBgse_vZRTRFtnU8M8v2sY_o4pHjGzgu3hp3E,115
 onesecondtrader/messaging/eventbus.py,sha256=Y8VbDZlEz8Q6KcCkfXRKsVIixsctBMRW1a5ANw297Ls,1576
 onesecondtrader/messaging/subscriber.py,sha256=ImpFmu5IstLXLoKVMaebmLp5MXN6225vHLdTL1ZOPvw,2106
 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-0.28.0.dist-info/METADATA,sha256=heQCUCvcEuwy8W9mzjn6fm9_wR8sGP1T7weYq9b19eQ,9682
-onesecondtrader-0.28.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
-onesecondtrader-0.28.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.28.0.dist-info/RECORD,,
+onesecondtrader-0.30.0.dist-info/METADATA,sha256=WBtjr3Eh-kk7ZK4Q7MCF9Dv_UDhJgbGAeMeW_8il5FI,9682
+onesecondtrader-0.30.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
+onesecondtrader-0.30.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.30.0.dist-info/RECORD,,