onesecondtrader 0.28.0__tar.gz → 0.29.0__tar.gz

{onesecondtrader-0.28.0 → onesecondtrader-0.29.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.28.0
+Version: 0.29.0
 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 → onesecondtrader-0.29.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.28.0"
+version = "0.29.0"
 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-0.29.0/src/onesecondtrader/indicators/__init__.py

@@ -0,0 +1,5 @@
+__all__ = [
+    "Indicator",
+]
+
+from .base import Indicator

onesecondtrader-0.29.0/src/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