onesecondtrader 0.29.0__py3-none-any.whl → 0.31.0__py3-none-any.whl

onesecondtrader/__init__.py

@@ -0,0 +1,5 @@
+from onesecondtrader import brokers as brokers
+from onesecondtrader import events as events
+from onesecondtrader import indicators as indicators
+from onesecondtrader import messaging as messaging
+from onesecondtrader import models as models

onesecondtrader/indicators/__init__.py

@@ -1,5 +1,13 @@
 __all__ = [
     "Indicator",
+    "Open",
+    "High",
+    "Low",
+    "Close",
+    "Volume",
+    "SimpleMovingAverage",
 ]
 
 from .base import Indicator
+from .bar import Open, High, Low, Close, Volume
+from .averages import SimpleMovingAverage

onesecondtrader/indicators/averages.py

@@ -0,0 +1,56 @@
+from __future__ import annotations
+
+import collections
+
+import numpy as np
+
+from onesecondtrader import events, models
+from .base import Indicator
+
+
+class SimpleMovingAverage(Indicator):
+    def __init__(
+        self,
+        period: int = 200,
+        max_history: int = 100,
+        input_source: models.InputSource = models.InputSource.CLOSE,
+        plot_at: int = 0,
+    ) -> None:
+        super().__init__(max_history=max_history, plot_at=plot_at)
+        self.period: int = max(1, int(period))
+        self.input_source: models.InputSource = input_source
+        self._window: dict[str, collections.deque[float]] = {}
+
+    @property
+    def name(self) -> str:
+        return f"SMA_{self.period}_{self.input_source.name}"
+
+    def _compute_indicator(self, incoming_bar: events.BarReceived) -> float:
+        symbol = incoming_bar.symbol
+        if symbol not in self._window:
+            self._window[symbol] = collections.deque(maxlen=self.period)
+        window = self._window[symbol]
+        value = self._extract_input(incoming_bar)
+        window.append(value)
+        if len(window) < self.period:
+            return np.nan
+        return sum(window) / self.period
+
+    def _extract_input(self, incoming_bar: events.BarReceived) -> float:
+        match self.input_source:
+            case models.InputSource.OPEN:
+                return incoming_bar.open
+            case models.InputSource.HIGH:
+                return incoming_bar.high
+            case models.InputSource.LOW:
+                return incoming_bar.low
+            case models.InputSource.CLOSE:
+                return incoming_bar.close
+            case models.InputSource.VOLUME:
+                return (
+                    float(incoming_bar.volume)
+                    if incoming_bar.volume is not None
+                    else np.nan
+                )
+            case _:
+                return incoming_bar.close

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/models/__init__.py

@@ -1,8 +1,9 @@
 __all__ = [
     "BarPeriod",
+    "InputSource",
     "OrderSide",
     "OrderType",
 ]
 
-from .data import BarPeriod
+from .data import BarPeriod, InputSource
 from .orders import OrderSide, OrderType

onesecondtrader/models/data.py

@@ -8,3 +8,11 @@ class BarPeriod(enum.Enum):
     MINUTE = enum.auto()
     HOUR = enum.auto()
     DAY = enum.auto()
+
+
+class InputSource(enum.Enum):
+    OPEN = enum.auto()
+    HIGH = enum.auto()
+    LOW = enum.auto()
+    CLOSE = enum.auto()
+    VOLUME = enum.auto()

{onesecondtrader-0.29.0.dist-info → onesecondtrader-0.31.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.29.0
+Version: 0.31.0
 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-0.29.0.dist-info → onesecondtrader-0.31.0.dist-info}/RECORD

@@ -1,4 +1,4 @@
-onesecondtrader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+onesecondtrader/__init__.py,sha256=edb0kipMTx0p-utX0tc4J8IbhFrZprX200oxhX8LzH4,241
 onesecondtrader/brokers/__init__.py,sha256=YofzD0qlrfo_BzL6gwiHb9by7Webp36TQ_1O5EV0uzY,124
 onesecondtrader/brokers/base.py,sha256=b6Xq2gBUdy3RTpnUfpUiNSXwbuq_bRIjXJ-s89Xu7nE,1345
 onesecondtrader/brokers/simulated.py,sha256=pJvZ7b76xAs-NBbOX_v78IJgVrdnuTLCadqj8kYQ5sg,12694
@@ -7,15 +7,17 @@ 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=aWJ4I9HC0rBDEYiKQiKxRAuAbMD0ZWP9_wp8fzQFThY,60
+onesecondtrader/indicators/__init__.py,sha256=hRg3FCP1FT7LYOLzztybWn48gTR5QvewzzdELPYbdoY,239
+onesecondtrader/indicators/averages.py,sha256=DpRRdY5G5ze3jwNOV19PPjV6slA0IEeOOla67yChi2Y,1900
+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/__init__.py,sha256=0J91ixFxYRaZ9t-dm_LVh7xh1ukb3G7H1GgelZg68as,167
+onesecondtrader/models/data.py,sha256=fBmddVl6EXYC5u2UnvQ59DXAXeZeIb48KP1ZdeTL52A,322
 onesecondtrader/models/orders.py,sha256=y6Ar-6fMqaOd_hRnRGvfWUF0Z13H_2hfTOW3ROOk0A8,254
-onesecondtrader-0.29.0.dist-info/METADATA,sha256=J964c1BV0xcF4WUoreu-NgsPZINMM7hjyXHnk78HIEY,9682
-onesecondtrader-0.29.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
-onesecondtrader-0.29.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.29.0.dist-info/RECORD,,
+onesecondtrader-0.31.0.dist-info/METADATA,sha256=OnASDmSzTXcJ2jmviGqe8qkF3xp8g3B4fAmicO3rDF0,9682
+onesecondtrader-0.31.0.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
+onesecondtrader-0.31.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.31.0.dist-info/RECORD,,