onesecondtrader 0.3.0__py3-none-any.whl → 0.4.0__py3-none-any.whl

onesecondtrader/__init__.py

@@ -8,12 +8,8 @@ Research, simulate, and deploy algorithmic trading strategies — all in one pla
 from .log_config import logger
 
 # Domain models
-from .domain_models import MarketData, PositionManagement
 
 __all__ = [
     # Core infrastructure
     "logger",
-    # Domain models
-    "MarketData",
-    "PositionManagement",
 ]

{onesecondtrader-0.3.0.dist-info → onesecondtrader-0.4.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: onesecondtrader
-Version: 0.3.0
+Version: 0.4.0
 Summary: The Trading Infrastructure Toolkit for Python. Research, simulate, and deploy algorithmic trading strategies — all in one place.
 Author: Nils P. Kujath
 Author-email: 63961429+NilsKujath@users.noreply.github.com

onesecondtrader-0.4.0.dist-info/RECORD

@@ -0,0 +1,6 @@
+onesecondtrader/__init__.py,sha256=3Z8l96x_53aq-SANaJocCjMIGngDobKaFJ6sw1B6L7E,266
+onesecondtrader/log_config.py,sha256=TGm53SD_TA4Xa57Go91BGHV3SEIA6MflwSO63r9Jt6g,366
+onesecondtrader-0.4.0.dist-info/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.4.0.dist-info/METADATA,sha256=p3X85tWNJa_LlQp2eLxjP97MJPNTxmWRk0qIaQTzEA4,1220
+onesecondtrader-0.4.0.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+onesecondtrader-0.4.0.dist-info/RECORD,,

onesecondtrader/domain_models.py

@@ -1,157 +0,0 @@
-"""
-Domain models for trading infrastructure.
-
-This module defines the core domain models used across the trading infrastructure.
- The design follows Domain-Driven Design (DDD) principles to structure domain logic
- into semantically cohesive and type-safe groupings. The models reflect foundational
- concepts such as orders, execution states, and position lifecycles. This establishes a
- ubiquitous language that is shared across modules, interfaces, and system components.
-
-Using enums to define these domain models provides the following benefits:
-
-1. **Type Safety** – Prevents invalid states (e.g., avoids `"buy"` vs `"BUY"` bugs)
-2. **Compile-Time Validation** – Enables early detection of missing cases (e.g., in match statements)
-3. **Semantic Precision** – Improves self-documentation and system comprehensibility
-4. **Refactor Robustness** – Reduces breakage when business rules evolve
-5. **Performance** – More efficient than string comparisons at runtime
-6. **Domain Vocabulary** – Aligns code with trading terminology
-(e.g., `OrderType.LIMIT`)
-
-All enums use `enum.auto()` to delegate value assignment unless interoperability with
- external systems requires explicit values. This minimizes maintenance overhead and
- ensures uniqueness without manual management.
-
-The domain models are grouped into the following classes:
-
-- **MarketData** – Market data feeds, aggregated bars, record metadata
-- **PositionManagement** – Orders, execution states, trade lifecycle controls
-"""
-
-import collections
-import enum
-
-
-class MarketData:
-    """
-    Domain model for market data representation.
-
-    This namespace defines core data structures and enums related to market data,
-    such as aggregated price bars and data record types.
-    """
-
-    OHLCV = collections.namedtuple("OHLCV", ["open", "high", "low", "close", "volume"])
-
-    class RecordType(enum.Enum):
-        """
-        Market data record type identifiers using Databento rtype integers.
-
-        The `MarketData.RecordType` enum preserves compatibility with format by using
-         their specified `rtype` integer assignments. This allows tight integration with
-         Databento data streams while remaining agnostic to any specific vendor.
-
-        Values:
-            - OHLCV_1S (32): 1-second bars
-            - OHLCV_1M (33): 1-minute bars
-            - OHLCV_1H (34): 1-hour bars
-            - OHLCV_1D (35): Daily bars
-        """
-
-        OHLCV_1S = 32
-        OHLCV_1M = 33
-        OHLCV_1H = 34
-        OHLCV_1D = 35
-
-        @classmethod
-        def to_string(cls, rtype: int) -> str:
-            """Convert record type integer to human-readable description."""
-            match rtype:
-                case cls.OHLCV_1S.value:
-                    return "1-second bars"
-                case cls.OHLCV_1M.value:
-                    return "1-minute bars"
-                case cls.OHLCV_1H.value:
-                    return "1-hour bars"
-                case cls.OHLCV_1D.value:
-                    return "daily bars"
-                case _:
-                    return f"unknown ({rtype})"
-
-
-class PositionManagement:
-    """
-    Trading domain concepts for managing orders and positions.
-
-    This namespace defines core abstractions related to the lifecycle of orders.
-    """
-
-    class OrderType(enum.Enum):
-        """
-        Order execution types.
-
-        Values:
-            - MARKET: Execute immediately at best available price
-            - LIMIT: Execute only at specified price or better
-            - STOP: Becomes market order when trigger price is reached
-            - STOP_LIMIT: Becomes limit order when trigger price is reached
-        """
-
-        MARKET = enum.auto()
-        LIMIT = enum.auto()
-        STOP = enum.auto()
-        STOP_LIMIT = enum.auto()
-
-    class OrderState(enum.Enum):
-        """
-        Order lifecycle states from creation to completion.
-
-        Values:
-            - NEW: Created but not submitted
-            - SUBMITTED: Sent to broker/exchange
-            - ACTIVE: Live in market
-            - PARTIALLY_FILLED: Partially executed
-            - FILLED: Completely executed
-            - CANCELLED: Cancelled before first fill
-            - CANCELLED_AT_PARTIAL_FILL: Cancelled after partial fill
-            - REJECTED: Rejected by broker/exchange
-            - EXPIRED: Expired due to time-in-force constraints
-        """
-
-        NEW = enum.auto()
-        SUBMITTED = enum.auto()
-        ACTIVE = enum.auto()
-        PARTIALLY_FILLED = enum.auto()
-        FILLED = enum.auto()
-        CANCELLED = enum.auto()
-        CANCELLED_AT_PARTIAL_FILL = enum.auto()
-        REJECTED = enum.auto()
-        EXPIRED = enum.auto()
-
-    class Side(enum.Enum):
-        """
-        Order direction - buy or sell.
-
-        Values:
-            - BUY: Buy the financial instrument
-            - SELL: Sell the financial instrument
-        """
-
-        BUY = enum.auto()
-        SELL = enum.auto()
-
-    class TimeInForce(enum.Enum):
-        """
-        Order time-in-force specifications.
-
-        Values:
-            - DAY: Valid until end of trading day
-            - FOK: Fill entire order immediately or cancel (Fill-or-Kill)
-            - GTC: Active until explicitly cancelled (Good-Till-Cancelled)
-            - GTD: Active until specified date (Good-Till-Date)
-            - IOC: Execute available quantity immediately, cancel rest (Immediate-or-Cancel)
-        """
-
-        DAY = enum.auto()
-        FOK = enum.auto()
-        GTC = enum.auto()
-        GTD = enum.auto()
-        IOC = enum.auto()

onesecondtrader-0.3.0.dist-info/RECORD

@@ -1,7 +0,0 @@
-onesecondtrader/__init__.py,sha256=YWe2rJwheKv4oytgJk3nODWfoMJAVzpMc9OJmNBGjc4,388
-onesecondtrader/domain_models.py,sha256=01UEmX0S2WquspbMII826uS-Qo47XukvFl-niirviV4,5537
-onesecondtrader/log_config.py,sha256=TGm53SD_TA4Xa57Go91BGHV3SEIA6MflwSO63r9Jt6g,366
-onesecondtrader-0.3.0.dist-info/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.3.0.dist-info/METADATA,sha256=b_2UMpNoMHmtMhpqmhrV84YJxSURPBxbt5mbtVB5sqk,1220
-onesecondtrader-0.3.0.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
-onesecondtrader-0.3.0.dist-info/RECORD,,