onesecondtrader 0.30.0__tar.gz → 0.31.0__tar.gz

{onesecondtrader-0.30.0 → onesecondtrader-0.31.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.30.0
+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-0.30.0 → onesecondtrader-0.31.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.30.0"
+version = "0.31.0"
 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-0.31.0/src/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-0.30.0 → onesecondtrader-0.31.0}/src/onesecondtrader/indicators/__init__.py

@@ -5,7 +5,9 @@ __all__ = [
     "Low",
     "Close",
     "Volume",
+    "SimpleMovingAverage",
 ]
 
 from .base import Indicator
 from .bar import Open, High, Low, Close, Volume
+from .averages import SimpleMovingAverage

onesecondtrader-0.31.0/src/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-0.30.0 → onesecondtrader-0.31.0}/src/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-0.30.0 → onesecondtrader-0.31.0}/src/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()