onesecondtrader 0.32.0__py3-none-any.whl → 0.33.0__py3-none-any.whl

onesecondtrader/__init__.py

@@ -1,5 +1,49 @@
-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
+__all__ = [
+    "BarPeriod",
+    "BarProcessed",
+    "BarReceived",
+    "BrokerBase",
+    "Close",
+    "FillRecord",
+    "High",
+    "Indicator",
+    "InputSource",
+    "Low",
+    "Open",
+    "OrderFilled",
+    "OrderRecord",
+    "OrderSide",
+    "OrderSubmission",
+    "OrderType",
+    "SimpleMovingAverage",
+    "SimulatedBroker",
+    "SMACrossover",
+    "StrategyBase",
+    "Volume",
+]
+
+from onesecondtrader.brokers import BrokerBase, SimulatedBroker
+from onesecondtrader.events import (
+    BarProcessed,
+    BarReceived,
+    OrderFilled,
+    OrderSubmission,
+)
+from onesecondtrader.indicators import (
+    Close,
+    High,
+    Indicator,
+    Low,
+    Open,
+    SimpleMovingAverage,
+    Volume,
+)
+from onesecondtrader.models import (
+    BarPeriod,
+    FillRecord,
+    InputSource,
+    OrderRecord,
+    OrderSide,
+    OrderType,
+)
+from onesecondtrader.strategies import SMACrossover, StrategyBase

onesecondtrader/indicators/base.py

@@ -13,9 +13,8 @@ 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._current_symbol: str = ""
+        self._history_data: dict[str, collections.deque[float]] = {}
         self._plot_at = plot_at
 
     @property
@@ -29,22 +28,33 @@ class Indicator(abc.ABC):
 
     def update(self, incoming_bar: events.BarReceived) -> None:
         symbol = incoming_bar.symbol
+        self._current_symbol = 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)
+            if symbol not in self._history_data:
+                self._history_data[symbol] = collections.deque(maxlen=self._max_history)
+            self._history_data[symbol].append(value)
 
-    def latest(self, symbol: str) -> float:
+    @property
+    def latest(self) -> float:
         with self._lock:
-            history = self._history.get(symbol, collections.deque())
-            return history[-1] if history else np.nan
+            h = self._history_data.get(self._current_symbol, collections.deque())
+            return h[-1] if h else np.nan
 
-    def history(self, symbol: str) -> collections.deque[float]:
+    @property
+    def history(self) -> collections.deque[float]:
         with self._lock:
-            h = self._history.get(symbol, collections.deque())
+            h = self._history_data.get(self._current_symbol, collections.deque())
             return collections.deque(h, maxlen=self._max_history)
 
+    def __getitem__(self, index: int) -> float:
+        # Returns np.nan on out-of-bounds access. Since np.nan comparisons always
+        # return False, strategies can skip explicit length checks.
+        try:
+            return self.history[index]
+        except IndexError:
+            return np.nan
+
     @property
     def plot_at(self) -> int:
         return self._plot_at

onesecondtrader/strategies/__init__.py

@@ -1,5 +1,7 @@
 __all__ = [
     "StrategyBase",
+    "SMACrossover",
 ]
 
 from .base import StrategyBase
+from .sma_crossover import SMACrossover

onesecondtrader/strategies/base.py

@@ -39,7 +39,7 @@ class StrategyBase(messaging.Subscriber, abc.ABC):
         self._submitted_modifications: dict[uuid.UUID, models.OrderRecord] = {}
         self._submitted_cancellations: dict[uuid.UUID, models.OrderRecord] = {}
 
-        # OHLCV as indicators for history access: self.bar.close.history(symbol)
+        # OHLCV as indicators for history access: self.bar.close.history
         self.bar = SimpleNamespace(
             open=self.add_indicator(indicators.Open()),
             high=self.add_indicator(indicators.High()),
@@ -195,7 +195,7 @@ class StrategyBase(messaging.Subscriber, abc.ABC):
         ohlcv_names = {"OPEN", "HIGH", "LOW", "CLOSE", "VOLUME"}
 
         indicator_values = {
-            f"{ind.plot_at:02d}_{ind.name}": ind.latest(event.symbol)
+            f"{ind.plot_at:02d}_{ind.name}": ind.latest
             for ind in self._indicators
             if ind.name not in ohlcv_names
         }

onesecondtrader/strategies/sma_crossover.py

@@ -0,0 +1,35 @@
+from onesecondtrader import events, indicators, models
+from .base import StrategyBase
+
+
+class SMACrossover(StrategyBase):
+    fast_period: int = 20
+    slow_period: int = 100
+    quantity: float = 1.0
+
+    def setup(self) -> None:
+        self.fast_sma = self.add_indicator(
+            indicators.SimpleMovingAverage(period=self.fast_period)
+        )
+        self.slow_sma = self.add_indicator(
+            indicators.SimpleMovingAverage(period=self.slow_period)
+        )
+
+    def on_bar(self, event: events.BarReceived) -> None:
+        if (
+            self.fast_sma[-2] <= self.slow_sma[-2]
+            and self.fast_sma.latest > self.slow_sma.latest
+            and self.position <= 0
+        ):
+            self.submit_order(
+                models.OrderType.MARKET, models.OrderSide.BUY, self.quantity
+            )
+
+        if (
+            self.fast_sma[-2] >= self.slow_sma[-2]
+            and self.fast_sma.latest < self.slow_sma.latest
+            and self.position >= 0
+        ):
+            self.submit_order(
+                models.OrderType.MARKET, models.OrderSide.SELL, self.quantity
+            )

{onesecondtrader-0.32.0.dist-info → onesecondtrader-0.33.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.32.0
+Version: 0.33.0
 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-0.32.0.dist-info → onesecondtrader-0.33.0.dist-info}/RECORD

@@ -1,4 +1,4 @@
-onesecondtrader/__init__.py,sha256=edb0kipMTx0p-utX0tc4J8IbhFrZprX200oxhX8LzH4,241
+onesecondtrader/__init__.py,sha256=CLUi62mHp8tBzp-58mig3M4SEhPELPihHfQQzcD9Nz8,901
 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
@@ -10,7 +10,7 @@ onesecondtrader/events/responses.py,sha256=w_BH1nkkPyxQjh30EXEVFcUGDoMprFc2PuAaq
 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/indicators/base.py,sha256=64HJD8JWBnUdR7PLd02N3hbNrRfKMjWHEKGeSyMRms8,1889
 onesecondtrader/messaging/__init__.py,sha256=vMRDabHBgse_vZRTRFtnU8M8v2sY_o4pHjGzgu3hp3E,115
 onesecondtrader/messaging/eventbus.py,sha256=Y8VbDZlEz8Q6KcCkfXRKsVIixsctBMRW1a5ANw297Ls,1576
 onesecondtrader/messaging/subscriber.py,sha256=ImpFmu5IstLXLoKVMaebmLp5MXN6225vHLdTL1ZOPvw,2106
@@ -18,9 +18,10 @@ onesecondtrader/models/__init__.py,sha256=7amHCQ6BAhHKps0ke63E-zh8IJNmkdDogZq-Pf
 onesecondtrader/models/data.py,sha256=fBmddVl6EXYC5u2UnvQ59DXAXeZeIb48KP1ZdeTL52A,322
 onesecondtrader/models/orders.py,sha256=y6Ar-6fMqaOd_hRnRGvfWUF0Z13H_2hfTOW3ROOk0A8,254
 onesecondtrader/models/records.py,sha256=vdCWBtoDQs5R4iB_8_3fXkxWEvoCxOssk9XBnS4l7Vk,599
-onesecondtrader/strategies/__init__.py,sha256=V1xobVVGzKWTORK63vTfuS4a-9_8Qtfcnlek1da7uAM,66
-onesecondtrader/strategies/base.py,sha256=qE78AfPjOC8iWbfWSZfc2uQ2FqKuvBJJ-ce5p-kNAYo,11228
-onesecondtrader-0.32.0.dist-info/METADATA,sha256=3L-rFM2jJ6R54W2AHucu4lGIhMkf1YyyLK67lhu20lI,9682
-onesecondtrader-0.32.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
-onesecondtrader-0.32.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.32.0.dist-info/RECORD,,
+onesecondtrader/strategies/__init__.py,sha256=5TlEckz3RnwZTs1Isj0wJ_9Og5R9MMXBL90Vu9b45io,126
+onesecondtrader/strategies/base.py,sha256=kIi6by4Y8YuB9gPMPMr2Unm5_i9SGAANyiW2UaHiRO0,11206
+onesecondtrader/strategies/sma_crossover.py,sha256=s2u_uL_D5CrZTACiAbojnrLrLf4jqIPdfOCiNDEIsDA,1119
+onesecondtrader-0.33.0.dist-info/METADATA,sha256=U06iSqkTLBBhLzZCiIl5r-f4-FjpVPF6Qimcgq_kunk,9682
+onesecondtrader-0.33.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
+onesecondtrader-0.33.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.33.0.dist-info/RECORD,,