onesecondtrader 0.35.0__py3-none-any.whl → 0.36.0__py3-none-any.whl

onesecondtrader/observers/csvbookkeeper.py

@@ -1,180 +0,0 @@
-import pathlib
-
-import pandas as pd
-
-from onesecondtrader import events, messaging
-
-
-class CSVBookkeeper(messaging.Subscriber):
-    BATCH_SIZE: int = 1000
-
-    def __init__(
-        self, event_bus: messaging.EventBus, results_path: pathlib.Path
-    ) -> None:
-        self._results_path = results_path
-        self._bars_buffer: list[dict] = []
-        self._fills_buffer: list[dict] = []
-        self._orders_buffer: list[dict] = []
-
-        super().__init__(event_bus)
-        self._subscribe(
-            events.BarProcessed,
-            events.OrderFilled,
-            events.OrderSubmission,
-            events.OrderModification,
-            events.OrderCancellation,
-            events.OrderSubmissionAccepted,
-            events.OrderModificationAccepted,
-            events.OrderCancellationAccepted,
-            events.OrderSubmissionRejected,
-            events.OrderModificationRejected,
-            events.OrderCancellationRejected,
-            events.OrderExpired,
-        )
-
-    def _on_event(self, event: events.EventBase) -> None:
-        match event:
-            case events.BarProcessed() as e:
-                self._on_processed_bar(e)
-            case events.OrderFilled() as e:
-                self._on_fill(e)
-            case events.OrderSubmission() as e:
-                self._on_order_event(e, "submission_requested")
-            case events.OrderModification() as e:
-                self._on_order_event(e, "modification_requested")
-            case events.OrderCancellation() as e:
-                self._on_order_event(e, "cancellation_requested")
-            case events.OrderSubmissionAccepted() as e:
-                self._on_order_event(e, "submission_accepted")
-            case events.OrderModificationAccepted() as e:
-                self._on_order_event(e, "modification_accepted")
-            case events.OrderCancellationAccepted() as e:
-                self._on_order_event(e, "cancellation_accepted")
-            case events.OrderSubmissionRejected() as e:
-                self._on_order_event(e, "submission_rejected")
-            case events.OrderModificationRejected() as e:
-                self._on_order_event(e, "modification_rejected")
-            case events.OrderCancellationRejected() as e:
-                self._on_order_event(e, "cancellation_rejected")
-            case events.OrderExpired() as e:
-                self._on_order_event(e, "expired")
-
-    def _on_processed_bar(self, event: events.BarProcessed) -> None:
-        record = {
-            "ts_event": event.ts_event,
-            "symbol": event.symbol,
-            "bar_period": event.bar_period.name,
-            "open": event.open,
-            "high": event.high,
-            "low": event.low,
-            "close": event.close,
-            "volume": event.volume,
-        }
-        record.update(event.indicators)
-        self._bars_buffer.append(record)
-        if len(self._bars_buffer) >= self.BATCH_SIZE:
-            self._flush_bars()
-
-    def _on_fill(self, event: events.OrderFilled) -> None:
-        self._fills_buffer.append(
-            {
-                "ts_event": event.ts_event,
-                "fill_id": str(event.fill_id),
-                "broker_fill_id": event.broker_fill_id,
-                "order_id": str(event.associated_order_id),
-                "symbol": event.symbol,
-                "side": event.side.name,
-                "quantity": event.quantity_filled,
-                "price": event.fill_price,
-                "commission": event.commission,
-                "exchange": event.exchange,
-            }
-        )
-        if len(self._fills_buffer) >= self.BATCH_SIZE:
-            self._flush_fills()
-
-    def _on_order_event(self, event: events.EventBase, event_type: str) -> None:
-        record: dict = {
-            "ts_event": event.ts_event,
-            "event_type": event_type,
-        }
-        match event:
-            case events.OrderSubmission():
-                record.update(
-                    {
-                        "order_id": str(event.system_order_id),
-                        "symbol": event.symbol,
-                        "order_type": event.order_type.name,
-                        "side": event.side.name,
-                        "quantity": event.quantity,
-                        "limit_price": event.limit_price,
-                        "stop_price": event.stop_price,
-                    }
-                )
-            case events.OrderModification():
-                record.update(
-                    {
-                        "order_id": str(event.system_order_id),
-                        "symbol": event.symbol,
-                        "quantity": event.quantity,
-                        "limit_price": event.limit_price,
-                        "stop_price": event.stop_price,
-                    }
-                )
-            case events.OrderCancellation():
-                record.update(
-                    {
-                        "order_id": str(event.system_order_id),
-                        "symbol": event.symbol,
-                    }
-                )
-            case events.OrderSubmissionAccepted() | events.OrderModificationAccepted():
-                record.update(
-                    {
-                        "order_id": str(event.associated_order_id),
-                        "broker_order_id": event.broker_order_id,
-                    }
-                )
-            case events.OrderCancellationAccepted():
-                record.update({"order_id": str(event.associated_order_id)})
-            case (
-                events.OrderSubmissionRejected()
-                | events.OrderModificationRejected()
-                | events.OrderCancellationRejected()
-            ):
-                record.update({"order_id": str(event.associated_order_id)})
-            case events.OrderExpired():
-                record.update({"order_id": str(event.associated_order_id)})
-
-        self._orders_buffer.append(record)
-        if len(self._orders_buffer) >= self.BATCH_SIZE:
-            self._flush_orders()
-
-    def _flush_bars(self) -> None:
-        if not self._bars_buffer:
-            return
-        df = pd.DataFrame(self._bars_buffer)
-        path = self._results_path / "processed_bars.csv"
-        df.to_csv(path, mode="a", header=not path.exists(), index=False)
-        self._bars_buffer.clear()
-
-    def _flush_fills(self) -> None:
-        if not self._fills_buffer:
-            return
-        df = pd.DataFrame(self._fills_buffer)
-        path = self._results_path / "fills.csv"
-        df.to_csv(path, mode="a", header=not path.exists(), index=False)
-        self._fills_buffer.clear()
-
-    def _flush_orders(self) -> None:
-        if not self._orders_buffer:
-            return
-        df = pd.DataFrame(self._orders_buffer)
-        path = self._results_path / "orders.csv"
-        df.to_csv(path, mode="a", header=not path.exists(), index=False)
-        self._orders_buffer.clear()
-
-    def _cleanup(self) -> None:
-        self._flush_bars()
-        self._flush_fills()
-        self._flush_orders()

onesecondtrader-0.35.0.dist-info/RECORD

@@ -1,32 +0,0 @@
-onesecondtrader/__init__.py,sha256=bzV-SaWcDnq7os8pUtsaq8GAsBWjxBDhkFvRs3Z9FJw,1008
-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
-onesecondtrader/datafeeds/__init__.py,sha256=zSj1cQhBS-Z5271ICsmGc_zq-1fOd8yLQ7c4F0oJIVk,124
-onesecondtrader/datafeeds/base.py,sha256=bSIHBlZ8kbJ4rTZrUMiMgl8_j0Kqe6Eh2hNX5E3DhHU,477
-onesecondtrader/datafeeds/simulated.py,sha256=mbnEh0jjgZWRDhRLIASMbUpV1ybQktBA8opTv6nj33s,3006
-onesecondtrader/events/__init__.py,sha256=IOlFRdiOXz93SpvkpKL8wr1954d_8olKSB1n9mlTL3Y,898
-onesecondtrader/events/bases.py,sha256=g-ykq2jgcitIAueRurUlqAq0jINQwuhSWi_khAniPHw,662
-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=hRg3FCP1FT7LYOLzztybWn48gTR5QvewzzdELPYbdoY,239
-onesecondtrader/indicators/averages.py,sha256=DpRRdY5G5ze3jwNOV19PPjV6slA0IEeOOla67yChi2Y,1900
-onesecondtrader/indicators/bar.py,sha256=0H07mKNiUx5cE1fQvx1oPVY0R_MXcmAAgsLek175vTk,1115
-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
-onesecondtrader/models/__init__.py,sha256=7amHCQ6BAhHKps0ke63E-zh8IJNmkdDogZq-PfBukMs,249
-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/observers/__init__.py,sha256=fYF9tUW4H7L6Iueqkn2wnBf2LpXZtfdppqG4RkZCi2M,77
-onesecondtrader/observers/csvbookkeeper.py,sha256=hTRHhithHY4r2bjgroO2DchvTDOM6DEO3m6jdvWeUeM,7021
-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-0.35.0.dist-info/METADATA,sha256=3qckSVPhiHalNJt8HeQSto06RfjM3Af84DtXgJ9m5lo,9682
-onesecondtrader-0.35.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
-onesecondtrader-0.35.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.35.0.dist-info/RECORD,,