onesecondtrader 0.35.0__py3-none-any.whl → 0.37.0__py3-none-any.whl

onesecondtrader/__init__.py

@@ -24,15 +24,16 @@ __all__ = [
     "Volume",
 ]
 
-from onesecondtrader.brokers import BrokerBase, SimulatedBroker
-from onesecondtrader.datafeeds import Datafeed, SimulatedDatafeed
-from onesecondtrader.events import (
+from onesecondtrader.core.brokers import BrokerBase
+from onesecondtrader.connectors.brokers import SimulatedBroker
+from onesecondtrader.connectors.datafeeds import Datafeed, SimulatedDatafeed
+from onesecondtrader.core.events import (
     BarProcessed,
     BarReceived,
     OrderFilled,
     OrderSubmission,
 )
-from onesecondtrader.indicators import (
+from onesecondtrader.core.indicators import (
     Close,
     High,
     Indicator,
@@ -41,7 +42,7 @@ from onesecondtrader.indicators import (
     SimpleMovingAverage,
     Volume,
 )
-from onesecondtrader.models import (
+from onesecondtrader.core.models import (
     BarPeriod,
     FillRecord,
     InputSource,
@@ -49,4 +50,4 @@ from onesecondtrader.models import (
     OrderSide,
     OrderType,
 )
-from onesecondtrader.strategies import SMACrossover, StrategyBase
+from onesecondtrader.core.strategies import SMACrossover, StrategyBase

onesecondtrader/connectors/__init__.py

@@ -0,0 +1,2 @@
+from onesecondtrader.connectors import brokers as brokers
+from onesecondtrader.connectors import datafeeds as datafeeds

onesecondtrader/connectors/brokers/__init__.py

@@ -0,0 +1,3 @@
+__all__ = ["SimulatedBroker"]
+
+from .simulated import SimulatedBroker

onesecondtrader/{brokers → connectors/brokers}/simulated.py

@@ -3,8 +3,8 @@ from __future__ import annotations
 import dataclasses
 import uuid
 
-from onesecondtrader import events, messaging, models
-from .base import BrokerBase
+from onesecondtrader.core import events, messaging, models
+from onesecondtrader.core.brokers import BrokerBase
 
 
 @dataclasses.dataclass

onesecondtrader/{datafeeds → connectors/datafeeds}/__init__.py

@@ -1,7 +1,4 @@
-__all__ = [
-    "Datafeed",
-    "SimulatedDatafeed",
-]
+__all__ = ["Datafeed", "SimulatedDatafeed"]
 
 from .base import Datafeed
 from .simulated import SimulatedDatafeed

onesecondtrader/{datafeeds → connectors/datafeeds}/base.py

@@ -1,6 +1,6 @@
 import abc
 
-from onesecondtrader import events, messaging, models
+from onesecondtrader.core import events, messaging, models
 
 
 class Datafeed(abc.ABC):

onesecondtrader/{datafeeds → connectors/datafeeds}/simulated.py

@@ -3,7 +3,7 @@ import threading
 
 import pandas as pd
 
-from onesecondtrader import events, messaging, models
+from onesecondtrader.core import events, messaging, models
 from .base import Datafeed
 
 _RTYPE_MAP = {

onesecondtrader/core/__init__.py

@@ -0,0 +1,6 @@
+from onesecondtrader.core import brokers as brokers
+from onesecondtrader.core import events as events
+from onesecondtrader.core import indicators as indicators
+from onesecondtrader.core import messaging as messaging
+from onesecondtrader.core import models as models
+from onesecondtrader.core import strategies as strategies

onesecondtrader/core/brokers/__init__.py

@@ -0,0 +1,3 @@
+__all__ = ["BrokerBase"]
+
+from .base import BrokerBase

onesecondtrader/{brokers → core/brokers}/base.py

@@ -1,6 +1,6 @@
 import abc
 
-from onesecondtrader import events, messaging
+from onesecondtrader.core import events, messaging
 
 
 class BrokerBase(messaging.Subscriber):

onesecondtrader/{events → core/events}/market.py

@@ -2,7 +2,7 @@ from __future__ import annotations
 
 import dataclasses
 
-from onesecondtrader import models
+from onesecondtrader.core import models
 from . import bases
 
 

onesecondtrader/{events → core/events}/requests.py

@@ -3,7 +3,7 @@ from __future__ import annotations
 import dataclasses
 import uuid
 
-from onesecondtrader import models
+from onesecondtrader.core import models
 from . import bases
 
 

onesecondtrader/{events → core/events}/responses.py

@@ -3,7 +3,7 @@ from __future__ import annotations
 import dataclasses
 import uuid
 
-from onesecondtrader import models
+from onesecondtrader.core import models
 from . import bases
 
 

onesecondtrader/{indicators → core/indicators}/averages.py

@@ -4,7 +4,7 @@ import collections
 
 import numpy as np
 
-from onesecondtrader import events, models
+from onesecondtrader.core import events, models
 from .base import Indicator
 
 

onesecondtrader/{indicators → core/indicators}/bar.py

@@ -1,4 +1,4 @@
-from onesecondtrader import events
+from onesecondtrader.core import events
 from .base import Indicator
 
 

onesecondtrader/{indicators → core/indicators}/base.py

@@ -6,7 +6,7 @@ import threading
 
 import numpy as np
 
-from onesecondtrader import events
+from onesecondtrader.core import events
 
 
 class Indicator(abc.ABC):

onesecondtrader/{messaging → core/messaging}/eventbus.py

@@ -4,7 +4,7 @@ import collections
 import threading
 import typing
 
-from onesecondtrader import events
+from onesecondtrader.core import events
 
 if typing.TYPE_CHECKING:
     from .subscriber import Subscriber

onesecondtrader/{messaging → core/messaging}/subscriber.py

@@ -2,7 +2,7 @@ import abc
 import queue
 import threading
 
-from onesecondtrader import events
+from onesecondtrader.core import events
 from .eventbus import EventBus
 
 

onesecondtrader/{strategies → core/strategies}/__init__.py

@@ -4,4 +4,4 @@ __all__ = [
 ]
 
 from .base import StrategyBase
-from .sma_crossover import SMACrossover
+from .examples import SMACrossover

onesecondtrader/{strategies → core/strategies}/base.py

@@ -6,7 +6,7 @@ from types import SimpleNamespace
 
 import pandas as pd
 
-from onesecondtrader import events, indicators, messaging, models
+from onesecondtrader.core import events, indicators, messaging, models
 
 
 class StrategyBase(messaging.Subscriber, abc.ABC):

onesecondtrader/{strategies/sma_crossover.py → core/strategies/examples.py}

@@ -1,4 +1,4 @@
-from onesecondtrader import events, indicators, models
+from onesecondtrader.core import events, indicators, models
 from .base import StrategyBase
 
 

onesecondtrader/secmaster/__init__.py

@@ -0,0 +1,5 @@
+__all__ = [
+    "init_secmaster",
+]
+
+from onesecondtrader.secmaster.utils import init_secmaster

onesecondtrader/secmaster/schema.sql

@@ -0,0 +1,46 @@
+-- Security Master Database Schema
+--
+-- Stores instrument metadata and OHLCV market data. Prices are stored as
+-- fixed-point integers (scale factor $10^9$) to avoid floating-point errors.
+-- Timestamps are nanoseconds since Unix epoch.
+
+-- Data providers. Separated from instruments because the same symbol (e.g.,
+-- `ESH5`) may exist across multiple vendors with different `instrument_id`s.
+CREATE TABLE publishers (
+    publisher_id INTEGER PRIMARY KEY,
+    name TEXT NOT NULL UNIQUE,
+    dataset TEXT NOT NULL,
+    venue TEXT
+);
+
+-- Security/instrument metadata. The UNIQUE constraint on (`publisher_id`, `raw_symbol`)
+-- allows the same symbol from different vendors while preventing duplicates.
+CREATE TABLE instruments (
+    instrument_id INTEGER PRIMARY KEY,
+    publisher_id INTEGER NOT NULL,
+    raw_symbol TEXT NOT NULL,
+    instrument_class TEXT NOT NULL DEFAULT 'K',
+    exchange TEXT,
+    currency TEXT DEFAULT 'USD',
+    min_price_increment INTEGER,
+    ts_recv INTEGER NOT NULL,
+    FOREIGN KEY (publisher_id) REFERENCES publishers(publisher_id),
+    UNIQUE(publisher_id, raw_symbol)
+);
+
+-- OHLCV bar data. The primary key order (`instrument_id`, `rtype`, `ts_event`) ensures
+-- bars for the same instrument/timeframe are contiguous on disk, making range
+-- queries fast. `WITHOUT ROWID` stores data directly in the primary key B-tree,
+-- eliminating the indirection of a separate rowid lookup.
+CREATE TABLE ohlcv (
+    instrument_id INTEGER NOT NULL,
+    rtype INTEGER NOT NULL,
+    ts_event INTEGER NOT NULL,
+    open INTEGER NOT NULL,
+    high INTEGER NOT NULL,
+    low INTEGER NOT NULL,
+    close INTEGER NOT NULL,
+    volume INTEGER NOT NULL,
+    FOREIGN KEY (instrument_id) REFERENCES instruments(instrument_id),
+    PRIMARY KEY (instrument_id, rtype, ts_event)
+) WITHOUT ROWID;

onesecondtrader/secmaster/utils.py

@@ -0,0 +1,26 @@
+from __future__ import annotations
+
+import pathlib
+import sqlite3
+
+
+def init_secmaster(db_path: pathlib.Path) -> None:
+    """Initialize a new secmaster database at the specified path.
+
+    Creates the database file with the schema defined in schema.sql (publishers, instruments,
+    and ohlcv tables) but does not populate any data.
+
+    Args:
+        db_path: Path where the database file will be created.
+
+    Raises:
+        FileExistsError: If a database already exists at the path.
+    """
+    if db_path.exists():
+        raise FileExistsError(f"Database already exists: {db_path}")
+    db_path.parent.mkdir(parents=True, exist_ok=True)
+    schema_path = pathlib.Path(__file__).parent / "schema.sql"
+    conn = sqlite3.connect(str(db_path))
+    conn.executescript(schema_path.read_text())
+    conn.commit()
+    conn.close()

{onesecondtrader-0.35.0.dist-info → onesecondtrader-0.37.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.35.0
+Version: 0.37.0
 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-0.37.0.dist-info/RECORD

@@ -0,0 +1,37 @@
+onesecondtrader/__init__.py,sha256=MZbEb45XiQOuWY-8EbBfidLnCZ7Qwp0cVajOpbgbQn4,1090
+onesecondtrader/connectors/__init__.py,sha256=TDV1mXCkNVuMS8FQWRts_6FDwBEeNciMqYtZb8HNl2w,120
+onesecondtrader/connectors/brokers/__init__.py,sha256=O67ETIic6yrGDQp_wJSNTsjZ4Tt_3NGO3v4RJf3bm7Q,70
+onesecondtrader/connectors/brokers/simulated.py,sha256=ck0gWdz88KSyEMkiHW2CP0vuLrBELBTz3KveYIwbLuI,12722
+onesecondtrader/connectors/datafeeds/__init__.py,sha256=OzrPQcmdwzI6Fo8BONoWeJQtp0ttQ6TMYL6dUvvery4,113
+onesecondtrader/connectors/datafeeds/base.py,sha256=hpffDlv5Z92OZnL_B3vs_rRmq7uRU4HCf8N6IZkRxmM,482
+onesecondtrader/connectors/datafeeds/simulated.py,sha256=aMLSDu2CVaQcxxeWOcznFrfPgXq3icEB2rRe4KNK0Wg,3011
+onesecondtrader/core/__init__.py,sha256=5T2eAX4I_yo2ku9zywhFvl628kPTINxoLY92u7x_gy0,324
+onesecondtrader/core/brokers/__init__.py,sha256=mC-nNPdaT17oy-rjluwNvbKzxi5q8xxZ4mAkU7aJU0Y,55
+onesecondtrader/core/brokers/base.py,sha256=n82DHGvqkP9c4ATW8qT9yosPRoRQGUrs1oveGASdhlY,1350
+onesecondtrader/core/events/__init__.py,sha256=IOlFRdiOXz93SpvkpKL8wr1954d_8olKSB1n9mlTL3Y,898
+onesecondtrader/core/events/bases.py,sha256=g-ykq2jgcitIAueRurUlqAq0jINQwuhSWi_khAniPHw,662
+onesecondtrader/core/events/market.py,sha256=UY04TH6G-98NgYPEvBQSY92_ddeiT4yNwaUXnHdongQ,514
+onesecondtrader/core/events/requests.py,sha256=7cnt7TiuE7yl9ezFruIixY0v5A-mzZDWdoTBkAcVff0,836
+onesecondtrader/core/events/responses.py,sha256=biHIFa6usnsgSEX9bh2zOs1zB00I7HVSS01Dh_pZISE,1441
+onesecondtrader/core/indicators/__init__.py,sha256=hRg3FCP1FT7LYOLzztybWn48gTR5QvewzzdELPYbdoY,239
+onesecondtrader/core/indicators/averages.py,sha256=sCAIJrOYhtkwO5MkS2vx-4CfzHIVLJZpwYDzwv1GZ7Y,1905
+onesecondtrader/core/indicators/bar.py,sha256=9NUckrLO1AhyO3uTJlNCL2_Pqge58x5S_TcSz4qrk-c,1120
+onesecondtrader/core/indicators/base.py,sha256=_2pJ7PS0MRUz85UT0YpvzJ5V6ce60koT8MbjoerZ9eM,1894
+onesecondtrader/core/messaging/__init__.py,sha256=vMRDabHBgse_vZRTRFtnU8M8v2sY_o4pHjGzgu3hp3E,115
+onesecondtrader/core/messaging/eventbus.py,sha256=SaXLRoqz9tWBBlyEo0ry1HHr_8azj2U2dEaQEnr3PNo,1581
+onesecondtrader/core/messaging/subscriber.py,sha256=Sp77pB6bGyW57FlV0rdzAWy1Jv_nHA77YEtN64spZjs,2111
+onesecondtrader/core/models/__init__.py,sha256=7amHCQ6BAhHKps0ke63E-zh8IJNmkdDogZq-PfBukMs,249
+onesecondtrader/core/models/data.py,sha256=fBmddVl6EXYC5u2UnvQ59DXAXeZeIb48KP1ZdeTL52A,322
+onesecondtrader/core/models/orders.py,sha256=y6Ar-6fMqaOd_hRnRGvfWUF0Z13H_2hfTOW3ROOk0A8,254
+onesecondtrader/core/models/records.py,sha256=vdCWBtoDQs5R4iB_8_3fXkxWEvoCxOssk9XBnS4l7Vk,599
+onesecondtrader/core/strategies/__init__.py,sha256=Nq1n6HCdZ-GKkpn4WAlKxconPnOmeVKo0nhTk0J1ybA,121
+onesecondtrader/core/strategies/base.py,sha256=wZMjPu4sSMclvoyMptIZKllaqFkRrA06CZ5EG7uQ-Uo,11211
+onesecondtrader/core/strategies/examples.py,sha256=j4K092_qt0bcvajp-i4ugrGqzbaFebYX6rBbtZawtvE,1124
+onesecondtrader/dashboard/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+onesecondtrader/secmaster/__init__.py,sha256=HUpfkdWpz6t5YO0QgiEyM5MU32RQNGv9lfsvdE8HHZQ,96
+onesecondtrader/secmaster/schema.sql,sha256=NHHBb86cwZYtSZbOWlBgXd8dQsi5B26KZC-OR5sytAU,1802
+onesecondtrader/secmaster/utils.py,sha256=82DUBbzdGbNmQHewhC2qmcbbarnrr4g9PhEsucxbT4Y,831
+onesecondtrader-0.37.0.dist-info/METADATA,sha256=opI_V5OP0sWpVTX9pdtZ2IAKK0spDm-V3WtglKWbXUM,9682
+onesecondtrader-0.37.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
+onesecondtrader-0.37.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.37.0.dist-info/RECORD,,

onesecondtrader/brokers/__init__.py

@@ -1,7 +0,0 @@
-__all__ = [
-    "BrokerBase",
-    "SimulatedBroker",
-]
-
-from .base import BrokerBase
-from .simulated import SimulatedBroker

onesecondtrader/observers/__init__.py

@@ -1,5 +0,0 @@
-__all__ = [
-    "CSVBookkeeper",
-]
-
-from .csvbookkeeper import CSVBookkeeper

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
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