onesecondtrader 0.4.0__py3-none-any.whl → 0.5.0__py3-none-any.whl

onesecondtrader/__init__.py

@@ -8,8 +8,13 @@ Research, simulate, and deploy algorithmic trading strategies — all in one pla
 from .log_config import logger
 
 # Domain models
+from .domain_models import MarketData, PositionManagement, SystemManagement
 
 __all__ = [
     # Core infrastructure
     "logger",
+    # Domain models
+    "MarketData",
+    "PositionManagement",
+    "SystemManagement",
 ]

onesecondtrader/domain_models.py

@@ -0,0 +1,216 @@
+"""
+This module defines the core domain models for trading infrastructure.
+ These models are organised into namespaces to provide clear semantic groupings
+ (e.g.: `PositionManagement.OrderType.MARKET`).
+"""
+
+import collections
+import enum
+
+
+class MarketData:
+    """
+    Domain model namespace for market data related concepts.
+
+    ???+ note "Market Data Record Types"
+
+        ```mermaid
+        ---
+        config:
+          themeVariables:
+            fontSize: "11px"
+        ---
+        graph LR
+            A0[MarketData]
+            A[MarketData.OHLCV]
+            B[MarketData.RecordType]
+            A0 --> A
+            A0 --> B
+
+        ```
+    """
+
+    OHLCV = collections.namedtuple("OHLCV", ["open", "high", "low", "close", "volume"])
+
+    class RecordType(enum.Enum):
+        """
+        Market data record type identifiers that preserve compatibility with Databento's
+         rtype integers identifiers:
+
+        quote:
+            - `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, record_type: int) -> str:
+            """Convert record type integer to human-readable description."""
+            match record_type:
+                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 ({record_type})"
+
+
+class PositionManagement:
+    """
+    Domain model namespace for position management related concepts.
+
+    ???+ note "Position Management Concepts"
+
+        ```mermaid
+        ---
+        config:
+          themeVariables:
+            fontSize: "11px"
+        ---
+        graph LR
+            A0[PositionManagement]
+            A[PositionManagement.OrderType]
+            B[PositionManagement.OrderState]
+            C[PositionManagement.Side]
+            D[PositionManagement.TimeInForce]
+            E[PositionManagement.CancelReason]
+            A0 --> A
+            A0 --> B
+            A0 --> C
+            A0 --> D
+            A0 --> E
+        ```
+    """
+
+    class OrderType(enum.Enum):
+        """
+        Order execution types.
+
+        quote:
+            - `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.
+
+        quote:
+            - `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.
+
+        quote:
+            - `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.
+
+        quote:
+            - `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()
+
+    class CancelReason(enum.Enum):
+        """
+        Reasons for order cancellation.
+
+        quote:
+            - `CLIENT_REQUEST`: Order cancelled by client/trader request
+            - `EXPIRED_TIME_IN_FORCE`: Order expired due to time-in-force constraints
+            - `BROKER_REJECTED_AT_SUBMISSION`: Broker rejected order during submission
+            - `BROKER_FORCED_CANCEL`: Broker cancelled order due to risk or other constraints
+            - `UNKNOWN`: Cancellation reason not specified or unknown
+        """
+
+        CLIENT_REQUEST = enum.auto()
+        EXPIRED_TIME_IN_FORCE = enum.auto()
+        BROKER_REJECTED_AT_SUBMISSION = enum.auto()
+        BROKER_FORCED_CANCEL = enum.auto()
+        UNKNOWN = enum.auto()
+
+
+class SystemManagement:
+    """
+    Domain model namespace for system management related concepts.
+
+    ???+ note "System Management Concepts"
+
+        ```mermaid
+        ---
+        config:
+          themeVariables:
+            fontSize: "11px"
+        ---
+        graph LR
+            A0[SystemManagement]
+            A[SystemManagement.StopReason]
+            A0 --> A
+        ```
+    """
+
+    class StopReason(enum.Enum):
+        """
+        Reasons for system or component shutdown.
+
+        quote:
+            - `SYSTEM_SHUTDOWN`: Coordinated shutdown of entire system
+            - `COMPONENT_DISCONNECT`: Single component disconnect
+        """
+
+        SYSTEM_SHUTDOWN = enum.auto()
+        COMPONENT_DISCONNECT = enum.auto()

{onesecondtrader-0.4.0.dist-info → onesecondtrader-0.5.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: onesecondtrader
-Version: 0.4.0
+Version: 0.5.0
 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-0.5.0.dist-info/RECORD

@@ -0,0 +1,7 @@
+onesecondtrader/__init__.py,sha256=xB2oXIiffWA19eaQbdEn3GZyymhyLHaxPLO-DhP4CLc,430
+onesecondtrader/domain_models.py,sha256=3UigXXEBlZehQupwM_LnLh4rlsOil9e_iPMosjWKFcw,6229
+onesecondtrader/log_config.py,sha256=TGm53SD_TA4Xa57Go91BGHV3SEIA6MflwSO63r9Jt6g,366
+onesecondtrader-0.5.0.dist-info/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.5.0.dist-info/METADATA,sha256=FRJXLOfZEs1Pr3PFNqfV41cBDNk1oT49RiO9cFYDwRw,1220
+onesecondtrader-0.5.0.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+onesecondtrader-0.5.0.dist-info/RECORD,,

onesecondtrader-0.4.0.dist-info/RECORD

@@ -1,6 +0,0 @@
-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,,