onesecondtrader 0.40.0__py3-none-any.whl → 0.41.0__py3-none-any.whl

onesecondtrader/secmaster/utils.py

@@ -187,6 +187,8 @@ def ingest_dbzip(zip_path: pathlib.Path, db_path: pathlib.Path) -> tuple[int, in
         _disable_bulk_loading(connection)
         connection.close()
 
+    update_meta(db_path)
+    update_symbol_coverage(db_path)
     return dbn_count, symbology_count
 
 
@@ -217,6 +219,8 @@ def ingest_dbn(dbn_path: pathlib.Path, db_path: pathlib.Path) -> int:
     finally:
         _disable_bulk_loading(connection)
         connection.close()
+    update_meta(db_path)
+    update_symbol_coverage(db_path)
     return count
 
 
@@ -645,3 +649,89 @@ def _instrument_to_tuple(record: databento.InstrumentDefMsg) -> tuple:
         record.group,
         record.ts_recv,
     )
+
+
+def update_meta(db_path: pathlib.Path) -> None:
+    """
+    Compute and store aggregate statistics in the meta table.
+
+    This function runs expensive COUNT/MIN/MAX queries once and stores the results
+    in the meta table for fast retrieval by the dashboard.
+
+    Args:
+        db_path: Path to the secmaster SQLite database.
+    """
+    import time
+
+    connection = sqlite3.connect(str(db_path))
+    cursor = connection.cursor()
+
+    cursor.execute("SELECT COUNT(DISTINCT instrument_id) FROM symbology")
+    symbol_count = cursor.fetchone()[0]
+
+    cursor.execute("SELECT COUNT(*) FROM ohlcv")
+    ohlcv_count = cursor.fetchone()[0]
+
+    cursor.execute("SELECT MIN(ts_event), MAX(ts_event) FROM ohlcv")
+    row = cursor.fetchone()
+    min_ts, max_ts = row[0] or 0, row[1] or 0
+
+    cursor.execute("SELECT DISTINCT rtype FROM ohlcv ORDER BY rtype")
+    rtypes = ",".join(str(r[0]) for r in cursor.fetchall())
+
+    stats = [
+        ("symbol_count", str(symbol_count)),
+        ("ohlcv_record_count", str(ohlcv_count)),
+        ("ohlcv_min_ts", str(min_ts)),
+        ("ohlcv_max_ts", str(max_ts)),
+        ("ohlcv_schemas", rtypes),
+        ("last_updated", str(int(time.time()))),
+    ]
+
+    cursor.executemany(
+        "INSERT OR REPLACE INTO meta (key, value) VALUES (?, ?)",
+        stats,
+    )
+
+    connection.commit()
+    connection.close()
+
+
+def update_symbol_coverage(db_path: pathlib.Path) -> int:
+    """
+    Compute and store per-symbol coverage statistics in the symbol_coverage table.
+
+    This function aggregates OHLCV data per instrument_id/rtype first (fast, uses
+    primary key), then joins with symbology to get symbols.
+
+    Args:
+        db_path: Path to the secmaster SQLite database.
+
+    Returns:
+        The number of symbol/rtype combinations stored.
+    """
+    connection = sqlite3.connect(str(db_path))
+    cursor = connection.cursor()
+
+    cursor.execute("DELETE FROM symbol_coverage")
+
+    cursor.execute(
+        """
+        INSERT INTO symbol_coverage (symbol, rtype, min_ts, max_ts, record_count)
+        SELECT s.symbol, agg.rtype, MIN(agg.min_ts), MAX(agg.max_ts), SUM(agg.cnt)
+        FROM (
+            SELECT instrument_id, rtype, MIN(ts_event) as min_ts, MAX(ts_event) as max_ts, COUNT(*) as cnt
+            FROM ohlcv
+            GROUP BY instrument_id, rtype
+        ) agg
+        JOIN (
+            SELECT DISTINCT instrument_id, symbol FROM symbology
+        ) s ON agg.instrument_id = s.instrument_id
+        GROUP BY s.symbol, agg.rtype
+    """
+    )
+
+    count = cursor.rowcount
+    connection.commit()
+    connection.close()
+    return count

{onesecondtrader-0.40.0.dist-info → onesecondtrader-0.41.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.40.0
+Version: 0.41.0
 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
@@ -12,12 +12,14 @@ Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
 Classifier: Programming Language :: Python :: 3.14
 Requires-Dist: databento (>=0.69.0,<0.70.0)
+Requires-Dist: fastapi (>=0.128.0,<0.129.0)
 Requires-Dist: ib-async (>=2.1.0,<3.0.0)
 Requires-Dist: matplotlib (>=3.10.7,<4.0.0)
 Requires-Dist: mplfinance (>=0.12.10b0,<0.13.0)
 Requires-Dist: pandas (>=2.3.1,<3.0.0)
 Requires-Dist: python-dotenv (>=1.0.0,<2.0.0)
 Requires-Dist: tqdm (>=4.67.1,<5.0.0)
+Requires-Dist: uvicorn (>=0.40.0,<0.41.0)
 Description-Content-Type: text/markdown
 
 # OneSecondTrader

{onesecondtrader-0.40.0.dist-info → onesecondtrader-0.41.0.dist-info}/RECORD

@@ -1,18 +1,18 @@
-onesecondtrader/__init__.py,sha256=wjmgVokbQRI14CMcxZlD60vHUsj0dX3R4byyOjPOkmg,1196
+onesecondtrader/__init__.py,sha256=_jslG2TQRbaiUCQe5LZrmP4tuvpaULdxX2SK2x4cHUc,1228
 onesecondtrader/connectors/__init__.py,sha256=rAbQCRdwxk3gkZ8QgMHPzcZXsS7a5rIj3F0rV6PqjDM,180
 onesecondtrader/connectors/brokers/__init__.py,sha256=CpZQ04U8t-KlFb4oePcdJ8W8djaBIoBe8ZOlyg7_S1A,107
 onesecondtrader/connectors/brokers/ib.py,sha256=KSldO_ZXWDHu56F5TVizvFlevhLl1gbyFzBHH35vXE0,15244
 onesecondtrader/connectors/brokers/simulated.py,sha256=Jhq8YfskEkV0rePLp8nGFI4oG_Kb_vbhMzJiWOgj-q0,12767
 onesecondtrader/connectors/datafeeds/__init__.py,sha256=ChSoiZQGN4E8p_TX0AgwNFFsE4b63ef2e6QhsTBkdLE,115
 onesecondtrader/connectors/datafeeds/ib.py,sha256=Ba4WWJXEt9SMUzFUStpfqE9aOFawOBgnfr0XexBlMuc,10353
-onesecondtrader/connectors/datafeeds/simulated.py,sha256=hztC-u9-C_rdwZMselMY1Ko3Od5OkatGFp0GQAPHpUw,4966
+onesecondtrader/connectors/datafeeds/simulated.py,sha256=jQSjmsZDpnbjNZsbBHEHFci6W4El2TiZD6lKK4kYnJo,5408
 onesecondtrader/connectors/gateways/__init__.py,sha256=K80iGnZeJFMhtD9HnEz1B4YWwgkRCQX4pNTYl2QZ-wU,83
 onesecondtrader/connectors/gateways/ib.py,sha256=XnjiUc0Z99JD09Ou90ctCVEAKfYLCKNGoWicyEvnk4s,10819
 onesecondtrader/core/__init__.py,sha256=Yde6Vy8osWbc2Du__VmC0AhD_bQ5-qSdt3VXFkCS6YM,380
 onesecondtrader/core/brokers/__init__.py,sha256=mC-nNPdaT17oy-rjluwNvbKzxi5q8xxZ4mAkU7aJU0Y,55
 onesecondtrader/core/brokers/base.py,sha256=NNcYWYYRPrvreCmn6TwFymEnIrfMLCyLFyaGXYy0UAw,1478
 onesecondtrader/core/datafeeds/__init__.py,sha256=grSCxzBCmYau1BgA9Kyj2zeK8afoBlHzpN3JqInNtTs,59
-onesecondtrader/core/datafeeds/base.py,sha256=nQgdGH77DwkeqsFSq1gsGqXbehyMrRU83-vlIyUC2so,705
+onesecondtrader/core/datafeeds/base.py,sha256=kgCgKRsF0AyJRy-WTaYcr_hzJjnQUDJ8BP9ZWOnYATY,762
 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
@@ -25,18 +25,25 @@ onesecondtrader/core/indicators/base.py,sha256=_2pJ7PS0MRUz85UT0YpvzJ5V6ce60koT8
 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/__init__.py,sha256=w-Gi7_NciopNJu3kvsmgIbPrjmJofVmjynJ6v8SOfSc,296
 onesecondtrader/core/models/data.py,sha256=fBmddVl6EXYC5u2UnvQ59DXAXeZeIb48KP1ZdeTL52A,322
 onesecondtrader/core/models/orders.py,sha256=y6Ar-6fMqaOd_hRnRGvfWUF0Z13H_2hfTOW3ROOk0A8,254
+onesecondtrader/core/models/params.py,sha256=8hZNcQ2NF4tH4gVaYvWJgdLjs_hfA2kduw2B3hcgzNw,540
 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/core/strategies/base.py,sha256=SJ-9rEq4Y4x_rRcC0mPyr8RbZ00OoYaXO9SVw7WisRQ,11409
+onesecondtrader/core/strategies/examples.py,sha256=tkEX5oRifts7uUis4uO4cE8TckXU2SwJD17m5-JDPvo,1593
+onesecondtrader/dashboard/__init__.py,sha256=vJRSXOvmNoEQ2_az79gFCRkgA1IYuQshNc6M0H3ljd4,40
+onesecondtrader/dashboard/app.py,sha256=OvbNtGoAHl0S56-Dh_-6t7wnGT-Ecsavysol-YtxK6o,60468
+onesecondtrader/dashboard/registry.py,sha256=MWnfks7K_5_ndi-6YYYbX2Lm5xhak62fomgLkjCAsvw,2734
+onesecondtrader/orchestrator/__init__.py,sha256=M0m9QP0g_2qpma4EYiG2DJF7lXQbHrAda8N30Db-V0Y,127
+onesecondtrader/orchestrator/orchestrator.py,sha256=okSsvIiUPXsOTwIVnSTxSCP-p3GPpaKvr-418mo4r0A,3681
+onesecondtrader/orchestrator/recorder.py,sha256=WtfNgStskCKweKqCCD28sDFxsT4vHlX_1es-loiQquI,7166
+onesecondtrader/orchestrator/schema.sql,sha256=0nY_jqwfypkTrVoqC4IsNXbn7DM5_WpjfZnQF6YgH9k,10350
 onesecondtrader/secmaster/__init__.py,sha256=0vKGVhRXEDMx_UoH1SIDe-ZlwGt28leslZQ8y7gr-Rs,136
-onesecondtrader/secmaster/schema.sql,sha256=6UP4DgNhWteP9EmgRNFXogJG__UBdgRwa6RiqTrbnhQ,53306
-onesecondtrader/secmaster/utils.py,sha256=r3DJ95ZoPQEagPEOCXq-fMZ3Dx0K9QCaAdHgTXzkyfE,21223
-onesecondtrader-0.40.0.dist-info/METADATA,sha256=JN1VOjGYiJ3KqcYWtta2kvW_1uoUnIVhRNInRCyZl9g,9853
-onesecondtrader-0.40.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
-onesecondtrader-0.40.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.40.0.dist-info/RECORD,,
+onesecondtrader/secmaster/schema.sql,sha256=E2nIu3jotjJOjP4LIUEvT2upzviqq4G94ZahHuDafpc,55438
+onesecondtrader/secmaster/utils.py,sha256=4rIBxnS9tQSrMPTLfMcktIL3TwHE82oNmCSnyeTT9p8,23941
+onesecondtrader-0.41.0.dist-info/METADATA,sha256=85O_TKyRPvTSjn4-2X95XnY0bY1KvS8xZuBs-CRcGOE,9939
+onesecondtrader-0.41.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
+onesecondtrader-0.41.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.41.0.dist-info/RECORD,,