onesecondtrader 0.40.0__tar.gz → 0.41.0__tar.gz

{onesecondtrader-0.40.0 → onesecondtrader-0.41.0}/PKG-INFO

@@ -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 → onesecondtrader-0.41.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.40.0"
+version = "0.41.0"
 description = "The Trading Infrastructure Toolkit for Python. Research, simulate, and deploy algorithmic trading strategies — all in one place."
 authors = [
     {name = "Nils P. Kujath",email = "63961429+NilsKujath@users.noreply.github.com"}
@@ -15,6 +15,8 @@ dependencies = [
     "tqdm (>=4.67.1,<5.0.0)",
     "mplfinance (>=0.12.10b0,<0.13.0)",
     "ib-async (>=2.1.0,<3.0.0)",
+    "fastapi (>=0.128.0,<0.129.0)",
+    "uvicorn (>=0.40.0,<0.41.0)",
 ]
 
 [tool.poetry]

{onesecondtrader-0.40.0 → onesecondtrader-0.41.0}/src/onesecondtrader/__init__.py

@@ -18,6 +18,7 @@ __all__ = [
     "OrderSide",
     "OrderSubmission",
     "OrderType",
+    "ParamSpec",
     "SimulatedBroker",
     "SimulatedDatafeed",
     "SimpleMovingAverage",
@@ -52,5 +53,6 @@ from onesecondtrader.core.models import (
     OrderRecord,
     OrderSide,
     OrderType,
+    ParamSpec,
 )
 from onesecondtrader.core.strategies import SMACrossover, StrategyBase

{onesecondtrader-0.40.0 → onesecondtrader-0.41.0}/src/onesecondtrader/connectors/datafeeds/simulated.py

@@ -21,6 +21,8 @@ _PRICE_SCALE = 1e9
 
 class SimulatedDatafeed(DatafeedBase):
     db_path: str = ""
+    start_ts: int | None = None
+    end_ts: int | None = None
 
     def __init__(self, event_bus: messaging.EventBus) -> None:
         super().__init__(event_bus)
@@ -51,9 +53,14 @@ class SimulatedDatafeed(DatafeedBase):
         self._connected = False
 
     def subscribe(self, symbol: str, bar_period: models.BarPeriod) -> None:
-        if (symbol, bar_period) in self._subscriptions:
-            return
         self._subscriptions.add((symbol, bar_period))
+
+    def unsubscribe(self, symbol: str, bar_period: models.BarPeriod) -> None:
+        self._subscriptions.discard((symbol, bar_period))
+
+    def wait_until_complete(self) -> None:
+        if not self._subscriptions:
+            return
         if self._thread is None or not self._thread.is_alive():
             self._stop_event.clear()
             self._thread = threading.Thread(
@@ -62,9 +69,7 @@ class SimulatedDatafeed(DatafeedBase):
                 daemon=False,
             )
             self._thread.start()
-
-    def unsubscribe(self, symbol: str, bar_period: models.BarPeriod) -> None:
-        self._subscriptions.discard((symbol, bar_period))
+        self._thread.join()
 
     def _stream(self) -> None:
         if not self._connection:
@@ -94,15 +99,25 @@ class SimulatedDatafeed(DatafeedBase):
         placeholders_ids = ",".join("?" * len(id_list))
         placeholders_rtypes = ",".join("?" * len(rtype_list))
 
+        date_filter = ""
+        params = id_list + rtype_list
+        if self.start_ts is not None:
+            date_filter += " AND ts_event >= ?"
+            params.append(self.start_ts)
+        if self.end_ts is not None:
+            date_filter += " AND ts_event <= ?"
+            params.append(self.end_ts)
+
         query = f"""
             SELECT instrument_id, rtype, ts_event, open, high, low, close, volume
             FROM ohlcv
             WHERE instrument_id IN ({placeholders_ids})
               AND rtype IN ({placeholders_rtypes})
+              {date_filter}
             ORDER BY ts_event
         """
 
-        cursor.execute(query, id_list + rtype_list)
+        cursor.execute(query, params)
 
         while True:
             if self._stop_event.is_set():

{onesecondtrader-0.40.0 → onesecondtrader-0.41.0}/src/onesecondtrader/core/datafeeds/base.py

@@ -27,3 +27,6 @@ class DatafeedBase(abc.ABC):
     @abc.abstractmethod
     def unsubscribe(self, symbol: str, bar_period: models.BarPeriod) -> None:
         pass
+
+    def wait_until_complete(self) -> None:
+        pass

{onesecondtrader-0.40.0 → onesecondtrader-0.41.0}/src/onesecondtrader/core/models/__init__.py

@@ -5,8 +5,10 @@ __all__ = [
     "OrderType",
     "OrderRecord",
     "FillRecord",
+    "ParamSpec",
 ]
 
 from .data import BarPeriod, InputSource
 from .orders import OrderSide, OrderType
 from .records import OrderRecord, FillRecord
+from .params import ParamSpec

onesecondtrader-0.41.0/src/onesecondtrader/core/models/params.py

@@ -0,0 +1,21 @@
+from __future__ import annotations
+
+import dataclasses
+import enum
+
+
+@dataclasses.dataclass
+class ParamSpec:
+    default: int | float | str | bool | enum.Enum
+    min: int | float | None = None
+    max: int | float | None = None
+    step: int | float | None = None
+    choices: list | None = None
+
+    @property
+    def resolved_choices(self) -> list | None:
+        if self.choices is not None:
+            return self.choices
+        if isinstance(self.default, enum.Enum):
+            return list(type(self.default))
+        return None

{onesecondtrader-0.40.0 → onesecondtrader-0.41.0}/src/onesecondtrader/core/strategies/base.py

@@ -10,11 +10,17 @@ from onesecondtrader.core import events, indicators, messaging, models
 
 
 class StrategyBase(messaging.Subscriber, abc.ABC):
+    name: str = ""
     symbols: list[str] = []
-    bar_period: models.BarPeriod = models.BarPeriod.SECOND
+    parameters: dict[str, models.ParamSpec] = {}
 
-    def __init__(self, event_bus: messaging.EventBus) -> None:
+    def __init__(self, event_bus: messaging.EventBus, **overrides) -> None:
         super().__init__(event_bus)
+
+        for name, spec in self.parameters.items():
+            value = overrides.get(name, spec.default)
+            setattr(self, name, value)
+
         self._subscribe(
             events.BarReceived,
             events.OrderSubmissionAccepted,
@@ -179,7 +185,7 @@ class StrategyBase(messaging.Subscriber, abc.ABC):
     def _on_bar_received(self, event: events.BarReceived) -> None:
         if event.symbol not in self.symbols:
             return
-        if event.bar_period != self.bar_period:
+        if event.bar_period != self.bar_period:  # type: ignore[attr-defined]
             return
 
         self._current_symbol = event.symbol

{onesecondtrader-0.40.0 → onesecondtrader-0.41.0}/src/onesecondtrader/core/strategies/examples.py

@@ -3,16 +3,20 @@ from .base import StrategyBase
 
 
 class SMACrossover(StrategyBase):
-    fast_period: int = 20
-    slow_period: int = 100
-    quantity: float = 1.0
+    name = "SMA Crossover"
+    parameters = {
+        "bar_period": models.ParamSpec(default=models.BarPeriod.SECOND),
+        "fast_period": models.ParamSpec(default=20, min=5, max=100, step=1),
+        "slow_period": models.ParamSpec(default=100, min=10, max=500, step=1),
+        "quantity": models.ParamSpec(default=1.0, min=0.1, max=100.0, step=0.1),
+    }
 
     def setup(self) -> None:
         self.fast_sma = self.add_indicator(
-            indicators.SimpleMovingAverage(period=self.fast_period)
+            indicators.SimpleMovingAverage(period=self.fast_period)  # type: ignore[attr-defined]
         )
         self.slow_sma = self.add_indicator(
-            indicators.SimpleMovingAverage(period=self.slow_period)
+            indicators.SimpleMovingAverage(period=self.slow_period)  # type: ignore[attr-defined]
         )
 
     def on_bar(self, event: events.BarReceived) -> None:
@@ -22,7 +26,9 @@ class SMACrossover(StrategyBase):
             and self.position <= 0
         ):
             self.submit_order(
-                models.OrderType.MARKET, models.OrderSide.BUY, self.quantity
+                models.OrderType.MARKET,
+                models.OrderSide.BUY,
+                self.quantity,  # type: ignore[attr-defined]
             )
 
         if (
@@ -31,5 +37,7 @@ class SMACrossover(StrategyBase):
             and self.position >= 0
         ):
             self.submit_order(
-                models.OrderType.MARKET, models.OrderSide.SELL, self.quantity
+                models.OrderType.MARKET,
+                models.OrderSide.SELL,
+                self.quantity,  # type: ignore[attr-defined]
             )

onesecondtrader-0.41.0/src/onesecondtrader/dashboard/__init__.py

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