onesecondtrader 0.41.0__tar.gz → 0.43.0__tar.gz

{onesecondtrader-0.41.0 → onesecondtrader-0.43.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.41.0
+Version: 0.43.0
 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-0.41.0 → onesecondtrader-0.43.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.41.0"
+version = "0.43.0"
 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"}
@@ -64,6 +64,7 @@ build-backend = "poetry.core.masonry.api"
 explicit_package_bases = true
 mypy_path = "src"
 namespace_packages = true
+exclude = ["ignore/"]
 
 [tool.pytest.ini_options]
 testpaths = ["tests"]

{onesecondtrader-0.41.0 → onesecondtrader-0.43.0}/src/onesecondtrader/__init__.py

@@ -1,4 +1,5 @@
 __all__ = [
+    "ActionType",
     "BarPeriod",
     "BarProcessed",
     "BarReceived",
@@ -47,6 +48,7 @@ from onesecondtrader.core.indicators import (
     Volume,
 )
 from onesecondtrader.core.models import (
+    ActionType,
     BarPeriod,
     FillRecord,
     InputSource,

{onesecondtrader-0.41.0 → onesecondtrader-0.43.0}/src/onesecondtrader/connectors/datafeeds/simulated.py

@@ -88,12 +88,16 @@ class SimulatedDatafeed(DatafeedBase):
 
         cursor = self._connection.cursor()
 
-        instrument_ids = self._resolve_instrument_ids(cursor, symbols)
-        if not instrument_ids:
+        symbology_map = self._load_symbology(cursor, symbols)
+        if not symbology_map:
             return
 
-        instrument_to_symbol = {v: k for k, v in instrument_ids.items()}
-        id_list = list(instrument_ids.values())
+        all_instrument_ids = set()
+        for entries in symbology_map.values():
+            for entry in entries:
+                all_instrument_ids.add(entry["instrument_id"])
+
+        id_list = list(all_instrument_ids)
         rtype_list = list(set(rtype_by_symbol.values()))
 
         placeholders_ids = ",".join("?" * len(id_list))
@@ -128,7 +132,10 @@ class SimulatedDatafeed(DatafeedBase):
                 break
 
             instrument_id, rtype, ts_event, open_, high, low, close, volume = row
-            symbol = instrument_to_symbol.get(instrument_id)
+
+            symbol = self._resolve_symbol_for_bar(
+                symbology_map, instrument_id, ts_event
+            )
             if symbol is None:
                 continue
 
@@ -152,16 +159,40 @@ class SimulatedDatafeed(DatafeedBase):
             )
             self._event_bus.wait_until_system_idle()
 
-    def _resolve_instrument_ids(
+    def _load_symbology(
         self, cursor: sqlite3.Cursor, symbols: list[str]
-    ) -> dict[str, int]:
+    ) -> dict[str, list[dict]]:
         placeholders = ",".join("?" * len(symbols))
         query = f"""
-            SELECT symbol, instrument_id
+            SELECT symbol, instrument_id, start_date, end_date
             FROM symbology
             WHERE symbol IN ({placeholders})
-            GROUP BY symbol
-            HAVING start_date = MAX(start_date)
+            ORDER BY symbol, start_date
         """
         cursor.execute(query, symbols)
-        return {row[0]: row[1] for row in cursor.fetchall()}
+
+        result: dict[str, list[dict]] = {}
+        for row in cursor.fetchall():
+            symbol, instrument_id, start_date, end_date = row
+            start_ns = int(pd.Timestamp(start_date, tz="UTC").value)
+            end_ns = int(pd.Timestamp(end_date, tz="UTC").value)
+            if symbol not in result:
+                result[symbol] = []
+            result[symbol].append(
+                {
+                    "instrument_id": instrument_id,
+                    "start_ns": start_ns,
+                    "end_ns": end_ns,
+                }
+            )
+        return result
+
+    def _resolve_symbol_for_bar(
+        self, symbology_map: dict[str, list[dict]], instrument_id: int, ts_event: int
+    ) -> str | None:
+        for symbol, entries in symbology_map.items():
+            for entry in entries:
+                if entry["instrument_id"] == instrument_id:
+                    if entry["start_ns"] <= ts_event < entry["end_ns"]:
+                        return symbol
+        return None

{onesecondtrader-0.41.0 → onesecondtrader-0.43.0}/src/onesecondtrader/core/events/requests.py

@@ -16,6 +16,8 @@ class OrderSubmission(bases.BrokerRequestEvent):
     quantity: float
     limit_price: float | None = None
     stop_price: float | None = None
+    action: models.orders.ActionType | None = None
+    signal: str | None = None
 
 
 @dataclasses.dataclass(kw_only=True, frozen=True)

{onesecondtrader-0.41.0 → onesecondtrader-0.43.0}/src/onesecondtrader/core/models/__init__.py

@@ -1,4 +1,5 @@
 __all__ = [
+    "ActionType",
     "BarPeriod",
     "InputSource",
     "OrderSide",
@@ -9,6 +10,6 @@ __all__ = [
 ]
 
 from .data import BarPeriod, InputSource
-from .orders import OrderSide, OrderType
+from .orders import ActionType, OrderSide, OrderType
 from .records import OrderRecord, FillRecord
 from .params import ParamSpec

onesecondtrader-0.43.0/src/onesecondtrader/core/models/orders.py

@@ -0,0 +1,27 @@
+from __future__ import annotations
+
+import enum
+
+
+class OrderType(enum.Enum):
+    LIMIT = enum.auto()
+    MARKET = enum.auto()
+    STOP = enum.auto()
+    STOP_LIMIT = enum.auto()
+
+
+class OrderSide(enum.Enum):
+    BUY = enum.auto()
+    SELL = enum.auto()
+
+
+class ActionType(enum.Enum):
+    ENTRY = enum.auto()
+    ENTRY_LONG = enum.auto()
+    ENTRY_SHORT = enum.auto()
+    EXIT = enum.auto()
+    EXIT_LONG = enum.auto()
+    EXIT_SHORT = enum.auto()
+    ADD = enum.auto()
+    REDUCE = enum.auto()
+    REVERSE = enum.auto()

{onesecondtrader-0.41.0 → onesecondtrader-0.43.0}/src/onesecondtrader/core/models/records.py

@@ -17,6 +17,8 @@ class OrderRecord:
     quantity: float
     limit_price: float | None = None
     stop_price: float | None = None
+    action: orders.ActionType | None = None
+    signal: str | None = None
     filled_quantity: float = 0.0
 
 

{onesecondtrader-0.41.0 → onesecondtrader-0.43.0}/src/onesecondtrader/core/strategies/base.py

@@ -76,8 +76,9 @@ class StrategyBase(messaging.Subscriber, abc.ABC):
         quantity: float,
         limit_price: float | None = None,
         stop_price: float | None = None,
+        action: models.ActionType | None = None,
+        signal: str | None = None,
     ) -> uuid.UUID:
-        # Uses bar timestamp for backtest compatibility; ts_created tracks real wall-clock time
         order_id = uuid.uuid4()
 
         event = events.OrderSubmission(
@@ -89,6 +90,8 @@ class StrategyBase(messaging.Subscriber, abc.ABC):
             quantity=quantity,
             limit_price=limit_price,
             stop_price=stop_price,
+            action=action,
+            signal=signal,
         )
 
         order = models.OrderRecord(
@@ -99,6 +102,8 @@ class StrategyBase(messaging.Subscriber, abc.ABC):
             quantity=quantity,
             limit_price=limit_price,
             stop_price=stop_price,
+            action=action,
+            signal=signal,
         )
 
         self._submitted_orders[order_id] = order
@@ -137,6 +142,8 @@ class StrategyBase(messaging.Subscriber, abc.ABC):
             stop_price=(
                 stop_price if stop_price is not None else original_order.stop_price
             ),
+            action=original_order.action,
+            signal=original_order.signal,
             filled_quantity=original_order.filled_quantity,
         )
 

{onesecondtrader-0.41.0 → onesecondtrader-0.43.0}/src/onesecondtrader/core/strategies/examples.py

@@ -29,6 +29,8 @@ class SMACrossover(StrategyBase):
                 models.OrderType.MARKET,
                 models.OrderSide.BUY,
                 self.quantity,  # type: ignore[attr-defined]
+                action=models.ActionType.ENTRY,
+                signal="sma_crossover_up",
             )
 
         if (
@@ -40,4 +42,6 @@ class SMACrossover(StrategyBase):
                 models.OrderType.MARKET,
                 models.OrderSide.SELL,
                 self.quantity,  # type: ignore[attr-defined]
+                action=models.ActionType.EXIT,
+                signal="sma_crossover_down",
             )