onesecondtrader 0.47.0__py3-none-any.whl → 0.48.0__py3-none-any.whl

onesecondtrader/events/__init__.py

@@ -3,5 +3,6 @@ Defines the event message objects propagated through the system.
 """
 
 from .base import EventBase
+from . import market, orders, requests, responses
 
-__all__ = ["EventBase"]
+__all__ = ["EventBase", "market", "orders", "requests", "responses"]

onesecondtrader/indicators/__init__.py

@@ -0,0 +1,9 @@
+"""
+Provides a library of common technical indicators and a base class for creating custom ones.
+"""
+
+from .base import Indicator
+
+__all__ = [
+    "Indicator",
+]

onesecondtrader/indicators/base.py

@@ -0,0 +1,142 @@
+from __future__ import annotations
+
+import abc
+import collections
+import threading
+
+import numpy as np
+
+from onesecondtrader import events
+
+
+class Indicator(abc.ABC):
+    """
+    Base class for scalar technical indicators with per-symbol history.
+
+    The class provides a thread-safe mechanism for storing and retrieving indicator values computed from incoming market bars, keyed by symbol.
+    It does not manage input windows or rolling computation state.
+
+    Subclasses define a stable indicator identifier via the `name` property and implement `_compute_indicator`, which computes a single scalar value per incoming bar.
+    Indicators with multiple conceptual outputs must be implemented as multiple single-output indicators (e.g. Bollinger Bands must be implemented via three separate indicators `BBUpper`, `BBMiddle`, and `BBLower`).
+
+    The update mechanism is thread-safe.
+    Indicator computation is performed outside the internal lock.
+    Subclasses that maintain internal state are responsible for ensuring its thread safety and must not access `_history_data`.
+
+    Indicator values are stored per symbol in bounded FIFO buffers.
+    Missing data and out-of-bounds access yield `numpy.nan`.
+
+    The `plot_at` attribute is an opaque identifier forwarded to the charting backend and has no intrinsic meaning within the indicator subsystem.
+    """
+
+    def __init__(self, max_history: int = 100, plot_at: int = 99) -> None:
+        """
+        Parameters:
+            max_history:
+                Maximum number of indicator values retained per symbol.
+                Cannot be less than 1.
+            plot_at:
+                Opaque plotting identifier forwarded to the charting backend.
+        """
+        self._lock = threading.Lock()
+        self._max_history = max(1, int(max_history))
+        self._history_data: dict[str, collections.deque[float]] = {}
+        self._plot_at = plot_at
+
+    @property
+    @abc.abstractmethod
+    def name(self) -> str:
+        """
+        Canonical indicator name.
+
+        Returns:
+            Stable identifier used for charting and downstream integration.
+        """
+        pass
+
+    @abc.abstractmethod
+    def _compute_indicator(self, incoming_bar: events.market.BarReceived) -> float:
+        """
+        Compute the indicator value for a single market bar.
+
+        This method is executed outside the internal lock.
+        Implementations must not access `_history_data` and must ensure thread safety of any internal computation state.
+
+        Parameters:
+            incoming_bar:
+                Market bar used as input for indicator computation.
+
+        Returns:
+            Computed indicator value.
+        """
+        pass
+
+    def update(self, incoming_bar: events.market.BarReceived) -> None:
+        """
+        Update the indicator with a new market bar.
+
+        The computed value is appended to the per-symbol history buffer.
+
+        Parameters:
+            incoming_bar:
+                Market bar triggering the update.
+        """
+        symbol = incoming_bar.symbol
+
+        value = self._compute_indicator(incoming_bar)
+
+        with self._lock:
+            if symbol not in self._history_data:
+                self._history_data[symbol] = collections.deque(maxlen=self._max_history)
+
+            self._history_data[symbol].append(value)
+
+    def latest(self, symbol: str) -> float:
+        """
+        Return the most recent indicator value for a symbol.
+
+        Parameters:
+            symbol:
+                Symbol identifier.
+
+        Returns:
+            Most recent value, or `numpy.nan` if unavailable.
+        """
+        return self[symbol, -1]
+
+    def __getitem__(self, key: tuple[str, int]) -> float:
+        """
+        Retrieve an indicator value by symbol and index.
+
+        Indexing follows standard Python sequence semantics.
+        Negative indices refer to positions relative to the most recent value.
+
+        Parameters:
+            key:
+                `(symbol, index)` pair specifying the symbol and history offset.
+
+        Returns:
+            Indicator value at the specified position, or `numpy.nan` if unavailable.
+        """
+        symbol, index = key
+
+        with self._lock:
+            history = self._history_data.get(symbol)
+
+            if history is None:
+                return np.nan
+
+            try:
+                return history[index]
+            except IndexError:
+                return np.nan
+
+    @property
+    def plot_at(self) -> int:
+        """
+        Plotting identifier.
+
+        Returns:
+            Opaque identifier consumed by the charting backend.
+        """
+        return self._plot_at

{onesecondtrader-0.47.0.dist-info → onesecondtrader-0.48.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: onesecondtrader
-Version: 0.47.0
+Version: 0.48.0
 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-0.47.0.dist-info → onesecondtrader-0.48.0.dist-info}/RECORD

@@ -1,5 +1,5 @@
 onesecondtrader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-onesecondtrader/events/__init__.py,sha256=CTGyob-p2-VbvRZo4u21LbSYfk0cs78eEBRNsjW_CcE,127
+onesecondtrader/events/__init__.py,sha256=1T7hJA6afxClEXvvnbXtHu9iMyhduRdJZWlg4ObWaKE,222
 onesecondtrader/events/base.py,sha256=WpLo1bSKJe7Poh2IuDDCiBYZo9vE8mkq3cQlUpyTXsY,850
 onesecondtrader/events/market/__init__.py,sha256=49z6maexBIDkAjIfkLbYzSZWEbyTpQ_HEEgT0eacrDo,132
 onesecondtrader/events/market/bar_processed.py,sha256=NsCDGC21ykmioJoITspoAuz5mesKP0_hkM4UumWk1eU,1993
@@ -18,13 +18,15 @@ onesecondtrader/events/responses/base.py,sha256=tXOP3lvd6EqpC7NbfIJinUCI-KMz6xsR
 onesecondtrader/events/responses/cancellations.py,sha256=HWF15Flz2JNOaZvArAjl9jLAt1NrQxB3MASG-0A2Z2Y,2941
 onesecondtrader/events/responses/modifications.py,sha256=ZQyehdwgAIg6HMmpQ5T_bWZ7yc4nfSeVwAGQ3T2O5-A,2968
 onesecondtrader/events/responses/orders.py,sha256=enkIUYRw9G3bzAq-it20XvXBew2gLg1mAm44m-12bns,2786
+onesecondtrader/indicators/__init__.py,sha256=UZtt1iBm6MHCpycM1WyFMIrc_h5JaPazWkXtcOugzbk,162
+onesecondtrader/indicators/base.py,sha256=G6z5H2k6KdrwMgjP7ARMom994rYy_1vJE4o0y0eQhl4,4649
 onesecondtrader/models/__init__.py,sha256=XWL6aNLwAA2JQMoqK2PY-_CwigV0ighx4zwGQVdmtCs,529
 onesecondtrader/models/bar_fields.py,sha256=GnLBL08ueUr35w2dAbKwOBWrdBS98OC9r0T2NifwTH8,646
 onesecondtrader/models/bar_period.py,sha256=J8ncVtcAxR52uD0nbC8Knds_GUP5wiuNj5rAKq4vv-4,475
 onesecondtrader/models/order_types.py,sha256=SiJamarLQ7zkHzHLLbd86I_TeZrQJ4QEIMqNHj4dxXU,737
 onesecondtrader/models/rejection_reasons.py,sha256=BToLmPholsP9GcLGZ874nQJpehZ1yB1SFyYqlf3AOwc,2127
 onesecondtrader/models/trade_sides.py,sha256=Pf9BpxoUxqgKC_EKAExfSqgfIIK9NW-RpJES0XHRF-8,583
-onesecondtrader-0.47.0.dist-info/METADATA,sha256=WB_QcKIv1c6bX6FPHsXmaxMp-NF_jX__vHYRmKEmP3U,9951
-onesecondtrader-0.47.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
-onesecondtrader-0.47.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
-onesecondtrader-0.47.0.dist-info/RECORD,,
+onesecondtrader-0.48.0.dist-info/METADATA,sha256=Wyw2QP6Lxi8aW2XgCxI38tKsRnj5GHUs6SpJ3X-J2r0,9951
+onesecondtrader-0.48.0.dist-info/WHEEL,sha256=3ny-bZhpXrU6vSQ1UPG34FoxZBp3lVcvK0LkgUz6VLk,88
+onesecondtrader-0.48.0.dist-info/licenses/LICENSE,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
+onesecondtrader-0.48.0.dist-info/RECORD,,