onesecondtrader 0.5.3__tar.gz → 0.6.0__tar.gz

{onesecondtrader-0.5.3 → onesecondtrader-0.6.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: onesecondtrader
-Version: 0.5.3
+Version: 0.6.0
 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-0.5.3 → onesecondtrader-0.6.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "onesecondtrader"
-version = "0.5.3"
+version = "0.6.0"
 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"}
@@ -25,12 +25,9 @@ pyyaml = "^6.0.2"
 pytest = "^8.4.1"
 ruff = "^0.12.7"
 mypy = "^1.17.1"
-bandit = "^1.8.6"
-safety = "^3.6.0"
-radon = "^6.0.1"
+
 types-pyyaml = "^6.0.12.20250516"
-coverage = "^7.10.1"
-pytest-cov = "^6.2.1"
+
 mkdocs-autorefs = "^1.4.2"
 mkdocs = "^1.6.1"
 python-semantic-release = "^10.3.0"
@@ -55,32 +52,7 @@ requires = ["poetry-core>=2.0.0,<3.0.0"]
 build-backend = "poetry.core.masonry.api"
 
 [tool.mypy]
-mypy_path = "src"
-packages = ["onesecondtrader"]
 explicit_package_bases = true
 
 [tool.pytest.ini_options]
 testpaths = ["tests"]
-
-[tool.coverage.run]
-source = ["src"]
-omit = [
-    "*/tests/*",
-    "*/__pycache__/*",
-]
-
-[tool.coverage.report]
-exclude_lines = [
-    "pragma: no cover",
-    "def __repr__",
-    "if self.debug:",
-    "if settings.DEBUG",
-    "raise AssertionError",
-    "raise NotImplementedError",
-    "if 0:",
-    "if __name__ == .__main__.:",
-    "class .*\\bProtocol\\):",
-    "class Event:",
-    "class .*Event.*:",
-    "@(abc\\.)?abstractmethod",
-]

{onesecondtrader-0.5.3 → onesecondtrader-0.6.0}/src/onesecondtrader/__init__.py

@@ -7,15 +7,8 @@ Research, simulate, and deploy algorithmic trading strategies — all in one pla
 # Core infrastructure
 from .monitoring import logger
 
-# Domain models
-from .domain.models import DomainModel, MarketData, PositionManagement, SystemManagement
 
 __all__ = [
     # Core infrastructure
     "logger",
-    # Domain models
-    "DomainModel",
-    "MarketData",
-    "PositionManagement",
-    "SystemManagement",
 ]

onesecondtrader-0.5.3/src/onesecondtrader/domain/__init__.py

@@ -1,13 +0,0 @@
-from .models import DomainModel
-
-# Convenience aliases for domain models
-MarketData = DomainModel.MarketData
-PositionManagement = DomainModel.PositionManagement
-SystemManagement = DomainModel.SystemManagement
-
-__all__ = [
-    "DomainModel",
-    "MarketData",
-    "PositionManagement",
-    "SystemManagement",
-]

onesecondtrader-0.5.3/src/onesecondtrader/domain/models.py

@@ -1,526 +0,0 @@
-"""
-Container module for non-component-specific domain models.
-
-This module provides the non-component-specific domain models used across the
-trading infrastructure.
-"""
-
-import collections
-import enum
-
-
-class DomainModel:
-    """
-    Container class for non-component-specific domain models.
-    Domain models are organised into namespaces to provide clear semantic groupings
-    (e.g.: `PositionManagement.OrderType.MARKET`).
-    Note that the namespace prefix `DomainModel` can be omitted when accessing
-    the domain models, i.e.: `DomainModel.MarketData.OHLCV` can be aliased as
-    `MarketData.OHLCV`.
-
-    ???+ note "Domain Model Hierarchy"
-
-        ```mermaid
-        ---
-        config:
-          themeVariables:
-            fontSize: "11px"
-        ---
-        graph LR
-
-            A0[DomainModels]
-
-            A01[MarketData]
-            A02[PositionManagement]
-            A03[SystemManagement]
-
-            A0 --> A01
-            A0 --> A02
-            A0 --> A03
-
-            A1["**MarketData.OHLCV**"]
-            A2["**MarketData.RecordType**"]
-            A01 --> A1
-            A01 --> A2
-
-            B1["**PositionManagement.OrderType**"]
-            B2["**PositionManagement.OrderState**"]
-            B3["**PositionManagement.Side**"]
-            B4["**PositionManagement.TimeInForce**"]
-            B5["**PositionManagement.CancelReason**"]
-            A02 --> B1
-            A02 --> B2
-            A02 --> B3
-            A02 --> B4
-            A02 --> B5
-
-            C1["**SystemManagement.StopReason**"]
-            A03 --> C1
-
-            subgraph MarketData ["Market Data Domain Models"]
-            A1
-            A2
-            end
-
-            subgraph PositionManagement ["Position Management Domain Models"]
-            B1
-            B2
-            B3
-            B4
-            B5
-            end
-
-            subgraph SystemManagement ["System Management Domain Models"]
-            C1
-            end
-
-            subgraph DomainModelNamespaces ["Domain Model Namespaces"]
-            A0
-            A01
-            A02
-            A03
-            end
-        ```
-    """
-
-    # ----------------------------------------------------------------------------------
-    # SYSTEM MANAGEMENT DOMAIN MODEL NAMESPACE
-    # ----------------------------------------------------------------------------------
-
-    class SystemManagement:
-        """
-        Domain model namespace for system management related concepts.
-
-        ???+ note "Domain Model Hierarchy"
-
-            ```mermaid
-            ---
-            config:
-              themeVariables:
-                fontSize: "11px"
-            ---
-            graph LR
-
-                A0[DomainModels]
-
-                A01[MarketData]
-                A02[PositionManagement]
-                A03[SystemManagement]
-
-                A0 --> A01
-                A0 --> A02
-                A0 --> A03
-
-                A1["**MarketData.OHLCV**"]
-                A2["**MarketData.RecordType**"]
-                A01 --> A1
-                A01 --> A2
-
-                B1["**PositionManagement.OrderType**"]
-                B2["**PositionManagement.OrderState**"]
-                B3["**PositionManagement.Side**"]
-                B4["**PositionManagement.TimeInForce**"]
-                B5["**PositionManagement.CancelReason**"]
-                A02 --> B1
-                A02 --> B2
-                A02 --> B3
-                A02 --> B4
-                A02 --> B5
-
-                C1["**SystemManagement.StopReason**"]
-                A03 --> C1
-
-                subgraph MarketData ["Market Data Domain Models"]
-                A1
-                A2
-                end
-
-                subgraph PositionManagement ["Position Management Domain Models"]
-                B1
-                B2
-                B3
-                B4
-                B5
-                end
-
-                subgraph SystemManagement ["System Management Domain Models"]
-                C1
-                end
-
-                subgraph DomainModelNamespaces ["Domain Model Namespaces"]
-                A0
-                A01
-                A02
-                A03
-                end
-
-                style SystemManagement fill:#6F42C1,fill-opacity:0.3
-            ```
-        """
-
-        class StopReason(enum.Enum):
-            """
-            Reasons for system or component shutdown.
-
-            **Attributes:**
-
-            | Enum | Value | Description |
-            |------|-------|-------------|
-            | `SYSTEM_SHUTDOWN` | `enum.auto()` | Coordinated shutdown of entire system |
-            | `COMPONENT_DISCONNECT` | `enum.auto()` | Single component disconnect |
-            """
-
-            SYSTEM_SHUTDOWN = enum.auto()
-            COMPONENT_DISCONNECT = enum.auto()
-
-    # ----------------------------------------------------------------------------------
-    # POSITION MANAGEMENT DOMAIN MODEL NAMESPACE
-    # ----------------------------------------------------------------------------------
-
-    class PositionManagement:
-        """
-        ???+ note "Domain Model Hierarchy"
-
-            ```mermaid
-            ---
-            config:
-              themeVariables:
-                fontSize: "11px"
-            ---
-            graph LR
-
-                A0[DomainModels]
-
-                A01[MarketData]
-                A02[PositionManagement]
-                A03[SystemManagement]
-
-                A0 --> A01
-                A0 --> A02
-                A0 --> A03
-
-                A1["**MarketData.OHLCV**"]
-                A2["**MarketData.RecordType**"]
-                A01 --> A1
-                A01 --> A2
-
-                B1["**PositionManagement.OrderType**"]
-                B2["**PositionManagement.OrderState**"]
-                B3["**PositionManagement.Side**"]
-                B4["**PositionManagement.TimeInForce**"]
-                B5["**PositionManagement.CancelReason**"]
-                A02 --> B1
-                A02 --> B2
-                A02 --> B3
-                A02 --> B4
-                A02 --> B5
-
-                C1["**SystemManagement.StopReason**"]
-                A03 --> C1
-
-                subgraph MarketData ["Market Data Domain Models"]
-                A1
-                A2
-                end
-
-                subgraph PositionManagement ["Position Management Domain Models"]
-                B1
-                B2
-                B3
-                B4
-                B5
-                end
-
-                subgraph SystemManagement ["System Management Domain Models"]
-                C1
-                end
-
-                subgraph DomainModelNamespaces ["Domain Model Namespaces"]
-                A0
-                A01
-                A02
-                A03
-                end
-
-                style PositionManagement fill:#6F42C1,fill-opacity:0.3
-            ```
-        """
-
-        # ------------------------------------------------------------------------------
-        # ORDER TYPE
-
-        class OrderType(enum.Enum):
-            """
-            Order execution types.
-
-            **Attributes:**
-
-            | Enum | Value | Description |
-            |------|-------|-------------|
-            | `MARKET` | `enum.auto()` | Execute immediately at best available price |
-            | `LIMIT` | `enum.auto()` | Execute only at specified price or better |
-            | `STOP` | `enum.auto()` | Becomes market order when trigger price is reached |
-            | `STOP_LIMIT` | `enum.auto()` | Becomes limit order when trigger price is reached |
-            """
-
-            MARKET = enum.auto()
-            LIMIT = enum.auto()
-            STOP = enum.auto()
-            STOP_LIMIT = enum.auto()
-
-        # ------------------------------------------------------------------------------
-        # ORDER STATE
-
-        class OrderState(enum.Enum):
-            """
-            Order lifecycle states.
-
-            **Attributes:**
-
-            | Enum | Value | Description |
-            |------|-------|-------------|
-            | `NEW` | `enum.auto()` | Created but not submitted |
-            | `SUBMITTED` | `enum.auto()` | Sent to broker/exchange |
-            | `ACTIVE` | `enum.auto()` | Live in market |
-            | `PARTIALLY_FILLED` | `enum.auto()` | Partially executed |
-            | `FILLED` | `enum.auto()` | Completely executed |
-            | `CANCELLED` | `enum.auto()` | Cancelled before first fill |
-            | `CANCELLED_AT_PARTIAL_FILL` | `enum.auto()` | Cancelled after partial fill |
-            | `REJECTED` | `enum.auto()` | Rejected by broker/exchange |
-            | `EXPIRED` | `enum.auto()` | 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()
-
-        # ------------------------------------------------------------------------------
-        # SIDE
-        class Side(enum.Enum):
-            """
-            Order direction - buy or sell.
-
-            **Attributes:**
-
-            | Enum | Value | Description |
-            |------|-------|-------------|
-            | `BUY` | `enum.auto()` | Buy the financial instrument |
-            | `SELL` | `enum.auto()` | Sell the financial instrument |
-
-            """
-
-            BUY = enum.auto()
-            SELL = enum.auto()
-
-        # ------------------------------------------------------------------------------
-        # TIME IN FORCE
-        class TimeInForce(enum.Enum):
-            """
-            Order time-in-force specifications.
-
-            **Attributes:**
-
-            | Enum | Value | Description |
-            |------|-------|-------------|
-            | `DAY` | `enum.auto()` | Valid until end of trading day |
-            | `FOK` | `enum.auto()` | Fill entire order immediately or cancel (Fill-or-Kill) |
-            | `GTC` | `enum.auto()` | Active until explicitly cancelled (Good-Till-Cancelled) |
-            | `GTD` | `enum.auto()` | Active until specified date (Good-Till-Date) |
-            | `IOC` | `enum.auto()` | Execute available quantity immediately, cancel rest (Immediate-or-Cancel) |
-            """
-
-            DAY = enum.auto()
-            FOK = enum.auto()
-            GTC = enum.auto()
-            GTD = enum.auto()
-            IOC = enum.auto()
-
-        # ------------------------------------------------------------------------------
-        # CANCEL REASON
-        class CancelReason(enum.Enum):
-            """
-            Reasons for order cancellation.
-
-            **Attributes:**
-
-            | Enum | Value | Description |
-            |------|-------|-------------|
-            | `CLIENT_REQUEST` | `enum.auto()` | Order cancelled by client/trader request |
-            | `EXPIRED_TIME_IN_FORCE` | `enum.auto()` | Order expired due to time-in-force constraints |
-            | `BROKER_REJECTED_AT_SUBMISSION` | `enum.auto()` | Broker rejected order during submission |
-            | `BROKER_FORCED_CANCEL` | `enum.auto()` | Broker cancelled order due to risk or other constraints |
-            | `UNKNOWN` | `enum.auto()` | 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()
-
-    # ----------------------------------------------------------------------------------
-    # MARKET DATA DOMAIN MODEL NAMESPACE
-    # ----------------------------------------------------------------------------------
-
-    class MarketData:
-        """
-        Domain model namespace for market data related concepts.
-         (Can be aliased as `MarketData` for convenience.)
-
-        ???+ note "Domain Model Hierarchy"
-
-            ```mermaid
-            ---
-            config:
-              themeVariables:
-                fontSize: "11px"
-            ---
-            graph LR
-
-                A0[DomainModels]
-
-                A01[MarketData]
-                A02[PositionManagement]
-                A03[SystemManagement]
-
-                A0 --> A01
-                A0 --> A02
-                A0 --> A03
-
-                A1["**MarketData.OHLCV**"]
-                A2["**MarketData.RecordType**"]
-                A01 --> A1
-                A01 --> A2
-
-                B1["**PositionManagement.OrderType**"]
-                B2["**PositionManagement.OrderState**"]
-                B3["**PositionManagement.Side**"]
-                B4["**PositionManagement.TimeInForce**"]
-                B5["**PositionManagement.CancelReason**"]
-                A02 --> B1
-                A02 --> B2
-                A02 --> B3
-                A02 --> B4
-                A02 --> B5
-
-                C1["**SystemManagement.StopReason**"]
-                A03 --> C1
-
-                subgraph MarketData ["Market Data Domain Models"]
-                A1
-                A2
-                end
-
-                subgraph PositionManagement ["Position Management Domain Models"]
-                B1
-                B2
-                B3
-                B4
-                B5
-                end
-
-                subgraph SystemManagement ["System Management Domain Models"]
-                C1
-                end
-
-                subgraph DomainModelNamespaces ["Domain Model Namespaces"]
-                A0
-                A01
-                A02
-                A03
-                end
-
-                style MarketData fill:#6F42C1,fill-opacity:0.3
-            ```
-        """
-
-        # ------------------------------------------------------------------------------
-        # OHLCV
-
-        OHLCV = collections.namedtuple(
-            "OHLCV", ["open", "high", "low", "close", "volume"]
-        )
-        """
-        Simple data class for Open-High-Low-Close-Volume (OHLCV) bar data.
-
-        Attributes:
-            open (float): Open price
-            high (float): High price
-            low (float): Low price
-            close (float): Close price
-            volume (int | float): Volume
-
-        Examples:
-            >>> from onesecondtrader.domain.models import MarketData
-            >>> bar = MarketData.OHLCV(12.34, 13.74, 11.26, 12.32, 56789)
-            >>> bar.open
-            12.34
-            >>> bar.high
-            13.74
-        """
-
-        # ------------------------------------------------------------------------------
-        # RECORD TYPE
-
-        class RecordType(enum.Enum):
-            """
-            Market data record type identifiers that preserve compatibility with
-             Databento's rtype integer identifiers.
-
-            **Attributes:**
-
-            | Enum | Value | Description |
-            |------|-------|-------------|
-            | `OHLCV_1S` | `32` | 1-second bars |
-            | `OHLCV_1M` | `33` | 1-minute bars |
-            | `OHLCV_1H` | `34` | 1-hour bars |
-            | `OHLCV_1D` | `35` | Daily bars |
-
-
-            Examples:
-                >>> from onesecondtrader.domain.models import MarketData
-                >>> MarketData.RecordType.OHLCV_1S
-                <MarketData.RecordType.OHLCV_1S: 32>
-                >>> MarketData.RecordType.OHLCV_1S.value
-                32
-                >>> MarketData.RecordType.to_string(32)
-                '1-second bars'
-                >>> MarketData.RecordType.to_string(99)
-                'unknown (99)'
-            """
-
-            OHLCV_1S = 32
-            OHLCV_1M = 33
-            OHLCV_1H = 34
-            OHLCV_1D = 35
-
-            @classmethod
-            def to_string(cls, record_type: int) -> str:
-                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})"
-
-
-# --------------------------------------------------------------------------------------
-# ALIASES
-# --------------------------------------------------------------------------------------
-
-
-MarketData = DomainModel.MarketData
-PositionManagement = DomainModel.PositionManagement
-SystemManagement = DomainModel.SystemManagement