opencode-pyneruntime 6.6.4__py3-none-any.whl

pynecore/lib/strategy/closedtrades.py

@@ -0,0 +1,347 @@
+from ...types.na import NA, na_float
+from ...types import PyneFloat, PyneInt, PyneStr
+from ... import lib
+
+from ...core.module_property import module_property
+
+
+#
+# Functions
+#
+
+# noinspection PyProtectedMember
+def commission(trade_num: int) -> PyneFloat:
+    """
+    Returns the sum of entry and exit fees paid in the closed trade, expressed in strategy.account_currency
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The sum of entry and exit fees paid in the closed trade, expressed in strategy.account_currency
+    """
+    if trade_num < 0:
+        return na_float
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].commission
+    except (IndexError, AssertionError):
+        return 0.0
+
+
+# noinspection PyProtectedMember
+def entry_bar_index(trade_num: int) -> PyneInt:
+    """
+    Returns the bar_index of the closed trade's entry
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The bar_index of the closed trade's entry
+    """
+    if trade_num < 0:
+        return NA(int)
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].entry_bar_index
+    except (IndexError, AssertionError):
+        return NA(int)
+
+
+# noinspection PyProtectedMember
+def entry_comment(trade_num: int) -> PyneStr:
+    """
+    Returns the comment message of the closed trade's entry
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The comment message of the closed trade's entry
+    """
+    if trade_num < 0:
+        return NA(str)
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        comment = lib._script.position.closed_trades[trade_num].entry_comment
+        return comment if comment is not None else NA(str)
+    except (IndexError, AssertionError):
+        return NA(str)
+
+
+# noinspection PyProtectedMember
+def entry_id(trade_num: int) -> PyneStr:
+    """
+    Returns the id of the closed trade's entry
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The id of the closed trade's entry
+    """
+    if trade_num < 0:
+        return NA(str)
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        entry_id_ = lib._script.position.closed_trades[trade_num].entry_id
+        return entry_id_ if entry_id_ is not None else NA(str)
+    except (IndexError, AssertionError):
+        return NA(str)
+
+
+# noinspection PyProtectedMember
+def entry_price(trade_num: int) -> PyneFloat:
+    """
+    Returns the price of the closed trade's entry
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The price of the closed trade's entry
+    """
+    if trade_num < 0:
+        return na_float
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].entry_price
+    except (IndexError, AssertionError):
+        return na_float
+
+
+# noinspection PyProtectedMember
+def entry_time(trade_num: int) -> PyneInt:
+    """
+    Returns the time of the closed trade's entry (UNIX)
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The time of the closed trade's entry
+    """
+    if trade_num < 0:
+        return NA(int)
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].entry_time
+    except (IndexError, AssertionError):
+        return NA(int)
+
+
+# noinspection PyProtectedMember
+def exit_bar_index(trade_num: int) -> PyneInt:
+    """
+    Returns the bar_index of the closed trade's exit
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The bar_index of the closed trade's exit
+    """
+    if trade_num < 0:
+        return NA(int)
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].exit_bar_index
+    except (IndexError, AssertionError):
+        return NA(int)
+
+
+# noinspection PyProtectedMember
+def exit_comment(trade_num: int) -> PyneStr:
+    """
+    Returns the comment message of the closed trade's exit
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The comment message of the closed trade's exit
+    """
+    if trade_num < 0:
+        return NA(str)
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].exit_comment
+    except (IndexError, AssertionError):
+        return NA(str)
+
+
+# noinspection PyProtectedMember
+def exit_id(trade_num: int) -> PyneStr:
+    """
+    Returns the id of the closed trade's exit
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The id of the closed trade's exit
+    """
+    if trade_num < 0:
+        return NA(str)
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        exit_id_ = lib._script.position.closed_trades[trade_num].exit_id
+        return exit_id_ if exit_id_ is not None else NA(str)
+    except (IndexError, AssertionError):
+        return NA(str)
+
+
+# noinspection PyProtectedMember
+def exit_price(trade_num: int) -> PyneFloat:
+    """
+    Returns the price of the closed trade's exit
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The price of the closed trade's exit
+    """
+    if trade_num < 0:
+        return na_float
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].exit_price
+    except (IndexError, AssertionError):
+        return na_float
+
+
+# noinspection PyProtectedMember
+def exit_time(trade_num: int) -> PyneInt:
+    """
+    Returns the time of the closed trade's exit (UNIX)
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The time of the closed trade's exit
+    """
+    if trade_num < 0:
+        return NA(int)
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].exit_time
+    except (IndexError, AssertionError):
+        return NA(int)
+
+
+# noinspection PyProtectedMember
+def max_drawdown(trade_num: int) -> PyneFloat:
+    """
+    Returns the maximum drawdown of the closed trade
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The maximum drawdown of the closed trade
+    """
+    if trade_num < 0:
+        return na_float
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].max_drawdown
+    except (IndexError, AssertionError):
+        return 0.0
+
+
+# noinspection PyProtectedMember
+def max_drawdown_percent(trade_num: int) -> PyneFloat:
+    """
+    Returns the maximum drawdown percent of the closed trade
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The maximum drawdown percent of the closed trade
+    """
+    if trade_num < 0:
+        return na_float
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].max_drawdown_percent
+    except (IndexError, AssertionError):
+        return 0.0
+
+
+# noinspection PyProtectedMember
+def max_runup(trade_num: int) -> PyneFloat:
+    """
+    Returns the maximum runup of the closed trade
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The maximum runup of the closed trade
+    """
+    if trade_num < 0:
+        return na_float
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].max_runup
+    except (IndexError, AssertionError):
+        return 0.0
+
+
+# noinspection PyProtectedMember
+def max_runup_percent(trade_num: int) -> PyneFloat:
+    """
+    Returns the maximum runup percent of the closed trade
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The maximum runup percent of the closed trade
+    """
+    if trade_num < 0:
+        return na_float
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].max_runup_percent
+    except (IndexError, AssertionError):
+        return 0.0
+
+
+# noinspection PyProtectedMember
+def profit(trade_num: int) -> PyneFloat:
+    """
+    Returns the profit of the closed trade
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The profit of the closed trade
+    """
+    if trade_num < 0:
+        return na_float
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].profit
+    except (IndexError, AssertionError):
+        return 0.0
+
+
+# noinspection PyProtectedMember
+def profit_percent(trade_num: int) -> PyneFloat:
+    """
+    Returns the profit percent of the closed trade
+
+    :param trade_num: The trade number of the closed trade. The number of the first trade is zero
+    :return: The profit percent of the closed trade
+    """
+    if trade_num < 0:
+        return na_float
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].profit_percent
+    except (IndexError, AssertionError):
+        return 0.0
+
+
+# noinspection PyProtectedMember
+def size(trade_num: int) -> PyneFloat:
+    if trade_num < 0:
+        return 0.0
+    try:
+        assert lib._script is not None
+        assert lib._script.position is not None
+        return lib._script.position.closed_trades[trade_num].size
+    except (IndexError, AssertionError):
+        return 0.0
+
+
+#
+# Module property
+#
+
+# noinspection PyProtectedMember
+@module_property
+def closedtrades() -> int:
+    """
+    Number of trades, which were closed for the whole trading range.
+
+    :return: The number of closed trades
+    """
+    if lib._script is None or lib._script.position is None:
+        return 0
+    position = lib._script.position
+    return len(position.closed_trades)

pynecore/lib/strategy/closedtrades.pyi

@@ -0,0 +1,53 @@
+from ...types import PyneFloat, PyneInt, PyneStr
+
+
+# IDE-facing view of the function-and-namespace module: bare ``strategy.closedtrades``
+# is an int value, ``strategy.closedtrades.commission(...)`` a namespaced function;
+# the AST transformer resolves both at runtime. The ``int`` base keeps arithmetic
+# on the bare name type-checking.
+class ClosedTradesModule(int):
+
+    def __call__(self) -> int: ...
+
+    #
+    # Functions
+    #
+
+    def commission(self, trade_num: int) -> PyneFloat: ...
+
+    def entry_bar_index(self, trade_num: int) -> PyneInt: ...
+
+    def entry_comment(self, trade_num: int) -> PyneStr: ...
+
+    def entry_id(self, trade_num: int) -> PyneStr: ...
+
+    def entry_price(self, trade_num: int) -> PyneFloat: ...
+
+    def entry_time(self, trade_num: int) -> PyneInt: ...
+
+    def exit_bar_index(self, trade_num: int) -> PyneInt: ...
+
+    def exit_comment(self, trade_num: int) -> PyneStr: ...
+
+    def exit_id(self, trade_num: int) -> PyneStr: ...
+
+    def exit_price(self, trade_num: int) -> PyneFloat: ...
+
+    def exit_time(self, trade_num: int) -> PyneInt: ...
+
+    def max_drawdown(self, trade_num: int) -> PyneFloat: ...
+
+    def max_drawdown_percent(self, trade_num: int) -> PyneFloat: ...
+
+    def max_runup(self, trade_num: int) -> PyneFloat: ...
+
+    def max_runup_percent(self, trade_num: int) -> PyneFloat: ...
+
+    def profit(self, trade_num: int) -> PyneFloat: ...
+
+    def profit_percent(self, trade_num: int) -> PyneFloat: ...
+
+    def size(self, trade_num: int) -> PyneFloat: ...
+
+
+closedtrades: ClosedTradesModule

pynecore/lib/strategy/commission.py

@@ -0,0 +1,9 @@
+from ...types.strategy import Commission
+
+#
+# Constants
+#
+
+cash_per_contract = Commission("cash_per_contract")
+cash_per_order = Commission("cash_per_order")
+percent = Commission("percent")

pynecore/lib/strategy/direction.py

@@ -0,0 +1,9 @@
+from ...types.strategy import Direction
+
+#
+# Constants
+#
+
+all = Direction("all")  # noqa
+long = Direction("long")
+short = Direction("short")

pynecore/lib/strategy/oca.py

@@ -0,0 +1,13 @@
+from ...types.strategy import Oca
+
+#
+# Constants
+#
+# The string values here are the Pine-side literals; the broker layer treats
+# them as the authoritative enum members of
+# :class:`pynecore.core.broker.models.OcaType`. A new OCA semantic must be
+# added in both places or the sync engine will reject the intent.
+
+cancel = Oca("cancel")
+reduce = Oca("reduce")
+none = Oca("none")