opencode-pyneruntime 6.6.4__tar.gz → 6.8.7__tar.gz

{opencode_pyneruntime-6.6.4 → opencode_pyneruntime-6.8.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: opencode-pyneruntime
-Version: 6.6.4
+Version: 6.8.7
 Summary: PyneCore runtime (rubycell fork of PyneSys/pynecore) — Pine Script-like runtime and API
 Author-email: PYNESYS LLC <hello@pynesys.com>
 Maintainer: rubycell
@@ -214,6 +214,40 @@ pyne run my_indicator.py ccxt_BYBIT_BTC_USDT_USDT_1D.ohlcv
 
 > **Note**: Pine Script compilation requires a PyneSys API key. Get yours at [pynesys.io](https://pynesys.io).
 
+## Broker Plugins (this fork)
+
+This fork adds venue plugins under [`plugins/`](plugins/), editable-installed and
+auto-discovered through the `pyne.plugin` entry-point group:
+
+| Plugin | Entry points | What it does |
+|---|---|---|
+| **DNSE** — [`plugins/dnse`](plugins/dnse) | `dnse` (data) · `dnse_broker` (broker) | Vietnamese derivatives & stocks: OHLCV history + **native STOP/OCO conditional orders** on DNSE's OpenAPI, built on the vendored `openapi-sdk` 2.0.0. REST-only. |
+
+```bash
+# historical / live data feed (no --from: it truncates the shared .ohlcv cache;
+# the built-in -500-real-bars default is both safe and deep enough)
+pyne run my_strategy.py dnse:VN30F1M@5
+
+# live broker — places REAL orders (implies --live)
+pyne run my_strategy.py dnse_broker:VN30F1M@5 --broker
+```
+
+Testing: `pytest plugins/dnse/tests/` (unit + offline e2e against a fake venue that
+reproduces DNSE's measured quirks), plus a live-test suite — a session-independent
+venue-semantics gate and two staged live probes (no-fill place/amend/cancel/OCA cases
+and a fill matrix whose backtest mode doubles as the oracle). Procedures, safety rules
+and the measured venue facts: [`plugins/dnse/testing/live_test/README.md`](plugins/dnse/testing/live_test/README.md).
+
+The vendored SDK, a mirror of DNSE's OpenAPI docs
+(`docs/dnse-openapi-documentation/`) with a sync/verify tool, and the
+error-handling plan (`docs/plan/`) live alongside the plugin.
+
+**Reference plugins** — the DNSE plugin follows PyneSys's official broker-plugin
+examples, kept as workspace siblings for pattern reference:
+[`pynecore-plugin-bybit`](https://github.com/PyneSys/pynecore-plugin-bybit),
+[`pynecore-plugin-capitalcom`](https://github.com/PyneSys/pynecore-plugin-capitalcom),
+[`pynecore-plugin-ctrader`](https://github.com/PyneSys/pynecore-plugin-ctrader).
+
 ## Why Choose PyneCore?
 
 - **Beyond TradingView Limitations**: No more platform restrictions, code size limits, or subscription fees

{opencode_pyneruntime-6.6.4 → opencode_pyneruntime-6.8.7}/README.md

@@ -169,6 +169,40 @@ pyne run my_indicator.py ccxt_BYBIT_BTC_USDT_USDT_1D.ohlcv
 
 > **Note**: Pine Script compilation requires a PyneSys API key. Get yours at [pynesys.io](https://pynesys.io).
 
+## Broker Plugins (this fork)
+
+This fork adds venue plugins under [`plugins/`](plugins/), editable-installed and
+auto-discovered through the `pyne.plugin` entry-point group:
+
+| Plugin | Entry points | What it does |
+|---|---|---|
+| **DNSE** — [`plugins/dnse`](plugins/dnse) | `dnse` (data) · `dnse_broker` (broker) | Vietnamese derivatives & stocks: OHLCV history + **native STOP/OCO conditional orders** on DNSE's OpenAPI, built on the vendored `openapi-sdk` 2.0.0. REST-only. |
+
+```bash
+# historical / live data feed (no --from: it truncates the shared .ohlcv cache;
+# the built-in -500-real-bars default is both safe and deep enough)
+pyne run my_strategy.py dnse:VN30F1M@5
+
+# live broker — places REAL orders (implies --live)
+pyne run my_strategy.py dnse_broker:VN30F1M@5 --broker
+```
+
+Testing: `pytest plugins/dnse/tests/` (unit + offline e2e against a fake venue that
+reproduces DNSE's measured quirks), plus a live-test suite — a session-independent
+venue-semantics gate and two staged live probes (no-fill place/amend/cancel/OCA cases
+and a fill matrix whose backtest mode doubles as the oracle). Procedures, safety rules
+and the measured venue facts: [`plugins/dnse/testing/live_test/README.md`](plugins/dnse/testing/live_test/README.md).
+
+The vendored SDK, a mirror of DNSE's OpenAPI docs
+(`docs/dnse-openapi-documentation/`) with a sync/verify tool, and the
+error-handling plan (`docs/plan/`) live alongside the plugin.
+
+**Reference plugins** — the DNSE plugin follows PyneSys's official broker-plugin
+examples, kept as workspace siblings for pattern reference:
+[`pynecore-plugin-bybit`](https://github.com/PyneSys/pynecore-plugin-bybit),
+[`pynecore-plugin-capitalcom`](https://github.com/PyneSys/pynecore-plugin-capitalcom),
+[`pynecore-plugin-ctrader`](https://github.com/PyneSys/pynecore-plugin-ctrader).
+
 ## Why Choose PyneCore?
 
 - **Beyond TradingView Limitations**: No more platform restrictions, code size limits, or subscription fees

{opencode_pyneruntime-6.6.4 → opencode_pyneruntime-6.8.7}/build/opencode_pyneruntime.egg-info/SOURCES.txt

@@ -24,6 +24,7 @@ src/pynecore/cli/utils/keyreader.py
 src/pynecore/cli/utils/provider_picker.py
 src/pynecore/cli/utils/symbol_browser.py
 src/pynecore/core/__init__.py
+src/pynecore/core/_file_io.py
 src/pynecore/core/aggregator.py
 src/pynecore/core/bar_magnifier.py
 src/pynecore/core/class_property.py
@@ -34,6 +35,7 @@ src/pynecore/core/data_converter.py
 src/pynecore/core/datetime.py
 src/pynecore/core/download_info.py
 src/pynecore/core/download_runner.py
+src/pynecore/core/drawing_snapshot.py
 src/pynecore/core/htf_aggregator.py
 src/pynecore/core/import_hook.py
 src/pynecore/core/instance_state.py
@@ -41,9 +43,12 @@ src/pynecore/core/live_ltf_collector.py
 src/pynecore/core/live_ltf_window.py
 src/pynecore/core/live_runner.py
 src/pynecore/core/module_property.py
-src/pynecore/core/ohlcv_file.py
+src/pynecore/core/ohlcv.py
+src/pynecore/core/ohlcv_importers.py
+src/pynecore/core/ohlcv_legacy.py
 src/pynecore/core/overload.py
 src/pynecore/core/pine_cast.py
+src/pynecore/core/pine_compare.py
 src/pynecore/core/pine_export.py
 src/pynecore/core/pine_method.py
 src/pynecore/core/pine_range.py
@@ -51,6 +56,7 @@ src/pynecore/core/pine_udt.py
 src/pynecore/core/provider_string.py
 src/pynecore/core/random.py
 src/pynecore/core/resampler.py
+src/pynecore/core/rolling_sum.py
 src/pynecore/core/safe_convert.py
 src/pynecore/core/script.py
 src/pynecore/core/script_runner.py
@@ -58,6 +64,7 @@ src/pynecore/core/security.py
 src/pynecore/core/security_process.py
 src/pynecore/core/security_shm.py
 src/pynecore/core/series.py
+src/pynecore/core/session.py
 src/pynecore/core/strategy_stats.py
 src/pynecore/core/symbol_map.py
 src/pynecore/core/syminfo.py
@@ -175,6 +182,7 @@ src/pynecore/transformers/builtin_shadow.py
 src/pynecore/transformers/closure_arguments_transformer.py
 src/pynecore/transformers/display_rewrite.py
 src/pynecore/transformers/dynamic_default.py
+src/pynecore/transformers/float_tolerance.py
 src/pynecore/transformers/function_isolation.py
 src/pynecore/transformers/import_lifter.py
 src/pynecore/transformers/import_normalizer.py
@@ -184,9 +192,9 @@ src/pynecore/transformers/lib_series.py
 src/pynecore/transformers/locations.py
 src/pynecore/transformers/module_properties.json
 src/pynecore/transformers/module_property.py
-src/pynecore/transformers/ne_guard.py
 src/pynecore/transformers/persistent.py
 src/pynecore/transformers/persistent_series.py
+src/pynecore/transformers/pine_truthiness.py
 src/pynecore/transformers/safe_convert_transformer.py
 src/pynecore/transformers/safe_division_transformer.py
 src/pynecore/transformers/script_requirements.py

{opencode_pyneruntime-6.6.4 → opencode_pyneruntime-6.8.7}/pyproject.toml

@@ -20,7 +20,7 @@ egg_info.egg_base = "build"
 # `pynecore` so transpiler-generated code runs unchanged. Upstream authorship and
 # the Apache-2.0 NOTICE ("Powered by PyneSys") are retained per Section 4(d).
 name = "opencode-pyneruntime"
-version = "6.6.4" # PineVersion.Major.Minor
+version = "6.8.7" # PineVersion.Major.Minor — tracks upstream
 description = "PyneCore runtime (rubycell fork of PyneSys/pynecore) — Pine Script-like runtime and API"
 authors = [{ name = "PYNESYS LLC", email = "hello@pynesys.com" }]
 maintainers = [{ name = "rubycell" }]

{opencode_pyneruntime-6.6.4 → opencode_pyneruntime-6.8.7}/src/pynecore/cli/commands/__init__.py

@@ -123,8 +123,8 @@ def main(
 
     # Create demo.ohlcv file only if we created the workdir in this run or recreate_demo is True
     if not workdir_existed or recreate_demo:
-        from datetime import datetime, timedelta, time as dt_time
-        from ...core.ohlcv_file import OHLCVWriter
+        from datetime import datetime, timedelta, time as dt_time, UTC
+        from ...core.ohlcv import OHLCVWriter
         from ...core.syminfo import SymInfo, SymInfoInterval, SymInfoSession
         from ...types.ohlcv import OHLCV
         import random
@@ -185,36 +185,63 @@ def main(
             toml_path = demo_file.with_suffix(".toml")
             syminfo.save_toml(toml_path)
 
-            # Generate synthetic OHLCV data (2000 candles) with random walk
-            start_time = datetime(2020, 1, 1, 0, 0, 0)
+            # Generate synthetic OHLCV data (2000 candles) with random walk.
+            # The anchor is UTC so the daily grid is an exact 86400000 ms step
+            # on every machine, matching the "1D" period declared below.
+            start_time = datetime(2020, 1, 1, 0, 0, 0, tzinfo=UTC)
             base_price = 100.0
+            base_volatility = 0.015  # Long-run standard deviation of the daily return
 
             # Use fixed seed for reproducibility
             random.seed(42)
 
-            with OHLCVWriter(demo_file) as writer:
-                current_price = base_price
+            with OHLCVWriter(demo_file, syminfo.period,
+                             minmove=syminfo.minmove, pricescale=syminfo.pricescale) as writer:
+                close_price = base_price
+                volatility = base_volatility
+                bar_return = 0.0
+                trend = 0.0
 
                 for i in range(2000):
-                    timestamp = int((start_time + timedelta(days=i)).timestamp())
-
-                    # Random walk with slight upward bias
-                    change_percent = random.gauss(0.0002, 0.02)  # 0.02% mean, 2% std dev
-                    current_price *= (1 + change_percent)
-
-                    # Generate OHLC with some volatility
-                    daily_volatility = random.uniform(0.01, 0.03)
-
-                    open_price = current_price
-                    high_price = open_price * (1 + daily_volatility * random.random())
-                    low_price = open_price * (1 - daily_volatility * random.random())
-                    close_price = low_price + (high_price - low_price) * random.random()
-
-                    # Update current price for next candle
-                    current_price = close_price
-
-                    # Volume with some randomness
-                    volume = 1000000 * (1 + random.uniform(-0.5, 1.0))
+                    bar_time = start_time + timedelta(days=i)
+                    # OHLCV timestamps are Unix milliseconds.
+                    timestamp = int(bar_time.timestamp() * 1000)
+
+                    # Volatility clusters: it decays back towards the base level but is
+                    # pushed up by the previous move, so calm and turbulent stretches alternate
+                    volatility = min(0.85 * volatility + 0.07 * base_volatility
+                                     + 0.10 * abs(bar_return), 4 * base_volatility)
+                    # Slowly drifting trend component, giving multi-month up and down legs
+                    trend = 0.98 * trend + random.gauss(0.0, 0.0006)
+
+                    # A 24/7 asset normally opens where the previous bar closed,
+                    # a gap is a rare event
+                    open_price = close_price
+                    if random.random() < 0.02:
+                        open_price *= 1 + random.gauss(0.0, 0.012)
+
+                    # The move happens inside the bar, between its open and close
+                    bar_return = random.gauss(0.0012 + trend, volatility)
+                    close_price = open_price * (1 + bar_return)
+
+                    # Wicks extend beyond the body, so the range always contains it
+                    body_high = max(open_price, close_price)
+                    body_low = min(open_price, close_price)
+                    high_price = body_high * (1 + abs(random.gauss(0.0, 0.5)) * volatility)
+                    low_price = body_low * (1 - abs(random.gauss(0.0, 0.5)) * volatility)
+
+                    # Prices sit on the mintick grid declared in the .toml. Rounding is
+                    # monotonic, so it cannot invalidate the OHLC ordering.
+                    open_price = round(open_price / syminfo.mintick) * syminfo.mintick
+                    high_price = round(high_price / syminfo.mintick) * syminfo.mintick
+                    low_price = round(low_price / syminfo.mintick) * syminfo.mintick
+                    close_price = round(close_price / syminfo.mintick) * syminfo.mintick
+
+                    # Wide-range bars trade more, weekends are quieter even on a 24/7 market
+                    bar_range = (high_price - low_price) / open_price
+                    volume = 1_000_000 * (0.5 + 35 * bar_range) * random.uniform(0.75, 1.25)
+                    if bar_time.weekday() >= 5:
+                        volume *= 0.7
 
                     ohlcv = OHLCV(
                         timestamp=timestamp,

{opencode_pyneruntime-6.6.4 → opencode_pyneruntime-6.8.7}/src/pynecore/cli/commands/benchmark.py

@@ -9,7 +9,7 @@ from rich.console import Console
 from rich.progress import Progress, SpinnerColumn, TextColumn, BarColumn
 
 from ..app import app, app_state
-from ...core.ohlcv_file import OHLCVReader
+from ...core.ohlcv import OHLCVReader
 from ...core.syminfo import SymInfo
 from ...core.script_runner import ScriptRunner
 
@@ -126,7 +126,8 @@ def benchmark(
                     iter(ohlcv_list),
                     syminfo,
                     last_bar_index=len(ohlcv_list) - 1,
-                    plot_path=None if no_output else app_state.output_dir / f"benchmark_{i}.csv"
+                    plot_path=None if no_output else app_state.output_dir / f"benchmark_{i}.csv",
+                    lossless_volume=reader.lossless_volume
                 )
 
                 import_time = time.perf_counter() - import_start

{opencode_pyneruntime-6.6.4 → opencode_pyneruntime-6.8.7}/src/pynecore/cli/commands/data.py

@@ -1,5 +1,5 @@
 import sys
-from typing import TYPE_CHECKING, TypeAlias, cast
+from typing import TYPE_CHECKING, TypeAlias
 from pathlib import Path
 from enum import Enum
 from datetime import datetime, timedelta, UTC
@@ -19,7 +19,7 @@ from ...lib.timeframe import in_seconds
 from ...core.data_converter import DataConverter, SupportedFormats as InputFormats
 from ...core.download_runner import (download_to_file, ConflictAction, DownloadConflict,
                                      DownloadPlan, DownloadProgress, DownloadError)
-from ...core.ohlcv_file import OHLCVReader
+from ...core.ohlcv import OHLCVReader
 from ...core.aggregator import validate_aggregation, aggregate_ohlcv
 from ...core.syminfo import SymInfo
 
@@ -84,7 +84,7 @@ def _resolve_provider_class(provider_name: str) -> type[ProviderPlugin]:
         raise ValueError(f"Unknown provider '{provider_name}'. Available providers: {names}")
     if not (isinstance(cls, type) and issubclass(cls, ProviderPlugin)):
         raise ValueError(f"Plugin '{provider_name}' is not a data provider.")
-    return cast(type[ProviderPlugin], cls)
+    return cls
 
 
 # Available output formats
@@ -312,8 +312,8 @@ def download(
             slist: list[str] = []
             tdir: Path | None = None
             with Progress(SpinnerColumn(), TextColumn("{task.description}"),
-                          transient=True) as progress:
-                progress.add_task(description="Fetching market data...", total=None)
+                          transient=True) as fetch_progress:
+                fetch_progress.add_task(description="Fetching market data...", total=None)
                 if sym is None:
                     inst: ProviderPlugin = provider_class(symbol=None, timeframe=timeframe,
                                                           config=config)
@@ -355,10 +355,6 @@ def download(
             browser.run()
             return browser.go_back
 
-        provider_instance: ProviderPlugin | None = None
-        symbols_list: list[str] = []
-        tui_ohlcv_dir: Path | None = None
-
         # Multi-broker providers (CCXT, cTrader) need a broker chosen before a
         # symbol can be browsed. When none was given and we're interactive, drop
         # into a broker picker first, then the symbol browser. The two form a

{opencode_pyneruntime-6.6.4 → opencode_pyneruntime-6.8.7}/src/pynecore/cli/commands/optimize.py

@@ -26,7 +26,7 @@ from rich.text import Text
 from rich.console import Console
 
 from ..app import app, app_state
-from ...core.ohlcv_file import OHLCVReader
+from ...core.ohlcv import OHLCVReader
 from ...core.syminfo import SymInfo
 from ...core.script_runner import ScriptRunner
 from ...core.strategy_stats import StrategyStatistics
@@ -667,10 +667,11 @@ def optimize(
 
     # --- Pre-compute data parameters ---
     with OHLCVReader(data) as reader:
+        # Timestamps are int64 milliseconds since the v2 OHLCV format.
         start_ts = (reader.start_timestamp if not time_from
-                    else int(time_from.replace(tzinfo=None).timestamp()))
+                    else int(time_from.replace(tzinfo=None).timestamp() * 1000))
         end_ts = (reader.end_timestamp if not time_to
-                  else int(time_to.replace(tzinfo=None).timestamp()))
+                  else int(time_to.replace(tzinfo=None).timestamp() * 1000))
         size = reader.get_size(start_ts, end_ts)
 
     # --- Print summary ---