pfund 0.0.1.dev8__tar.gz → 0.0.1.dev10__tar.gz

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pfund
-Version: 0.0.1.dev8
+Version: 0.0.1.dev10
 Summary: A Complete Algo-Trading Framework for Machine Learning, enabling trading across TradFi, CeFi and DeFi. Supports Vectorized and Event-Driven Backtesting, Paper and Live Trading
 Home-page: https://pfund.ai
 License: Apache-2.0
@@ -19,9 +19,8 @@ Requires-Dist: click (>=8.1.7,<9.0.0)
 Requires-Dist: gitpython (>=3.1.43,<4.0.0)
 Requires-Dist: mlflow (>=2.11.3,<3.0.0) ; extra == "ml"
 Requires-Dist: orjson (>=3.9.14,<4.0.0) ; extra == "data"
-Requires-Dist: pfeed[boost,df] (>=0.0.1.dev8,<0.0.2) ; extra == "data"
+Requires-Dist: pfeed[boost,data,df] (>=0.0.1.dev10,<0.0.2) ; extra == "data"
 Requires-Dist: platformdirs (>=4.2.0,<5.0.0)
-Requires-Dist: psutil (>=5.9.8,<6.0.0) ; extra == "data"
 Requires-Dist: python-dotenv (>=1.0.1,<2.0.0)
 Requires-Dist: python-telegram-bot (>=20.7,<21.0)
 Requires-Dist: pyyaml (>=6.0.1,<7.0.0)
@@ -32,6 +31,7 @@ Requires-Dist: schedule (>=1.2.1,<2.0.0)
 Requires-Dist: scikit-learn (>=1.4.0,<2.0.0) ; extra == "ml"
 Requires-Dist: ta (>=0.11.0,<0.12.0) ; extra == "ml"
 Requires-Dist: torch (>=2.1.2,<3.0.0) ; extra == "ml"
+Requires-Dist: tqdm (>=4.66.2,<5.0.0)
 Requires-Dist: websocket-client (>=1.7.0,<2.0.0)
 Project-URL: Documentation, https://pfund-docs.pfund.ai
 Project-URL: Repository, https://github.com/PFund-Software-Ltd/pfund
@@ -143,13 +143,19 @@ This overview already omits some intricate steps, such as data handling and API
 
 ### Using [Poetry] (Recommended)
 ```bash
+# [RECOMMENDED]: trading + backtest
+poetry add "pfund[data]"
+
+# [Machine Learning]: trading + backtest + machine learning/technical analysis
+poetry add "pfund[data,ml]"
+
+# only trading
 poetry add pfund
 
 # update to the latest version:
 poetry update pfund
 ```
 
-
 ### Using Pip
 ```bash
 pip install pfund
@@ -158,12 +164,9 @@ pip install pfund
 pip install -U pfund
 ```
 
-
 ### Checking your installation
 ```bash
 $ pfund --version
-
-pfund, version 0.0.1.dev4
 ```
 
 

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/README.md

@@ -104,13 +104,19 @@ This overview already omits some intricate steps, such as data handling and API
 
 ### Using [Poetry] (Recommended)
 ```bash
+# [RECOMMENDED]: trading + backtest
+poetry add "pfund[data]"
+
+# [Machine Learning]: trading + backtest + machine learning/technical analysis
+poetry add "pfund[data,ml]"
+
+# only trading
 poetry add pfund
 
 # update to the latest version:
 poetry update pfund
 ```
 
-
 ### Using Pip
 ```bash
 pip install pfund
@@ -119,12 +125,9 @@ pip install pfund
 pip install -U pfund
 ```
 
-
 ### Checking your installation
 ```bash
 $ pfund --version
-
-pfund, version 0.0.1.dev4
 ```
 
 

pfund-0.0.1.dev10/pfund/CONTRIBUTING.md

@@ -0,0 +1,19 @@
+## Installation
+```bash
+git clone git@github.com:PFund-Software-Ltd/pfund.git
+cd pfund
+git submodule update --init --recursive
+poetry install --all-extras
+```
+
+## Pull updates
+```bash
+# --recurse-submodules also updates each submodule to the commit specified by the main repository,
+git pull --recurse-submodules  # = git pull + git submodule update --recursive
+```
+
+## Build Documentation using [jupyterbook](https://jupyterbook.org/)
+```bash
+# at the root directory, run:
+jb build docs/ [--all]
+```

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/engines/backtest_engine.py

@@ -1,3 +1,5 @@
+from __future__ import annotations
+
 import hashlib
 import os
 import time
@@ -8,9 +10,9 @@ import uuid
 from typing import TYPE_CHECKING
 if TYPE_CHECKING:
     from pfund.types.common_literals import tSUPPORTED_BACKTEST_MODES, tSUPPORTED_DATA_TOOLS
+    from pfund.types.core import tStrategy, tModel, tFeature, tIndicator
     
 import pfund as pf
-from pfund.types.core import tStrategy, tModel, tFeature, tIndicator
 from pfund.engines.base_engine import BaseEngine
 from pfund.brokers.broker_backtest import BacktestBroker
 from pfund.strategies.strategy_base import BaseStrategy
@@ -21,7 +23,7 @@ from pfund.mixins.backtest import BacktestMixin
 
 
 class BacktestEngine(BaseEngine):
-    def __new__(cls, *, env: str='BACKTEST', data_tool: 'tSUPPORTED_DATA_TOOLS'='pandas', mode: 'tSUPPORTED_BACKTEST_MODES'='vectorized', append_to_strategy_df=False, use_prepared_signals=True, config: ConfigHandler | None=None, **settings):
+    def __new__(cls, *, env: str='BACKTEST', data_tool: tSUPPORTED_DATA_TOOLS='pandas', mode: tSUPPORTED_BACKTEST_MODES='vectorized', append_to_strategy_df=False, use_prepared_signals=True, config: ConfigHandler | None=None, **settings):
         if not hasattr(cls, 'mode'):
             cls.mode = mode.lower()
         if not hasattr(cls, 'append_to_strategy_df'):
@@ -32,7 +34,7 @@ class BacktestEngine(BaseEngine):
             cls.use_prepared_signals = use_prepared_signals
         return super().__new__(cls, env, data_tool=data_tool, config=config, **settings)
 
-    def __init__(self, *, env: str='BACKTEST', data_tool: 'tSUPPORTED_DATA_TOOLS'='pandas', mode: 'tSUPPORTED_BACKTEST_MODES'='vectorized', append_to_strategy_df=False, use_prepared_signals=True, config: ConfigHandler | None=None, **settings):
+    def __init__(self, *, env: str='BACKTEST', data_tool: tSUPPORTED_DATA_TOOLS='pandas', mode: tSUPPORTED_BACKTEST_MODES='vectorized', append_to_strategy_df=False, use_prepared_signals=True, config: ConfigHandler | None=None, **settings):
         super().__init__(env, data_tool=data_tool)
         # avoid re-initialization to implement singleton class correctly
         # if not hasattr(self, '_initialized'):

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/engines/base_engine.py

@@ -1,3 +1,5 @@
+from __future__ import annotations
+
 import os
 import logging
 import importlib
@@ -31,7 +33,7 @@ ENV_COLORS = {
 class BaseEngine(Singleton):
     _PROCESS_NO_PONG_TOLERANCE_IN_SECONDS = 30
 
-    def __new__(cls, env, data_tool: 'tSUPPORTED_DATA_TOOLS'='pandas', config: ConfigHandler | None=None, **settings):
+    def __new__(cls, env, data_tool: tSUPPORTED_DATA_TOOLS='pandas', config: ConfigHandler | None=None, **settings):
         if not hasattr(cls, 'env'):
             cls.env = env.upper() if isinstance(env, str) else str(env).upper()
             assert cls.env in SUPPORTED_ENVIRONMENTS, f'env={cls.env} is not supported'
@@ -54,7 +56,7 @@ class BaseEngine(Singleton):
             cls.logging_configurator: LoggingDictConfigurator  = set_up_loggers(log_path, logging_config_file_path, user_logging_config=cls.config.logging_config)
         return super().__new__(cls)
     
-    def __init__(self, env, data_tool: 'tSUPPORTED_DATA_TOOLS'='pandas', config: ConfigHandler | None=None, **settings):
+    def __init__(self, env, data_tool: tSUPPORTED_DATA_TOOLS='pandas', config: ConfigHandler | None=None, **settings):
         # avoid re-initialization to implement singleton class correctly
         if not hasattr(self, '_initialized'):
             self.logger = logging.getLogger('pfund')
@@ -74,7 +76,7 @@ class BaseEngine(Singleton):
     def get_strategy(self, strat: str) -> BaseStrategy | None:
         return self.strategy_manager.get_strategy(strat)
 
-    def add_strategy(self, strategy: 'tStrategy', name: str='', is_parallel=False) -> 'tStrategy':
+    def add_strategy(self, strategy: tStrategy, name: str='', is_parallel=False) -> tStrategy:
         return self.strategy_manager.add_strategy(strategy, name=name, is_parallel=is_parallel)
 
     def remove_strategy(self, strat: str):

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/engines/trade_engine.py

@@ -9,6 +9,8 @@ components at the highest level such as:
 In order to communicate with other processes, it uses ZeroMQ as the core 
 message queue.
 """
+from __future__ import annotations
+
 import time
 from threading import Thread
 
@@ -17,7 +19,6 @@ if TYPE_CHECKING:
     from pfund.types.common_literals import tSUPPORTED_DATA_TOOLS
 
 import schedule
-import psutil
 
 from pfund.engines.base_engine import BaseEngine
 from pfund.brokers.broker_base import BaseBroker
@@ -29,13 +30,13 @@ from pfund.config_handler import ConfigHandler
 class TradeEngine(BaseEngine):
     zmq_ports = {}
 
-    def __new__(cls, *, env: str='PAPER', data_tool: 'tSUPPORTED_DATA_TOOLS'='pandas', zmq_port=5557, config: ConfigHandler | None=None, **settings):
+    def __new__(cls, *, env: str='PAPER', data_tool: tSUPPORTED_DATA_TOOLS='pandas', zmq_port=5557, config: ConfigHandler | None=None, **settings):
         if not hasattr(cls, 'zmq_port'):
             assert isinstance(zmq_port, int), f'{zmq_port=} must be an integer'
             cls._zmq_port = zmq_port
         return super().__new__(cls, env, data_tool=data_tool, config=config, **settings)
 
-    def __init__(self, *, env: str='PAPER', data_tool: 'tSUPPORTED_DATA_TOOLS'='pandas', zmq_port=5557, config: ConfigHandler | None=None, **settings):
+    def __init__(self, *, env: str='PAPER', data_tool: tSUPPORTED_DATA_TOOLS='pandas', zmq_port=5557, config: ConfigHandler | None=None, **settings):
         super().__init__(env, data_tool=data_tool)
         # avoid re-initialization to implement singleton class correctly
         if not hasattr(self, '_initialized'):
@@ -114,18 +115,6 @@ class TradeEngine(BaseEngine):
         if restart_strats := [strat for strat, strategy in self.strategy_manager.strategies.items() if strategy.is_parallel() and not self.strategy_manager.is_process_healthy(strat)]:
             self.strategy_manager.restart(restart_strats, reason='process not responding')
 
-    # TODO, should be called by dashboard
-    def monitor_cpu_usage(self):
-        pcts = psutil.cpu_percent(interval=1, percpu=True)
-        for cpu_num in range(len(pcts)):
-            pct = pcts[cpu_num]
-            if pct > 0:
-                self.logger.warning(f'cpu {cpu_num} has {pct}% usage')
-
-    # TODO, in case no more space for logs
-    def monitor_memory_usage():
-        pass
-
     def run_regular_tasks(self):
         for broker in self.brokers.values():
             broker.run_regular_tasks()

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/engines/train_engine.py

@@ -1,3 +1,5 @@
+from __future__ import annotations
+
 from typing import TYPE_CHECKING
 if TYPE_CHECKING:
     from pfund.types.common_literals import tSUPPORTED_BACKTEST_MODES, tSUPPORTED_DATA_TOOLS
@@ -7,10 +9,10 @@ from pfund.config_handler import ConfigHandler
 
 
 class TrainEngine(BacktestEngine):
-    def __new__(cls, *, data_tool: 'tSUPPORTED_DATA_TOOLS'='pandas', mode: 'tSUPPORTED_BACKTEST_MODES'='vectorized', config: ConfigHandler | None=None, **settings):
+    def __new__(cls, *, data_tool: tSUPPORTED_DATA_TOOLS='pandas', mode: tSUPPORTED_BACKTEST_MODES='vectorized', config: ConfigHandler | None=None, **settings):
         return super().__new__(cls, env='TRAIN', data_tool=data_tool, mode=mode, config=config, **settings)
     
-    def __init__(self, *, data_tool: 'tSUPPORTED_DATA_TOOLS'='pandas', mode: 'tSUPPORTED_BACKTEST_MODES'='vectorized', config: ConfigHandler | None=None, **settings):
+    def __init__(self, *, data_tool: tSUPPORTED_DATA_TOOLS='pandas', mode: tSUPPORTED_BACKTEST_MODES='vectorized', config: ConfigHandler | None=None, **settings):
         super().__init__(env='TRAIN', data_tool=data_tool)
         # avoid re-initialization to implement singleton class correctly
         # if not hasattr(self, '_initialized'):

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/exchanges/bybit/rest_api.py

@@ -1,7 +1,10 @@
 import urllib
 import hmac
 import hashlib
-import orjson
+try:
+    import orjson as json
+except ImportError:
+    import json
 
 from requests import Response
 
@@ -49,7 +52,7 @@ class RestApi(BaseRestApi):
         recv_window = '5000'
         query_str = timestamp + account.key + recv_window
         if req.method == 'POST':
-            query_str += orjson.dumps(req.json)
+            query_str += json.dumps(req.json)
         elif req.method == 'GET':
             query_str += urllib.parse.urlencode(req.params)
         else:

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/exchanges/bybit/ws_api.py

@@ -1,5 +1,8 @@
 import time
-import orjson
+try:
+    import orjson as json
+except ImportError:
+    import json
 import hmac
 from decimal import Decimal
 
@@ -186,7 +189,7 @@ class WebsocketApi(BaseWebsocketApi):
     
     def _on_message(self, ws, msg: bytes):
         ws_name = ws.name
-        msg = orjson.loads(msg)
+        msg = json.loads(msg)
         self.logger.debug(f'ws={ws_name} {msg=}')
         try:
             if 'op' in msg:

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/exchanges/ws_api_base.py

@@ -1,6 +1,9 @@
 import os
 import time
-import orjson
+try:
+    import orjson as json
+except ImportError:
+    import json
 import logging
 from abc import ABC, abstractmethod
 from contextlib import suppress
@@ -344,7 +347,7 @@ class BaseWebsocketApi(ABC):
     def _send(self, ws, msg):
         try:
             with suppress(WebSocketConnectionClosedException):
-                ws.send(orjson.dumps(msg))
+                ws.send(json.dumps(msg))
         except:
             self.logger.exception(f'ws={ws.name} exception:')
 

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/investment_profile.py

@@ -1,3 +1,5 @@
+from __future__ import annotations
+
 from dataclasses import dataclass
 
 from typing import TYPE_CHECKING

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/managers/connection_manager.py

@@ -2,7 +2,10 @@ import time
 from collections import defaultdict
 from multiprocessing import Process, Value
 
-import psutil
+try:
+    import psutil
+except ImportError:
+    pass
 
 from pfund.managers.base_manager import BaseManager
 
@@ -16,7 +19,7 @@ def _start_process(api, stop_flag: Value):
         if hasattr(current_process, 'cpu_affinity') and assigned_cpus:
             current_process.cpu_affinity(assigned_cpus)
         else:
-            api.logger.debug(f'cpu affinity is not supported')
+            api.logger.debug('cpu affinity is not supported')
         
         api.start_zmqs()
         api.connect()

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/managers/strategy_manager.py

@@ -2,7 +2,10 @@ import time
 from collections import defaultdict
 from multiprocessing import Process, Value
 
-import psutil
+try:
+    import psutil
+except ImportError:
+    pass
 
 from pfund.strategies.strategy_base import BaseStrategy
 from pfund.utils.utils import get_engine_class

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/models/model_backtest.py

@@ -5,8 +5,8 @@ from typing import TYPE_CHECKING
 if TYPE_CHECKING:
     from pfund.models.model_base import MachineLearningModel
     from pfund.datas.data_base import BaseData
-
-from pfund.types.core import tModel
+    from pfund.types.core import tModel
+    
 from pfund.models.model_base import BaseFeature
 from pfund.strategies.strategy_base import BaseStrategy
 from pfund.mixins.backtest import BacktestMixin

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/strategies/strategy_backtest.py

@@ -1,4 +1,9 @@
-from pfund.types.core import tStrategy
+from __future__ import annotations
+
+from typing import TYPE_CHECKING
+if TYPE_CHECKING:
+    from pfund.types.core import tStrategy
+    
 from pfund.const.commons import SUPPORTED_CRYPTO_EXCHANGES
 from pfund.mixins.backtest import BacktestMixin
 

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pfund/zeromq.py

@@ -2,7 +2,10 @@ import time
 
 from typing import Any
 
-import zmq
+try:
+    import zmq
+except ImportError:
+    pass
 
 
 class ZeroMQ:

{pfund-0.0.1.dev8 → pfund-0.0.1.dev10}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pfund"
-version = "0.0.1.dev8"
+version = "0.0.1.dev10"
 description = "A Complete Algo-Trading Framework for Machine Learning, enabling trading across TradFi, CeFi and DeFi. Supports Vectorized and Event-Driven Backtesting, Paper and Live Trading"
 license = "Apache-2.0"
 authors = ["Stephen Yau <softwareentrepreneer+pfund@gmail.com>"]
@@ -14,6 +14,7 @@ keywords = ["trading", "algo-trading", "stocks", "cryptos", "cryptocurrencies",
 python = ">=3.10 <3.13"
 python-dotenv = "^1.0.1"
 pyyaml = "^6.0.1"
+tqdm = "^4.66.2"
 rich = "^13.7.0"
 click = "^8.1.7"
 schedule = "^1.2.1"
@@ -22,8 +23,7 @@ requests = "^2.31.0"
 websocket-client = "^1.7.0"
 python-telegram-bot = "^20.7"
 gitpython = "^3.1.43"
-pfeed = { version = "^0.0.1.dev8", optional = true, extras=["df", "boost"] }
-psutil = { version = "^5.9.8", optional = true }
+pfeed = { version = "^0.0.1.dev10", optional = true, extras = ["df", "data", "boost"] }
 orjson = { version = "^3.9.14", optional = true }
 pyzmq = { version = "^25.1.2", optional = true }
 ta = { version = "^0.11.0", optional = true }
@@ -32,7 +32,7 @@ torch = { version = "^2.1.2", optional = true }
 mlflow = { version = "^2.11.3", optional = true }
 
 [tool.poetry.extras]
-data = ["pfeed", "psutil", "orjson", "pyzmq"]
+data = ["pfeed", "orjson", "pyzmq"]
 ml = ["ta", "scikit-learn", "torch", "mlflow"]
 
 [tool.poetry.scripts]

pfund-0.0.1.dev8/pfund/CONTRIBUTING.md

@@ -1,11 +0,0 @@
-## Build Documentation using [jupyterbook](https://jupyterbook.org/)
-```bash
-# at the root directory, run:
-jb build docs/ [--all]
-```
-
-## Update submodules
-```bash
-# run this to see if the version a submodule is using has been changed.
-git submodule update
-```