pyswordfish 3.0.4.0__cp312-cp312-win_amd64.whl

swordfish/engine.py

@@ -0,0 +1,28 @@
+from .tools import assert_cannot_import_ce
+
+if assert_cannot_import_ce():
+    from ._engine import (
+        StreamEngine, EngineType,
+        CrossSectionalEngine,
+        ReactiveStateEngine,
+        StreamBroadcastEngine,
+        TimeSeriesEngine,
+        StreamFilterEngine,
+        list, drop, get,
+    )
+
+
+__all__ = [
+    "StreamEngine",
+    "EngineType",
+
+    "CrossSectionalEngine",
+    "ReactiveStateEngine",
+    "StreamBroadcastEngine",
+    "TimeSeriesEngine",
+    "StreamFilterEngine",
+
+    "list",
+    "drop",
+    "get",
+]

swordfish/enums.py

@@ -0,0 +1,32 @@
+from ._enums import EnumInt
+from ._enums import VOID, BOOL, CHAR, SHORT, INT, LONG
+from ._enums import DATE, MONTH, TIME, MINUTE, SECOND, DATETIME
+from ._enums import TIMESTAMP, NANOTIME, NANOTIMESTAMP, DATEHOUR
+from ._enums import FLOAT, DOUBLE, SYMBOL, STRING, UUID, FUNCTIONDEF
+from ._enums import HANDLE, CODE, DATASOURCE, RESOURCE, ANY, DICTIONARY
+from ._enums import IPADDR, INT128, BLOB, COMPLEX, POINT, DURATION, OBJECT
+from ._enums import DECIMAL32, DECIMAL64, DECIMAL128
+from ._enums import ARRAY
+from ._enums import SCALAR, VECTOR, PAIR, MATRIX, SET, DICT, TABLE
+from ._enums import VAR, SHARED, DEF
+from ._enums import DEBUG, INFO, ERROR, WARNING
+from ._enums import ALL, FIRST, LAST, NONE
+from ._enums import SEQ, RANGE, VALUE, LIST, COMPO, HASH
+
+
+__all__ = [
+    "EnumInt",
+    "VOID", "BOOL", "CHAR", "SHORT", "INT", "LONG",
+    "DATE", "MONTH", "TIME", "MINUTE", "SECOND", "DATETIME",
+    "TIMESTAMP", "NANOTIME", "NANOTIMESTAMP", "DATEHOUR",
+    "FLOAT", "DOUBLE", "SYMBOL", "STRING", "UUID", "FUNCTIONDEF",
+    "HANDLE", "CODE", "DATASOURCE", "RESOURCE", "ANY", "DICTIONARY",
+    "IPADDR", "INT128", "BLOB", "COMPLEX", "POINT", "DURATION", "OBJECT",
+    "DECIMAL32", "DECIMAL64", "DECIMAL128",
+    "ARRAY",
+    "SCALAR", "VECTOR", "PAIR", "MATRIX", "SET", "DICT", "TABLE",
+    "VAR", "SHARED", "DEF",
+    "DEBUG", "INFO", "ERROR", "WARNING",
+    "ALL", "FIRST", "LAST", "NONE",
+    "SEQ", "RANGE", "VALUE", "LIST", "COMPO", "HASH",
+]

swordfish/function.py

@@ -0,0 +1,3 @@
+from ._function_tools import swordfish_udf   # noqa: F401
+
+from ._function_bindings import *  # noqa: F401, F403

swordfish/infos.py

@@ -0,0 +1,53 @@
+from ._swordfishcpp import (  # type: ignore
+    get_home_dir,
+    get_working_dir,
+    get_exec_dir,
+    sw_is_ce_edition,
+)
+from ._runtime import (
+    Runtime,
+)
+from .tools import Edition, get_server_version
+
+
+class Info:
+    @property
+    def HOME_DIR(self):
+        return get_home_dir()
+
+    @property
+    def WORKING_DIR(self):
+        return get_working_dir()
+
+    @property
+    def EXEC_DIR(self):
+        return get_exec_dir()
+
+    @property
+    def EDITION(self):
+        if sw_is_ce_edition():
+            return Edition.CE
+        return Edition.PRO
+
+    @property
+    def HOST(self):
+        return Runtime()._host
+
+    @property
+    def PORT(self):
+        return Runtime()._port
+
+    @property
+    def ALIAS(self):
+        return Runtime()._alias
+
+    @property
+    def VERSION(self):
+        return get_server_version()
+
+
+info = Info()
+
+__all__ = [
+    "info",
+]

swordfish/io.py

@@ -0,0 +1,11 @@
+from ._swordfishcpp import (  # type: ignore
+    dump, load, dumps, loads
+)
+
+
+__all__ = [
+    "dump",
+    "load",
+    "dumps",
+    "loads",
+]

swordfish/module.py

@@ -0,0 +1,57 @@
+from ._swordfishcpp import (  # type: ignore
+    _global_exec,
+    _global_call,
+    FunctionDef,
+    DatabaseError,
+)
+
+from ._config import config as sf_config
+
+from typing import (
+    Union,
+    List,
+)
+
+from pathlib import Path
+
+
+def __getattr__(name: str):
+    if len(_global_call("defs", f"{name}::%")) != 0:
+        return Module(name)
+    raise DatabaseError(f"Can not find module {name}.")
+
+
+def load_module(name: str, path: Path = None, *, reload: bool = True):
+    if path is None:
+        path = sf_config.moduleDir
+    path = Path(path)
+    namespaces = name.split("::")
+    for namespace in namespaces[:-1]:
+        path = path / namespace
+    file_path = path / f"{namespaces[-1]}.dos"
+    with open(file_path, "r") as f:
+        script = f.read()
+    _global_call("loadModuleFromScript", name, script, reload)
+    return Module(name)
+
+
+def load_module_from_script(name: Union[str, List[str]], script: Union[str, List[str]], *, reload: bool = True):
+    _global_call("loadModuleFromScript", name, script, reload)
+    return Module(name)
+
+
+class Module:
+    def __init__(self, name: str):
+        self.name = name
+
+    def __getattr__(self, name: str) -> Union["Module", FunctionDef]:
+        if len(_global_call("defs", f"{self.name}::{name}")) == 0:
+            if len(_global_call("defs", f"{self.name}::{name}::%")) != 0:
+                return Module(f"{self.name}::{name}")
+            else:
+                raise AttributeError(f"Module: {self.name} has no attribute '{name}'")
+        else:
+            return _global_exec(f"{self.name}::{name}")
+
+    def __str__(self):
+        return f"Module({self.name})"

swordfish/plugins/__init__.py

@@ -0,0 +1,17 @@
+from ..tools import check_plugin_license, get_plugin_version
+
+
+if check_plugin_license("Backtest"):
+    from . import backtest
+
+if check_plugin_license("MatchingEngineSimulator"):
+    from . import matching_engine_simulator
+
+
+__version__ = get_plugin_version()
+
+
+__all__ = [
+    "backtest",
+    "matching_engine_simulator",
+]

swordfish/plugins/backtest/__init__.py

@@ -0,0 +1,38 @@
+from ...tools import check_plugin_license
+
+if not check_plugin_license("Backtest"):
+    raise ImportError("The Backtest plugin requires a special license. "
+                      "Update the license or contact technical support.")
+
+
+from .backtest import (
+    AssetType, MarketType, MarketDataType, MatchingMode,
+    AccountType, Account,
+    BacktestBasicConfig, StockConfig, MarginConfig, OptionConfig,
+    FuturesConfig, BondConfig, CryptoConfig,
+    StrategyTemplate, StrategyInterface,
+    Backtester, TraditionalBacktester,
+    StockOrderMixin, FuturesOrderMixin, OptionOrderMixin,
+    MarginOrderMixin, BondOrderMixin,
+    CryptoOrderMixin,
+    trigger_time,
+    AlgoOrderMixin,
+)
+
+from .translator import translator
+
+__all__ = [
+    "AssetType", "MarketType", "MarketDataType", "MatchingMode",
+    "AccountType", "Account",
+    "BacktestBasicConfig", "StockConfig", "MarginConfig", "OptionConfig",
+    "FuturesConfig", "BondConfig", "CryptoConfig",
+    "StrategyTemplate", "StrategyInterface",
+    "Backtester", "TraditionalBacktester",
+    "StockOrderMixin", "FuturesOrderMixin", "OptionOrderMixin",
+    "MarginOrderMixin", "BondOrderMixin",
+    "CryptoOrderMixin",
+
+    "translator",
+    "trigger_time",
+    "AlgoOrderMixin",
+]