siglab-py 0.3.10__tar.gz → 0.3.11__tar.gz

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Files changed (43) hide show
  1. {siglab_py-0.3.10 → siglab_py-0.3.11}/PKG-INFO +1 -1
  2. {siglab_py-0.3.10 → siglab_py-0.3.11}/pyproject.toml +1 -1
  3. {siglab_py-0.3.10 → siglab_py-0.3.11}/setup.cfg +1 -1
  4. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/ordergateway/gateway.py +2 -0
  5. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/util/market_data_util.py +2 -0
  6. siglab_py-0.3.11/siglab_py/util/retry_util.py +23 -0
  7. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py.egg-info/PKG-INFO +1 -1
  8. siglab_py-0.3.10/siglab_py/util/retry_util.py +0 -15
  9. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/__init__.py +0 -0
  10. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/constants.py +0 -0
  11. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/exchanges/__init__.py +0 -0
  12. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/exchanges/any_exchange.py +0 -0
  13. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/exchanges/futubull.py +0 -0
  14. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/market_data_providers/__init__.py +0 -0
  15. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  16. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/market_data_providers/candles_provider.py +0 -0
  17. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  18. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +0 -0
  19. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  20. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/market_data_providers/futu_candles_ta_to_csv.py +0 -0
  21. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  22. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/market_data_providers/test_provider.py +0 -0
  23. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/ordergateway/__init__.py +0 -0
  24. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/ordergateway/client.py +0 -0
  25. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  26. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/ordergateway/test_ordergateway.py +0 -0
  27. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/tests/__init__.py +0 -0
  28. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/tests/integration/__init__.py +0 -0
  29. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  30. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/tests/unit/__init__.py +0 -0
  31. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/tests/unit/analytic_util_tests.py +0 -0
  32. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/tests/unit/market_data_util_tests.py +0 -0
  33. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/tests/unit/trading_util_tests.py +0 -0
  34. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/util/__init__.py +0 -0
  35. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/util/analytic_util.py +0 -0
  36. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/util/aws_util.py +0 -0
  37. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/util/notification_util.py +0 -0
  38. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/util/slack_notification_util.py +0 -0
  39. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py/util/trading_util.py +0 -0
  40. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py.egg-info/SOURCES.txt +0 -0
  41. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py.egg-info/dependency_links.txt +0 -0
  42. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py.egg-info/requires.txt +0 -0
  43. {siglab_py-0.3.10 → siglab_py-0.3.11}/siglab_py.egg-info/top_level.txt +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab_py
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- Version: 0.3.10
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+ Version: 0.3.11
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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  name = "siglab_py"
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- version = "0.3.10"
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+ version = "0.3.11"
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  description = "Market data fetches, TA calculations and generic order gateway."
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  authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
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  license = {text = "MIT"}
@@ -1,6 +1,6 @@
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  [metadata]
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  name = siglab_py
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- version = 0.3.10
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+ version = 0.3.11
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  description = Market data fetches, TA calculations and generic order gateway.
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  author = r0bbarh00d
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  author_email = r0bbarh00d@gmail.com
@@ -452,6 +452,8 @@ async def execute_one_position(
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  'reduceOnly': slice.reduce_only
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  }
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  if position.order_type=='limit':
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+ order_params['postOnly'] = True
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+
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  if not param['dry_run']:
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  executed_order = await exchange.create_order( # type: ignore
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  symbol = position.ticker,
@@ -19,6 +19,7 @@ from yahoofinancials import YahooFinancials
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  # yfinance allows intervals '1m', '5m', '15m', '1h', '1d', '1wk', '1mo'. yahoofinancials not as flexible
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  import yfinance as yf
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+ from siglab_py.util.retry_util import retry
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  from siglab_py.exchanges.futubull import Futubull
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  from siglab_py.exchanges.any_exchange import AnyExchange
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@@ -519,6 +520,7 @@ def _fetch_candles_ccxt(
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  rsp = {}
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  for ticker in normalized_symbols:
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+ @retry(num_attempts=3, pause_between_retries_ms=1000)
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  def _fetch_ohlcv(exchange, symbol, timeframe, since, limit, params) -> Union[List, NoReturn]:
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  one_timeframe = f"1{timeframe[-1]}"
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  candles = exchange.fetch_ohlcv(symbol=symbol, timeframe=one_timeframe, since=since, limit=limit, params=params)
@@ -0,0 +1,23 @@
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+ import time
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+
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+ def retry(
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+ num_attempts : int = 1,
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+ pause_between_retries_ms : int = 1000
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+ ):
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+ def decorator(method):
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+ def wrapper(*args, **kw):
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+ for i in range(num_attempts):
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+ try:
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+ result = method(*args, **kw)
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+ if i>0:
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+ print(f"retry_util.retry done {method.__name__} on #{i+1} call. {args} {kw}")
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+ return result
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+ except Exception as retry_error:
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+ if i==(num_attempts-1):
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+ err_msg = f"retry_util.retry gave up {method.__name__} after {num_attempts} calls. {args} {kw}. {retry_error}"
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+ raise Exception(err_msg) from retry_error
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+ finally:
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+ time.sleep(int(pause_between_retries_ms/1000))
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+
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+ return wrapper
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+ return decorator
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab-py
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- Version: 0.3.10
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+ Version: 0.3.11
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
@@ -1,15 +0,0 @@
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- def retry(num_attempts : int = 1):
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- def decorator(method):
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- def wrapper(*args, **kw):
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- for i in range(num_attempts):
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- try:
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- result = method(*args, **kw)
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- if i>0:
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- print(f"retry_gizmo.retry succeeded: {method.__name__} on #{i+1} invocation. {args} {kw}")
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- return result
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- except Exception as retry_error:
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- if i==(num_attempts-1):
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- err_msg = f"retry_gizmo.retry failed: {method.__name__} after {num_attempts} invocations. {args} {kw}. {retry_error}"
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- raise Exception(err_msg) from retry_error
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- return wrapper
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- return decorator