siglab-py 0.5.0__tar.gz → 0.5.2__tar.gz

{siglab_py-0.5.0 → siglab_py-0.5.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab_py
-Version: 0.5.0
+Version: 0.5.2
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.5.0 → siglab_py-0.5.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.5.0"
+version = "0.5.2"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.5.0 → siglab_py-0.5.2}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.5.0
+version = 0.5.2
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.5.0 → siglab_py-0.5.2}/siglab_py/ordergateway/gateway.py

@@ -31,6 +31,13 @@ from util.notification_util import dispatch_notification
 
 current_filename = os.path.basename(__file__)
 
+'''
+Error: RuntimeError: aiodns needs a SelectorEventLoop on Windows.
+Hack, by far the filthest hack I done in my career: Set SelectorEventLoop on Windows
+'''
+if sys.platform == 'win32':
+    asyncio.set_event_loop_policy(asyncio.WindowsSelectorEventLoopPolicy())
+
 '''
 Usage:
     set PYTHONPATH=%PYTHONPATH%;D:\dev\siglab\siglab_py
@@ -456,7 +463,13 @@ async def execute_one_position(
                     'reduceOnly': slice.reduce_only
                 }
                 if position.order_type=='limit':
-                    # order_params['postOnly'] = True
+                    if position.leg_room_bps<0:
+                        order_params['postOnly'] = True
+                    else:
+                        log(
+                            f"{position.side} {rounded_slice_amount_in_base_ccy} {position.ticker}. Limit order to be sent as Market order. Invalid leg_room_bps: {position.leg_room_bps}. By convention, leg_room_bps more positive means you want your order to get filled more aggressively. To post limit orders, leg_room_bps should be negative.",
+                            log_level=LogLevel.WARNING
+                            )
 
                     if not param['dry_run']:
                         executed_order = await exchange.create_order( # type: ignore

{siglab_py-0.5.0 → siglab_py-0.5.2}/siglab_py/tests/unit/trading_util_tests.py

@@ -5,6 +5,10 @@ from pathlib import Path
 
 from util.trading_util import *
 
+'''
+Have a look at this for a visual explaination how "Gradually tightened stops" works:
+    https://github.com/r0bbar/siglab/blob/master/siglab_py/tests/manual/trading_util_tests.ipynb
+'''
 
 # @unittest.skip("Skip all integration tests.")
 class TradingUtilTests(unittest.TestCase):

{siglab_py-0.5.0 → siglab_py-0.5.2}/siglab_py/util/trading_util.py

@@ -49,6 +49,9 @@ What's 'loss_trailing'? 'loss_trailing' is essentially pnl drop from max_unreali
         unrealized_pnl_live = $40
         max_unrealized_pnl_live = $100
         loss_trailing = (1 - unrealized_pnl_live/max_unrealized_pnl_live) = (1-40/100) = 0.6 (Or 60%)
+
+Have a look at this for a visual explaination how "Gradually tightened stops" works:
+    https://github.com/r0bbar/siglab/blob/master/siglab_py/tests/manual/trading_util_tests.ipynb
 '''
 def calc_eff_trailing_sl(
         tp_min_percent : float,

{siglab_py-0.5.0 → siglab_py-0.5.2}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.5.0
+Version: 0.5.2
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>