Bleh, move `.data.types` back up to top level pkg
Since it's depended on by `.data` stuff as well as pretty much everything else, makes more sense to expose it as a top level module (and maybe eventually as a subpkg as we add to it).account_tests
parent
5d86d336f2
commit
5ed8544fd1
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@ -50,6 +50,8 @@ from ._allocate import (
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mk_allocator,
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Allocator,
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)
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from .models import CostModel
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log = get_logger(__name__)
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@ -57,6 +59,7 @@ __all__ = [
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'Account',
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'Allocator',
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'Asset',
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'CostModel',
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'MktPair',
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'Position',
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'Symbol',
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@ -25,7 +25,7 @@ from bidict import bidict
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from ._pos import Position
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from . import MktPair
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from ..data.types import Struct
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from piker.types import Struct
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_size_units = bidict({
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@ -37,8 +37,8 @@ from pendulum import (
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)
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import tomli_w # for fast ledger writing
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from .. import config
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from ..data.types import Struct
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from piker.types import Struct
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from piker import config
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from ..log import get_logger
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from .calc import (
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iter_by_dt,
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@ -36,7 +36,7 @@ from typing import (
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Literal,
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)
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from ..data.types import Struct
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from piker.types import Struct
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# TODO: make these literals..
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@ -58,8 +58,8 @@ from .. import config
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from ..clearing._messages import (
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BrokerdPosition,
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)
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from ..data.types import Struct
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from ..data._symcache import SymbologyCache
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from piker.types import Struct
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from piker.data._symcache import SymbologyCache
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from ..log import get_logger
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log = get_logger(__name__)
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@ -422,7 +422,12 @@ def ledger_to_dfs(
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# fdf = df.filter(pred)
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# break up into a frame per mkt / fqme
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# TODO: originally i had tried just using a plain ol' groupby
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# + agg here but the issue was re-inserting to the src frame.
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# however, learning more about `polars` seems like maybe we can
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# use `.over()`?
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# https://pola-rs.github.io/polars/py-polars/html/reference/expressions/api/polars.Expr.over.html#polars.Expr.over
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# => CURRENTLY we break up into a frame per mkt / fqme
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dfs: dict[str, pl.DataFrame] = ldf.partition_by(
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'bs_mktid',
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as_dict=True,
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@ -435,14 +440,9 @@ def ledger_to_dfs(
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# covert to lazy form (since apparently we might need it
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# eventually ...)
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df = dfs[key]
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df: pl.DataFrame = dfs[key]
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ldf = df.lazy()
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# TODO: pass back the current `Position` object loaded from
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# the account as well? Would provide incentive to do all
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# this ledger loading inside a new async open_account().
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# bs_mktid: str = df[0]['bs_mktid']
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# pos: Position = acnt.pps[bs_mktid]
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ldf: pl.LazyFrame = df.lazy()
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df = dfs[key] = ldf.with_columns([
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@ -688,4 +688,10 @@ def ledger_to_dfs(
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last_ppu: float = ppu
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last_cumsize: float = cumsize
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# TODO?: pass back the current `Position` object loaded from
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# the account as well? Would provide incentive to do all
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# this ledger loading inside a new async open_account().
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# bs_mktid: str = df[0]['bs_mktid']
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# pos: Position = acnt.pps[bs_mktid]
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return dfs
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@ -53,7 +53,7 @@ from piker.accounting import (
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Asset,
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digits_to_dec,
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)
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from piker.data.types import Struct
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from piker.types import Struct
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from piker.data import def_iohlcv_fields
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from piker.brokers import (
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resproc,
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@ -58,7 +58,7 @@ from piker.accounting import (
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MktPair,
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unpack_fqme,
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)
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from piker.data.types import Struct
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from piker.types import Struct
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from piker.data.validate import FeedInit
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from piker.data._web_bs import (
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open_autorecon_ws,
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@ -26,7 +26,7 @@ from decimal import Decimal
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from msgspec import field
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from piker.data.types import Struct
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from piker.types import Struct
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# API endpoint paths by venue / sub-API
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@ -49,6 +49,7 @@ from ib_insync.objects import (
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)
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from piker import config
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from piker.types import Struct
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from piker.accounting import (
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Position,
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Transaction,
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@ -62,7 +63,6 @@ from piker.accounting import (
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from piker.data import (
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open_symcache,
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SymbologyCache,
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Struct,
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)
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from piker.clearing._messages import (
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Order,
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@ -39,8 +39,8 @@ from ib_insync.objects import (
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CommissionReport,
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)
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from piker.types import Struct
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from piker.data import (
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Struct,
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SymbologyCache,
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)
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from piker.accounting import (
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@ -46,7 +46,7 @@ from piker.brokers._util import (
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DataThrottle,
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DataUnavailable,
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)
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from piker.data.types import Struct
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from piker.types import Struct
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from piker.data.validate import FeedInit
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from piker.data._web_bs import open_autorecon_ws, NoBsWs
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from .api import (
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@ -34,9 +34,9 @@ from piker.accounting import (
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TransactionLedger,
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# MktPair,
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)
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from piker.types import Struct
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from piker.data import (
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SymbologyCache,
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Struct,
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)
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from .api import (
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log,
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@ -33,7 +33,7 @@ from piker.brokers import (
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open_cached_client,
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SymbolNotFound,
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)
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from piker.data.types import Struct
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from piker.types import Struct
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from piker.accounting._mktinfo import (
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Asset,
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MktPair,
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@ -64,7 +64,7 @@ from piker._cacheables import (
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)
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from piker.log import get_logger
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from piker.data.validate import FeedInit
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from piker.data.types import Struct
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from piker.types import Struct
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from piker.data import def_iohlcv_fields
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from piker.data._web_bs import (
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open_autorecon_ws,
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@ -27,13 +27,28 @@ from ._ems import (
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open_brokerd_dialog,
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)
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from ._util import OrderDialogs
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from ._messages import(
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Order,
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Status,
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Cancel,
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# TODO: deprecate these and replace end-2-end with
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# client-side-dialog set above B)
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# https://github.com/pikers/piker/issues/514
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BrokerdPosition
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)
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__all__ = [
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'FeeModel',
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'open_ems',
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'OrderClient',
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'open_brokerd_dialog',
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'OrderDialogs',
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'Order',
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'Status',
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'Cancel',
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'BrokerdPosition'
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]
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@ -30,7 +30,7 @@ from tractor.trionics import broadcast_receiver
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from ._util import (
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log, # sub-sys logger
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)
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from ..data.types import Struct
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from piker.types import Struct
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from ..service import maybe_open_emsd
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from ._messages import (
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Order,
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@ -51,9 +51,9 @@ from ..accounting._mktinfo import (
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unpack_fqme,
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dec_digits,
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)
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from piker.types import Struct
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from ..ui._notify import notify_from_ems_status_msg
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from ..data import iterticks
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from ..data.types import Struct
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from ._messages import (
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Order,
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Status,
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@ -28,7 +28,7 @@ from typing import (
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from msgspec import field
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from ..data.types import Struct
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from piker.types import Struct
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# TODO: a composite for tracking msg flow on 2-legged
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@ -40,21 +40,22 @@ import tractor
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from piker.brokers import get_brokermod
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from piker.accounting import (
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Position,
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Account,
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CostModel,
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MktPair,
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Position,
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Transaction,
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TransactionLedger,
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open_trade_ledger,
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open_account,
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MktPair,
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open_trade_ledger,
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unpack_fqme,
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)
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from piker.data import (
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open_feed,
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iterticks,
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Struct,
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open_symcache,
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SymbologyCache,
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iterticks,
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open_feed,
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open_symcache,
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)
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from ._util import (
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log, # sub-sys logger
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@ -83,6 +84,7 @@ class PaperBoi(Struct):
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ems_trades_stream: tractor.MsgStream
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acnt: Account
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ledger: TransactionLedger
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fees: CostModel
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# map of paper "live" orders which be used
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# to simulate fills based on paper engine settings
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@ -25,7 +25,7 @@ from ..log import (
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get_logger,
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get_console_log,
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)
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from piker.data.types import Struct
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from piker.types import Struct
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subsys: str = 'piker.clearing'
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log = get_logger(subsys)
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@ -44,7 +44,7 @@ from ._symcache import (
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open_symcache,
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get_symcache,
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)
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from .types import Struct
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from ._sampling import open_sample_stream
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__all__: list[str] = [
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@ -60,7 +60,8 @@ __all__: list[str] = [
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'def_iohlcv_fields',
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'def_ohlcv_fields',
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'open_symcache',
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'open_sample_stream',
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'get_symcache',
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'SymbologyCache',
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'Struct',
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'types',
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]
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@ -34,7 +34,7 @@ import tractor
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from ._util import log
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from ._source import def_iohlcv_fields
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from .types import Struct
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from piker.types import Struct
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def cuckoff_mantracker():
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@ -47,11 +47,11 @@ from msgspec import field
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from piker.log import get_logger
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from piker import config
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from piker.types import Struct
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from piker.brokers import (
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open_cached_client,
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get_brokermod,
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)
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from .types import Struct
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if TYPE_CHECKING:
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from ..accounting import (
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@ -50,8 +50,8 @@ from trio_websocket._impl import (
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ConnectionTimeout,
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)
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from piker.types import Struct
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from ._util import log
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from .types import Struct
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class NoBsWs:
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@ -50,15 +50,21 @@ from tractor.trionics import (
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gather_contexts,
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)
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from ..brokers import get_brokermod
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from ..calc import humanize
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from piker.accounting import (
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MktPair,
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unpack_fqme,
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)
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from piker.types import Struct
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from piker.brokers import get_brokermod
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from piker.service import (
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maybe_spawn_brokerd,
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)
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from piker.ui import _search
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from piker.calc import humanize
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from ._util import (
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log,
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get_console_log,
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)
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from ..service import (
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maybe_spawn_brokerd,
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)
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from .flows import Flume
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from .validate import (
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FeedInit,
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@ -68,12 +74,6 @@ from .history import (
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manage_history,
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)
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from .ingest import get_ingestormod
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from .types import Struct
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from ..accounting import (
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MktPair,
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unpack_fqme,
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)
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from ..ui import _search
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from ._sampling import (
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sample_and_broadcast,
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uniform_rate_send,
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@ -30,8 +30,7 @@ import tractor
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import pendulum
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import numpy as np
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from ..accounting import MktPair
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from .types import Struct
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from piker.types import Struct
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from ._sharedmem import (
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attach_shm_array,
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ShmArray,
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@ -39,7 +38,7 @@ from ._sharedmem import (
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)
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if TYPE_CHECKING:
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# from pyqtgraph import PlotItem
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from ..accounting import MktPair
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from .feed import Feed
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@ -189,6 +188,7 @@ class Flume(Struct):
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'''
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mkt_msg = msg.pop('mkt')
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from ..accounting import MktPair # cycle otherwise..
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mkt = MktPair.from_msg(mkt_msg)
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return cls(mkt=mkt, **msg)
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@ -18,6 +18,7 @@ Data feed synchronization protocols, init msgs, and general
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data-provider-backend-agnostic schema definitions.
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'''
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from __future__ import annotations
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from decimal import Decimal
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from pprint import pformat
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from types import ModuleType
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|
@ -28,8 +29,8 @@ from typing import (
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from msgspec import field
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from .types import Struct
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from ..accounting import (
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from piker.types import Struct
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from piker.accounting import (
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Asset,
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MktPair,
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)
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|
|
|
@ -22,9 +22,25 @@ from typing import AsyncIterator
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import numpy as np
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from ._api import (
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maybe_mk_fsp_shm,
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Fsp,
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)
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from ._engine import cascade
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from ._volume import (
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dolla_vlm,
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flow_rates,
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tina_vwap,
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)
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__all__ = ['cascade']
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__all__: list[str] = [
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'cascade',
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'maybe_mk_fsp_shm',
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'Fsp',
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'dolla_vlm',
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'flow_rates',
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'tina_vwap',
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]
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async def latency(
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|
|
|
@ -36,25 +36,27 @@ import pyqtgraph as pg
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from msgspec import field
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# from .. import brokers
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from ..accounting import (
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from piker.accounting import (
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MktPair,
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)
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from ..data import (
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from piker.types import Struct
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from piker.data import (
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open_feed,
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Feed,
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Flume,
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open_sample_stream,
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ShmArray,
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)
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from ..data.ticktools import (
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from piker.data.ticktools import (
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_tick_groups,
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_auction_ticks,
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)
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from ..data.types import Struct
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from ..data._sharedmem import (
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ShmArray,
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)
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from ..data._sampling import (
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open_sample_stream,
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from piker.toolz import (
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pg_profile_enabled,
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ms_slower_then,
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Profiler,
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)
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from piker.log import get_logger
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# from ..data._source import tf_in_1s
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from ._axes import YAxisLabel
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from ._chart import (
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|
@ -79,12 +81,6 @@ from .order_mode import (
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open_order_mode,
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OrderMode,
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)
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from ..toolz import (
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pg_profile_enabled,
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ms_slower_then,
|
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Profiler,
|
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)
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from ..log import get_logger
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if TYPE_CHECKING:
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from ._interaction import ChartView
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|
|
|
@ -42,10 +42,10 @@ from pyqtgraph import functions as fn
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from PyQt5.QtCore import QPointF
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import numpy as np
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from piker.types import Struct
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from ._style import hcolor, _font
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from ._lines import LevelLine
|
||||
from ..log import get_logger
|
||||
from ..data.types import Struct
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._chart import GodWidget
|
||||
|
|
|
@ -30,7 +30,7 @@ from PyQt5.QtWidgets import (
|
|||
QGraphicsSceneMouseEvent as gs_mouse,
|
||||
)
|
||||
|
||||
from ..data.types import Struct
|
||||
from piker.types import Struct
|
||||
|
||||
|
||||
MOUSE_EVENTS = {
|
||||
|
|
|
@ -36,16 +36,27 @@ from tractor.trionics import maybe_open_context
|
|||
import trio
|
||||
from trio_typing import TaskStatus
|
||||
|
||||
from piker.data.types import Struct
|
||||
from ._axes import PriceAxis
|
||||
from ..calc import humanize
|
||||
from ..data._sharedmem import (
|
||||
from piker.accounting import MktPair
|
||||
from piker.fsp import (
|
||||
cascade,
|
||||
maybe_mk_fsp_shm,
|
||||
Fsp,
|
||||
dolla_vlm,
|
||||
flow_rates,
|
||||
)
|
||||
from piker.data import (
|
||||
Flume,
|
||||
ShmArray,
|
||||
)
|
||||
from piker.data._sharedmem import (
|
||||
_Token,
|
||||
try_read,
|
||||
)
|
||||
from ..data.feed import Flume
|
||||
from ..accounting import MktPair
|
||||
from piker.log import get_logger
|
||||
from piker.toolz import Profiler
|
||||
from piker.types import Struct
|
||||
from ._axes import PriceAxis
|
||||
from ..calc import humanize
|
||||
from ._chart import (
|
||||
ChartPlotWidget,
|
||||
LinkedSplits,
|
||||
|
@ -55,18 +66,6 @@ from ._forms import (
|
|||
mk_form,
|
||||
open_form_input_handling,
|
||||
)
|
||||
from ..fsp._api import (
|
||||
maybe_mk_fsp_shm,
|
||||
Fsp,
|
||||
)
|
||||
from ..fsp import cascade
|
||||
from ..fsp._volume import (
|
||||
# tina_vwap,
|
||||
dolla_vlm,
|
||||
flow_rates,
|
||||
)
|
||||
from ..log import get_logger
|
||||
from ..toolz import Profiler
|
||||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
|
|
@ -30,40 +30,34 @@ from typing import (
|
|||
TYPE_CHECKING,
|
||||
)
|
||||
|
||||
|
||||
# from PyQt5.QtWidgets import QStyle
|
||||
# from PyQt5.QtGui import (
|
||||
# QIcon, QPixmap, QColor
|
||||
# )
|
||||
from pyqtgraph import functions as fn
|
||||
|
||||
from piker.calc import (
|
||||
humanize,
|
||||
pnl,
|
||||
puterize,
|
||||
)
|
||||
from piker.accounting import (
|
||||
Allocator,
|
||||
Position,
|
||||
MktPair,
|
||||
)
|
||||
from piker.accounting._mktinfo import _derivs
|
||||
from piker.types import Struct
|
||||
from piker.data import (
|
||||
iterticks,
|
||||
Feed,
|
||||
Flume,
|
||||
)
|
||||
from ._annotate import LevelMarker
|
||||
from ._anchors import (
|
||||
pp_tight_and_right, # wanna keep it straight in the long run
|
||||
gpath_pin,
|
||||
)
|
||||
from ..calc import (
|
||||
humanize,
|
||||
pnl,
|
||||
puterize,
|
||||
)
|
||||
from ..accounting import (
|
||||
Allocator,
|
||||
MktPair,
|
||||
)
|
||||
from ..accounting import (
|
||||
Position,
|
||||
)
|
||||
from ..accounting._mktinfo import (
|
||||
_derivs,
|
||||
)
|
||||
|
||||
from ..data import (
|
||||
iterticks,
|
||||
Feed,
|
||||
Flume,
|
||||
)
|
||||
from ..data.types import Struct
|
||||
from ._label import Label
|
||||
from ._lines import LevelLine, order_line
|
||||
from ._style import _font
|
||||
|
|
|
@ -36,25 +36,29 @@ import tractor
|
|||
import trio
|
||||
from PyQt5.QtCore import Qt
|
||||
|
||||
from .. import config
|
||||
from ..accounting import (
|
||||
from piker import config
|
||||
from piker.accounting import (
|
||||
Allocator,
|
||||
Position,
|
||||
mk_allocator,
|
||||
MktPair,
|
||||
Symbol,
|
||||
)
|
||||
from ..clearing._client import (
|
||||
from piker.clearing import (
|
||||
open_ems,
|
||||
OrderClient,
|
||||
)
|
||||
from ._style import _font
|
||||
from ..data.feed import (
|
||||
from piker.clearing._messages import (
|
||||
Order,
|
||||
Status,
|
||||
BrokerdPosition,
|
||||
)
|
||||
from piker.data import (
|
||||
Feed,
|
||||
Flume,
|
||||
)
|
||||
from ..data.types import Struct
|
||||
from ..log import get_logger
|
||||
from piker.types import Struct
|
||||
from piker.log import get_logger
|
||||
from ._editors import LineEditor, ArrowEditor
|
||||
from ._lines import order_line, LevelLine
|
||||
from ._position import (
|
||||
|
@ -63,14 +67,7 @@ from ._position import (
|
|||
)
|
||||
from ._forms import FieldsForm
|
||||
from ._window import MultiStatus
|
||||
from ..clearing._messages import (
|
||||
# Cancel,
|
||||
Order,
|
||||
Status,
|
||||
# BrokerdOrder,
|
||||
# BrokerdStatus,
|
||||
BrokerdPosition,
|
||||
)
|
||||
from ._style import _font
|
||||
from ._forms import open_form_input_handling
|
||||
from ._notify import notify_from_ems_status_msg
|
||||
|
||||
|
|
|
@ -30,7 +30,7 @@ import numpy as np
|
|||
import pendulum
|
||||
import pyqtgraph as pg
|
||||
|
||||
from ..data.types import Struct
|
||||
from piker.types import Struct
|
||||
from ..data._timeseries import slice_from_time
|
||||
from ..log import get_logger
|
||||
from ..toolz import Profiler
|
||||
|
|
Loading…
Reference in New Issue