chronopype 0.2.4

A flexible clock implementation for real-time and backtesting scenarios

Chrono Pypeline

A flexible clock implementation for real-time and backtesting scenarios in Python. chronopype provides a robust framework for managing time-based operations with support for both real-time processing and historical data backtesting.

Features

• 🕒 Flexible Clock System: Support for both real-time and backtesting modes
• 🔄 Processor Framework: Extensible system for implementing time-based operations
• 🌐 Network-Aware: Built-in network processor with retry and backoff capabilities
• ⚡ Async Support: Full async/await support for efficient I/O operations
• 🛠️ Easy to Use: Simple API for managing time-based operations
• 📊 Performance Monitoring: Built-in performance tracking and statistics
• 🔒 Type Safe: Fully typed with MyPy strict mode
• 🧪 Well Tested: Comprehensive test suite with high coverage

Installation

# Using pip
pip install chronopype

# Using poetry
poetry add chronopype

Quick Start

Here's a simple example of using chronopype:

import asyncio
from chronopype import ClockConfig
from chronopype.clocks import RealtimeClock
from chronopype.processors import TickProcessor

class MyProcessor(TickProcessor):
    async def async_tick(self, timestamp: float) -> None:
        print(f"Processing at {timestamp}")

async def main():
    # Configure the clock
    config = ClockConfig(
        start_time=time.time(),
        tick_size=1.0  # 1 second ticks
    )

    # Create and configure the clock
    async with RealtimeClock(config) as clock:
        # Add your processor
        clock.add_processor(MyProcessor())

        # Run for 10 seconds
        await clock.run_til(config.start_time + 10)

if __name__ == "__main__":
    asyncio.run(main())

Core Components

• Clocks: Base implementations for time management

  • RealtimeClock: For real-time processing
  • BacktestClock: For historical data processing

• Processors: Framework for implementing time-based operations

  • TickProcessor: Base class for all processors
  • NetworkProcessor: Network-aware processor with retry capabilities

Development

chronopype uses Poetry for dependency management and packaging:

# Install dependencies
poetry install

# Run tests
poetry run pytest

# Run type checks
poetry run mypy .

# Run linting
poetry run pre-commit run --all-files