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A library to faciliate building order and pricing strategies

Project description

HGraph Orders and Pricing Library

Provides a library, based on the hgraph functional reactive framework to support creating order and pricing logic.

The core components of the library include:

  • instruments
  • positions
  • portfolios
  • orders
  • pricing

This library is currently very green and is expected to have significant changes.

Development

This project now uses the uv package manager for dependency management and running tasks.

Once you have checked out the project, you can set up a local virtual environment and install dependencies as follows:

  1. Create or reuse a virtual environment with Python 3.11 (recommended):
uv venv -p 3.11
  1. Activate the virtual environment (example for bash/zsh):
source .venv/bin/activate
  1. Install the project and all development dependencies (tests, docs, etc.):
uv sync --all-extras --all-groups

Notes:

  • uv sync reads pyproject.toml and uv.lock and installs the project in editable mode along with dependencies.
  • If you only want runtime dependencies, omit --all-groups.
  • If you don't need optional extras, omit --all-extras.

To see where the Python interpreter lives for IDE configuration (e.g., PyCharm), after activating the venv you can run:

which python

PyCharm can be pointed at the .venv interpreter in the project root.

Run Tests

# No Coverage
uv run pytest
# Generate Coverage Report
uv run pytest --cov=hg_oap --cov-report=xml

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