openscript

The engine that runs a compiled OpenScript program, in Python.

OpenScript is an open trading language. A script is compiled to a compiled program: plain data, an instruction list, never generated code. This package runs one.

It exists so that a platform can run a strategy where a JavaScript runtime is not available, which for a production trading server is the ordinary case. The compiler and the first engine are the openalgo-script package on npm; this is the second engine, and the two are held to each other by a conformance suite where any disagreement is a release blocker.

What it is

• No compiler. This package is handed a compiled program and never a script. The program arrives as canonical text, which is what a run's hash is taken over, so an engine cannot quietly run something other than what was recorded.
• Nothing builds code out of text. No string evaluator, no statement executor, no import driven by hand, no object graph loaded out of bytes. That is what lets a platform run many people's scripts in one process, and it is enforced by a check rather than intended.
• Zero dependencies. The standard library only, and not the parts of it that stop a run being reproducible. Measured on every build against the module names the running interpreter says are its own.

Numerical results in 0.7.0

The two engines use the same specified rounding, seeds and missing-value rules. Portable elementary kernels remove host-dependent final-bit differences; the release audit requires exact agreement for every numerical signature it covers, including forming-bar replacement and checkpoint replay. Install the matching 0.7.0 compiler package when comparing browser and server results. Source calls and the compiled format are unchanged, but corrected results can differ from previous releases.

Installing

pip install openscript

Python 3.12 or newer. Nothing else.

Using it

from openscript.run import load_text

loaded = load_text(program_text, settings, library)
if loaded.ok:
    result = loaded.run.execute_bar(0, bar)

A host loads a program once and pushes bars at it one at a time, keeping a checkpoint so a bar that is still moving can be executed again and rolled back. The conformance adapter is the other way in:

python -m openscript --describe
python -m openscript <case-directory>

Where the documentation is

The specification and the guides live in the repository:

• docs/integrating/the-python-engine.md for what is in this package and what a host needs.
• docs/integrating/running-a-strategy.md for driving it bar by bar: the load, the bar cycle, the rollback a moving bar rests on, and the order boundary.
• spec/ for the language, the compiled program format, the standard library and the conformance suite.

Licence

Apache-2.0.