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A Package Designed to simplify strategy development on package xts-api-client

Project description

Changelog

[v0.1.2] - Released: 09-Jan-2025

Changes:

  • examples/example1.py
    • Refactored code for improved readability and efficiency.
  • examples/example2.log (New)
    • Log file for the second example script.
  • examples/example2.py (New)
    • Added a script demonstrating two example algorithmic trading strategies using the tradx library.
  • src/tradx/baseClass/baseAlgo.py
    • Added functionality to track orders and positions at the strategy level.
    • Implemented the ability to square off individual strategy positions intraday without disrupting others.
  • src/tradx/baseClass/order.py (New)
    • Introduced a Pydantic class to manage strategy-level orders.
  • src/tradx/baseClass/orderEvent.py
    • Fixed a bug in attribute types for 'OrderAverageTradedPrice' and 'OrderAverageTradedPriceAPI.'
  • src/tradx/baseClass/position.py (New)
    • Introduced a Pydantic class to manage strategy-level positions.
  • src/tradx/interactiveEngine.py
    • Refactored code for better maintainability.
    • Added functionality to cancel individual orders.

[example1 Added] - Released: 08-Jan-2025

Changes:

  • examples/example1.log (New)
    • Log file for the first example script.
  • examples/example1.py (New)
    • Example script showcasing basic functionality of the tradx library.

[v0.1.1] - Released: 08-Jan-2025

Changes:

  • algoContainer.py
    • Fixed the broadcast function to work with the new Pydantic class for candle data.
  • baseClass/baseAlgo.py
    • Added virtual functions for unsubscribe, initialize, and deinitialize.
  • baseClass/index.py (New)
    • Implemented a separate Pydantic class for index data management.
  • marketDataEngine.py
    • Made the subscribe and unsubscribe functions functional.
    • Updated loadMaster function to fetch options and futures master data.
    • Fixed bugs in on_event_candle_data_full.

Initial Commit - Released: 07-Jan-2025

Changes:

  • Introduced the tradx package.

This changelog provides a clear and organized view of the changes across different versions.

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