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
tradxlibrary.
- Added a script demonstrating two example algorithmic trading strategies using the
- 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
tradxlibrary.
- Example script showcasing basic functionality of the
[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, anddeinitialize.
- Added virtual functions for
- baseClass/index.py (New)
- Implemented a separate Pydantic class for index data management.
- marketDataEngine.py
- Made the
subscribeandunsubscribefunctions functional. - Updated
loadMasterfunction to fetch options and futures master data. - Fixed bugs in
on_event_candle_data_full.
- Made the
Initial Commit - Released: 07-Jan-2025
Changes:
- Introduced the
tradxpackage.
This changelog provides a clear and organized view of the changes across different versions.
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