fix order_type in orderStatus

.github/workflows/main.yml

@@ -32,12 +32,14 @@ jobs:
         pip install PyQt5 >= 5.15.10
         pip install QDarkStyle >= 2.8
 
+    - name: Check code formatting with black
+      run: |
+        poetry run isort --check .
+        poetry run black --check .
+
     - name: Analysing the code with pylint
       run: |
         poetry run pylint $(git ls-files '*.py')
 
-    - name: Check code formatting with black
-      run: poetry run black --check .
-
     - name: Run tests
       run: poetry run pytest

.github/workflows/publish.yml

@@ -0,0 +1,36 @@
+name: Publish to PyPI
+
+on:
+  push:
+    tags:
+      - 'v*'  # This triggers the workflow on new tags starting with "v"
+
+jobs:
+  publish:
+    runs-on: ubuntu-latest
+
+    steps:
+      - name: Checkout code
+        uses: actions/checkout@v3
+
+      - name: Set up Python
+        uses: actions/setup-python@v4
+        with:
+          python-version: '3.12'  # Specify your Python version
+
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install build twine
+
+      - name: Build package
+        run: python -m build
+
+      - name: Publish to PyPI
+        env:
+          TWINE_USERNAME: __token__
+          TWINE_PASSWORD: ${{ secrets.PYPI_API_TOKEN }}
+        run: python -m twine upload dist/*
+
+      - name: Clean up
+        run: rm -rf dist build *.egg-info

examples/config_live.yaml

@@ -25,7 +25,7 @@ strategy:
       lookback_5sec: 50
       lookback_15sec: 20
     symbols:
-    - ESM1 FUT GLOBEX
+    - EUM4 FUT GLOBEX
   #---------- Strategy and params control -----------#
   # DualThrustStrategy:
   #   active: false
@@ -60,7 +60,7 @@ strategy:
       tick_trigger_threshold: 6000
     single_trade_limit: 3
     symbols:
-    - ESM1 FUT GLOBEX
+    - SPY STK SMART
     total_active_limit: 2
     total_cancel_limit: 5
     total_loss_limit: 5000

examples/download_historical_data_from_ib.py

@@ -62,7 +62,7 @@ def run(self) -> None:
         # RTH stock 9:30~16:00; FUT 9:30~17:00, ES halt 16:15~16:30
         # 7.5h x 2 = 15 requests = 15*15 ~ 4min
         symbols = [
-            "ESU0 FUT GLOBEX",  # 9:30 a.m. ET on the 3rd Friday of the contract month; 15:14:30 – 15:15:00 CT; final 9:30am opening prices
+            # "ESU4 FUT GLOBEX",  # 9:30 a.m. ET on the 3rd Friday of the contract month; 15:14:30 – 15:15:00 CT; final 9:30am opening prices
             # 'NQU0 FUT GLOBEX',          # 9:30 a.m. ET on the 3rd Friday of the contract month
             # 'CLU0 FUT NYNEX',           # 3 business day prior to the 25th calendar day of the month prior to the contract month, if not business day; active -2D; 4:28:00 to 14:30:00 ET; 14:00:00 and 14:30:00 ET
             # 'CLV0 FUT NYNEX',
@@ -72,7 +72,7 @@ def run(self) -> None:
             # 'RBV0 FUT NYMEX',
             # 'NGU0 FUT NYMEX',         # 3rd last business days of the month prior to the contract month; active -2D. 14:28:00 to 14:30:00 ET; 14:00:00 and 14:30:00 ET
             # 'NGV0 FUT NYMEX',
-            # # 'SPY STK SMART',
+            "SPY STK SMART",
             # 'QQQ STK SMART',
             # 'XLE STK SMART',
             # 'XLF STK SMART',
@@ -103,9 +103,7 @@ def run(self) -> None:
                 # daily combine and remove duplicates
                 dfd = self.df.combine_first(dfd)
                 # ready for the next 30min
-                self.df = pd.DataFrame(
-                    columns=["Open", "High", "Low", "Close", "Volume"]
-                )
+                self.df = pd.DataFrame(columns=["Open", "High", "Low", "Close", "Volume"])
 
             dfd.sort_index(inplace=True)
             dict_all[sym] = dfd
@@ -129,10 +127,10 @@ def run(self) -> None:
 
 if __name__ == "__main__":
     parser = argparse.ArgumentParser(description="Historical Downloader")
-    parser.add_argument("--date", help="yyyymmdd")
+    parser.add_argument("--date", help="yyyymmdd", required=True)
     parser.add_argument(
         "--path",
-        default="d:/workspace/quantresearch/data/tick/",
+        default="c::/workspace/data/tick/",
         help="hist data folder",
     )
 

examples/instrument_meta.yaml

@@ -1,5 +1,6 @@
 # default:  multiplier: 1
 #           margin: 100%
+
 ES:
   Type: FUT
   Root: ES

pyproject.toml

@@ -4,8 +4,8 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "quanttrader"
-version = "0.1.0"
-description = "quant trader python"
+version = "0.6.0"
+description = "quanttrader backtest and live trading library"
 readme = "README.md"
 authors = [
   {name = "Letian Wang", email = "[email protected]"}
@@ -43,7 +43,7 @@ package-dir = {"" = "src"}
 
 [tool.poetry]
 name = "quanttrader"
-version = "0.1.0"
+version = "0.6.0"
 description = "quant trader python"
 authors = ["Letian Wang <[email protected]>"]