Merge branch 'main' into dev

pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "aiomql"
-version = "4.0.5"
+version = "4.0.6"
 readme = "README.md"
 requires-python = ">=3.11"
 classifiers = [

src/aiomql/__init__.py

@@ -1,3 +1,4 @@
 from .core import *
 from .lib import *
 from .contrib import *
+from ._utils import *

src/aiomql/_utils.py

@@ -10,35 +10,33 @@ from .core.config import Config
 
 logger = getLogger(__name__)
 
-
-async def backtest_sleep(secs: float):
+async def backtest_sleep(secs):
+    """An async sleep function for use during backtesting."""
     config = Config()
-    btc = config.backtest_controller
-    try:
-        if btc.parties == 2:
-            steps = int(secs) // config.backtest_engine.speed
-            steps = max(steps, 1)
-            config.backtest_engine.fast_forward(steps=steps)
-            btc.wait()
-
-        elif btc.parties > 2:
-            _time = config.backtest_engine.cursor.time + secs
-            while _time > config.backtest_engine.cursor.time:
-                btc.wait()
-        else:
-            btc.wait()
-    except Exception as err:
-        btc.wait()
-        logger.error("Error: %s in backtest_sleep", err)
+    sleep = config.backtest_engine.cursor.time + secs
+    while sleep > config.backtest_engine.cursor.time:
+        await asyncio.sleep(0)
 
 
-# async def backtest_sleep(secs):
-#     """An async sleep function for use during backtesting."""
-#     btc = BackTestController()
+# async def backtest_sleep(secs: float):
 #     config = Config()
-#     sleep = config.backtest_engine.cursor.time + secs
-#     while sleep > config.backtest_engine.cursor.time:
+#     btc = config.backtest_controller
+#     try:
+#         if btc.parties == 2:
+#             steps = int(secs) // config.backtest_engine.speed
+#             steps = max(steps, 1)
+#             config.backtest_engine.fast_forward(steps=steps)
+#             btc.wait()
+#
+#         elif btc.parties > 2:
+#             _time = config.backtest_engine.cursor.time + secs
+#             while _time > config.backtest_engine.cursor.time:
+#                 btc.wait()
+#         else:
+#             btc.wait()
+#     except Exception as err:
 #         btc.wait()
+#         logger.error("Error: %s in backtest_sleep", err)
 
 
 def dict_to_string(data: dict, multi=False) -> str:

src/aiomql/lib/sessions.py

@@ -6,7 +6,6 @@ from logging import getLogger
 from ..core.models import OrderSendResult, TradePosition
 from ..core.config import Config
 from .positions import Positions
-from .._utils import backtest_sleep
 
 logger = getLogger(__name__)
 
@@ -26,13 +25,13 @@ def delta(obj: time) -> timedelta:
     return timedelta(hours=obj.hour, minutes=obj.minute, seconds=obj.second, microseconds=obj.microsecond)
 
 
-# async def backtest_sleep(secs):
-#     """An async sleep function for use during backtesting."""
-#     btc = BackTestController()
-#     config = Config()
-#     sleep = config.backtest_engine.cursor.time + secs
-#     while sleep > config.backtest_engine.cursor.time:
-#         btc.wait()
+async def backtest_sleep(secs):
+    """An async sleep function for use during backtesting."""
+    config = Config()
+    btc = config.backtest_controller
+    sleep = config.backtest_engine.cursor.time + secs
+    while sleep > config.backtest_engine.cursor.time:
+        btc.wait()
 
 
 class Session:

src/aiomql/lib/strategy.py

@@ -126,13 +126,14 @@ class Strategy(ABC):
 
     async def _backtest_sleep(self, *, secs: float):
         try:
-            if self.backtest_controller.parties == 2:
-                steps = int(secs) // self.config.backtest_engine.speed
-                steps = max(steps, 1)
-                self.config.backtest_engine.fast_forward(steps=steps)
-                self.backtest_controller.wait()
+            # if self.backtest_controller.parties == 2:
+                # this is not needed, as the backtest_engine iterator will handle this
+                # steps = int(secs) // self.config.backtest_engine.speed
+                # steps = max(steps, 1)
+                # self.config.backtest_engine.fast_forward(steps=steps)
+                # self.backtest_controller.wait()
 
-            elif self.backtest_controller.parties > 2:
+            if self.backtest_controller.parties >= 2:
                 _time = self.config.backtest_engine.cursor.time + secs
                 while _time > self.config.backtest_engine.cursor.time:
                     self.backtest_controller.wait()