upd

core/interfaces/abstract_executor_actor_factory.py

@@ -1,7 +1,7 @@
 from abc import ABC, abstractmethod
 
 from core.interfaces.abstract_market_repository import AbstractMarketRepository
-from core.models.order import OrderType
+from core.models.order_type import OrderType
 from core.models.symbol import Symbol
 from core.models.timeframe import Timeframe
 

core/models/entity/base.py → core/models/entity/_base.py

@@ -17,12 +17,10 @@ def to_dict(self) -> Dict[str, Any]:
         result = {**field_dict, **property_dict}
 
         for key, value in result.items():
-            if isinstance(value, Enum):
-                result[key] = str(value)
-
-            elif hasattr(value, "to_dict") and callable(value.to_dict):
+            if hasattr(value, "to_dict") and callable(value.to_dict):
                 result[key] = value.to_dict()
-
+            elif isinstance(value, Enum):
+                result[key] = str(value)
             elif isinstance(value, list):
                 result[key] = [
                     v.to_dict() if hasattr(v, "to_dict") and callable(v.to_dict) else v
@@ -32,16 +30,15 @@ def to_dict(self) -> Dict[str, Any]:
         return result
 
     def to_json(self) -> str:
-        return json.dumps(self.to_dict())
+        return json.dumps(self.to_dict(), default=str)
 
     @classmethod
     def from_dict(cls, data: Dict[str, Any]) -> "Entity":
         return cls(**data)
 
     @classmethod
     def from_json(cls, json_str: str) -> "Entity":
-        data = json.loads(json_str)
-        return cls.from_dict(data)
+        return cls.from_dict(json.loads(json_str))
 
     @classmethod
     def from_list(cls, values: List[Any]) -> "Entity":
@@ -55,8 +52,11 @@ def from_list(cls, values: List[Any]) -> "Entity":
         return cls.from_dict(data)
 
     def __str__(self) -> str:
-        field_dict = self.to_dict()
-        field_strings = []
+        field_dict = {
+            key: value
+            for key, value in self.to_dict().items()
+            if not key.startswith("_")
+        }
 
         def format_value(value):
             if isinstance(value, dict):
@@ -69,23 +69,13 @@ def format_value(value):
                 return f"{value:.8f}"
             return str(value)
 
-        for key, value in field_dict.items():
-            if value is not None:
-                formatted_value = format_value(value)
-                field_strings.append(f"{key}={formatted_value}")
-            else:
-                field_strings.append(f"{key}=NA")
-
-        return ", ".join(field_strings)
+        return ", ".join(
+            f"{key}={format_value(value)}" if value is not None else f"{key}=NA"
+            for key, value in field_dict.items()
+        )
 
     def __repr__(self) -> str:
         return f"{self.__class__.__name__}({self.__str__()})"
 
     def __format__(self, format_spec: str) -> str:
-        if format_spec == "":
-            return self.__str__()
-
-        if format_spec == "json":
-            return self.to_json()
-
-        return self.__str__()
+        return self.to_json() if format_spec == "json" else self.__str__()

core/models/entity/bar.py

@@ -1,6 +1,6 @@
 from dataclasses import dataclass
 
-from .base import Entity
+from ._base import Entity
 from .ohlcv import OHLCV
 
 

core/models/entity/ohlcv.py

@@ -3,7 +3,7 @@
 
 from core.models.candle_type import CandleType
 
-from .base import Entity
+from ._base import Entity
 
 
 @dataclass(frozen=True)

core/models/order.py → core/models/entity/order.py

@@ -1,30 +1,18 @@
 import uuid
-from dataclasses import asdict, dataclass, field
+from dataclasses import dataclass, field
 from datetime import datetime
-from enum import Enum, auto
 
+from core.models.order_type import OrderStatus, OrderType
 
-class OrderStatus(Enum):
-    PENDING = "pending"
-    EXECUTED = "executed"
-    FAILED = "failed"
-    CLOSED = "closed"
-
-
-class OrderType(Enum):
-    MARKET = auto()
-    PAPER = auto()
+from ._base import Entity
 
 
 @dataclass(frozen=True)
-class Order:
+class Order(Entity):
     status: OrderStatus
     price: float
     size: float
     type: OrderType = field(default=OrderType.MARKET)
     id: str = field(default_factory=lambda: str(uuid.uuid4()))
     timestamp: float = field(default_factory=lambda: int(datetime.now().timestamp()))
     fee: float = field(default_factory=lambda: 0.0)
-
-    def to_dict(self):
-        return asdict(self)

core/models/order_type.py

@@ -0,0 +1,13 @@
+from enum import Enum, auto
+
+
+class OrderStatus(Enum):
+    PENDING = "pending"
+    EXECUTED = "executed"
+    FAILED = "failed"
+    CLOSED = "closed"
+
+
+class OrderType(Enum):
+    MARKET = auto()
+    PAPER = auto()

core/models/position.py

@@ -7,7 +7,8 @@
 import numpy as np
 
 from .entity.ohlcv import OHLCV
-from .order import Order, OrderStatus
+from .entity.order import Order
+from .order_type import OrderStatus
 from .position_risk import PositionRisk
 from .profit_target import ProfitTarget
 from .risk_type import PositionRiskType, SessionRiskType, SignalRiskType

core/queries/position.py

@@ -1,7 +1,7 @@
 from dataclasses import dataclass, field
 
 from core.events.base import EventMeta
-from core.models.order import Order
+from core.models.entity.order import Order
 from core.models.position import Position
 from core.queries.base import Query, QueryGroup
 

executor/_factory.py

@@ -1,6 +1,6 @@
 from core.interfaces.abstract_actor import AbstractActor
 from core.interfaces.abstract_executor_actor_factory import AbstractExecutorActorFactory
-from core.models.order import OrderType
+from core.models.order_type import OrderType
 from core.models.symbol import Symbol
 from core.models.timeframe import Timeframe
 

executor/_paper_actor.py

@@ -11,7 +11,8 @@
 )
 from core.mixins import EventHandlerMixin
 from core.models.entity.ohlcv import OHLCV
-from core.models.order import Order, OrderStatus, OrderType
+from core.models.entity.order import Order
+from core.models.order_type import OrderStatus, OrderType
 from core.models.position import Position
 from core.models.side import PositionSide
 from core.models.symbol import Symbol

feed/_historical.py

@@ -14,7 +14,6 @@
 from core.models.timeframe import Timeframe
 
 
-
 class AsyncHistoricalData:
     def __init__(
         self,

sor/_router.py

@@ -10,8 +10,9 @@
 from core.interfaces.abstract_config import AbstractConfig
 from core.interfaces.abstract_event_manager import AbstractEventManager
 from core.interfaces.abstract_exhange_factory import AbstractExchangeFactory
+from core.models.entity.order import Order
 from core.models.exchange import ExchangeType
-from core.models.order import Order, OrderStatus
+from core.models.order_type import OrderStatus
 from core.models.side import PositionSide
 from core.queries.account import GetBalance
 from core.queries.broker import GetSymbol, GetSymbols, HasPosition
@@ -65,6 +66,8 @@ def get_close_position(self, query: GetClosePosition):
             self.config["max_order_slice"],
         )
 
+        print(trade)
+
         if not trade:
             return Order(status=OrderStatus.FAILED, price=0, size=0)
 

system/backtest.py

@@ -11,7 +11,7 @@
 from core.models.feed import FeedType
 from core.models.lookback import Lookback
 from core.models.optimizer import Optimizer
-from core.models.order import OrderType
+from core.models.order_type import OrderType
 from core.models.strategy import Strategy
 from core.models.symbol import Symbol
 from core.models.timeframe import Timeframe

system/trading.py

@@ -19,7 +19,7 @@
 from core.models.exchange import ExchangeType
 from core.models.feed import FeedType
 from core.models.lookback import Lookback
-from core.models.order import OrderType
+from core.models.order_type import OrderType
 
 logger = logging.getLogger(__name__)