HGraph Orders and Pricing Library

Provides a library, based on the hgraph functional reactive framework to support creating order and pricing logic.

The core components of the library include:

• instruments
• positions
• portfolios
• orders
• pricing

This library is currently very green and is expected to have significant changes.

Development

The project is currently configured to make use of Poetry for dependency management. Take a look at the website to see how best to install the tool. Once you have checked out the project, you can install the project for development using the following command:

This is optional, but you can ensure python uses the version of python you require.

poetry env use 3.11

Then use the following command to install the project and it's depenencies:

poetry install

Then you can find the location of the installation using:

poetry env info

PyCharm can make use of poetry to setup the project.

Run Tests

# No Coverage
poetry run pytest

# Generate Coverage Report
poetry run pytest --cov=your_package_name --cov-report=xml