new purpose

VERSION

@@ -1 +0,0 @@
-0.0.8

__SAV__/CHANGELOG.md

@@ -0,0 +1,2 @@
+## 2026-02-09 (v0.0.9)
+- related to the changes made in *cvttpy_tools 1.4.7*

__SAV__/VERSION

@@ -0,0 +1 @@
+0.0.9

__SAV__/apps/pair_selector/pair_selector.py

@@ -13,19 +13,19 @@ from statsmodels.tsa.stattools import adfuller, coint # type: ignore
 from statsmodels.tsa.vector_ar.vecm import coint_johansen  # type: ignore
 
 
-from cvttpy_tools.app import App
+from cvttpy_tools.base.app import App
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
-from cvttpy_tools.config import Config, CvttAppConfig
+from cvttpy_tools.base.config import Config, CvttAppConfig
-from cvttpy_tools.logger import Log
+from cvttpy_tools.base.logger import Log
-from cvttpy_tools.timeutils import NanoPerSec, SecPerHour, current_nanoseconds
+from cvttpy_tools.base.timeutils import NanoPerSec, SecPerHour, current_nanoseconds
-from cvttpy_tools.web.rest_client import RESTSender
+from cvttpy_tools.comm.web.rest_service import RestService
-from cvttpy_tools.web.rest_service import RestService
 
 from cvttpy_trading.trading.exchange_config import ExchangeAccounts
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 from cvttpy_trading.trading.mkt_data.md_summary import MdTradesAggregate, MdSummary
 
 from pairs_trading.apps.pair_selector.renderer import HtmlRenderer
+from pairs_trading.lib.live.rest import RESTSender
 
 
 @dataclass

__SAV__/apps/pair_selector/renderer.py

@@ -3,9 +3,9 @@ from __future__ import annotations
 from typing import Any, Dict, List
 
 
-from cvttpy_tools.app import App
+from cvttpy_tools.base.app import App
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
-from cvttpy_tools.config import CvttAppConfig
+from cvttpy_tools.base.config import CvttAppConfig
 
 
 class HtmlRenderer(NamedObject):

__SAV__/apps/pair_trader.py

@@ -4,13 +4,13 @@ import asyncio
 from typing import Callable, Coroutine, Dict, List
 import aiohttp.web as web
 
-from cvttpy_tools.app import App
+from cvttpy_tools.base.app import App
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
-from cvttpy_tools.config import CvttAppConfig
+from cvttpy_tools.base.config import CvttAppConfig
-from cvttpy_tools.logger import Log
+from cvttpy_tools.base.logger import Log
 from cvttpy_tools.settings.cvtt_types import BookIdT
-from cvttpy_tools.web.rest_service import RestService
+from cvttpy_tools.comm.web.rest_service import RestService
 
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument

__SAV__/lib/live/mkt_data_client.py

@@ -5,19 +5,19 @@ from typing import Dict, Any, List, Optional, Set
 
 import requests
 
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
-from cvttpy_tools.logger import Log
+from cvttpy_tools.base.logger import Log
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
-from cvttpy_tools.timer import Timer
+from cvttpy_tools.base.timer import Timer
-from cvttpy_tools.timeutils import NanosT, current_seconds
+from cvttpy_tools.base.timeutils import NanosT, current_seconds
 from cvttpy_tools.settings.cvtt_types import InstrumentIdT, IntervalSecT
-from cvttpy_tools.web.rest_client import RESTSender
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 from cvttpy_trading.trading.accounting.exch_account import ExchangeAccountNameT
 from cvttpy_trading.trading.mkt_data.md_summary import MdTradesAggregate, MdSummary, MdSummaryCallbackT
 from cvttpy_trading.trading.exchange_config import ExchangeAccounts
 # ---
+from pairs_trading.lib.live.rest import RESTSender
 
 
 # class MdSummary(HistMdBar):

__SAV__/lib/live/rest.py

@@ -1,14 +1,14 @@
-```python
 from __future__ import annotations
 
-from typing import Dict
+from typing import Dict, Optional
 import time
 
 import requests
 
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
 
 class RESTSender(NamedObject):
+    # Synchronous request sernder
     session_: requests.Session
     base_url_: str
 
@@ -26,35 +26,35 @@ class RESTSender(NamedObject):
         except requests.exceptions.RequestException:
             return False
 
-    def send_post(self, endpoint: str, post_body: Dict) -> requests.Response:
+    def send_post(
-
+        self, endpoint: str, post_body: Dict, headers: Optional[Dict[str, str]] = None
-        while not self.is_ready():
+    ) -> requests.Response:
-            print("Waiting for FrontGateway to start...")
-            time.sleep(5)
 
+        if not headers:
+            headers = {"Content-Type": "application/json"}
         url = f"{self.base_url_}/{endpoint}"
         try:
             return self.session_.request(
                 method="POST",
                 url=url,
                 json=post_body,
-                headers={"Content-Type": "application/json"},
+                headers=headers,
             )
         except requests.exceptions.RequestException as excpt:
             raise ConnectionError(
                 f"Failed to send status={excpt.response.status_code} {excpt.response.text}"  # type: ignore
             ) from excpt
 
-    def send_get(self, endpoint: str) -> requests.Response:
+    def send_get(
-        while not self.is_ready():
+        self, endpoint: str, headers: Optional[Dict[str, str]] = None
-            print("Waiting for FrontGateway to start...")
+    ) -> requests.Response:
-            time.sleep(5)
+        if not headers:
-
+            headers = {}
         url = f"{self.base_url_}/{endpoint}"
         try:
-            return self.session_.request(method="GET", url=url)
+            return self.session_.request(method="GET", url=url, headers=headers)
         except requests.exceptions.RequestException as excpt:
             raise ConnectionError(
                 f"Failed to send status={excpt.response.status_code} {excpt.response.text}"  # type: ignore
             ) from excpt
-```
+

__SAV__/lib/live/ti_sender.py

@@ -3,14 +3,14 @@ from enum import Enum
 import requests
 
 # import aiohttp
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
-from cvttpy_tools.logger import Log
+from cvttpy_tools.base.logger import Log
-from cvttpy_tools.web.rest_client import RESTSender
 # ---
 from cvttpy_trading.trading.trading_instructions import TradingInstructions
 # ---
 from pairs_trading.apps.pair_trader import PairTrader
+from pairs_trading.lib.live.rest import RESTSender
 
 
 class TradingInstructionsSender(NamedObject):

__SAV__/lib/pt_strategy/live/live_strategy.py

@@ -5,12 +5,12 @@ from typing import Any, Dict, List, Optional
 import pandas as pd
 
 # ---
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
-from cvttpy_tools.app import App
+from cvttpy_tools.base.app import App
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 from cvttpy_tools.settings.cvtt_types import IntervalSecT
-from cvttpy_tools.timeutils import NanosT, SecPerHour, current_nanoseconds, NanoPerSec, format_nanos_utc
+from cvttpy_tools.base.timeutils import NanosT, SecPerHour, current_nanoseconds, NanoPerSec, format_nanos_utc
-from cvttpy_tools.logger import Log
+from cvttpy_tools.base.logger import Log
 
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument

__SAV__/lib/pt_strategy/model_data_policy.py

@@ -8,7 +8,7 @@ from typing import Any, Dict, Optional, cast
 import numpy as np
 import pandas as pd
 
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 
 @dataclass
 class DataWindowParams:

__SAV__/lib/pt_strategy/pt_market_data.py

@@ -6,8 +6,8 @@ from typing import Any, Dict, List, Optional
 import pandas as pd
 
 # ---
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 from cvttpy_tools.settings.cvtt_types import JsonDictT
 
 # ---

__SAV__/lib/pt_strategy/pt_model.py

@@ -4,7 +4,7 @@ from abc import ABC, abstractmethod
 from typing import Any, Dict, cast
 
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 # ---
 from pairs_trading.lib.pt_strategy.prediction import Prediction
 from pairs_trading.lib.pt_strategy.trading_pair import TradingPair

__SAV__/lib/pt_strategy/research_strategy.py

@@ -4,7 +4,7 @@ from typing import Any, Dict, List, Optional, Tuple
 
 import pandas as pd
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 # ---

__SAV__/lib/pt_strategy/results.py

@@ -5,7 +5,7 @@ from typing import Any, Dict, List, Optional, Tuple
 
 import pandas as pd
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 # ---

__SAV__/lib/pt_strategy/trading_pair.py

@@ -8,8 +8,8 @@ from typing import Any, Dict, List
 import pandas as pd
 
 # ---
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 # ---

__SAV__/lib/tools/config.py

@@ -2,7 +2,7 @@ import hjson
 from typing import Dict
 from datetime import datetime
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 
 
 def load_config(config_path: str) -> Config:

__SAV__/lib/tools/filetools.py

@@ -2,7 +2,7 @@ import os
 import glob
 from typing import Dict, List, Tuple
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 

__SAV__/research/backtest.py

@@ -4,9 +4,9 @@ import os
 from typing import Any, Dict, List, Tuple
 
 # ---
-from cvttpy_tools.app import App
+from cvttpy_tools.base.app import App
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
-from cvttpy_tools.config import CvttAppConfig
+from cvttpy_tools.base.config import CvttAppConfig
 
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument

__SAV__/research/notebooks/pair_trading_test.ipynb

@@ -182,7 +182,7 @@
         "import os\n",
         "import importlib\n",
         "\n",
-        "from cvttpy_tools.config import Config\n",
+        "from cvttpy_tools.base.config import Config\n",
         "\n",
         "def load_config_from_file() -> Optional[Dict]:\n",
         "    global DB_TABLE_NAME\n",

configuration/__DELETE__/ols-exp.cfg

@@ -1,43 +0,0 @@
-{
-    "market_data_loading": {
-        "CRYPTO": {
-            "data_directory": "./data/crypto",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "PAIR-",
-        },
-        "EQUITY": {
-            "data_directory": "./data/equity",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "STOCK-",
-        }
-    },
-
-    # ====== Funding ======
-    "funding_per_pair": 2000.0,
-    # ====== Trading Parameters ======
-    "stat_model_price": "close",
-    "execution_price": {
-        "column": "vwap",
-        "shift": 1,
-    },
-    "dis-equilibrium_open_trshld": 2.0,
-    "dis-equilibrium_close_trshld": 0.5,
-    "training_size": 120,
-    "model_class": "pairs_trading.lib.pt_strategy.models.OLSModel",
-    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.ExpandingWindowDataPolicy",
-
-    # ====== Stop Conditions ======
-    "stop_close_conditions": {
-        "profit": 2.0,
-        "loss": -0.5
-    }
-
-    # ====== End of Session Closeout ======
-    "close_outstanding_positions": true,
-    # "close_outstanding_positions": false,
-    "trading_hours": {
-        "timezone": "America/New_York",
-        "begin_session": "7:30:00",
-        "end_session": "18:30:00",
-    }
-}

configuration/__DELETE__/ols-opt.cfg

@@ -1,47 +0,0 @@
-{
-    "market_data_loading": {
-        "CRYPTO": {
-            "data_directory": "./data/crypto",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "PAIR-",
-        },
-        "EQUITY": {
-            "data_directory": "./data/equity",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "STOCK-",
-        }
-    },
-
-    # ====== Funding ======
-    "funding_per_pair": 2000.0,
-    # ====== Trading Parameters ======
-    "stat_model_price": "close",
-    "execution_price": {
-        "column": "vwap",
-        "shift": 1,
-    },
-    "dis-equilibrium_open_trshld": 1.75,
-    "dis-equilibrium_close_trshld": 0.9,
-    "model_class": "pairs_trading.lib.pt_strategy.models.OLSModel",
-
-    # "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.EGOptimizedWndDataPolicy",
-    # "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.ADFOptimizedWndDataPolicy",
-    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.JohansenOptdWndDataPolicy",
-    "min_training_size": 60,
-    "max_training_size": 150,
-
-    # ====== Stop Conditions ======
-    "stop_close_conditions": {
-        "profit": 2.0,
-        "loss": -0.5
-    }
-
-    # ====== End of Session Closeout ======
-    "close_outstanding_positions": true,
-    # "close_outstanding_positions": false,
-    "trading_hours": {
-        "timezone": "America/New_York",
-        "begin_session": "7:30:00",
-        "end_session": "18:30:00",
-    }
-}

configuration/__DELETE__/ols.cfg

@@ -1,47 +0,0 @@
-{
-    "market_data_loading": {
-        "CRYPTO": {
-            "data_directory": "./data/crypto",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "PAIR-",
-        },
-        "EQUITY": {
-            "data_directory": "./data/equity",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "STOCK-",
-        }
-    },
-
-    # ====== Funding ======
-    "funding_per_pair": 2000.0,
-    # ====== Trading Parameters ======
-    "stat_model_price": "close",
-    "execution_price": {
-        "column": "vwap",
-        "shift": 1,
-    },
-    "dis-equilibrium_open_trshld": 1.75,
-    "dis-equilibrium_close_trshld": 0.9,
-    "model_class": "pairs_trading.lib.pt_strategy.models.OLSModel",
-
-    "training_size": 120,
-    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.RollingWindowDataPolicy",
-    # "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.OptimizedWindowDataPolicy",
-    # "min_training_size": 60,
-    # "max_training_size": 150,
-
-    # ====== Stop Conditions ======
-    "stop_close_conditions": {
-        "profit": 2.0,
-        "loss": -0.5
-    }
-
-    # ====== End of Session Closeout ======
-    "close_outstanding_positions": true,
-    # "close_outstanding_positions": false,
-    "trading_hours": {
-        "timezone": "America/New_York",
-        "begin_session": "7:30:00",
-        "end_session": "18:30:00",
-    }
-}

configuration/__DELETE__/vecm.cfg

@@ -1,48 +0,0 @@
-{
-    "market_data_loading": {
-        "CRYPTO": {
-    "data_directory": "./data/crypto",
-    "db_table_name": "md_1min_bars",
-    "instrument_id_pfx": "PAIR-",
-        },
-        "EQUITY": {
-            "data_directory": "./data/equity",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "STOCK-",
-        }
-    },
-
-    # ====== Funding ======
-    "funding_per_pair": 2000.0,
-  
-    # ====== Trading Parameters ======
-    "stat_model_price": "close", # "vwap"
-    "execution_price": {
-        "column": "vwap",
-        "shift": 1,
-    },
-    "dis-equilibrium_open_trshld": 1.75,
-    "dis-equilibrium_close_trshld": 1.0,
-    "model_class": "pairs_trading.lib.pt_strategy.models.VECMModel",
-
-    "training_size": 120,
-    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.RollingWindowDataPolicy",
-    # "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.OptimizedWindowDataPolicy",
-    # "min_training_size": 60,
-    # "max_training_size": 150,
-
-    # ====== Stop Conditions ======
-    "stop_close_conditions": {
-        "profit": 2.0,
-        "loss": -0.5
-    }
-
-    # ====== End of Session Closeout ======
-    "close_outstanding_positions": true,
-    # "close_outstanding_positions": false,
-    "trading_hours": {
-        "timezone": "America/New_York",
-        "begin_session": "7:30:00",
-        "end_session": "18:30:00",
-    }
-}