fixed findings 2

pom.xml

@@ -15,6 +15,7 @@
   ~ limitations under the License.
   -->
 
+<!--suppress PackageUpdate -->
 <project xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
          xmlns="http://maven.apache.org/POM/4.0.0"
          xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 https://maven.apache.org/xsd/maven-4.0.0.xsd">
@@ -69,7 +70,7 @@
         <kotlin.code.style>official</kotlin.code.style>
         <kotlin.compiler.jvmTarget>17</kotlin.compiler.jvmTarget>
         <kotlin.compiler.incremental>false</kotlin.compiler.incremental>
-        <kotlin.version>1.9.24</kotlin.version>
+        <kotlin.version>1.9.25</kotlin.version>
         <kotlin.compiler.languageVersion>1.9</kotlin.compiler.languageVersion>
         <kotlin.compiler.apiVersion>1.9</kotlin.compiler.apiVersion>
         <slf4j.version>2.0.13</slf4j.version>
@@ -467,6 +468,7 @@
             <version>${slf4j.version}</version>
             <scope>test</scope>
         </dependency>
+
     </dependencies>
 
     <!-- Dependencies used by some modules -->
@@ -484,6 +486,13 @@
                 <artifactId>jackson-databind</artifactId>
                 <version>2.15.2</version>
             </dependency>
+            <dependency>
+                <artifactId>roboquant</artifactId>
+                <groupId>org.roboquant</groupId>
+                <version>${project.version}</version>
+                <type>test-jar</type>
+                <scope>test</scope>
+            </dependency>
         </dependencies>
     </dependencyManagement>
 

roboquant-charts/pom.xml

@@ -60,6 +60,12 @@
                 </exclusion>
             </exclusions>
         </dependency>
+        <dependency>
+            <artifactId>roboquant</artifactId>
+            <groupId>org.roboquant</groupId>
+            <type>test-jar</type>
+            <scope>test</scope>
+        </dependency>
     </dependencies>
 
 </project>

roboquant-ibkr/src/main/kotlin/org/roboquant/ibkr/IBKRBroker.kt

@@ -230,11 +230,6 @@ class IBKRBroker(
      */
     private inner class Wrapper(logger: Logging.Logger) : BaseWrapper(logger) {
 
-        val accountTags = mutableMapOf(
-            AccountSummaryTag.TotalCashValue to Amount(Currency.USD, 0),
-            AccountSummaryTag.BuyingPower to Amount(Currency.USD, 0),
-        )
-
         /**
          * Convert an IBOrder to a roboquant Instruction.
          * This is only used during initial connection when retrieving any open orders linked to the account.

roboquant-questdb/pom.xml

@@ -45,21 +45,19 @@
             <artifactId>roboquant</artifactId>
             <groupId>org.roboquant</groupId>
         </dependency>
+        <dependency>
+            <artifactId>roboquant</artifactId>
+            <groupId>org.roboquant</groupId>
+            <type>test-jar</type>
+            <scope>test</scope>
+        </dependency>
 
         <dependency>
             <groupId>org.questdb</groupId>
             <artifactId>questdb</artifactId>
             <version>8.1.0</version>
         </dependency>
 
-        <dependency>
-            <groupId>org.roboquant</groupId>
-            <artifactId>roboquant</artifactId>
-            <version>3.0.0-SNAPSHOT</version>
-            <type>test-jar</type>
-            <scope>test</scope>
-        </dependency>
-
     </dependencies>
     <repositories>
         <repository>

roboquant-ta/pom.xml

@@ -54,6 +54,12 @@
             <artifactId>ta-lib</artifactId>
             <version>0.4.0</version>
         </dependency>
+        <dependency>
+            <artifactId>roboquant</artifactId>
+            <groupId>org.roboquant</groupId>
+            <type>test-jar</type>
+            <scope>test</scope>
+        </dependency>
     </dependencies>
     <repositories>
         <repository>

roboquant/src/main/kotlin/org/roboquant/common/Asset.kt

@@ -148,28 +148,6 @@ data class Forex(override val symbol: String, override val currency: Currency) :
  */
 fun Collection<Asset>.getBySymbol(symbol: String): Asset = first { it.symbol == symbol }
 
-/**
- * Find an asset based on its [symbols] name. Will return an empty list if no assets are matched.
- */
-fun Collection<Asset>.findBySymbols(vararg symbols: String): List<Asset> = findBySymbols(symbols.asList())
-
-/**
- * Find an asset based on its [symbols] name. Will return an empty list if no assets are matched.
- */
-fun Collection<Asset>.findBySymbols(symbols: Collection<String>): List<Asset> = filter { it.symbol in symbols }
-
-/**
- * Find all assets based on their [currencyCodes]. Returns an empty list if no matching assets can be found.
- */
-fun Collection<Asset>.findByCurrencies(vararg currencyCodes: String): List<Asset> =
-    findByCurrencies(currencyCodes.asList())
-
-/**
- * Find all assets based on their [currencyCodes]. Returns an empty list if no matching assets can be found.
- */
-fun Collection<Asset>.findByCurrencies(currencyCodes: Collection<String>): List<Asset> =
-    filter { it.currency.currencyCode in currencyCodes }
-
 /**
  * Get all unique symbols from the assets
  */

roboquant/src/main/kotlin/org/roboquant/common/TimeSeries.kt

@@ -235,28 +235,6 @@ class TimeSeries(val timeline: Timeline, val values: DoubleArray) : Iterable<Obs
 }
 
 
-/**
- * Flatten a Map of TimeSeries to a single TimeSeries sorted by their time. If there is overlap in time between runs and
- * [noOverlap] is set to true, the earlier run observations will be used and later runs observations that overlap will
- * be ignored.
- */
-fun Map<String, TimeSeries>.flatten(noOverlap: Boolean = true): TimeSeries {
-    // Optimized path for a map with only one entry
-    if (size == 1) return values.first()
-    val sortedTimeSeries = values.sortedBy { it.timeline.first() }
-    val result = mutableListOf<Observation>()
-    var last = Instant.MIN
-    for (timeSeries in sortedTimeSeries) {
-        for (entry in timeSeries) {
-            if (noOverlap && entry.time <= last) continue
-            result.add(entry)
-            last = entry.time
-        }
-
-    }
-    return TimeSeries(result)
-}
-
 /**
  * Normalize all the timeseries in his map
  */

roboquant/src/main/kotlin/org/roboquant/common/extensions.kt

@@ -17,7 +17,6 @@
 
 package org.roboquant.common
 
-import kotlinx.coroutines.delay
 import org.hipparchus.stat.descriptive.moment.StandardDeviation
 import org.roboquant.common.Config.EPS
 import java.lang.Integer.max
@@ -28,8 +27,6 @@ import java.time.Instant
 import java.time.LocalDate
 import java.time.ZoneId
 import java.time.ZoneOffset
-import java.time.ZonedDateTime
-import java.time.temporal.ChronoUnit
 import kotlin.math.absoluteValue
 import kotlin.math.ln
 
@@ -50,20 +47,6 @@ operator fun Instant.compareTo(timeframe: Timeframe): Int {
     }
 }
 
-/**
- * Delay until this time is reached
- */
-suspend fun Instant.delayUntil() {
-    val now = Instant.now()
-    delay(now.until(this, ChronoUnit.MILLIS).coerceAtLeast(0L))
-}
-
-/**
- * Get the instant as ZonedDateTime UTC
- */
-fun Instant.toUTC(): ZonedDateTime = atZone(ZoneOffset.UTC)
-
-
 fun Instant.sameDay(other: Instant, zoneId: ZoneId = ZoneOffset.UTC): Boolean {
     val dt1 = LocalDate.ofInstant(this, zoneId)
     val dt2 = LocalDate.ofInstant(other, zoneId)

roboquant/src/main/kotlin/org/roboquant/feeds/AggregatorLiveFeed.kt

@@ -45,6 +45,7 @@ import kotlin.reflect.KClass
  * @property remaining should any remaining actions be sent, default is true
  *
  */
+@Suppress("unused")
 class AggregatorLiveFeed(
     private val feed: LiveFeed,
     private val aggregationPeriod: TimeSpan,

roboquant/src/main/kotlin/org/roboquant/feeds/csv/CSVConfig.kt

@@ -54,7 +54,6 @@ data class CSVConfig(
     var assetBuilder: AssetBuilder = StockBuilder()
 ) {
 
-
     private val pattern by lazy { Pattern.compile(filePattern) }
 
     private var isInitialized = false
@@ -75,11 +74,15 @@ data class CSVConfig(
             return CSVConfig(
                 filePattern = ".*.txt",
                 timeParser = AutoDetectTimeParser(2),
-                assetBuilder = { name: String -> Stock(name.removeSuffix(".us.txt").replace('-', '.').uppercase(), Currency.USD) }
+                assetBuilder = { name: String ->
+                    Stock(
+                        name.removeSuffix(".us.txt").replace('-', '.').uppercase(),
+                        Currency.USD
+                    )
+                }
             )
         }
 
-
         /**
          * Returns a CSVConfig suited for parsing MT5 CSV files
          *
@@ -210,8 +213,6 @@ data class CSVConfig(
         return file.isFile && pattern.matcher(name).matches() && name !in fileSkip
     }
 
-
-
     /**
      * Merge a config map into this CSV config
      *

roboquant/src/main/kotlin/org/roboquant/traders/FlexTrader.kt

@@ -18,7 +18,6 @@ package org.roboquant.traders
 
 import org.roboquant.brokers.Account
 import org.roboquant.brokers.Position
-import org.roboquant.brokers.exposure
 import org.roboquant.common.*
 import org.roboquant.feeds.Event
 import org.roboquant.feeds.PriceItem
@@ -113,22 +112,6 @@ open class FlexTrader(
             return SingleTrader()
         }
 
-        /**
-         * Capital-based flex trader.
-         */
-        fun capitalBased(
-            configure: FlexPolicyConfig.() -> Unit = {}
-        ): FlexTrader {
-            class CapiltalBasedTrader : FlexTrader(configure) {
-                override fun amountPerOrder(account: Account): Amount {
-                    val capital = account.positions.values.exposure + account.buyingPower
-                    val amount = account.convert(capital)
-                    return amount * config.orderPercentage
-                }
-            }
-            return CapiltalBasedTrader()
-        }
-
         /**
          * Return a FlexTrader that generates bracket orders, with the following characteristics:
          * - a market order for entry

roboquant/src/main/kotlin/org/roboquant/traders/SignalResolution.kt

@@ -43,25 +43,3 @@ private class SignalShuffleTrader(private val trader: Trader, private val random
  */
 fun Trader.shuffleSignals(random: Random = Config.random): Trader = SignalShuffleTrader(this, random)
 
-/**
- * Shuffle signals before processing them in the trader, avoiding favoring assets that appear always first in the
- * actions of an event.
- *
- * @property trader
- * @constructor Create empty Signal resolver
- */
-private class SkipSymbolsTrader(private val trader: Trader, private val symbols: List<String>) : Trader by trader {
-
-    override fun create(signals: List<Signal>, account: Account, event: Event): List<Instruction> {
-        val newSignals = signals.filter { it.asset.symbol !in symbols }
-        return trader.create(newSignals, account, event)
-    }
-}
-
-/**
- * Skip [symbols] that should not be converted into orders by removing them from the signals
- */
-fun Trader.skipSymbols(vararg symbols: String): Trader = SkipSymbolsTrader(this, symbols.asList())
-
-
-

roboquant/src/test/kotlin/org/roboquant/feeds/PriceItemTest.kt

@@ -17,6 +17,7 @@
 package org.roboquant.feeds
 
 import org.roboquant.TestData
+import org.roboquant.common.Amount
 import org.roboquant.common.Stock
 import kotlin.test.Test
 import kotlin.test.assertContains
@@ -36,6 +37,9 @@ internal class PriceItemTest {
         var price = p.getPrice()
         assertEquals(9.5, price)
 
+        val amt = p.getPriceAmount()
+        assertEquals(Amount("USD", 9.5), amt)
+
         price = p.getPrice("WEIGHTED")
         assertEquals(9.25, price)
 

roboquant/src/test/kotlin/org/roboquant/traders/CircuitBreakerTest.kt

@@ -0,0 +1,64 @@
+/*
+ * Copyright 2020-2024 Neural Layer
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ *      https://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.roboquant.traders
+
+import org.roboquant.TestData
+import org.roboquant.brokers.Account
+import org.roboquant.common.*
+import org.roboquant.feeds.Event
+import org.roboquant.orders.MarketOrder
+import org.roboquant.orders.Instruction
+import org.roboquant.strategies.Signal
+import java.time.Instant
+import kotlin.test.Test
+import kotlin.test.assertEquals
+
+internal class CircuitBreakerTest {
+
+    private class MyTrader : Trader {
+        override fun create(signals: List<Signal>, account: Account, event: Event): List<Instruction> {
+            return listOf(
+                MarketOrder(Stock("A"), 10),
+                MarketOrder(Stock("B"), 10),
+                MarketOrder(Stock("C"), 10)
+            )
+        }
+
+    }
+
+    @Test
+    fun test() {
+        val account = TestData.usAccount()
+        val time = Instant.now()
+        val policy = CircuitBreaker(MyTrader(), 8, 1.hours)
+        var orders = policy.create(emptyList(), account, Event.empty(time))
+        assertEquals(3, orders.size)
+
+        orders = policy.create(emptyList(), account, Event.empty(time + 30.minutes))
+        assertEquals(3, orders.size)
+
+        orders = policy.create(emptyList(), account, Event.empty(time + 50.minutes))
+        assertEquals(0, orders.size)
+
+        orders = policy.create(emptyList(), account, Event.empty(time + 51.minutes))
+        assertEquals(0, orders.size)
+
+        orders = policy.create(emptyList(), account, Event.empty(time + 120.minutes))
+        assertEquals(3, orders.size)
+
+    }
+}