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4 changes: 3 additions & 1 deletion .github/workflows/workflow.yaml
Original file line number Diff line number Diff line change
Expand Up @@ -84,9 +84,11 @@ jobs:
with:
python-version: "3.13"
- name: Install dependencies
run: uv sync --group dev
run: uv sync --all-groups --all-extras
- name: Run pre-commit
run: uv run prek run -v --show-diff-on-failure
- name: Run ty
run: uv run ty check

docs:
name: Documentation
Expand Down
1 change: 1 addition & 0 deletions .gitignore
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@ benchmark.json
benchmark_history.svg
__pycache__/
venv/
.venv/
site/
docs/reference/
*.egg-info
Expand Down
4 changes: 4 additions & 0 deletions pyproject.toml
Original file line number Diff line number Diff line change
Expand Up @@ -31,6 +31,7 @@ test = [
]
dev = [
"prek>=0.2.30",
"ty>=0.0.12",
]
[project.optional-dependencies]
doc = [
Expand Down Expand Up @@ -84,6 +85,9 @@ disallow_untyped_calls = true
disallow_untyped_defs = true
disallow_incomplete_defs = true

[tool.ty.rules]
no-matching-overload = "ignore"

[tool.commitizen]
version_scheme = "semver"
version_provider = "uv"
Expand Down
18 changes: 11 additions & 7 deletions src/order_matching/executed_trades.py
Original file line number Diff line number Diff line change
Expand Up @@ -3,9 +3,10 @@
from collections import defaultdict
from dataclasses import asdict
from datetime import datetime
from typing import cast

import pandas as pd
from pandera.typing import DataFrame
from pandera.typing.pandas import DataFrame

from order_matching.schemas import TradeDataSchema
from order_matching.trade import Trade
Expand Down Expand Up @@ -66,13 +67,16 @@ def to_frame(self) -> DataFrame[TradeDataSchema]:
"""
trades = self.trades
if len(trades) == 0:
return pd.DataFrame()
return cast(DataFrame[TradeDataSchema], pd.DataFrame())
else:
return pd.DataFrame.from_records([asdict(trade) for trade in trades]).assign(
**{
TradeDataSchema.side: lambda df: df[TradeDataSchema.side].astype(str),
TradeDataSchema.execution: lambda df: df[TradeDataSchema.execution].astype(str),
}
return cast(
DataFrame[TradeDataSchema],
pd.DataFrame.from_records([asdict(trade) for trade in trades]).assign(
**{
TradeDataSchema.side: lambda df: df[TradeDataSchema.side].astype(str),
TradeDataSchema.execution: lambda df: df[TradeDataSchema.execution].astype(str),
}
),
)

def __add__(self, other: ExecutedTrades) -> ExecutedTrades:
Expand Down
33 changes: 18 additions & 15 deletions src/order_matching/orders.py
Original file line number Diff line number Diff line change
@@ -1,10 +1,10 @@
from __future__ import annotations

from dataclasses import asdict
from typing import Generator, Iterator, Sequence
from typing import Generator, Iterator, Sequence, cast

import pandas as pd
from pandera.typing import DataFrame
from pandera.typing.pandas import DataFrame

from order_matching.order import Order
from order_matching.schemas import OrderDataSchema
Expand Down Expand Up @@ -63,20 +63,23 @@ def to_frame(self) -> DataFrame[OrderDataSchema]:
DataFrame[OrderDataSchema]
"""
if len(self.orders) == 0:
return pd.DataFrame()
return cast(DataFrame[OrderDataSchema], pd.DataFrame())
else:
return pd.DataFrame.from_records([asdict(order) for order in self.orders]).assign(
**{
OrderDataSchema.side: lambda df: df[OrderDataSchema.side].astype(str),
OrderDataSchema.execution: lambda df: df[OrderDataSchema.execution].astype(str),
OrderDataSchema.status: lambda df: df[OrderDataSchema.status].astype(str),
OrderDataSchema.timestamp: lambda df: pd.to_datetime(
df[OrderDataSchema.timestamp], errors="coerce"
),
OrderDataSchema.expiration: lambda df: pd.to_datetime(
df[OrderDataSchema.expiration], errors="coerce"
),
}
return cast(
DataFrame[OrderDataSchema],
pd.DataFrame.from_records([asdict(order) for order in self.orders]).assign(
**{
OrderDataSchema.side: lambda df: df[OrderDataSchema.side].astype(str),
OrderDataSchema.execution: lambda df: df[OrderDataSchema.execution].astype(str),
OrderDataSchema.status: lambda df: df[OrderDataSchema.status].astype(str),
OrderDataSchema.timestamp: lambda df: pd.to_datetime(
df[OrderDataSchema.timestamp], errors="coerce"
),
OrderDataSchema.expiration: lambda df: pd.to_datetime(
df[OrderDataSchema.expiration], errors="coerce"
),
}
),
)

@property
Expand Down
31 changes: 30 additions & 1 deletion uv.lock

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