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kylewidmannkylewidmann
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refactor: migrate to src/ monorepo structure
- Restructure packages/pytrade, packages/pytrade-backtest, packages/pytrade-oanda into src/pytrade, src/pytrade-backtest, src/pytrade-oanda - Merge test suites from PyTrade, PyTradeBacktest, oanda-client into tests/ - Fix defects: remove erroneous @AbstractMethod decorators from Oanda, move crossover() to pytrade.indicator, clean up misplaced runtime dependencies - Rewrite Makefile with dynamic src/ package discovery pattern"
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‎.github/workflows/ci.yaml‎

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name: CI
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on:
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push:
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branches:
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- "**"
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jobs:
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test:
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runs-on: ubuntu-latest
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steps:
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- name: Checkout repository
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uses: actions/checkout@v4
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- name: Set up Python
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uses: actions/setup-python@v5
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with:
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python-version: "3.12"
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- name: Install Poetry
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uses: snok/install-poetry@v1
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with:
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version: "1.8.3"
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virtualenvs-create: true
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virtualenvs-in-project: true
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- name: Cache virtualenv
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uses: actions/cache@v4
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id: cache-venv
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with:
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path: .venv
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key: venv-${{ runner.os }}-${{ hashFiles('poetry.lock') }}
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- name: Install dependencies
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if: steps.cache-venv.outputs.cache-hit != 'true'
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run: poetry install --no-interaction
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- name: Run unit tests
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run: poetry run pytest -s --tb=native --durations=10 --ignore=tests/integration tests

‎.gitignore‎

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# Python
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__pycache__/
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*.py[cod]
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*.pyo
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*.pyd
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*.egg-info/
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*.egg
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dist/
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build/
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.eggs/
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# Virtual environments
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.venv/
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venv/
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env/
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# Coverage
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.coverage
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.venv
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**/__pycache__/*
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**/*.log
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htmlcov/
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.coverage.*
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coverage.xml
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# Pytest
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.pytest_cache/
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# Mypy
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.mypy_cache/
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# IDEs
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.vscode/
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.idea/
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*.code-workspace
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# OS
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.DS_Store
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Thumbs.db
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# Poetry
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poetry.lock

‎.vscode/settings.json‎

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{
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"python.defaultInterpreterPath": ".venv/bin/python",
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"python.testing.pytestArgs": [
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"tests"
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],
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"python.testing.unittestEnabled": false,
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"python.testing.pytestEnabled": true,
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"python.terminal.activateEnvironment": true,
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"python.terminal.activateEnvInCurrentTerminal": true,
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"python.analysis.exclude": [
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"**/.venv",
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"**/docker",
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"**/mypy_cache",
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"**/pytest_cache"
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]
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"python.testing.pytestEnabled": true
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}

‎Makefile‎

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SHELL := /bin/bash -e -o pipefail
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export PATH := $(HOME)/.local/bin:$(PATH)
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PROJECT ?= pytrade
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BRANCH_NAME ?= local
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BRANCH_NAME ?= $(shell git rev-parse --abbrev-ref HEAD | tr '/' '-')
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BUILD_NUMBER ?= 0
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IMAGE ?= ${PROJECT}:${BRANCH_NAME}-${BUILD_NUMBER}
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COMPOSE_FILE=docker/docker-compose.yaml
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COMPOSE_BASE_FILE=docker/docker-compose.base.yaml
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DC=docker compose -p ${PROJECT} -f ${COMPOSE_FILE} -f ${COMPOSE_BASE_FILE}
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SERVICE := pytrade
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POETRY ?= "poetry"
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VERSION := $(shell head VERSION | grep -Eo "\d+.\d+.\d+")
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POETRY ?= poetry
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SRC_DIR := src
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# Auto-discover packages under src/
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PACKAGES := $(shell ls $(SRC_DIR))
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# Package filter: "make <cmd> pytrade" selects one package
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PKG_FILTER := $(filter $(PACKAGES),$(MAKECMDGOALS))
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SELECTED_PKGS := $(or $(PKG_FILTER),$(PACKAGES))
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# Convert hyphenated package name to Python import name (e.g. pytrade-backtest -> pytradebacktest)
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pkg_to_import = $(subst -,,$(1))
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# Computed paths used by sub-makefiles
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SRC_DIRS := $(foreach pkg,$(SELECTED_PKGS),$(SRC_DIR)/$(pkg)/$(call pkg_to_import,$(pkg)))
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LINT_DIRS := $(SRC_DIRS) tests
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COV_ARGS := $(foreach pkg,$(SELECTED_PKGS),--cov=$(call pkg_to_import,$(pkg)))
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MYPY_ARGS := $(foreach pkg,$(SELECTED_PKGS),-p $(call pkg_to_import,$(pkg)))
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# Allow package names as make goals (no-op targets)
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ifneq ($(PKG_FILTER),)
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$(PKG_FILTER): @:
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endif
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.DEFAULT_GOAL := help
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include makefiles/help.mk
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include makefiles/lint.mk
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include makefiles/local.mk
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include makefiles/test.mk
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include makefiles/test.mk
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.PHONY: list-packages
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list-packages: ##@other List all packages in src/
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@echo "Available packages:"
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@for pkg in $(PACKAGES); do echo " - $$pkg"; done
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@echo ""
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@echo "Usage: make <target> [package]"

‎README.md‎

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# pytrade
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Public monorepo containing the core PyTrade trading framework packages.
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## Packages
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| Package | Path | Description |
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|---|---|---|
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| `pytrade` | `src/pytrade/` | Core abstractions — strategies, indicators, instruments, broker interfaces |
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| `pytrade-backtest` | `src/pytrade-backtest/` | Backtesting engine for running strategies against historical CSV data |
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| `pytrade-oanda` | `src/pytrade-oanda/` | Oanda brokerage adapter implementing `IClient` |
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## Local Development
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```bash
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# Install all packages in editable mode
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poetry install
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# Run unit tests
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make test
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# Run a specific test suite
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poetry run pytest tests/unit/pytrade
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poetry run pytest tests/unit/backtest
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poetry run pytest tests/unit/oanda
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# Lint
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make lint
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# Auto-format
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make reformat
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```
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## Building Sub-Packages
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Each sub-package can be built and published independently:
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```bash
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make build-pytrade
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make build-pytrade-backtest
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make build-pytrade-oanda
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# or all at once:
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make build-all
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```
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## Dependency Graph
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```
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src/pytrade (standalone — numpy, pandas)
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src/pytrade-backtest (depends on: pytrade, plotly, progressbar2)
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src/pytrade-oanda (depends on: pytrade, v20-python, pyyaml)
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```

‎makefiles/development.mk‎

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venv:
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${POETRY} install
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.PHONY: build
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buid: ##@development Build the docker images
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build: prod_image ?= ${PROJECT}:${BRANCH_NAME}-${BUILD_NUMBER}
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build: dev_image ?= ${PROJECT}_development:${BRANCH_NAME}-${BUILD_NUMBER}
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build: args ?= -f docker/Dockerfile --build-arg PROJECT_DIR=. --network=host --build-arg BUILDKIT_INLINE_CACHE=1
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build:
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DOCKER_BUILDKIT=1 docker build --progress=plain --target production -t ${prod_image} ${args} .
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DOCKER_BUILDKIT=1 docker build --progress=plain --target development -t ${dev_image} --cache-from ${prod_image} ${args} .
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.PHONY: infrastructure
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infrastructure: ##@development Set up infrastructure for tests
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infrastructure:
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echo "Skipping..."
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@echo "Skipping..."
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.PHONY: client
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.PHONY: clean
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clean: ##@development Clean up any dependencies
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clean:
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echo "Skipping..."
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@echo "Skipping..."
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.PHONY: config
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.PHONY: ci
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ci: ##@development Run CI pipeline
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ci: clean build infrastructure lint test clean
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ci: clean infrastructure lint test clean

‎makefiles/help.mk‎

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.PHONY: help
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help: ##@other Show this help.
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@perl -e '$(HELP_FUN)' $(MAKEFILE_LIST)
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@perl -e '$(HELP_FUN)' $(MAKEFILE_LIST)

‎makefiles/lint.mk‎

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.PHONY: bandit
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bandit: ##@lint Run bandit
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bandit: files ?= ${SERVICE}
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bandit: ##@lint Run bandit security scan
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bandit:
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${DC} run --rm --no-deps bandit -r ${files}
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${POETRY} run bandit -r -c .bandit $(SRC_DIRS)
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.PHONY: black
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black: ##@lint Run black
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black: files ?= ${SERVICE} tests
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black: ##@lint Run black formatter (check mode)
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black:
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${DC} run --rm --no-deps black ${files}
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${POETRY} run black --check $(LINT_DIRS)
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.PHONY: black-fix
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black-fix: ##@lint Run black formatter (write mode)
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black-fix:
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${POETRY} run black $(LINT_DIRS)
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.PHONY: flake8
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flake8: ##@lint Run flake8
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flake8: files ?= ${SERVICE} tests
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flake8:
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${DC} run --rm --no-deps flake8 --config .flake8 ${files}
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${POETRY} run flake8 --config .flake8 $(LINT_DIRS)
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.PHONY: isort
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isort: ##@lint Run isort
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isort: files ?= ${SERVICE} tests
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isort: args ?= --diff --check-only --quiet -rc ${files}
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isort: ##@lint Run isort (check mode)
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isort:
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${DC} run --rm --no-deps isort ${args}
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${POETRY} run isort --diff --check-only --quiet $(LINT_DIRS)
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.PHONY: isort-fix
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isort-fix: ##@lint Run isort (write mode)
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isort-fix:
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${POETRY} run isort $(LINT_DIRS)
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.PHONY: mypy
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mypy: ##@lint Run mypy
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mypy: args ?= -p ${SERVICE}
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mypy: ##@lint Run mypy type checker
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mypy:
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${DC} run --rm --no-deps mypy ${args}
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${POETRY} run mypy $(MYPY_ARGS)
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.PHONY: lint
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lint: ##@lint Run lint tools
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lint: bandit black flake8 isort mypy
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lint: ##@lint Run all lint tools
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lint: bandit black flake8 isort mypy
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.PHONY: clean-imports
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clean-imports: ##@lint Remove unused imports
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clean-imports:
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${POETRY} run autoflake --in-place --remove-all-unused-imports --recursive $(LINT_DIRS)
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.PHONY: reformat
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reformat: ##@lint Auto-fix imports, isort, and black
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reformat: clean-imports isort-fix black-fix

‎makefiles/local.mk‎

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.PHONY: bandit-local
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bandit-local: ##@lint Run bandit
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bandit-local: files ?= ${SERVICE}
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bandit-local:
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${POETRY} run bandit -r ${files}
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.PHONY: black-local
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black-local: ##@lint Run black
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black-local: files ?= ${SERVICE} tests
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black-local:
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${POETRY} run black ${files}
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.PHONY: flake8-local
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flake8-local: ##@lint Run flake8
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flake8-local: files ?= ${SERVICE} tests
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flake8-local:
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${POETRY} run flake8 --config .flake8 ${files}
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.PHONY: isort-local
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isort-local: ##@lint Run isort
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isort-local: files ?= ${SERVICE} tests
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isort-local: args ?= --diff --check-only --quiet -rc ${files}
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isort-local:
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${POETRY} run isort ${args}
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.PHONY: mypy-local
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mypy-local: ##@lint Run mypy
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mypy-local: args ?= -p ${SERVICE}
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mypy-local:
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${POETRY} run mypy ${args}
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.PHONY: lint-local
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lint-local: ##@lint Run lint tools
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lint-local: bandit-local black-local flake8-local isort-local mypy-local
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.PHONY: clean-imports
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clean-imports: ##@local Remove unused imports
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clean-imports:
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autoflake --in-place --remove-all-unused-imports --recursive pytrade tests
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.PHONY: reformat
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reformat: ##@local Reformat module
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reformat: files ?= ${SERVICE} tests
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reformat: clean-imports
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${POETRY} run isort --overwrite-in-place ${files}
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${POETRY} run black ${files}
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PHONY: test-local
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test-local: ##@local Run test suite
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test-local: venv
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${POETRY} run pytest -s --tb=native --durations=5 --cov=${SERVICE} --cov-report=term-missing tests
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${POETRY} run coverage report --fail-under=90
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.PHONY: build
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build: ##@local Build selected package(s) with poetry
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build:
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@for pkg in $(SELECTED_PKGS); do \
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echo "Building $$pkg..."; \
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cd $(SRC_DIR)/$$pkg && ${POETRY} build && cd -; \
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done

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