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37 changes: 37 additions & 0 deletions .github/dependabot.yml
Original file line number Diff line number Diff line change
@@ -0,0 +1,37 @@
version: 2
updates:
- package-ecosystem: "github-actions"
directory: "/"
schedule:
interval: "weekly"
day: "monday"
time: "06:00"
timezone: "America/New_York"
open-pull-requests-limit: 10
labels:
- "dependencies"
- "github-actions"
commit-message:
prefix: "ci"
groups:
github-actions:
patterns:
- "*"

- package-ecosystem: "pip"
directory: "/"
schedule:
interval: "weekly"
day: "monday"
time: "06:15"
timezone: "America/New_York"
open-pull-requests-limit: 10
labels:
- "dependencies"
- "python"
commit-message:
prefix: "deps"
groups:
python-dependencies:
patterns:
- "*"
22 changes: 11 additions & 11 deletions .github/workflows/ci.yml
Original file line number Diff line number Diff line change
Expand Up @@ -15,10 +15,10 @@ jobs:
name: Lint
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v6.0.2

- name: Install uv
uses: astral-sh/setup-uv@v4
uses: astral-sh/setup-uv@v8.1.0
with:
version: "latest"

Expand All @@ -38,10 +38,10 @@ jobs:
name: Type Check
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v6.0.2

- name: Install uv
uses: astral-sh/setup-uv@v4
uses: astral-sh/setup-uv@v8.1.0
with:
version: "latest"

Expand All @@ -63,10 +63,10 @@ jobs:
python-version: ["3.12", "3.13", "3.14"]

steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v6.0.2

- name: Install uv
uses: astral-sh/setup-uv@v4
uses: astral-sh/setup-uv@v8.1.0
with:
version: "latest"

Expand All @@ -83,10 +83,10 @@ jobs:
name: Cross-Engine Contracts
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v6.0.2

- name: Install uv
uses: astral-sh/setup-uv@v4
uses: astral-sh/setup-uv@v8.1.0
with:
version: "latest"

Expand All @@ -106,12 +106,12 @@ jobs:
runs-on: ubuntu-latest
needs: [lint, typecheck, test, contracts]
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v6.0.2
with:
fetch-depth: 0

- name: Install uv
uses: astral-sh/setup-uv@v4
uses: astral-sh/setup-uv@v8.1.0
with:
version: "latest"

Expand All @@ -122,7 +122,7 @@ jobs:
run: uv build

- name: Upload build artifacts
uses: actions/upload-artifact@v4
uses: actions/upload-artifact@v7.0.1
with:
name: dist
path: dist/
6 changes: 3 additions & 3 deletions .github/workflows/docs.yml
Original file line number Diff line number Diff line change
Expand Up @@ -17,12 +17,12 @@ jobs:
name: Build & Deploy Docs
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v6.0.2
with:
fetch-depth: 0

- name: Install uv
uses: astral-sh/setup-uv@v4
uses: astral-sh/setup-uv@v8.1.0
with:
version: "latest"

Expand All @@ -36,7 +36,7 @@ jobs:
run: uv run mkdocs build --strict

- name: Deploy to website repo
uses: cpina/github-action-push-to-another-repository@v1.7.2
uses: cpina/github-action-push-to-another-repository@v1.7.3
env:
SSH_DEPLOY_KEY: ${{ secrets.DOCS_DEPLOY_KEY }}
with:
Expand Down
12 changes: 6 additions & 6 deletions .github/workflows/release.yml
Original file line number Diff line number Diff line change
Expand Up @@ -12,12 +12,12 @@ jobs:
name: Build Package
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v6.0.2
with:
fetch-depth: 0

- name: Install uv
uses: astral-sh/setup-uv@v4
uses: astral-sh/setup-uv@v8.1.0
with:
version: "latest"

Expand All @@ -28,7 +28,7 @@ jobs:
run: uv build

- name: Upload build artifacts
uses: actions/upload-artifact@v4
uses: actions/upload-artifact@v7.0.1
with:
name: dist
path: dist/
Expand All @@ -42,13 +42,13 @@ jobs:
id-token: write
steps:
- name: Download build artifacts
uses: actions/download-artifact@v4
uses: actions/download-artifact@v8.0.1
with:
name: dist
path: dist/

- name: Publish to PyPI
uses: pypa/gh-action-pypi-publish@release/v1
uses: pypa/gh-action-pypi-publish@v1.14.0

github-release:
name: Create GitHub Release
Expand All @@ -57,7 +57,7 @@ jobs:
permissions:
contents: write
steps:
- uses: actions/checkout@v4
- uses: actions/checkout@v6.0.2

- name: Create GitHub Release
env:
Expand Down
8 changes: 4 additions & 4 deletions src/ml4t/backtest/core/order_book.py
Original file line number Diff line number Diff line change
Expand Up @@ -374,10 +374,10 @@ def _passes_submission_precheck(self, order: Order) -> bool:

def _should_apply_buying_power_reservation(self, order: Order) -> bool:
broker = self.broker
return (
broker.buying_power_reservation
and order.order_type in {OrderType.MARKET, OrderType.MOC}
)
return broker.buying_power_reservation and order.order_type in {
OrderType.MARKET,
OrderType.MOC,
}

def _passes_buying_power_check(self, order: Order) -> bool:
"""LEAN-style buying power reservation at submission time.
Expand Down