Python engine

openscript on PyPI is an OpenScript engine written in pure Python. It runs a compiled program on a server where no JavaScript runtime is available, which for a production trading server is the ordinary case. This page covers installing it, getting a program to it, running bars through it one at a time, handling the bar that is still forming, and running a strategy whose orders go through your own order path.

It holds no compiler. A program is compiled wherever the JavaScript library runs, in the trader's browser, a build step or a small service, and handed to this engine as data. The two engines are held to each other by the conformance suite, and a disagreement between them blocks a release.

Install

pip install openscript

Getting a program to Python

The program travels as its canonical text. Compile where the compiler runs, write the canonical encoding, store it keyed by its hash, and hand that text to Python. This costs one compile per saved revision of a script, not one per run.

The study for this page, two-bar-mean.os:

version 1
study("Two bar mean", overlay = true)

len = input(2, "Length", min = 1)
mean = sma(close, len)

if close > mean
    signal("UP")

plot(mean, "Mean", aqua)

Compiled with openalgo-script in Node.js, using the compile helper from JavaScript library:

import { readFileSync, writeFileSync } from "node:fs";
import { canonicalise, programHash } from "openalgo-script";
import { compile } from "./compile.mjs";

const compiled = compile("two-bar-mean.os", readFileSync("two-bar-mean.os", "utf8"));
if (!compiled.ok) throw new Error(compiled.diagnostics.map((d) => d.message).join("\n"));

// The canonical text is what the Python engine loads, and what programHash covers.
writeFileSync("program.json", canonicalise(compiled.program), "utf8");
console.log(programHash(compiled.program));

It must be the canonical text, not text that merely parses to the same program. The hash you record a run against was taken over those exact bytes, so a pretty-printed copy is refused at load with OS6018. canonicalise in either library writes the one accepted spelling.

A complete run

"""Run a compiled OpenScript study over bars, in Python."""
import pathlib

from openscript.adapter.serving import Serving
from openscript.contracts import Bar, BarState
from openscript.run import load_text
from openscript.verify import capabilities

CLOSED = BarState(is_new=True, is_confirmed=True, is_realtime=False, updates=1.0)
MOVING = BarState(is_new=False, is_confirmed=False, is_realtime=True, updates=2.0)
INSTRUMENT = {"symbol": "NIFTY", "exchange": "NSE_INDEX", "timezone": "Asia/Kolkata", "tickSize": 0.05}

# The canonical text the compiler emitted, stored as data. Nothing here compiles.
text = pathlib.Path("program.json").read_text(encoding="utf-8")

library = Serving()
loaded = load_text(text, {"len": 2}, library, capabilities=capabilities())
if not loaded.ok:
    refused = loaded.diagnostic
    raise SystemExit(f"{refused.code} at {refused.line}:{refused.column}")
run = loaded.run

start = 1735703100000  # 1 January 2025, 09:15 IST, in UTC milliseconds
closes = [100.0, 102.0, 101.0, 105.0]
previous = None
for index, close in enumerate(closes):
    bar = Bar(time=float(start + index * 60000), open=close, high=close, low=close, close=close)
    library.at_bar({"high": bar.high, "low": bar.low, "close": bar.close,
                    "previousClose": previous, "volume": bar.volume,
                    "isSessionFirst": index == 0}, index == 0)
    result = run.execute_bar(index, bar, CLOSED, supplied=len(closes), instrument=INSTRUMENT)
    if not result.ok:
        raise SystemExit(f"bar {index}: {result.diagnostic.code}")
    print(index, result.columns, result.applied_channels)
    previous = close

# The newest bar is still moving: execute it twice at the same index.
for close in (106.0, 104.0):
    bar = Bar(time=float(start + 4 * 60000), open=close, high=close, low=close, close=close)
    library.at_bar({"high": close, "low": close, "close": close, "previousClose": previous,
                    "volume": bar.volume, "isSessionFirst": False}, False)
    result = run.execute_bar(4, bar, MOVING, supplied=5, instrument=INSTRUMENT)
    print("moving", close, result.columns, result.applied_channels)

0 [None, None] [1]
1 [101.0, 'UP'] [1]
2 [101.5, None] [1]
3 [103.0, 'UP'] [1]
moving 106.0 [105.5, 'UP'] []
moving 104.0 [104.5, None] []

Column 0 is the plot and column 1 the marker. Bar 0 has no mean yet, so the plot is None: warmup is absence, not zero. The last line is the one to understand. The second execution of bar 4 gives the mean of 105 and 104, not of 106 and 104, because the engine rolled the bar back before running it again. And applied_channels is empty on both executions of that bar, because nobody has confirmed it: the marker is computed but not committed.

Loading

from openscript.run import load, load_text

load_text(text, settings, library, limits, capabilities, read_time) reads the canonical text and then does everything load does. load(raw, ...) takes a program object built in the same process, which never was text and has nothing to be canonical about. Both return a LoadResult with .run, .diagnostic and the property .ok; exactly one of the first two is None.

The library is a seam, not an import. The machine asks the library for its manifest at load and for each call during a bar. Serving from openscript.adapter.serving joins the engine's library tables to that seam. Build one per run: Serving() for a study, Serving(ledger) for a strategy.

Capabilities are what this run serves. A program needing a tag missing from the list is refused at load, naming it, rather than run with a hole in it. capabilities() gives the machine's own tags; capabilities("orders") adds the tag a strategy needs.

When a load is refused

A Python Diagnostic carries .code, .line, .column, .severity and .values, and no message text. The wording lives in the error catalogue, the same JSON file the compiler and these pages are built from. It ships in the openalgo-script npm package as node_modules/openalgo-script/spec/errors.json; copy it beside your Python code. Look the code up there and fill in the values, or show the code and link it to the Errors pages:

import json
import pathlib
import re

# The error catalogue: the same file the compiler and these pages are built from.
CATALOGUE = {entry["code"]: entry
             for entry in json.loads(pathlib.Path("errors.json").read_text(encoding="utf-8"))["entries"]}

def sentence(diagnostic):
    """The catalogue's message and fix for a diagnostic, with its values filled in."""
    entry = CATALOGUE[diagnostic.code]
    fill = lambda match: str(diagnostic.values.get(match.group(1), match.group(0)))
    return re.sub(r"\{(\w+)\}", fill, entry["message"]), re.sub(r"\{(\w+)\}", fill, entry["fix"])

For {"len": 0} against an input declared min = 1, that gives "The host supplied 0 for len, and the minimum is 1." with its fix.

Four of those mean "this engine does not have that" rather than "the program is wrong": OS6004, OS6006, OS6016 and OS6017, each naming the missing thing. A host that can fall back to another engine, such as the JavaScript engine in a Node.js worker, reads those four differently from the rest.

What this engine runs, and what it refuses

The Python engine is built for strategies and for studies that produce numbers. It does not carry a chart's drawing surface, and in 0.5.0 some of the library is still missing from it. Each gap is refused at load, by name, never answered with an empty value:

Run a script that needs any of those on the JavaScript engine, which serves them all. capabilities() lists arrays even though the array functions are missing, so check a script against this table, or load it once, before you deploy it to a Python server.

The bar cycle

result = run.execute_bar(index, bar, state, supplied=None, instrument=None, now=ABSENT)

One call is one execution of one bar, all eleven steps of the bar cycle in order.

Three of those decide more than they look like they do:

• is_confirmed decides whether markers, alerts and orders happen at all. They apply only on a confirmed bar, unless the script declared onUnconfirmed = true. A condition that was true halfway through a bar and false at its close places no order.
• is_realtime separates history from the bar in front of you, and no engine can work it out. Alerts are raised only on a realtime bar, so a backtest that passes False throughout raises none, which is right for a backtest and wrong for a live runner that forgets to set it.
• supplied left out makes every bar the last, because the engine takes it as index + 1. That is what a realtime feed wants. A run over a dataset of known size passes the total.

Before every execution: at_bar

Serving.at_bar(facts, first) states the facts a bar-reading library call needs and no call context carries. Call it before every execution:

The second argument is whether this is bar 0. This is the one place a forgotten line produces a study that runs and is wrong. A fact you do not state is absent, so a study built on it draws an empty line, trueRange() and everything built on it among them, and nothing says why.

What comes back

.columns always carries every channel, so a line redraws on every tick of a moving bar; .applied_channels says which of the marker and alert channels count. Draw the line, and commit the marker only when its channel is in .applied_channels.

A bar that fails stops there. Its later steps do not run, its result's .columns is empty, and .diagnostic has the code and position. The failure never escapes as an exception, so a process running many scripts gets a diagnostic about one of them and nothing else. The run is still loaded afterwards; whether a failed bar ends it is your decision.

The bar that is still forming

A bar that has not closed is executed again every time its price changes, and the later execution must give what the first would have given had the bar arrived at that price once. The engine makes that true on one condition: you pass the same index.

On the first execution of bar i the engine records its state; on every later execution of the same index it restores that record first. Give each tick a new index instead and you have appended bars that never existed: every stateful call counts each tick as a bar, the history operator shifts, warmup ends early, and the study on the chart stops being the study a backtest computes. Nothing raises.

A live var in a script is the one exception, by design: it keeps its value across re-executions, and a script that uses one is not reproducible.

The same rollback is exposed for a re-execution the engine cannot see coming, such as a chart replay or a bar your feed corrected:

mark = run.checkpoint()          # before executing bar k
...                              # bars k, k + 1, k + 2 executed
run.restore(mark)                # everything goes back
result = run.execute_bar(k, bar, state, supplied=total)

restore puts back every value cell, every library state region and every object under them in one copy, so two cells that held one array still hold one array. It leaves live var cells as they are now. A checkpoint is an in-process object for re-executing bars, not a saved run.

Running a strategy

A strategy's orders are records, not calls. An order function in a script leaves a record and the engine does nothing with it; your host places the order, and learns what became of it from the frames your destination sends back. The strategy's position is folded from those frames by its own ledger. It is never read from the account, because an account position is shared with every other strategy and every manual trade on that contract.

The order of the moments between two bars is fixed:

1. Deliver every frame your destination sent since the last bar: ledger.deliver(frame).
2. Fold them: ledger.settle().
3. Execute the bar.
4. Place what the bar decided, from result.applied.

A driver that folded after the bar would let a script react inside the bar its own order was sent in, and one that folded during the bar would give two executions of a forming bar two different positions to read.

The strategy, compiled to orb.json the same way as above:

version 1
strategy("Opening range breakout", overlay = true, qty = 75, product = "intraday")

var rangeHigh = none
if session.isFirstBar
    rangeHigh = high

breakout = not isNone(rangeHigh) and close > rangeHigh
if breakout and pos.isFlat
    buy()

plot(rangeHigh, "Range high", orange)

"""Run a compiled OpenScript strategy bar by bar, sending its orders through your own code."""
import pathlib

from openscript.adapter.ordering import options_for
from openscript.adapter.serving import Serving
from openscript.contracts import Bar, BarState
from openscript.run import load_text
from openscript.strategy import IntentBar, Ledger, OrderFrame
from openscript.verify import capabilities

INSTRUMENT = {"symbol": "NIFTY25JANFUT", "exchange": "NFO", "timezone": "Asia/Kolkata",
              "tickSize": 0.05, "lotSize": 75, "hasVolume": True,
              "session": {"start": "09:15", "end": "15:30", "days": [1, 2, 3, 4, 5]}}
CLOSED = BarState(is_new=True, is_confirmed=True, is_realtime=False, updates=1.0)

ledger = Ledger()                 # the strategy's own record of what it sent and what filled
library = Serving(ledger)         # the library, with the ledger behind every pos call
text = pathlib.Path("orb.json").read_text(encoding="utf-8")
loaded = load_text(text, {}, library, capabilities=capabilities("orders"))
if not loaded.ok:
    raise SystemExit(f"{loaded.diagnostic.code} at {loaded.diagnostic.line}:{loaded.diagnostic.column}")
run = loaded.run

# Size the ledger from the declaration, read through the run so input references are resolved.
declared = {name: run.declaration(("meta", "strategy", name))
            for name in ("qty", "qtyType", "product", "pyramiding", "capital")}
ledger.options = options_for(declared, INSTRUMENT)

start = 1735703100000  # 1 January 2025, 09:15 IST
bars = [Bar(time=float(start + i * 300000), open=23500.0 + i, high=23510.0 + i * 3,
            low=23490.0 + i, close=23505.0 + i * 3, volume=1000.0) for i in range(8)]

waiting = []     # frames your destination sent since the last bar
previous = None
for index, bar in enumerate(bars):
    # 1 and 2. Deliver what arrived since the last bar, then fold it.
    for frame in waiting:
        ledger.deliver(frame)
    ledger.settle()
    waiting = []

    # 3. Execute the bar.
    library.at_bar({"high": bar.high, "low": bar.low, "close": bar.close,
                    "previousClose": previous, "volume": bar.volume,
                    "isSessionFirst": index == 0}, index == 0)
    result = run.execute_bar(index, bar, CLOSED, supplied=len(bars), instrument=INSTRUMENT)
    if not result.ok:
        raise SystemExit(f"bar {index}: {result.diagnostic.code}")

    # 4. Place what the bar decided.
    appended = len(ledger.rows())
    for effect in result.applied:
        placed = ledger.place(effect.name, effect.arguments,
                              IntentBar(index=index, time=bar.time), effect.position)
        if placed.refusal is not None:
            ledger.discard(appended)   # a refusal takes back everything this bar appended
            break
        for intent in placed.intents:
            print("send", intent.intent_id, intent.side, intent.qty, intent.qty_type, intent.instrument.symbol)
            # Stand-in for your order path: fill at once. A real destination answers later.
            waiting.append(OrderFrame(intent_id=intent.intent_id, status="filled",
                                      filled_qty=intent.qty, avg_fill_price=bar.close,
                                      order_ref=f"R{intent.intent_id}", time=bar.time))
    print(index, "position", ledger.size())
    previous = bar.close

The breakout fires on bar 2, the order is sent after that bar closes, the fill is folded before bar 3, and the position reads 75 from bar 3 on: one lot of the NIFTY future, stated in units.

The ledger must be in the library. Serving(ledger) is what serves the pos namespace and the order calls. Built without one, a strategy is refused at load naming the first position or order call it makes (OS6004), rather than running as a study that quietly trades nothing.

Size the ledger from the declaration through the run. A declaration may state its quantity or capital with an input(), so read each field with run.declaration(...), which resolves the input, rather than off the raw program. options_for turns that and the instrument record into the ledger's options before bar 0.

An intent carries its unit. intent.qty is counted in intent.qty_type, as the script declared it, and is never multiplied by a lot size here: the lot is your venue's fact and your symbology is yours, so an engine converting it would send a quantity nobody asked for. Each intent also carries .intent_id, .kind, .side, .order_type, .tag, .instrument, .product and .bar.

Frames are cumulative. Every OrderFrame restates the whole life of one order: intent_id, status, the total filled_qty so far, the avg_fill_price of all of it, and optionally order_ref, sent_instrument, sent_product, time and text. A repeated frame, two frames that crossed in flight and a reconnecting session that resends its last frames are therefore harmless. A partial fill is a working frame with a non-zero filled_qty. The fold, the status words and what a host must report are on Host interface.

What a run made in money is not the ledger's job. The report is folded from the fills after the fact, so a stored run can be reported again with no engine present; the JavaScript backtest is where that report comes from today.

What the engine leaves to you

• Scheduling. Nothing here calls execute_bar. When a run starts and stops, and what an exchange calendar says about today, are yours. The engine has no clock of its own.
• Process isolation. A run is an object in your process. The engine never lets a script's failure escape and stops a runaway loop, but a run occupies its worker until it returns. Run one strategy per process, and decide what happens when one dies.
• Persistence. A run holds its state in memory and writes nothing. A process that restarts loads the program again and executes the bars again from the beginning.
• Data. Bars exist because you supply them, one at a time and in order.
• The destination. An intent leaves through your code and a frame arrives through ledger.deliver, which is the only way in. The engine knows no broker and hands a symbol back exactly as it received it.
• The compiler and the chart. Compile with the JavaScript library; draw with the chart adapter.

The conformance adapter

The package is also a command line, the adapter the conformance suite runs it through:

python -m openscript --describe
python -m openscript <case-directory>
python -m openscript --actual <case-directory>

{"engineOnly":true,"languageVersions":[1],"name":"openscript","profile":"strategy","schemaVersion":"1.1","version":"0.5.0"}

--describe states what the engine claims. The other two run one case directory and read one JSON object on standard input, {"program": "<the canonical program text>"}, because the engine has no compiler to turn the case's script.os into a program itself: the first compares against the case's expected files, the second prints what the engine computed so two engines can be compared directly.

Related. Two libraries, JavaScript library, Compiled program, Host interface, Backtesting API, Your own engine, Sandbox and live