Qubx 0.0.1__cp311-cp311-manylinux_2_35_x86_64.whl

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Files changed (27) hide show
  1. qubx/__init__.py +164 -0
  2. qubx/_nb_magic.py +69 -0
  3. qubx/core/__init__.py +0 -0
  4. qubx/core/basics.py +224 -0
  5. qubx/core/lookups.py +152 -0
  6. qubx/core/series.cpython-311-x86_64-linux-gnu.so +0 -0
  7. qubx/core/series.pxd +94 -0
  8. qubx/core/series.pyx +763 -0
  9. qubx/core/strategy.py +89 -0
  10. qubx/core/utils.cpython-311-x86_64-linux-gnu.so +0 -0
  11. qubx/core/utils.pyx +54 -0
  12. qubx/data/readers.py +387 -0
  13. qubx/math/__init__.py +1 -0
  14. qubx/math/stats.py +42 -0
  15. qubx/ta/__init__.py +0 -0
  16. qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so +0 -0
  17. qubx/ta/indicators.pyx +258 -0
  18. qubx/utils/__init__.py +3 -0
  19. qubx/utils/_pyxreloader.py +271 -0
  20. qubx/utils/charting/mpl_helpers.py +182 -0
  21. qubx/utils/marketdata/binance.py +212 -0
  22. qubx/utils/misc.py +234 -0
  23. qubx/utils/pandas.py +206 -0
  24. qubx/utils/time.py +145 -0
  25. qubx-0.0.1.dist-info/METADATA +39 -0
  26. qubx-0.0.1.dist-info/RECORD +27 -0
  27. qubx-0.0.1.dist-info/WHEEL +4 -0
qubx/core/series.pxd ADDED
@@ -0,0 +1,94 @@
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+ import numpy as np
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+ cimport numpy as np
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+
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+
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+ cdef np.ndarray nans(int dims)
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+
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+
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+ cdef class Indexed:
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+ cdef public list values
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+ cdef public float max_series_length
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+ cdef unsigned short _is_empty
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+
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+
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+ cdef class TimeSeries:
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+ cdef public long long timeframe
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+ cdef public Indexed times
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+ cdef public Indexed values
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+ cdef float max_series_length
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+ cdef unsigned short _is_new_item
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+ cdef public str name
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+ cdef dict indicators # it's used for indicators caching
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+ cdef list calculation_order # calculation order as list: [ (input_id, indicator_obj, indicator_id) ]
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+
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+ cdef _update_indicators(TimeSeries self, long long time, object value, short new_item_started)
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+
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+
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+ cdef class Indicator(TimeSeries):
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+ cdef TimeSeries series
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+ cdef TimeSeries parent
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+
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+
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+ cdef class RollingSum:
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+ """
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+ Rolling fast summator
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+ """
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+ cdef unsigned int period
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+ cdef np.ndarray __s
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+ cdef unsigned int __i
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+ cdef double rsum
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+ cdef unsigned short is_init_stage
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+
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+ cpdef double update(RollingSum self, double value, short new_item_started)
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+
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+
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+ cdef class Bar:
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+ cdef public long long time
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+ cdef public double open
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+ cdef public double high
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+ cdef public double low
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+ cdef public double close
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+ cdef public double volume
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+
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+ cpdef Bar update(Bar self, double price, double volume)
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+
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+ cpdef dict to_dict(Bar self, unsigned short skip_time=*)
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+
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+
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+ cdef class OHLCV(TimeSeries):
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+ cdef public TimeSeries open
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+ cdef public TimeSeries high
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+ cdef public TimeSeries low
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+ cdef public TimeSeries close
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+ cdef public TimeSeries volume
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+
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+ cpdef short update(OHLCV self, long long time, double price, double volume=*)
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+
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+ cpdef _update_indicators(OHLCV self, long long time, object value, short new_item_started)
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+
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+ cpdef object append_data(
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+ OHLCV self,
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+ np.ndarray times,
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+ np.ndarray opens,
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+ np.ndarray highs,
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+ np.ndarray lows,
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+ np.ndarray closes,
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+ np.ndarray volumes
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+ )
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+
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+
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+ cdef class Trade:
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+ cdef public long long time
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+ cdef public double price
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+ cdef public double size
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+ cdef public short taker
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+
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+
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+ cdef class Quote:
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+ cdef public long long time
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+ cdef public bid
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+ cdef public ask
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+ cdef public bid_size
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+ cdef public ask_size
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+
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+ cpdef double mid_price(Quote self)