Qubx 0.1.7__cp311-cp311-manylinux_2_35_x86_64.whl → 0.1.81__cp311-cp311-manylinux_2_35_x86_64.whl

qubx/data/readers.py

@@ -507,31 +507,33 @@ class QuestDBConnector(DataReader):
     """
     Very first version of QuestDB connector
 
-    # Connect to an existing QuestDB instance
-    >>> db = QuestDBConnector('user=admin password=quest host=localhost port=8812', OhlcvPandasDataProcessor())
-    >>> db.read('BINANCEF.ETHUSDT', '2024-01-01')
+    ### Connect to an existing QuestDB instance
+    >>> db = QuestDBConnector()
+    >>> db.read('BINANCE.UM:ETHUSDT', '2024-01-01', transform=AsPandasFrame())
     """
     _reconnect_tries = 5
     _reconnect_idle = 0.1  # wait seconds before retying
 
-    def __init__(self, connection_url: str) -> None:
+    def __init__(self, host='localhost', user='admin', password='quest', port=8812) -> None:
         self._connection = None
         self._cursor = None
-        self.connection_url = connection_url
+        self._host = host
+        self._port = port
+        self.connection_url = f'user={user} password={password} host={host} port={port}'
         self._connect()
 
     def _connect(self):
-        logger.info("Connecting to QuestDB ...")
         self._connection = pg.connect(self.connection_url, autocommit=True)
         self._cursor = self._connection.cursor()
+        logger.debug(f"Connected to QuestDB at {self._host}:{self._port}")
 
     @_retry
     def read(self, data_id: str, start: str|None=None, stop: str|None=None, 
              transform: DataTransformer = DataTransformer(),
              chunksize=0,  # TODO: use self._cursor.fetchmany in this case !!!!
-             timeframe: str='1m') -> Any:
+             timeframe: str='1m', suffix='candles_1m') -> Any:
         start, end = handle_start_stop(start, stop)
-        _req = self._prepare_data_sql(data_id, start, end, timeframe)
+        _req = self._prepare_data_sql(data_id, start, end, timeframe, suffix)
 
         self._cursor.execute(_req) # type: ignore
         records = self._cursor.fetchall() # TODO: for chunksize > 0 use fetchmany etc
@@ -542,14 +544,49 @@ class QuestDBConnector(DataReader):
         transform.process_data(records)
         return transform.collect()
 
-    def _prepare_data_sql(self, data_id: str, start: str|None, end: str|None, resample: str) -> str:
-        # just a temp hack - actually we need to discuss symbology etc
-        symbol = data_id#.split('.')[-1]
-
+    @staticmethod
+    def _convert_time_delta_to_qdb_resample_format(c_tf: str):
+        if c_tf:
+            _t = re.match(r'(\d+)(\w+)', c_tf)
+            if _t and len(_t.groups()) > 1:
+                c_tf = f"{_t[1]}{_t[2][0].lower()}"
+        return c_tf 
+
+    def _get_table_name(self, data_id: str, sfx: str='') -> str:
+        """
+        Get table name for data_id
+        data_id can have format <exchange>.<type>:<symbol>
+        for example: 
+            BINANCE.UM:BTCUSDT or BINANCE:BTCUSDT for spot 
+        """
+        _aliases = {'um': 'umfutures', 'cm': 'cmfutures', 'f': 'futures'}
+        table_name = data_id
+        _ss = data_id.split(':')
+        if len(_ss) > 1:
+            _exch, symb = _ss
+            _mktype = 'spot'
+            _ss = _exch.split('.')
+            if len(_ss) > 1:
+                _exch = _ss[0]
+                _mktype = _ss[1]
+            _mktype = _mktype.lower()
+            table_name = '.'.join(filter(lambda x: x, [_exch.lower(), _aliases.get(_mktype, _mktype), symb.lower(), sfx]))
+        return table_name
+
+    def _prepare_data_sql(self, data_id: str, start: str|None, end: str|None, resample: str, suffix: str) -> str:
+        where = ''
         w0 = f"timestamp >= '{start}'" if start else ''
         w1 = f"timestamp <= '{end}'" if end else ''
-        where = f'where {w0} and {w1}' if (w0 and w1) else f"where {(w0 or w1)}"
 
+        # - fix: when no data ranges are provided we must skip empy where keyword
+        if w0 or w1: 
+            where = f'where {w0} and {w1}' if (w0 and w1) else f"where {(w0 or w1)}"
+
+        # - check resample format
+        resample = QuestDBConnector._convert_time_delta_to_qdb_resample_format(resample) if resample else resample
+        _rsmpl = f"SAMPLE by {resample}" if resample else ''
+
+        table_name = self._get_table_name(data_id, suffix)
         return f"""
                 select timestamp, 
                 first(open) as open, 
@@ -561,8 +598,7 @@ class QuestDBConnector(DataReader):
                 sum(count) as count,
                 sum(taker_buy_volume) as taker_buy_volume,
                 sum(taker_buy_quote_volume) as taker_buy_quote_volume
-                from "{symbol.upper()}" {where}
-                SAMPLE by {resample};
+                from "{table_name}" {where} {_rsmpl};
             """ 
 
     def _prepare_names_sql(self) -> str:

{qubx-0.1.7.dist-info → qubx-0.1.81.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.1.7
+Version: 0.1.81
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.1.7.dist-info → qubx-0.1.81.dist-info}/RECORD

@@ -6,13 +6,13 @@ qubx/core/basics.py,sha256=2u7WV5KX-RbTmzoKfi1yT4HNLDPfQcFMCUZ1pVsM_VE,14777
 qubx/core/helpers.py,sha256=gPE78dO718NBY0-JbfqNGCzIvr4BVatFntNIy2RUrEY,11559
 qubx/core/loggers.py,sha256=HpgavBZegoDv9ssihtqX0pitXKULVAPHUpoE_volJw0,11910
 qubx/core/lookups.py,sha256=4aEC7b2AyEXFqHHGDenex3Z1FZGrpDSb8IwzBZrSqIA,13688
-qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=Wpec9yDlhedIs11mCYl8pVf30bghhwL4UHBxgMesiak,698952
+qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=4VkAkErkdGu0bJIOLxSeKm1xz-g8-nVLuXKZ1bzXe34,698952
 qubx/core/series.pxd,sha256=IS89NQ5FYp3T0YIHe1lELKZIAKrNvX8K6WlLyac44I4,2847
 qubx/core/series.pyx,sha256=WEAjn4j3zn540Cxx68X5gRXilvwa7NGdbki6myzZbIM,28108
 qubx/core/strategy.py,sha256=Fs4fFyHaEGYuz7mBeQHBWFu3Ipg0yFzcxXhskgsPxJE,30330
-qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=nLncQM5F9XMpCda8IWifgSYWtoL0MCrQg27fPxK9Z2I,74216
+qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=pzT_Pa_rBfspU1IxASo_yW11pRBXombGkO3kIbb9MkI,74216
 qubx/core/utils.pyx,sha256=6dQ8R02bl8V3f-W3Wk9-e86D9OvDz-5-4NA_dlF_xwc,1368
-qubx/data/readers.py,sha256=wQc3tsLoNcvO9c2YFDxrN8jyXtPMbR3XrA_NBA38zp8,23350
+qubx/data/readers.py,sha256=qBMKjE2RfiryLWpe_4XXmNExL3ve6M58Lc0Qwl2zUUs,24822
 qubx/impl/ccxt_connector.py,sha256=NqF-tgxfTATnmVqKUonNXCAzECrDU8YrgqM3Nq06fw8,9150
 qubx/impl/ccxt_customizations.py,sha256=kK_4KmOyKvDVgd4MTkVg4CyqdjE-6r41siZIvLj-A-Q,3488
 qubx/impl/ccxt_trading.py,sha256=cmg4P-zd78w-V8j3-IGS2LFxikGhxFPgmCvz3sr065Q,9097
@@ -23,7 +23,7 @@ qubx/pandaz/__init__.py,sha256=Iw5uzicYGSC3FEKZ-W1O5-7cXq_P0kH11-EcXV0zZhs,175
 qubx/pandaz/ta.py,sha256=TUvjrvmk4EQvDcXoRp6Os08-HUap-ZvpSDGawhViOgg,85271
 qubx/pandaz/utils.py,sha256=FyLKQy8spkqxhBij_nPFC_ZzI_L3-IgB9O53MqWKmq0,19109
 qubx/ta/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=HFcrtnfX2BiiqymRwZ5lftBsqrF-TEmZKchPVzhbUbM,284552
+qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=ZH66BIfzLOdIoALDI5kP7jED7pc5_q4iVz8jBSVutS8,284552
 qubx/ta/indicators.pyx,sha256=P-GEYUks2lSHo6hbtUFAB7TWE1AunjLR4jIjwqPHrwU,7708
 qubx/trackers/__init__.py,sha256=1y_yvIy0OQwBqfhAW_EY33NxFzFSWvI0qNAPU6zchYc,60
 qubx/trackers/rebalancers.py,sha256=QCzANCooZBi2VMCBjjCPMq_Dt1h1zrBelATnfmVve74,5522
@@ -34,6 +34,6 @@ qubx/utils/marketdata/binance.py,sha256=36dl4rxOAGTeY3uoONmiPanj8BkP0oBdDiH-URJJ
 qubx/utils/misc.py,sha256=z5rdz5hbRu9-F2QgF47OCkMvhfIkRKs-PHR8L5DWkBM,9831
 qubx/utils/runner.py,sha256=OY7SoRfxHwzn0rKTGB_lbg5zNASEL_49hQXWqs-LiMk,9306
 qubx/utils/time.py,sha256=_DjCdQditzZwMy_8rvPdWyw5tjw__2p24LMPgXdZ8i0,4911
-qubx-0.1.7.dist-info/METADATA,sha256=gjq_-njDfPiu_li6ID5hClbIvZL3NsVARvM6NRNZd9U,2490
-qubx-0.1.7.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
-qubx-0.1.7.dist-info/RECORD,,
+qubx-0.1.81.dist-info/METADATA,sha256=Y0Nhj7gt38F-Hvz8T5DZxfY8_OL-PWCvoD6c_5YawtU,2491
+qubx-0.1.81.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
+qubx-0.1.81.dist-info/RECORD,,