Qubx 0.1.85__cp311-cp311-manylinux_2_35_x86_64.whl → 0.1.86__cp311-cp311-manylinux_2_35_x86_64.whl

qubx/core/series.pyx

@@ -142,6 +142,14 @@ cdef class TimeSeries:
     def __len__(self) -> int:
         return len(self.times)
 
+    def loc(self, str t):
+        _t = np.datetime64(t, 'ns').item()
+        ix = int(np.searchsorted(self.times.values, _t, side='right'))
+        ix = min(ix, len(self.values))
+        if ix == 0:
+            raise ValueError(f"Time {t} not found in {self.name} !")
+        return np.datetime64(self.times.values[ix - 1], 'ns'), self.values.values[ix - 1]
+
     def _on_attach_indicator(self, indicator: Indicator, indicator_input: TimeSeries):
         self.calculation_order.append((
             id(indicator_input), indicator, id(indicator)
@@ -169,7 +177,7 @@ cdef class TimeSeries:
             # - disable first notification because first item may be incomplete
             self._is_new_item = False
 
-        elif time - self.times[0] >= self.timeframe:
+        elif (_dt := time - self.times[0]) >= self.timeframe:
             # - add new item
             self._add_new_item(item_start_time, value)
 
@@ -186,6 +194,8 @@ cdef class TimeSeries:
 
             return self._is_new_item
         else:
+            if _dt < 0:
+                raise ValueError(f"Attempt to update past data at {time_to_str(time)} !")
             self._update_last_item(item_start_time, value)
 
         # - update indicators by new data
@@ -746,7 +756,7 @@ cdef class OHLCV(TimeSeries):
             # Here we disable first notification because first item may be incomplete
             self._is_new_item = False
 
-        elif time - self.times[0] >= self.timeframe:
+        elif (_dt := time - self.times[0]) >= self.timeframe:
             b = Bar(bar_start_time, price, price, price, price, volume, bvolume)
 
             # - add new item
@@ -757,6 +767,9 @@ cdef class OHLCV(TimeSeries):
 
             return self._is_new_item
         else:
+            if _dt < 0:
+                raise ValueError(f"Attempt to update past data at {time_to_str(time)} !")
+
             self._update_last_item(bar_start_time, self[0].update(price, volume, bvolume))
 
         # - update indicators by new data

{qubx-0.1.85.dist-info → qubx-0.1.86.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.1.85
+Version: 0.1.86
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.1.85.dist-info → qubx-0.1.86.dist-info}/RECORD

@@ -6,11 +6,11 @@ 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=7NNiUCoh0udFOk9wJ5tp_ym28TSLDTfNF1-NwEucClQ,728584
+qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=4Io0Hu1pigs8yTyQLyTWlgk2fIKDc-WfyIqDqW8aShA,736872
 qubx/core/series.pxd,sha256=YC1w11gzn1eq6kBrLTufLlECsKd0YWLu70k_CuAMksg,2916
-qubx/core/series.pyx,sha256=MAONNY5MFQuAx_a3ERdApHIht8V_ZfEumlXnuN5-1Mg,28795
+qubx/core/series.pyx,sha256=zO1M9MtVgzQyy0oVhO9HOWaIqT2HwcqhR-MdxpEk-HI,29401
 qubx/core/strategy.py,sha256=Fs4fFyHaEGYuz7mBeQHBWFu3Ipg0yFzcxXhskgsPxJE,30330
-qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=opsPUzbiwyWHKQr0Z8mE3RETboosalQHNGXXOk2IiSY,74248
+qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=TOc2_8Yp5GTKZopTe4NOzMRCuxhQsIZ413Uj7KY25hM,74248
 qubx/core/utils.pyx,sha256=csSIwI_lwvCd8CTbsp9Q0XiRCtGAHEuF62afHOJzCGQ,1382
 qubx/data/readers.py,sha256=YQvVbjyHsWDL54bVOzm78sTAF1ORYGT1eW4tVpnv5uA,32481
 qubx/impl/ccxt_connector.py,sha256=NqF-tgxfTATnmVqKUonNXCAzECrDU8YrgqM3Nq06fw8,9150
@@ -23,7 +23,7 @@ qubx/pandaz/__init__.py,sha256=Iw5uzicYGSC3FEKZ-W1O5-7cXq_P0kH11-EcXV0zZhs,175
 qubx/pandaz/ta.py,sha256=O17JPtee8MLyBoS8zdm32qsQcBJNtAPUpgFj3SMUKsA,85060
 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=cA1RQP0fVjIE259qv2LG7uPMT8tCvPMetbSC_sjA2WA,505832
+qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=ZfURBU5ZuAjDAJcOAeTQtndUo0NGCvQXOoMMMA8PKuE,505832
 qubx/ta/indicators.pyx,sha256=VKSkRbG-98bpI9skelJPAaY9WF6Cnql_qZkuKdz-i2M,21326
 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=hmG_c7nneLiJ-xgyeOQucckPRemNAQ0Hsr7OqDdhbhU,9868
 qubx/utils/runner.py,sha256=OY7SoRfxHwzn0rKTGB_lbg5zNASEL_49hQXWqs-LiMk,9306
 qubx/utils/time.py,sha256=_DjCdQditzZwMy_8rvPdWyw5tjw__2p24LMPgXdZ8i0,4911
-qubx-0.1.85.dist-info/METADATA,sha256=f4Mb45hu9qq2VwRHmPquzz_skD31ry8v3BQ1QTzXmEw,2524
-qubx-0.1.85.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
-qubx-0.1.85.dist-info/RECORD,,
+qubx-0.1.86.dist-info/METADATA,sha256=CsA5airqL-02CdzTmn8Q4jb4mpjfTu87h6fodPMoREM,2524
+qubx-0.1.86.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
+qubx-0.1.86.dist-info/RECORD,,