Qubx 0.1.85__tar.gz → 0.1.86__tar.gz

{qubx-0.1.85 → qubx-0.1.86}/PKG-INFO

@@ -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 → qubx-0.1.86}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.1.85"
+version = "0.1.86"
 description = "Qubx - quantitative trading framework"
 authors = ["Dmitry Marienko <dmitry@gmail.com>"]
 readme = "README.md"

{qubx-0.1.85 → qubx-0.1.86}/src/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