Qubx 0.1.89__cp311-cp311-manylinux_2_35_x86_64.whl → 0.1.90__cp311-cp311-manylinux_2_35_x86_64.whl

qubx/core/series.pxd

@@ -11,11 +11,16 @@ cdef class Indexed:
     cdef unsigned short _is_empty
 
 
+cdef class Locator:
+    cdef TimeSeries _series
+
+
 cdef class TimeSeries:
     cdef public long long timeframe
     cdef public Indexed times
     cdef public Indexed values
     cdef public float max_series_length
+    cdef public Locator loc
     cdef unsigned short _is_new_item
     cdef public str name
     cdef dict indicators        # it's used for indicators caching

qubx/core/series.pyx

@@ -120,6 +120,54 @@ cdef class Indexed:
 global _plot_func
 
 
+cdef class Locator:
+    """
+    Locator service class for TimeSeries
+    """
+
+    def __init__(self, TimeSeries series):
+        self._series = series 
+
+    def __getitem__(self, idx):
+        cdef int _nlen = len(self._series)
+
+        if isinstance(idx, slice):
+            start = 0 if idx.start is None else idx.start
+            if isinstance(start, str):
+                start = max(self._get_time_index(start), 0)
+
+            if idx.stop is None:
+                stop = (_nlen - 1) 
+            else: 
+                if isinstance(idx.stop, str):
+                    stop = self._get_time_index(idx.stop)
+                else:
+                    stop = idx.stop - 1
+            
+            new_ts = self._series._clone_empty(self._series.name, self._series.timeframe, self._series.max_series_length)
+            for i in range(start, min(stop + 1, _nlen)):
+                new_ts._add_new_item(self._series.times.values[i], self._series.values.values[i])
+            return new_ts
+
+        elif isinstance(idx, str):
+            # - handle single timestamp string
+            return self.find(idx)
+
+        return self._series.values[idx]
+
+    def _get_time_index(self, str t) -> int:
+        cdef long long _t = np.datetime64(t, 'ns').item()
+        cdef int idx = int(np.searchsorted(self._series.times.values, _t, side='right'))
+        idx = min(idx, len(self._series.values))
+        if idx == 0:
+            raise ValueError(f"Time {t} not found in {self._series.name}!")
+        return idx - 1
+
+    def find(self, str t):
+        ix = self._get_time_index(t)
+        return np.datetime64(self._series.times.values[ix], 'ns'), self._series.values.values[ix]
+
+
 cdef class TimeSeries:
 
     def __init__(
@@ -133,6 +181,8 @@ cdef class TimeSeries:
         self.values = Indexed(max_series_length)
         self.indicators = dict()
         self.calculation_order = []
+        # - locator service
+        self.loc = Locator(self)
 
         # - processing every update
         self._process_every_update = process_every_update
@@ -142,13 +192,17 @@ 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 _clone_empty(self, str name, long long timeframe, float max_series_length):
+        """
+        Make empty TimeSeries instance (no data and indicators)
+        """
+        return TimeSeries(name, timeframe, max_series_length)
+
+    def clone(self):
+        """
+        Clone TimeSeries instance with data without indcators attached
+        """
+        return self.loc[:]
 
     def _on_attach_indicator(self, indicator: Indicator, indicator_input: TimeSeries):
         self.calculation_order.append((
@@ -322,7 +376,7 @@ cdef class Indicator(TimeSeries):
         self.name = name
 
         # - we need to make a empty copy and fill it 
-        self.series = self._instantiate_base_series(series.name, series.timeframe, series.max_series_length)
+        self.series = self._clone_empty(series.name, series.timeframe, series.max_series_length)
         self.parent = series 
         
         # - notify the parent series that indicator has been attached
@@ -331,9 +385,6 @@ cdef class Indicator(TimeSeries):
         # - recalculate indicator on data as if it would being streamed
         self._initial_data_recalculate(series)
 
-    def _instantiate_base_series(self, str name, long long timeframe, float max_series_length):
-        return TimeSeries(name, timeframe, max_series_length)
-
     def _on_attach_indicator(self, indicator: Indicator, indicator_input: TimeSeries):
         self.parent._on_attach_indicator(indicator, indicator_input)
 
@@ -365,7 +416,7 @@ cdef class IndicatorOHLC(Indicator):
     """
     Extension of indicator class to be used for OHLCV series
     """
-    def _instantiate_base_series(self, str name, long long timeframe, float max_series_length):
+    def _clone_empty(self, str name, long long timeframe, float max_series_length):
         return OHLCV(name, timeframe, max_series_length)
 
     def calculate(self, long long time, Bar value, short new_item_started) -> object:
@@ -724,6 +775,9 @@ cdef class OHLCV(TimeSeries):
 
         return self
 
+    def _clone_empty(self, str name, long long timeframe, float max_series_length):
+        return OHLCV(name, timeframe, max_series_length)
+
     def _add_new_item(self, long long time, Bar value):
         self.times.add(time)
         self.values.add(value)

{qubx-0.1.89.dist-info → qubx-0.1.90.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.1.89
+Version: 0.1.90
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.1.89.dist-info → qubx-0.1.90.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=9hfeOQKB00XkGhba8L9fUDJRuqW32c0qCwyL3SHLiek,736872
-qubx/core/series.pxd,sha256=YC1w11gzn1eq6kBrLTufLlECsKd0YWLu70k_CuAMksg,2916
-qubx/core/series.pyx,sha256=zO1M9MtVgzQyy0oVhO9HOWaIqT2HwcqhR-MdxpEk-HI,29401
+qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=WE-5-tz9G9j6TuvZ24ewDCm-TyKb00IpGSP1GUd6tUs,762408
+qubx/core/series.pxd,sha256=1KJGzun_R5GDDOynPbZER7Xg45a0JUM_S_lZ-9FFFJg,2994
+qubx/core/series.pyx,sha256=fKBDHWyJIdgWXrKxef8vm98phFgKzzyfUI0_Adla4NU,31118
 qubx/core/strategy.py,sha256=Fs4fFyHaEGYuz7mBeQHBWFu3Ipg0yFzcxXhskgsPxJE,30330
-qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=6tnz1_q2NFGTuGrF3liSn9Mbm5OliSLiXUol57klVmE,74248
+qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=C3fOY78zniScQYlIFQdE6wb0w9UbNnsZ-OZ4SCWp9cM,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=t9fwBx0C0wYRI5-jWSahKTK1NwAYTYVvXX3LZo7NVFE,539144
+qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=z0mAq4lgmbsHbPigDaPBes4dZec7VZl3lkti9E_bOEI,543240
 qubx/ta/indicators.pyx,sha256=qUjRrwHgf2GkzU6U2hRA0Lfzk1RMt4gbmfFUDfgq77o,23473
 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-0.1.89.dist-info/METADATA,sha256=RfvLeMFZbxe5C_gXJ6DI24VW08zEl0sycvAkvqM1tIY,2524
-qubx-0.1.89.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
-qubx-0.1.89.dist-info/RECORD,,
+qubx-0.1.90.dist-info/METADATA,sha256=ZKKDtnzo0T4qMipZMAT2ZtcKbW4PUG6XyVBgoBOf3D4,2524
+qubx-0.1.90.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
+qubx-0.1.90.dist-info/RECORD,,