Qubx 0.1.8__cp311-cp311-manylinux_2_35_x86_64.whl → 0.1.82__cp311-cp311-manylinux_2_35_x86_64.whl

qubx/data/readers.py

@@ -503,56 +503,27 @@ def _retry(fn):
     return wrapper
 
 
-class QuestDBConnector(DataReader):
+class QuestDBSqlBuilder:
     """
-    Very first version of QuestDB connector
-
-    ### Connect to an existing QuestDB instance
-    >>> db = QuestDBConnector()
-    >>> db.read('BINANCE.UM:ETHUSDT', '2024-01-01', transform=AsPandasFrame())
+    Generic sql builder for QuestDB data
     """
-    _reconnect_tries = 5
-    _reconnect_idle = 0.1  # wait seconds before retying
 
-    def __init__(self, host='localhost', user='admin', password='quest', port=8812) -> None:
-        self._connection = None
-        self._cursor = None
-        self._host = host
-        self._port = port
-        self.connection_url = f'user={user} password={password} host={host} port={port}'
-        self._connect()
-
-    def _connect(self):
-        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}")
+    def get_table_name(self, data_id: str, sfx: str='') -> str | None:
+        pass
 
-    @_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:
-        start, end = handle_start_stop(start, stop)
-        _req = self._prepare_data_sql(data_id, start, end, timeframe)
+    def prepare_data_sql(self, data_id: str, start: str|None, end: str|None, resample: str, suffix: str) -> str | None:
+        pass
 
-        self._cursor.execute(_req) # type: ignore
-        records = self._cursor.fetchall() # TODO: for chunksize > 0 use fetchmany etc
-
-        names = [d.name for d in self._cursor.description] # type: ignore
-        transform.start_transform(data_id, names)
+    def prepare_names_sql(self) -> str:
+        return "select table_name from tables()"
 
-        transform.process_data(records)
-        return transform.collect()
 
-    @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 
+class QuestDBSqlCandlesBuilder(QuestDBSqlBuilder):
+    """
+    Sql builder for candles data
+    """
 
-    def _get_table_name(self, data_id: str, sfx: str='') -> str:
+    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>
@@ -573,7 +544,15 @@ class QuestDBConnector(DataReader):
             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) -> str:
+    @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 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 ''
@@ -583,10 +562,10 @@ class QuestDBConnector(DataReader):
             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
+        resample = QuestDBSqlCandlesBuilder._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, 'candles_1m')
+        table_name = self.get_table_name(data_id, suffix)
         return f"""
                 select timestamp, 
                 first(open) as open, 
@@ -601,12 +580,54 @@ class QuestDBConnector(DataReader):
                 from "{table_name}" {where} {_rsmpl};
             """ 
 
-    def _prepare_names_sql(self) -> str:
-        return "select table_name from tables()"
+
+class QuestDBConnector(DataReader):
+    """
+    Very first version of QuestDB connector
+
+    ### 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
+    _builder: QuestDBSqlBuilder
+
+    def __init__(self, builder: QuestDBSqlBuilder = QuestDBSqlCandlesBuilder(),
+                 host='localhost', user='admin', password='quest', port=8812) -> None:
+        self._connection = None
+        self._cursor = None
+        self._host = host
+        self._port = port
+        self.connection_url = f'user={user} password={password} host={host} port={port}'
+        self._builder = builder
+        self._connect()
+
+    def _connect(self):
+        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', suffix='candles_1m') -> Any:
+        start, end = handle_start_stop(start, stop)
+        _req = self._builder.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
+
+        names = [d.name for d in self._cursor.description] # type: ignore
+        transform.start_transform(data_id, names)
+
+        transform.process_data(records)
+        return transform.collect()
 
     @_retry
     def get_names(self) -> List[str] :
-        self._cursor.execute(self._prepare_names_sql()) # type: ignore
+        self._cursor.execute(self._builder.prepare_names_sql()) # type: ignore
         records = self._cursor.fetchall()
         return [r[0] for r in records]
 
@@ -652,14 +673,23 @@ class SnapshotsBuilder(DataTransformer):
         return self.buffer
 
 
+class QuestDBSqlOrderBookBilder(QuestDBSqlBuilder):
+    """
+    Sql builder for snapshot data
+    """
+
+    def get_table_name(self, data_id: str, sfx: str='') -> str:
+        return ''
+
+    def prepare_data_sql(self, data_id: str, start: str|None, end: str|None, resample: str, suffix: str) -> str:
+        return ''
+
+
 class QuestDBOrderBookConnector(QuestDBConnector):
     """
     Example of custom OrderBook data connector 
     """
 
-    def _prepare_data_sql(self, data_id: str, start: str|None, end: str|None, resample: str|None) -> str:
-        raise NotImplemented("TODO")
-
-    def _prepare_names_sql(self) -> str:
-        # return "select table_name from tables() where ..."
-        raise NotImplemented("TODO")
+    def __init__(self, host='localhost', user='admin', password='quest', port=8812) -> None:
+        super().__init__(QuestDBSqlOrderBookBilder(), host, user, password, port)
+    

{qubx-0.1.8.dist-info → qubx-0.1.82.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.1.8
+Version: 0.1.82
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.1.8.dist-info → qubx-0.1.82.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=ltVxtoC4f0B4skXk6yRtoryDzon6gwLX_3NuX7gb5io,698952
+qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=FKD447WQCDiib-wBliVN0amtMroO_iEvVnRsg22n73U,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=5ddzSg68VpiWMCEtase_w0XhyEb4DUjP7xWxL55XQ4k,74216
+qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=dFR1VwEHg4biWv-vrn9nf-JPKMs3L4-lf_4EXMQFb8I,74216
 qubx/core/utils.pyx,sha256=6dQ8R02bl8V3f-W3Wk9-e86D9OvDz-5-4NA_dlF_xwc,1368
-qubx/data/readers.py,sha256=EuYLt7mmf4TPtVzlbbxGvgw-luR7oDPwdLJQe37iU6c,24786
+qubx/data/readers.py,sha256=HDUoXNjpObtbfxrMW3PB4ypyB7WvJUvCg2Ulww4NChs,25600
 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=JDkaQwaNS6-J9ICrxJsATcSxaZKvURf0jtQ-09vhUGg,284552
+qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=v9kiNK0VWcOhllotwWfPPZ3De2CLpWlvDbVSUxqeuHQ,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-0.1.8.dist-info/METADATA,sha256=W62rM-gCLkzeF0GQ087NFox6vZ6wQBouO_aSfRaDoV8,2490
-qubx-0.1.8.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
-qubx-0.1.8.dist-info/RECORD,,
+qubx-0.1.82.dist-info/METADATA,sha256=MXKLJx9nRdbg1BE5emc8ovNDC7HoB78N0BYhWKR5Wfk,2491
+qubx-0.1.82.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
+qubx-0.1.82.dist-info/RECORD,,