Qubx 0.2.4__cp311-cp311-manylinux_2_35_x86_64.whl → 0.2.6__cp311-cp311-manylinux_2_35_x86_64.whl

qubx/backtester/queue.py

@@ -137,7 +137,7 @@ class SimulatedDataQueue:
     def __iter__(self) -> Iterator:
         logger.debug("Initializing chunks for each loader")
         assert self._start is not None
-        self._current_time = int(pd.Timestamp(self._start).timestamp() * 1_000_000)
+        self._current_time = int(pd.Timestamp(self._start).timestamp() * 1e9)
         self._index_to_chunk_size = {}
         self._index_to_iterator = {}
         self._event_heap = []
@@ -185,7 +185,7 @@ class SimulatedDataQueue:
     @_SW.watch("DataQueue")
     def _next_chunk(self, index: int) -> list[Any]:
         if index not in self._index_to_iterator:
-            self._index_to_iterator[index] = self._index_to_loader[index].load(self._current_time, self._stop)  # type: ignore
+            self._index_to_iterator[index] = self._index_to_loader[index].load(pd.Timestamp(self._current_time, unit="ns"), self._stop)  # type: ignore
         iterator = self._index_to_iterator[index]
         try:
             return next(iterator)

qubx/backtester/simulator.py

@@ -871,6 +871,9 @@ def _run_setup(
             _trigger = "bar: 0s"
             _stop = setup.generator.index[-1]  # type: ignore
 
+            # - no historical data for generated signals, so disable it
+            enable_event_batching = False
+
         case _Types.SIGNAL_AND_TRACKER:
             strat = _GeneratedSignalsStrategy()
             strat.tracker = lambda ctx: setup.tracker
@@ -879,6 +882,9 @@ def _run_setup(
             _trigger = "bar: 0s"
             _stop = setup.generator.index[-1]  # type: ignore
 
+            # - no historical data for generated signals, so disable it
+            enable_event_batching = False
+
         case _:
             raise ValueError(f"Unsupported setup type: {setup.setup_type} !")
 

qubx/core/basics.py

@@ -146,7 +146,8 @@ class Instrument:
         take: float | None = None,
         group: str = "",
         comment: str = "",
-        options: dict[str, Any] = None,
+        options: dict[str, Any] | None = None,  # - probably we need to remove it ?
+        **kwargs,
     ) -> Signal:
         return Signal(
             self,
@@ -156,7 +157,7 @@ class Instrument:
             take=take,
             group=group,
             comment=comment,
-            options=options or {},
+            options=(options or {}) | kwargs,
         )
 
     def __hash__(self) -> int:

qubx/core/helpers.py

@@ -353,7 +353,8 @@ def set_parameters_to_object(strategy: Any, **kwargs):
             raise ValueError("Internal variable can't be set from external parameter !")
         if hasattr(strategy, k):
             strategy.__dict__[k] = v
-            _log_info += f"\n\tset <green>{k}</green> <- <red>{v}</red>"
+            v_str = str(v).replace(">", "").replace("<", "")
+            _log_info += f"\n\tset <green>{k}</green> <- <red>{v_str}</red>"
 
     if _log_info:
         logger.info(f"<yellow>{strategy.__class__.__name__}</yellow> new parameters:" + _log_info)

qubx/core/metrics.py

@@ -661,19 +661,23 @@ def portfolio_metrics(
         returns_on_init_bp = returns_on_init_bp[:end]
 
     # aggregate them to daily (if we have intraday portfolio)
-    if infer_series_frequency(returns) < pd.Timedelta("1D").to_timedelta64():
-        returns_daily = aggregate_returns(returns, "daily")
-        returns_on_init_bp = aggregate_returns(returns_on_init_bp, "daily")
+    try:
+        if infer_series_frequency(returns) < pd.Timedelta("1D").to_timedelta64():
+            returns_daily = aggregate_returns(returns, "daily")
+            returns_on_init_bp = aggregate_returns(returns_on_init_bp, "daily")
+    except:
+        returns_daily = returns
 
     # todo: add transaction_cost calculations
     equity = init_cash + pft_total["Total_PnL"]
     mdd, ddstart, ddpeak, ddrecover, dd_data = absmaxdd(equity)
-    mdd_pct = 100 * dd_data / equity.cummax()
+    execs = len(executions_log)
+    mdd_pct = 100 * dd_data / equity.cummax() if execs > 0 else pd.Series(0, index=equity.index)
     sheet["equity"] = equity
     sheet["gain"] = sheet["equity"].iloc[-1] - sheet["equity"].iloc[0]
     sheet["cagr"] = cagr(returns_daily, performance_statistics_period)
     sheet["sharpe"] = sharpe_ratio(returns_daily, risk_free, performance_statistics_period)
-    sheet["qr"] = qr(equity)
+    sheet["qr"] = qr(equity) if execs > 0 else 0
     sheet["drawdown_usd"] = dd_data
     sheet["drawdown_pct"] = mdd_pct
     # 25-May-2019: MDE fixed Max DD pct calculations
@@ -709,7 +713,7 @@ def portfolio_metrics(
     sheet["fees"] = pft_total["Total_Commissions"].iloc[-1]
 
     # executions metrics
-    sheet["execs"] = len(executions_log)
+    sheet["execs"] = execs
 
     return sheet
 
@@ -722,6 +726,7 @@ def tearsheet(
     timeframe: str | pd.Timedelta | None = None,
     sort_by: str | None = "Sharpe",
     sort_ascending: bool = False,
+    plot_equities: bool = True,
 ):
     if timeframe is None:
         timeframe = _estimate_timeframe(session)
@@ -739,19 +744,21 @@ def tearsheet(
             for s in session:
                 report, mtrx = _pfl_metrics_prepare(s, account_transactions, performance_statistics_period)
                 _rs.append(report)
-                if compound:
-                    # _eq.append(pd.Series(100 * mtrx["compound_returns"], name=s.trading_id))
-                    compound_returns = mtrx["compound_returns"].resample(timeframe).ffill()
-                    plt.plot(100 * compound_returns, label=s.name)
-                else:
-                    # _eq.append(pd.Series(mtrx["equity"], name=s.trading_id))
-                    equity = mtrx["equity"].resample(timeframe).ffill()
-                    plt.plot(equity, label=s.name)
-
-            if len(session) <= 15:
-                plt.legend(ncol=max(1, len(session) // 5))
-
-            plt.title("Comparison of Equity Curves")
+                if plot_equities:
+                    if compound:
+                        # _eq.append(pd.Series(100 * mtrx["compound_returns"], name=s.trading_id))
+                        compound_returns = mtrx["compound_returns"].resample(timeframe).ffill()
+                        plt.plot(100 * compound_returns, label=s.name)
+                    else:
+                        # _eq.append(pd.Series(mtrx["equity"], name=s.trading_id))
+                        equity = mtrx["equity"].resample(timeframe).ffill()
+                        plt.plot(equity, label=s.name)
+
+            if plot_equities:
+                if len(session) <= 15:
+                    plt.legend(ncol=max(1, len(session) // 5))
+                plt.title("Comparison of Equity Curves")
+
             report = pd.concat(_rs, axis=1).T
             report["id"] = [s.id for s in session]
             report = report.set_index("id", append=True).swaplevel()
@@ -787,9 +794,11 @@ def get_equity(
         return _get_single_equity(sessions)
 
 
-def _estimate_timeframe(session: TradingSessionResult | list[TradingSessionResult]) -> str:
+def _estimate_timeframe(
+    session: TradingSessionResult | list[TradingSessionResult], start: str | None = None, stop: str | None = None
+) -> str:
     session = session[0] if isinstance(session, list) else session
-    start, end = pd.Timestamp(session.start), pd.Timestamp(session.stop)
+    start, end = pd.Timestamp(start or session.start), pd.Timestamp(stop or session.stop)
     diff = end - start
     if diff > pd.Timedelta("360d"):
         return "1d"
@@ -882,6 +891,7 @@ def chart_signals(
     indicators={},
     overlay=[],
     info=True,
+    show_trades: bool = True,
     show_quantity: bool = False,
     show_value: bool = False,
     show_leverage: bool = True,
@@ -892,6 +902,8 @@ def chart_signals(
     Show trading signals on chart
     """
     indicators = indicators | {}
+    if timeframe is None:
+        timeframe = _estimate_timeframe(result, start, end)
 
     executions = result.executions_log.rename(
         columns={"instrument_id": "instrument", "filled_qty": "quantity", "price": "exec_price"}
@@ -947,13 +959,13 @@ def chart_signals(
 
         indicators = {k: __resample(v) for k, v in indicators.items()}
 
-    excs = executions[executions["instrument"] == symbol][
-        ["quantity", "exec_price", "commissions", "commissions_quoted"]
-    ]
+    if show_trades:
+        excs = executions[executions["instrument"] == symbol][
+            ["quantity", "exec_price", "commissions", "commissions_quoted"]
+        ]
+        overlay = list(overlay) + [excs]
 
-    chart = (
-        LookingGlass([bars, excs, *overlay], indicators).look(start, end, title=symbol).hover(show_info=info, h=height)
-    )
+    chart = LookingGlass([bars, *overlay], indicators).look(start, end, title=symbol).hover(show_info=info, h=height)
     if not show_table:
         return chart.show()
 

qubx/core/series.pyi

@@ -4,6 +4,11 @@ from typing import Any, Tuple
 import pandas as pd
 
 class Bar:
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float
     def __init__(self, time, open, high, low, close, volume, bought_volume=0): ...
 
 class Quote:
@@ -28,8 +33,16 @@ class Locator:
     def __getitem__(self, idx): ...
     def find(self, t: str) -> Tuple[np.datetime64, Any]: ...
 
+class Indexed:
+    def __getitem__(self, idx): ...
+
 class TimeSeries:
+    name: str
     loc: Locator
+    timeframe: int
+    max_series_length: int
+    times: Indexed
+    values: Indexed
     def __init__(self, name, timeframe, max_series_length, process_every_update=True) -> None: ...
     def __getitem__(self, idx): ...
     def update(self, time: int, value: float) -> bool: ...
@@ -65,6 +78,9 @@ class OHLCV(TimeSeries):
     def pd(self) -> pd.DataFrame: ...
 
 class Indicator(TimeSeries):
+    name: str
+    series: TimeSeries
+
     def update(self, time: int, value, new_item_started: bool) -> object: ...
 
 class IndicatorOHLC(Indicator): ...

qubx/data/readers.py

@@ -789,7 +789,7 @@ class QuestDBSqlCandlesBuilder(QuestDBSqlBuilder):
 
         where = f"where symbol = '{symb}'"
         w0 = f"timestamp >= '{start}'" if start else ""
-        w1 = f"timestamp <= '{end}'" if end else ""
+        w1 = f"timestamp < '{end}'" if end else ""
 
         # - fix: when no data ranges are provided we must skip empy where keyword
         if w0 or w1:

qubx/pandaz/ta.py

@@ -695,7 +695,7 @@ def macd(x: pd.Series, fast=12, slow=26, signal=9, method="ema", signal_method="
     return smooth(x_diff, signal_method, signal).rename("macd")
 
 
-def atr(x: pd.Series, window=14, smoother="sma", percentage=False) -> pd.Series:
+def atr(x: pd.DataFrame, window=14, smoother="sma", percentage=False) -> pd.Series:
     """
     Average True Range indicator
 

qubx/ta/indicators.pxd

@@ -0,0 +1,138 @@
+cimport numpy as np
+from qubx.core.series cimport Indicator, IndicatorOHLC, RollingSum, TimeSeries, OHLCV, Bar
+
+cdef class Sma(Indicator):
+    cdef unsigned int period
+    cdef RollingSum summator
+
+    cpdef double calculate(self, long long time, double value, short new_item_started)
+
+cdef class Ema(Indicator):
+    cdef int period
+    cdef np.ndarray __s
+    cdef int __i
+    cdef double alpha
+    cdef double alpha_1
+    cdef unsigned short init_mean 
+    cdef unsigned short _init_stage
+
+    cpdef double calculate(self, long long time, double value, short new_item_started)
+
+cdef class Tema(Indicator):
+    cdef int period
+    cdef unsigned short init_mean 
+    cdef TimeSeries ser0
+    cdef Ema ema1
+    cdef Ema ema2
+    cdef Ema ema3
+    cpdef double calculate(self, long long time, double value, short new_item_started)
+
+cdef class Dema(Indicator):
+    cdef int period
+    cdef unsigned short init_mean 
+    cdef TimeSeries ser0
+    cdef Ema ema1
+    cdef Ema ema2
+
+    cpdef double calculate(self, long long time, double value, short new_item_started)
+
+cdef class Kama(Indicator):
+    cdef int period
+    cdef int fast_span
+    cdef int slow_span
+    cdef double _S1 
+    cdef double _K1 
+    cdef _x_past
+    cdef RollingSum summator
+
+    cpdef double calculate(self, long long time, double value, short new_item_started)
+
+cdef class Highest(Indicator):
+    cdef int period
+    cdef object queue
+    cpdef double calculate(self, long long time, double value, short new_item_started)
+
+cdef class Lowest(Indicator):
+    cdef int period
+    cdef object queue
+    cpdef double calculate(self, long long time, double value, short new_item_started)
+
+cdef class Std(Indicator):
+    cdef int period
+    cpdef double calculate(self, long long time, double value, short new_item_started)
+
+cdef class Pewma(Indicator):
+    cdef public TimeSeries std
+    cdef double alpha, beta
+    cdef int T
+
+    cdef double _mean, _vstd, _var
+    cdef double mean, vstd, var
+    cdef long _i
+
+    cpdef double calculate(self, long long time, double value, short new_item_started)
+
+cdef class PewmaOutliersDetector(Indicator):
+    cdef public TimeSeries upper, lower, outliers, std
+    cdef double alpha, beta, threshold
+    cdef int T
+    cdef str dist
+
+    cdef double student_t_df
+    cdef long _i
+    cdef double mean, vstd, variance
+    cdef double _mean, _vstd, _variance, _z_thr
+
+    cpdef double calculate(self, long long time, double x, short new_item_started)
+
+    cdef double _get_z_thr(self)
+    cdef double _get_alpha(self, double p_t)
+    cdef double _get_mean(self, double x, double alpha_t)
+    cdef double _get_variance(self, double x, double alpha_t)
+    cdef double _get_std(self, double variance, double mean)
+    cdef double _get_p(self, double x)
+
+cdef class Psar(IndicatorOHLC):
+    cdef int _bull
+    cdef double _af
+    cdef double _psar
+    cdef double _lp
+    cdef double _hp
+
+    cdef int bull
+    cdef double af
+    cdef double psar
+    cdef double lp
+    cdef double hp
+
+    cdef public TimeSeries upper
+    cdef public TimeSeries lower
+
+    cdef double iaf
+    cdef double maxaf
+
+    cdef _store(self)
+    cdef _restore(self)
+
+    cpdef double calculate(self, long long time, Bar bar, short new_item_started)
+
+cdef class Atr(IndicatorOHLC):
+    cdef short percentage
+    cdef TimeSeries tr
+    cdef Indicator ma
+
+    cpdef double calculate(self, long long time, Bar bar, short new_item_started)
+
+cdef class Swings(IndicatorOHLC):
+    cdef double _min_l
+    cdef long long _min_t
+    cdef double _max_h
+    cdef long long _max_t
+    cdef OHLCV base
+    cdef Indicator trend
+    # tops contain upper pivot point prices
+    # tops_detection_lag contain time lag when top was actually spotted
+    cdef public TimeSeries tops, tops_detection_lag
+    cdef public TimeSeries bottoms, bottoms_detection_lag
+
+    cpdef double calculate(self, long long time, Bar bar, short new_item_started)

qubx/ta/indicators.pyi

@@ -1,4 +1,4 @@
-from qubx.core.series import OHLCV, Indicator, TimeSeries
+from qubx.core.series import OHLCV, Indicator, TimeSeries, IndicatorOHLC
 
 def sma(series: TimeSeries, period: int): ...
 def ema(series: TimeSeries, period: int, init_mean: bool = True): ...
@@ -14,3 +14,9 @@ def psar(series: OHLCV, iaf: float = 0.02, maxaf: float = 0.2): ...
 def smooth(series: TimeSeries, smoother: str, *args, **kwargs) -> Indicator: ...
 def atr(series: OHLCV, period: int = 14, smoother="sma", percentage: bool = False): ...
 def swings(series: OHLCV, trend_indicator, **indicator_args): ...
+
+class Kama(Indicator):
+    def __init__(self, name: str, series: TimeSeries, period: int, fast_span: int = 2, slow_span: int = 30): ...
+
+class Atr(IndicatorOHLC):
+    def __init__(self, name: str, series: OHLCV, period: int, smoother: str, percentage: bool): ...

qubx/ta/indicators.pyx

@@ -16,12 +16,7 @@ cdef class Sma(Indicator):
     """
     Simple Moving Average indicator
     """
-    cdef unsigned int period
-    cdef RollingSum summator
 
-    """
-    Simple moving average
-    """
     def __init__(self, str name, TimeSeries series, int period):
         self.period = period
         self.summator = RollingSum(period)
@@ -40,13 +35,6 @@ cdef class Ema(Indicator):
     """
     Exponential moving average
     """
-    cdef int period
-    cdef np.ndarray __s
-    cdef int __i
-    cdef double alpha
-    cdef double alpha_1
-    cdef unsigned short init_mean 
-    cdef unsigned short _init_stage
 
     def __init__(self, str name, TimeSeries series, int period, init_mean=True):
         self.period = period
@@ -92,12 +80,6 @@ def ema(series:TimeSeries, period: int, init_mean: bool = True):
 
 
 cdef class Tema(Indicator):
-    cdef int period
-    cdef unsigned short init_mean 
-    cdef TimeSeries ser0
-    cdef Ema ema1
-    cdef Ema ema2
-    cdef Ema ema3
 
     def __init__(self, str name, TimeSeries series, int period, init_mean=True):
         self.period = period
@@ -118,11 +100,6 @@ def tema(series:TimeSeries, period: int, init_mean: bool = True):
 
 
 cdef class Dema(Indicator):
-    cdef int period
-    cdef unsigned short init_mean 
-    cdef TimeSeries ser0
-    cdef Ema ema1
-    cdef Ema ema2
 
     def __init__(self, str name, TimeSeries series, int period, init_mean=True):
         self.period = period
@@ -142,13 +119,13 @@ def dema(series:TimeSeries, period: int, init_mean: bool = True):
 
 
 cdef class Kama(Indicator):
-    cdef int period
-    cdef int fast_span
-    cdef int slow_span
-    cdef double _S1 
-    cdef double _K1 
-    cdef _x_past
-    cdef RollingSum summator
+    # cdef int period
+    # cdef int fast_span
+    # cdef int slow_span
+    # cdef double _S1 
+    # cdef double _K1 
+    # cdef _x_past
+    # cdef RollingSum summator
 
     def __init__(self, str name, TimeSeries series, int period, int fast_span=2, int slow_span=30):
         self.period = period
@@ -167,7 +144,7 @@ cdef class Kama(Indicator):
             self._x_past[-1] = value
 
         cdef double rs = self.summator.update(abs(value - self._x_past[-2]), new_item_started)
-        cdef double er = abs(value - self._x_past[0]) / rs
+        cdef double er = (abs(value - self._x_past[0]) / rs) if rs != 0.0 else 1.0
         cdef double sc = (er * self._K1 + self._S1) ** 2
 
         if self.summator.is_init_stage:
@@ -183,8 +160,6 @@ def kama(series:TimeSeries, period: int, fast_span:int=2, slow_span:int=30):
 
 
 cdef class Highest(Indicator):
-    cdef int period
-    cdef queue
 
     def __init__(self, str name, TimeSeries series, int period):
         self.period = period
@@ -214,8 +189,6 @@ def highest(series:TimeSeries, period:int):
 
 
 cdef class Lowest(Indicator):
-    cdef int period
-    cdef queue
 
     def __init__(self, str name, TimeSeries series, int period):
         self.period = period
@@ -246,7 +219,6 @@ def lowest(series:TimeSeries, period:int):
 
 # - - - - TODO !!!!!!!
 cdef class Std(Indicator):
-    cdef int period
 
     def __init__(self, str name, TimeSeries series, int period):
         self.period = period
@@ -285,13 +257,6 @@ cdef double student_t_pdf(double x, double df):
 
 
 cdef class Pewma(Indicator):
-    cdef public TimeSeries std
-    cdef double alpha, beta
-    cdef int T
-
-    cdef double _mean, _vstd, _var
-    cdef double mean, vstd, var
-    cdef long _i
 
     def __init__(self, str name, TimeSeries series, double alpha, double beta, int T):
         self.alpha = alpha 
@@ -359,15 +324,6 @@ def pewma(series:TimeSeries, alpha: float, beta: float, T:int=30):
 
 
 cdef class PewmaOutliersDetector(Indicator):
-    cdef public TimeSeries upper, lower, outliers, std
-    cdef double alpha, beta, threshold
-    cdef int T
-    cdef str dist
-
-    cdef double student_t_df
-    cdef long _i
-    cdef double mean, vstd, variance
-    cdef double _mean, _vstd, _variance, _z_thr
 
     def __init__(
         self,
@@ -498,23 +454,6 @@ def pewma_outliers_detector(
 
 
 cdef class Psar(IndicatorOHLC):
-    cdef int _bull
-    cdef double _af
-    cdef double _psar
-    cdef double _lp
-    cdef double _hp
-
-    cdef int bull
-    cdef double af
-    cdef double psar
-    cdef double lp
-    cdef double hp
-
-    cdef public TimeSeries upper
-    cdef public TimeSeries lower
-
-    cdef double iaf
-    cdef double maxaf
 
     def __init__(self, name, series, iaf, maxaf):
         self.iaf = iaf
@@ -636,9 +575,6 @@ def smooth(TimeSeries series, str smoother, *args, **kwargs) -> Indicator:
 
 
 cdef class Atr(IndicatorOHLC):
-    cdef short percentage
-    cdef TimeSeries tr
-    cdef Indicator ma
 
     def __init__(self, str name, OHLCV series, int period, str smoother, short percentage):
         self.percentage = percentage
@@ -665,16 +601,6 @@ def atr(series: OHLCV, period: int = 14, smoother="sma", percentage: bool = Fals
 
 
 cdef class Swings(IndicatorOHLC):
-    cdef double _min_l
-    cdef long long _min_t
-    cdef double _max_h
-    cdef long long _max_t
-    cdef OHLCV base
-    cdef Indicator trend
-    # tops contain upper pivot point prices
-    # tops_detection_lag contain time lag when top was actually spotted
-    cdef public TimeSeries tops, tops_detection_lag
-    cdef public TimeSeries bottoms, bottoms_detection_lag
 
     def __init__(self, str name, OHLCV series, trend_indicator, **indicator_args):
         self.base = OHLCV("base", series.timeframe, series.max_series_length)

qubx/trackers/sizers.py

@@ -63,7 +63,13 @@ class FixedLeverageSizer(IPositionSizer):
 
 
 class FixedRiskSizer(IPositionSizer):
-    def __init__(self, max_cap_in_risk: float, max_allowed_position=np.inf, reinvest_profit=True):
+    def __init__(
+        self,
+        max_cap_in_risk: float,
+        max_allowed_position=np.inf,
+        reinvest_profit: bool = True,
+        divide_by_symbols: bool = True,
+    ):
         """
         Create fixed risk sizer calculator instance.
         :param max_cap_in_risk: maximal risked capital (in percentage)
@@ -73,6 +79,7 @@ class FixedRiskSizer(IPositionSizer):
         self.max_cap_in_risk = max_cap_in_risk / 100
         self.max_allowed_position_quoted = max_allowed_position
         self.reinvest_profit = reinvest_profit
+        self.divide_by_symbols = divide_by_symbols
 
     def calculate_target_positions(self, ctx: StrategyContext, signals: List[Signal]) -> List[TargetPosition]:
         t_pos = []
@@ -91,6 +98,7 @@ class FixedRiskSizer(IPositionSizer):
                     target_position_size = (  
                         _direction
                         *min((_cap * self.max_cap_in_risk) / abs(signal.stop / _entry - 1), self.max_allowed_position_quoted) / _entry
+                        / len(ctx.instruments) if self.divide_by_symbols else 1
                     )  
                     # fmt: on
 

{qubx-0.2.4.dist-info → qubx-0.2.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.4
+Version: 0.2.6
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.2.4.dist-info → qubx-0.2.6.dist-info}/RECORD

@@ -3,27 +3,27 @@ qubx/_nb_magic.py,sha256=vfV892I5rkA_Zbno5Dsl9osPTGiXTCV3afZRDrTlcOQ,1915
 qubx/backtester/__init__.py,sha256=g9K4pp4ieY4rRKE0eA_02LMo-c4vnk-QqtVn_ff9F5U,66
 qubx/backtester/ome.py,sha256=nbKuB4t67jcK7BBu7LpoQza-ulvgtUupzVFU6MaTCn4,8690
 qubx/backtester/optimization.py,sha256=wn48ppzziiNTG37tipY4HfRpqLKl2Y5iVCVO6NsCKRM,6588
-qubx/backtester/queue.py,sha256=AurU6i9P6dYgasd6LbsqAWyCnalcwnws9ZHN8KYpCns,14978
-qubx/backtester/simulator.py,sha256=9-U7HKBoWFcaWLuxdwVSN1nUe-KSoryIyIbUYpcpgtI,33691
+qubx/backtester/queue.py,sha256=ys9tHyrqx3NKbcoTAoOn0m0caIk5F0GpS2x7_sCikro,14997
+qubx/backtester/simulator.py,sha256=bppxwq_F5eS4_GjR8Xki1kS5AKWr7HPHPdYUXjsfASc,33921
 qubx/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/core/account.py,sha256=uIU-EUMuH5owWhHTmU1pZ0WrkQkiv9YiFqSZW9dFDK8,9066
-qubx/core/basics.py,sha256=7v2RL-IsHJ_ms33e0TCRmjqSvJZJSaup9-GeduBx4DU,19824
+qubx/core/basics.py,sha256=iwJ5wi2ENbKFqPdJIQEcSgdB6HkskzY0P4b_cf8-Avk,19897
 qubx/core/context.py,sha256=I5bse6F4VVQbJb6jmkQsQEX_C2iht440pUK-BqOc1VU,37619
 qubx/core/exceptions.py,sha256=W1gG_0fE3o2EMGUfOeOl3vVJDp8Z1iHLv4iZ0ThNkTs,306
-qubx/core/helpers.py,sha256=RsfCE1gNRrK40Q6Seu6tic4WFOAqFs_LrH5tEufPDRI,12592
+qubx/core/helpers.py,sha256=JAB1kcKO8l--gxg9_W2BzWW1N4x72sicw1oBszKYcbo,12657
 qubx/core/loggers.py,sha256=6P3NwoyHe_pTW8Kdvmi8eHoCxHAWm7LEvwgmX-vZKR4,16530
 qubx/core/lookups.py,sha256=qGOSb2SIxmgVPGJFLJnPDI1P9hCzFMVipRDcVLUm8qk,14599
-qubx/core/metrics.py,sha256=uyMBie2iuLWa3DKsXoWQtY9SDh3e3pFjZTjAYMq4Zj0,36002
-qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=XM8b03V1cpFTLr4_19xe2minoJQAuBBU2KFjCD0DDWA,762408
+qubx/core/metrics.py,sha256=lPxq3k1XFcSjlLafhDEluiqkA0ISoJlckxeJnrCm2mM,36537
+qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=ocuR5fHMQHUcSc0HBMWoHK2kADA5RKNUenXafbyO7F8,762408
 qubx/core/series.pxd,sha256=1KJGzun_R5GDDOynPbZER7Xg45a0JUM_S_lZ-9FFFJg,2994
-qubx/core/series.pyi,sha256=4ShkrhMM9yVMuLHCCAkHF8hwbQEqh3HlrcbMCpdVPag,1983
+qubx/core/series.pyi,sha256=ipca4P8LJGDvkhAAczLoZbgLvcJSm-5SFKlaQI9cn9E,2254
 qubx/core/series.pyx,sha256=7R0SQ3OKfxqdxlbBXAG1ld3WS-vrMT9us1Tvq21GLFY,31116
 qubx/core/strategy.py,sha256=RY2fdg7lvLquTxfUamewO51yaRVTElJLmariTB4e3CQ,10901
-qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=QIGSoJI07aQhWK6amKjxynSIKlvqe2OoUlsrJtnDbc4,74248
+qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=C9o_sLn5cuBp6Qh8_Xwy5k90H3ls1rZwJa2qxoOrkdU,74248
 qubx/core/utils.pyi,sha256=bT3NvsHwf0AszMh7OP8uC5StaAM1arArAE5Yd3BjLHI,167
 qubx/core/utils.pyx,sha256=csSIwI_lwvCd8CTbsp9Q0XiRCtGAHEuF62afHOJzCGQ,1382
 qubx/data/helpers.py,sha256=A0NGzhpXYWD92-GeB8TghwMnR0NW8bjcNJOCXybQw3g,782
-qubx/data/readers.py,sha256=K7YZKxTaZB4WPmtG7RAfLNphrkVX4faHf0w9QoBFHEU,39524
+qubx/data/readers.py,sha256=HzNkFI2W4Rkh2AZWsOnnsi9VlHmlBCKaigyMd0T0Jiw,39523
 qubx/gathering/simplest.py,sha256=fSAWbogW2_eXzF9CG3zJ5Y-OtY4rCnBs0VISM0p-W7Q,1833
 qubx/impl/ccxt_connector.py,sha256=ja_0WJDyZfkzqhNvoV-c5CCg15YnbRIThxw0TTNdwcc,13066
 qubx/impl/ccxt_customizations.py,sha256=WUhDT9x2SYuFrOyBIbk2D9Q_U_5QZhtLomLq88Egf_c,6230
@@ -32,17 +32,18 @@ qubx/impl/ccxt_utils.py,sha256=Zfx5dltbvm_1zv4NqtU6uAX4-tFjgH2UYRHKBnsBfQ0,3966
 qubx/math/__init__.py,sha256=QRat0pqEqmbJF7CIHBuqnB1xUek4CsDDhv7SpgssnFw,57
 qubx/math/stats.py,sha256=xgzBU3PLxQ42jBMpI57UVuQ2uGGRYxGKuEd4eiGvjnE,1695
 qubx/pandaz/__init__.py,sha256=Iw5uzicYGSC3FEKZ-W1O5-7cXq_P0kH11-EcXV0zZhs,175
-qubx/pandaz/ta.py,sha256=VG6BdWPqnnz1sB0VT4bs8nMU1Goqbjjr4qyVo4_Ih5o,85072
+qubx/pandaz/ta.py,sha256=NthiiueUoqWGRcjovcKKThcCcdImZn3JRdWDA2vL28k,85075
 qubx/pandaz/utils.py,sha256=XB28Zwv3cXWbKFXbcV5QGj_d6w-i8Yo4LYkX8aPuCHo,19613
 qubx/ta/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=fWimyHYGW6oyVKCTpw9y6wGwylDWqd1fjsgM7ShIsVU,555560
-qubx/ta/indicators.pyi,sha256=E55YsMH4KYhm2nu-fU3ZtuutPxlEUfpy6-LKIr7nd-Y,1055
-qubx/ta/indicators.pyx,sha256=fDnmMJoKuG_Ztv3PI7uHLw1W9wj-bCuIOmdR6tMjQTE,24393
+qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=Jgmwhehxp6BwnkAuMVMcwVqRnK0mKjadfm3PRppntoQ,555560
+qubx/ta/indicators.pxd,sha256=N1XyVos-5IsMF4A0_nmaSRlocHnui5bFJGwJCSTkwd4,3898
+qubx/ta/indicators.pyi,sha256=2OL0BIKNCPQfe61TEI_nu4qgFYSjGc9ERGDoQlojWo8,1334
+qubx/ta/indicators.pyx,sha256=HW0NZb7DTY6_6eSrkvOOp7hg2ZATM0L_GZwm4VnKRJo,22647
 qubx/trackers/__init__.py,sha256=-Hmlc8Mpdi_t6kyeW4ZtmYkHzrULaIb6gUsAkhUxA-4,169
 qubx/trackers/composite.py,sha256=rYQCaxu4IKLf5sS3DCyUUJaSUQwbCy6UMoVjsS-481A,6222
 qubx/trackers/rebalancers.py,sha256=dp-jemxczT8ndkjjzljsIgGnnA6lZQhsf5c4YdmHKCw,6048
 qubx/trackers/riskctrl.py,sha256=8P5iyaJ-PKhIX8GkGBpncQdxnefL1QWRWG-Jx1PFTuk,12595
-qubx/trackers/sizers.py,sha256=nBU3Hqq3vTKJi6SJ9tFECiCeCjWxYHkofuFIFWwZWN0,5893
+qubx/trackers/sizers.py,sha256=rOroN9e__C0oIQKaJ6CDlBrHFSlcZYBve7dgFQPi1vs,6111
 qubx/utils/__init__.py,sha256=AL2YibJ3tqBKsZZLUjM9N2J5yy-Kq__k_44oTODQ5sM,321
 qubx/utils/_pyxreloader.py,sha256=FyqGzfSpZGYziB8JYS5AP3cLRAvJSIPAKgwQn0E4YQ0,12017
 qubx/utils/charting/lookinglass.py,sha256=1RxWf6c3rx0RxxeNPcFVtCtlwvh-Fxicc5fpF4aIIzo,38501
@@ -52,6 +53,6 @@ qubx/utils/misc.py,sha256=PaWH-nsZeULM0vFvnq_xeypC3vrIb6xWNRExaz1WS9w,10557
 qubx/utils/ntp.py,sha256=LZo4FPVY3rqLUV9VWkLcZaPOpUDFC8Qleynmfggg9No,1758
 qubx/utils/runner.py,sha256=Czo01KUCc9Oj9TIcs03d6Qh7fOpQV5w8oH6UDZ6Yqn0,9539
 qubx/utils/time.py,sha256=ioIos3VLA-iYI8LiQIn2m-t0Y37CEQAHFw_-C9Uwo0o,5188
-qubx-0.2.4.dist-info/METADATA,sha256=SvPiGcGw3Ti4AFtGAfEWwDW3H2SRz-UQZYbN9mhlcI0,2572
-qubx-0.2.4.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
-qubx-0.2.4.dist-info/RECORD,,
+qubx-0.2.6.dist-info/METADATA,sha256=AwUYllCgKhz_ZahoInUVQHIXeqRk-sh7DM2in3ordhM,2572
+qubx-0.2.6.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
+qubx-0.2.6.dist-info/RECORD,,