Qubx 0.2.5__cp311-cp311-manylinux_2_35_x86_64.whl → 0.2.61__cp311-cp311-manylinux_2_35_x86_64.whl

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/metrics.py

@@ -794,9 +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"
@@ -889,6 +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,
@@ -899,6 +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"}
@@ -954,13 +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

@@ -37,8 +37,9 @@ class Indexed:
     def __getitem__(self, idx): ...
 
 class TimeSeries:
+    name: str
     loc: Locator
-    timeframe: str
+    timeframe: int
     max_series_length: int
     times: Indexed
     values: Indexed
@@ -77,6 +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/ta/indicators.pyx

@@ -144,7 +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:

qubx/trackers/sizers.py

@@ -98,7 +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
+                        / (len(ctx.instruments) if self.divide_by_symbols else 1)
                     )  
                     # fmt: on
 

{qubx-0.2.5.dist-info → qubx-0.2.61.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.5
+Version: 0.2.61
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.2.5.dist-info → qubx-0.2.61.dist-info}/RECORD

@@ -4,22 +4,22 @@ qubx/backtester/__init__.py,sha256=g9K4pp4ieY4rRKE0eA_02LMo-c4vnk-QqtVn_ff9F5U,6
 qubx/backtester/ome.py,sha256=nbKuB4t67jcK7BBu7LpoQza-ulvgtUupzVFU6MaTCn4,8690
 qubx/backtester/optimization.py,sha256=wn48ppzziiNTG37tipY4HfRpqLKl2Y5iVCVO6NsCKRM,6588
 qubx/backtester/queue.py,sha256=ys9tHyrqx3NKbcoTAoOn0m0caIk5F0GpS2x7_sCikro,14997
-qubx/backtester/simulator.py,sha256=9-U7HKBoWFcaWLuxdwVSN1nUe-KSoryIyIbUYpcpgtI,33691
+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=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=tSw1XnasGSigJtaScK54Esh161dZDkihStxha03dmc4,36296
-qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=0uAOzcq9Se4Myim_l9u0H-AIsFhnuOLkv0TaO7aRzC0,762408
+qubx/core/metrics.py,sha256=lPxq3k1XFcSjlLafhDEluiqkA0ISoJlckxeJnrCm2mM,36537
+qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=4yXOmYXgQWwvHKVy_EFsJ9hcAPHYG-tZXnYEAvnHwIk,762408
 qubx/core/series.pxd,sha256=1KJGzun_R5GDDOynPbZER7Xg45a0JUM_S_lZ-9FFFJg,2994
-qubx/core/series.pyi,sha256=0CXPMUYoEy2M12ABW1dcBgJxOvVfLagjo4wBnJFQp2E,2202
+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=iQ9_WAKtK6MToi1Zg6oWfFjyQoHNlk2NQqwO3T6Gq10,74248
+qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=sWcOu1gBDw_4IVr8RPV6kOdl9-AUZUGbrD2wUAI1-dA,74248
 qubx/core/utils.pyi,sha256=bT3NvsHwf0AszMh7OP8uC5StaAM1arArAE5Yd3BjLHI,167
 qubx/core/utils.pyx,sha256=csSIwI_lwvCd8CTbsp9Q0XiRCtGAHEuF62afHOJzCGQ,1382
 qubx/data/helpers.py,sha256=A0NGzhpXYWD92-GeB8TghwMnR0NW8bjcNJOCXybQw3g,782
@@ -35,15 +35,15 @@ qubx/pandaz/__init__.py,sha256=Iw5uzicYGSC3FEKZ-W1O5-7cXq_P0kH11-EcXV0zZhs,175
 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=hRzN4uncNaeCxbjjzgemM8NoYdECiUj3ta2NTRoYG-4,555560
+qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=dSxdjDzPPs45ysGGOhAB7tluZDXqM0TrorLfXU2GOpY,555560
 qubx/ta/indicators.pxd,sha256=N1XyVos-5IsMF4A0_nmaSRlocHnui5bFJGwJCSTkwd4,3898
 qubx/ta/indicators.pyi,sha256=2OL0BIKNCPQfe61TEI_nu4qgFYSjGc9ERGDoQlojWo8,1334
-qubx/ta/indicators.pyx,sha256=c4owwmD9Hs4tvuozZsaDZ3PfKK9VRJZO2HeZGOK0-3c,22623
+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=rOroN9e__C0oIQKaJ6CDlBrHFSlcZYBve7dgFQPi1vs,6111
+qubx/trackers/sizers.py,sha256=3p1YG5Aqb9QBubuz8iUgVujiMod4GcgBBQKA4oT3e5M,6113
 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
@@ -53,6 +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-0.2.5.dist-info/METADATA,sha256=yulwYbdNGjayXmdg0pfMvu8wUkYV2yl9fDvc4D9Kd_I,2572
-qubx-0.2.5.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
-qubx-0.2.5.dist-info/RECORD,,
+qubx-0.2.61.dist-info/METADATA,sha256=OK_Rqo7H4tMlwRJ_GtJ1zxwLzGzkr6c_OgsWTunQYSY,2573
+qubx-0.2.61.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
+qubx-0.2.61.dist-info/RECORD,,