Qubx 0.2.5__tar.gz → 0.2.61__tar.gz

{qubx-0.2.5 → qubx-0.2.61}/PKG-INFO

@@ -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 → qubx-0.2.61}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.2.5"
+version = "0.2.61"
 description = "Qubx - quantitative trading framework"
 authors = ["Dmitry Marienko <dmitry@gmail.com>", "Yuriy Arabskyy <yuriy.arabskyy@gmail.com>"]
 readme = "README.md"

{qubx-0.2.5 → qubx-0.2.61}/src/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-0.2.5 → qubx-0.2.61}/src/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-0.2.5 → qubx-0.2.61}/src/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-0.2.5 → qubx-0.2.61}/src/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-0.2.5 → qubx-0.2.61}/src/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-0.2.5 → qubx-0.2.61}/src/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