Qubx 0.2.62__cp311-cp311-manylinux_2_35_x86_64.whl → 0.2.64__cp311-cp311-manylinux_2_35_x86_64.whl

qubx/core/basics.py

@@ -382,6 +382,7 @@ class Position:
         # - realized PnL of this fill
         deal_pnl = 0
         quantity = self.quantity
+        comms = 0
 
         if quantity != position:
             pos_change = position - quantity

qubx/core/metrics.py

@@ -892,6 +892,7 @@ def chart_signals(
     overlay=[],
     info=True,
     show_trades: bool = True,
+    show_signals: bool = False,
     show_quantity: bool = False,
     show_value: bool = False,
     show_leverage: bool = True,
@@ -965,6 +966,10 @@ def chart_signals(
         ]
         overlay = list(overlay) + [excs]
 
+    if show_signals:
+        sigs = result.signals_log[result.signals_log["instrument_id"] == symbol]
+        overlay = list(overlay) + [sigs]
+
     chart = LookingGlass([bars, *overlay], indicators).look(start, end, title=symbol).hover(show_info=info, h=height)
     if not show_table:
         return chart.show()

qubx/utils/charting/lookinglass.py

@@ -544,6 +544,23 @@ class LookingGlassPlotly(AbstractLookingGlass):
     def __plt_series(self, y, zoom, study_name, k, row, col, plot_style="line"):
         _lbl = y.name if hasattr(y, "name") and y.name else ("%s_%d" % (study_name, k))
 
+        def _scatter(
+            xs: pd.Series, comments: pd.Series | None, name: str, marker: str, color: str, size: int = 11
+        ) -> None:
+            _args = dict(
+                x=xs.index,
+                y=xs,
+                mode="markers",
+                name=name,
+                text=comments,
+                marker={
+                    "symbol": marker,
+                    "size": size,
+                    "color": color,
+                },
+            )
+            self.fig.add_trace(go.Scatter(**_args), row=row, col=col)
+
         if isinstance(y, pd.DataFrame):
             yy = y[zoom] if zoom else y
 
@@ -760,65 +777,36 @@ class LookingGlassPlotly(AbstractLookingGlass):
             elif self._frame_has_cols(y, ["Type", "Time", "Price", "PriceOccured"]):
                 _bot = yy[yy.Type == "-"]
                 _top = yy[yy.Type == "+"]
-                self.fig.add_trace(
-                    go.Scatter(
-                        x=_bot.index,
-                        y=_bot.PriceOccured,
-                        mode="markers",
-                        name="B",
-                        marker={"symbol": "triangle-right"},
-                    ),
-                    row=row,
-                    col=col,
-                )
 
-                self.fig.add_trace(
-                    go.Scatter(
-                        x=_top.index,
-                        y=_top.PriceOccured,
-                        mode="markers",
-                        name="T",
-                        marker={"symbol": "triangle-right"},
-                    ),
-                    row=row,
-                    col=col,
-                )
+                _scatter(_bot.PriceOccured, None, "B", "triangle-right", "#3cfa00", 12)
+                _scatter(_top.PriceOccured, None, "T", "triangle-right", "#3cfa00", 12)
 
-            # executed signals from signal tester
+            # executions from executor's log
             elif self._frame_has_cols(y, ["exec_price", "quantity"]):
                 _b_ords = yy[yy.quantity > 0]
                 _s_ords = yy[yy.quantity < 0]
-                self.fig.add_trace(
-                    go.Scatter(
-                        x=_b_ords.index,
-                        y=_b_ords.exec_price,
-                        mode="markers",
-                        name="BOT",
-                        marker={
-                            "symbol": "triangle-up",
-                            "size": 13,
-                            "color": "#3cfa00",
-                        },
-                    ),
-                    row=row,
-                    col=col,
-                )
 
-                self.fig.add_trace(
-                    go.Scatter(
-                        x=_s_ords.index,
-                        y=_s_ords.exec_price,
-                        mode="markers",
-                        name="SLD",
-                        marker={
-                            "symbol": "triangle-down",
-                            "size": 13,
-                            "color": "#20ffff",
-                        },
-                    ),
-                    row=row,
-                    col=col,
-                )
+                _scatter(_b_ords.exec_price, None, "BOT", "triangle-up", "#3cfa00", 12)
+                _scatter(_s_ords.exec_price, None, "SLD", "triangle-down", "#20ffff", 12)
+
+            # 27-aug-2024: show generated signals from Qubx backtester
+            elif self._frame_has_cols(y, ["signal", "reference_price", "price", "take", "stop", "group", "comment"]):
+                _sel_price = lambda x: x["reference_price"].where(x["price"].isna(), x["price"])
+                _b_sigs = yy[yy.signal > 0]
+                _z_sigs = yy[yy.signal == 0]
+                _s_sigs = yy[yy.signal < 0]
+                # - Longs
+                _scatter(_sel_price(_b_sigs), _b_sigs["comment"], "LONG", "triangle-up-open-dot", "#3cfa00")
+                _scatter(_b_sigs[~_b_sigs["take"].isna()]["take"], None, "Take", "line-ew-open", "#3cfa00")
+                _scatter(_b_sigs[~_b_sigs["stop"].isna()]["stop"], None, "Stop", "line-ew-open", "#fa3c00")
+
+                # - Shorts
+                _scatter(_sel_price(_s_sigs), _s_sigs["comment"], "SHORTS", "triangle-down-open-dot", "#20ffff")
+                _scatter(_s_sigs[~_s_sigs["take"].isna()]["take"], None, "Take", "line-ew-open", "#3cfa00")
+                _scatter(_s_sigs[~_s_sigs["stop"].isna()]["stop"], None, "Stop", "line-ew-open", "#fa3c00")
+
+                # - Exits
+                _scatter(_sel_price(_z_sigs), _z_sigs["comment"], "EXITS", "circle-open-dot", "#ffffff")
 
             else:
                 for _col in yy.columns:

{qubx-0.2.62.dist-info → qubx-0.2.64.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.62
+Version: 0.2.64
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.2.62.dist-info → qubx-0.2.64.dist-info}/RECORD

@@ -7,19 +7,19 @@ qubx/backtester/queue.py,sha256=ys9tHyrqx3NKbcoTAoOn0m0caIk5F0GpS2x7_sCikro,1499
 qubx/backtester/simulator.py,sha256=8FRbXo_5WtjOZy0WLQ9wBwVBcm76wTJTidnZKv-i2PI,34105
 qubx/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/core/account.py,sha256=uIU-EUMuH5owWhHTmU1pZ0WrkQkiv9YiFqSZW9dFDK8,9066
-qubx/core/basics.py,sha256=aI3ZaJjPtu4zS3K5rgTjJ7DWZIjezbmQKuC0sPI78hg,20855
+qubx/core/basics.py,sha256=3ew95yUchkZIZFxcNbPhdW5S9-djaSwdk0VLPdQupn4,20873
 qubx/core/context.py,sha256=8Lv0MCe9vKCGL8pFWJCFep6BGm1YT83oOAkW0ssomaQ,37572
 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=lPxq3k1XFcSjlLafhDEluiqkA0ISoJlckxeJnrCm2mM,36537
-qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=1S-ilQp8scSkne9HWPPoXEYTNNvv-bHNHT-d6aGrhQo,762408
+qubx/core/metrics.py,sha256=0PKXaG9hjoHAjAgrEqI9O1RAQshav5LSUIOewx3DX1A,36713
+qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=wNnq-w1OGvdxwydX5wPZ8b4KUe7AR1G2lVXJZPIugvE,762408
 qubx/core/series.pxd,sha256=1KJGzun_R5GDDOynPbZER7Xg45a0JUM_S_lZ-9FFFJg,2994
 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=qEDJKRsm3YDKmqp8Pk6jthruF9Q9PE1ViItkn3i36yY,82504
+qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=DZnZmsfZ11OXsi86SSNzp7l5M0RtHatqf1M1qSoWaS0,82504
 qubx/core/utils.pyi,sha256=DAjyRVPJSxK4Em-9wui2F0yYHfP5tI5DjKavXNOnHa8,276
 qubx/core/utils.pyx,sha256=gWLTJzFvvqYlVjSbGccAizdkLinAUEVUcfF-eKWpCHo,1660
 qubx/data/helpers.py,sha256=A0NGzhpXYWD92-GeB8TghwMnR0NW8bjcNJOCXybQw3g,782
@@ -35,7 +35,7 @@ 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=bYBqOUhn8gIXH0T7sHoDvZ_YnAsMDEIliGyJ8-pNBgI,555560
+qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=Ll6Je0gMYYxKCZerSiRKi_O2VZUQScAykrLW9SBrdhY,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
@@ -46,13 +46,13 @@ qubx/trackers/riskctrl.py,sha256=8P5iyaJ-PKhIX8GkGBpncQdxnefL1QWRWG-Jx1PFTuk,125
 qubx/trackers/sizers.py,sha256=Wkpclaw7mfR_eMc9xMjN2AFgvOpY1jzaz3wDQvs9H0U,5988
 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
+qubx/utils/charting/lookinglass.py,sha256=V9EiNXBdeL39ru_M6hPyHTOzFHoZsXiFPLjG4rWjkFk,38826
 qubx/utils/charting/mpl_helpers.py,sha256=z6vL0IllTZeD-Oe-alVW-kYOP_deHyyoFcukvOVwSz8,35354
 qubx/utils/marketdata/binance.py,sha256=36dl4rxOAGTeY3uoONmiPanj8BkP0oBdDiH-URJJo9A,10993
 qubx/utils/misc.py,sha256=Av0mhrPCy5NZRrRmjOAhTKusa8wVdL7vCQtEy9bVnz4,10450
 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-0.2.62.dist-info/METADATA,sha256=YH7L8mAPuQZ_bkiE-AR07aEBArtUNcE4nkTPvhOSiaU,2573
-qubx-0.2.62.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
-qubx-0.2.62.dist-info/RECORD,,
+qubx-0.2.64.dist-info/METADATA,sha256=9EPXQJcE04ZWj_spVTcJ4GsSmWe8Zul0Y6wxKC7Hlnw,2573
+qubx-0.2.64.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
+qubx-0.2.64.dist-info/RECORD,,