Qubx 0.2.63__tar.gz → 0.2.64__tar.gz

{qubx-0.2.63 → qubx-0.2.64}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.63
+Version: 0.2.64
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.2.63 → qubx-0.2.64}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.2.63"
+version = "0.2.64"
 description = "Qubx - quantitative trading framework"
 authors = ["Dmitry Marienko <dmitry@gmail.com>", "Yuriy Arabskyy <yuriy.arabskyy@gmail.com>"]
 readme = "README.md"

{qubx-0.2.63 → qubx-0.2.64}/src/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-0.2.63 → qubx-0.2.64}/src/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: