Qubx 0.2.70__cp311-cp311-manylinux_2_35_x86_64.whl → 0.2.72__cp311-cp311-manylinux_2_35_x86_64.whl

qubx/backtester/simulator.py

@@ -468,11 +468,13 @@ class SimulatedExchange(IBrokerServiceProvider):
 
         if silent:
             for symbol, data_type, event in qiter:
-                _run(symbol, data_type, event)
+                if not _run(symbol, data_type, event):
+                    break
         else:
             with tqdm(total=total_duration.total_seconds(), desc="Simulating", unit="s", leave=False) as pbar:
                 for symbol, data_type, event in qiter:
-                    _run(symbol, data_type, event)
+                    if not _run(symbol, data_type, event):
+                        break
                     dt = pd.Timestamp(event.time)
                     # update only if date has changed
                     if dt - prev_dt > update_delta:
@@ -484,7 +486,7 @@ class SimulatedExchange(IBrokerServiceProvider):
 
         logger.info(f"SimulatedExchangeService :: run :: Simulation finished at {end}")
 
-    def _run_generated_signals(self, symbol: str, data_type: str, data: Any) -> None:
+    def _run_generated_signals(self, symbol: str, data_type: str, data: Any) -> bool:
         is_hist = data_type.startswith("hist")
         if is_hist:
             raise ValueError("Historical data is not supported for pre-generated signals !")
@@ -503,7 +505,9 @@ class SimulatedExchange(IBrokerServiceProvider):
             cc.send((symbol, "event", {"order": sigs[0][1]}))
             sigs.pop(0)
 
-    def _run_as_strategy(self, symbol: str, data_type: str, data: Any) -> None:
+        return cc.control.is_set()
+
+    def _run_as_strategy(self, symbol: str, data_type: str, data: Any) -> bool:
         cc = self.get_communication_channel()
         t = data.time  # type: ignore
         self._current_time = max(np.datetime64(t, "ns"), self._current_time)
@@ -525,6 +529,8 @@ class SimulatedExchange(IBrokerServiceProvider):
             if q is not None and data_type != "quote":
                 cc.send((symbol, "quote", q))
 
+        return cc.control.is_set()
+
     def get_quote(self, symbol: str) -> Optional[Quote]:
         return self._last_quotes[symbol]
 

qubx/core/basics.py

@@ -570,6 +570,12 @@ class SimulatedCtrlChannel(CtrlChannel):
     def receive(self) -> Any:
         raise ValueError("This method should not be called in a simulated environment.")
 
+    def stop(self):
+        self.control.clear()
+
+    def start(self):
+        self.control.set()
+
 
 class IComminucationManager:
     databus: CtrlChannel

qubx/gathering/simplest.py

@@ -34,7 +34,7 @@ class SimplePositionGatherer(IPositionGathering):
 
         if abs(to_trade) < instrument.min_size:
             if current_position != 0:
-                logger.warning(
+                logger.debug(
                     f"{instrument.exchange}:{instrument.symbol}: Unable change position from {current_position} to {new_size} : too small difference"
                 )
         else:
@@ -45,7 +45,7 @@ class SimplePositionGatherer(IPositionGathering):
             if at_price:
                 # - we already havbe position but it's requested to change at a specific price
                 if abs(current_position) > instrument.min_size:
-                    logger.warning(
+                    logger.debug(
                         f"<green>{instrument.symbol}</green>: Attempt to change current position {current_position} to {new_size} at {at_price} !"
                     )
 

qubx/trackers/riskctrl.py

@@ -201,6 +201,13 @@ class BrokerSideRiskController(RiskController):
 
             case State.RISK_TRIGGERED:
                 c.status = State.DONE
+
+                # - remove from the tracking list
+                logger.debug(
+                    f"<yellow>{self.__class__.__name__}</yellow> -- stops tracking -- <green>{instrument.symbol}</green>"
+                )
+                self._trackings.pop(instrument)
+
                 # - send service signal that risk triggeres (it won't be processed by StrategyContext)
                 if c.stop_executed_price: 
                     return [
@@ -215,9 +222,6 @@ class BrokerSideRiskController(RiskController):
                             )
                     ]
 
-            case State.OPEN:
-                pass
-
             case State.DONE:
                 logger.debug(
                     f"<yellow>{self.__class__.__name__}</yellow> -- stops tracking -- <green>{instrument.symbol}</green>"

{qubx-0.2.70.dist-info → qubx-0.2.72.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.70
+Version: 0.2.72
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.2.70.dist-info → qubx-0.2.72.dist-info}/RECORD

@@ -4,27 +4,27 @@ qubx/backtester/__init__.py,sha256=g9K4pp4ieY4rRKE0eA_02LMo-c4vnk-QqtVn_ff9F5U,6
 qubx/backtester/ome.py,sha256=i6J4B4K_LS-3-HhbmtwNJu-NyORZLA7NGlUqdb_EiYQ,10853
 qubx/backtester/optimization.py,sha256=wn48ppzziiNTG37tipY4HfRpqLKl2Y5iVCVO6NsCKRM,6588
 qubx/backtester/queue.py,sha256=ys9tHyrqx3NKbcoTAoOn0m0caIk5F0GpS2x7_sCikro,14997
-qubx/backtester/simulator.py,sha256=nDwQ7nGt6PW_UHtuKJY00iqlOo3AjrIkXhX4ngzJSxk,34108
+qubx/backtester/simulator.py,sha256=6sftpEmA9mwIOVvvMKAO7wid84LpRTagkSH8Z69qE2I,34252
 qubx/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/core/account.py,sha256=uIU-EUMuH5owWhHTmU1pZ0WrkQkiv9YiFqSZW9dFDK8,9066
-qubx/core/basics.py,sha256=9SOhYiZq5IsClGc0MdHO3KM_SGyFvJy1imgeZRRfjtg,21703
+qubx/core/basics.py,sha256=WA6LrmCG1si6pfyvezLRkfts575912AhGJMVbwBWSa0,21802
 qubx/core/context.py,sha256=WnHsItJ1OQ2jD0cHbYOMQ9ck4txLTwtf8Dp-zCLsUww,37759
 qubx/core/exceptions.py,sha256=W1gG_0fE3o2EMGUfOeOl3vVJDp8Z1iHLv4iZ0ThNkTs,306
 qubx/core/helpers.py,sha256=JAB1kcKO8l--gxg9_W2BzWW1N4x72sicw1oBszKYcbo,12657
 qubx/core/loggers.py,sha256=zpehm2-RdKG1ISe6t3DiM3RrL_zzGni3YFcxfgDkV24,16575
 qubx/core/lookups.py,sha256=qGOSb2SIxmgVPGJFLJnPDI1P9hCzFMVipRDcVLUm8qk,14599
 qubx/core/metrics.py,sha256=pL1obxnk8I7bDF41bQcOZ7MDsq4Wmj6g5cRiV7cFZKQ,38657
-qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=MBbJM6pkp8I6FHCKYQy3PfmRAx58P9MRgmzRYisMHHo,779016
+qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=X1G0XIdp5bY8vFYlfLYIz4AHpj1l0y8FSGkX8KE81EU,779016
 qubx/core/series.pxd,sha256=kF7QeLFgCM-C2hDxVvJM97ZOmyw1v7JEI9WfPKtQ6xs,3002
 qubx/core/series.pyi,sha256=QeOSi57-NxHEfiP-i7IImf-06KrqSHob5dr6kp45mM4,2603
 qubx/core/series.pyx,sha256=UhZsnT7R3-UED05Fnp3mGxr4RSdMpWAHB4lkcz46MFo,32598
 qubx/core/strategy.py,sha256=tTXhDbFTH63yj53mLgVEDBZxYOxC51prcsyXWkdTgLs,10991
-qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=O86lbSsB9GOEQ-LWUIMLCUvyEEEc-BMSK5wYbqH5_zU,82504
+qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=9WudikrXHekK8Y2mZ4yWjplKkXUCxMjJU2cJPEBqLfg,82504
 qubx/core/utils.pyi,sha256=DAjyRVPJSxK4Em-9wui2F0yYHfP5tI5DjKavXNOnHa8,276
 qubx/core/utils.pyx,sha256=-8ek58CrbqWZq0-OY7WSREsCXBoBeWrD_wEYbIBS9rI,1696
 qubx/data/helpers.py,sha256=A0NGzhpXYWD92-GeB8TghwMnR0NW8bjcNJOCXybQw3g,782
 qubx/data/readers.py,sha256=HzNkFI2W4Rkh2AZWsOnnsi9VlHmlBCKaigyMd0T0Jiw,39523
-qubx/gathering/simplest.py,sha256=MTulwYqR5tLP6CP_jFPELUl0wQKG_RcRNMZBB2aajVI,3818
+qubx/gathering/simplest.py,sha256=Ez3YFZMKH3o0jV0Qbg1SuZiuFNs_5No_C7wZ6vOeqfo,3814
 qubx/impl/ccxt_connector.py,sha256=ja_0WJDyZfkzqhNvoV-c5CCg15YnbRIThxw0TTNdwcc,13066
 qubx/impl/ccxt_customizations.py,sha256=WUhDT9x2SYuFrOyBIbk2D9Q_U_5QZhtLomLq88Egf_c,6230
 qubx/impl/ccxt_trading.py,sha256=OW0s_kW7GZlbDz_pGBlzLCUT2iDK4dhaBtmIAvj7QDw,9889
@@ -35,14 +35,14 @@ 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=VcXW5JKSl6PTfE9FIXCyQfYRlNezHSrYMahADOtTfQI,576168
+qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=-RacTu0NMTk5SQWRuOCeu5oTrb1salL9VEvDsCsg-FU,576168
 qubx/ta/indicators.pxd,sha256=YzPDhbbNPmy3m4NafwIRF5sNFsmkq-MM1gbeAygtBwM,4007
 qubx/ta/indicators.pyi,sha256=mM_7ISmGQDgjhwxCoZXDw7Rm9fynQSYjevV7fRoLdNc,1683
 qubx/ta/indicators.pyx,sha256=GuxB63YApFnA9IWNJDbBt90J1sOoxTf3jDWYQ3uD9So,24306
 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=UjkVCNvcAgVjwTCJ7XbNAZFKVnRjwtgOfSr4eKCGmOg,22759
+qubx/trackers/riskctrl.py,sha256=N0CQeCHnL8OI1LST9CAVmyirKRfBbfXQcCjHt8DGSfI,22978
 qubx/trackers/sizers.py,sha256=vh49p2I_5LxYfznOQxlM6f0K1wadgtz7y9NSxg3WdNQ,5953
 qubx/utils/__init__.py,sha256=AL2YibJ3tqBKsZZLUjM9N2J5yy-Kq__k_44oTODQ5sM,321
 qubx/utils/_pyxreloader.py,sha256=FyqGzfSpZGYziB8JYS5AP3cLRAvJSIPAKgwQn0E4YQ0,12017
@@ -53,6 +53,6 @@ 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-0.2.70.dist-info/METADATA,sha256=9TR9KbFamJCbpShZLxQV6XvV8Hkbk2CqTEDRFB9WaQI,2573
-qubx-0.2.70.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
-qubx-0.2.70.dist-info/RECORD,,
+qubx-0.2.72.dist-info/METADATA,sha256=-Xexb_FokR6TpnLJok3GvGrHWqenagNcrnbtgbmTleM,2573
+qubx-0.2.72.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
+qubx-0.2.72.dist-info/RECORD,,