Qubx 0.2.70__tar.gz → 0.2.71__tar.gz

{qubx-0.2.70 → qubx-0.2.71}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.70
+Version: 0.2.71
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.2.70 → qubx-0.2.71}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.2.70"
+version = "0.2.71"
 description = "Qubx - quantitative trading framework"
 authors = ["Dmitry Marienko <dmitry@gmail.com>", "Yuriy Arabskyy <yuriy.arabskyy@gmail.com>"]
 readme = "README.md"

{qubx-0.2.70 → qubx-0.2.71}/src/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-0.2.70 → qubx-0.2.71}/src/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