Qubx 0.2.70__tar.gz → 0.2.72__tar.gz

{qubx-0.2.70 → qubx-0.2.72}/PKG-INFO

@@ -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 → qubx-0.2.72}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.2.70"
+version = "0.2.72"
 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-0.2.72}/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-0.2.72}/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

{qubx-0.2.70 → qubx-0.2.72}/src/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-0.2.70 → qubx-0.2.72}/src/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>"