Qubx 0.2.76__tar.gz → 0.2.77__tar.gz

{qubx-0.2.76 → qubx-0.2.77}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.76
+Version: 0.2.77
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko
@@ -25,7 +25,7 @@ Requires-Dist: psycopg (>=3.1.18,<4.0.0)
 Requires-Dist: psycopg-binary (>=3.1.19,<4.0.0)
 Requires-Dist: psycopg-pool (>=3.2.2,<4.0.0)
 Requires-Dist: pyarrow (>=15.0.0,<16.0.0)
-Requires-Dist: pydantic (>=1.10.2,<2.0.0)
+Requires-Dist: pydantic (>=2.9.2,<3.0.0)
 Requires-Dist: pymongo (>=4.6.1,<5.0.0)
 Requires-Dist: pytest[lazyfixture] (>=7.2.0,<8.0.0)
 Requires-Dist: python-binance (>=1.0.19,<2.0.0)

{qubx-0.2.76 → qubx-0.2.77}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.2.76"
+version = "0.2.77"
 description = "Qubx - quantitative trading framework"
 authors = ["Dmitry Marienko <dmitry@gmail.com>", "Yuriy Arabskyy <yuriy.arabskyy@gmail.com>"]
 readme = "README.md"
@@ -24,7 +24,7 @@ tqdm = "*"
 importlib-metadata = "*"
 stackprinter = "^0.2.10"
 pymongo = "^4.6.1"
-pydantic = "^1.10.2"
+pydantic = "^2.9.2"
 python-dotenv = "^1.0.0"
 python-binance = "^1.0.19"
 pyarrow = "^15.0.0"

{qubx-0.2.76 → qubx-0.2.77}/src/qubx/backtester/simulator.py

@@ -589,6 +589,8 @@ class SimulatedExchange(IBrokerServiceProvider):
         records = self._reader.read(
             data_id=_spec, start=start, stop=end, transform=AsTimestampedRecords()  # type: ignore
         )
+        if not records:
+            return []
         return [
             Bar(np.datetime64(r["timestamp_ns"], "ns").item(), r["open"], r["high"], r["low"], r["close"], r["volume"])
             for r in records

{qubx-0.2.76 → qubx-0.2.77}/src/qubx/core/basics.py

@@ -417,8 +417,12 @@ class Position:
 
             # - extract realized part of PnL
             if qty_closing != 0:
+                _abs_qty_close = abs(qty_closing)
                 deal_pnl = qty_closing * (self.position_avg_price - exec_price)
+
                 quantity += qty_closing
+                self.__pos_incr_qty -= _abs_qty_close
+
                 # - reset average price to 0 if smaller than minimal price change to avoid cumulative error
                 if abs(quantity) < self.instrument.min_size_step:
                     quantity = 0.0
@@ -480,6 +484,7 @@ class Position:
         return self.pnl
 
     def total_pnl(self) -> float:
+        # TODO: account for commissions
         pnl = self.r_pnl
         if not np.isnan(self.last_update_price):  # type: ignore
             pnl += self.quantity * (self.last_update_price - self.position_avg_price) / self.last_update_conversion_rate  # type: ignore

{qubx-0.2.76 → qubx-0.2.77}/src/qubx/core/lookups.py

@@ -410,7 +410,7 @@ class GlobalLookup:
     instruments: InstrumentsLookup
     fees: FeesLookup
 
-    def find_fees(self, exchange: str, spec: str) -> Optional[TransactionCostsCalculator]:
+    def find_fees(self, exchange: str, spec: str | None) -> Optional[TransactionCostsCalculator]:
         return self.fees.find(exchange, spec)
 
     def find_aux_instrument_for(self, instrument: Instrument, base_currency: str) -> Optional[Instrument]:

{qubx-0.2.76 → qubx-0.2.77}/src/qubx/data/readers.py

@@ -919,7 +919,10 @@ class QuestDBConnector(DataReader):
         sum(taker_buy_quote_volume) as taker_buy_quote_volume
         from "{table_name}" {where} {_rsmpl};
         """
-        return self.execute(query).set_index(["timestamp", "symbol"])
+        res = self.execute(query)
+        if res.empty:
+            return res
+        return res.set_index(["timestamp", "symbol"])
 
     def get_average_quote_volume(
         self,