Qubx 0.2.77__tar.gz → 0.2.78__tar.gz

{qubx-0.2.77 → qubx-0.2.78}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.77
+Version: 0.2.78
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.2.77 → qubx-0.2.78}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.2.77"
+version = "0.2.78"
 description = "Qubx - quantitative trading framework"
 authors = ["Dmitry Marienko <dmitry@gmail.com>", "Yuriy Arabskyy <yuriy.arabskyy@gmail.com>"]
 readme = "README.md"

{qubx-0.2.77 → qubx-0.2.78}/src/qubx/core/strategy.py

@@ -154,6 +154,7 @@ class StrategyContext(ITimeProvider):
     instruments: List[Instrument]  # list of instruments this strategy trades
     positions: Dict[str, Position]  # positions of the strategy (instrument -> position)
     acc: AccountProcessor
+    broker_provider: IBrokerServiceProvider  # market data provider
 
     def process_data(self, symbol: str, d_type: str, data: Any) -> bool: ...
 

{qubx-0.2.77 → qubx-0.2.78}/src/qubx/data/readers.py

@@ -907,7 +907,7 @@ class QuestDBConnector(DataReader):
 
         query = f"""
         select timestamp, 
-        symbol,
+        upper(symbol) as symbol,
         first(open) as open, 
         max(high) as high,
         min(low) as low,
@@ -939,7 +939,7 @@ class QuestDBConnector(DataReader):
             where timestamp >= '{start}' and timestamp < '{stop}'
             SAMPLE BY {QuestDBSqlCandlesBuilder._convert_time_delta_to_qdb_resample_format(timeframe)}
         )
-        select symbol, avg(qvolume) as quote_volume from sampled
+        select upper(symbol) as symbol, avg(qvolume) as quote_volume from sampled
         group by symbol
         order by quote_volume desc;
         """