Qubx 0.2.81__tar.gz → 0.2.82__tar.gz

{qubx-0.2.81 → qubx-0.2.82}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.81
+Version: 0.2.82
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.2.81 → qubx-0.2.82}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.2.81"
+version = "0.2.82"
 description = "Qubx - quantitative trading framework"
 authors = ["Dmitry Marienko <dmitry@gmail.com>", "Yuriy Arabskyy <yuriy.arabskyy@gmail.com>"]
 readme = "README.md"

{qubx-0.2.81 → qubx-0.2.82}/src/qubx/data/helpers.py

@@ -166,9 +166,11 @@ class InMemoryCachedReader(InMemoryDataFrameReader):
         for (s, e), data in zip(_ranges, _results):
             assert isinstance(data, pd.DataFrame)
             try:
-                data_symbols = data.index.get_level_values(1).unique()
-                for smb in data_symbols:
-                    _ohlcs[smb].append(data.loc[pd.IndexSlice[:, smb], :].droplevel(1))
+                # - some periods of data may be empty so just skipping it to avoid error log
+                if not data.empty:
+                    data_symbols = data.index.get_level_values(1).unique()
+                    for smb in data_symbols:
+                        _ohlcs[smb].append(data.loc[pd.IndexSlice[:, smb], :].droplevel(1))
             except Exception as exc:
                 logger.error(f"> Failed to load data for {s} - {e} : {str(exc)}")
 

{qubx-0.2.81 → qubx-0.2.82}/src/qubx/pandaz/utils.py

@@ -5,7 +5,7 @@ import numpy as np
 
 from numpy.lib.stride_tricks import as_strided as stride
 
-from qubx.utils.misc import Struct, blue
+from qubx.utils.misc import Struct
 
 
 def has_columns(x, *args):
@@ -572,16 +572,20 @@ class OhlcDict(dict):
     _fields: Set[str]
 
     def __init__(self, orig: dict):
+        _o_copy = {}
         if isinstance(orig, dict):
             _lst = []
             for k, o in orig.items():
-                # if not k[0].isalpha():
-                # raise ValueError("Keys in the dictionary must start with an alphabet")
                 if not isinstance(o, (pd.DataFrame | pd.Series)):
-                    raise ValueError("All values in the dictionary must be pandas Series or DataFrames")
-                _lst.extend(o.columns.values)
+                    raise ValueError(
+                        f"All values in the dictionary must be pandas Series or DataFrames, but {k} is {type(o)}"
+                    )
+                # - skip empty data
+                if not o.empty:
+                    _o_copy[k] = o
+                    _lst.extend(o.columns.values)
         self._fields = set(_lst)
-        super().__init__(orig)
+        super().__init__(_o_copy)
 
     def __call__(self, *args: Any, **kwds: Any) -> Any:
         if args:
@@ -592,7 +596,6 @@ class OhlcDict(dict):
         return self
 
     def __getattribute__(self, name: str) -> Any:
-
         if name != "_fields":
             if name in self._fields:
                 return retain_columns_and_join(self, name)