Qubx 0.4.2__cp311-cp311-manylinux_2_35_x86_64.whl → 0.4.3__cp311-cp311-manylinux_2_35_x86_64.whl

qubx/pandaz/utils.py

@@ -90,7 +90,7 @@ def rolling_forward_test_split(
             yield (np.array(range(i - training_period, i)), np.array(range(i, i + test_period)))
 
 
-def generate_equal_date_ranges(start: str, end: str, freq, units):
+def generate_equal_date_ranges(start: str | pd.Timestamp, end: str | pd.Timestamp, freq, units):
     """
     Generator for date ranges:
 
@@ -103,7 +103,12 @@ def generate_equal_date_ranges(start: str, end: str, freq, units):
     2022-01-01 2022-05-17
     """
     _as_f = lambda x: pd.Timestamp(x).strftime("%Y-%m-%d")
-    if pd.Timestamp(end) - pd.Timestamp(start) < freq * pd.Timedelta(f"1{units}"):
+    if units in ["M", "Y"]:
+        offset = pd.DateOffset(years=freq) if units == "Y" else pd.DateOffset(months=freq)
+    else:
+        offset = pd.Timedelta(f"{freq}{units}")
+
+    if pd.Timestamp(end) - offset < pd.Timestamp(start):
         b = [start, end]
 
     for a, b in rolling_forward_test_split(pd.Series(0, pd.date_range(start, end)), freq, freq, units=units):

qubx/utils/marketdata/binance.py

@@ -1,3 +1,4 @@
+import os
 from typing import Any, Callable, Dict, List, Tuple
 from os import unlink
 import numpy as np
@@ -57,13 +58,18 @@ def fetch_file(url, local_file_storage, chunk_size=1024*1024, progress_bar=True)
     # if dest location not exists create it
     if not exists(local_file_storage):
         makedirs(local_file_storage)
-        
+
     response = requests.get(url, stream=True)
+    if response.status_code != 200:
+        logger.warning(f"Error while fetching {url}: {response.status_code}")
+        return None
     fpath = join(local_file_storage, file)
-    with open(fpath, "wb") as handle:
+    fpath_temp = join(local_file_storage, f"{file}_tmp")
+    with open(fpath_temp, "wb") as handle:
         iters = response.iter_content(chunk_size=chunk_size)
         for data in tqdm(iters) if progress_bar else iters:
             handle.write(data)
+    os.rename(fpath_temp, fpath)
     return fpath
 
 

{qubx-0.4.2.dist-info → qubx-0.4.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.4.2
+Version: 0.4.3
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.4.2.dist-info → qubx-0.4.3.dist-info}/RECORD

@@ -27,11 +27,11 @@ qubx/core/mixins/processing.py,sha256=T6dcYGdN6HuuRGEglbdtl7wVC1zoo6rMly3tNTSB-k
 qubx/core/mixins/subscription.py,sha256=7Dsux4hpUfOuJ8K9OvD3CMqWH3sT0tPZIHjYKBiKE5M,3703
 qubx/core/mixins/trading.py,sha256=-agX-D2-4YFFEP5KHWrGKaMdTqVW_XX3YkoyFKpNd78,2625
 qubx/core/mixins/universe.py,sha256=BsfxRp2qZdgHO9uI7OUg5260yV5kceACRh4nG42diHo,5199
-qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=JVOUOyF3DAJxMNSEyNxvwAUWnoT6GE_Kqc84gusn4_Y,804616
+qubx/core/series.cpython-311-x86_64-linux-gnu.so,sha256=Vu7JtSEeGsU1TXvUZ_qBzMBo9fam0l24GbO_xjONnVk,804616
 qubx/core/series.pxd,sha256=EqgYT41FrpVB274mDG3jpLCSqK_ykkL-d-1IH8DE1ik,3301
 qubx/core/series.pyi,sha256=T47k885QQ5E0UlxEgFn9Bvi_dnC_x8L0cG1Nf61iQ60,3173
 qubx/core/series.pyx,sha256=YbpZD28CgsRrqMXiVdBSGgzVXN4UxjkvUeCgvOa7Czo,33283
-qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=C6HgAct7HwoXmWeoE06p9DWGqX5tx-kchAekQY6HXFQ,82504
+qubx/core/utils.cpython-311-x86_64-linux-gnu.so,sha256=yjhrrGn0Cl66-zZiYdwJq0d_tnh3CCoNFDVbwnfVDH8,82504
 qubx/core/utils.pyi,sha256=DAjyRVPJSxK4Em-9wui2F0yYHfP5tI5DjKavXNOnHa8,276
 qubx/core/utils.pyx,sha256=-8ek58CrbqWZq0-OY7WSREsCXBoBeWrD_wEYbIBS9rI,1696
 qubx/data/__init__.py,sha256=ZBIOlciDTD44xyCYAJOngxwqxrKSgwJYDpMQdecPUIQ,245
@@ -42,9 +42,9 @@ qubx/math/__init__.py,sha256=QRat0pqEqmbJF7CIHBuqnB1xUek4CsDDhv7SpgssnFw,57
 qubx/math/stats.py,sha256=OAovG31EDJjkTOV5aRC9W4MoquiW8U0BrahlysXP2EQ,3085
 qubx/pandaz/__init__.py,sha256=xlZvm48eBur0U7N4F4xTKqh7-n5fN0wghj1Tb8lCCNk,332
 qubx/pandaz/ta.py,sha256=NthiiueUoqWGRcjovcKKThcCcdImZn3JRdWDA2vL28k,85075
-qubx/pandaz/utils.py,sha256=21EXrSjAYaNEn-tbGPh3Vetu6iQNxqzW0hsiPNs9zag,22287
+qubx/pandaz/utils.py,sha256=BkguW16JskO-Dqt5D4Xsye62Mbxo_XsfK_sXST3SlrI,22469
 qubx/ta/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=aTUtwsQNjJ6uhylGHkURhGDW03MGkus8VI7fK4a6CmM,609640
+qubx/ta/indicators.cpython-311-x86_64-linux-gnu.so,sha256=8qmd_Sy9d2-3Z5r50ybVtoiUcpC7o5cZGBV4p6STPPU,609640
 qubx/ta/indicators.pxd,sha256=eCJ9paOxtxbDFx4U5CUhcgB1jjCQAfVqMF2FnbJ03Lo,4222
 qubx/ta/indicators.pyi,sha256=NJlvN_774UV1U3_lvaYYbCEikLR8sOUo0TdcUGR5GBM,1940
 qubx/ta/indicators.pyx,sha256=FVkv5ld04TpZMT3a_kR1MU3IUuWfijzjJnh_lG78JxM,26029
@@ -58,14 +58,14 @@ qubx/utils/_pyxreloader.py,sha256=FyqGzfSpZGYziB8JYS5AP3cLRAvJSIPAKgwQn0E4YQ0,12
 qubx/utils/charting/lookinglass.py,sha256=VNSFVfEyAH6NbsvJYcbMvPyGRIRKtLTK1WQ-adH4qkA,39580
 qubx/utils/charting/mpl_helpers.py,sha256=z6vL0IllTZeD-Oe-alVW-kYOP_deHyyoFcukvOVwSz8,35354
 qubx/utils/collections.py,sha256=JWU3q3owLK0xEHXVyFCmNmvR8jKhYgcM2flOc0Iut2I,1935
-qubx/utils/marketdata/binance.py,sha256=36dl4rxOAGTeY3uoONmiPanj8BkP0oBdDiH-URJJo9A,10993
+qubx/utils/marketdata/binance.py,sha256=_Hm2KtMFrUOguHlT3ZhRZFmoszG8ivRh72vCUZWhssU,11224
 qubx/utils/misc.py,sha256=QAHiyPRoHFYraHYfTNUJGQw1B-XgGHnpO81EsDUPYeE,11844
 qubx/utils/ntp.py,sha256=yNurgbdiqKhq_dVrJ5PRnho9SzT3ijQG-Bi2sDnFSLs,1904
 qubx/utils/orderbook.py,sha256=zkz3xKz_T8DF_qMk0449A31wRObl7kTBTnmU4BjnoEw,18449
 qubx/utils/runner.py,sha256=H0q7tI0Jtbo7wDeSe5henfqHUH2Z_10ExVefTLbJFPI,12555
 qubx/utils/threading.py,sha256=lXRAkTktV6W-awMcLzBjXQ9UMqJr_m3j6STAs0CqW9E,326
 qubx/utils/time.py,sha256=fIVWYRmqRT1zkLIWy9jo_Fpfpc03S0sYyOcrHZcfF74,5198
-qubx-0.4.2.dist-info/METADATA,sha256=7kRisovyyO7_g73Bk219eEdbg3eer2Yp8JwgWRoCqr4,2613
-qubx-0.4.2.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
-qubx-0.4.2.dist-info/entry_points.txt,sha256=l9LSVnPyu0KY99qVMpw7agrPiuEU0qrSwcTFNUpxuoA,46
-qubx-0.4.2.dist-info/RECORD,,
+qubx-0.4.3.dist-info/METADATA,sha256=CaXTJfIzONKpvraipjuFATqbfQ1iCVgi_uHgtU1b4HM,2613
+qubx-0.4.3.dist-info/WHEEL,sha256=MLOa6LysROdjgj4FVxsHitAnIh8Be2D_c9ZSBHKrz2M,110
+qubx-0.4.3.dist-info/entry_points.txt,sha256=l9LSVnPyu0KY99qVMpw7agrPiuEU0qrSwcTFNUpxuoA,46
+qubx-0.4.3.dist-info/RECORD,,