Qubx 0.4.2__tar.gz → 0.4.3__tar.gz

{qubx-0.4.2 → qubx-0.4.3}/PKG-INFO

@@ -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 → qubx-0.4.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.4.2"
+version = "0.4.3"
 description = "Qubx - quantitative trading framework"
 authors = ["Dmitry Marienko <dmitry@gmail.com>", "Yuriy Arabskyy <yuriy.arabskyy@gmail.com>"]
 readme = "README.md"
@@ -73,4 +73,4 @@ pytest-mock = "*"
 pythonpath = ["src"]
 filterwarnings = [
     "ignore:.*Jupyter is migrating.*:DeprecationWarning",
-]
+]

{qubx-0.4.2 → qubx-0.4.3}/src/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-0.4.2 → qubx-0.4.3}/src/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