Qubx 0.5.7__cp312-cp312-manylinux_2_39_x86_64.whl

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  1. qubx/__init__.py +207 -0
  2. qubx/_nb_magic.py +100 -0
  3. qubx/backtester/__init__.py +5 -0
  4. qubx/backtester/account.py +145 -0
  5. qubx/backtester/broker.py +87 -0
  6. qubx/backtester/data.py +296 -0
  7. qubx/backtester/management.py +378 -0
  8. qubx/backtester/ome.py +296 -0
  9. qubx/backtester/optimization.py +201 -0
  10. qubx/backtester/simulated_data.py +558 -0
  11. qubx/backtester/simulator.py +362 -0
  12. qubx/backtester/utils.py +780 -0
  13. qubx/cli/__init__.py +0 -0
  14. qubx/cli/commands.py +67 -0
  15. qubx/connectors/ccxt/__init__.py +0 -0
  16. qubx/connectors/ccxt/account.py +495 -0
  17. qubx/connectors/ccxt/broker.py +132 -0
  18. qubx/connectors/ccxt/customizations.py +193 -0
  19. qubx/connectors/ccxt/data.py +612 -0
  20. qubx/connectors/ccxt/exceptions.py +17 -0
  21. qubx/connectors/ccxt/factory.py +93 -0
  22. qubx/connectors/ccxt/utils.py +307 -0
  23. qubx/core/__init__.py +0 -0
  24. qubx/core/account.py +251 -0
  25. qubx/core/basics.py +850 -0
  26. qubx/core/context.py +420 -0
  27. qubx/core/exceptions.py +38 -0
  28. qubx/core/helpers.py +480 -0
  29. qubx/core/interfaces.py +1150 -0
  30. qubx/core/loggers.py +514 -0
  31. qubx/core/lookups.py +475 -0
  32. qubx/core/metrics.py +1512 -0
  33. qubx/core/mixins/__init__.py +13 -0
  34. qubx/core/mixins/market.py +94 -0
  35. qubx/core/mixins/processing.py +428 -0
  36. qubx/core/mixins/subscription.py +203 -0
  37. qubx/core/mixins/trading.py +88 -0
  38. qubx/core/mixins/universe.py +270 -0
  39. qubx/core/series.cpython-312-x86_64-linux-gnu.so +0 -0
  40. qubx/core/series.pxd +125 -0
  41. qubx/core/series.pyi +118 -0
  42. qubx/core/series.pyx +988 -0
  43. qubx/core/utils.cpython-312-x86_64-linux-gnu.so +0 -0
  44. qubx/core/utils.pyi +6 -0
  45. qubx/core/utils.pyx +62 -0
  46. qubx/data/__init__.py +25 -0
  47. qubx/data/helpers.py +416 -0
  48. qubx/data/readers.py +1562 -0
  49. qubx/data/tardis.py +100 -0
  50. qubx/gathering/simplest.py +88 -0
  51. qubx/math/__init__.py +3 -0
  52. qubx/math/stats.py +129 -0
  53. qubx/pandaz/__init__.py +23 -0
  54. qubx/pandaz/ta.py +2757 -0
  55. qubx/pandaz/utils.py +638 -0
  56. qubx/resources/instruments/symbols-binance.cm.json +1 -0
  57. qubx/resources/instruments/symbols-binance.json +1 -0
  58. qubx/resources/instruments/symbols-binance.um.json +1 -0
  59. qubx/resources/instruments/symbols-bitfinex.f.json +1 -0
  60. qubx/resources/instruments/symbols-bitfinex.json +1 -0
  61. qubx/resources/instruments/symbols-kraken.f.json +1 -0
  62. qubx/resources/instruments/symbols-kraken.json +1 -0
  63. qubx/ta/__init__.py +0 -0
  64. qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so +0 -0
  65. qubx/ta/indicators.pxd +149 -0
  66. qubx/ta/indicators.pyi +41 -0
  67. qubx/ta/indicators.pyx +787 -0
  68. qubx/trackers/__init__.py +3 -0
  69. qubx/trackers/abvanced.py +236 -0
  70. qubx/trackers/composite.py +146 -0
  71. qubx/trackers/rebalancers.py +129 -0
  72. qubx/trackers/riskctrl.py +641 -0
  73. qubx/trackers/sizers.py +235 -0
  74. qubx/utils/__init__.py +5 -0
  75. qubx/utils/_pyxreloader.py +281 -0
  76. qubx/utils/charting/lookinglass.py +1057 -0
  77. qubx/utils/charting/mpl_helpers.py +1183 -0
  78. qubx/utils/marketdata/binance.py +284 -0
  79. qubx/utils/marketdata/ccxt.py +90 -0
  80. qubx/utils/marketdata/dukas.py +130 -0
  81. qubx/utils/misc.py +541 -0
  82. qubx/utils/ntp.py +63 -0
  83. qubx/utils/numbers_utils.py +7 -0
  84. qubx/utils/orderbook.py +491 -0
  85. qubx/utils/plotting/__init__.py +0 -0
  86. qubx/utils/plotting/dashboard.py +150 -0
  87. qubx/utils/plotting/data.py +137 -0
  88. qubx/utils/plotting/interfaces.py +25 -0
  89. qubx/utils/plotting/renderers/__init__.py +0 -0
  90. qubx/utils/plotting/renderers/plotly.py +0 -0
  91. qubx/utils/runner/__init__.py +1 -0
  92. qubx/utils/runner/_jupyter_runner.pyt +60 -0
  93. qubx/utils/runner/accounts.py +88 -0
  94. qubx/utils/runner/configs.py +65 -0
  95. qubx/utils/runner/runner.py +470 -0
  96. qubx/utils/time.py +312 -0
  97. qubx-0.5.7.dist-info/METADATA +105 -0
  98. qubx-0.5.7.dist-info/RECORD +100 -0
  99. qubx-0.5.7.dist-info/WHEEL +4 -0
  100. qubx-0.5.7.dist-info/entry_points.txt +3 -0
qubx/resources/instruments/symbols-binance.cm.json ADDED
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+ [{"id": "btcusd_perp", "datasetId": "BTCUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "BTC", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-08-11T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 100, "underlyingIndex": "btcusd", "listing": "2020-08-10T07:00:00.000Z"}, {"id": "ethusd_perp", "datasetId": "ETHUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "ETH", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-08-18T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "ethusd", "listing": "2020-08-18T07:00:00.000Z"}, {"id": "bnbusd_perp", "datasetId": "BNBUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "BNB", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-08-21T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "bnbusd", "changes": [{"until": "2023-02-10T08:30:00.000Z", "priceIncrement": 0.001}], "listing": "2020-08-21T07:00:00.000Z"}, {"id": "ltcusd_perp", "datasetId": "LTCUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "LTC", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-09-08T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "ltcusd", "listing": "2020-09-07T07:00:00.000Z"}, {"id": "solusd_perp", "datasetId": "SOLUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "SOL", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-09-02T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "solusd", "listing": "2021-09-01T07:00:00.000Z", "changes": [{"until": "2024-10-14T07:00:00.000Z", "priceIncrement": 0.001}]}, {"id": "bchusd_perp", "datasetId": "BCHUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "BCH", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-09-08T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "bchusd", "listing": "2020-09-07T07:00:00.000Z"}, {"id": "xrpusd_perp", "datasetId": "XRPUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "XRP", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-09-09T00:00:00.000Z", "priceIncrement": 0.0001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "xrpusd", "listing": "2020-09-09T07:00:00.000Z"}, {"id": "eosusd_perp", "datasetId": "EOSUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "EOS", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-09-07T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "eosusd", "listing": "2020-09-06T07:00:00.000Z"}, {"id": "avaxusd_perp", "datasetId": "AVAXUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "AVAX", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-11-24T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "avaxusd", "listing": "2021-11-23T07:00:00.000Z"}, {"id": "trxusd_perp", "datasetId": "TRXUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "TRX", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-09-07T00:00:00.000Z", "priceIncrement": 1e-05, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "trxusd", "listing": "2020-08-25T07:00:00.000Z"}, {"id": "etcusd_perp", "datasetId": "ETCUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "ETC", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-09-09T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "etcusd", "listing": "2020-09-09T07:00:00.000Z"}, {"id": "dotusd_perp", "datasetId": "DOTUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "DOT", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-08-25T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "dotusd", "listing": "2020-08-25T07:00:00.000Z"}, {"id": "linkusd_perp", "datasetId": "LINKUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "LINK", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-08-19T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "linkusd", "listing": "2020-08-18T07:00:00.000Z"}, {"id": "adausd_perp", "datasetId": "ADAUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "ADA", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-08-26T00:00:00.000Z", "priceIncrement": 0.0001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "adausd", "changes": [{"until": "2023-02-10T08:30:00.000Z", "priceIncrement": 1e-05}], "listing": "2020-08-26T07:00:00.000Z"}, {"id": "dogeusd_perp", "datasetId": "DOGEUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "DOGE", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-02-02T00:00:00.000Z", "priceIncrement": 1e-05, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "dogeusd", "changes": [{"until": "2023-02-10T08:30:00.000Z", "priceIncrement": 1e-06}], "listing": "2021-02-01T07:00:00.000Z"}, {"id": "uniusd_perp", "datasetId": "UNIUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "UNI", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-04-13T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "uniusd", "listing": "2021-04-13T07:00:00.000Z"}, {"id": "xlmusd_perp", "datasetId": "XLMUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "XLM", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-04-16T00:00:00.000Z", "priceIncrement": 1e-05, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "xlmusd", "listing": "2021-04-15T07:00:00.000Z"}, {"id": "aaveusd_perp", "datasetId": "AAVEUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "AAVE", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-12-29T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "aaveusd", "listing": "2021-12-28T07:00:00.000Z"}, {"id": "filusd_perp", "datasetId": "FILUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "FIL", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-10-23T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "filusd", "listing": "2020-10-22T07:00:00.000Z"}, {"id": "algousd_perp", "datasetId": "ALGOUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "ALGO", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2022-03-15T00:00:00.000Z", "priceIncrement": 0.0001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "algousd", "listing": "2022-03-11T07:00:00.000Z"}, {"id": "atomusd_perp", "datasetId": "ATOMUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "ATOM", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-12-23T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "atomusd", "listing": "2021-12-22T07:00:00.000Z"}, {"id": "thetausd_perp", "datasetId": "THETAUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "THETA", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-04-14T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "thetausd", "listing": "2021-04-13T07:00:00.000Z"}, {"id": "manausd_perp", "datasetId": "MANAUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "MANA", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-11-17T00:00:00.000Z", "priceIncrement": 0.0001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "manausd", "listing": "2021-11-16T07:00:00.000Z"}, {"id": "egldusd_perp", "datasetId": "EGLDUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "EGLD", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2020-12-21T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "egldusd", "listing": "2020-12-21T07:00:00.000Z"}, {"id": "ftmusd_perp", "datasetId": "FTMUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "FTM", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-11-04T00:00:00.000Z", "priceIncrement": 0.0001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "ftmusd", "listing": "2021-11-03T07:00:00.000Z"}, {"id": "axsusd_perp", "datasetId": "AXSUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "AXS", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2022-01-12T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "axsusd", "changes": [{"until": "2022-11-10T06:00:00.000Z", "priceIncrement": 0.01}], "listing": "2022-01-11T07:00:00.000Z"}, {"id": "runeusd_perp", "datasetId": "RUNEUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "RUNE", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2022-03-23T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "runeusd", "listing": "2022-03-22T07:00:00.000Z"}, {"id": "nearusd_perp", "datasetId": "NEARUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "NEAR", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-12-15T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "nearusd", "listing": "2021-12-13T07:00:00.000Z"}, {"id": "chzusd_perp", "datasetId": "CHZUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "CHZ", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2022-08-18T00:00:00.000Z", "priceIncrement": 0.0001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "chzusd", "listing": "2022-08-17T07:00:00.000Z"}, {"id": "sandusd_perp", "datasetId": "SANDUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "SAND", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2021-11-10T00:00:00.000Z", "priceIncrement": 0.0001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", "contractMultiplier": 10, "underlyingIndex": "sandusd", "listing": "2021-11-09T07:00:00.000Z"}, {"id": "ensusd_perp", "datasetId": "ENSUSD_PERP", "exchange": "binance-delivery", "baseCurrency": "ENS", "quoteCurrency": "USD", "type": "perpetual", "active": true, "availableSince": "2022-08-02T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1, "minTradeAmount": 1, "makerFee": 0.00015, "takerFee": 0.0004, "inverse": true, "contractType": "inverse_perpetual", 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