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-kraken.json ADDED
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+ [{"id": "XBT/CAD", "datasetId": "XBT-CAD", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "CAD", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/EUR", "datasetId": "XBT-EUR", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "EUR", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/GBP", "datasetId": "XBT-GBP", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "GBP", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/JPY", "datasetId": "XBT-JPY", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "JPY", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/USD", "datasetId": "XBT-USD", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "USD", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/CHF", "datasetId": "XBT-CHF", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "CHF", "type": "spot", "active": true, "availableSince": "2019-12-06T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/DAI", "datasetId": "XBT-DAI", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "DAI", "type": "spot", "active": true, "availableSince": "2019-12-19T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/USDT", "datasetId": "XBT-USDT", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "USDT", "type": "spot", "active": true, "availableSince": "2019-12-19T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/USDC", "datasetId": "XBT-USDC", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "USDC", "type": "spot", "active": true, "availableSince": "2020-01-08T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/AUD", "datasetId": "XBT-AUD", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "AUD", "type": "spot", "active": true, "availableSince": "2020-06-16T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "XBT/PYUSD", "datasetId": "XBT-PYUSD", "exchange": "kraken", "baseCurrency": "BTC", "quoteCurrency": "PYUSD", "type": "spot", "active": true, "availableSince": "2023-12-08T00:00:00.000Z", "priceIncrement": 0.1, "amountIncrement": 1e-08, "minTradeAmount": 5e-05, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-04-10T09:30:00.000Z", "makerFee": 0, "takerFee": 0.0001}, {"until": "2024-10-31T13:15:00.000Z", "minTradeAmount": 0.0001}]}, {"id": "ETH/XBT", "datasetId": "ETH-XBT", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "BTC", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 1e-05, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/CAD", "datasetId": "ETH-CAD", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "CAD", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/EUR", "datasetId": "ETH-EUR", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "EUR", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/GBP", "datasetId": "ETH-GBP", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "GBP", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/JPY", "datasetId": "ETH-JPY", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "JPY", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 1, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/USD", "datasetId": "ETH-USD", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "USD", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/DAI", "datasetId": "ETH-DAI", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "DAI", "type": "spot", "active": true, "availableSince": "2019-09-25T00:00:00.000Z", "priceIncrement": 0.001, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/CHF", "datasetId": "ETH-CHF", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "CHF", "type": "spot", "active": true, "availableSince": "2019-12-06T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/USDT", "datasetId": "ETH-USDT", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "USDT", "type": "spot", "active": true, "availableSince": "2019-12-19T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/USDC", "datasetId": "ETH-USDC", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "USDC", "type": "spot", "active": true, "availableSince": "2020-01-08T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/AUD", "datasetId": "ETH-AUD", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "AUD", "type": "spot", "active": true, "availableSince": "2020-06-16T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "ETH/PYUSD", "datasetId": "ETH-PYUSD", "exchange": "kraken", "baseCurrency": "ETH", "quoteCurrency": "PYUSD", "type": "spot", "active": true, "availableSince": "2023-12-08T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.002, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-03-01T15:10:00.000Z", "minTradeAmount": 0.01}, {"until": "2024-04-10T09:30:00.000Z", "makerFee": 0, "takerFee": 0.0001}]}, {"id": "LTC/XBT", "datasetId": "LTC-XBT", "exchange": "kraken", "baseCurrency": "LTC", "quoteCurrency": "BTC", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 1e-06, "amountIncrement": 1e-08, "minTradeAmount": 0.05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-02-14T13:25:00.000Z", "minTradeAmount": 0.08}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "LTC/EUR", "datasetId": "LTC-EUR", "exchange": "kraken", "baseCurrency": "LTC", "quoteCurrency": "EUR", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-02-14T13:25:00.000Z", "minTradeAmount": 0.08}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "LTC/USD", "datasetId": "LTC-USD", "exchange": "kraken", "baseCurrency": "LTC", "quoteCurrency": "USD", "type": "spot", "active": true, "availableSince": "2019-06-04T00:00:00.000Z", "priceIncrement": 0.01, "amountIncrement": 1e-08, "minTradeAmount": 0.05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-02-14T13:25:00.000Z", "minTradeAmount": 0.08}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "LTC/ETH", "datasetId": "LTC-ETH", "exchange": "kraken", "baseCurrency": "LTC", "quoteCurrency": "ETH", "type": "spot", "active": true, "availableSince": "2020-04-30T00:00:00.000Z", "priceIncrement": 1e-05, "amountIncrement": 1e-08, "minTradeAmount": 0.05, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-02-14T13:25:00.000Z", "minTradeAmount": 0.08}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "LTC/GBP", "datasetId": "LTC-GBP", "exchange": "kraken", "baseCurrency": "LTC", "quoteCurrency": "GBP", "type": "spot", "active": true, "availableSince": "2020-04-30T00:00:00.000Z", "priceIncrement": 1e-05, "amountIncrement": 1e-08, "minTradeAmount": 0.05, "makerFee": 0.0025, "takerFee": 0.004, "margin": false, "changes": [{"until": "2024-02-14T13:25:00.000Z", "minTradeAmount": 0.08}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "LTC/USDT", "datasetId": "LTC-USDT", "exchange": "kraken", "baseCurrency": "LTC", "quoteCurrency": "USDT", "type": "spot", "active": true, "availableSince": "2020-04-30T00:00:00.000Z", "priceIncrement": 1e-05, "amountIncrement": 1e-08, "minTradeAmount": 0.05, "makerFee": 0.0025, "takerFee": 0.004, "margin": true, "changes": [{"until": "2024-02-14T13:25:00.000Z", "minTradeAmount": 0.08}, {"until": "2024-03-20T12:00:00.000Z", "makerFee": 0.0016, "takerFee": 0.0026}]}, {"id": "LTC/AUD", "datasetId": "LTC-AUD", "exchange": "kraken", "baseCurrency": "LTC", "quoteCurrency": "AUD", 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