Qubx 0.5.8__tar.gz → 0.6.1__tar.gz

{qubx-0.5.8 → qubx-0.6.1}/PKG-INFO

@@ -1,7 +1,8 @@
-Metadata-Version: 2.3
+Metadata-Version: 2.1
 Name: Qubx
-Version: 0.5.8
+Version: 0.6.1
 Summary: Qubx - Quantitative Trading Framework
+Home-page: https://github.com/xLydianSoftware/Qubx
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com
 Requires-Python: >=3.10,<4.0
@@ -15,7 +16,10 @@ Requires-Dist: croniter (>=2.0.5,<3.0.0)
 Requires-Dist: cython (==3.0.8)
 Requires-Dist: dash (>=2.18.2,<3.0.0)
 Requires-Dist: dash-bootstrap-components (>=1.6.0,<2.0.0)
+Requires-Dist: gitpython (>=3.1.44,<4.0.0)
 Requires-Dist: importlib-metadata
+Requires-Dist: ipywidgets (>=8.1.5,<9.0.0)
+Requires-Dist: jupyter (>=1.1.1,<2.0.0)
 Requires-Dist: jupyter-console (>=6.6.3,<7.0.0)
 Requires-Dist: loguru (>=0.7.2,<0.8.0)
 Requires-Dist: matplotlib (>=3.8.4,<4.0.0)
@@ -34,6 +38,7 @@ Requires-Dist: pymongo (>=4.6.1,<5.0.0)
 Requires-Dist: python-binance (>=1.0.19,<2.0.0)
 Requires-Dist: python-dotenv (>=1.0.0,<2.0.0)
 Requires-Dist: pyyaml (>=6.0.2,<7.0.0)
+Requires-Dist: redis (>=5.2.1,<6.0.0)
 Requires-Dist: scikit-learn (>=1.4.2,<2.0.0)
 Requires-Dist: scipy (>=1.12.0,<2.0.0)
 Requires-Dist: sortedcontainers (>=2.4.0,<3.0.0)

{qubx-0.5.8 → qubx-0.6.1}/pyproject.toml

@@ -1,109 +1,117 @@
+[build-system]
+requires = [ "poetry-core", "setuptools", "numpy>=1.26.3", "cython==3.0.8", "toml>=0.10.2",]
+build-backend = "poetry.core.masonry.api"
+
 [tool.poetry]
 name = "Qubx"
-version = "0.5.8"
+version = "0.6.1"
 description = "Qubx - Quantitative Trading Framework"
-authors = [
-    "Dmitry Marienko <dmitry.marienko@xlydian.com>",
-    "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",
-]
+authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"
-packages = [{ include = "qubx", from = "src" }]
 repository = "https://github.com/xLydianSoftware/Qubx"
-include = [
-    # Compiled extensions must be included in the wheel distributions
-    { path = "src/**/*.so", format = "wheel" },
-    { path = "src/**/*.pyd", format = "wheel" },
-]
+[[tool.poetry.packages]]
+include = "qubx"
+from = "src"
+
+[[tool.poetry.include]]
+path = "src/**/*.so"
+format = "wheel"
+
+[[tool.poetry.include]]
+path = "src/**/*.pyd"
+format = "wheel"
+
+[tool.ruff]
+line-length = 120
+
+[tool.poetry.build]
+script = "build.py"
+generate-setup-file = false
+
+[tool.poetry.scripts]
+qubx = "qubx.cli.commands:main"
 
 [tool.poetry.dependencies]
 python = ">=3.10,<4.0"
 numpy = "^1.26.3"
+pandas = "^2.2.2"
+pyarrow = "^15.0.0"
+scipy = "^1.12.0"
+scikit-learn = "^1.4.2"
+statsmodels = "^0.14.2"
+numba = "^0.59.1"
+sortedcontainers = "^2.4.0"
 ntplib = "^0.4.0"
+python-binance = "^1.0.19"
+ccxt = "^4.2.68"
+pymongo = "^4.6.1"
+redis = "^5.2.1"
+psycopg = "^3.1.18"
+psycopg-binary = "^3.1.19"
+psycopg-pool = "^3.2.2"
+matplotlib = "^3.8.4"
+plotly = "^5.22.0"
+dash = "^2.18.2"
+dash-bootstrap-components = "^1.6.0"
 loguru = "^0.7.2"
 tqdm = "*"
 importlib-metadata = "*"
 stackprinter = "^0.2.10"
-pymongo = "^4.6.1"
 pydantic = "^2.9.2"
 python-dotenv = "^1.0.0"
-python-binance = "^1.0.19"
-pyarrow = "^15.0.0"
-scipy = "^1.12.0"
 cython = "3.0.8"
-ccxt = "^4.2.68"
 croniter = "^2.0.5"
-psycopg = "^3.1.18"
-pandas = "^2.2.2"
-statsmodels = "^0.14.2"
-matplotlib = "^3.8.4"
-numba = "^0.59.1"
-scikit-learn = "^1.4.2"
-plotly = "^5.22.0"
-psycopg-binary = "^3.1.19"
-psycopg-pool = "^3.2.2"
-sortedcontainers = "^2.4.0"
 msgspec = "^0.18.6"
 pyyaml = "^6.0.2"
-dash = "^2.18.2"
-dash-bootstrap-components = "^1.6.0"
 tabulate = "^0.9.0"
-jupyter-console = "^6.6.3"
 toml = "^0.10.2"
+gitpython = "^3.1.44"
+jupyter = "^1.1.1"
+jupyter-console = "^6.6.3"
+ipywidgets = "^8.1.5"
+
+[tool.ruff.lint]
+extend-select = [ "I",]
+ignore = [ "E731", "E722", "E741",]
+
+[tool.pytest.ini_options]
+asyncio_mode = "auto"
+asyncio_default_fixture_loop_scope = "function"
+pythonpath = [ "src",]
+markers = [ "integration: mark test as requiring external services like Redis", "e2e: mark test as requiring external exchange connections and API credentials",]
+addopts = "--disable-warnings"
+filterwarnings = [ "ignore:.*Jupyter is migrating.*:DeprecationWarning",]
+
+[tool.ruff.lint.extend-per-file-ignores]
+"*.ipynb" = [ "F405", "F401", "E701", "E402", "F403", "E401", "E702", "I001",]
 
 [tool.poetry.group.dev.dependencies]
 pre-commit = "^2.20.0"
 rust-just = "^1.36.0"
 twine = "^5.1.1"
-
-#[project.optional-dependencies]
-#numba = "^0.57.1"
 ipykernel = "^6.29.4"
 iprogress = "^0.4"
 click = "^8.1.7"
 ipywidgets = "^8.1.5"
 ruff = "^0.9.7"
 pytest-xdist = "^3.6.1"
-
-[build-system]
-requires = [
-    "poetry-core",
-    "setuptools",
-    "numpy>=1.26.3",
-    "cython==3.0.8",
-    "toml>=0.10.2",
-]
-build-backend = "poetry.core.masonry.api"
-
-[tool.poetry.build]
-script = "build.py"
-generate-setup-file = false
+nbformat = "^5.10.4"
+markdown = "3.7"
+mkdocs = "1.6.1"
+mkdocs-material = "9.6.5"
+mdx-truly-sane-lists = "1.3"
+pymdown-extensions = "10.14.3"
+jinja2 = "3.1.5"
+mike = "2.1.3"
+mkdocs-jupyter = "0.25.1"
+debugpy = "^1.8.12"
 
 [tool.poetry.group.test.dependencies]
-pytest = { extras = ["lazyfixture"], version = "^8.2.0" }
 pytest-asyncio = "^0.24.0"
 pytest-mock = "^3.12.0"
 pytest-lazy-fixture = "^0.6.3"
 pytest-cov = "^4.1.0"
 
-[tool.pytest.ini_options]
-asyncio_mode = "auto"
-asyncio_default_fixture_loop_scope = "function"
-pythonpath = ["src"]
-markers = ["integration: mark a test as an integration test"]
-addopts = "--disable-warnings"
-filterwarnings = ["ignore:.*Jupyter is migrating.*:DeprecationWarning"]
-
-[tool.ruff]
-line-length = 120
-lint.extend-select = ["I"]
-lint.ignore = [
-    "E731",
-    "E722",
-    "E741",
-] # Ignore lambda assignments, bare except, and ambiguous variable names
-
-[tool.ruff.lint.extend-per-file-ignores]
-"*.ipynb" = ["F405", "F401", "E701", "E402", "F403", "E401", "E702"]
-
-[tool.poetry.scripts]
-qubx = "qubx.cli.commands:main"
+[tool.poetry.group.test.dependencies.pytest]
+extras = [ "lazyfixture",]
+version = "^8.2.0"

{qubx-0.5.8 → qubx-0.6.1}/src/qubx/__init__.py

@@ -5,13 +5,33 @@ from typing import Callable
 import stackprinter
 from loguru import logger
 
-from qubx.core.lookups import FeesLookup, GlobalLookup, InstrumentsLookup
-from qubx.utils import runtime_env, set_mpl_theme
-from qubx.utils.misc import install_pyx_recompiler_for_dev
-
 # - TODO: import some main methods from packages
 
 
+def runtime_env():
+    """
+    Check what environment this script is being run under
+    :return: environment name, possible values:
+             - 'notebook' jupyter notebook
+             - 'shell' any interactive shell (ipython, PyCharm's console etc)
+             - 'python' standard python interpreter
+             - 'unknown' can't recognize environment
+    """
+    try:
+        from IPython.core.getipython import get_ipython
+
+        shell = get_ipython().__class__.__name__
+
+        if shell == "ZMQInteractiveShell":  # Jupyter notebook or qtconsole
+            return "notebook"
+        elif shell.endswith("TerminalInteractiveShell"):  # Terminal running IPython
+            return "shell"
+        else:
+            return "unknown"  # Other type (?)
+    except (NameError, ImportError):
+        return "python"  # Probably standard Python interpreter
+
+
 def formatter(record):
     end = record["extra"].get("end", "\n")
     fmt = "<lvl>{message}</lvl>%s" % end
@@ -47,6 +67,7 @@ class QubxLogConfig:
     @staticmethod
     def setup_logger(level: str | None = None, custom_formatter: Callable | None = None):
         global logger
+
         config = {
             "handlers": [
                 {"sink": sys.stdout, "format": "{time} - {message}"},
@@ -55,23 +76,42 @@ class QubxLogConfig:
         }
         logger.configure(**config)
         logger.remove(None)
+
         level = level or QubxLogConfig.get_log_level()
-        logger.add(sys.stdout, format=custom_formatter or formatter, colorize=True, level=level, enqueue=True)
+        # Add stdout handler with enqueue=True for thread/process safety
+        logger.add(
+            sys.stdout,
+            format=custom_formatter or formatter,
+            colorize=True,
+            level=level,
+            enqueue=True,
+            backtrace=True,
+            diagnose=True,
+        )
         logger = logger.opt(colors=True)
 
 
 QubxLogConfig.setup_logger()
 
 
-# - global lookup helper
-lookup = GlobalLookup(InstrumentsLookup(), FeesLookup())
-
-
 # registering magic for jupyter notebook
 if runtime_env() in ["notebook", "shell"]:
     from IPython.core.getipython import get_ipython
     from IPython.core.magic import Magics, line_cell_magic, line_magic, magics_class
 
+    from qubx.utils.charting.lookinglass import LookingGlass  # noqa: F401
+    from qubx.utils.charting.mpl_helpers import (  # noqa: F401
+        ellips,
+        fig,
+        hline,
+        ohlc_plot,
+        plot_trends,
+        sbp,
+        set_mpl_theme,
+        vline,
+    )
+    from qubx.utils.misc import install_pyx_recompiler_for_dev
+
     @magics_class
     class QubxMagics(Magics):
         # process data manager
@@ -119,7 +159,7 @@ if runtime_env() in ["notebook", "shell"]:
                         exec(_vscode_clr_trick, self.shell.user_ns)
 
                 elif "light" in line.lower():
-                    set_mpl_theme("light")
+                    sort: skip_mpl_theme("light")
 
         def _get_manager(self):
             if self.__manager is None:

{qubx-0.5.8 → qubx-0.6.1}/src/qubx/_nb_magic.py

@@ -3,7 +3,7 @@ Here stuff we want to have in every Jupyter notebook after calling %qubx magic
 """
 
 import qubx
-from qubx.utils import runtime_env
+from qubx import runtime_env
 from qubx.utils.misc import add_project_to_system_path, logo
 
 

{qubx-0.5.8 → qubx-0.6.1}/src/qubx/backtester/simulator.py

@@ -4,13 +4,14 @@ import numpy as np
 import pandas as pd
 from joblib import delayed
 
-from qubx import QubxLogConfig, logger, lookup
+from qubx import QubxLogConfig, logger
 from qubx.core.basics import SW, DataType
 from qubx.core.context import StrategyContext
 from qubx.core.exceptions import SimulationConfigError, SimulationError
 from qubx.core.helpers import extract_parameters_from_object, full_qualified_class_name
 from qubx.core.interfaces import IStrategy
 from qubx.core.loggers import InMemoryLogsWriter, StrategyLogging
+from qubx.core.lookups import lookup
 from qubx.core.metrics import TradingSessionResult
 from qubx.data.readers import DataReader
 from qubx.pandaz.utils import _frame_to_str

{qubx-0.5.8 → qubx-0.6.1}/src/qubx/backtester/utils.py

@@ -6,7 +6,7 @@ import numpy as np
 import pandas as pd
 import stackprinter
 
-from qubx import logger, lookup
+from qubx import logger
 from qubx.core.basics import (
     CtrlChannel,
     DataType,
@@ -20,6 +20,7 @@ from qubx.core.basics import (
 from qubx.core.exceptions import SimulationConfigError, SimulationError
 from qubx.core.helpers import BasicScheduler
 from qubx.core.interfaces import IStrategy, IStrategyContext, PositionsTracker
+from qubx.core.lookups import lookup
 from qubx.core.series import OHLCV, Bar, Quote, Trade
 from qubx.core.utils import time_delta_to_str
 from qubx.data.helpers import InMemoryCachedReader, TimeGuardedWrapper

qubx-0.6.1/src/qubx/cli/commands.py

@@ -0,0 +1,282 @@
+import os
+import sys
+from pathlib import Path
+
+import click
+
+from qubx import QubxLogConfig, logger
+
+
+@click.group()
+@click.option(
+    "--debug",
+    "-d",
+    is_flag=True,
+    help="Enable debug mode.",
+)
+@click.option(
+    "--debug-port",
+    "-p",
+    type=int,
+    help="Debug port.",
+    default=5678,
+)
+@click.option(
+    "--log-level",
+    "-l",
+    type=str,
+    help="Log level.",
+    default="INFO",
+)
+def main(debug: bool, debug_port: int, log_level: str):
+    """
+    Qubx CLI.
+    """
+    log_level = log_level.upper() if not debug else "DEBUG"
+
+    QubxLogConfig.set_log_level(log_level)
+
+    if debug:
+        os.environ["PYDEVD_DISABLE_FILE_VALIDATION"] = "1"
+
+        import debugpy
+
+        logger.info(f"Waiting for debugger to attach (port {debug_port})")
+
+        debugpy.listen(debug_port)
+        debugpy.wait_for_client()
+
+
+@main.command()
+@click.argument("config-file", type=Path, required=True)
+@click.option(
+    "--account-file",
+    "-a",
+    type=Path,
+    help="Account configuration file path.",
+    required=False,
+)
+@click.option("--paper", "-p", is_flag=True, default=False, help="Use paper trading mode.", show_default=True)
+@click.option(
+    "--jupyter", "-j", is_flag=True, default=False, help="Run strategy in jupyter console.", show_default=True
+)
+def run(config_file: Path, account_file: Path | None, paper: bool, jupyter: bool):
+    """
+    Starts the strategy with the given configuration file. If paper mode is enabled, account is not required.
+
+    Account configurations are searched in the following priority:\n
+    - If provided, the account file is searched first.\n
+    - If exists, accounts.toml located in the same folder with the config searched.\n
+    - If neither of the above are provided, the accounts.toml in the ~/qubx/accounts.toml path is searched.
+    """
+    from qubx.utils.misc import add_project_to_system_path, logo
+    from qubx.utils.runner.runner import run_strategy_yaml, run_strategy_yaml_in_jupyter
+
+    add_project_to_system_path()
+    add_project_to_system_path(str(config_file.parent))
+    if jupyter:
+        run_strategy_yaml_in_jupyter(config_file, account_file, paper)
+    else:
+        logo()
+        run_strategy_yaml(config_file, account_file, paper, blocking=True)
+
+
+@main.command()
+@click.argument("config-file", type=Path, required=True)
+@click.option(
+    "--start", "-s", default=None, type=str, help="Override simulation start date from config.", show_default=True
+)
+@click.option(
+    "--end", "-e", default=None, type=str, help="Override simulation end date from config.", show_default=True
+)
+@click.option(
+    "--output", "-o", default="results", type=str, help="Output directory for simulation results.", show_default=True
+)
+def simulate(config_file: Path, start: str | None, end: str | None, output: str | None):
+    """
+    Simulates the strategy with the given configuration file.
+    """
+    from qubx.utils.misc import add_project_to_system_path, logo
+    from qubx.utils.runner.runner import simulate_strategy
+
+    add_project_to_system_path()
+    add_project_to_system_path(str(config_file.parent))
+    logo()
+    simulate_strategy(config_file, output, start, end)
+
+
+@main.command()
+@click.argument(
+    "directory",
+    type=click.Path(exists=True, resolve_path=True),
+    default=".",
+    callback=lambda ctx, param, value: os.path.abspath(os.path.expanduser(value)),
+)
+def ls(directory: str):
+    """
+    Lists all strategies in the given directory.
+
+    Strategies are identified by the inheritance from IStrategy interface.
+    """
+    from .release import ls_strats
+
+    ls_strats(directory)
+
+
+@main.command()
+@click.argument(
+    "directory",
+    type=click.Path(exists=False),
+    default=".",
+    callback=lambda ctx, param, value: os.path.abspath(os.path.expanduser(value)),
+)
+@click.option(
+    "--strategy",
+    "-s",
+    type=click.STRING,
+    help="Strategy name to release (should match the strategy class name) or path to a config YAML file",
+    required=True,
+)
+@click.option(
+    "--output-dir",
+    "-o",
+    type=click.STRING,
+    help="Output directory to put zip file.",
+    default="releases",
+    show_default=True,
+)
+@click.option(
+    "--tag",
+    "-t",
+    type=click.STRING,
+    help="Additional tag for this release (e.g. 'v1.0.0')",
+    required=False,
+)
+@click.option(
+    "--message",
+    "-m",
+    type=click.STRING,
+    help="Release message (added to the info yaml file).",
+    required=False,
+    default=None,
+    show_default=True,
+)
+@click.option(
+    "--commit",
+    "-c",
+    is_flag=True,
+    default=False,
+    help="Commit changes and create tag in repo (default: False)",
+    show_default=True,
+)
+@click.option(
+    "--default-exchange",
+    type=click.STRING,
+    help="Default exchange to use in the generated config.",
+    default="BINANCE.UM",
+    show_default=True,
+)
+@click.option(
+    "--default-connector",
+    type=click.STRING,
+    help="Default connector to use in the generated config.",
+    default="ccxt",
+    show_default=True,
+)
+@click.option(
+    "--default-instruments",
+    type=click.STRING,
+    help="Default instruments to use in the generated config (comma-separated).",
+    default="BTCUSDT",
+    show_default=True,
+)
+def release(
+    directory: str,
+    strategy: str,
+    tag: str | None,
+    message: str | None,
+    commit: bool,
+    output_dir: str,
+    default_exchange: str,
+    default_connector: str,
+    default_instruments: str,
+) -> None:
+    """
+    Releases the strategy to a zip file.
+
+    The strategy can be specified in two ways:
+    1. As a strategy name (class name) - strategies are scanned in the given directory
+    2. As a path to a config YAML file containing the strategy configuration in StrategyConfig format
+
+    If a strategy name is provided, a default configuration will be generated with:
+    - The strategy parameters from the strategy class
+    - Default exchange, connector, and instruments from the command options
+    - Standard logging configuration
+
+    If a config file is provided, it must follow the StrategyConfig structure with:
+    - strategy: The strategy name or path
+    - parameters: Dictionary of strategy parameters
+    - exchanges: Dictionary of exchange configurations
+    - aux: Auxiliary configuration
+    - logging: Logging configuration
+
+    All of the dependencies are included in the zip file.
+    """
+    from .release import release_strategy
+
+    # Parse default instruments
+    instruments = [instr.strip() for instr in default_instruments.split(",")]
+
+    release_strategy(
+        directory=directory,
+        strategy_name=strategy,
+        tag=tag,
+        message=message,
+        commit=commit,
+        output_dir=output_dir,
+        default_exchange=default_exchange,
+        default_connector=default_connector,
+        default_instruments=instruments,
+    )
+
+
+@main.command()
+@click.argument(
+    "zip-file",
+    type=click.Path(exists=True, resolve_path=True),
+    callback=lambda ctx, param, value: os.path.abspath(os.path.expanduser(value)),
+)
+@click.option(
+    "--output-dir",
+    "-o",
+    type=click.Path(exists=False),
+    help="Output directory to unpack the zip file. Defaults to the directory containing the zip file.",
+    default=None,
+)
+@click.option(
+    "--force",
+    "-f",
+    is_flag=True,
+    default=False,
+    help="Force overwrite if the output directory already exists.",
+    show_default=True,
+)
+def deploy(zip_file: str, output_dir: str | None, force: bool):
+    """
+    Deploys a strategy from a zip file created by the release command.
+
+    This command:
+    1. Unpacks the zip file to the specified output directory
+    2. Creates a Poetry virtual environment in the .venv folder
+    3. Installs dependencies from the poetry.lock file
+
+    If no output directory is specified, the zip file is unpacked in the same directory
+    as the zip file, in a folder with the same name as the zip file (without the .zip extension).
+    """
+    from .deploy import deploy_strategy
+
+    deploy_strategy(zip_file, output_dir, force)
+
+
+if __name__ == "__main__":
+    main()