Qubx 0.6.10__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.11__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/core/basics.py

@@ -8,6 +8,7 @@ from typing import Any, Literal, Optional, TypeAlias, Union
 import numpy as np
 import pandas as pd
 
+from qubx import logger
 from qubx.core.exceptions import QueueTimeout
 from qubx.core.series import Bar, OrderBook, Quote, Trade, time_as_nsec
 from qubx.core.utils import prec_ceil, prec_floor, time_delta_to_str
@@ -550,7 +551,7 @@ class Position:
             qty_opening = pos_change if prev_direction == direction else pos_change - qty_closing
 
             # - extract realized part of PnL
-            if qty_closing != 0:
+            if not np.isclose(qty_closing, 0.0):
                 _abs_qty_close = abs(qty_closing)
                 deal_pnl = qty_closing * (self.position_avg_price - exec_price)
 
@@ -564,11 +565,19 @@ class Position:
                     self.__pos_incr_qty = 0
 
             # - if it has something to add to position let's update price and cost
-            if qty_opening != 0:
+            if not np.isclose(qty_opening, 0.0):
                 _abs_qty_open = abs(qty_opening)
-                pos_avg_price_raw = (_abs_qty_open * exec_price + self.__pos_incr_qty * self.position_avg_price) / (
-                    self.__pos_incr_qty + _abs_qty_open
-                )
+                try:
+                    pos_avg_price_raw = (_abs_qty_open * exec_price + self.__pos_incr_qty * self.position_avg_price) / (
+                        self.__pos_incr_qty + _abs_qty_open
+                    )
+                except ZeroDivisionError:
+                    logger.warning(
+                        "Zero division error in position update: "
+                        f"qty_opening={qty_opening}, exec_price={exec_price}, pos_incr_qty={self.__pos_incr_qty}, position_avg_price={self.position_avg_price}"
+                    )
+                    pos_avg_price_raw = self.position_avg_price
+
                 # - round position average price to be in line with how it's calculated by broker
                 self.position_avg_price = self.instrument.round_price_down(pos_avg_price_raw)
                 self.__pos_incr_qty += _abs_qty_open

{qubx-0.6.10.dist-info → qubx-0.6.11.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.10
+Version: 0.6.11
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.10.dist-info → qubx-0.6.11.dist-info}/RECORD

@@ -27,7 +27,7 @@ qubx/connectors/ccxt/reader.py,sha256=qaZIaOZkRf3Rz31ZrEqqAv4kATk5zDlSq-LK1jziBs
 qubx/connectors/ccxt/utils.py,sha256=kWeYQ1Z9TxFTbgJgBh5o77mGB1g09l2AkiFdR6guDQY,11141
 qubx/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/core/account.py,sha256=Ewzmr1jxyLROnWshtx_ngi7fna1cH42NJ5wVRyP4dmQ,10411
-qubx/core/basics.py,sha256=3Q5E9yQ_bnOIeMsL98kdb9idzDnqwi13SlmO2LMns_4,28683
+qubx/core/basics.py,sha256=O_m9sfmLoaYuQx-3q-zv-LQOhG8ARrUSJ73i5fqr0Yw,29164
 qubx/core/context.py,sha256=t4A1sWM6dn4t-LSKOC-66x4Y-_5aGduEedO_Gmd3Yrg,20593
 qubx/core/exceptions.py,sha256=ONFzWISjWfb2S0kEIorq-3L4MdhNR-xkHftHQALOZ0U,533
 qubx/core/helpers.py,sha256=9nl9L_ZzT1HsMC9VthMqXfmuRS_37crB-9bVfIRHeOs,19631
@@ -42,11 +42,11 @@ qubx/core/mixins/processing.py,sha256=Ny9EyrTuF_YBmPsAebykV54OfGMBGE1gSam9VFJJKa
 qubx/core/mixins/subscription.py,sha256=J_SX0CNw2bPy4bhxe0vswvDXY4LCkwXSaj_1PepKRLY,8540
 qubx/core/mixins/trading.py,sha256=KApWQE0zIh1jg_9HezLdR-mp3UEYIdylSyX9MajHmCc,3618
 qubx/core/mixins/universe.py,sha256=1ya2P3QZrsAVXmMXqq0t6CHGAC5iMGVD2ARUAtSfv04,10062
-qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=23fTZIr_aK_IaTkwhaSWHbMMq1jBgZCMLJvhuCm6UDk,970056
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=APsllVvq0Nc5QyZAYfOIKFPVFroKbJLH7p56viwHDms,970056
 qubx/core/series.pxd,sha256=ZA9mBrZ-ha112ZMZnBIun1kNrKjxzlaOoq4D_cDZYJw,3923
 qubx/core/series.pyi,sha256=r6o2SnYIBujmJuuoM8oEc3tbVg2Blz2CfSIdRKn9VMo,4547
 qubx/core/series.pyx,sha256=Y6GbCihO3zgUWOF9UvmyXisWLnGcVOcFl2u1ZtvM1zI,44909
-qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=cOfj8bdUMj8VYurQajzxqhiPIdXlxo2rthWEnn5FPFM,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=HX-7iU5diG9cXb1EGWZSjuiScWsX5kN5TfbUUnvB35k,86568
 qubx/core/utils.pyi,sha256=a-wS13V2p_dM1CnGq40JVulmiAhixTwVwt0ah5By0Hc,348
 qubx/core/utils.pyx,sha256=k5QHfEFvqhqWfCob89ANiJDKNG8gGbOh-O4CVoneZ8M,1696
 qubx/data/__init__.py,sha256=ELZykvpPGWc5rX7QoNyNQwMLgdKMG8MACOByA4pM5hA,549
@@ -104,7 +104,7 @@ qubx/restorers/signal.py,sha256=iruHe4ieTSV73zeJbFPubsmAEf4TzVXnkM4zjupCAJQ,6462
 qubx/restorers/state.py,sha256=ePmh604fp2kRYzMNXL-TWvZOxmtTGAaKYfHJcnKResY,4042
 qubx/restorers/utils.py,sha256=We2gfqwQKWziUYhuUnjb-xo-5tSlbuHWpPQn0CEMTn0,1155
 qubx/ta/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=WWckO4c42inIW-CCEmcW-xCNY7dpmujiJ55TvCqQuwc,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=iqWHwrqYR28G5SX-XCN3d9Jssc6baqZFLoQ3qRKl-OI,654440
 qubx/ta/indicators.pxd,sha256=eCJ9paOxtxbDFx4U5CUhcgB1jjCQAfVqMF2FnbJ03Lo,4222
 qubx/ta/indicators.pyi,sha256=19W0uERft49In5bf9jkJHkzJYEyE9gzudN7_DJ5Vdv8,1963
 qubx/ta/indicators.pyx,sha256=FVkv5ld04TpZMT3a_kR1MU3IUuWfijzjJnh_lG78JxM,26029
@@ -138,7 +138,7 @@ qubx/utils/runner/configs.py,sha256=vtl04A42kT21hD68zpoZZw96rEC8HnFFX9en0Y85GLA,
 qubx/utils/runner/runner.py,sha256=kwigJ9MgBcOkDpYAHj2TuwQzNerwyUWaE4UmyNYxD34,37910
 qubx/utils/time.py,sha256=J0ZFGjzFL5T6GA8RPAel8hKG0sg2LZXeQ5YfDCfcMHA,10055
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-qubx-0.6.10.dist-info/METADATA,sha256=LPSsRviGdvTomS-OolxJMEr5I61F9tLUTPegAsDSQAM,4142
-qubx-0.6.10.dist-info/WHEEL,sha256=h1DdjcD2ZFnKGsDLjEycQhNNPJ5l-R8qdFdDSXHrAGY,110
-qubx-0.6.10.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.10.dist-info/RECORD,,
+qubx-0.6.11.dist-info/METADATA,sha256=0jn6yriiV1zR00FDlO0QiOkGdC8vQo8Se8dbErd3jNE,4142
+qubx-0.6.11.dist-info/WHEEL,sha256=h1DdjcD2ZFnKGsDLjEycQhNNPJ5l-R8qdFdDSXHrAGY,110
+qubx-0.6.11.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.11.dist-info/RECORD,,