Qubx 0.6.18__tar.gz → 0.6.19__tar.gz

{qubx-0.6.18 → qubx-0.6.19}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.18
+Version: 0.6.19
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.18 → qubx-0.6.19}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.6.18"
+version = "0.6.19"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"

{qubx-0.6.18 → qubx-0.6.19}/src/qubx/backtester/broker.py

@@ -81,6 +81,9 @@ class SimulatedBroker(IBroker):
 
         # - cancel order in OME and remove from the map to free memory
         order_update = ome.cancel_order(order_id)
+        if order_update is None:
+            return None
+
         self._send_exec_report(instrument, order_update)
 
         return order_update.order

{qubx-0.6.18 → qubx-0.6.19}/src/qubx/backtester/ome.py

@@ -322,7 +322,7 @@ class OrdersManagementEngine:
                     f"Stop price would trigger immediately: STOP_MARKET {order_side} {amount} of {self.instrument.symbol} at {price} | market: {c_ask} / {c_bid}"
                 )
 
-    def cancel_order(self, order_id: str) -> OmeReport:
+    def cancel_order(self, order_id: str) -> OmeReport | None:
         # - check limit orders
         if order_id in self.active_orders:
             order = self.active_orders.pop(order_id)
@@ -341,7 +341,8 @@ class OrdersManagementEngine:
             order = self.stop_orders.pop(order_id)
         # - wrong order_id
         else:
-            raise InvalidOrder(f"Order {order_id} not found for {self.instrument.symbol}")
+            logger.error(f"Can't cancel order {order_id} for {self.instrument.symbol} because it's not found in OME !")
+            return None
 
         order.status = "CANCELED"
         self._dbg(f"{order.id} {order.type} {order.side} {order.quantity} canceled")