Qubx 0.6.27__tar.gz → 0.6.29__tar.gz

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Files changed (157) hide show
  1. {qubx-0.6.27 → qubx-0.6.29}/PKG-INFO +1 -1
  2. {qubx-0.6.27 → qubx-0.6.29}/pyproject.toml +1 -1
  3. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/ome.py +7 -0
  4. {qubx-0.6.27 → qubx-0.6.29}/LICENSE +0 -0
  5. {qubx-0.6.27 → qubx-0.6.29}/README.md +0 -0
  6. {qubx-0.6.27 → qubx-0.6.29}/build.py +0 -0
  7. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/__init__.py +0 -0
  8. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/_nb_magic.py +0 -0
  9. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/__init__.py +0 -0
  10. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/account.py +0 -0
  11. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/broker.py +0 -0
  12. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/data.py +0 -0
  13. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/management.py +0 -0
  14. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/optimization.py +0 -0
  15. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/runner.py +0 -0
  16. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/simulated_data.py +0 -0
  17. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/simulated_exchange.py +0 -0
  18. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/simulator.py +0 -0
  19. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/utils.py +0 -0
  20. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/cli/__init__.py +0 -0
  21. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/cli/commands.py +0 -0
  22. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/cli/deploy.py +0 -0
  23. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/cli/misc.py +0 -0
  24. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/cli/release.py +0 -0
  25. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/__init__.py +0 -0
  26. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/account.py +0 -0
  27. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/broker.py +0 -0
  28. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/data.py +0 -0
  29. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/exceptions.py +0 -0
  30. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/exchanges/__init__.py +0 -0
  31. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/exchanges/binance/broker.py +0 -0
  32. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/exchanges/binance/exchange.py +0 -0
  33. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/exchanges/bitfinex/bitfinex.py +0 -0
  34. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/exchanges/kraken/kraken.py +0 -0
  35. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/factory.py +0 -0
  36. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/reader.py +0 -0
  37. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/ccxt/utils.py +0 -0
  38. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/tardis/data.py +0 -0
  39. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/connectors/tardis/utils.py +0 -0
  40. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/__init__.py +0 -0
  41. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/account.py +0 -0
  42. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/basics.py +0 -0
  43. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/context.py +0 -0
  44. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/deque.py +0 -0
  45. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/errors.py +0 -0
  46. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/exceptions.py +0 -0
  47. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/helpers.py +0 -0
  48. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/initializer.py +0 -0
  49. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/interfaces.py +0 -0
  50. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/loggers.py +0 -0
  51. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/lookups.py +0 -0
  52. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/metrics.py +0 -0
  53. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/mixins/__init__.py +0 -0
  54. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/mixins/market.py +0 -0
  55. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/mixins/processing.py +0 -0
  56. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/mixins/subscription.py +0 -0
  57. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/mixins/trading.py +0 -0
  58. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/mixins/universe.py +0 -0
  59. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/series.pxd +0 -0
  60. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/series.pyi +0 -0
  61. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/series.pyx +0 -0
  62. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/utils.pyi +0 -0
  63. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/core/utils.pyx +0 -0
  64. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/data/__init__.py +0 -0
  65. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/data/composite.py +0 -0
  66. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/data/helpers.py +0 -0
  67. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/data/hft.py +0 -0
  68. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/data/readers.py +0 -0
  69. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/data/registry.py +0 -0
  70. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/data/tardis.py +0 -0
  71. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/emitters/__init__.py +0 -0
  72. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/emitters/base.py +0 -0
  73. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/emitters/composite.py +0 -0
  74. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/emitters/csv.py +0 -0
  75. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/emitters/prometheus.py +0 -0
  76. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/emitters/questdb.py +0 -0
  77. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/exporters/__init__.py +0 -0
  78. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/exporters/composite.py +0 -0
  79. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/exporters/formatters/__init__.py +0 -0
  80. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/exporters/formatters/base.py +0 -0
  81. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/exporters/formatters/incremental.py +0 -0
  82. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/exporters/formatters/slack.py +0 -0
  83. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/exporters/redis_streams.py +0 -0
  84. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/exporters/slack.py +0 -0
  85. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/features/__init__.py +0 -0
  86. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/features/core.py +0 -0
  87. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/features/orderbook.py +0 -0
  88. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/features/price.py +0 -0
  89. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/features/trades.py +0 -0
  90. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/features/utils.py +0 -0
  91. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/gathering/simplest.py +0 -0
  92. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/health/__init__.py +0 -0
  93. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/health/base.py +0 -0
  94. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/math/__init__.py +0 -0
  95. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/math/stats.py +0 -0
  96. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/notifications/__init__.py +0 -0
  97. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/notifications/composite.py +0 -0
  98. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/notifications/slack.py +0 -0
  99. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/pandaz/__init__.py +0 -0
  100. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/pandaz/ta.py +0 -0
  101. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/pandaz/utils.py +0 -0
  102. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/resources/_build.py +0 -0
  103. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/resources/instruments/symbols-binance.cm.json +0 -0
  104. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/resources/instruments/symbols-binance.json +0 -0
  105. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/resources/instruments/symbols-binance.um.json +0 -0
  106. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/resources/instruments/symbols-bitfinex.f.json +0 -0
  107. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/resources/instruments/symbols-bitfinex.json +0 -0
  108. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/resources/instruments/symbols-kraken.f.json +0 -0
  109. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/resources/instruments/symbols-kraken.json +0 -0
  110. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restarts/__init__.py +0 -0
  111. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restarts/state_resolvers.py +0 -0
  112. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restarts/time_finders.py +0 -0
  113. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restorers/__init__.py +0 -0
  114. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restorers/balance.py +0 -0
  115. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restorers/factory.py +0 -0
  116. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restorers/interfaces.py +0 -0
  117. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restorers/position.py +0 -0
  118. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restorers/signal.py +0 -0
  119. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restorers/state.py +0 -0
  120. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/restorers/utils.py +0 -0
  121. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/ta/__init__.py +0 -0
  122. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/ta/indicators.pxd +0 -0
  123. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/ta/indicators.pyi +0 -0
  124. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/ta/indicators.pyx +0 -0
  125. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/trackers/__init__.py +0 -0
  126. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/trackers/advanced.py +0 -0
  127. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/trackers/composite.py +0 -0
  128. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/trackers/rebalancers.py +0 -0
  129. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/trackers/riskctrl.py +0 -0
  130. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/trackers/sizers.py +0 -0
  131. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/__init__.py +0 -0
  132. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/_pyxreloader.py +0 -0
  133. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/charting/lookinglass.py +0 -0
  134. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/charting/mpl_helpers.py +0 -0
  135. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/collections.py +0 -0
  136. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/marketdata/binance.py +0 -0
  137. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/marketdata/ccxt.py +0 -0
  138. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/marketdata/dukas.py +0 -0
  139. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/misc.py +0 -0
  140. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/ntp.py +0 -0
  141. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/numbers_utils.py +0 -0
  142. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/orderbook.py +0 -0
  143. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/plotting/__init__.py +0 -0
  144. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/plotting/dashboard.py +0 -0
  145. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/plotting/data.py +0 -0
  146. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/plotting/interfaces.py +0 -0
  147. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/plotting/renderers/__init__.py +0 -0
  148. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/plotting/renderers/plotly.py +0 -0
  149. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/questdb.py +0 -0
  150. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/runner/__init__.py +0 -0
  151. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/runner/_jupyter_runner.pyt +0 -0
  152. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/runner/accounts.py +0 -0
  153. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/runner/configs.py +0 -0
  154. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/runner/factory.py +0 -0
  155. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/runner/runner.py +0 -0
  156. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/time.py +0 -0
  157. {qubx-0.6.27 → qubx-0.6.29}/src/qubx/utils/version.py +0 -0
{qubx-0.6.27 → qubx-0.6.29}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.3
2
2
  Name: Qubx
3
- Version: 0.6.27
3
+ Version: 0.6.29
4
4
  Summary: Qubx - Quantitative Trading Framework
5
5
  Author: Dmitry Marienko
6
6
  Author-email: dmitry.marienko@xlydian.com
{qubx-0.6.27 → qubx-0.6.29}/pyproject.toml RENAMED
@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
4
4
 
5
5
  [tool.poetry]
6
6
  name = "Qubx"
7
- version = "0.6.27"
7
+ version = "0.6.29"
8
8
  description = "Qubx - Quantitative Trading Framework"
9
9
  authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
10
10
  readme = "README.md"
{qubx-0.6.27 → qubx-0.6.29}/src/qubx/backtester/ome.py RENAMED
@@ -52,6 +52,7 @@ class OrdersManagementEngine:
52
52
  _fill_stops_at_price: bool
53
53
  _tick_size: float
54
54
  _last_update_time: dt_64
55
+ _last_data_update_time_ns: int
55
56
 
56
57
  def __init__(
57
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  self,
@@ -74,6 +75,7 @@ class OrdersManagementEngine:
74
75
  self._fill_stops_at_price = fill_stop_order_at_price
75
76
  self._tick_size = instrument.tick_size
76
77
  self._last_update_time = np.datetime64(0, "ns")
78
+ self._last_data_update_time_ns = 0
77
79
 
78
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  if not debug:
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  self._dbg = lambda message, **kwargs: None
@@ -99,6 +101,11 @@ class OrdersManagementEngine:
99
101
  timestamp = self.time_service.time()
100
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  _exec_report = []
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103
 
104
+ # - pass through data if it's older than previous update
105
+ if mdata.time < self._last_data_update_time_ns:
106
+ return _exec_report
107
+ self._last_data_update_time_ns = mdata.time
108
+
102
109
  # - new quote
103
110
  if isinstance(mdata, Quote):
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111
  _b, _a = mdata.bid, mdata.ask
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