Qubx 0.6.35__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.37__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/connectors/ccxt/broker.py

@@ -14,7 +14,7 @@ from qubx.core.basics import (
     Order,
     OrderSide,
 )
-from qubx.core.errors import OrderCancellationError, OrderCreationError, create_error_event
+from qubx.core.errors import ErrorLevel, OrderCancellationError, OrderCreationError, create_error_event
 from qubx.core.exceptions import BadRequest, InvalidOrderParameters
 from qubx.core.interfaces import (
     IAccountProcessor,
@@ -61,6 +61,57 @@ class CcxtBroker(IBroker):
     def is_simulated_trading(self) -> bool:
         return False
 
+    def _post_order_error_to_databus(
+        self,
+        error: Exception,
+        instrument: Instrument,
+        order_side: OrderSide,
+        order_type: str,
+        amount: float,
+        price: float | None,
+        client_id: str | None,
+        time_in_force: str,
+        **options,
+    ):
+        level = ErrorLevel.LOW
+        match error:
+            case ccxt.InsufficientFunds():
+                level = ErrorLevel.HIGH
+                logger.error(
+                    f"(::create_order) INSUFFICIENT FUNDS for {order_side} {amount} {order_type} for {instrument.symbol} : {error}"
+                )
+            case ccxt.OrderNotFillable():
+                level = ErrorLevel.LOW
+                logger.error(
+                    f"(::create_order) ORDER NOT FILLEABLE for {order_side} {amount} {order_type} for [{instrument.symbol}] : {error}"
+                )
+            case ccxt.InvalidOrder():
+                level = ErrorLevel.LOW
+                logger.error(
+                    f"(::create_order) INVALID ORDER for {order_side} {amount} {order_type} for {instrument.symbol} : {error}"
+                )
+            case ccxt.BadRequest():
+                level = ErrorLevel.LOW
+                logger.error(
+                    f"(::create_order) BAD REQUEST for {order_side} {amount} {order_type} for {instrument.symbol} : {error}"
+                )
+            case _:
+                level = ErrorLevel.MEDIUM
+                logger.error(f"(::create_order) Unexpected error: {error}")
+
+        error_event = OrderCreationError(
+            timestamp=self.time_provider.time(),
+            message=f"Error message: {str(error)}",
+            level=level,
+            instrument=instrument,
+            amount=amount,
+            price=price,
+            order_type=order_type,
+            side=order_side,
+            error=error,
+        )
+        self.channel.send(create_error_event(error_event))
+
     def send_order_async(
         self,
         instrument: Instrument,
@@ -93,33 +144,20 @@ class CcxtBroker(IBroker):
                 )
 
                 if error:
-                    # Create and send an error event through the channel
-                    error_event = OrderCreationError(
-                        timestamp=self.time_provider.time(),
-                        message=str(error),
-                        instrument=instrument,
-                        amount=amount,
-                        price=price,
-                        order_type=order_type,
-                        side=order_side,
+                    self._post_order_error_to_databus(
+                        error, instrument, order_side, order_type, amount, price, client_id, time_in_force, **options
                     )
-                    self.channel.send(create_error_event(error_event))
-                    return None
+                    order = None
+
                 return order
+
             except Exception as err:
                 # Catch any unexpected errors and send them through the channel as well
-                logger.error(f"Unexpected error in async order creation: {err}")
+                logger.error(f"{self.__class__.__name__} :: Unexpected error in async order creation: {err}")
                 logger.error(traceback.format_exc())
-                error_event = OrderCreationError(
-                    timestamp=self.time_provider.time(),
-                    message=f"Unexpected error: {str(err)}",
-                    instrument=instrument,
-                    amount=amount,
-                    price=price,
-                    order_type=order_type,
-                    side=order_side,
+                self._post_order_error_to_databus(
+                    err, instrument, order_side, order_type, amount, price, client_id, time_in_force, **options
                 )
-                self.channel.send(create_error_event(error_event))
                 return None
 
         # Submit the task to the async loop
@@ -135,7 +173,7 @@ class CcxtBroker(IBroker):
         client_id: str | None = None,
         time_in_force: str = "gtc",
         **options,
-    ) -> Order:
+    ) -> Order | None:
         """
         Submit an order and wait for the result. Exceptions will be raised on errors.
 
@@ -169,14 +207,16 @@ class CcxtBroker(IBroker):
 
             # If there was no error but also no order, something went wrong
             if not order and not self.enable_create_order_ws:
-                raise ExchangeError("Order creation failed with no specific error")
+                raise ExchangeError(f"{self.__class__.__name__} :: Order creation failed with no specific error")
 
             return order
 
         except Exception as err:
             # This will catch any errors from future.result() or if we explicitly raise an error
-            logger.error(f"Error in send_order: {err}")
-            raise
+            self._post_order_error_to_databus(
+                err, instrument, order_side, order_type, amount, price, client_id, time_in_force, **options
+            )
+            return None
 
     def cancel_order(self, order_id: str) -> Order | None:
         orders = self.account.get_orders()
@@ -231,25 +271,7 @@ class CcxtBroker(IBroker):
             logger.info(f"New order {order}")
             return order, None
 
-        except ccxt.OrderNotFillable as exc:
-            logger.error(
-                f"(::_create_order) [{instrument.symbol}] ORDER NOT FILLEABLE for {order_side} {amount} {order_type} : {exc}"
-            )
-            return None, exc
-        except ccxt.InvalidOrder as exc:
-            logger.error(
-                f"(::_create_order) INVALID ORDER for {order_side} {amount} {order_type} for {instrument.symbol} : {exc}"
-            )
-            return None, exc
-        except ccxt.BadRequest as exc:
-            logger.error(
-                f"(::_create_order) BAD REQUEST for {order_side} {amount} {order_type} for {instrument.symbol} : {exc}"
-            )
-            return None, exc
         except Exception as err:
-            logger.error(
-                f"(::_create_order) {order_side} {amount} {order_type} for {instrument.symbol} exception : {err}"
-            )
             return None, err
 
     def _prepare_order_payload(
@@ -371,6 +393,8 @@ class CcxtBroker(IBroker):
                             order_id=order_id,
                             message=f"Timeout reached for canceling order {order_id}",
                             instrument=instrument,
+                            level=ErrorLevel.LOW,
+                            error=None,
                         )
                     )
                 )

qubx/connectors/ccxt/exchanges/__init__.py

@@ -25,7 +25,7 @@ EXCHANGE_ALIASES = {
 
 CUSTOM_BROKERS = {
     "binance": partial(BinanceCcxtBroker, enable_create_order_ws=True, enable_cancel_order_ws=False),
-    "binance.um": partial(BinanceCcxtBroker, enable_create_order_ws=True, enable_cancel_order_ws=False),
+    "binance.um": partial(BinanceCcxtBroker, enable_create_order_ws=True, enable_cancel_order_ws=True),
     "binance.cm": partial(BinanceCcxtBroker, enable_create_order_ws=True, enable_cancel_order_ws=False),
     "binance.pm": partial(BinanceCcxtBroker, enable_create_order_ws=False, enable_cancel_order_ws=False),
     "bitfinex.f": partial(CcxtBroker, enable_create_order_ws=True, enable_cancel_order_ws=True),

qubx/connectors/ccxt/exchanges/binance/exchange.py

@@ -3,7 +3,7 @@ from typing import Dict, List
 import ccxt.pro as cxp
 from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheByTimestamp
 from ccxt.async_support.base.ws.client import Client
-from ccxt.base.errors import ArgumentsRequired, BadRequest, NotSupported
+from ccxt.base.errors import ArgumentsRequired, BadRequest, InsufficientFunds, NotSupported
 from ccxt.base.precise import Precise
 from ccxt.base.types import (
     Any,
@@ -34,7 +34,12 @@ class BinanceQV(cxp.binance):
                         "name": "aggTrade",
                     },
                     "localOrderBookLimit": 10_000,  # set a large limit to avoid cutting off the orderbook
-                }
+                },
+                "exceptions": {
+                    "exact": {
+                        "-2019": InsufficientFunds,  # ccxt doesn't have this code for some weird reason !!
+                    },
+                },
             },
         )
 

qubx/connectors/ccxt/exchanges/bitfinex/bitfinex.py

@@ -78,6 +78,10 @@ class BitfinexF(cxp.bitfinex):
             # GTX is not supported by bitfinex, so we need to convert it to PO
             params["timeInForce"] = "PO"
             params["postOnly"] = True
+
+        if "lev" not in params:
+            params["lev"] = 2
+
         response = await super().create_order(symbol, type, side, amount, price, params)
         return response
 
@@ -90,6 +94,9 @@ class BitfinexF(cxp.bitfinex):
             params["timeInForce"] = "PO"
             params["postOnly"] = True
 
+        if "lev" not in params:
+            params["lev"] = 2
+
         await self.load_markets()
         market = self.market(symbol)
         request = self.create_order_request(symbol, type, side, amount, price, params)
@@ -98,14 +105,22 @@ class BitfinexF(cxp.bitfinex):
         #     request["cid"] = request["newClientOrderId"]
         #     del request["newClientOrderId"]
 
-        await self.bfx.wss.inputs.submit_order(
-            type=request["type"],
-            symbol=request["symbol"],
-            amount=float(request["amount"]),
-            price=float(request["price"]),
-            flags=request["flags"],
-            # cid=int(request["cid"]),
-        )
+        _params = {
+            "type": request["type"],
+            "symbol": request["symbol"],
+            "amount": float(request["amount"]),
+            "lev": request["lev"],
+        }
+
+        if "price" in request:
+            _params["price"] = float(request["price"])
+        else:
+            _params["price"] = None
+
+        if "flags" in request:
+            _params["flags"] = request["flags"]
+
+        await self.bfx.wss.inputs.submit_order(**_params)
         return self.safe_order({"info": {}}, market)  # type: ignore
 
     async def cancel_order_ws(self, id: str, symbol: Str = None, params={}) -> Order | None:

qubx/connectors/ccxt/utils.py

@@ -54,7 +54,7 @@ def ccxt_convert_order_info(instrument: Instrument, raw: dict[str, Any]) -> Orde
         type=_type,
         instrument=instrument,
         time=pd.Timestamp(raw["timestamp"], unit="ms"),  # type: ignore
-        quantity=amnt,
+        quantity=abs(amnt) * (-1 if side == "SELL" else 1),
         price=float(price) if price is not None else 0.0,
         side=side,
         status=status.upper(),
@@ -157,7 +157,7 @@ def ccxt_convert_positions(
         )
         pos = Position(
             instrument=instr,
-            quantity=info["contracts"] * (-1 if info["side"] == "short" else 1),
+            quantity=abs(info["contracts"]) * (-1 if info["side"] == "short" else 1),
             pos_average_price=info["entryPrice"],
         )
         if info.get("markPrice", None) is not None:

qubx/connectors/tardis/data.py

@@ -454,7 +454,7 @@ class TardisDataProvider(IDataProvider):
 
         # Record data arrival for health monitoring
         tardis_type = data["type"]
-        tardis_name = data["name"]
+        tardis_name = data["name"] if "name" in data else ""
         qubx_type = self._map_tardis_type_to_data_type(tardis_type)
         if qubx_type:
             self._health_monitor.record_data_arrival(qubx_type, dt_64(msg_time, "ns"))

qubx/core/context.py

@@ -16,6 +16,7 @@ from qubx.core.basics import (
     Timestamped,
     dt_64,
 )
+from qubx.core.errors import BaseErrorEvent, ErrorLevel
 from qubx.core.exceptions import StrategyExceededMaxNumberOfRuntimeFailuresError
 from qubx.core.helpers import (
     BasicScheduler,
@@ -286,7 +287,7 @@ class StrategyContext(IStrategyContext):
 
         # - invoke strategy's stop code
         try:
-            if not self._strategy_state.is_warmup_in_progress:
+            if not self.is_warmup_in_progress:
                 self.strategy.on_stop(self)
         except Exception as strat_error:
             logger.error(
@@ -327,7 +328,7 @@ class StrategyContext(IStrategyContext):
         return self._data_providers[0].is_simulation
 
     @property
-    def is_simulated_trading(self) -> bool:
+    def is_paper_trading(self) -> bool:
         return self._brokers[0].is_simulated_trading
 
     # IAccountViewer delegation
@@ -536,6 +537,16 @@ class StrategyContext(IStrategyContext):
                 if _should_record:
                     self._health_monitor.record_start_processing(d_type, dt_64(data.time, "ns"))
 
+                # - notify error if error level is medium or higher
+                if (
+                    self._lifecycle_notifier
+                    and isinstance(data, BaseErrorEvent)
+                    and data.level.value >= ErrorLevel.MEDIUM.value
+                ):
+                    self._lifecycle_notifier.notify_error(
+                        self._strategy_name, data.error or Exception("Unknown error"), {"message": str(data)}
+                    )
+
                 if self.process_data(instrument, d_type, data, hist):
                     channel.stop()
                     break

qubx/core/errors.py

@@ -3,14 +3,27 @@ Error types that are sent through the event channel.
 """
 
 from dataclasses import dataclass
+from enum import Enum
 
 from qubx.core.basics import Instrument, dt_64
 
 
+class ErrorLevel(Enum):
+    LOW = 1  # continue trading
+    MEDIUM = 2  # send notifications and continue trading
+    HIGH = 3  # send notification and cancel orders and close positions
+    CRITICAL = 4  # send notification and shutdown strategy
+
+
 @dataclass
 class BaseErrorEvent:
     timestamp: dt_64
     message: str
+    level: ErrorLevel
+    error: Exception | None
+
+    def __str__(self):
+        return f"[{self.level}] : {self.timestamp} : {self.message} / {self.error}"
 
 
 def create_error_event(error: BaseErrorEvent) -> tuple[None, str, BaseErrorEvent, bool]:
@@ -25,8 +38,14 @@ class OrderCreationError(BaseErrorEvent):
     order_type: str
     side: str
 
+    def __str__(self):
+        return f"[{self.level}] : {self.timestamp} : {self.message} / {self.error} ||| Order creation error for {self.order_type} {self.side} {self.instrument} {self.amount}"
+
 
 @dataclass
 class OrderCancellationError(BaseErrorEvent):
     instrument: Instrument
     order_id: str
+
+    def __str__(self):
+        return f"[{self.level}] : {self.timestamp} : {self.message} / {self.error} ||| Order cancellation error for {self.order_id} {self.instrument}"

qubx/core/interfaces.py

@@ -1068,7 +1068,6 @@ class IStrategyContext(
     IProcessingManager,
     IAccountViewer,
     IWarmupStateSaver,
-    StrategyState,
 ):
     strategy: "IStrategy"
     initializer: "IStrategyInitializer"
@@ -1086,17 +1085,27 @@ class IStrategyContext(
         """Stop the strategy context."""
         pass
 
+    @property
+    def state(self) -> StrategyState:
+        """Get the strategy state."""
+        return StrategyState(**self._strategy_state.__dict__)
+
     def is_running(self) -> bool:
         """Check if the strategy context is running."""
         return False
 
+    @property
+    def is_warmup_in_progress(self) -> bool:
+        """Check if the warmup is in progress."""
+        return self._strategy_state.is_warmup_in_progress
+
     @property
     def is_simulation(self) -> bool:
         """Check if the strategy context is running in simulation mode."""
         return False
 
     @property
-    def is_simulated_trading(self) -> bool:
+    def is_paper_trading(self) -> bool:
         """Check if the strategy context is running in simulated trading mode."""
         return False
 

qubx/core/metrics.py

@@ -717,7 +717,7 @@ class TradingSessionResult:
             "name": self.name,
             "start": pd.Timestamp(self.start).isoformat(),
             "stop": pd.Timestamp(self.stop).isoformat(),
-            "exchange": self.exchanges,
+            "exchanges": self.exchanges,
             "capital": self.capital,
             "base_currency": self.base_currency,
             "commissions": self.commissions,
@@ -824,6 +824,12 @@ class TradingSessionResult:
             info = self.info()
             if description:
                 info["description"] = description
+            # - set name if not specified
+            if info.get("name") is None:
+                info["name"] = name
+
+            # - add numpy array representer
+            yaml.SafeDumper.add_representer(np.ndarray, lambda dumper, data: dumper.represent_list(data.tolist()))
             yaml.safe_dump(info, f, sort_keys=False, indent=4)
 
         # - save logs
@@ -855,15 +861,31 @@ class TradingSessionResult:
 
         with zipfile.ZipFile(path, "r") as zip_ref:
             info = yaml.safe_load(zip_ref.read("info.yml"))
-            portfolio = pd.read_csv(zip_ref.open("portfolio.csv"), index_col=["timestamp"], parse_dates=["timestamp"])
-            executions = pd.read_csv(zip_ref.open("executions.csv"), index_col=["timestamp"], parse_dates=["timestamp"])
-            signals = pd.read_csv(zip_ref.open("signals.csv"), index_col=["timestamp"], parse_dates=["timestamp"])
+            try:
+                portfolio = pd.read_csv(
+                    zip_ref.open("portfolio.csv"), index_col=["timestamp"], parse_dates=["timestamp"]
+                )
+            except:
+                portfolio = pd.DataFrame()
+            try:
+                executions = pd.read_csv(
+                    zip_ref.open("executions.csv"), index_col=["timestamp"], parse_dates=["timestamp"]
+                )
+            except:
+                executions = pd.DataFrame()
+            try:
+                signals = pd.read_csv(zip_ref.open("signals.csv"), index_col=["timestamp"], parse_dates=["timestamp"])
+            except:
+                signals = pd.DataFrame()
 
         # load result
         _qbx_version = info.pop("qubx_version")
         _decr = info.pop("description", None)
         _perf = info.pop("performance", None)
         info["instruments"] = info.pop("symbols")
+        # - fix for old versions
+        _exch = info.pop("exchange")
+        info["exchanges"] = _exch if isinstance(_exch, list) else [_exch]
         tsr = TradingSessionResult(**info, portfolio_log=portfolio, executions_log=executions, signals_log=signals)
         tsr.qubx_version = _qbx_version
         tsr._metrics = _perf

qubx/data/hft.py

@@ -1,9 +1,9 @@
 import queue
-from collections import defaultdict, deque
+from collections import defaultdict
 from multiprocessing import Event, Process, Queue
 from pathlib import Path
 from threading import Thread
-from typing import Any, Iterable, Optional, TypeAlias, TypeVar, Union
+from typing import Any, Iterable, Optional, TypeAlias, TypeVar
 
 import numpy as np
 import pandas as pd
@@ -148,7 +148,7 @@ class HftChunkPrefetcher:
                     enable_trade="trade" in queues,
                     enable_orderbook="orderbook" in queues,
                 )
-                ctx = reader._get_or_create_context(data_id, start, stop)
+                ctx = reader._get_or_create_context(data_id, start.floor("d"), stop)
                 instrument = reader._data_id_to_instrument[data_id]
 
                 # Initialize buffers only for enabled data types
@@ -205,9 +205,11 @@ class HftChunkPrefetcher:
                     ]
                 )
                 reader._create_buffer_if_needed("quotes", instrument, (quote_chunksize,), quote_dtype)
+                start_time_ns = start.value
+                stop_time_ns = stop.value
 
                 while not stop_event.is_set():
-                    reader._next_batch(
+                    stop_reached = reader._next_batch(
                         ctx=ctx,
                         instrument=instrument,
                         chunksize=chunk_args["chunksize"],
@@ -216,6 +218,8 @@ class HftChunkPrefetcher:
                         orderbook_period=orderbook_period,
                         tick_size_pct=chunk_args["tick_size_pct"],
                         depth=chunk_args["depth"],
+                        start_time=start_time_ns,
+                        stop_time=stop_time_ns,
                     )
 
                     # Get records for enabled data types
@@ -270,6 +274,9 @@ class HftChunkPrefetcher:
                     for data_type in queues:
                         reader._mark_processed(data_type, instrument)
 
+                    if stop_reached:
+                        break
+
             except Exception as e:
                 error_queue.put(e)
                 for queue in queues.values():
@@ -450,7 +457,9 @@ class HftDataReader(DataReader):
         ):
             raise ValueError(f"Data type {data_type} is not enabled")
 
-        _start, _stop = handle_start_stop(start, stop, lambda x: pd.Timestamp(x).floor("d"))
+        # - handle start and stop
+        _start_raw, _stop = handle_start_stop(start, stop, lambda x: pd.Timestamp(x))
+        _start = _start_raw.floor("d")  # we must to start from day's start
         assert isinstance(_start, pd.Timestamp) and isinstance(_stop, pd.Timestamp)
 
         # Check if we need to recreate the prefetcher
@@ -489,7 +498,7 @@ class HftDataReader(DataReader):
                 "orderbook_interval": self.orderbook_interval,
                 "trade_capacity": self.trade_capacity,
             }
-            prefetcher.start(self.path, data_id, _start, _stop, chunk_args)
+            prefetcher.start(self.path, data_id, _start_raw, _stop, chunk_args)
             logger.debug(f"Started prefetcher for {data_id}")
             self._prefetchers[data_id] = prefetcher
             self._prefetcher_ranges[data_id] = (_start, _stop)
@@ -620,7 +629,9 @@ class HftDataReader(DataReader):
         orderbook_period: int,
         tick_size_pct: float,
         depth: int,
-    ) -> None:
+        start_time: int,
+        stop_time: int,
+    ) -> bool:
         match data_type:
             case "quote":
                 if self._instrument_to_quote_index[instrument] > 0 or not self.enable_quote:
@@ -636,8 +647,11 @@ class HftDataReader(DataReader):
             quote_index,
             trade_index,
             orderbook_index,
+            stop_reached,
         ) = _simulate_hft(
             ctx=ctx,
+            start_time=start_time,
+            stop_time=stop_time,
             ob_timestamp=self._instrument_to_name_to_buffer["ob_timestamp"][instrument],
             bid_price_buffer=self._instrument_to_name_to_buffer["bid_price"][instrument],
             ask_price_buffer=self._instrument_to_name_to_buffer["ask_price"][instrument],
@@ -660,6 +674,8 @@ class HftDataReader(DataReader):
         self._instrument_to_trade_index[instrument] = trade_index if self.enable_trade else 0
         self._instrument_to_orderbook_index[instrument] = orderbook_index if self.enable_orderbook else 0
 
+        return stop_reached
+
     def _create_backtest_assets(self, files: list[str], instrument: Instrument) -> list[BacktestAsset]:
         mid_price = _get_initial_mid_price(files)
         roi_lb, roi_ub = mid_price / 4, mid_price * 4
@@ -760,6 +776,8 @@ def _simulate_hft(
     trade_buffer: np.ndarray,
     quote_buffer: np.ndarray,
     batch_size: int,
+    start_time: int,
+    stop_time: int,
     interval: int = 1_000_000_000,
     orderbook_period: int = 1,
     tick_size_pct: float = 0.0,
@@ -767,12 +785,17 @@ def _simulate_hft(
     enable_quote: bool = True,
     enable_trade: bool = True,
     enable_orderbook: bool = True,
-) -> tuple[int, int, int]:
+) -> tuple[int, int, int, bool]:
     orderbook_index = 0
     quote_index = 0
     trade_index = 0
+    stop_reached = False
 
     while ctx.elapse(interval) == 0 and orderbook_index < batch_size:
+        # - skip if we are before the start time
+        if ctx.current_timestamp < start_time:
+            continue
+
         depth = ctx.depth(0)
 
         # record quote
@@ -824,4 +847,9 @@ def _simulate_hft(
         ctx.clear_last_trades(0)
         quote_index += 1
 
-    return quote_index, trade_index, orderbook_index
+        # - stop if we reached the stop time
+        if ctx.current_timestamp >= stop_time:
+            stop_reached = True
+            break
+
+    return quote_index, trade_index, orderbook_index, stop_reached

qubx/data/readers.py

@@ -3,7 +3,7 @@ import os
 import re
 from functools import wraps
 from os.path import exists, join
-from typing import Any, Iterable, Iterator, List, Set, Union
+from typing import Any, Iterable, Iterator
 
 import numpy as np
 import pandas as pd
@@ -33,7 +33,7 @@ STOCK_DAILY_SESSION = (convert_timedelta_to_numpy("9:30:00.100"), convert_timede
 CME_FUTURES_DAILY_SESSION = (convert_timedelta_to_numpy("8:30:00.100"), convert_timedelta_to_numpy("15:14:59.900"))
 
 
-def _recognize_t(t: Union[int, str], defaultvalue, timeunit) -> int:
+def _recognize_t(t: int | str, defaultvalue, timeunit) -> int:
     if isinstance(t, (str, pd.Timestamp)):
         try:
             return np.datetime64(t, timeunit)
@@ -78,7 +78,7 @@ class DataTransformer:
     def start_transform(
         self,
         name: str,
-        column_names: List[str],
+        column_names: list[str],
         start: str | None = None,
         stop: str | None = None,
     ):
@@ -94,7 +94,7 @@ class DataTransformer:
 
 
 class DataReader:
-    def get_names(self, **kwargs) -> List[str]:
+    def get_names(self, **kwargs) -> list[str]:
         """
         TODO: not sure we really need this !
         """
@@ -108,10 +108,10 @@ class DataReader:
         transform: DataTransformer = DataTransformer(),
         chunksize=0,
         **kwargs,
-    ) -> Iterator | List:
+    ) -> Iterator | list:
         raise NotImplementedError("read() method is not implemented")
 
-    def get_aux_data_ids(self) -> Set[str]:
+    def get_aux_data_ids(self) -> set[str]:
         """
         Returns list of all auxiliary data IDs available for this data reader
         """
@@ -290,7 +290,7 @@ class CsvStorageDataReader(DataReader):
                 _r.append(x.assign(symbol=symbol.upper(), timestamp=x.index))  # type: ignore
         return srows(*_r).set_index(["timestamp", "symbol"]) if _r else pd.DataFrame()
 
-    def get_names(self, **kwargs) -> List[str]:
+    def get_names(self, **kwargs) -> list[str]:
         _n = []
         for root, _, files in os.walk(self.path):
             path = root.split(os.sep)
@@ -383,7 +383,7 @@ class InMemoryDataFrameReader(DataReader):
 
         Returns:
         --------
-        Iterable | List
+        Iterable | list
             The processed and transformed data, either as an iterable (if chunksize > 0) or as a list.
 
         Raises:
@@ -437,7 +437,7 @@ class AsPandasFrame(DataTransformer):
     def __init__(self, timestamp_units=None) -> None:
         self.timestamp_units = timestamp_units
 
-    def start_transform(self, name: str, column_names: List[str], **kwargs):
+    def start_transform(self, name: str, column_names: list[str], **kwargs):
         self._time_idx = _find_time_col_idx(column_names)
         self._column_names = column_names
         self._frame = pd.DataFrame()
@@ -480,7 +480,7 @@ class AsOhlcvSeries(DataTransformer):
         self._data_type = None
         self.timestamp_units = timestamp_units
 
-    def start_transform(self, name: str, column_names: List[str], **kwargs):
+    def start_transform(self, name: str, column_names: list[str], **kwargs):
         self._time_idx = _find_time_col_idx(column_names)
         self._volume_idx = None
         self._b_volume_idx = None
@@ -539,7 +539,7 @@ class AsOhlcvSeries(DataTransformer):
         if self.timeframe:
             self._series = OHLCV(self._name, self.timeframe)
 
-    def _proc_ohlc(self, rows_data: List[List]):
+    def _proc_ohlc(self, rows_data: list[list]):
         for d in rows_data:
             self._series.update_by_bar(
                 _time(d[self._time_idx], self.timestamp_units),
@@ -551,21 +551,21 @@ class AsOhlcvSeries(DataTransformer):
                 d[self._b_volume_idx] if self._b_volume_idx else 0,
             )
 
-    def _proc_quotes(self, rows_data: List[List]):
+    def _proc_quotes(self, rows_data: list[list]):
         for d in rows_data:
             self._series.update(
                 _time(d[self._time_idx], self.timestamp_units),
                 (d[self._ask_idx] + d[self._bid_idx]) / 2,
             )
 
-    def _proc_trades(self, rows_data: List[List]):
+    def _proc_trades(self, rows_data: list[list]):
         for d in rows_data:
             a = d[self._taker_idx] if self._taker_idx else 0
             s = d[self._size_idx]
             b = s if a else 0
             self._series.update(_time(d[self._time_idx], self.timestamp_units), d[self._price_idx], s, b)
 
-    def process_data(self, rows_data: List[List]) -> Any:
+    def process_data(self, rows_data: list[list]) -> Any:
         if self._series is None:
             ts = [t[self._time_idx] for t in rows_data[:100]]
             self.timeframe = pd.Timedelta(infer_series_frequency(ts)).asm8.item()
@@ -610,7 +610,7 @@ class AsQuotes(DataTransformer):
     Data must have appropriate structure: bid, ask, bidsize, asksize and time
     """
 
-    def start_transform(self, name: str, column_names: List[str], **kwargs):
+    def start_transform(self, name: str, column_names: list[str], **kwargs):
         self.buffer = list()
         self._time_idx = _find_time_col_idx(column_names)
         self._bid_idx = _find_column_index_in_list(column_names, "bid")
@@ -639,7 +639,7 @@ class AsOrderBook(DataTransformer):
         super().__init__()
         self.timestamp_units = timestamp_units
 
-    def start_transform(self, name: str, column_names: List[str], **kwargs):
+    def start_transform(self, name: str, column_names: list[str], **kwargs):
         self.buffer = list()
         self._time_idx = _find_time_col_idx(column_names)
         self._top_bid_idx = _find_column_index_in_list(column_names, "top_bid")
@@ -668,7 +668,7 @@ class AsTrades(DataTransformer):
     Market maker column specifies if buyer is a maker or taker.
     """
 
-    def start_transform(self, name: str, column_names: List[str], **kwargs):
+    def start_transform(self, name: str, column_names: list[str], **kwargs):
         self.buffer: list[Trade | TradeArray] = list()
         self._time_idx = _find_time_col_idx(column_names)
         self._price_idx = _find_column_index_in_list(column_names, "price")
@@ -727,7 +727,7 @@ class AsTimestampedRecords(DataTransformer):
     def __init__(self, timestamp_units: str | None = None) -> None:
         self.timestamp_units = timestamp_units
 
-    def start_transform(self, name: str, column_names: List[str], **kwargs):
+    def start_transform(self, name: str, column_names: list[str], **kwargs):
         self.buffer = list()
         self._time_idx = _find_time_col_idx(column_names)
         self._column_names = column_names
@@ -792,7 +792,7 @@ class RestoredEmulatorHelper(DataTransformer):
                 self._t_mid2 = dt // 2 + H1
                 self._t_end = self._d_session_end - self._open_close_time_shift_secs * S1
 
-    def start_transform(self, name: str, column_names: List[str], **kwargs):
+    def start_transform(self, name: str, column_names: list[str], **kwargs):
         self.buffer = []
         # - it will fail if receive data doesn't look as ohlcv
         self._time_idx = _find_time_col_idx(column_names)
@@ -989,7 +989,7 @@ class RestoredBarsFromOHLC(RestoredEmulatorHelper):
     ):
         super().__init__(daily_session_start_end, timestamp_units, open_close_time_shift_secs)
 
-    def process_data(self, rows_data: List[List]) -> Any:
+    def process_data(self, rows_data: list[list]) -> Any:
         if rows_data is None:
             return
 
@@ -1033,7 +1033,7 @@ class AsDict(DataTransformer):
     Tries to keep incoming data as list of dictionaries with preprocessed time
     """
 
-    def start_transform(self, name: str, column_names: List[str], **kwargs):
+    def start_transform(self, name: str, column_names: list[str], **kwargs):
         self.buffer = list()
         self._time_idx = _find_time_col_idx(column_names)
         self._column_names = column_names
@@ -1360,7 +1360,7 @@ class QuestDBConnector(DataReader):
             return pd.DataFrame()
         return df.set_index(["timestamp", "symbol", "metric"]).value.unstack("metric")
 
-    def get_names(self) -> List[str]:
+    def get_names(self) -> list[str]:
         return self._get_names(self._builder)
 
     @_retry

qubx/features/core.py

@@ -35,13 +35,14 @@ class FeatureManager:
         """
         Subscribes the given feature provider to the manager.
         """
-        # - add the required subscriptions to the manager and update routing table
-        self.feature_providers.append(feature_provider)
-        for input_name in feature_provider.inputs():
-            self.subscription_to_providers[input_name].append(feature_provider)
-
-        # - notify the feature provider that it has been subscribed
-        feature_provider.on_subscribe(self)
+        # - add the required subscriptions to the manager and update routing table if not already added
+        if feature_provider not in self.feature_providers:
+            self.feature_providers.append(feature_provider)
+            for input_name in feature_provider.inputs():
+                self.subscription_to_providers[input_name].append(feature_provider)
+
+            # - notify the feature provider that it has been subscribed
+            feature_provider.on_subscribe(self)
         return self
 
     def __str__(self) -> str:

qubx/utils/runner/_jupyter_runner.pyt

@@ -68,7 +68,7 @@ def __interceptor_on_universe_change(func):
 
         # print new portfolio
         print(" - New Universe - ")
-        portfolio()
+        portfolio(True)
 
         return result
     return _intercepted
@@ -113,6 +113,9 @@ class ActiveInstrument:
     def trade(self, qty: float, price=None, tif='gtc', **options):
         return ctx.trade(self._instrument, qty, price, tif, **options)
 
+    def trade_a(self, qty: float, price=None, tif='gtc', **options):
+        return ctx.trade_async(self._instrument, qty, price, tif, **options)
+
     def signal(self, s: float, price: float | None = None, 
                stop: float | None = None,
                take: float | None = None,
@@ -174,6 +177,10 @@ def orders(instrument: Instrument | ActiveInstrument | None=None):
 def trade(instrument: Instrument | ActiveInstrument, qty: float, price=None, tif='gtc'):
     return ctx.trade(instrument if isinstance(instrument, Instrument) else instrument._instrument, qty, price, tif)
 
+
+def trade_a(instrument: Instrument | ActiveInstrument, qty: float, price=None, tif='gtc'):
+    return ctx.trade_async(instrument if isinstance(instrument, Instrument) else instrument._instrument, qty, price, tif)
+
 # - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
 def portfolio(all=True):
     from tabulate import tabulate

qubx/utils/runner/runner.py

@@ -536,7 +536,7 @@ def _create_broker(
                 enable_mm=_enable_mm,
             )
             return get_ccxt_broker(
-                exchange_name, exchange, channel, time_provider, account, data_provider, **exchange_config.params
+                exchange_name, exchange, channel, time_provider, account, data_provider, **params
             )
         case "paper":
             assert isinstance(account, SimulatedAccountProcessor)

{qubx-0.6.35.dist-info → qubx-0.6.37.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.35
+Version: 0.6.37
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.35.dist-info → qubx-0.6.37.dist-info}/RECORD

@@ -19,51 +19,51 @@ qubx/cli/misc.py,sha256=tP28QxLEzuP8R2xnt8g3JTs9Z7aYy4iVWY4g3VzKTsQ,14777
 qubx/cli/release.py,sha256=JYdNt_ZM9jarmYiRDtKqbRqqllzm2Qwi6VggokB2j8A,28167
 qubx/connectors/ccxt/__init__.py,sha256=HEQ7lM9HS8sED_zfsAHrhFT7F9E7NFGAecwZwNr-TDE,65
 qubx/connectors/ccxt/account.py,sha256=HILqsSPfor58NrlP0qYwO5lkNZzUBG-SR5Hy1OSa7_M,24308
-qubx/connectors/ccxt/broker.py,sha256=PqGQU1CfwpGtjahynzIZul2hCOpVdkqu3B03aCulpcM,15408
+qubx/connectors/ccxt/broker.py,sha256=Hg2tC3qKPYAURGro9ONzzR7QaiI41oytyKqQlpcM5Zw,16175
 qubx/connectors/ccxt/data.py,sha256=COVUh37ZdCUjiDB0a38Cj9SNSV8P95mqG2B3Gc_fQ2U,30172
 qubx/connectors/ccxt/exceptions.py,sha256=OfZc7iMdEG8uLorcZta2NuEuJrSIqi0FG7IICmwF54M,262
-qubx/connectors/ccxt/exchanges/__init__.py,sha256=eOWj-VN1ZpMX89hSzsVxdl1Knxae-29kPl_bUHbX--k,1885
+qubx/connectors/ccxt/exchanges/__init__.py,sha256=dEBkyeiGEQgfyuGVhhx4ZTRIlU9e_H1m6K2ROXRpIi8,1884
 qubx/connectors/ccxt/exchanges/binance/broker.py,sha256=BB2V82zaOm1EjP3GrsOqQQMeGpml6-w23iv7goKrjyU,2111
-qubx/connectors/ccxt/exchanges/binance/exchange.py,sha256=ywmf373kVkXXw0h1PTqi7dg_3-sb7ZYKC8Y3qTmDtsY,24561
-qubx/connectors/ccxt/exchanges/bitfinex/bitfinex.py,sha256=SoMXtcPhuPU2Bi1kAymaq9VA9vHWPNt7l40EJMehMsk,10381
+qubx/connectors/ccxt/exchanges/binance/exchange.py,sha256=qdyqiNTIVolpIwQ2g4Vrc5ibYUdS9moN7qt_UYNnezs,24794
+qubx/connectors/ccxt/exchanges/bitfinex/bitfinex.py,sha256=Q6inz-43fDrl--UsnTaDMGHWWkUlcmzbuMLMkcQDVyk,10682
 qubx/connectors/ccxt/exchanges/bitfinex/bitfinex_account.py,sha256=zrnA6GJiNddoM5JF-SlFFO4FpITDO5rGaU9ipshUvAY,1603
 qubx/connectors/ccxt/exchanges/kraken/kraken.py,sha256=RFrnvr1L1NZYoKYWR5_L8vVkpMXtY7UDkWRnHeoasDU,351
 qubx/connectors/ccxt/factory.py,sha256=T0cMSH5m6-T2LXrbZHM9uCSOYOfZf-bh1fAOXAoFhF4,3226
 qubx/connectors/ccxt/reader.py,sha256=qaZIaOZkRf3Rz31ZrEqqAv4kATk5zDlSq-LK1jziBs8,8314
-qubx/connectors/ccxt/utils.py,sha256=hin4NgFJCH8fwQMZsjnMCwtP4KiITm5xgkiBnWgzMkI,11733
-qubx/connectors/tardis/data.py,sha256=S8YjJ35_GXc3o8_VRPAM3L4GSnADPPdV46y0EgFd0NU,30919
+qubx/connectors/ccxt/utils.py,sha256=7BRmVT3hbGFbhRpJXTJ3lYX7R6VXi5aPxNYj1EjxObY,11775
+qubx/connectors/tardis/data.py,sha256=JYkU9PTxIL4m0L2bLROzKtiiJSRbk48GDR4wnrL9ENM,30945
 qubx/connectors/tardis/utils.py,sha256=epThu9DwqbDb7BgScH6fHa_FVpKUaItOqp3JwtKGc5g,9092
 qubx/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/core/account.py,sha256=4_XskMLR9Uh-rpJBDYMrceYiGMvAZw56k1ve-unIW8w,19417
 qubx/core/basics.py,sha256=PaprFa6sscrYPZfxImWOPLfVoVlu3PtcXTWbz0ZMtEk,28864
-qubx/core/context.py,sha256=R6otCA09Eqb4d0xA-HOGDAv4NjpLwJc3RzLs4QHXzg4,22316
+qubx/core/context.py,sha256=ZetAOnQ9pfUiMAFln02zJr4FePTjKaY5OSIVwaMPhnE,22822
 qubx/core/deque.py,sha256=3PsmJ5LF76JpsK4Wp5LLogyE15rKn6EDCkNOOWT6EOk,6203
-qubx/core/errors.py,sha256=kWCK6o0-mm87VUhhlGKqwTpvdDXAza7YRRjeyz-vwfI,609
+qubx/core/errors.py,sha256=LENtlgmVzxxUFNCsuy4PwyHYhkZkxuZQ2BPif8jaGmw,1411
 qubx/core/exceptions.py,sha256=11wQC3nnNLsl80zBqbE6xiKCqm31kctqo6W_gdnZkg8,581
 qubx/core/helpers.py,sha256=qzRsttt4sMYMarDWMzWvc3b2W-Qp9qAQwFiQBljAsA0,19722
 qubx/core/initializer.py,sha256=PUiD_cIjvGpuPjYyRpUjpwm3xNQ2Kipa8bAhbtxCQRo,3935
-qubx/core/interfaces.py,sha256=VKIgEhRaDj9EMf1UUcMlai2BLrw0UNPU1-2akU5q0Ng,57955
+qubx/core/interfaces.py,sha256=CzIl8tB6ImQkDcZEmhpstwHPOCY8NhZxXmBHLQUAieI,58253
 qubx/core/loggers.py,sha256=eYhJANHYwz1heeFMa5V7jYCL196wkTSvj6c-8lkPj1Y,19567
 qubx/core/lookups.py,sha256=n5ZjjEhhRvmidCB-Cubr1b0Opm6lf_QVZNEWa_BOQG0,19376
-qubx/core/metrics.py,sha256=5zdr4uBJJTVf-X2L_7dhfFZOlYNLP1_idETGoZqxdbg,57913
+qubx/core/metrics.py,sha256=Gq3Ultwn5meICfyauBUJrBS4nffSxFVH3OF6N1Y0xgo,58664
 qubx/core/mixins/__init__.py,sha256=AMCLvfNuIb1kkQl3bhCj9jIOEl2eKcVPJeyLgrkB-rk,329
 qubx/core/mixins/market.py,sha256=lBappEimPhIuI0vmUvwVlIztkYjlEjJBpP-AdpfudII,3948
 qubx/core/mixins/processing.py,sha256=dqehukrfqcLy5BeILKnkpHCvva4SbLKj1ZbQdnByu1k,24552
 qubx/core/mixins/subscription.py,sha256=V_g9wCPQ8S5SHkU-qOZ84cV5nReAUrV7DoSNAGG0LPY,10372
 qubx/core/mixins/trading.py,sha256=idfRPaqrvkfMxzu9mXr9i_xfqLee-ZAOrERxkxv6Ruo,7256
 qubx/core/mixins/universe.py,sha256=L3s2Jw46_J1iDh4622Gk_LvCjol4W7mflBwEHrLfZEw,9899
-qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=FnN1en4og23NDYguU3uOYcYa-kt6m6-kH3UrVXCniLE,978280
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=xDkkXCrX_5IEVqcTRyEEW_6yHElmh3wbdMOnWGrPqb0,978280
 qubx/core/series.pxd,sha256=jBdMwgO8J4Zrue0e_xQ5RlqTXqihpzQNu6V3ckZvvpY,3978
 qubx/core/series.pyi,sha256=RaHm_oHHiWiNUMJqVfx5FXAXniGLsHxUFOUpacn7GC0,4604
 qubx/core/series.pyx,sha256=7cM3zZThW59waHiYcZmMxvYj-HYD7Ej_l7nKA4emPjE,46477
-qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=btF3eoTRmCq9jLbwBm7ZvM4U-7W0pGUo7DXxQop3ZZs,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=dbfYcmWGKzRq-kIx0d7CPbIMobWlyFuRzl_oHxEtYgM,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
 qubx/data/composite.py,sha256=bcFJzIzR2-IfVW8Ot3cUibKS8smnmRbHipd8ztIuScs,18015
 qubx/data/helpers.py,sha256=VcXBl1kfWzAOqrjadKrP9WemGjJIB0q3xascbesErh4,16268
-qubx/data/hft.py,sha256=Y1QVg3eXDt9ZtdnrNk7xreblEa0Mc4Jrprt0dVaoOn0,32797
-qubx/data/readers.py,sha256=Y6bU4jyeRGB9mPdQwi9dD0PTuiQH-OVAY9N-6cM3HVo,62527
+qubx/data/hft.py,sha256=be7AwzTOjqqCENn0ClrZoHDyKv3SFG66IyTp8QadHlM,33687
+qubx/data/readers.py,sha256=H68n38VLMjjk8R5FW7URGLcJCh0MREKFGdMGgWCWzhU,62503
 qubx/data/registry.py,sha256=45mjy5maBSO6cf-0zfIRRDs8b0VDW7wHSPn43aRjv-o,3883
 qubx/data/tardis.py,sha256=VMw13tIIlrGZwermKvdFRSNtLUiJDGOKW4l6WuAMQSA,33747
 qubx/emitters/__init__.py,sha256=tpJ9OoW-gycTBXGJ0647tT8-dVBmq23T2wMX_kmk3nM,565
@@ -81,7 +81,7 @@ qubx/exporters/formatters/slack.py,sha256=MPjbEFh7PQufPdkg_Fwiu2tVw5zYJa977tCemo
 qubx/exporters/redis_streams.py,sha256=8Cd39kAXUYSOS6-dQMSm1PpeQ4urOGVq0oe3dAXwUEI,8924
 qubx/exporters/slack.py,sha256=wnVZRwWOKq9lMQyW0MWh_6gkW1id1TUanfOKy-_clwI,7723
 qubx/features/__init__.py,sha256=ZFCX7K5bDAH7yTsG-mf8zibW8UW8GCneEagL1_p8kDQ,385
-qubx/features/core.py,sha256=N_4a2IqjuoYzUMIQkQ3Hf6vmaZ7BtrdegzUtb5MH31Q,10487
+qubx/features/core.py,sha256=eXa1qIu-LXo40td1X4EUBFQ5jJcSTuaQIi-562bPCoM,10587
 qubx/features/orderbook.py,sha256=idmBEYDMMNBkQopHKQs_oEmQMPP9gNJpgHVmUBlXeek,1288
 qubx/features/price.py,sha256=fyjrHwHR0ftjGNXlpEx8Hjyfi3d1lBNFjsbe6qLFMqo,699
 qubx/features/trades.py,sha256=d0dhmbemOOOJcXSet6n9sBI4-LVl9-oFh6Of7cRoY-4,3582
@@ -117,7 +117,7 @@ qubx/restorers/signal.py,sha256=DBLqA7vDhoMTAzUC4N9UerrO0GbjeHdTeMoCz7U7iI8,6621
 qubx/restorers/state.py,sha256=duXyEHQhS1zdNdo3VKscMhieZ5sYNlfE4S_pPXQ1Tuw,4109
 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=lmn5jOH43-uSKHjA3wwcQP6-WHZYAzPsx3Yeo5xoOxg,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=aQuDwEXqPC-9q3Ue_oHiyIZ-ecql-PYm_FG1yFpWfbg,654440
 qubx/ta/indicators.pxd,sha256=Goo0_N0Xnju8XGo3Xs-3pyg2qr_0Nh5C-_26DK8U_IE,4224
 qubx/ta/indicators.pyi,sha256=19W0uERft49In5bf9jkJHkzJYEyE9gzudN7_DJ5Vdv8,1963
 qubx/ta/indicators.pyx,sha256=Xgpew46ZxSXsdfSEWYn3A0Q35MLsopB9n7iyCsXTufs,25969
@@ -147,15 +147,15 @@ qubx/utils/plotting/renderers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5N
 qubx/utils/plotting/renderers/plotly.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/utils/questdb.py,sha256=TdjmlGPoZXdjidZ_evcBIkFtoL4nGQXPR4IQSUc6IvA,2509
 qubx/utils/runner/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-qubx/utils/runner/_jupyter_runner.pyt,sha256=41dLQeI2EL4wJjBDht2qKbgISgS5DtmJ6XtPWE9NWGs,9243
+qubx/utils/runner/_jupyter_runner.pyt,sha256=fDj4AUs25jsdGmY9DDeSFufH1JkVhLFwy0BOmVO7nIU,9609
 qubx/utils/runner/accounts.py,sha256=mpiv6oxr5z97zWt7STYyARMhWQIpc_XFKungb_pX38U,3270
 qubx/utils/runner/configs.py,sha256=4lonQgksh4wDygsN67lIidVRIUksskWuhL25A2IZwho,3694
 qubx/utils/runner/factory.py,sha256=vQ2dBTbrQE9YH__-TvuFzGF-E1li-vt_qQum9GHa11g,11666
-qubx/utils/runner/runner.py,sha256=DWc85M5thSQsuiV9FQiowJ3VF9DbwPiG9RE5Lc-7XEk,29314
+qubx/utils/runner/runner.py,sha256=TF-nD-EH8k1U2Wkjk70eEVketU6HtWpTFmFH7vjE9Z8,29298
 qubx/utils/time.py,sha256=J0ZFGjzFL5T6GA8RPAel8hKG0sg2LZXeQ5YfDCfcMHA,10055
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-qubx-0.6.35.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
-qubx-0.6.35.dist-info/METADATA,sha256=vhl17QmSnb0raya3HhxLpxOPNDOi1YTXdQdvlpmxGH8,4492
-qubx-0.6.35.dist-info/WHEEL,sha256=XjdW4AGUgFDhpG9b3b2KPhtR_JLZvHyfemLgJJwcqOI,110
-qubx-0.6.35.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.35.dist-info/RECORD,,
+qubx-0.6.37.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.37.dist-info/METADATA,sha256=wxX0lvx6Mb2XSM4_ZHwHs9X_uq5qI3SG0t1IOyW-8TM,4492
+qubx-0.6.37.dist-info/WHEEL,sha256=XjdW4AGUgFDhpG9b3b2KPhtR_JLZvHyfemLgJJwcqOI,110
+qubx-0.6.37.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.37.dist-info/RECORD,,