Qubx 0.6.38__tar.gz → 0.6.40__tar.gz

{qubx-0.6.38 → qubx-0.6.40}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.38
+Version: 0.6.40
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.38 → qubx-0.6.40}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.6.38"
+version = "0.6.40"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"

{qubx-0.6.38 → qubx-0.6.40}/src/qubx/cli/deploy.py

@@ -182,6 +182,29 @@ def setup_poetry_environment(output_dir: str) -> bool:
         return False
 
 
+def create_strategy_runners(output_dir: str):
+    """
+    Creates a strategy runner script in the output_dir
+    """
+    import sys
+
+    if sys.platform == "win32":
+        _pfx = ""
+        _f_name = os.path.join(output_dir, "run_paper.bat")
+    else:
+        _pfx = "#!/bin/bash\n"
+        _f_name = os.path.join(output_dir, "run_paper.sh")
+
+    logger.info(f"Creating strategy paper runner script: {_f_name}")
+
+    try:
+        with open(_f_name, "w") as f:
+            f.write(f"{_pfx}poetry run qubx run config.yml --paper -j")
+        os.chmod(_f_name, 0o755)
+    except Exception as e:
+        logger.error(f"Failed to create strategy paper runner script: {e}")
+
+
 def deploy_strategy(zip_file: str, output_dir: str | None, force: bool) -> bool:
     """
     Deploys a strategy from a zip file created by the release command.
@@ -222,9 +245,10 @@ def deploy_strategy(zip_file: str, output_dir: str | None, force: bool) -> bool:
     if not setup_poetry_environment(resolved_output_dir):
         return False
 
+    # Create the strategy runners
+    create_strategy_runners(resolved_output_dir)
+
     # Success messages
     logger.info(f"Strategy deployed successfully to {resolved_output_dir}")
-    logger.info(
-        f"To run the strategy (paper mode): <cyan>cd {resolved_output_dir} && poetry run qubx run config.yml --paper</cyan>"
-    )
+    logger.info(f" -> To run the strategy (in paper mode): <cyan>cd {resolved_output_dir} && ./run_paper.sh</cyan>")
     return True

{qubx-0.6.38 → qubx-0.6.40}/src/qubx/core/metrics.py

@@ -884,7 +884,7 @@ class TradingSessionResult:
         _perf = info.pop("performance", None)
         info["instruments"] = info.pop("symbols")
         # - fix for old versions
-        _exch = info.pop("exchange")
+        _exch = info.pop("exchange") if "exchange" in info else info.pop("exchanges")
         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

{qubx-0.6.38 → qubx-0.6.40}/src/qubx/utils/runner/configs.py

@@ -121,7 +121,8 @@ def load_strategy_config_from_yaml(path: Path | str, key: str | None = None) ->
 class StrategySimulationConfig(BaseModel):
     strategy: str | list[str]
     parameters: dict = Field(default_factory=dict)
-    data: dict = Field(default_factory=dict)
+    data: list[TypedReaderConfig] = Field(default_factory=list)
+    aux: ReaderConfig | None = None
     simulation: dict = Field(default_factory=dict)
     description: str | list[str] | None = None
     variate: dict = Field(default_factory=dict)

{qubx-0.6.38 → qubx-0.6.40}/src/qubx/utils/runner/factory.py

@@ -12,7 +12,7 @@ from qubx.data.composite import CompositeReader
 from qubx.data.readers import DataReader
 from qubx.emitters.composite import CompositeMetricEmitter
 from qubx.utils.misc import class_import
-from qubx.utils.runner.configs import EmissionConfig, ExporterConfig, NotifierConfig, ReaderConfig, WarmupConfig
+from qubx.utils.runner.configs import EmissionConfig, ExporterConfig, NotifierConfig, ReaderConfig, TypedReaderConfig
 
 
 def resolve_env_vars(value: str | Any) -> str | Any:
@@ -118,27 +118,27 @@ def create_metric_emitters(emission_config: EmissionConfig, strategy_name: str)
         return CompositeMetricEmitter(emitters, stats_interval=stats_interval)
 
 
-def create_data_type_readers(warmup: WarmupConfig | None) -> dict[str, DataReader]:
+def create_data_type_readers(readers_configs: list[TypedReaderConfig] | None) -> dict[str, DataReader]:
     """
-    Create a dictionary mapping data types to readers based on the warmup configuration.
+    Create a dictionary mapping data types to readers based on the readers list.
 
     This function ensures that identical reader configurations are only instantiated once,
     and multiple data types can share the same reader instance if they have identical configurations.
 
     Args:
-        warmup: The warmup configuration containing reader definitions.
+        readers_configs: The readers list containing reader definitions.
 
     Returns:
         A dictionary mapping data types to reader instances.
     """
-    if warmup is None:
+    if readers_configs is None:
         return {}
 
     # First, create unique readers to avoid duplicate instantiation
     unique_readers = {}  # Maps reader config hash to reader instance
     data_type_to_reader = {}  # Maps data type to reader instance
 
-    for typed_reader_config in warmup.readers:
+    for typed_reader_config in readers_configs:
         data_types = typed_reader_config.data_type
         if isinstance(data_types, str):
             data_types = [data_types]

{qubx-0.6.38 → qubx-0.6.40}/src/qubx/utils/runner/runner.py

@@ -49,7 +49,7 @@ from qubx.loggers import create_logs_writer
 from qubx.restarts.state_resolvers import StateResolver
 from qubx.restarts.time_finders import TimeFinder
 from qubx.restorers import create_state_restorer
-from qubx.utils.misc import class_import, makedirs, red
+from qubx.utils.misc import class_import, green, makedirs, red
 from qubx.utils.runner.configs import (
     ExchangeConfig,
     LoggingConfig,
@@ -533,9 +533,7 @@ def _create_broker(
                 secret=creds.secret,
                 enable_mm=_enable_mm,
             )
-            return get_ccxt_broker(
-                exchange_name, exchange, channel, time_provider, account, data_provider, **params
-            )
+            return get_ccxt_broker(exchange_name, exchange, channel, time_provider, account, data_provider, **params)
         case "paper":
             assert isinstance(account, SimulatedAccountProcessor)
             return SimulatedBroker(channel=channel, account=account, simulated_exchange=account._exchange)
@@ -597,7 +595,7 @@ def _run_warmup(
     logger.info(f"<yellow>Warmup start time: {warmup_start_time}</yellow>")
 
     # - construct warmup readers
-    data_type_to_reader = create_data_type_readers(warmup)
+    data_type_to_reader = create_data_type_readers(warmup.readers) if warmup else {}
 
     if not data_type_to_reader:
         logger.warning("<yellow>No readers were created for warmup</yellow>")
@@ -745,10 +743,8 @@ def simulate_strategy(
         experiments = {simulation_name: strategy}
         _n_jobs = 1
 
-    data_i = {}
-
-    for k, v in cfg.data.items():
-        data_i[k] = eval(v)
+    # - resolve data readers
+    data_i = create_data_type_readers(cfg.data) if cfg.data else {}
 
     sim_params = cfg.simulation
     for mp in ["instruments", "capital", "commissions", "start", "stop"]:
@@ -764,18 +760,13 @@ def simulate_strategy(
         logger.info(f"Stop date set to {stop}")
 
     # - check for aux_data parameter
-    if "aux_data" in sim_params:
-        aux_data = sim_params.pop("aux_data")
-        if aux_data is not None:
-            try:
-                sim_params["aux_data"] = eval(aux_data)
-            except Exception as e:
-                raise ValueError(f"Invalid aux_data parameter: {aux_data}") from e
+    if cfg.aux is not None:
+        sim_params["aux_data"] = construct_reader(cfg.aux)
 
     # - run simulation
     print(f" > Run simulation for [{red(simulation_name)}] ::: {sim_params['start']} - {sim_params['stop']}")
     sim_params["n_jobs"] = sim_params.get("n_jobs", _n_jobs)
-    test_res = simulate(experiments, data=data_i, **sim_params)
+    test_res = simulate(experiments, data=data_i, **sim_params)  # type: ignore
 
     _where_to_save = save_path if save_path is not None else Path("results/")
     s_path = Path(makedirs(str(_where_to_save))) / simulation_name
@@ -791,13 +782,13 @@ def simulate_strategy(
     if len(test_res) > 1:
         # - TODO: think how to deal with variations !
         s_path = s_path / f"variations.{_v_id}"
-        print(f" > Saving variations results to <g>{s_path}</g> ...")
+        print(f" > Saving variations results to {green(s_path)} ...")
         for k, t in enumerate(test_res):
             # - set variation name
             t.variation_name = f"{simulation_name}.{_v_id}"
             t.to_file(str(s_path), description=_descr, suffix=f".{k}", attachments=[str(config_file)])
     else:
-        print(f" > Saving simulation results to <g>{s_path}</g> ...")
+        print(f" > Saving simulation results to {green(s_path)} ...")
         test_res[0].to_file(str(s_path), description=_descr, attachments=[str(config_file)])
 
     return test_res