Qubx 0.6.41__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.42__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/exporters/formatters/incremental.py

@@ -13,7 +13,12 @@ class IncrementalFormatter(DefaultFormatter):
     based on leverage changes.
     """
 
-    def __init__(self, alert_name: str, exchange_mapping: Optional[Dict[str, str]] = None):
+    def __init__(
+            self, 
+            alert_name: str, 
+            exchange_mapping: Optional[Dict[str, str]] = None,
+            account: Optional[IAccountViewer] = None
+    ):
         """
         Initialize the IncrementalFormatter.
 
@@ -21,12 +26,16 @@ class IncrementalFormatter(DefaultFormatter):
             alert_name: The name of the alert to include in the messages
             exchange_mapping: Optional mapping of exchange names to use in messages.
                              If an exchange is not in the mapping, the instrument's exchange is used.
+            account: The account viewer to get account information like total capital, leverage, etc.
         """
         super().__init__()
         self.alert_name = alert_name
         self.exchange_mapping = exchange_mapping or {}
         self.instrument_leverages: Dict[Instrument, float] = {}
 
+        if account:
+            self.instrument_leverages = dict(account.get_leverages())
+
     def format_position_change(
         self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer
     ) -> dict[str, Any]:

qubx/exporters/redis_streams.py

@@ -36,6 +36,7 @@ class RedisStreamsExporter(ITradeDataExport):
         max_stream_length: int = 1000,
         formatter: Optional[IExportFormatter] = None,
         max_workers: int = 2,
+        account: Optional[IAccountViewer] = None,
     ):
         """
         Initialize the Redis Streams Exporter.
@@ -52,6 +53,7 @@ class RedisStreamsExporter(ITradeDataExport):
             max_stream_length: Maximum length of each stream
             formatter: Formatter to use for formatting data (default: DefaultFormatter)
             max_workers: Maximum number of worker threads for Redis operations
+            account: Optional account viewer to get account information like total capital, leverage, etc.
         """
         self._redis = redis.from_url(redis_url)
         self._strategy_name = strategy_name
@@ -71,6 +73,9 @@ class RedisStreamsExporter(ITradeDataExport):
 
         self._executor = ThreadPoolExecutor(max_workers=max_workers, thread_name_prefix="redis_exporter")
 
+        if account:
+            self._instrument_to_previous_leverage = dict(account.get_leverages())
+
         logger.info(
             f"[RedisStreamsExporter] Initialized for strategy '{strategy_name}' with "
             f"signals: {export_signals}, targets: {export_targets}, position_changes: {export_position_changes}"
@@ -201,6 +206,7 @@ class RedisStreamsExporter(ITradeDataExport):
 
         previous_leverage = self._instrument_to_previous_leverage.get(instrument, 0.0)
         new_leverage = account.get_leverage(instrument)
+        self._instrument_to_previous_leverage[instrument] = new_leverage
 
         try:
             # Format the leverage change using the formatter

qubx/utils/runner/factory.py

@@ -4,10 +4,10 @@ Factory functions for creating various components used in strategy running and s
 
 import inspect
 import os
-from typing import Any
+from typing import Any, Optional
 
 from qubx import logger
-from qubx.core.interfaces import IMetricEmitter, IStrategyLifecycleNotifier, ITradeDataExport
+from qubx.core.interfaces import IAccountViewer, IMetricEmitter, IStrategyLifecycleNotifier, ITradeDataExport
 from qubx.data.composite import CompositeReader
 from qubx.data.readers import DataReader
 from qubx.emitters.composite import CompositeMetricEmitter
@@ -180,7 +180,11 @@ def create_data_type_readers(readers_configs: list[TypedReaderConfig] | None) ->
     return data_type_to_reader
 
 
-def create_exporters(exporters: list[ExporterConfig] | None, strategy_name: str) -> ITradeDataExport | None:
+def create_exporters(
+        exporters: list[ExporterConfig] | None, 
+        strategy_name: str,
+        account: Optional[IAccountViewer] = None,
+) -> ITradeDataExport | None:
     """
     Create exporters from the configuration.
 
@@ -218,6 +222,9 @@ def create_exporters(exporters: list[ExporterConfig] | None, strategy_name: str)
                     for fmt_key, fmt_value in formatter_args.items():
                         formatter_args[fmt_key] = resolve_env_vars(fmt_value)
 
+                    if account and "account" not in formatter_args:
+                        formatter_args["account"] = account
+
                     if formatter_class_name:
                         if "." not in formatter_class_name:
                             formatter_class_name = f"qubx.exporters.formatters.{formatter_class_name}"
@@ -229,6 +236,8 @@ def create_exporters(exporters: list[ExporterConfig] | None, strategy_name: str)
             # Add strategy_name if the exporter requires it and it's not already provided
             if "strategy_name" in inspect.signature(exporter_class).parameters and "strategy_name" not in params:
                 params["strategy_name"] = strategy_name
+            if account and "account" not in params:
+                params["account"] = account
 
             # Create the exporter instance
             exporter = exporter_class(**params)

qubx/utils/runner/runner.py

@@ -261,9 +261,6 @@ def create_strategy_context(
 
     _aux_reader = construct_reader(config.aux) if config.aux else None
 
-    # Create exporters if configured
-    _exporter = create_exporters(config.exporters, stg_name)
-
     # Create metric emitters
     _metric_emitter = create_metric_emitters(config.emission, stg_name) if config.emission else None
 
@@ -335,6 +332,9 @@ def create_strategy_context(
     )
     _initializer = BasicStrategyInitializer(simulation=_exchange_to_data_provider[exchanges[0]].is_simulation)
 
+    # Create exporters if configured
+    _exporter = create_exporters(config.exporters, stg_name, _account)
+
     logger.info(f"- Strategy: <blue>{stg_name}</blue>\n- Mode: {_run_mode}\n- Parameters: {config.parameters}")
     ctx = StrategyContext(
         strategy=_strategy_class,  # type: ignore

{qubx-0.6.41.dist-info → qubx-0.6.42.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.41
+Version: 0.6.42
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.41.dist-info → qubx-0.6.42.dist-info}/RECORD

@@ -52,11 +52,11 @@ qubx/core/mixins/processing.py,sha256=cmjD0PcQv3gFP6oILfNgdNgw7Tez0fUZu_nFn6680V
 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=kaqGuSydE041VcwqUyHpIybK27yE1g-INOtDP1zfI8Q,978280
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=8DijkxPrz0lEvZCp81RfOj5oaxVt_0YTq0ihU5UtIVs,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=LWgrhKGrBQ7wFwPPHwZgjqPZxcRLzq81z0x3B1iiBE0,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=pP6PczrIK0qymrZDt2sywmhnkhCZqyPpzxT_4680uFU,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
@@ -76,9 +76,9 @@ qubx/exporters/__init__.py,sha256=7HeYHCZfKAaBVAByx9wE8DyGv6C55oeED9uUphcyjuc,36
 qubx/exporters/composite.py,sha256=c45XcMC0dsIDwOyOxxCuiyYQjUNhqPjptAulbaSqttU,2973
 qubx/exporters/formatters/__init__.py,sha256=La9rMsl3wyplza0xVyAFrUwhFyrGDIMJWmOB_boJyIg,488
 qubx/exporters/formatters/base.py,sha256=j381c-JgjUnUHJF7k1J1MPeHB0sFDC9xNcFt2jZNhNY,5671
-qubx/exporters/formatters/incremental.py,sha256=tzjD4eWzane_MqCI_s9EFMy4ZurLwWqpL0Uaitv-wS4,4918
+qubx/exporters/formatters/incremental.py,sha256=06r7LId5LoZD5VY7V0VQE4q3h2t4VxlP2SgF8j3xua0,5209
 qubx/exporters/formatters/slack.py,sha256=MPjbEFh7PQufPdkg_Fwiu2tVw5zYJa977tCemoI790Y,7017
-qubx/exporters/redis_streams.py,sha256=8Cd39kAXUYSOS6-dQMSm1PpeQ4urOGVq0oe3dAXwUEI,8924
+qubx/exporters/redis_streams.py,sha256=ywbZrrqJDbMmV4QIW_XHBFh8NZu8gbOb47P3WH6UXIk,9257
 qubx/exporters/slack.py,sha256=wnVZRwWOKq9lMQyW0MWh_6gkW1id1TUanfOKy-_clwI,7723
 qubx/features/__init__.py,sha256=ZFCX7K5bDAH7yTsG-mf8zibW8UW8GCneEagL1_p8kDQ,385
 qubx/features/core.py,sha256=eXa1qIu-LXo40td1X4EUBFQ5jJcSTuaQIi-562bPCoM,10587
@@ -123,7 +123,7 @@ qubx/restorers/signal.py,sha256=9TAaJOEKPjZXuciFFVn6Z8a-Z8CfVSjRGFRcwEgbPLY,1074
 qubx/restorers/state.py,sha256=dLaVnUwRCNRkUqbYyi0RfZs3Q3AdglkI_qTtQ8GDD5Y,7289
 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=CCvVqxcz64fK-Am57qTJzknn3CNYY-8PFEHlRgj7RTI,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=NK4SU3DKjt9hjTM0N2_8zuGDYH8lZiLEMtOL3c4saog,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
@@ -156,12 +156,12 @@ qubx/utils/runner/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU
 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=nxIelzfHtv7GagkEHBJ6mRm_30jmBa6pSPujL-k0uqo,3749
-qubx/utils/runner/factory.py,sha256=Mh_soHKci7Xj5uYI3vhxzXkrPUm2Z-Cq3PGC6w3KCUY,14620
-qubx/utils/runner/runner.py,sha256=egv4OtPwEIwG0-Ia3ai9E9MYQIaslZLyoT4tL1FxQcY,28891
+qubx/utils/runner/factory.py,sha256=8IxKvsEL0opx5OlO4XEQgAlmu05sgxXxkY4G2MQdLbg,14941
+qubx/utils/runner/runner.py,sha256=DhICMOfgE0i7VEC7pNMSEzIyZbb-TbOa6FbR1obZpyc,28901
 qubx/utils/time.py,sha256=J0ZFGjzFL5T6GA8RPAel8hKG0sg2LZXeQ5YfDCfcMHA,10055
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-qubx-0.6.41.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
-qubx-0.6.41.dist-info/METADATA,sha256=TdDDd1n1SALzg1jwDaAG153aD7-MqDAJh40T--FQ-4c,4492
-qubx-0.6.41.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
-qubx-0.6.41.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.41.dist-info/RECORD,,
+qubx-0.6.42.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.42.dist-info/METADATA,sha256=IimoSRSYNj-wJp_LKP7T4Gr0OVu_9Wuxo7Pm2unbjp4,4492
+qubx-0.6.42.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
+qubx-0.6.42.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.42.dist-info/RECORD,,