Qubx 0.6.42__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.44__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/backtester/utils.py

@@ -218,7 +218,7 @@ def find_instruments_and_exchanges(
     exchange: ExchangeName_t | None,
 ) -> tuple[list[Instrument], list[ExchangeName_t]]:
     _instrs: list[Instrument] = []
-    _exchanges = [] if exchange is None else [exchange.lower()]
+    _exchanges = [] if exchange is None else [exchange]
     for i in instruments:
         match i:
             case str():

qubx/core/lookups.py

@@ -283,13 +283,14 @@ class InstrumentsLookup:
             query_exchanges=query_exchanges,
         )
 
+    #todo: temporaty disabled ccxt call to exchange, due to conectivity issues. Revert for bitfinex live usage
     def _update_bitfinex(self, path: str, query_exchanges: bool = False):
         self._ccxt_update(
             path,
             "bitfinex.f",
             {"bitfinex.f": "bitfinex"},
             keep_types=[MarketType.SWAP],
-            query_exchanges=query_exchanges,
+            query_exchanges=False,
         )
 
     def _update_bitmex(self, path: str, query_exchanges: bool = False):

qubx/core/metrics.py

@@ -1406,8 +1406,8 @@ def chart_signals(
         if show_leverage:
             leverage = calculate_leverage(portfolio, result.capital, start, symbol)
             indicators["Leverage"] = ["area", "cyan", leverage]
-        symbol_count = len(portfolio.filter(like="_PnL").columns)
-        pnl = portfolio.filter(regex=f"{symbol}_PnL").cumsum() + result.capital / symbol_count
+        # symbol_count = len(portfolio.filter(like="_PnL").columns)
+        pnl = portfolio.filter(regex=f"{symbol}_PnL").cumsum() + result.capital  # / symbol_count
         pnl = pnl.loc[start:]
         if apply_commissions:
             comm = portfolio.filter(regex=f"{symbol}_Commissions").loc[start:].cumsum()

qubx/core/mixins/universe.py

@@ -109,6 +109,8 @@ class UniverseManager(IUniverseManager):
                 if self._has_position(instr):
                     self._removal_queue[instr] = (if_has_position_then, skip_callback)
                     to_keep.append(instr)
+                else: 
+                    to_remove.append(instr)
         return to_remove, to_keep
 
     def __cleanup_removal_queue(self, instruments: list[Instrument]):

qubx/pandaz/ta.py

@@ -633,6 +633,17 @@ def rolling_std_with_mean(x: pd.Series, mean: float | pd.Series, window: int):
     return np.sqrt((((x - mean) ** 2).rolling(window=window).sum() / (window - 1)))
 
 
+def rolling_zscore(x: pd.Series, window: int):
+    """
+    Calculates rolling z-score for data from x
+    :param x: series data
+    :param window: window
+    :return: rolling z-score
+    """
+    r = x.rolling(window=window)
+    return (x - r.mean()) / r.std(ddof=0)
+
+
 def bollinger(x: pd.Series, window=14, nstd=2, mean="sma") -> pd.DataFrame:
     """
     Bollinger Bands indicator
@@ -1326,11 +1337,11 @@ def rolling_rank(x, period, pctls=(25, 50, 75)):
         raise ValueError(f"Period {period} exceeds number of data records {len(x)} ")
 
     if isinstance(x, pd.DataFrame):
-        z = pd.DataFrame.from_dict({c: rolling_rank(s, period, pctls) for c, s in x.iteritems()})
+        z = pd.DataFrame.from_dict({c: rolling_rank(s, period, pctls) for c, s in x.items()})
     elif isinstance(x, pd.Series):
-        z = pd.Series(_rolling_rank(x.values, period, pctls), x.index, name=x.name)
+        z = pd.Series(_rolling_rank(np.ascontiguousarray(x.values), period, pctls), x.index, name=x.name)
     else:
-        z = _rolling_rank(x.values, period, pctls)
+        z = _rolling_rank(np.ascontiguousarray(x), period, pctls)
     return z
 
 
@@ -1532,6 +1543,7 @@ def choppiness(
     volatility_estimator="t",
     volume_adjusting=False,
     identification="strong",
+    with_raw_indicator=False,
 ) -> pd.Series:
     """
     Calculate market choppiness index using volatility-based formula.
@@ -1566,7 +1578,8 @@ def choppiness(
                     0 when exiting trending regime (crossing above lower threshold)
         - 'weak': Binary classification focused on choppiness - returns 1 when entering choppy regime (crossing above upper threshold),
                  0 when entering trending regime (crossing below lower threshold)
-
+    with_raw_indicator : bool, default False
+        If True, returns the raw indicator value instead of the classification
     Returns
     -------
     pd.Series
@@ -1619,7 +1632,7 @@ def choppiness(
     # f0[(ci < lower) & (ci.shift(1) >= lower)] = 0
     # return f0.ffill().fillna(0)
 
-    return f0.ffill().fillna(0)
+    return f0.ffill().fillna(0) if not with_raw_indicator else ci
 
 
 @njit

qubx/pandaz/utils.py

@@ -590,9 +590,11 @@ class OhlcDict(dict):
         print(str(d))
     """
 
+    _orig: dict[str, pd.DataFrame | pd.Series | OHLCV]
     _fields: Set[str]
 
     def __init__(self, orig: dict[str, pd.DataFrame | pd.Series | OHLCV]):
+        self._orig = orig
         _o_copy = {}
         _lst = []
         if isinstance(orig, dict):
@@ -639,3 +641,16 @@ class OhlcDict(dict):
 
     def __repr__(self) -> str:
         return self.display(3, 3)
+
+    def __reduce__(self):
+        """
+        For joblib Parallel compatibility - defines how to pickle the object
+        """
+        # Return the class, constructor arguments, and additional state
+        data = {k: v for k, v in self.items()}
+        return (self.__class__, (data,), {"_orig": self._orig})
+
+    def __setstate__(self, state):
+        """Restore object from pickle state"""
+        # Recreate the object using the constructor
+        self.__init__(state["_orig"])

qubx/restorers/balance.py

@@ -8,6 +8,7 @@ from various sources.
 import os
 from pathlib import Path
 from pymongo import MongoClient
+from datetime import datetime, timedelta
 
 import pandas as pd
 
@@ -152,13 +153,16 @@ class MongoDBBalanceRestorer(IBalanceRestorer):
             Example: {'USDT': AssetBalance(total=100000.0, locked=0.0)}
         """
         try:
-            match_query = {
+            now = datetime.utcnow()
+            lookup_range = now - timedelta(days=7)
+            base_match = {
                 "log_type": "balance",
                 "strategy_name": self.strategy_name,
+                "timestamp": {"$gte": lookup_range}
             }
 
             latest_run_doc = (
-                self.collection.find(match_query, {"run_id": 1, "timestamp": 1})
+                self.collection.find(base_match, {"run_id": 1, "timestamp": 1})
                 .sort("timestamp", -1)
                 .limit(1)
             )
@@ -172,23 +176,34 @@ class MongoDBBalanceRestorer(IBalanceRestorer):
 
             logger.info(f"Restoring balances from MongoDB for run_id: {latest_run_id}")
 
-            query = {**match_query, "run_id": latest_run_id}
-            logs = self.collection.find(query).sort("timestamp", 1)
-
-            balances = {}
-
-            for log in logs:
+            pipeline = [
+                {"$match": {**base_match, "run_id": latest_run_id}},
+                {"$sort": {"timestamp": -1}},
+                {
+                    "$group": {
+                        "_id": "$currency",
+                        "doc": {"$first": "$$ROOT"}
+                    }
+                }
+            ]
+
+            cursor = self.collection.aggregate(pipeline)
+            balances: dict[str, AssetBalance] = {}
+
+            for entry in cursor:
+                log = entry["doc"]
                 currency = log.get("currency")
-                if currency:
-                    total = log.get("total", 0.0)
-                    locked = log.get("locked", 0.0)
-
-                    balance = AssetBalance(
-                        total=total,
-                        locked=locked,
-                    )
-                    balance.free = total - locked
-                    balances[currency] = balance
+                if not currency:
+                    continue
+                total = log.get("total", 0.0)
+                locked = log.get("locked", 0.0)
+
+                balance = AssetBalance(
+                    total=total,
+                    locked=locked,
+                )
+                balance.free = total - locked
+                balances[currency] = balance
 
             return balances
         except Exception as e:

qubx/restorers/position.py

@@ -8,6 +8,7 @@ for restoring positions from various sources.
 import os
 from pathlib import Path
 from pymongo import MongoClient
+from datetime import datetime, timedelta
 
 import pandas as pd
 
@@ -168,13 +169,17 @@ class MongoDBPositionRestorer(IPositionRestorer):
             A dictionary mapping instruments to positions.
         """
         try:
-            match_query = {
+            now = datetime.utcnow()
+            lookup_range = now - timedelta(days=7)
+
+            base_match = {
                 "log_type": "positions",
                 "strategy_name": self.strategy_name,
+                "timestamp": {"$gte": lookup_range}
             }
 
             latest_run_doc = (
-                self.collection.find(match_query, {"run_id": 1, "timestamp": 1})
+                self.collection.find(base_match, {"run_id": 1, "timestamp": 1})
                 .sort("timestamp", -1)
                 .limit(1)
             )
@@ -188,20 +193,34 @@ class MongoDBPositionRestorer(IPositionRestorer):
 
             logger.info(f"Restoring positions from MongoDB for run_id: {latest_run_id}")
 
-            query = {**match_query, "run_id": latest_run_id}
-            logs = self.collection.find(query).sort("timestamp", 1)
-
-            positions = {}
-            seen_keys = set()
-
-            for log in logs:
-                key = (log.get("symbol"), log.get("exchange"), log.get("market_type"))
-                if None in key or key in seen_keys:
+            pipeline = [
+                {"$match": {**base_match, "run_id": latest_run_id}},
+                {"$sort": {"timestamp": -1}},
+                {
+                    "$group": {
+                        "_id": {
+                            "symbol":   "$symbol",
+                            "exchange": "$exchange",
+                            "market_type": "$market_type"
+                        },
+                        "doc": {"$first": "$$ROOT"}
+                    }
+                }
+            ]
+
+            cursor = self.collection.aggregate(pipeline)
+
+            positions: dict[Instrument, Position] = {}
+
+            for entry in cursor:
+                log = entry["doc"]
+
+                symbol = log.get("symbol")
+                exchange = log.get("exchange")
+                market_type = log.get("market_type")
+
+                if not (symbol and exchange and market_type):
                     continue
-                seen_keys.add(key)
-
-                symbol = log["symbol"]
-                exchange = log["exchange"]
 
                 instrument = lookup.find_symbol(exchange, symbol)
                 if instrument is None:

qubx/restorers/signal.py

@@ -208,13 +208,16 @@ class MongoDBSignalRestorer(ISignalRestorer):
             A dictionary mapping instruments to lists of signals.
         """
         try:
-            match_query = {
+            now = datetime.utcnow()
+            lookup_range = now - timedelta(days=30)
+            base_match = {
                 "log_type": "signals",
                 "strategy_name": self.strategy_name,
+                "timestamp": {"$gte": lookup_range}
             }
 
             latest_run_doc = (
-                self.collection.find(match_query, {"run_id": 1, "timestamp": 1})
+                self.collection.find(base_match, {"run_id": 1, "timestamp": 1})
                 .sort("timestamp", -1)
                 .limit(1)
             )
@@ -228,12 +231,33 @@ class MongoDBSignalRestorer(ISignalRestorer):
 
             logger.info(f"Restoring signals from MongoDB for run_id: {latest_run_id}")
 
-            query = {**match_query, "run_id": latest_run_id}
-            logs = self.collection.find(query).sort("timestamp", 1)
-
+            pipeline = [
+                {"$match": {"log_type": "signals", "strategy_name": self.strategy_name, "run_id": latest_run_id}},
+                {"$sort": {"timestamp": -1}},
+                {
+                    "$group": {
+                        "_id": {
+                            "symbol": "$symbol",
+                            "exchange": "$exchange",
+                            "market_type": "$market_type",
+                        },
+                        "signals": {"$push": "$$ROOT"}
+                    }
+                },
+                {
+                    "$project": {
+                        "signals": {"$slice": ["$signals", 20]}
+                    }
+                },
+                {"$unwind": "$signals"}
+            ]
+
+            cursor = self.collection.aggregate(pipeline)
+            
             result: dict[Instrument, list[TargetPosition]] = {}
 
-            for log in logs:
+            for entry in cursor:
+                log = entry["signals"]
                 try:
                     instrument = lookup.find_symbol(log["exchange"], log["symbol"])
                     if instrument is None:
@@ -281,7 +305,6 @@ class MongoDBSignalRestorer(ISignalRestorer):
                     )
 
                     result.setdefault(instrument, []).append(target_position)
-
                 except Exception as e:
                     logger.exception(f"Failed to process signal document: {e}")
 

{qubx-0.6.42.dist-info → qubx-0.6.44.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.42
+Version: 0.6.44
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.42.dist-info → qubx-0.6.44.dist-info}/RECORD

@@ -11,7 +11,7 @@ qubx/backtester/runner.py,sha256=TnNM0t8PgBE_gnCOZZTIOc28a3RqtXmp2Xj4Gq5j6bo,205
 qubx/backtester/simulated_data.py,sha256=niujaMRj__jf4IyzCZrSBR5ZoH1VUbvsZHSewHftdmI,17240
 qubx/backtester/simulated_exchange.py,sha256=Xg0yv21gq4q9CeCeZoupcenNEBORrxpb93ONZEGL2xk,8076
 qubx/backtester/simulator.py,sha256=cSbW42X-YlAutZlOQ3Y4mAJWXr_1WomYprtWZVMe3Uk,9225
-qubx/backtester/utils.py,sha256=nHrgKcIkyp5gz8wrPwMp1fRItUtQfvOPjxZhcaCwN-o,32729
+qubx/backtester/utils.py,sha256=dDaS7Wrc_xZXWuAqKDql7L3NRMvUkTxpuuAwS0SYA1c,32721
 qubx/cli/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/cli/commands.py,sha256=EwGqbNvY5VRCEO9T1w0GgqtcEvPFYMW96KzC-FPUvDM,7259
 qubx/cli/deploy.py,sha256=pQ9FPOsywDyy8jOjLfrgYTTkKQ-MCixCzbgsG68Q3_0,8319
@@ -44,19 +44,19 @@ qubx/core/helpers.py,sha256=m7JrZaBckXHb4zjhKpdCbxFe3kfda-SCNLfagyq7Ve4,19158
 qubx/core/initializer.py,sha256=PUiD_cIjvGpuPjYyRpUjpwm3xNQ2Kipa8bAhbtxCQRo,3935
 qubx/core/interfaces.py,sha256=CzIl8tB6ImQkDcZEmhpstwHPOCY8NhZxXmBHLQUAieI,58253
 qubx/core/loggers.py,sha256=0g33jfipGFShSMrXBoYVzL0GfTzI36mwBJqHNUHmhdo,13342
-qubx/core/lookups.py,sha256=n5ZjjEhhRvmidCB-Cubr1b0Opm6lf_QVZNEWa_BOQG0,19376
-qubx/core/metrics.py,sha256=IUTVDfO7HW68GGoLsj6kkLz8ueg-bnXRiWflIts8K_w,60264
+qubx/core/lookups.py,sha256=aEuyZqd_N4cQ-oHz3coEHcdX9Yb0cP5-NwDuj-DQyNk,19477
+qubx/core/metrics.py,sha256=74xIecCvlxVXl0gy0JvgjJ2X5gg-RMmVZw9hQikkHE0,60269
 qubx/core/mixins/__init__.py,sha256=AMCLvfNuIb1kkQl3bhCj9jIOEl2eKcVPJeyLgrkB-rk,329
 qubx/core/mixins/market.py,sha256=lBappEimPhIuI0vmUvwVlIztkYjlEjJBpP-AdpfudII,3948
 qubx/core/mixins/processing.py,sha256=cmjD0PcQv3gFP6oILfNgdNgw7Tez0fUZu_nFn6680VI,24979
 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=8DijkxPrz0lEvZCp81RfOj5oaxVt_0YTq0ihU5UtIVs,978280
+qubx/core/mixins/universe.py,sha256=kMhBvGzkRBhuJJKr0Ld8w_BLHBuVIqCVwFGo9myWzT8,9966
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=xWa2_qK_4NXxeIalUfHU1WJ-ljqymSPu6nAvrESHWY8,978280
 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=pP6PczrIK0qymrZDt2sywmhnkhCZqyPpzxT_4680uFU,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=YgNN7gV7PQUp0JTVt0452U2j-bjjCw8PMEHypG1QLxo,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
@@ -101,8 +101,8 @@ qubx/notifications/composite.py,sha256=fa-rvHEn6k-Fma5N7cT-7Sk7hzVyB0KDs2ktDyoyL
 qubx/notifications/slack.py,sha256=FZ0zfTA-zRHOsOsIVBtM7mkt4m-adiuiV5yrwliS9RM,7976
 qubx/notifications/throttler.py,sha256=8jnymPQbrgtN1rD7REQa2sA9teSWTqkk_uT9oaknOyc,5618
 qubx/pandaz/__init__.py,sha256=6BYz6gSgxjNa7WP1XqWflYG7WIq1ppSD9h1XGR5M5YQ,682
-qubx/pandaz/ta.py,sha256=SjK3jORf6Q3XYBwTixXnjK5elbzdvT14WR2OJdQXo20,91666
-qubx/pandaz/utils.py,sha256=f7airZjUKHkhKICL0HF_R9Vvcswdgef7Yr35Xb_Ppzs,23407
+qubx/pandaz/ta.py,sha256=sIX9YxxB2S2nWU4vnS4rXFuEI5WSY76Ky1TFwf9RhMw,92154
+qubx/pandaz/utils.py,sha256=rg28KfcbWw4NelaI196OiAq0VM6DsszO5nrGSDPQFWk,23972
 qubx/resources/_build.py,sha256=XE7XNuDqfXPc2OriLobKXmPMvwa7Z8AKAD-18fnf0e4,8802
 qubx/resources/instruments/symbols-binance.cm.json,sha256=rNI3phNeeRY95_IE7_0Um9d5U4jUtEijZQ_PaYg5cdw,25127
 qubx/resources/instruments/symbols-binance.json,sha256=Qx_XckgsWNhmmV8_t5DpG0AeGkuTyt1uiif2EeeBDIg,939678
@@ -115,15 +115,15 @@ qubx/restarts/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/restarts/state_resolvers.py,sha256=GJ617qwpulqMp_-WhpmsLozQobxgt5lU4ZGOIUaUzas,5606
 qubx/restarts/time_finders.py,sha256=r7yyRhJByV2uqdgamDRX2XClwpWWI9BNpc80t9nk6c0,2448
 qubx/restorers/__init__.py,sha256=vrnZBPJHR0-6knAccj4bK0tkjUPNRl32qiLr5Mv4aR0,911
-qubx/restorers/balance.py,sha256=Oz-LY7s8tdSIJl83z9rII-DpX5xa8-qiqjcDYfW-KiE,6456
+qubx/restorers/balance.py,sha256=yLV1vBki0XhBxrOhgaJBHuuL8VmIii82LAWgLxusbcE,6967
 qubx/restorers/factory.py,sha256=eoijcUHDaBVPHSfkjyo1AHvWTvvs0kj7jJbF_NE30aw,6737
 qubx/restorers/interfaces.py,sha256=CcjBWavKq8_GIMKTSPodMa-n3wJQwcQTwyvYyNo_J3c,1776
-qubx/restorers/position.py,sha256=xmaqaQQrmzF0VEHAZK35cXb6WKYRnDDapaN-EgZcH8U,8090
-qubx/restorers/signal.py,sha256=9TAaJOEKPjZXuciFFVn6Z8a-Z8CfVSjRGFRcwEgbPLY,10745
+qubx/restorers/position.py,sha256=jMJjq2ZJwHpAlG45bMy49WvkYK5UylDiExt7nVpxCfg,8703
+qubx/restorers/signal.py,sha256=x-VLSnb863U517sPeZhGvfuIOUfmYVhANg5P7lio_Mg,11630
 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=NK4SU3DKjt9hjTM0N2_8zuGDYH8lZiLEMtOL3c4saog,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=Qrr1VzZ4m5ATXGJQrf_D1hUdQib5TRUwRaMOC_0QoKY,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
@@ -160,8 +160,8 @@ qubx/utils/runner/factory.py,sha256=8IxKvsEL0opx5OlO4XEQgAlmu05sgxXxkY4G2MQdLbg,
 qubx/utils/runner/runner.py,sha256=DhICMOfgE0i7VEC7pNMSEzIyZbb-TbOa6FbR1obZpyc,28901
 qubx/utils/time.py,sha256=J0ZFGjzFL5T6GA8RPAel8hKG0sg2LZXeQ5YfDCfcMHA,10055
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
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