Qubx 0.6.44__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.47__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/core/context.py

@@ -198,6 +198,9 @@ class StrategyContext(IStrategyContext):
             self.strategy.on_init(self.initializer)
             self._strategy_state.is_on_init_called = True
 
+        if subscription_warmup := self.initializer.get_subscription_warmup():
+            self.set_warmup(subscription_warmup)
+
         if base_sub := self.initializer.get_base_subscription():
             self.set_base_subscription(base_sub)
 

qubx/core/initializer.py

@@ -31,6 +31,7 @@ class BasicStrategyInitializer(IStrategyInitializer):
     mismatch_resolver: Optional[StateResolverProtocol] = None
     auto_subscribe: Optional[bool] = None
     simulation: Optional[bool] = None
+    subscription_warmup: Optional[dict[Any, str]] = None
 
     # Additional configuration that might be needed
     config: Dict[str, Any] = field(default_factory=dict)
@@ -106,3 +107,9 @@ class BasicStrategyInitializer(IStrategyInitializer):
 
     def get_pending_instrument_subscriptions(self) -> dict[str, set[Instrument]]:
         return self._pending_instrument_subscriptions
+
+    def set_subscription_warmup(self, configs: dict[Any, str]) -> None:
+        self.subscription_warmup = configs
+
+    def get_subscription_warmup(self) -> dict[Any, str]:
+        return self.subscription_warmup if self.subscription_warmup else {}

qubx/core/interfaces.py

@@ -1695,6 +1695,24 @@ class IStrategyInitializer:
         """
         ...
 
+    def set_subscription_warmup(self, configs: dict[Any, str]) -> None:
+        """
+        Set the warmup period for the subscription.
+
+        This method is used to set the warmup period for the subscription in on_init stage.
+        Then this config is used to translate warmup configs to StrategyContext
+
+        Args:
+            configs: A dictionary of subscription types and their warmup periods.
+        """
+        ...
+
+    def get_subscription_warmup(self) -> dict[Any, str]:
+        """
+        Get the warmup period for the subscription.
+        """
+        ...
+
 
 class IStrategy(metaclass=Mixable):
     """Base class for trading strategies."""

{qubx-0.6.44.dist-info → qubx-0.6.47.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.44
+Version: 0.6.47
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com
@@ -11,7 +11,6 @@ Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
 Requires-Dist: aiohttp (>=3.10.11,<3.11.0)
-Requires-Dist: bitfinex-api-py (>=3.0.4,<4.0.0)
 Requires-Dist: ccxt (>=4.2.68,<5.0.0)
 Requires-Dist: croniter (>=2.0.5,<3.0.0)
 Requires-Dist: cython (==3.0.8)
@@ -40,6 +39,7 @@ Requires-Dist: pymongo (>=4.6.1,<5.0.0)
 Requires-Dist: python-binance (>=1.0.19,<2.0.0)
 Requires-Dist: python-dotenv (>=1.0.0,<2.0.0)
 Requires-Dist: pyyaml (>=6.0.2,<7.0.0)
+Requires-Dist: qubx-bitfinex-api (>=3.0.7,<4.0.0)
 Requires-Dist: questdb (>=2.0.3,<3.0.0)
 Requires-Dist: redis (>=5.2.1,<6.0.0)
 Requires-Dist: scikit-learn (>=1.4.2,<2.0.0)
@@ -50,6 +50,7 @@ Requires-Dist: statsmodels (>=0.14.2,<0.15.0)
 Requires-Dist: tabulate (>=0.9.0,<0.10.0)
 Requires-Dist: toml (>=0.10.2,<0.11.0)
 Requires-Dist: tqdm
+Requires-Dist: websockets (==15.0.1)
 Project-URL: Repository, https://github.com/xLydianSoftware/Qubx
 Description-Content-Type: text/markdown
 

{qubx-0.6.44.dist-info → qubx-0.6.47.dist-info}/RECORD

@@ -36,13 +36,13 @@ qubx/connectors/tardis/utils.py,sha256=epThu9DwqbDb7BgScH6fHa_FVpKUaItOqp3JwtKGc
 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=ZetAOnQ9pfUiMAFln02zJr4FePTjKaY5OSIVwaMPhnE,22822
+qubx/core/context.py,sha256=zkDJIilM7Et-gWjtTtQTOZ5zIwwx-Ueqhsxdy5pQZnk,22950
 qubx/core/deque.py,sha256=3PsmJ5LF76JpsK4Wp5LLogyE15rKn6EDCkNOOWT6EOk,6203
 qubx/core/errors.py,sha256=LENtlgmVzxxUFNCsuy4PwyHYhkZkxuZQ2BPif8jaGmw,1411
 qubx/core/exceptions.py,sha256=11wQC3nnNLsl80zBqbE6xiKCqm31kctqo6W_gdnZkg8,581
 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/initializer.py,sha256=YgTBs5LpIk6ZFdmMD8zCnJnVNcMh1oeYvt157jhwyMg,4242
+qubx/core/interfaces.py,sha256=BaWE9ln6mZk3dU2Da7fMe02-hijVjbYZOvWJx6ueyLo,58830
 qubx/core/loggers.py,sha256=0g33jfipGFShSMrXBoYVzL0GfTzI36mwBJqHNUHmhdo,13342
 qubx/core/lookups.py,sha256=aEuyZqd_N4cQ-oHz3coEHcdX9Yb0cP5-NwDuj-DQyNk,19477
 qubx/core/metrics.py,sha256=74xIecCvlxVXl0gy0JvgjJ2X5gg-RMmVZw9hQikkHE0,60269
@@ -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=kMhBvGzkRBhuJJKr0Ld8w_BLHBuVIqCVwFGo9myWzT8,9966
-qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=xWa2_qK_4NXxeIalUfHU1WJ-ljqymSPu6nAvrESHWY8,978280
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=JkQx9VlTWM0UireyO6YMr_h-GU2zel2bKxJKB1Cb2bY,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=YgNN7gV7PQUp0JTVt0452U2j-bjjCw8PMEHypG1QLxo,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=y3JeYgqNumyIcpG_h9iD1KwNnCMa_nIYNHb1r-j3c64,86568
 qubx/core/utils.pyi,sha256=a-wS13V2p_dM1CnGq40JVulmiAhixTwVwt0ah5By0Hc,348
 qubx/core/utils.pyx,sha256=k5QHfEFvqhqWfCob89ANiJDKNG8gGbOh-O4CVoneZ8M,1696
 qubx/data/__init__.py,sha256=ELZykvpPGWc5rX7QoNyNQwMLgdKMG8MACOByA4pM5hA,549
@@ -123,7 +123,7 @@ qubx/restorers/signal.py,sha256=x-VLSnb863U517sPeZhGvfuIOUfmYVhANg5P7lio_Mg,1163
 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=Qrr1VzZ4m5ATXGJQrf_D1hUdQib5TRUwRaMOC_0QoKY,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=ND4ZL0LzatfcJmXJbZm71hDdfiN3jC-ZZm3ND8xB0mY,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
-qubx-0.6.44.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
-qubx-0.6.44.dist-info/METADATA,sha256=YtXaFa6les1w_IjRpULYKfrhkc-4m_XGZhBYskcqPkA,4492
-qubx-0.6.44.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
-qubx-0.6.44.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.44.dist-info/RECORD,,
+qubx-0.6.47.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.47.dist-info/METADATA,sha256=2ktGWorjJkcW1Wyc9oil6HOgAbAsJk4QHmqdwbRpNJE,4531
+qubx-0.6.47.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
+qubx-0.6.47.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.47.dist-info/RECORD,,