Qubx 0.6.47__tar.gz → 0.6.48__tar.gz

{qubx-0.6.47 → qubx-0.6.48}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.47
+Version: 0.6.48
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com
@@ -42,12 +42,14 @@ 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: rich (>=13.9.4,<14.0.0)
 Requires-Dist: scikit-learn (>=1.4.2,<2.0.0)
 Requires-Dist: scipy (>=1.12.0,<2.0.0)
 Requires-Dist: sortedcontainers (>=2.4.0,<3.0.0)
 Requires-Dist: stackprinter (>=0.2.10,<0.3.0)
 Requires-Dist: statsmodels (>=0.14.2,<0.15.0)
 Requires-Dist: tabulate (>=0.9.0,<0.10.0)
+Requires-Dist: textual (>=0.88.0,<0.89.0)
 Requires-Dist: toml (>=0.10.2,<0.11.0)
 Requires-Dist: tqdm
 Requires-Dist: websockets (==15.0.1)

{qubx-0.6.47 → qubx-0.6.48}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.6.47"
+version = "0.6.48"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"
@@ -74,6 +74,8 @@ orjson = "^3.10.15"
 aiohttp = "~3.10.11"
 websockets = "15.0.1"
 qubx-bitfinex-api = "^3.0.7"
+textual = "^0.88.0"
+rich = "^13.9.4"
 
 [tool.ruff.lint]
 extend-select = [ "I",]

{qubx-0.6.47 → qubx-0.6.48}/src/qubx/__init__.py

@@ -65,7 +65,7 @@ class QubxLogConfig:
         QubxLogConfig.setup_logger(level)
 
     @staticmethod
-    def setup_logger(level: str | None = None, custom_formatter: Callable | None = None):
+    def setup_logger(level: str | None = None, custom_formatter: Callable | None = None, colorize: bool = True):
         global logger
 
         config = {
@@ -82,13 +82,13 @@ class QubxLogConfig:
         logger.add(
             sys.stdout,
             format=custom_formatter or formatter,
-            colorize=True,
+            colorize=colorize,
             level=level,
             enqueue=True,
             backtrace=True,
             diagnose=True,
         )
-        logger = logger.opt(colors=True)
+        logger = logger.opt(colors=colorize)
 
 
 QubxLogConfig.setup_logger()
@@ -99,18 +99,7 @@ if runtime_env() in ["notebook", "shell"]:
     from IPython.core.getipython import get_ipython
     from IPython.core.magic import Magics, line_cell_magic, line_magic, magics_class
 
-    from qubx.utils.charting.lookinglass import LookingGlass  # noqa: F401
-    from qubx.utils.charting.mpl_helpers import (  # noqa: F401
-        ellips,
-        fig,
-        hline,
-        ohlc_plot,
-        plot_trends,
-        sbp,
-        set_mpl_theme,
-        vline,
-    )
-    from qubx.utils.misc import install_pyx_recompiler_for_dev
+    from qubx.utils.charting.mpl_helpers import set_mpl_theme
 
     @magics_class
     class QubxMagics(Magics):
@@ -140,6 +129,8 @@ if runtime_env() in ["notebook", "shell"]:
 
             # setup cython dev hooks - only if 'dev' is passed as argument
             if line and "dev" in args:
+                from qubx.utils.misc import install_pyx_recompiler_for_dev
+
                 install_pyx_recompiler_for_dev()
 
             tpl_path = os.path.join(os.path.dirname(__file__), "_nb_magic.py")
@@ -159,7 +150,7 @@ if runtime_env() in ["notebook", "shell"]:
                         exec(_vscode_clr_trick, self.shell.user_ns)
 
                 elif "light" in line.lower():
-                    sort: skip_mpl_theme("light")
+                    set_mpl_theme("light")
 
         def _get_manager(self):
             if self.__manager is None:

{qubx-0.6.47 → qubx-0.6.48}/src/qubx/backtester/ome.py

@@ -9,12 +9,14 @@ from qubx.core.basics import (
     OPTION_FILL_AT_SIGNAL_PRICE,
     OPTION_SIGNAL_PRICE,
     OPTION_SKIP_PRICE_CROSS_CONTROL,
+    OPTION_AVOID_STOP_ORDER_PRICE_VALIDATION,
     Deal,
     Instrument,
     ITimeProvider,
     Order,
     OrderSide,
     OrderType,
+    OrderStatus,
     TransactionCostsCalculator,
     dt_64,
 )
@@ -37,14 +39,20 @@ class SimulatedExecutionReport:
 class OrdersManagementEngine:
     """
     Orders Management Engine (OME) is a simple implementation of a management of orders for simulation of a limit order book.
+
+    2025-06-02: Added support for deferred execution reports (mainly for stop orders). This handles following cases:
+        - It's possible to send stop loss order (STOP_MARKET) in on_execution_report() from custom PositionsTracker class
+        - This order may be executed immediately that can lead to calling of on_execution_report() again (when we are still in on_execution_report())
+        - To avoid this, it emulate stop orders execution (when condition is met) and add deferred execution report to the list
+        - Deferred executions then would be sent on next process_market_data() call
     """
 
     instrument: Instrument
     time_service: ITimeProvider
     active_orders: dict[str, Order]
     stop_orders: dict[str, Order]
-    asks: SortedDict[float, list[str]]
-    bids: SortedDict[float, list[str]]
+    asks: SortedDict  # [float, list[str]]
+    bids: SortedDict  # [float, list[str]]
     bbo: Quote | None  # - current best bid/ask order book
     __prev_bbo: Quote | None  # - previous best bid/ask order book
     __order_id: int
@@ -53,6 +61,7 @@ class OrdersManagementEngine:
     _tick_size: float
     _last_update_time: dt_64
     _last_data_update_time_ns: int
+    _deferred_exec_reports: list[SimulatedExecutionReport]
 
     def __init__(
         self,
@@ -76,6 +85,7 @@ class OrdersManagementEngine:
         self._tick_size = instrument.tick_size
         self._last_update_time = np.datetime64(0, "ns")
         self._last_data_update_time_ns = 0
+        self._deferred_exec_reports = []
 
         if not debug:
             self._dbg = lambda message, **kwargs: None
@@ -94,6 +104,11 @@ class OrdersManagementEngine:
     def get_open_orders(self) -> list[Order]:
         return list(self.active_orders.values()) + list(self.stop_orders.values())
 
+    def __remove_pending_status(self, exec: SimulatedExecutionReport) -> SimulatedExecutionReport:
+        if exec.order.status == "PENDING":
+            exec.order.status = "CLOSED"
+        return exec
+
     def process_market_data(self, mdata: Quote | OrderBook | Trade | TradeArray) -> list[SimulatedExecutionReport]:
         """
         Processes the new market data (quote, trade or trades array) and simulates the execution of pending orders.
@@ -101,6 +116,11 @@ class OrdersManagementEngine:
         timestamp = self.time_service.time()
         _exec_report = []
 
+        # - process deferred exec reports: spit out deferred exec reports in first place
+        if self._deferred_exec_reports:
+            _exec_report = [self.__remove_pending_status(i) for i in self._deferred_exec_reports]
+            self._deferred_exec_reports.clear()
+
         # - pass through data if it's older than previous update
         if mdata.time < self._last_data_update_time_ns:
             return _exec_report
@@ -191,7 +211,7 @@ class OrdersManagementEngine:
             raise ExchangeError(f"Simulator is not ready for order management - no quote for {self.instrument.symbol}")
 
         # - validate order parameters
-        self._validate_order(order_side, order_type, amount, price, time_in_force)
+        self._validate_order(order_side, order_type, amount, price, time_in_force, options)
 
         timestamp = self.time_service.time()
         order = Order(
@@ -262,7 +282,39 @@ class OrdersManagementEngine:
             case "STOP_MARKET":
                 # - it processes stop orders separately without adding to orderbook (as on real exchanges)
                 order.status = "OPEN"
-                self.stop_orders[order.id] = order
+                _stp_order = order
+                _emulate_price_exec = self._fill_stops_at_price or _stp_order.options.get(
+                    OPTION_FILL_AT_SIGNAL_PRICE, False
+                )
+
+                if _stp_order.side == "BUY" and _c_ask >= _stp_order.price:
+                    # _exec_price = _c_ask if not _emulate_price_exec else so.price
+                    self._deferred_exec_reports.append(
+                        self._execute_order(
+                            timestamp,
+                            _c_ask if not _emulate_price_exec else _stp_order.price,
+                            order,
+                            True,
+                            "BBO: " + str(self.bbo),
+                            "PENDING",
+                        )
+                    )
+
+                elif _stp_order.side == "SELL" and _c_bid <= _stp_order.price:
+                    # _exec_price = _c_bid if not _emulate_price_exec else so.price
+                    self._deferred_exec_reports.append(
+                        self._execute_order(
+                            timestamp,
+                            _c_bid if not _emulate_price_exec else _stp_order.price,
+                            order,
+                            True,
+                            "BBO: " + str(self.bbo),
+                            "PENDING",
+                        )
+                    )
+
+                else:
+                    self.stop_orders[order.id] = order
 
             case "STOP_LIMIT":
                 # TODO: (OME) check trigger conditions in options etc
@@ -289,11 +341,17 @@ class OrdersManagementEngine:
         return SimulatedExecutionReport(self.instrument, timestamp, order, None)
 
     def _execute_order(
-        self, timestamp: dt_64, exec_price: float, order: Order, taker: bool, market_state: str
+        self,
+        timestamp: dt_64,
+        exec_price: float,
+        order: Order,
+        taker: bool,
+        market_state: str,
+        status: OrderStatus = "CLOSED",
     ) -> SimulatedExecutionReport:
-        order.status = "CLOSED"
+        order.status = status
         self._dbg(
-            f"<red>{order.id}</red> {order.type} {order.side} {order.quantity} executed at {exec_price} ::: {market_state}"
+            f"<red>{order.id}</red> {order.type} {order.side} {order.quantity} executed at {exec_price} ::: {market_state} [{status}]"
         )
         return SimulatedExecutionReport(
             self.instrument,
@@ -314,7 +372,7 @@ class OrdersManagementEngine:
         )
 
     def _validate_order(
-        self, order_side: str, order_type: str, amount: float, price: float | None, time_in_force: str
+        self, order_side: str, order_type: str, amount: float, price: float | None, time_in_force: str, options: dict
     ) -> None:
         if order_side.upper() not in ["BUY", "SELL"]:
             raise InvalidOrder("Invalid order side. Only BUY or SELL is allowed.")
@@ -333,7 +391,12 @@ class OrdersManagementEngine:
             raise InvalidOrder("Invalid time in force. Only GTC, IOC, GTX are supported for now.")
 
         if _ot.startswith("STOP"):
-            assert price is not None
+            # - if the option is set, we don't check the current market price against the stop price
+            if options.get(OPTION_AVOID_STOP_ORDER_PRICE_VALIDATION, False):
+                return
+
+            assert self.bbo
+            assert price
             c_ask, c_bid = self.bbo.ask, self.bbo.bid
             if (order_side == "BUY" and c_ask >= price) or (order_side == "SELL" and c_bid <= price):
                 raise ExchangeError(

{qubx-0.6.47 → qubx-0.6.48}/src/qubx/cli/commands.py

@@ -68,7 +68,8 @@ def main(debug: bool, debug_port: int, log_level: str):
 @click.option(
     "--restore", "-r", is_flag=True, default=False, help="Restore strategy state from previous run.", show_default=True
 )
-def run(config_file: Path, account_file: Path | None, paper: bool, jupyter: bool, restore: bool):
+@click.option("--no-color", is_flag=True, default=False, help="Disable colored logging output.", show_default=True)
+def run(config_file: Path, account_file: Path | None, paper: bool, jupyter: bool, restore: bool, no_color: bool):
     """
     Starts the strategy with the given configuration file. If paper mode is enabled, account is not required.
 
@@ -87,7 +88,7 @@ def run(config_file: Path, account_file: Path | None, paper: bool, jupyter: bool
         run_strategy_yaml_in_jupyter(config_file, account_file, paper, restore)
     else:
         logo()
-        run_strategy_yaml(config_file, account_file, paper=paper, restore=restore, blocking=True)
+        run_strategy_yaml(config_file, account_file, paper=paper, restore=restore, blocking=True, no_color=no_color)
 
 
 @main.command()
@@ -249,5 +250,30 @@ def deploy(zip_file: str, output_dir: str | None, force: bool):
     deploy_strategy(zip_file, output_dir, force)
 
 
+@main.command()
+@click.argument(
+    "results-path",
+    type=click.Path(exists=True, resolve_path=True),
+    default="results",
+    callback=lambda ctx, param, value: os.path.abspath(os.path.expanduser(value)),
+)
+def browse(results_path: str):
+    """
+    Browse backtest results using an interactive TUI.
+
+    Opens a text-based user interface for exploring backtest results stored in ZIP files.
+    The browser provides:
+    - Tree view of results organized by strategy
+    - Table view with sortable metrics
+    - Equity chart view for comparing performance
+
+    Results are loaded from the specified directory containing .zip files
+    created by qubx simulate or result.to_file() methods.
+    """
+    from .tui import run_backtest_browser
+
+    run_backtest_browser(results_path)
+
+
 if __name__ == "__main__":
     main()