Qubx 0.6.50__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.52__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/core/mixins/processing.py

@@ -383,7 +383,7 @@ class ProcessingManager(IProcessingManager):
                     missing_symbols = [inst.symbol for inst in missing_instruments]
                     logger.info(
                         f"Phase 1: Waiting for all instruments ({ready_instruments}/{total_instruments} ready). "
-                        f"Missing: {missing_symbols}. Timeout in {self.DATA_READY_TIMEOUT_SECONDS - elapsed_time_seconds:.1f}s"
+                        f"Missing: {missing_symbols}. Timeout in {self.DATA_READY_TIMEOUT_SECONDS - elapsed_time_seconds}s"
                     )
                 return False
         else:

qubx/core/mixins/universe.py

@@ -114,11 +114,12 @@ class UniverseManager(IUniverseManager):
                 self._removal_queue.pop(instr)
 
     def add_instruments(self, instruments: list[Instrument]):
-        self.__do_add_instruments(instruments)
+        to_add = list(set([instr for instr in instruments if instr not in self._instruments]))
+        self.__do_add_instruments(to_add)
         self.__cleanup_removal_queue(instruments)
-        self._strategy.on_universe_change(self._context, instruments, [])
+        self._strategy.on_universe_change(self._context, to_add, [])
         self._subscription_manager.commit()
-        self._instruments.update(instruments)
+        self._instruments.update(to_add)
 
     def remove_instruments(
         self,

qubx/notifications/slack.py

@@ -5,6 +5,7 @@ This module provides a Slack implementation of IStrategyLifecycleNotifier.
 """
 
 import datetime
+import threading
 from concurrent.futures import ThreadPoolExecutor
 from typing import Any
 
@@ -52,6 +53,9 @@ class SlackLifecycleNotifier(IStrategyLifecycleNotifier):
         self._emoji_error = emoji_error
         self._throttler = throttler if throttler is not None else NoThrottling()
 
+        # Add a lock for thread-safe throttling operations
+        self._throttler_lock = threading.Lock()
+
         self._executor = ThreadPoolExecutor(max_workers=max_workers, thread_name_prefix="slack_notifier")
 
         logger.info(f"[SlackLifecycleNotifier] Initialized for environment '{environment}'")
@@ -75,10 +79,16 @@ class SlackLifecycleNotifier(IStrategyLifecycleNotifier):
             throttle_key: Optional key for throttling (if None, no throttling is applied)
         """
         try:
-            # Check if the message should be throttled
-            if throttle_key is not None and not self._throttler.should_send(throttle_key):
-                logger.debug(f"[SlackLifecycleNotifier] Throttled message with key '{throttle_key}': {message}")
-                return
+            # Thread-safe throttling check and registration
+            if throttle_key is not None:
+                with self._throttler_lock:
+                    if not self._throttler.should_send(throttle_key):
+                        logger.debug(f"[SlackLifecycleNotifier] Throttled message with key '{throttle_key}': {message}")
+                        return
+                    # Immediately register that we're about to send this message
+                    # This prevents race conditions where multiple threads check should_send
+                    # before any of them call register_sent
+                    self._throttler.register_sent(throttle_key)
 
             # Submit the task to the executor
             self._executor.submit(self._post_to_slack_impl, message, emoji, color, metadata, throttle_key)
@@ -132,10 +142,6 @@ class SlackLifecycleNotifier(IStrategyLifecycleNotifier):
             response = requests.post(self._webhook_url, json=data)
             response.raise_for_status()
 
-            # Register that we sent the message (for throttling)
-            if throttle_key is not None:
-                self._throttler.register_sent(throttle_key)
-
             logger.debug(f"[SlackLifecycleNotifier] Successfully posted message: {message}")
             return True
         except requests.RequestException as e:

qubx/restarts/state_resolvers.py

@@ -55,7 +55,7 @@ class StateResolver:
                 elif abs(live_qty) > abs(sim_qty) and abs(live_qty) > instrument.lot_size:
                     qty_diff = sim_qty - live_qty
                     logger.info(
-                        f"Reducing position for {instrument.symbol}: {live_qty} -> {sim_qty} (diff: {qty_diff})"
+                        f"Reducing position for {instrument.symbol}: {live_qty} -> {sim_qty} (diff: {qty_diff:.4f})"
                     )
                     ctx.trade(instrument, qty_diff)
 
@@ -123,7 +123,7 @@ class StateResolver:
             # Only trade if there's a difference
             if abs(qty_diff) > instrument.lot_size:
                 logger.info(
-                    f"Syncing position for {instrument.symbol}: {live_qty} -> {sim_pos.quantity} (diff: {qty_diff})"
+                    f"Syncing position for {instrument.symbol}: {live_qty} -> {sim_pos.quantity} (diff: {qty_diff:.4f})"
                 )
                 ctx.trade(instrument, qty_diff)
 

qubx/utils/runner/factory.py

@@ -298,7 +298,9 @@ def create_lifecycle_notifiers(
                 params[key] = resolve_env_vars(value)
 
             # Create throttler if configured or use default TimeWindowThrottler
-            if "SlackLifecycleNotifier" in notifier_class_name and "throttler" not in params:
+            if "SlackLifecycleNotifier" in notifier_class_name and (
+                "throttle" not in params or params["throttle"] is None
+            ):
                 # Import here to avoid circular imports
                 from qubx.notifications.throttler import TimeWindowThrottler
 

qubx/utils/runner/runner.py

@@ -28,6 +28,7 @@ from qubx.core.basics import (
     CtrlChannel,
     Instrument,
     LiveTimeProvider,
+    Position,
     RestoredState,
     TransactionCostsCalculator,
 )
@@ -695,6 +696,14 @@ def _run_warmup(
         if o.instrument in _instruments:
             instrument_to_orders[o.instrument].append(o)
 
+    # - find instruments with nonzero positions from restored state and add them to the context
+    if restored_state is not None:
+        restored_positions = {k: p for k, p in restored_state.positions.items() if p.is_open()}
+        # - if there is no warmup position for a restored position, then create a new zero position
+        for pos in restored_positions.values():
+            if pos.instrument not in _positions:
+                _positions[pos.instrument] = Position(pos.instrument)
+
     # - set the warmup positions and orders
     ctx.set_warmup_positions(_positions)
     ctx.set_warmup_orders(instrument_to_orders)
@@ -766,6 +775,11 @@ def simulate_strategy(
             for a, c in cond.items():
                 conditions.append(dict2lambda(a, c))
 
+        # - if a parameter is of type list, then transform it to list of lists to avoid invalid variation
+        for k, v in cfg.parameters.items():
+            if isinstance(v, list):
+                cfg.parameters[k] = [v]
+
         experiments = variate(stg_cls, **(cfg.parameters | cfg.simulation.variate), conditions=conditions)
         experiments = {f"{simulation_name}.{_v_id}.[{k}]": v for k, v in experiments.items()}
         print(f"Parameters variation is configured. There are {len(experiments)} simulations to run.")

{qubx-0.6.50.dist-info → qubx-0.6.52.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.50
+Version: 0.6.52
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.50.dist-info → qubx-0.6.52.dist-info}/RECORD

@@ -49,15 +49,15 @@ 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=1aXHr2gDkZSGELoZXshCzAbw2hqUmEGbDqLZv9dg4Ck,27398
+qubx/core/mixins/processing.py,sha256=VEaK6ZjXTa8jvavj_VpCYfGvLFTHpNoL1AKdRAeear8,27394
 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=V8Hs9I9gxSCftWlaVepjlIyAji7R_99OyjlincaOBpU,9758
-qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=ZcPL248PvVWOO59DSKoR6BaoAsfM2qpAt7Nz73PyCJc,978280
+qubx/core/mixins/universe.py,sha256=tsMpBriLHwK9lAVYvIrO94EIx8_ETSXUlzxN_sDOsL8,9838
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=SpozS5G2UEoeCbgVsaorjvwbKo5U4d5EqxP3pSktzyM,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=XUACaJvhdbuf-9lFv0sDL9SCXVZEEQezI4HfFknBp5A,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=c3ZAL_JGRFpOPUlSITmuQ_jjxv4bA1CQAV9c13wtUfI,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
@@ -99,7 +99,7 @@ qubx/math/__init__.py,sha256=ltHSQj40sCBm3owcvtoZp34h6ws7pZCFcSZgUkTsUCY,114
 qubx/math/stats.py,sha256=uXm4NpBRxuHFTjXERv8rjM0MAJof8zr1Cklyra4CcBA,4056
 qubx/notifications/__init__.py,sha256=cb3DGxuiA8UwSTlTeF5pQKy4-vBef3gMeKtfcxEjdN4,547
 qubx/notifications/composite.py,sha256=fa-rvHEn6k-Fma5N7cT-7Sk7hzVyB0KDs2ktDyoyLxM,2689
-qubx/notifications/slack.py,sha256=FZ0zfTA-zRHOsOsIVBtM7mkt4m-adiuiV5yrwliS9RM,7976
+qubx/notifications/slack.py,sha256=RWsLyL4lm6tbmrTlXQo3nPlfiLVJ0vCfY5toJ9G8RWU,8316
 qubx/notifications/throttler.py,sha256=8jnymPQbrgtN1rD7REQa2sA9teSWTqkk_uT9oaknOyc,5618
 qubx/pandaz/__init__.py,sha256=6BYz6gSgxjNa7WP1XqWflYG7WIq1ppSD9h1XGR5M5YQ,682
 qubx/pandaz/ta.py,sha256=sIX9YxxB2S2nWU4vnS4rXFuEI5WSY76Ky1TFwf9RhMw,92154
@@ -113,7 +113,7 @@ qubx/resources/instruments/symbols-bitfinex.json,sha256=CpzoVgWzGZRN6RpUNhtJVxa3
 qubx/resources/instruments/symbols-kraken.f.json,sha256=lwNqml3H7lNUl1h3siySSyE1MRcGfqfhb6BcxLsiKr0,212258
 qubx/resources/instruments/symbols-kraken.json,sha256=RjUTvkQuuu7V1HfSQREvnA4qqkdkB3-rzykDaQds2rQ,456544
 qubx/restarts/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-qubx/restarts/state_resolvers.py,sha256=GJ617qwpulqMp_-WhpmsLozQobxgt5lU4ZGOIUaUzas,5606
+qubx/restarts/state_resolvers.py,sha256=xzQEFPGbYFYShSSb0cB3RvWl-8npRau_HrrMgTccSc0,5614
 qubx/restarts/time_finders.py,sha256=r7yyRhJByV2uqdgamDRX2XClwpWWI9BNpc80t9nk6c0,2448
 qubx/restorers/__init__.py,sha256=vrnZBPJHR0-6knAccj4bK0tkjUPNRl32qiLr5Mv4aR0,911
 qubx/restorers/balance.py,sha256=yLV1vBki0XhBxrOhgaJBHuuL8VmIii82LAWgLxusbcE,6967
@@ -124,7 +124,7 @@ qubx/restorers/signal.py,sha256=0QFoy7OzDkK6AAmJEbbmSsHwmAhjMJYYggVFuLraKjk,1089
 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=0LYFj6RfhO043dFJAjzteuNnUyqjXVXRNDGo6ccUrHk,654440
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=PwEMehN97zxTw_faYmjrDUHu_8-QlfsjOxo3h7bPQKo,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
@@ -157,12 +157,12 @@ 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=snVZJun6rBC09QZVaUd7BhqNlDZqmDMG7R8gHJeuSkU,3713
-qubx/utils/runner/factory.py,sha256=mmhPnrPusxCCuf9q7KyXk6HLD2ibmBvM-SCVtkjh8_8,15091
-qubx/utils/runner/runner.py,sha256=MDvASHq_em6g70CaZtDtAQzi5VdFt-W0k5YqZiigFlk,30663
+qubx/utils/runner/factory.py,sha256=eM4-Etcq-FewD2AjH_srFGzP413pm8er95KIZixXRpM,15152
+qubx/utils/runner/runner.py,sha256=9s7mu84U29jCE7FtdW_yKKTzQfaXmCSvANF5cb7xd_Y,31399
 qubx/utils/time.py,sha256=J0ZFGjzFL5T6GA8RPAel8hKG0sg2LZXeQ5YfDCfcMHA,10055
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-qubx-0.6.50.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
-qubx-0.6.50.dist-info/METADATA,sha256=5367D5CT3MHInXQZV5XypmRuw6XZ74VrpSYB6gMr5DQ,4612
-qubx-0.6.50.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
-qubx-0.6.50.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.50.dist-info/RECORD,,
+qubx-0.6.52.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.52.dist-info/METADATA,sha256=Hor3x6zOv1rKp_mKkMdFc6HqE5bWIh14oHlX8ignRLk,4612
+qubx-0.6.52.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
+qubx-0.6.52.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.52.dist-info/RECORD,,