Qubx 0.6.64__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.65__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/backtester/data.py

@@ -71,7 +71,7 @@ class SimulatedDataProvider(IDataProvider):
             # Check if the instrument was actually subscribed (not filtered out)
             if not self.has_subscription(i, subscription_type):
                 continue
-                
+
             h_data = self._data_source.peek_historical_data(i, subscription_type)
             if h_data:
                 # _s_type = DataType.from_str(subscription_type)[0]

qubx/backtester/runner.py

@@ -422,6 +422,10 @@ class SimulationRunner:
             logger.debug(f"[<y>simulator</y>] :: Setting default schedule: {self.data_config.default_trigger_schedule}")
             ctx.set_event_schedule(self.data_config.default_trigger_schedule)
 
+        if self.setup.enable_funding:
+            logger.debug("[<y>simulator</y>] :: Enabling funding rate simulation")
+            ctx.subscribe(DataType.FUNDING_PAYMENT)
+
         self.logs_writer = logs_writer
         self.channel = channel
         self.time_provider = simulated_clock

qubx/backtester/simulated_data.py

@@ -259,14 +259,14 @@ class IterableSimulationData(Iterator):
     def _filter_instruments_for_subscription(self, data_type: str, instruments: list[Instrument]) -> list[Instrument]:
         """
         Filter instruments based on subscription type requirements.
-        
+
         For funding payment subscriptions, only SWAP instruments are supported since
         funding payments are specific to perpetual swap contracts.
-        
+
         Args:
             data_type: The data type being subscribed to
             instruments: List of instruments to filter
-            
+
         Returns:
             Filtered list of instruments appropriate for the subscription type
         """
@@ -275,23 +275,25 @@ class IterableSimulationData(Iterator):
             original_count = len(instruments)
             filtered_instruments = [i for i in instruments if i.market_type == MarketType.SWAP]
             filtered_count = len(filtered_instruments)
-            
+
             # Log if instruments were filtered out (debug info)
             if filtered_count < original_count:
-                logger.debug(f"Filtered {original_count - filtered_count} non-SWAP instruments from funding payment subscription")
-            
+                logger.debug(
+                    f"Filtered {original_count - filtered_count} non-SWAP instruments from funding payment subscription"
+                )
+
             return filtered_instruments
-        
+
         # For all other subscription types, return instruments unchanged
         return instruments
 
     def add_instruments_for_subscription(self, subscription: str, instruments: list[Instrument] | Instrument):
         instruments = instruments if isinstance(instruments, list) else [instruments]
         _subt_key, _data_type, _params = self._parse_subscription_spec(subscription)
-        
+
         # Filter instruments based on subscription type requirements
         instruments = self._filter_instruments_for_subscription(_data_type, instruments)
-        
+
         # If no instruments remain after filtering, skip subscription
         if not instruments:
             return

qubx/backtester/simulator.py

@@ -4,6 +4,7 @@ import pandas as pd
 from joblib import delayed
 
 from qubx import QubxLogConfig, logger
+from qubx.backtester.utils import SetupTypes
 from qubx.core.basics import Instrument
 from qubx.core.exceptions import SimulationError
 from qubx.core.metrics import TradingSessionResult
@@ -43,6 +44,7 @@ def simulate(
     accurate_stop_orders_execution: bool = False,
     signal_timeframe: str = "1Min",
     open_close_time_indent_secs=1,
+    enable_funding: bool = False,
     debug: Literal["DEBUG", "INFO", "WARNING", "ERROR", "CRITICAL"] | None = "WARNING",
     show_latency_report: bool = False,
     portfolio_log_freq: str = "5Min",
@@ -70,6 +72,7 @@ def simulate(
         - accurate_stop_orders_execution (bool): If True, enables more accurate stop order execution simulation.
         - signal_timeframe (str): Timeframe for signals, default is "1Min".
         - open_close_time_indent_secs (int): Time indent in seconds for open/close times, default is 1.
+        - enable_funding (bool): If True, enables funding rate simulation, default is False.
         - debug (Literal["DEBUG", "INFO", "WARNING", "ERROR", "CRITICAL"] | None): Logging level for debugging.
         - show_latency_report: If True, shows simulator's latency report.
         - portfolio_log_freq (str): Frequency for portfolio logging, default is "5Min".
@@ -114,6 +117,7 @@ def simulate(
         signal_timeframe=signal_timeframe,
         accurate_stop_orders_execution=accurate_stop_orders_execution,
         run_separate_instruments=run_separate_instruments,
+        enable_funding=enable_funding,
     )
     if not simulation_setups:
         logger.error(
@@ -204,6 +208,7 @@ def _run_setups(
                 portfolio_log_freq,
                 enable_inmemory_emitter,
                 emitter_stats_interval,
+                close_data_readers=True,
             )
             for id, setup in enumerate(strategies_setups)
         )
@@ -219,6 +224,20 @@ def _run_setups(
     return successful_reports
 
 
+def _adjust_start_date_for_min_instrument_onboard(setup: SimulationSetup, start: pd.Timestamp) -> pd.Timestamp:
+    """
+    Adjust the start date for the simulation to the onboard date of the instrument with the minimum onboard date.
+    """
+    onboard_dates = [
+        pd.Timestamp(instrument.onboard_date).replace(tzinfo=None)
+        for instrument in setup.instruments
+        if instrument.onboard_date is not None
+    ]
+    if not onboard_dates:
+        return start
+    return max(start, min(onboard_dates))
+
+
 def _run_setup(
     setup_id: int,
     account_id: str,
@@ -231,12 +250,18 @@ def _run_setup(
     portfolio_log_freq: str,
     enable_inmemory_emitter: bool = False,
     emitter_stats_interval: str = "1h",
+    close_data_readers: bool = False,
 ) -> TradingSessionResult | None:
     try:
         emitter = None
         emitter_data = None
         if enable_inmemory_emitter:
             emitter = InMemoryMetricEmitter(stats_interval=emitter_stats_interval)
+
+        # TODO: this can be removed once we add some artificial data stream to move the simulation
+        if setup.setup_type in [SetupTypes.SIGNAL, SetupTypes.SIGNAL_AND_TRACKER]:
+            start = _adjust_start_date_for_min_instrument_onboard(setup, start)
+
         runner = SimulationRunner(
             setup=setup,
             data_config=data_setup,
@@ -252,7 +277,7 @@ def _run_setup(
             level=QubxLogConfig.get_log_level(), custom_formatter=SimulatedLogFormatter(runner.ctx).formatter
         )
 
-        runner.run(silent=silent)
+        runner.run(silent=silent, close_data_readers=close_data_readers)
 
         # - service latency report
         if show_latency_report:

qubx/backtester/utils.py

@@ -90,6 +90,7 @@ class SimulationSetup:
     commissions: str | dict[str, str | None] | None = None
     signal_timeframe: str = "1Min"
     accurate_stop_orders_execution: bool = False
+    enable_funding: bool = False
 
     def __str__(self) -> str:
         return f"{self.name} {self.setup_type} capital {self.capital} {self.base_currency} for [{','.join(map(lambda x: x.symbol, self.instruments))}] @ {self.exchanges}[{self.commissions}]"
@@ -463,6 +464,7 @@ def recognize_simulation_configuration(
     signal_timeframe: str,
     accurate_stop_orders_execution: bool,
     run_separate_instruments: bool = False,
+    enable_funding: bool = False,
 ) -> list[SimulationSetup]:
     """
     Recognize and create setups based on the provided simulation configuration.
@@ -483,6 +485,7 @@ def recognize_simulation_configuration(
     - signal_timeframe (str): Timeframe for generated signals.
     - accurate_stop_orders_execution (bool): If True, enables more accurate stop order execution simulation.
     - run_separate_instruments (bool): If True, creates separate setups for each instrument.
+    - enable_funding (bool): If True, enables funding rate simulation, default is False.
 
     Returns:
     - list[SimulationSetup]: A list of SimulationSetup objects, each representing a
@@ -503,7 +506,8 @@ def recognize_simulation_configuration(
             r.extend(
                 recognize_simulation_configuration(
                     _n + n, v, instruments, exchanges, capital, basic_currency, commissions, 
-                    signal_timeframe, accurate_stop_orders_execution, run_separate_instruments
+                    signal_timeframe, accurate_stop_orders_execution, run_separate_instruments,
+                    enable_funding
                 )
             )
 
@@ -524,12 +528,14 @@ def recognize_simulation_configuration(
             if run_separate_instruments:
                 # Create separate setups for each instrument
                 for instrument in setup_instruments:
+                    _s1 = c1[instrument.symbol] if isinstance(_s, pd.DataFrame) else _s
                     r.append(
                         SimulationSetup(
-                            _t, f"{name}/{instrument.symbol}", _s, c1,   # type: ignore
+                            _t, f"{name}/{instrument.symbol}", _s1, c1,   # type: ignore
                             [instrument],
                             exchanges, capital, basic_currency, commissions, 
-                            signal_timeframe, accurate_stop_orders_execution
+                            signal_timeframe, accurate_stop_orders_execution,
+                            enable_funding
                         )
                     )
             else:
@@ -538,7 +544,8 @@ def recognize_simulation_configuration(
                         _t, name, _s, c1,   # type: ignore
                         setup_instruments,
                         exchanges, capital, basic_currency, commissions, 
-                        signal_timeframe, accurate_stop_orders_execution
+                        signal_timeframe, accurate_stop_orders_execution,
+                        enable_funding
                     )
                 )
         else:
@@ -547,7 +554,8 @@ def recognize_simulation_configuration(
                     recognize_simulation_configuration(
                         # name + "/" + str(j), s, instruments, exchange, capital, basic_currency, commissions
                         name, s, instruments, exchanges, capital, basic_currency, commissions,  # type: ignore
-                        signal_timeframe, accurate_stop_orders_execution, run_separate_instruments
+                        signal_timeframe, accurate_stop_orders_execution, run_separate_instruments,
+                        enable_funding
                     )
                 )
 
@@ -560,7 +568,8 @@ def recognize_simulation_configuration(
                         SetupTypes.STRATEGY,
                         f"{name}/{instrument.symbol}", configs, None, [instrument],
                         exchanges, capital, basic_currency, commissions, 
-                        signal_timeframe, accurate_stop_orders_execution
+                        signal_timeframe, accurate_stop_orders_execution,
+                        enable_funding
                     )
                 )
         else:
@@ -569,7 +578,8 @@ def recognize_simulation_configuration(
                     SetupTypes.STRATEGY,
                     name, configs, None, instruments,
                     exchanges, capital, basic_currency, commissions, 
-                    signal_timeframe, accurate_stop_orders_execution
+                    signal_timeframe, accurate_stop_orders_execution,
+                    enable_funding
                 )
             )
 
@@ -581,12 +591,14 @@ def recognize_simulation_configuration(
         if run_separate_instruments:
             # Create separate setups for each instrument
             for instrument in setup_instruments:
+                _c1 = c1[instrument.symbol] if isinstance(c1, pd.DataFrame) else c1
                 r.append(
                     SimulationSetup(
                         SetupTypes.SIGNAL,
-                        f"{name}/{instrument.symbol}", c1, None, [instrument],
+                        f"{name}/{instrument.symbol}", _c1, None, [instrument],
                         exchanges, capital, basic_currency, commissions, 
-                        signal_timeframe, accurate_stop_orders_execution
+                        signal_timeframe, accurate_stop_orders_execution,
+                        enable_funding
                     )
                 )
         else:
@@ -595,7 +607,8 @@ def recognize_simulation_configuration(
                     SetupTypes.SIGNAL,
                     name, c1, None, setup_instruments,
                     exchanges, capital, basic_currency, commissions, 
-                    signal_timeframe, accurate_stop_orders_execution
+                    signal_timeframe, accurate_stop_orders_execution,
+                    enable_funding
                 )
             )
 

qubx/core/metrics.py

@@ -1131,11 +1131,28 @@ def find_session(sessions: list[TradingSessionResult], name: str) -> TradingSess
     raise ValueError(f"Session with name {name} not found")
 
 
-def find_sessions(sessions: list[TradingSessionResult], name: str) -> list[TradingSessionResult]:
+def find_sessions(sessions: list[TradingSessionResult], *names: str) -> list[TradingSessionResult]:
     """
-    Match the session by a regex pattern. It can also be a substring.
+    Match sessions by regex patterns or substrings. Returns sessions that match at least one of the provided names.
+    
+    Args:
+        sessions: List of TradingSessionResult objects to search through
+        *names: One or more name patterns to match against
+        
+    Returns:
+        List of sessions where the name matches at least one of the provided patterns
     """
-    return [s for s in sessions if re.match(name, s.name) or name in s.name]
+    if not names:
+        return []
+    
+    matched_sessions = []
+    for s in sessions:
+        for name in names:
+            if re.match(name, s.name) or name in s.name:
+                matched_sessions.append(s)
+                break  # Don't add the same session multiple times
+    
+    return matched_sessions
 
 
 def tearsheet(
@@ -1403,6 +1420,90 @@ def calculate_leverage(
     return (value.squeeze() / capital).mul(100).rename("Leverage")  # type: ignore
 
 
+def calculate_leverage_per_symbol(
+    session: TradingSessionResult, start: str | pd.Timestamp | None = None
+) -> pd.DataFrame:
+    """
+    Calculate leverage for each symbol in the trading session.
+
+    Args:
+        session: TradingSessionResult containing portfolio data and capital info
+        start: Optional start timestamp for calculation (defaults to session start)
+
+    Returns:
+        pd.DataFrame with columns for each symbol showing their leverage percentage over time
+    """
+    portfolio = session.portfolio_log
+    init_capital = session.get_total_capital()
+    start = start or session.start
+
+    # Calculate total capital (same for all symbols)
+    total_pnl = calculate_total_pnl(portfolio, split_cumulative=False).loc[start:]
+    capital = init_capital + total_pnl["Total_PnL"].cumsum() - total_pnl["Total_Commissions"].cumsum()
+
+    # Extract unique symbols from column names
+    value_columns = [col for col in portfolio.columns if "_Value" in col]
+    symbols = sorted(list(set(col.split("_")[0] for col in value_columns)))
+
+    # Calculate leverage for each symbol
+    leverages = {}
+    for symbol in symbols:
+        value = portfolio.filter(regex=f"{symbol}_Value").loc[start:].sum(axis=1)
+        if not value.empty:
+            leverages[symbol] = (value.squeeze() / capital).mul(100)
+
+    return pd.DataFrame(leverages)
+
+
+def calculate_pnl_per_symbol(
+    session: TradingSessionResult,
+    include_commissions: bool = True,
+    pct_from_initial_capital: bool = True,
+    start: str | pd.Timestamp | None = None,
+) -> pd.DataFrame:
+    """
+    Calculate PnL for each symbol in the trading session.
+
+    Args:
+        session: TradingSessionResult containing portfolio data
+        cumulative: If True, return cumulative PnL; if False, return per-period PnL
+        include_commissions: If True, subtract commissions from PnL
+        start: Optional start timestamp for calculation (defaults to session start)
+
+    Returns:
+        pd.DataFrame with columns for each symbol showing their PnL over time
+    """
+    portfolio = session.portfolio_log
+    start = start or session.start
+    init_capital = session.get_total_capital()
+
+    # Extract unique symbols from PnL columns
+    pnl_columns = [col for col in portfolio.columns if "_PnL" in col]
+    symbols = sorted(list(set(col.split("_")[0] for col in pnl_columns)))
+
+    # Calculate PnL for each symbol
+    pnls = {}
+    for symbol in symbols:
+        # Get PnL for this symbol
+        symbol_pnl = portfolio.filter(regex=f"{symbol}_PnL").loc[start:]
+
+        if not symbol_pnl.empty:
+            pnl_series = symbol_pnl.squeeze()
+
+            if include_commissions:
+                # Subtract commissions if requested
+                symbol_comms = portfolio.filter(regex=f"{symbol}_Commissions").loc[start:]
+                if not symbol_comms.empty:
+                    comm_series = symbol_comms.squeeze()
+                    pnl_series = pnl_series - comm_series
+
+            pnls[symbol] = pnl_series.cumsum()
+            if pct_from_initial_capital:
+                pnls[symbol] = round(pnls[symbol] / init_capital * 100, 2)
+
+    return pd.DataFrame(pnls)
+
+
 def chart_signals(
     result: TradingSessionResult,
     symbol: str,
@@ -1546,14 +1647,18 @@ def get_symbol_pnls(
     return pd.DataFrame(pnls, index=[s.name for s in session])
 
 
-def combine_sessions(sessions: list[TradingSessionResult], name: str = "Portfolio") -> TradingSessionResult:
+def combine_sessions(
+    sessions: list[TradingSessionResult], name: str = "Portfolio", scale_capital: bool = True
+) -> TradingSessionResult:
     """
     DEPRECATED: use extend_trading_results instead
     """
     session = copy(sessions[0])
     session.name = name
     session.instruments = list(set(chain.from_iterable([e.instruments for e in sessions])))
-    session.capital = sessions[0].get_total_capital() * len(sessions)
+    session.capital = sessions[0].get_total_capital()
+    if scale_capital:
+        session.capital *= len(sessions)
     session.portfolio_log = pd.concat(
         [e.portfolio_log.loc[:, (e.portfolio_log != 0).any(axis=0)] for e in sessions], axis=1
     )

qubx/core/mixins/processing.py

@@ -540,10 +540,10 @@ class ProcessingManager(IProcessingManager):
                     current_time - self._last_data_ready_log_time
                 ) >= td_64(10, "s")
                 if should_log:
-                    logger.warning(
-                        f"No instruments ready after timeout - still waiting "
-                        f"({ready_instruments}/{total_instruments} ready)"
-                    )
+                    # logger.warning(
+                    #     f"No instruments ready after timeout - still waiting "
+                    #     f"({ready_instruments}/{total_instruments} ready)"
+                    # )
                     self._last_data_ready_log_time = current_time
                 return False
 
@@ -734,10 +734,12 @@ class ProcessingManager(IProcessingManager):
         base_update = self.__update_base_data(instrument, event_type, quote)
         return MarketEvent(self._time_provider.time(), event_type, instrument, quote, is_trigger=base_update)
 
-    def _handle_funding_payment(self, instrument: Instrument, event_type: str, funding_payment: FundingPayment) -> MarketEvent:
+    def _handle_funding_payment(
+        self, instrument: Instrument, event_type: str, funding_payment: FundingPayment
+    ) -> MarketEvent:
         # Apply funding payment to position
         self._account.process_funding_payment(instrument, funding_payment)
-        
+
         # Continue with existing event processing
         base_update = self.__update_base_data(instrument, event_type, funding_payment)
         return MarketEvent(self._time_provider.time(), event_type, instrument, funding_payment, is_trigger=base_update)

qubx/data/readers.py

@@ -1107,9 +1107,13 @@ def _calculate_max_candles_chunksize(timeframe: str | None) -> int:
         # Convert timeframe to pandas Timedelta
         tf_delta = pd.Timedelta(timeframe)
 
-        # Calculate how many candles fit in 1 week
-        one_week = pd.Timedelta("7d")
-        max_candles = int(one_week / tf_delta)
+        if timeframe == "1d":
+            one_month = pd.Timedelta("30d")
+            max_candles = int(one_month / tf_delta)
+        else:
+            # Calculate how many candles fit in 1 week
+            one_week = pd.Timedelta("7d")
+            max_candles = int(one_week / tf_delta)
 
         # Ensure we don't return 0 or negative values
         return max(1, max_candles)
@@ -1152,6 +1156,11 @@ def _calculate_time_windows_for_chunking(
             windows.append((current_start, current_end))
             current_start = current_end
 
+        # If last window is less than half of the window before it, then merge together
+        if len(windows) > 1 and windows[-1][0] - windows[-1][1] < chunk_duration / 2:
+            windows[-2] = (windows[-2][0], windows[-1][1])
+            windows.pop()
+
         return windows
     except (ValueError, TypeError):
         # If timeframe can't be parsed, fall back to single window
@@ -1353,6 +1362,12 @@ class QuestDBConnector(DataReader):
         self._connection = pg.connect(self.connection_url, autocommit=True)
         logger.debug(f"Connected to QuestDB at {self._host}:{self._port}")
 
+    def close(self):
+        if self._connection:
+            self._connection.close()
+            self._connection = None
+            logger.debug(f"Disconnected from QuestDB at {self._host}:{self._port}")
+
     def read(
         self,
         data_id: str,

qubx/trackers/__init__.py

@@ -5,6 +5,7 @@ __all__ = [
     "FixedRiskSizer",
     "FixedLeverageSizer",
     "LongShortRatioPortfolioSizer",
+    "InverseVolatilitySizer",
     "FixedRiskSizerWithConstantCapital",
     "ImprovedEntryTracker",
     "ImprovedEntryTrackerDynamicTake",
@@ -26,5 +27,6 @@ from .sizers import (
     FixedRiskSizer,
     FixedRiskSizerWithConstantCapital,
     FixedSizer,
+    InverseVolatilitySizer,
     LongShortRatioPortfolioSizer,
 )

qubx/trackers/sizers.py

@@ -1,8 +1,24 @@
 import numpy as np
+import pandas as pd
 
 from qubx import logger
 from qubx.core.basics import Signal, TargetPosition
 from qubx.core.interfaces import IPositionSizer, IStrategyContext
+from qubx.ta.indicators import atr
+from qubx.utils.time import infer_series_frequency
+
+_S_YEAR = 24 * 3600 * 365
+
+
+def annual_factor(tframe_or_series: str | pd.Series) -> float:
+    timeframe = (
+        infer_series_frequency(tframe_or_series[:25]) if isinstance(tframe_or_series, pd.Series) else tframe_or_series
+    )
+    return _S_YEAR / pd.Timedelta(timeframe).total_seconds()
+
+
+def annual_factor_sqrt(tframe_or_series: str | pd.Series) -> float:
+    return np.sqrt(annual_factor(tframe_or_series))
 
 
 class FixedSizer(IPositionSizer):
@@ -231,3 +247,43 @@ class FixedRiskSizerWithConstantCapital(IPositionSizer):
             t_pos.append(signal.target_for_amount(target_position_size))
 
         return t_pos
+
+
+class InverseVolatilitySizer(IPositionSizer):
+    def __init__(
+        self,
+        target_risk: float,
+        atr_timeframe: str = "4h",
+        atr_period: int = 40,
+        atr_smoother: str = "sma",
+        divide_by_universe_size: bool = False,
+    ) -> None:
+        self.target_risk = target_risk
+        self.atr_timeframe = atr_timeframe
+        self.atr_period = atr_period
+        self.atr_smoother = atr_smoother
+        self.divide_by_universe_size = divide_by_universe_size
+
+    def calculate_target_positions(self, ctx: IStrategyContext, signals: list[Signal]) -> list[TargetPosition]:
+        return [self._get_target_position(ctx, signal) for signal in signals]
+
+    def _get_target_position(self, ctx: IStrategyContext, signal: Signal) -> TargetPosition:
+        _ohlc = ctx.ohlc(signal.instrument, self.atr_timeframe, length=self.atr_period * 2)
+        _atr = atr(_ohlc, self.atr_period, self.atr_smoother, percentage=True)
+        if len(_atr) == 0 or np.isnan(_atr[1]):
+            return signal.target_for_amount(0)
+
+        _ann_vol_fraction = (_atr[1] * annual_factor_sqrt(self.atr_timeframe)) / 100.0
+        if np.isclose(_ann_vol_fraction, 0):
+            return signal.target_for_amount(0)
+
+        universe_size = len(ctx.instruments)
+        price = _ohlc[0].close
+        size = (
+            ctx.get_total_capital()
+            * (self.target_risk / _ann_vol_fraction)
+            * signal.signal
+            / (universe_size if self.divide_by_universe_size else 1)
+            / price
+        )
+        return signal.target_for_amount(size)

{qubx-0.6.64.dist-info → qubx-0.6.65.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.64
+Version: 0.6.65
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.64.dist-info → qubx-0.6.65.dist-info}/RECORD

@@ -3,15 +3,15 @@ qubx/_nb_magic.py,sha256=G3LkaX_-gN5Js6xl7rjaahSs_u3dVPDRCZW0IIxPCb0,3051
 qubx/backtester/__init__.py,sha256=OhXhLmj2x6sp6k16wm5IPATvv-E2qRZVIcvttxqPgcg,176
 qubx/backtester/account.py,sha256=0yvE06icSeK2ymovvaKkuftY8Ou3Z7Y2JrDa6VtkINw,3048
 qubx/backtester/broker.py,sha256=JMasxycLqCT99NxN50uyQ1uxtpHYL0wpp4sJ3hB6v2M,2688
-qubx/backtester/data.py,sha256=kbSXwMYz1fEmX2eltw7fR7m7gSrCYOQJOZ7kFPNj7Ss,6883
+qubx/backtester/data.py,sha256=ZRvgMPXyM0t6tYQ18pPMfBtxbzrNPfvMgj0W7AY3txo,6867
 qubx/backtester/management.py,sha256=FQSMkdrTZrxKdLRrf4Uiw60pdBMb0xESeFrTfH9AqZk,20713
 qubx/backtester/ome.py,sha256=LnnSANMD2XBo18JtLRh96Ey9BH_StrfshQnCu2_aOc4,18646
 qubx/backtester/optimization.py,sha256=HHUIYA6Y66rcOXoePWFOuOVX9iaHGKV0bGt_4d5e6FM,7619
-qubx/backtester/runner.py,sha256=AzH9-mFpFncrWsdZrkctzyQSMpahn_SOfdtBqm0NVVw,20504
-qubx/backtester/simulated_data.py,sha256=wa_9Y-eqR8F7VuCYJxrC1o7N_lBTDvDbRMP_PGO1_HY,19132
+qubx/backtester/runner.py,sha256=_QWaH-11-SaLAqRj3VYT3xKIkohDPqaz2niveMejUDI,20678
+qubx/backtester/simulated_data.py,sha256=wgesN8mKMiIBDbLtFZUh6YDf1sHGC8-ilLCPIlfRXLg,19094
 qubx/backtester/simulated_exchange.py,sha256=Xg0yv21gq4q9CeCeZoupcenNEBORrxpb93ONZEGL2xk,8076
-qubx/backtester/simulator.py,sha256=8DLCMxkLSQWmKeFEiC1a_3Tkyc1NFn6Q9JLh0vx97U4,11924
-qubx/backtester/utils.py,sha256=iJNEvpKKZzUoiD_albE-sfvLdWYhYKSBGdrCWZCTx1k,36550
+qubx/backtester/simulator.py,sha256=HAhkiUIztl7Q0zGtp1seThJDa85yBBm2gNlDjmlDgjw,13036
+qubx/backtester/utils.py,sha256=f0SrcNI2ZBEwxQ04HqxLeoOJ4ycb29g_uiITnoztt2s,37192
 qubx/cli/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/cli/commands.py,sha256=MdiBGb8Z3mAFDq44Dn4EuSQRk2aArIrfo1GJ-VwgeQQ,8197
 qubx/cli/deploy.py,sha256=pQ9FPOsywDyy8jOjLfrgYTTkKQ-MCixCzbgsG68Q3_0,8319
@@ -46,25 +46,25 @@ qubx/core/initializer.py,sha256=YgTBs5LpIk6ZFdmMD8zCnJnVNcMh1oeYvt157jhwyMg,4242
 qubx/core/interfaces.py,sha256=vsz9Bo-UapQVsPQ7jz6Oec4OHoUtgx0fEeAMqY9-GKg,62464
 qubx/core/loggers.py,sha256=pa28UYLTfRibhDzcbtPfbtNb3jpMZ8catTMikA0RFlc,14268
 qubx/core/lookups.py,sha256=2-yjMkijRY2jRTnT8hH4n5Lq2m9z9oBtyBPF8vwxKlc,18313
-qubx/core/metrics.py,sha256=p5QJS-7raHdHB1blajR0fS9PT06yC8yf-ckyVxYMlPE,62277
+qubx/core/metrics.py,sha256=DlDynG_YnfnY0s7AKhyWLMcgUPJZpN4SUUFadjbc9Tk,66054
 qubx/core/mixins/__init__.py,sha256=AMCLvfNuIb1kkQl3bhCj9jIOEl2eKcVPJeyLgrkB-rk,329
 qubx/core/mixins/market.py,sha256=my4RvQIfvecIiqM-UzHJteEYakWl9JwhmgQ8OaGstN4,5173
-qubx/core/mixins/processing.py,sha256=WLPQFLt1vNgdi5-zWDO3bvYAxoJU9PUEU_0Q_lQhHP0,37817
+qubx/core/mixins/processing.py,sha256=-VL3m5rZcH96MfyXs_ZntoWayPoDDL2Lz5GSE2RX-lA,37831
 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=mzZJA7Me6HNFbAMGg1XOpnYCMtcFKHESTiozjaXyKXY,10100
-qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=mt7vIjFPAjQqoUlT1RwBs0_U1U_WVmwGOfDcHQ87ylo,994760
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=EPZz0HPC7YLX8dPkrJVjB0h3cnxepXWHxk_y05Yh0NY,994760
 qubx/core/series.pxd,sha256=aI5PG1hbr827xwcnSYgGMF2IBD4GvCRby_i9lrGrJdQ,4026
 qubx/core/series.pyi,sha256=AHROxA9wer3W2ehgI08wPpDVc4gPkGbzvmkkA4K60Ts,4821
 qubx/core/series.pyx,sha256=w7XtvAHPnov0Twov9c-xdhgQARVbSrTiIVi1Axo2VWQ,47925
-qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=gCA9wCLC3Rb-KM3DDZCb_HhArSA93xA0RXljpZsvt-Y,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=tNu7GL0pTNl1dz86aNMkVYAh77wLwCNSQ6IBnSmvxI8,86568
 qubx/core/utils.pyi,sha256=a-wS13V2p_dM1CnGq40JVulmiAhixTwVwt0ah5By0Hc,348
 qubx/core/utils.pyx,sha256=UR9achMR-LARsztd2eelFsDsFH3n0gXACIKoGNPI9X4,1766
 qubx/data/__init__.py,sha256=ELZykvpPGWc5rX7QoNyNQwMLgdKMG8MACOByA4pM5hA,549
 qubx/data/composite.py,sha256=nLA3w3kMvzOc8n2rjAZ35sKa5DXAe8SOFsEov8PpES4,18881
 qubx/data/helpers.py,sha256=GtU9fUJoqJiKiOJA6I6j2I7ikauT2jtkfMNryFsEMpE,17859
 qubx/data/hft.py,sha256=be7AwzTOjqqCENn0ClrZoHDyKv3SFG66IyTp8QadHlM,33687
-qubx/data/readers.py,sha256=0QIBA2w5sgyd0IAdo4cEIrYzQ3XvikuKHK4LgiVmdbQ,73800
+qubx/data/readers.py,sha256=FCrhQDfclQBZgoKMDY83z7j2Ga7dw44cf1D37VAxxpc,74420
 qubx/data/registry.py,sha256=SqCZ9Q0BZiHW2gC9yRuiVRV0lejyJAHI-694Yl_Cfdo,3892
 qubx/data/tardis.py,sha256=O-zglpusmO6vCY3arSOgH6KUbkfPajSAIQfMKlVmh_E,33878
 qubx/emitters/__init__.py,sha256=MPs7ZRZZnURljusiuvlO5g8M4H1UjEfg5fkyKeJmIBI,791
@@ -131,16 +131,16 @@ qubx/restorers/signal.py,sha256=7n7eeRhWGUBPbg179GxFH_ifywcl3pQJbwrcDklw0N0,1460
 qubx/restorers/state.py,sha256=I1VIN0ZcOjigc3WMHIYTNJeAAbN9YB21MDcMl04ZWmY,8018
 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=ZnRDooOV-j5vEOJIoitWHRRRnpdFTyjGpjR0C7boFS8,662632
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=VuZOYiQho7aPAASSulbHLYMtnOEltI1AbwaCNDgr-fg,662632
 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
-qubx/trackers/__init__.py,sha256=ThIP1jXaACse5hG3lZqQSlWSKYl6APxFmBHaRcVpPdU,1002
+qubx/trackers/__init__.py,sha256=zvIahF8MwSffBMOX2BDFFNKJCWtL8TyFLQLL_DR22JM,1060
 qubx/trackers/advanced.py,sha256=CONogr5hHHEwfolkegjpEz7NNk4Ruf9pOq5nKifNXVM,12761
 qubx/trackers/composite.py,sha256=Tjupx78SraXmRKkWhu8n81RkPjOgsDbXLd8yz6PhbaA,6318
 qubx/trackers/rebalancers.py,sha256=KFY7xuD4fGALiSLMas8MZ3ueRzlWt5wDT9329dlmNng,5150
 qubx/trackers/riskctrl.py,sha256=O6UTk4nK7u5YaT_Sd4aSFBR3dWaxOLLzOzMoeU71hDY,35022
-qubx/trackers/sizers.py,sha256=OEK-IOuXiXXx8MkZiEsni5zPWFc3kun9AqApY0mIPTY,9527
+qubx/trackers/sizers.py,sha256=u9HBcjyEdtYquDUXUaxW5bSI7mHWfJpM09WmvmM0w0k,11631
 qubx/utils/__init__.py,sha256=FEPBtU3dhfLawBkAfm9FEUW4RuOY7pGCBfzDCtKjn9A,481
 qubx/utils/_pyxreloader.py,sha256=34kNd8kQi2ey_ZrGdVVUHbPrO1PEiHZDLEDBscIkT_s,12292
 qubx/utils/charting/lookinglass.py,sha256=m7lWU8c0E8tXzGbkN0GB8CL-kd92MnH_wD8cATX067k,39232
@@ -168,8 +168,8 @@ qubx/utils/runner/factory.py,sha256=eM4-Etcq-FewD2AjH_srFGzP413pm8er95KIZixXRpM,
 qubx/utils/runner/runner.py,sha256=m58a3kEwSs1xfgg_s9FwrQJ3AZV4Lf_VOmKDPQdaWH8,31518
 qubx/utils/time.py,sha256=qZVLcvp0AkG0JOuDiIgUk4znO8PUHWNEpMwr3z-ko7E,10170
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-qubx-0.6.64.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
-qubx-0.6.64.dist-info/METADATA,sha256=WRALA5A5n7pSTy_0UZ7Jz4XJCqPYt2i-nFtT782lcEk,4612
-qubx-0.6.64.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
-qubx-0.6.64.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.64.dist-info/RECORD,,
+qubx-0.6.65.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.65.dist-info/METADATA,sha256=o41M90rwzMsTL2X50Zg5vXtKn8erii6vL1H1pOI9Xb4,4612
+qubx-0.6.65.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
+qubx-0.6.65.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.65.dist-info/RECORD,,