Qubx 0.6.66__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.67__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/connectors/ccxt/data.py

@@ -533,8 +533,16 @@ class CcxtDataProvider(IDataProvider):
                 instrument = ccxt_find_instrument(exch_symbol, self._exchange, _symbol_to_instrument)
                 for _, ohlcvs in _data.items():
                     for oh in ohlcvs:
-                        timestamp_ns = oh[0] * 1_000_000
-                        self._health_monitor.record_data_arrival(sub_type, dt_64(timestamp_ns, "ns"))
+                        timestamp = self.time_provider.time()
+                        bar_timestamp = dt_64(oh[0] * 1_000_000, "ns")
+
+                        if pd.Timestamp(bar_timestamp).floor(timeframe) != pd.Timestamp(timestamp).floor(timeframe):
+                            # - if the bar time refers to the previuos bar as current timestamp, then send it with a timestamp of 1ms before end of bar
+                            timestamp = dt_64(pd.Timestamp(timestamp).floor(timeframe) - pd.Timedelta("1ms"), "ns")
+
+                        timestamp_ns = timestamp.astype("datetime64[ns]").item()
+
+                        self._health_monitor.record_data_arrival(sub_type, timestamp)
                         channel.send(
                             (
                                 instrument,

{qubx-0.6.66.dist-info → qubx-0.6.67.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.66
+Version: 0.6.67
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.66.dist-info → qubx-0.6.67.dist-info}/RECORD

@@ -22,7 +22,7 @@ qubx/cli/tui.py,sha256=N15UiNEdnWOWYh8E9DNlQCDWdoyP6rMGMhEItogPW88,16491
 qubx/connectors/ccxt/__init__.py,sha256=HEQ7lM9HS8sED_zfsAHrhFT7F9E7NFGAecwZwNr-TDE,65
 qubx/connectors/ccxt/account.py,sha256=HILqsSPfor58NrlP0qYwO5lkNZzUBG-SR5Hy1OSa7_M,24308
 qubx/connectors/ccxt/broker.py,sha256=Hg2tC3qKPYAURGro9ONzzR7QaiI41oytyKqQlpcM5Zw,16175
-qubx/connectors/ccxt/data.py,sha256=iCt-mdtetUlMaTIo3qwbUIXjyfx67c0HMIYFHyIZtag,35482
+qubx/connectors/ccxt/data.py,sha256=B_Y7Ms0boZUjiYBWkrXlxNoKpRJ9YkqXJfrCTGxp_Pw,36011
 qubx/connectors/ccxt/exceptions.py,sha256=OfZc7iMdEG8uLorcZta2NuEuJrSIqi0FG7IICmwF54M,262
 qubx/connectors/ccxt/exchanges/__init__.py,sha256=dEBkyeiGEQgfyuGVhhx4ZTRIlU9e_H1m6K2ROXRpIi8,1884
 qubx/connectors/ccxt/exchanges/binance/broker.py,sha256=BB2V82zaOm1EjP3GrsOqQQMeGpml6-w23iv7goKrjyU,2111
@@ -54,12 +54,12 @@ qubx/core/mixins/processing.py,sha256=EHuyWXJHP4JdwS3U8apNXNJa-3PEalxK8nyEStGj1s
 qubx/core/mixins/subscription.py,sha256=V_g9wCPQ8S5SHkU-qOZ84cV5nReAUrV7DoSNAGG0LPY,10372
 qubx/core/mixins/trading.py,sha256=kjkGK66JnWjhprnyyI20BFPz16dpCJRpGYYp3JOQvZI,8634
 qubx/core/mixins/universe.py,sha256=mzZJA7Me6HNFbAMGg1XOpnYCMtcFKHESTiozjaXyKXY,10100
-qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=Sqvj89ViG2h4B2r3O9DdVus9XtQZWrLhEYY9wIOcq6c,994760
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=BT71hDJwuVW3FNdG5U-XyWD_07HHV9nWuML1XhzgscI,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/stale_data_detector.py,sha256=NHnnG9NkcivC93n8QMwJUzFVQv2ziUaN-fg76ppng_c,17118
-qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=drgrh76p1XkJ1xp7ml-JWxCfk5jjR_ZISH4E4WhhIz0,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=PhLgfEFc1xTFiDe__Hj3YOxbuE2t9nKBnf5wbPd3xE8,86568
 qubx/core/utils.pyi,sha256=a-wS13V2p_dM1CnGq40JVulmiAhixTwVwt0ah5By0Hc,348
 qubx/core/utils.pyx,sha256=UR9achMR-LARsztd2eelFsDsFH3n0gXACIKoGNPI9X4,1766
 qubx/data/__init__.py,sha256=BlyZ99esHLDmFA6ktNkuIce9RZO99TA1IMKWe94aI8M,599
@@ -133,7 +133,7 @@ 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=KPFIK2TLiFXN4ZEVtAZhIkSecDN2PqWRz2GjO_vLiJM,662632
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=QqPMAuurIAc0V5AoW_YXJRWIyAsyYWDkd7MTlOOyXB8,662632
 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
@@ -170,8 +170,8 @@ qubx/utils/runner/factory.py,sha256=eM4-Etcq-FewD2AjH_srFGzP413pm8er95KIZixXRpM,
 qubx/utils/runner/runner.py,sha256=HhaUV5p2COg3L_hq-QPzyXf3dZpwIUv3LNmYLFjwgIo,31793
 qubx/utils/time.py,sha256=lLWBQwdJDUcff336dpaitCMLncZou_YBcA1EkHi7WFs,11823
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-qubx-0.6.66.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
-qubx-0.6.66.dist-info/METADATA,sha256=o6hhU5eMd6JSjGDpdtT7uLn_B_qo-tcNTLYfPIPCIHs,4612
-qubx-0.6.66.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
-qubx-0.6.66.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.66.dist-info/RECORD,,
+qubx-0.6.67.dist-info/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.67.dist-info/METADATA,sha256=Iu9qjSKalrOtBpiQULh1SOkBOl8-mzcB0wYhpwHeSa0,4612
+qubx-0.6.67.dist-info/WHEEL,sha256=UckHTmFUCaLKpi4yFY8Dewu0c6XkY-KvEAGzGOnaWo8,110
+qubx-0.6.67.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.67.dist-info/RECORD,,