Qubx 0.6.67__tar.gz → 0.6.71__tar.gz

{qubx-0.6.67 → qubx-0.6.71}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.67
+Version: 0.6.71
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com
@@ -19,6 +19,7 @@ Requires-Dist: dash-bootstrap-components (>=1.6.0,<2.0.0)
 Requires-Dist: gitpython (>=3.1.44,<4.0.0)
 Requires-Dist: importlib-metadata
 Requires-Dist: ipywidgets (>=8.1.5,<9.0.0)
+Requires-Dist: jinja2 (>=3.1.0,<4.0.0)
 Requires-Dist: jupyter (>=1.1.1,<2.0.0)
 Requires-Dist: jupyter-console (>=6.6.3,<7.0.0)
 Requires-Dist: loguru (>=0.7.2,<0.8.0)
@@ -69,6 +70,49 @@ Description-Content-Type: text/markdown
 
 Qubx is a next-generation quantitative trading framework designed for efficient backtesting and live trading. Built with Python, it offers a robust environment for developing, testing, and deploying trading strategies.
 
+## Quick Start
+
+### 1. Install Dependencies
+```bash
+poetry install
+```
+
+### 2. Create a Strategy
+```bash
+# Create a simple strategy template (default)
+poetry run qubx init
+
+# Or specify a name and symbols
+poetry run qubx init --name my_strategy --symbols BTCUSDT,ETHUSDT
+```
+
+### 3. Run Your Strategy
+```bash
+cd my_strategy
+
+# Run in paper trading mode
+poetry run qubx run config.yml --paper
+
+# Or run in Jupyter mode for interactive development
+./jpaper.sh
+```
+
+### Available Templates
+```bash
+# List available strategy templates
+poetry run qubx init --list-templates
+
+# Create strategy with full project structure and MACD example
+poetry run qubx init --template project --name my_project
+```
+
+### Strategy Development Workflow
+1. **Initialize**: `poetry run qubx init` - Create strategy from template
+2. **Develop**: Edit `strategy.py` to implement your trading logic
+3. **Test**: `poetry run qubx run config.yml --paper` - Run in paper mode
+4. **Debug**: `./jpaper.sh` - Use Jupyter for interactive development
+5. **Deploy**: Configure for live trading when ready
+
 ## Features
 
 - 🚀 High-performance backtesting engine
@@ -119,11 +163,13 @@ qubx --help  # Show all available commands
 
 Available commands:
 
-- `qubx deploy` - Deploy a strategy from a zip file
-- `qubx ls` - List all strategies in a directory
-- `qubx release` - Package a strategy into a zip file
+- `qubx init` - Create a new strategy from template
 - `qubx run` - Start a strategy with given configuration
 - `qubx simulate` - Run strategy simulation
+- `qubx ls` - List all strategies in a directory
+- `qubx release` - Package a strategy into a zip file
+- `qubx deploy` - Deploy a strategy from a zip file
+- `qubx browse` - Browse backtest results using interactive TUI
 
 ## Development
 

{qubx-0.6.67 → qubx-0.6.71}/README.md

@@ -11,6 +11,49 @@
 
 Qubx is a next-generation quantitative trading framework designed for efficient backtesting and live trading. Built with Python, it offers a robust environment for developing, testing, and deploying trading strategies.
 
+## Quick Start
+
+### 1. Install Dependencies
+```bash
+poetry install
+```
+
+### 2. Create a Strategy
+```bash
+# Create a simple strategy template (default)
+poetry run qubx init
+
+# Or specify a name and symbols
+poetry run qubx init --name my_strategy --symbols BTCUSDT,ETHUSDT
+```
+
+### 3. Run Your Strategy
+```bash
+cd my_strategy
+
+# Run in paper trading mode
+poetry run qubx run config.yml --paper
+
+# Or run in Jupyter mode for interactive development
+./jpaper.sh
+```
+
+### Available Templates
+```bash
+# List available strategy templates
+poetry run qubx init --list-templates
+
+# Create strategy with full project structure and MACD example
+poetry run qubx init --template project --name my_project
+```
+
+### Strategy Development Workflow
+1. **Initialize**: `poetry run qubx init` - Create strategy from template
+2. **Develop**: Edit `strategy.py` to implement your trading logic
+3. **Test**: `poetry run qubx run config.yml --paper` - Run in paper mode
+4. **Debug**: `./jpaper.sh` - Use Jupyter for interactive development
+5. **Deploy**: Configure for live trading when ready
+
 ## Features
 
 - 🚀 High-performance backtesting engine
@@ -61,11 +104,13 @@ qubx --help  # Show all available commands
 
 Available commands:
 
-- `qubx deploy` - Deploy a strategy from a zip file
-- `qubx ls` - List all strategies in a directory
-- `qubx release` - Package a strategy into a zip file
+- `qubx init` - Create a new strategy from template
 - `qubx run` - Start a strategy with given configuration
 - `qubx simulate` - Run strategy simulation
+- `qubx ls` - List all strategies in a directory
+- `qubx release` - Package a strategy into a zip file
+- `qubx deploy` - Deploy a strategy from a zip file
+- `qubx browse` - Browse backtest results using interactive TUI
 
 ## Development
 

{qubx-0.6.67 → qubx-0.6.71}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.6.67"
+version = "0.6.71"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"
@@ -76,6 +76,7 @@ websockets = "15.0.1"
 qubx-bitfinex-api = "^3.0.7"
 textual = "^0.88.0"
 rich = "^13.9.4"
+jinja2 = "^3.1.0"
 
 [tool.ruff.lint]
 extend-select = [ "I",]
@@ -87,7 +88,7 @@ asyncio_default_fixture_loop_scope = "function"
 pythonpath = [ "src",]
 markers = [ "integration: mark test as requiring external services like Redis", "e2e: mark test as requiring external exchange connections and API credentials",]
 addopts = "--disable-warnings"
-filterwarnings = [ "ignore:.*Jupyter is migrating.*:DeprecationWarning",]
+filterwarnings = [ "ignore:.*Jupyter is migrating.*:DeprecationWarning", "ignore:coroutine.*AsyncMockMixin._execute_mock_call.*was never awaited:RuntimeWarning",]
 
 [tool.ruff.lint.extend-per-file-ignores]
 "*.ipynb" = [ "F405", "F401", "E701", "E402", "F403", "E401", "E702", "I001",]

{qubx-0.6.67 → qubx-0.6.71}/src/qubx/__init__.py

@@ -186,7 +186,7 @@ if runtime_env() in ["notebook", "shell"]:
                         return
 
                 ipy = get_ipython()
-                for a in [x for x in re.split(r"[\ ,;]", line.strip()) if x]:
+                for a in [x for x in re.split(r"[\s,;]", line.strip()) if x]:
                     ipy.push({a: self._get_manager().Value(None, None)})
 
             # code to run

{qubx-0.6.67 → qubx-0.6.71}/src/qubx/backtester/data.py

@@ -1,4 +1,5 @@
 from collections import defaultdict
+from typing import Any, TypeVar
 
 import pandas as pd
 
@@ -19,6 +20,17 @@ from qubx.utils.time import infer_series_frequency
 from .account import SimulatedAccountProcessor
 from .utils import SimulatedTimeProvider
 
+T = TypeVar("T")
+
+
+def _get_first_existing(data: dict, keys: list, default: T = None) -> T:
+    data_get = data.get  # Cache method lookup
+    sentinel = object()
+    for key in keys:
+        if (value := data_get(key, sentinel)) is not sentinel:
+            return value
+    return default
+
 
 class SimulatedDataProvider(IDataProvider):
     time_provider: SimulatedTimeProvider
@@ -164,8 +176,13 @@ class SimulatedDataProvider(IDataProvider):
                     r.data["high"],
                     r.data["low"],
                     r.data["close"],
-                    r.data.get("volume", 0),
-                    r.data.get("bought_volume", 0),
+                    volume=r.data.get("volume", 0),
+                    bought_volume=_get_first_existing(r.data, ["taker_buy_volume", "bought_volume"], 0),
+                    volume_quote=_get_first_existing(r.data, ["quote_volume", "volume_quote"], 0),
+                    bought_volume_quote=_get_first_existing(
+                        r.data, ["taker_buy_quote_volume", "bought_volume_quote"], 0
+                    ),
+                    trade_count=_get_first_existing(r.data, ["count", "trade_count"], 0),
                 )
             )
 

{qubx-0.6.67 → qubx-0.6.71}/src/qubx/cli/commands.py

@@ -32,6 +32,10 @@ def main(debug: bool, debug_port: int, log_level: str):
     """
     Qubx CLI.
     """
+    # Suppress syntax warnings from AST parsing during import resolution
+    import warnings
+    warnings.filterwarnings("ignore", category=SyntaxWarning)
+    
     os.environ["PYDEVD_DISABLE_FILE_VALIDATION"] = "1"
     log_level = log_level.upper() if not debug else "DEBUG"
 
@@ -275,5 +279,130 @@ def browse(results_path: str):
     run_backtest_browser(results_path)
 
 
+@main.command()
+@click.option(
+    "--template",
+    "-t",
+    type=str,
+    default="simple",
+    help="Built-in template to use (default: simple)",
+    show_default=True,
+)
+@click.option(
+    "--template-path",
+    type=click.Path(exists=True, resolve_path=True),
+    help="Path to custom template directory",
+)
+@click.option(
+    "--name",
+    "-n",
+    type=str,
+    default="my_strategy",
+    help="Name of the strategy to create",
+    show_default=True,
+)
+@click.option(
+    "--exchange",
+    "-e",
+    type=str,
+    default="BINANCE.UM",
+    help="Exchange to configure for the strategy",
+    show_default=True,
+)
+@click.option(
+    "--symbols",
+    "-s",
+    type=str,
+    default="BTCUSDT",
+    help="Comma-separated list of symbols to trade",
+    show_default=True,
+)
+@click.option(
+    "--timeframe",
+    type=str,
+    default="1h",
+    help="Timeframe for market data",
+    show_default=True,
+)
+@click.option(
+    "--output-dir",
+    "-o",
+    type=click.Path(resolve_path=True),
+    default=".",
+    help="Directory to create the strategy in",
+    show_default=True,
+)
+@click.option(
+    "--list-templates",
+    is_flag=True,
+    help="List all available built-in templates",
+)
+def init(
+    template: str,
+    template_path: str | None,
+    name: str,
+    exchange: str,
+    symbols: str,
+    timeframe: str,
+    output_dir: str,
+    list_templates: bool,
+):
+    """
+    Create a new strategy from a template.
+    
+    This command generates a complete strategy project structure with:
+    - Strategy class implementing IStrategy interface
+    - Configuration file for qubx run command
+    - Package structure for proper imports
+    
+    The generated strategy can be run immediately with:
+    poetry run qubx run --config config.yml --paper
+    """
+    from qubx.templates import TemplateManager, TemplateError
+    
+    try:
+        manager = TemplateManager()
+        
+        if list_templates:
+            templates = manager.list_templates()
+            if not templates:
+                click.echo("No templates available.")
+                return
+            
+            click.echo("Available templates:")
+            for template_name, metadata in templates.items():
+                description = metadata.get("description", "No description")
+                click.echo(f"  {template_name:<15} - {description}")
+            return
+        
+        # Generate strategy
+        strategy_path = manager.generate_strategy(
+            template_name=template if not template_path else None,
+            template_path=template_path,
+            output_dir=output_dir,
+            name=name,
+            exchange=exchange,
+            symbols=symbols,
+            timeframe=timeframe,
+        )
+        
+        click.echo(f"✅ Strategy '{name}' created successfully!")
+        click.echo(f"📁 Location: {strategy_path}")
+        click.echo()
+        click.echo("To run your strategy:")
+        click.echo(f"  cd {strategy_path}")
+        click.echo("  poetry run qubx run config.yml --paper")
+        click.echo()
+        click.echo("To run in Jupyter mode:")
+        click.echo("  ./jpaper.sh")
+        
+    except TemplateError as e:
+        click.echo(f"❌ Template error: {e}", err=True)
+        raise click.Abort()
+    except Exception as e:
+        click.echo(f"❌ Unexpected error: {e}", err=True)
+        raise click.Abort()
+
+
 if __name__ == "__main__":
     main()