Qubx 0.6.71__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.73__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/backtester/data.py

@@ -27,7 +27,7 @@ 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:
+        if (value := data_get(key, sentinel)) is not sentinel and value is not None:
             return value
     return default
 
@@ -169,14 +169,24 @@ class SimulatedDataProvider(IDataProvider):
             if _b_ts_0 <= cut_time_ns and cut_time_ns < _b_ts_1:
                 break
 
+            # Handle None values in OHLC data
+            open_price = r.data["open"]
+            high_price = r.data["high"]
+            low_price = r.data["low"]
+            close_price = r.data["close"]
+            
+            # Skip this record if any OHLC value is None
+            if open_price is None or high_price is None or low_price is None or close_price is None:
+                continue
+            
             bars.append(
                 Bar(
                     _b_ts_0,
-                    r.data["open"],
-                    r.data["high"],
-                    r.data["low"],
-                    r.data["close"],
-                    volume=r.data.get("volume", 0),
+                    open_price,
+                    high_price,
+                    low_price,
+                    close_price,
+                    volume=r.data.get("volume", 0) or 0,  # Handle None volume
                     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(

qubx/backtester/runner.py

@@ -4,10 +4,9 @@ import numpy as np
 import pandas as pd
 from tqdm.auto import tqdm
 
-from qubx import logger
+from qubx import QubxLogConfig, logger
 from qubx.backtester.sentinels import NoDataContinue
 from qubx.backtester.simulated_data import IterableSimulationData
-from qubx.backtester.utils import SimulationDataConfig, TimeGuardedWrapper
 from qubx.core.account import CompositeAccountProcessor
 from qubx.core.basics import SW, DataType, Instrument, TransactionCostsCalculator
 from qubx.core.context import StrategyContext
@@ -41,6 +40,7 @@ from .utils import (
     SimulatedTimeProvider,
     SimulationDataConfig,
     SimulationSetup,
+    TimeGuardedWrapper,
 )
 
 
@@ -328,6 +328,7 @@ class SimulationRunner:
 
         if not _run(instrument, data_type, event, is_hist):
             return False
+        
         return True
 
     def _handle_no_data_scenario(self, stop_time):
@@ -356,8 +357,9 @@ class SimulationRunner:
         return False  # No scheduled events, stop simulation
 
     def print_latency_report(self) -> None:
-        _l_r = SW.latency_report()
-        if _l_r is not None:
+        if (_l_r := SW.latency_report()) is not None:
+            _llvl = QubxLogConfig.get_log_level()
+            QubxLogConfig.set_log_level("INFO")
             logger.info(
                 "<BLUE>   Time spent in simulation report   </BLUE>\n<r>"
                 + _frame_to_str(
@@ -365,6 +367,7 @@ class SimulationRunner:
                 )
                 + "</r>"
             )
+            QubxLogConfig.set_log_level(_llvl)
 
     def _create_backtest_context(self) -> IStrategyContext:
         logger.debug(