Qubx 0.6.85__cp312-cp312-manylinux_2_39_x86_64.whl → 0.6.87__cp312-cp312-manylinux_2_39_x86_64.whl

qubx/backtester/management.py

@@ -327,10 +327,11 @@ class BacktestsResultsManager:
                 if not as_table:
                     print(_s)
 
+                dd_column = "max_dd_pct" if "max_dd_pct" in metrics else "mdd_pct"
                 if with_metrics:
                     _m_repr = (
                         pd.DataFrame.from_dict(metrics, orient="index")
-                        .T[["gain", "cagr", "sharpe", "qr", "max_dd_pct", "mdd_usd", "fees", "execs"]]
+                        .T[["gain", "cagr", "sharpe", "qr", dd_column, "mdd_usd", "fees", "execs"]]
                         .astype(float)
                     )
                     _m_repr = _m_repr.round(3).to_string(index=False)
@@ -345,7 +346,7 @@ class BacktestsResultsManager:
                     metrics = {
                         m: round(v, 3)
                         for m, v in metrics.items()
-                        if m in ["gain", "cagr", "sharpe", "qr", "max_dd_pct", "mdd_usd", "fees", "execs"]
+                        if m in ["gain", "cagr", "sharpe", "qr", dd_column, "mdd_usd", "fees", "execs"]
                     }
                     _t_rep.append(
                         {"Index": info.get("idx", ""), "Strategy": name}

qubx/backtester/runner.py

@@ -478,7 +478,7 @@ class SimulationRunner:
         )
 
         if self.emitter is not None:
-            self.emitter.set_time_provider(simulated_clock)
+            self.emitter.set_context(ctx)
 
         # - setup base subscription from spec
         if ctx.get_base_subscription() == DataType.NONE:

qubx/cli/commands.py

@@ -137,6 +137,51 @@ def ls(directory: str):
     ls_strats(directory)
 
 
+@main.command()
+@click.argument("config-file", type=Path, required=True)
+@click.option(
+    "--no-check-imports",
+    is_flag=True,
+    default=False,
+    help="Skip checking if strategy class can be imported",
+    show_default=True,
+)
+def validate(config_file: Path, no_check_imports: bool):
+    """
+    Validates a strategy configuration file without running it.
+
+    Checks for:
+    - Valid YAML syntax
+    - Required configuration fields
+    - Strategy class exists and can be imported (unless --no-check-imports)
+    - Exchange configurations are valid
+    - Simulation parameters are valid (if present)
+
+    Returns exit code 0 if valid, 1 if invalid.
+    """
+    from qubx.utils.runner.configs import validate_strategy_config
+
+    result = validate_strategy_config(config_file, check_imports=not no_check_imports)
+
+    if result.valid:
+        click.echo(click.style("✓ Configuration is valid", fg="green", bold=True))
+        if result.warnings:
+            click.echo(click.style("\nWarnings:", fg="yellow", bold=True))
+            for warning in result.warnings:
+                click.echo(click.style(f"  - {warning}", fg="yellow"))
+        raise SystemExit(0)
+    else:
+        click.echo(click.style("✗ Configuration is invalid", fg="red", bold=True))
+        click.echo(click.style("\nErrors:", fg="red", bold=True))
+        for error in result.errors:
+            click.echo(click.style(f"  - {error}", fg="red"))
+        if result.warnings:
+            click.echo(click.style("\nWarnings:", fg="yellow", bold=True))
+            for warning in result.warnings:
+                click.echo(click.style(f"  - {warning}", fg="yellow"))
+        raise SystemExit(1)
+
+
 @main.command()
 @click.argument(
     "directory",
@@ -358,7 +403,7 @@ def init(
     The generated strategy can be run immediately with:
     poetry run qubx run --config config.yml --paper
     """
-    from qubx.templates import TemplateManager, TemplateError
+    from qubx.templates import TemplateError, TemplateManager
     
     try:
         manager = TemplateManager()

qubx/connectors/ccxt/exchanges/hyperliquid/hyperliquid.py

@@ -8,7 +8,7 @@ from ...adapters.polling_adapter import PollingConfig, PollingToWebSocketAdapter
 from ..base import CcxtFuturePatchMixin
 
 # Constants
-FUNDING_RATE_DEFAULT_POLL_MINUTES = 5
+FUNDING_RATE_DEFAULT_POLL_MINUTES = 1
 FUNDING_RATE_HOUR_MS = 60 * 60 * 1000  # 1 hour in milliseconds
 
 

qubx/connectors/ccxt/handlers/funding_rate.py

@@ -71,7 +71,7 @@ class FundingRateDataHandler(BaseDataTypeHandler):
                             channel.send((instrument, DataType.FUNDING_RATE, funding_rate, False))
 
                             # Emit payment if funding interval changed
-                            if self._should_emit_payment(instrument, funding_rate):
+                            if self._should_emit_payment(instrument, funding_rate, current_time):
                                 payment = self._create_funding_payment(instrument)
                                 channel.send((instrument, DataType.FUNDING_PAYMENT, payment, False))
 
@@ -101,7 +101,7 @@ class FundingRateDataHandler(BaseDataTypeHandler):
             stream_name=name,
         )
 
-    def _should_emit_payment(self, instrument: Instrument, rate: FundingRate) -> bool:
+    def _should_emit_payment(self, instrument: Instrument, rate: FundingRate, current_time: dt_64) -> bool:
         """
         Determine if a funding payment should be emitted.
 
@@ -132,7 +132,7 @@ class FundingRateDataHandler(BaseDataTypeHandler):
             return False
 
         # Emit if next_funding_time has advanced (new funding period started)
-        if rate.next_funding_time > last_info["payment_time"]:
+        if rate.next_funding_time > last_info["payment_time"] and current_time > last_info["payment_time"]:
             # Store payment info for _create_funding_payment
             self._pending_funding_rates[f"{key}_payment"] = {
                 "rate": last_info["rate"].rate,

qubx/connectors/ccxt/reader.py

@@ -20,7 +20,7 @@ from .utils import ccxt_find_instrument, instrument_to_ccxt_symbol
 
 @reader("ccxt")
 class CcxtDataReader(DataReader):
-    SUPPORTED_DATA_TYPES = {"ohlc", "funding_payment"}
+    SUPPORTED_DATA_TYPES = {"ohlc"}
 
     _exchanges: dict[str, Exchange]
     _loop: AsyncThreadLoop
@@ -74,7 +74,8 @@ class CcxtDataReader(DataReader):
         if instrument is None:
             return []
 
-        _timeframe = pd.Timedelta(timeframe or "1m")
+        timeframe = timeframe or "1m"
+        _timeframe = pd.Timedelta(timeframe)
         _start, _stop = self._get_start_stop(start, stop, _timeframe)
 
         if _start > _stop:

qubx/core/interfaces.py

@@ -2050,7 +2050,7 @@ class IMetricEmitter:
         self,
         name: str,
         value: float,
-        tags: dict[str, str] | None = None,
+        tags: dict[str, Any] | None = None,
         timestamp: dt_64 | None = None,
         instrument: Instrument | None = None,
     ) -> None:
@@ -2092,15 +2092,16 @@ class IMetricEmitter:
         """
         pass
 
-    def set_time_provider(self, time_provider: ITimeProvider) -> None:
+    def set_context(self, context: "IStrategyContext") -> None:
         """
-        Set the time provider for the metric emitter.
+        Set the strategy context for the metric emitter.
 
-        This method is used to set the time provider that will be used to get timestamps
-        when no explicit timestamp is provided in the emit method.
+        This method is used to set the context that provides access to time and simulation state.
+        The context is used to automatically add is_live tag and get timestamps when no explicit
+        timestamp is provided in the emit method.
 
         Args:
-            time_provider: The time provider to use
+            context: The strategy context to use
         """
         pass
 

qubx/core/metrics.py

@@ -175,7 +175,7 @@ def cagr(returns, periods=DAILY):
 
     cumrets = (returns + 1).cumprod(axis=0)
     years = len(cumrets) / float(periods)
-    return (cumrets.iloc[-1] ** (1.0 / years)) - 1.0
+    return ((cumrets.iloc[-1] ** (1.0 / years)) - 1.0) * 100
 
 
 def calmar_ratio(returns, periods=DAILY):
@@ -747,6 +747,11 @@ class TradingSessionResult:
         """Get number of executions"""
         return len(self.executions_log)
 
+    @property
+    def turnover(self) -> float:
+        """Get average daily turnover as percentage of equity"""
+        return self.performance().get("avg_daily_turnover", 0.0)
+
     @property
     def leverage(self) -> pd.Series:
         """Get leverage over time"""
@@ -779,7 +784,7 @@ class TradingSessionResult:
             for k in [
                 "equity", "drawdown_usd", "drawdown_pct",
                 "compound_returns", "returns_daily", "returns", "monthly_returns",
-                "rolling_sharpe", "long_value", "short_value",
+                "rolling_sharpe", "long_value", "short_value", "turnover",
             ]:
                 self._metrics.pop(k, None)
             # fmt: on
@@ -1381,16 +1386,21 @@ def portfolio_metrics(
     execs = len(executions_log)
     mdd_pct = 100 * dd_data / equity.cummax() if execs > 0 else pd.Series(0, index=equity.index)
     sheet["equity"] = equity
-    sheet["gain"] = sheet["equity"].iloc[-1] - sheet["equity"].iloc[0]
-    sheet["cagr"] = cagr(returns_daily, performance_statistics_period)
     sheet["sharpe"] = sharpe_ratio(returns_daily, risk_free, performance_statistics_period)
+    sheet["cagr"] = cagr(returns_daily, performance_statistics_period)
+
+    # turnover calculation
+    symbols = list(set(portfolio_log.columns.str.split("_").str.get(0).values))
+    turnover_series = calculate_turnover(portfolio_log, symbols, equity, resample="1d")
+    sheet["turnover"] = turnover_series
+    sheet["daily_turnover"] = turnover_series.mean() if len(turnover_series) > 0 else 0.0
+
     sheet["qr"] = qr(equity) if execs > 0 else 0
-    sheet["drawdown_usd"] = dd_data
+    sheet["mdd_pct"] = max(mdd_pct)
     sheet["drawdown_pct"] = mdd_pct
+    sheet["drawdown_usd"] = dd_data
     # 25-May-2019: MDE fixed Max DD pct calculations
-    sheet["max_dd_pct"] = max(mdd_pct)
     # sheet["max_dd_pct_on_init"] = 100 * mdd / init_cash
-    sheet["mdd_usd"] = mdd
     sheet["mdd_start"] = equity.index[ddstart]
     sheet["mdd_peak"] = equity.index[ddpeak]
     sheet["mdd_recover"] = equity.index[ddrecover]
@@ -1403,12 +1413,12 @@ def portfolio_metrics(
     )
     sheet["calmar"] = calmar_ratio(returns_daily, performance_statistics_period)
     # sheet["ann_vol"] = annual_volatility(returns_daily)
-    sheet["tail_ratio"] = tail_ratio(returns_daily)
-    sheet["stability"] = stability_of_returns(returns_daily)
+    # sheet["tail_ratio"] = tail_ratio(returns_daily)
+    # sheet["stability"] = stability_of_returns(returns_daily)
     sheet["monthly_returns"] = aggregate_returns(returns_daily, convert_to="mon")
     r_m = np.mean(returns_daily)
     r_s = np.std(returns_daily)
-    sheet["var"] = var_cov_var(init_cash, r_m, r_s)
+    # sheet["var"] = var_cov_var(init_cash, r_m, r_s)
     sheet["avg_return"] = 100 * r_m
 
     # portfolio market values
@@ -1416,6 +1426,8 @@ def portfolio_metrics(
     sheet["long_value"] = mkt_value[mkt_value > 0].sum(axis=1).fillna(0)
     sheet["short_value"] = mkt_value[mkt_value < 0].sum(axis=1).fillna(0)
 
+    sheet["gain"] = sheet["equity"].iloc[-1] - sheet["equity"].iloc[0]
+    sheet["mdd_usd"] = mdd
     # total commissions
     sheet["fees"] = pft_total["Total_Commissions"].iloc[-1]
 
@@ -1423,9 +1435,10 @@ def portfolio_metrics(
     funding_columns = pft_total.filter(regex=".*_Funding")
     if not funding_columns.empty:
         total_funding = funding_columns.sum(axis=1)
-        sheet["funding_pnl"] = 100 * total_funding.iloc[-1] / init_cash  # as percentage of initial capital
-    else:
-        sheet["funding_pnl"] = 0.0
+        if total_funding.iloc[-1] != 0:
+            sheet["funding_pnl"] = 100 * total_funding.iloc[-1] / init_cash  # as percentage of initial capital
+    # else:
+    #     sheet["funding_pnl"] = 0.0
 
     # executions metrics
     sheet["execs"] = execs
@@ -1725,7 +1738,7 @@ def _tearsheet_single(
             ay = sbp(_n, 5)
             plt.plot(lev, c="c", lw=1.5, label="Leverage")
         plt.subplots_adjust(hspace=0)
-        return pd.DataFrame(report).T.round(3)
+        return pd.DataFrame(report).T.round(2)
 
 
 def calculate_leverage(
@@ -1828,6 +1841,53 @@ def calculate_pnl_per_symbol(
     return df
 
 
+def calculate_turnover(
+    portfolio_log: pd.DataFrame,
+    symbols: list[str],
+    equity: pd.Series,
+    resample: str = "1d",
+) -> pd.Series:
+    """
+    Calculate daily turnover as percentage of equity.
+
+    Turnover measures trading activity by calculating the absolute value of position changes
+    multiplied by price, then dividing by equity.
+
+    Args:
+        portfolio_log: Portfolio log dataframe with position and price columns
+        symbols: List of symbols to calculate turnover for
+        equity: Equity curve series
+        resample: Resampling period for turnover calculation (default "1d")
+
+    Returns:
+        pd.Series: Daily turnover as percentage of equity
+    """
+    position_diffs = []
+
+    for symbol in symbols:
+        pos_col = f"{symbol}_Pos"
+        price_col = f"{symbol}_Price"
+
+        if pos_col in portfolio_log.columns and price_col in portfolio_log.columns:
+            # Calculate absolute position change multiplied by price (notional value)
+            position_diff = portfolio_log[pos_col].diff().abs() * portfolio_log[price_col]
+            position_diffs.append(position_diff)
+
+    if not position_diffs:
+        return pd.Series(0, index=equity.index)
+
+    # Sum all position changes and resample to specified period
+    notional_turnover = pd.concat(position_diffs, axis=1).sum(axis=1).resample(resample).sum()
+
+    # Resample equity to match turnover frequency
+    equity_resampled = equity.resample(resample).last()
+
+    # Calculate turnover as percentage of equity
+    daily_turnover = notional_turnover.div(equity_resampled).mul(100).fillna(0)
+
+    return daily_turnover
+
+
 def chart_signals(
     result: TradingSessionResult,
     symbol: str,

qubx/emitters/base.py

@@ -4,13 +4,13 @@ Base Metric Emitter.
 This module provides a base implementation of IMetricEmitter that can be extended by other emitters.
 """
 
-from typing import Dict, List, Optional, Set
+from typing import Any, Dict, List, Optional, Set
 
 import pandas as pd
 
 from qubx import logger
 from qubx.core.basics import Instrument, Signal, TargetPosition, dt_64
-from qubx.core.interfaces import IAccountViewer, IMetricEmitter, IStrategyContext, ITimeProvider
+from qubx.core.interfaces import IAccountViewer, IMetricEmitter, IStrategyContext
 
 
 class BaseMetricEmitter(IMetricEmitter):
@@ -35,7 +35,7 @@ class BaseMetricEmitter(IMetricEmitter):
     }
 
     def __init__(
-        self, stats_to_emit: Optional[List[str]] = None, stats_interval: str = "1m", tags: dict[str, str] | None = None
+        self, stats_to_emit: Optional[List[str]] = None, stats_interval: str = "1m", tags: dict[str, Any] | None = None
     ):
         """
         Initialize the Base Metric Emitter.
@@ -49,18 +49,19 @@ class BaseMetricEmitter(IMetricEmitter):
         self._stats_interval = pd.Timedelta(stats_interval)
         self._default_tags = tags or {}
         self._last_emission_time = None
-        self._time_provider = None
+        self._context = None
 
-    def _merge_tags(self, tags: dict[str, str] | None = None, instrument: Instrument | None = None) -> dict[str, str]:
+    def _merge_tags(self, tags: dict[str, Any] | None = None, instrument: Instrument | None = None) -> dict[str, Any]:
         """
         Merge default tags with provided tags and instrument tags if provided.
+        Also automatically adds is_live tag based on context's simulation state.
 
         Args:
             tags: Additional tags to merge with default tags
             instrument: Optional instrument to add symbol and exchange tags from
 
         Returns:
-            Dict[str, str]: Merged tags dictionary
+            Dict[str, Any]: Merged tags dictionary
         """
         result = self._default_tags.copy()
 
@@ -70,9 +71,13 @@ class BaseMetricEmitter(IMetricEmitter):
         if instrument:
             result.update({"symbol": instrument.symbol, "exchange": instrument.exchange})
 
+        # Add is_live tag based on context's simulation state
+        if self._context is not None:
+            result["is_live"] = not self._context.is_simulation
+
         return result
 
-    def _emit_impl(self, name: str, value: float, tags: Dict[str, str], timestamp: dt_64 | None = None) -> None:
+    def _emit_impl(self, name: str, value: float, tags: Dict[str, Any], timestamp: dt_64 | None = None) -> None:
         """
         Implementation of emit to be overridden by subclasses.
 
@@ -88,7 +93,7 @@ class BaseMetricEmitter(IMetricEmitter):
         self,
         name: str,
         value: float,
-        tags: dict[str, str] | None = None,
+        tags: dict[str, Any] | None = None,
         timestamp: dt_64 | None = None,
         instrument: Instrument | None = None,
     ) -> None:
@@ -102,19 +107,19 @@ class BaseMetricEmitter(IMetricEmitter):
             timestamp: Optional timestamp for the metric (defaults to current time)
             instrument: Optional instrument to add symbol and exchange tags from
         """
-        if self._time_provider is not None and timestamp is None:
-            timestamp = self._time_provider.time()
+        if self._context is not None and timestamp is None:
+            timestamp = self._context.time()
         merged_tags = self._merge_tags(tags, instrument)
         self._emit_impl(name, float(value), merged_tags, timestamp)
 
-    def set_time_provider(self, time_provider: ITimeProvider) -> None:
+    def set_context(self, context: IStrategyContext) -> None:
         """
-        Set the time provider for the metric emitter.
+        Set the strategy context for the metric emitter.
 
         Args:
-            time_provider: The time provider to use
+            context: The strategy context to use
         """
-        self._time_provider = time_provider
+        self._context = context
 
     def emit_strategy_stats(self, context: IStrategyContext) -> None:
         """
@@ -126,6 +131,10 @@ class BaseMetricEmitter(IMetricEmitter):
         Args:
             context: The strategy context to get statistics from
         """
+        # Store context to ensure is_live tag is added
+        if self._context is None:
+            self._context = context
+
         try:
             # Get current timestamp
             current_time = context.time()

qubx/emitters/composite.py

@@ -85,6 +85,19 @@ class CompositeMetricEmitter(BaseMetricEmitter):
             except Exception as e:
                 logger.error(f"Error emitting signals to {emitter.__class__.__name__}: {e}")
 
+    def set_context(self, context: IStrategyContext) -> None:
+        """
+        Set the strategy context for all child emitters.
+
+        Args:
+            context: The strategy context to use
+        """
+        for emitter in self._emitters:
+            try:
+                emitter.set_context(context)
+            except Exception as e:
+                logger.error(f"Error setting context on {emitter.__class__.__name__}: {e}")
+
     def notify(self, context: IStrategyContext) -> None:
         for emitter in self._emitters:
             try:

qubx/emitters/csv.py

@@ -6,6 +6,7 @@ This module provides an implementation of IMetricEmitter that exports metrics to
 
 import os
 from pathlib import Path
+from typing import Any
 
 from qubx import logger
 from qubx.core.basics import Signal, dt_64
@@ -27,7 +28,7 @@ class CSVMetricEmitter(BaseMetricEmitter):
         file_path: str | None = None,
         stats_to_emit: list[str] | None = None,
         stats_interval: str = "1m",
-        tags: dict[str, str] | None = None,
+        tags: dict[str, Any] | None = None,
     ):
         """
         Initialize the CSV Metric Emitter.

qubx/emitters/indicator.py

@@ -5,6 +5,8 @@ This module provides the IndicatorEmitter class that can wrap around any indicat
 and automatically emit their values when there are updates.
 """
 
+from typing import Any
+
 import numpy as np
 import pandas as pd
 
@@ -43,7 +45,7 @@ class IndicatorEmitter(Indicator):
         metric_emitter: IMetricEmitter,
         metric_name: str | None = None,
         instrument: Instrument | None = None,
-        tags: dict[str, str] | None = None,
+        tags: dict[str, Any] | None = None,
         emit_on_new_item_only: bool = True,
     ):
         """
@@ -149,7 +151,7 @@ class IndicatorEmitter(Indicator):
         metric_emitter: IMetricEmitter,
         metric_name: str | None = None,
         instrument: Instrument | None = None,
-        tags: dict[str, str] | None = None,
+        tags: dict[str, Any] | None = None,
         emit_on_new_item_only: bool = True,
     ) -> "Indicator":
         """

qubx/emitters/inmemory.py

@@ -5,7 +5,7 @@ This module provides an implementation of IMetricEmitter that stores metrics in
 using a pandas DataFrame for easy access and analysis.
 """
 
-from typing import Optional
+from typing import Any, cast
 
 import pandas as pd
 
@@ -28,7 +28,7 @@ class InMemoryMetricEmitter(BaseMetricEmitter):
         self,
         stats_to_emit: list[str] | None = None,
         stats_interval: str = "1m",
-        tags: dict[str, str] | None = None,
+        tags: dict[str, Any] | None = None,
         max_rows: int | None = None,
     ):
         """
@@ -135,7 +135,7 @@ class InMemoryMetricEmitter(BaseMetricEmitter):
         if not self._rows:
             df = pd.DataFrame(columns=["timestamp", "name", "value", "symbol", "exchange"])
         else:
-            df = pd.DataFrame(self._rows)
+            df = pd.DataFrame(self._rows.copy())
             # Ensure correct dtypes
             df = df.astype(
                 {
@@ -163,7 +163,8 @@ class InMemoryMetricEmitter(BaseMetricEmitter):
             df = df[df["timestamp"] >= start_time]
         if end_time is not None:
             df = df[df["timestamp"] <= end_time]
-        return df
+
+        return cast(pd.DataFrame, df)
 
     def get_latest_metrics(
         self, instrument: Instrument | None = None, symbol: str | None = None, exchange: str | None = None

qubx/emitters/prometheus.py

@@ -4,7 +4,7 @@ Prometheus Metric Emitter.
 This module provides an implementation of IMetricEmitter that exports metrics to Prometheus.
 """
 
-from typing import Dict, List, Literal, Optional
+from typing import Any, Dict, List, Literal, Optional
 
 from prometheus_client import REGISTRY, Counter, Gauge, Summary, push_to_gateway
 
@@ -178,7 +178,7 @@ class PrometheusMetricEmitter(BaseMetricEmitter):
         self,
         name: str,
         value: float,
-        tags: dict[str, str] | None = None,
+        tags: dict[str, Any] | None = None,
         timestamp: dt_64 | None = None,
         metric_type: MetricType = "gauge",
     ) -> None:

qubx/emitters/questdb.py

@@ -6,6 +6,7 @@ This module provides an implementation of IMetricEmitter that exports metrics to
 
 import datetime
 from concurrent.futures import ThreadPoolExecutor
+from typing import Any
 
 import pandas as pd
 from questdb.ingress import Sender
@@ -24,6 +25,8 @@ class QuestDBMetricEmitter(BaseMetricEmitter):
     This emitter sends metrics to QuestDB with custom timestamps and tags.
     """
 
+    SYMBOL_TAGS = ["symbol", "exchange", "type", "environment", "strategy"]
+
     def __init__(
         self,
         host: str = "localhost",
@@ -33,7 +36,7 @@ class QuestDBMetricEmitter(BaseMetricEmitter):
         stats_to_emit: list[str] | None = None,
         stats_interval: str = "1m",
         flush_interval: str = "5s",
-        tags: dict[str, str] | None = None,
+        tags: dict[str, Any] | None = None,
         max_workers: int = 1,
     ):
         """
@@ -143,10 +146,8 @@ class QuestDBMetricEmitter(BaseMetricEmitter):
                 return
 
             # Prepare symbols (tags) and columns (values)
-            symbols = {"metric_name": name}
-            symbols.update(tags)  # Add all tags as symbols
-
-            columns: dict = {"value": round(value, 5)}  # Add the value as a column
+            symbols = self._pop_symbols(tags)
+            columns: dict = {"metric_name": name, "value": round(value, 5), **tags}
 
             # Use the provided timestamp if available, otherwise use current time
             dt_timestamp = self._convert_timestamp(timestamp) if timestamp is not None else datetime.datetime.now()
@@ -261,11 +262,7 @@ class QuestDBMetricEmitter(BaseMetricEmitter):
 
                 # Use _merge_tags to get properly merged tags
                 merged_tags = self._merge_tags({}, signal.instrument)
-
-                symbols = {
-                    "group_name": signal.group if signal.group else "",
-                }
-                symbols.update(merged_tags)  # Add merged tags
+                symbols = self._pop_symbols(merged_tags)
 
                 columns = {
                     "signal": float(signal.signal),
@@ -277,6 +274,8 @@ class QuestDBMetricEmitter(BaseMetricEmitter):
                     "comment": signal.comment if signal.comment else "",
                     # "options": json.dumps(signal.options) if signal.options else "{}",
                     "is_service": bool(signal.is_service),
+                    "group_name": signal.group if signal.group else "",
+                    **merged_tags,
                 }
 
                 # Convert timestamp - signal.time is always dt_64, no need to check for string
@@ -287,3 +286,10 @@ class QuestDBMetricEmitter(BaseMetricEmitter):
 
         except Exception as e:
             logger.error(f"[QuestDBMetricEmitter] Failed to emit signals to QuestDB: {e}")
+
+    def _pop_symbols(self, tags: dict[str, str]) -> dict[str, str]:
+        symbols = {}
+        for symbol_name in self.SYMBOL_TAGS:
+            if symbol_name in tags:
+                symbols[symbol_name] = tags.pop(symbol_name)
+        return symbols

qubx/exporters/formatters/__init__.py

@@ -8,5 +8,12 @@ before it is exported to external systems.
 from qubx.exporters.formatters.base import DefaultFormatter, IExportFormatter
 from qubx.exporters.formatters.incremental import IncrementalFormatter
 from qubx.exporters.formatters.slack import SlackMessageFormatter
+from qubx.exporters.formatters.target_position import TargetPositionFormatter
 
-__all__ = ["IExportFormatter", "DefaultFormatter", "SlackMessageFormatter", "IncrementalFormatter"]
+__all__ = [
+    "IExportFormatter",
+    "DefaultFormatter",
+    "SlackMessageFormatter",
+    "IncrementalFormatter",
+    "TargetPositionFormatter",
+]

qubx/exporters/formatters/target_position.py

@@ -0,0 +1,78 @@
+from typing import Any, Optional
+
+import numpy as np
+
+from qubx.core.basics import TargetPosition, dt_64
+from qubx.core.interfaces import IAccountViewer
+from qubx.exporters.formatters.base import DefaultFormatter
+
+
+class TargetPositionFormatter(DefaultFormatter):
+    """
+    Formatter for exporting target positions as structured messages.
+
+    This formatter creates messages suitable for trading systems that need
+    to know target position sizes with leverage calculations.
+    """
+
+    def __init__(
+        self,
+        alert_name: str,
+        exchange_mapping: Optional[dict[str, str]] = None,
+    ):
+        """
+        Initialize the TargetPositionFormatter.
+
+        Args:
+            alert_name: The name of the alert to include in the messages
+            exchange_mapping: Optional mapping of exchange names to use in messages.
+                             If an exchange is not in the mapping, the instrument's exchange is used.
+        """
+        super().__init__()
+        self.alert_name = alert_name
+        self.exchange_mapping = exchange_mapping or {}
+
+    def format_target_position(self, time: dt_64, target: TargetPosition, account: IAccountViewer) -> dict[str, Any]:
+        """
+        Format a target position for export.
+
+        This method creates a structured message with target position information
+        including leverage calculated as (notional size / total capital).
+
+        Args:
+            time: Timestamp when the target position was generated
+            target: The target position to format
+            account: Account viewer to get account information like total capital, leverage, etc.
+
+        Returns:
+            A dictionary containing the formatted target position data
+        """
+        # Get price: use entry_price if available, else fallback to position's last_update_price
+        price = target.entry_price
+        if price is None:
+            position = account.get_position(target.instrument)
+            if not np.isnan(position.last_update_price):
+                price = position.last_update_price
+            else:
+                # Cannot calculate leverage without price
+                return {}
+
+        # Calculate notional size and leverage
+        notional = abs(target.target_position_size * price)
+        total_capital = account.get_total_capital(exchange=target.instrument.exchange)
+        leverage = notional / total_capital if total_capital > 0 else 0.0
+
+        # Determine side
+        side = "BUY" if target.target_position_size > 0 else "SELL"
+
+        # Get the exchange name from mapping or use the instrument's exchange
+        exchange = self.exchange_mapping.get(target.instrument.exchange, target.instrument.exchange)
+
+        return {
+            "action": "TARGET_POSITION",
+            "alertName": self.alert_name,
+            "exchange": exchange,
+            "symbol": target.instrument.exchange_symbol.upper(),
+            "side": side,
+            "leverage": leverage,
+        }

qubx/health/base.py

@@ -7,7 +7,7 @@ import numpy as np
 
 from qubx import logger
 from qubx.core.basics import CtrlChannel, dt_64
-from qubx.core.interfaces import HealthMetrics, IHealthMonitor, IMetricEmitter, ITimeProvider, IDataArrivalListener
+from qubx.core.interfaces import HealthMetrics, IDataArrivalListener, IHealthMonitor, IMetricEmitter, ITimeProvider
 from qubx.core.utils import recognize_timeframe
 from qubx.utils.collections import DequeFloat64, DequeIndicator
 
@@ -111,8 +111,6 @@ class DummyHealthMonitor(IHealthMonitor, IDataArrivalListener):
         """Stop the health metrics monitor."""
         pass
 
-
-
     def watch(self, name: str = ""):
         """No-op decorator function that returns the function unchanged.
 
@@ -136,6 +134,7 @@ class BaseHealthMonitor(IHealthMonitor, IDataArrivalListener):
         channel: CtrlChannel | None = None,
         queue_monitor_interval: str = "100ms",
         buffer_size: int = 1000,
+        emit_health: bool = True,
     ):
         """Initialize the health metrics monitor.
 
@@ -145,10 +144,13 @@ class BaseHealthMonitor(IHealthMonitor, IDataArrivalListener):
             emit_interval: Interval to emit metrics, e.g. "1s", "500ms", "5m" (default: "1s")
             channel: Optional data channel to monitor for queue size
             queue_monitor_interval: Interval to check queue size, e.g. "100ms", "500ms" (default: "100ms")
+            buffer_size: Size of buffer for storing metrics
+            emit_health: Whether to emit health metrics (default: True)
         """
         self.time_provider = time_provider
         self._emitter = emitter
         self._channel = channel
+        self._emit_health = emit_health
 
         # Convert emit interval to nanoseconds
         self._emit_interval_ns = recognize_timeframe(emit_interval)
@@ -384,8 +386,6 @@ class BaseHealthMonitor(IHealthMonitor, IDataArrivalListener):
             p99_processing_latency=p99_processing_latency,
         )
 
-
-
     def start(self) -> None:
         """Start the metrics emission thread and queue monitoring thread."""
         # Start queue size monitoring if channel is provided
@@ -396,6 +396,7 @@ class BaseHealthMonitor(IHealthMonitor, IDataArrivalListener):
 
         # Start metrics emission if emitter is provided
         if self._emitter is not None:
+
             def emit_metrics():
                 while not self._stop_event.is_set():
                     try:
@@ -408,13 +409,10 @@ class BaseHealthMonitor(IHealthMonitor, IDataArrivalListener):
             self._stop_event.clear()
             self._emission_thread = threading.Thread(target=emit_metrics, daemon=True)
             self._emission_thread.start()
-        
-
 
     def stop(self) -> None:
         """Stop the metrics emission thread and queue monitoring thread."""
 
-            
         # Stop queue size monitoring
         if self._monitor_thread is not None:
             self._is_running = False
@@ -440,7 +438,6 @@ class BaseHealthMonitor(IHealthMonitor, IDataArrivalListener):
             finally:
                 time.sleep(self._queue_monitor_interval_s)
 
-
     def _get_latency_percentile(self, event_type: str, latencies: dict, percentile: float) -> float:
         if event_type not in latencies or latencies[event_type].is_empty():
             return 0.0
@@ -449,7 +446,7 @@ class BaseHealthMonitor(IHealthMonitor, IDataArrivalListener):
 
     def _emit(self) -> None:
         """Emit all metrics to the configured emitter."""
-        if self._emitter is None:
+        if not self._emit_health or self._emitter is None:
             return
 
         metrics = self.get_system_metrics()

qubx/utils/runner/configs.py

@@ -2,17 +2,22 @@ import os
 from pathlib import Path
 
 import yaml
-from pydantic import BaseModel, Field
+from pydantic import BaseModel, ConfigDict, Field
 
 from qubx.core.interfaces import IStrategy
 
 
-class ConnectorConfig(BaseModel):
+class StrictBaseModel(BaseModel):
+    """Base model with strict validation that forbids extra fields."""
+    model_config = ConfigDict(extra="forbid")
+
+
+class ConnectorConfig(StrictBaseModel):
     connector: str
     params: dict = Field(default_factory=dict)
 
 
-class ExchangeConfig(BaseModel):
+class ExchangeConfig(StrictBaseModel):
     connector: str
     universe: list[str]
     params: dict = Field(default_factory=dict)
@@ -20,22 +25,22 @@ class ExchangeConfig(BaseModel):
     account: ConnectorConfig | None = None
 
 
-class ReaderConfig(BaseModel):
+class ReaderConfig(StrictBaseModel):
     reader: str
     args: dict = Field(default_factory=dict)
 
 
-class TypedReaderConfig(BaseModel):
+class TypedReaderConfig(StrictBaseModel):
     data_type: list[str] | str
     readers: list[ReaderConfig]
 
 
-class RestorerConfig(BaseModel):
+class RestorerConfig(StrictBaseModel):
     type: str
     parameters: dict = Field(default_factory=dict)
 
 
-class PrefetchConfig(BaseModel):
+class PrefetchConfig(StrictBaseModel):
     enabled: bool = True
     prefetch_period: str = "1w"
     cache_size_mb: int = 1000
@@ -43,13 +48,13 @@ class PrefetchConfig(BaseModel):
     args: dict = Field(default_factory=dict)
 
 
-class WarmupConfig(BaseModel):
+class WarmupConfig(StrictBaseModel):
     readers: list[TypedReaderConfig] = Field(default_factory=list)
     restorer: RestorerConfig | None = None
     prefetch: PrefetchConfig | None = None
 
 
-class LoggingConfig(BaseModel):
+class LoggingConfig(StrictBaseModel):
     logger: str
     position_interval: str
     portfolio_interval: str
@@ -57,12 +62,12 @@ class LoggingConfig(BaseModel):
     heartbeat_interval: str = "1m"
 
 
-class ExporterConfig(BaseModel):
+class ExporterConfig(StrictBaseModel):
     exporter: str
     parameters: dict = Field(default_factory=dict)
 
 
-class EmitterConfig(BaseModel):
+class EmitterConfig(StrictBaseModel):
     """Configuration for a single metric emitter."""
 
     emitter: str
@@ -70,7 +75,7 @@ class EmitterConfig(BaseModel):
     tags: dict[str, str] = Field(default_factory=dict)
 
 
-class EmissionConfig(BaseModel):
+class EmissionConfig(StrictBaseModel):
     """Configuration for metric emission."""
 
     stats_interval: str = "1m"  # Default interval for emitting strategy stats
@@ -78,20 +83,21 @@ class EmissionConfig(BaseModel):
     emitters: list[EmitterConfig] = Field(default_factory=list)
 
 
-class NotifierConfig(BaseModel):
+class NotifierConfig(StrictBaseModel):
     """Configuration for strategy lifecycle notifiers."""
 
     notifier: str
     parameters: dict = Field(default_factory=dict)
 
 
-class HealthConfig(BaseModel):
+class HealthConfig(StrictBaseModel):
+    emit_health: bool = False
     emit_interval: str = "10s"
     queue_monitor_interval: str = "1s"
     buffer_size: int = 5000
 
 
-class LiveConfig(BaseModel):
+class LiveConfig(StrictBaseModel):
     read_only: bool = False
     exchanges: dict[str, ExchangeConfig]
     logging: LoggingConfig
@@ -103,7 +109,7 @@ class LiveConfig(BaseModel):
     aux: list[ReaderConfig] | ReaderConfig | None = None
 
 
-class SimulationConfig(BaseModel):
+class SimulationConfig(StrictBaseModel):
     capital: float
     instruments: list[str]
     start: str
@@ -121,7 +127,7 @@ class SimulationConfig(BaseModel):
     portfolio_log_freq: str | None = None
 
 
-class StrategyConfig(BaseModel):
+class StrategyConfig(StrictBaseModel):
     name: str | None = None
     description: str | list[str] | None = None
     strategy: str | list[str] | type[IStrategy]
@@ -188,3 +194,100 @@ def load_strategy_config_from_yaml(path: Path | str, key: str | None = None) ->
         if key:
             config_dict = config_dict[key]
         return StrategyConfig(**config_dict)
+
+
+class ValidationResult(StrictBaseModel):
+    """Result of configuration validation."""
+    valid: bool
+    errors: list[str] = Field(default_factory=list)
+    warnings: list[str] = Field(default_factory=list)
+
+
+def validate_strategy_config(path: Path | str, check_imports: bool = True) -> ValidationResult:
+    """
+    Validates a strategy configuration file.
+
+    Args:
+        path: Path to the strategy configuration YAML file.
+        check_imports: Whether to verify strategy class can be imported (default: True).
+
+    Returns:
+        ValidationResult with validation status, errors, and warnings.
+    """
+    result = ValidationResult(valid=True)
+
+    # Check if file exists
+    path = Path(os.path.expanduser(path))
+    if not path.exists():
+        result.valid = False
+        result.errors.append(f"Configuration file not found: {path}")
+        return result
+
+    # Try to load and parse YAML
+    try:
+        config = load_strategy_config_from_yaml(path)
+    except yaml.YAMLError as e:
+        result.valid = False
+        result.errors.append(f"YAML parsing error: {e}")
+        return result
+    except Exception as e:
+        result.valid = False
+        result.errors.append(f"Configuration parsing error: {e}")
+        return result
+
+    # Validate strategy class can be imported
+    if check_imports:
+        if isinstance(config.strategy, str):
+            try:
+                from qubx.utils.misc import class_import
+                class_import(config.strategy)
+            except Exception as e:
+                result.valid = False
+                result.errors.append(f"Failed to import strategy '{config.strategy}': {e}")
+        elif isinstance(config.strategy, list):
+            for strat in config.strategy:
+                try:
+                    from qubx.utils.misc import class_import
+                    class_import(strat)
+                except Exception as e:
+                    result.valid = False
+                    result.errors.append(f"Failed to import strategy '{strat}': {e}")
+
+    # Validate live configuration if present
+    if config.live:
+        if not config.live.exchanges:
+            result.valid = False
+            result.errors.append("Live configuration requires at least one exchange")
+
+        for exchange_name, exchange_config in config.live.exchanges.items():
+            if not exchange_config.universe:
+                result.valid = False
+                result.errors.append(f"Exchange '{exchange_name}' has no symbols in universe")
+
+            if exchange_config.connector.lower() not in ["ccxt", "tardis"]:
+                result.warnings.append(f"Exchange '{exchange_name}' uses unknown connector: {exchange_config.connector}")
+
+    # Validate simulation configuration if present
+    if config.simulation:
+        if not config.simulation.instruments:
+            result.valid = False
+            result.errors.append("Simulation configuration requires at least one instrument")
+
+        if config.simulation.capital <= 0:
+            result.valid = False
+            result.errors.append("Simulation capital must be positive")
+
+        # Validate date format
+        try:
+            import pandas as pd
+            pd.Timestamp(config.simulation.start)
+            pd.Timestamp(config.simulation.stop)
+        except Exception as e:
+            result.valid = False
+            result.errors.append(f"Invalid simulation date format: {e}")
+
+    # Check that at least one mode (live or simulation) is configured
+    if not config.live and not config.simulation:
+        result.warnings.append("Configuration has neither 'live' nor 'simulation' section")
+
+    return result

qubx/utils/runner/runner.py

@@ -304,10 +304,6 @@ def create_strategy_context(
     _chan = CtrlChannel("databus", sentinel=(None, None, None, None))
     _sched = BasicScheduler(_chan, lambda: _time.time().item())
 
-    # Create time provider for metric emitters
-    if _metric_emitter is not None:
-        _metric_emitter.set_time_provider(_time)
-
     # Create health metrics monitor with emitter
     _health_monitor = BaseHealthMonitor(
         _time, emitter=_metric_emitter, channel=_chan, **config.live.health.model_dump()
@@ -390,6 +386,10 @@ def create_strategy_context(
         restored_state=restored_state,
     )
 
+    # Set context for metric emitters to enable is_live tag and time access
+    if _metric_emitter is not None:
+        _metric_emitter.set_context(ctx)
+
     return ctx
 
 
@@ -709,9 +709,9 @@ def _run_warmup(
     finally:
         # Restore the live time provider
         simulated_formatter.time_provider = _live_time_provider
-        # Set back the time provider for metric emitters to use live time provider
+        # Set back the context for metric emitters to use live context
         if ctx.emitter is not None:
-            ctx.emitter.set_time_provider(_live_time_provider)
+            ctx.emitter.set_context(ctx)
         ctx._strategy_state.is_warmup_in_progress = False
         ctx.initializer.simulation = False
 

{qubx-0.6.85.dist-info → qubx-0.6.87.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: Qubx
-Version: 0.6.85
+Version: 0.6.87
 Summary: Qubx - Quantitative Trading Framework
 License-File: LICENSE
 Author: Dmitry Marienko

{qubx-0.6.85.dist-info → qubx-0.6.87.dist-info}/RECORD

@@ -4,17 +4,17 @@ qubx/backtester/__init__.py,sha256=OhXhLmj2x6sp6k16wm5IPATvv-E2qRZVIcvttxqPgcg,1
 qubx/backtester/account.py,sha256=0yvE06icSeK2ymovvaKkuftY8Ou3Z7Y2JrDa6VtkINw,3048
 qubx/backtester/broker.py,sha256=lJ6PpqE2L0vKcgw2ZP7xahne4eZguJFYWXHiWP6jmXM,2949
 qubx/backtester/data.py,sha256=eDS-fe44m6dKy3hp2P7Gll2HRZRpsf_EG-K52Z3zsx8,8057
-qubx/backtester/management.py,sha256=uyGgffhGSXKWAAxQhyuq-YzHmJjQb9AwJP-AeIQpkeY,21070
+qubx/backtester/management.py,sha256=cgeO7cIyd5J9r1XYGWC9XV2oVHtgAMpQZ6rhxFYl0J4,21147
 qubx/backtester/ome.py,sha256=LnnSANMD2XBo18JtLRh96Ey9BH_StrfshQnCu2_aOc4,18646
 qubx/backtester/optimization.py,sha256=HHUIYA6Y66rcOXoePWFOuOVX9iaHGKV0bGt_4d5e6FM,7619
-qubx/backtester/runner.py,sha256=cUHFfHrxa0YO-9TYkaIGqQfaTc9ocq-FppE3LPxCzQM,25438
+qubx/backtester/runner.py,sha256=D1zCw6_qscaZZkSAm1JY_I8XsZARz4TyYn48hTzdDUE,25420
 qubx/backtester/sentinels.py,sha256=wuRfPHpepxXwTBxtbLxcGfK2BpnUn_j-Gbg103MQL38,792
 qubx/backtester/simulated_data.py,sha256=QuVrs69-IeQLnkcax9N5VMtHjbxEId9cmUY_b9eRSYg,19678
 qubx/backtester/simulated_exchange.py,sha256=6ZsxkfTkp5CfFU_Fzjm7LwsQk-GTA3Nm00tDUD-Ja8I,8164
 qubx/backtester/simulator.py,sha256=iAbz_XJhoXFRSgYxLgtLR49RN7cZwA3W1q6y40e-PF4,13364
 qubx/backtester/utils.py,sha256=SZRHL1eQxZLArewqcyVL4QvPVXuFUd-XKf6IFhBgW4w,37951
 qubx/cli/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-qubx/cli/commands.py,sha256=z1Qs6jLbrfINk7D6V7n6ruPNLoyq3T-sY66Y-F8LmBE,11714
+qubx/cli/commands.py,sha256=riVAnPSCChPis0LMx7cCtoKK4JPh1uDt2TOElyni1sM,13395
 qubx/cli/deploy.py,sha256=pQ9FPOsywDyy8jOjLfrgYTTkKQ-MCixCzbgsG68Q3_0,8319
 qubx/cli/misc.py,sha256=tP28QxLEzuP8R2xnt8g3JTs9Z7aYy4iVWY4g3VzKTsQ,14777
 qubx/cli/release.py,sha256=Kz5aykF9FlAeUgXF59_Mu3vRFxa_qF9dq0ySqLlKKqo,41362
@@ -36,20 +36,20 @@ qubx/connectors/ccxt/exchanges/bitfinex/bitfinex.py,sha256=Tq-OR06JBU2yADUQc7m80
 qubx/connectors/ccxt/exchanges/bitfinex/bitfinex_account.py,sha256=zrnA6GJiNddoM5JF-SlFFO4FpITDO5rGaU9ipshUvAY,1603
 qubx/connectors/ccxt/exchanges/hyperliquid/__init__.py,sha256=j6OB7j_yKRgitQAeJX3jkTrJ7NVnbTKtoumMiH_9u4I,166
 qubx/connectors/ccxt/exchanges/hyperliquid/broker.py,sha256=yoht8KsiMS3F6rkyfwQ3prBn-OgnY6tCDwYJQbsq1t0,3130
-qubx/connectors/ccxt/exchanges/hyperliquid/hyperliquid.py,sha256=w2uidBYpIUWoZsAeXiITdc77EIGN4cE3bXsGAb4JpaE,20353
+qubx/connectors/ccxt/exchanges/hyperliquid/hyperliquid.py,sha256=nHeMCBfIBdcWYl8s9vqyr9fxVmnzEz0uEwxQskLN6UM,20353
 qubx/connectors/ccxt/exchanges/kraken/kraken.py,sha256=ntxf41aPY0JqxT5jn-979fgQih2TvMbr_p9fvCJB9QE,414
 qubx/connectors/ccxt/factory.py,sha256=hX5WODwwo49J3YjGulpDyq1SKq9VvWH3otzFw6avS5I,6259
 qubx/connectors/ccxt/handlers/__init__.py,sha256=Cuo2RsHiijhBd8YIkLey9JhHkBGWRtPoeu_BEg_jlDE,879
 qubx/connectors/ccxt/handlers/base.py,sha256=1QS9uhFsisWvGwDmoAc83kLcSd1Lf3hSlnrWwKoHuAk,3334
 qubx/connectors/ccxt/handlers/factory.py,sha256=SlMAOmaUy1dQ-q5ZzrjODj_XMcLr1BORGGZ7klLNndk,4250
-qubx/connectors/ccxt/handlers/funding_rate.py,sha256=OLlocxRBEMxQ7LAtxZgQcdn3LIZwAqxZ7Q69TUYNyT4,8918
+qubx/connectors/ccxt/handlers/funding_rate.py,sha256=w7uRasxE9084FT6lekXoC9G3QY9ucgn3Garfq4161XY,8998
 qubx/connectors/ccxt/handlers/liquidation.py,sha256=0QbLeZwpdEgd30PwQoWXUBKG25rrNQ0OgPz8fPLRA6U,3915
 qubx/connectors/ccxt/handlers/ohlc.py,sha256=668mHEuLb-sT-Rk0miNsvKTETfoo0XK9aAAqNa4uTCY,17706
 qubx/connectors/ccxt/handlers/open_interest.py,sha256=K3gPI51zUtxvED3V-sfFmK1Lsa-vx7k-Q-UE_eLsoRM,9957
 qubx/connectors/ccxt/handlers/orderbook.py,sha256=67cJt1aW778lMch8abkzvkhRKKnfHOqJ6IDufx-NoZk,9129
 qubx/connectors/ccxt/handlers/quote.py,sha256=JwQ8mXMpFMdFEpQTx3x_Xaj6VHZanC6_JI6tB9l_yDw,4464
 qubx/connectors/ccxt/handlers/trade.py,sha256=doBxWHvRQIhRbr5PqzQnoVMBarjWlezk75DPlu__JVg,8841
-qubx/connectors/ccxt/reader.py,sha256=uUG1I_ejzTf0f4bCAHpLhBzTUqtNX-JvJGFA4bi7-WU,26602
+qubx/connectors/ccxt/reader.py,sha256=T1PXe2zqkOsyNEoE5-d9NWwZEBTPzbpTR2R5Fc6K9zg,26613
 qubx/connectors/ccxt/subscription_config.py,sha256=jbMZ_9US3nvrp6LCVmMXLQnAjXH0xIltzUSPqXJZvgs,3865
 qubx/connectors/ccxt/subscription_manager.py,sha256=9ZfA6bR6YwtlZqVs6yymKPvYSvy5x3yBuHA_LDbiKgc,13285
 qubx/connectors/ccxt/subscription_orchestrator.py,sha256=CbZMTRhmgcJZd8cofQbyBDI__N2Lbo1loYfh9_-EkFA,16512
@@ -66,10 +66,10 @@ qubx/core/errors.py,sha256=LENtlgmVzxxUFNCsuy4PwyHYhkZkxuZQ2BPif8jaGmw,1411
 qubx/core/exceptions.py,sha256=11wQC3nnNLsl80zBqbE6xiKCqm31kctqo6W_gdnZkg8,581
 qubx/core/helpers.py,sha256=xFcgXtNGvaz8SvLeHToePMx0tx85eX3H4ymxjz66ekg,22129
 qubx/core/initializer.py,sha256=VVti9UJDJCg0125Mm09S6Tt1foHK4XOBL0mXgDmvXes,7724
-qubx/core/interfaces.py,sha256=AwSS92BbfUXw92TLvB75Wn5bxYByHAAXie2GAC70vUQ,67824
+qubx/core/interfaces.py,sha256=cf1-_cNGIucXI8be3BLXwBXBBGVB_88x33eh1hLsZJc,67906
 qubx/core/loggers.py,sha256=eYijsR02S5u1Hv21vjIk_dOUwOMv0fiBDYwEmFhAoWk,14344
 qubx/core/lookups.py,sha256=Bed30kPZvbTGjZ8exojhIMOIVfB46j6741yF3fXGTiM,18313
-qubx/core/metrics.py,sha256=o3Bd25G2GwqxVlIpryScCrQISCYjsVWiIWAUUsW2siQ,79274
+qubx/core/metrics.py,sha256=j8fXGs946reDLugywxTuWPB8WhZbsoZpwVVDUFePcJE,81480
 qubx/core/mixins/__init__.py,sha256=AMCLvfNuIb1kkQl3bhCj9jIOEl2eKcVPJeyLgrkB-rk,329
 qubx/core/mixins/market.py,sha256=w9OEDfy0r9xnb4KdKA-PuFsCQugNo4pMLQivGFeyqGw,6356
 qubx/core/mixins/processing.py,sha256=UqKwOzkDXvmcjvffrsR8vugq_XacwW9rcGM0TcBd9RM,44485
@@ -77,12 +77,12 @@ qubx/core/mixins/subscription.py,sha256=2nUikNNPsMExS9yO38kNt7jk1vKE-RPm0b3h1bU6
 qubx/core/mixins/trading.py,sha256=7KwxHiPWkXGnkHS4VLaxOZ7BHULkvvqPS8ooAG1NTxM,9477
 qubx/core/mixins/universe.py,sha256=UBa3OIr2XvlK04O7YUG9c66CY8AZ5rQDSZov1rnUSjQ,10512
 qubx/core/mixins/utils.py,sha256=P71cLuqKjId8989MwOL_BtvvCnnwOFMkZyB1SY-0Ork,147
-qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=OvwHlIEZOnDhfIH_uRteowsd3l6OMYM6cywPPS4vSkQ,1027944
+qubx/core/series.cpython-312-x86_64-linux-gnu.so,sha256=MddcS0urAPBzGMDy7UmReGkfyabd8zBjPqmnGO87quk,1027944
 qubx/core/series.pxd,sha256=4WpEexOBwZdKvqI81yR7wCnQh2rKgVZp9Y0ejr8B3E4,4841
 qubx/core/series.pyi,sha256=30F48-oMp-XuySh5pyuoZcV20R4yODRpYBgLv7yxhjY,5534
 qubx/core/series.pyx,sha256=9d3XjPAyI6qYLXuKXqZ3HrxBir1CRVste8GpGvgqYL4,52876
 qubx/core/stale_data_detector.py,sha256=NHnnG9NkcivC93n8QMwJUzFVQv2ziUaN-fg76ppng_c,17118
-qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=XhIYTnpumKGrmjGzWNiU9_IJMENmqJmJZhWVmt4YS58,86568
+qubx/core/utils.cpython-312-x86_64-linux-gnu.so,sha256=xfIqHcMOQGDGkPXRl4yQwFOFLKrkVk0jckn1p-j6DHs,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
@@ -93,19 +93,20 @@ qubx/data/readers.py,sha256=ehTyA54f8P4ddqfsohXGUIZtvTd5TniNfod2AoW-cP0,76540
 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
-qubx/emitters/base.py,sha256=lxNmP81pXuRo0LKjjxkGqn0LCYjWDiqJ94dQdosGugg,8744
-qubx/emitters/composite.py,sha256=JkFch4Tp5q6CaLU2nAmeZnRiVPGkFhGNvzhT255yJfI,3411
-qubx/emitters/csv.py,sha256=S-oQ84rCgP-bb2_q-FWcegACg_Ej_Ik3tXE6aJBlqOk,4963
-qubx/emitters/indicator.py,sha256=NlhXJAZCboUDz7M7MOjfiR-ASM_L5qv0KgPJE-ekQCY,8206
-qubx/emitters/inmemory.py,sha256=AsFpAGGTWQsv42H5-3tDeZ3XP9b5Ye7lFHis53qcdjs,8862
-qubx/emitters/prometheus.py,sha256=lZJ_Hl-AlkeWJmktxhAiEMiTIc8dTQvBpf3Ih5Fy6pE,10516
-qubx/emitters/questdb.py,sha256=hGneKVEnkV82t7c9G3_uVEgAoN302nXBSjjCWHKnAv0,11532
+qubx/emitters/base.py,sha256=uEgdWwCkDdzVyFWlDmlw7INv2BSzDp9WC2ccuaKp-rA,9067
+qubx/emitters/composite.py,sha256=BXWPtR-e9stWCYdQYO3SK_LWmyt071r-zSIgM44p__s,3847
+qubx/emitters/csv.py,sha256=vVAfeW40UW4KiTum6x1BHYOO2WRFwX0MbZyKBD7EAwM,4986
+qubx/emitters/indicator.py,sha256=3sZbrlXmIOWQUeTYQAu92AS-2gfa9z5f_MdiM3KIBVY,8230
+qubx/emitters/inmemory.py,sha256=mDPlncqd7Bz4rrr4gJezYaMd9tPUaurfqRg4STCdNXc,8891
+qubx/emitters/prometheus.py,sha256=HmQdhL6Nu-UzxAkahZRjFMoDqxhfg8mlEVpH_ozYc2Q,10521
+qubx/emitters/questdb.py,sha256=o_sQQZIG0mSjzM2PtSk1ki-IDSD-HIwaL-Fw326TTy8,11810
 qubx/exporters/__init__.py,sha256=7HeYHCZfKAaBVAByx9wE8DyGv6C55oeED9uUphcyjuc,360
 qubx/exporters/composite.py,sha256=c45XcMC0dsIDwOyOxxCuiyYQjUNhqPjptAulbaSqttU,2973
-qubx/exporters/formatters/__init__.py,sha256=La9rMsl3wyplza0xVyAFrUwhFyrGDIMJWmOB_boJyIg,488
+qubx/exporters/formatters/__init__.py,sha256=nyPFrsRJczffszAV2gXE_23qwRPOkNJo72PhI9LiI5g,616
 qubx/exporters/formatters/base.py,sha256=j381c-JgjUnUHJF7k1J1MPeHB0sFDC9xNcFt2jZNhNY,5671
 qubx/exporters/formatters/incremental.py,sha256=V8kbxKDqjQm82wR8wDjHs2bR5WsHqSDFn_O5mI3yBxg,5260
 qubx/exporters/formatters/slack.py,sha256=MPjbEFh7PQufPdkg_Fwiu2tVw5zYJa977tCemoI790Y,7017
+qubx/exporters/formatters/target_position.py,sha256=UxeoVblYlYbCC_55jkq7Z0JENnFO8DIa6lgSWLM55Hw,2985
 qubx/exporters/redis_streams.py,sha256=ywbZrrqJDbMmV4QIW_XHBFh8NZu8gbOb47P3WH6UXIk,9257
 qubx/exporters/slack.py,sha256=wnVZRwWOKq9lMQyW0MWh_6gkW1id1TUanfOKy-_clwI,7723
 qubx/features/__init__.py,sha256=ZFCX7K5bDAH7yTsG-mf8zibW8UW8GCneEagL1_p8kDQ,385
@@ -116,7 +117,7 @@ qubx/features/trades.py,sha256=fGr6pVKCzK0mEsrkRomeU-kNO6WzNvEf-J5Iuyte3PY,3603
 qubx/features/utils.py,sha256=5wMlfH4x1dUh00dxvtnHhSiHeRaiod4VMTcmgm-o_wA,264
 qubx/gathering/simplest.py,sha256=7SHTwK5MojtgjDR5pNObGZCD1EFK15ewG58oGonCC_8,4409
 qubx/health/__init__.py,sha256=ThJTgf-CPD5tMU_emqANpnE6oXfUmzyyugfbDfzeVB0,111
-qubx/health/base.py,sha256=3EKoZmtRVpDynM2Bm8WIzMNOSt3Y0J3rg-7yOzeqTaY,27737
+qubx/health/base.py,sha256=RIm2nc_FPBBJ9Ji3w_mlIwISjmGR8K94iqRjgVvkGSY,27941
 qubx/loggers/__init__.py,sha256=nA7nLQKkR9hIJCYQyZxikm--xsB6DaTE5itKypEPBKA,443
 qubx/loggers/csv.py,sha256=FCzGSPz1OvqshoRD-pHwfpndwsZbL1S4i7ou57bNAuE,4390
 qubx/loggers/factory.py,sha256=pDwLuFPPpoCCTiVoDrzvcAsyPFm6sS0e4Zi3j5UEhqk,1791
@@ -156,7 +157,7 @@ qubx/restorers/signal.py,sha256=5nK5ji8AucyWrFBK9uW619YCI_vPRGFnuDu8JnG3B_Y,1451
 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=4SOZrbMeBBi7ep88enwT7hZh-KwHlyL_T4muHfF41bw,804392
+qubx/ta/indicators.cpython-312-x86_64-linux-gnu.so,sha256=B5_SZK5aRn4v2aG6QJz3aOTnLDkkVN6UvsHakfN9uhA,804392
 qubx/ta/indicators.pxd,sha256=r9mYcpDFxn3RW5lVJ497Fiq2-eqD4k7VX0-Q0xcftkk,4913
 qubx/ta/indicators.pyi,sha256=T87VwJrBJK8EuqtoW1Dhjri05scH_Y6BXN9kex6G7mQ,2881
 qubx/ta/indicators.pyx,sha256=jJMZ7D2kUspwiZITBnFuNPNvzqUm26EtEfSzBWSrLvQ,39286
@@ -206,13 +207,13 @@ qubx/utils/questdb.py,sha256=bxlWiCyYf8IspsvXrs58tn5iXYBUtv6ojeYwOj8EXI0,5269
 qubx/utils/runner/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 qubx/utils/runner/_jupyter_runner.pyt,sha256=DHXhXkjHe8-HkOa4g5EkSb3qbz64TLyM3-c__cQDPjk,9973
 qubx/utils/runner/accounts.py,sha256=mpiv6oxr5z97zWt7STYyARMhWQIpc_XFKungb_pX38U,3270
-qubx/utils/runner/configs.py,sha256=ed0vuK9YYfvTpE1E0VaKCuwyP1XDf985JV1LDr6W-JI,5409
+qubx/utils/runner/configs.py,sha256=vAhVtkB95q9JVIMOvXEAp1pOQoI33rz40Oalt25J5kM,9353
 qubx/utils/runner/factory.py,sha256=hmtUDYNFQwVQffHEfxgrlmKwOGLcFQ6uJIH_ZLscpIY,16347
-qubx/utils/runner/runner.py,sha256=xc575tmIOWuI1UN1YTdBsW5iA3WdhaQzR0XawV1UcPo,34337
+qubx/utils/runner/runner.py,sha256=q3b80zD4za6dFSOA6mUCuSQXe0DKS6LwGBMxO1aL3aw,34324
 qubx/utils/time.py,sha256=xOWl_F6dOLFCmbB4xccLIx5yVt5HOH-I8ZcuowXjtBQ,11797
 qubx/utils/version.py,sha256=e52fIHyxzCiIuH7svCF6pkHuDlqL64rklqz-2XjWons,5309
-qubx-0.6.85.dist-info/METADATA,sha256=ZOHrVXgrzG-6FeBQhqdnU41BZI1KUaCvdDAERuUw4EY,5909
-qubx-0.6.85.dist-info/WHEEL,sha256=RA6gLSyyVpI0R7d3ofBrM1iY5kDUsPwh15AF0XpvgQo,110
-qubx-0.6.85.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
-qubx-0.6.85.dist-info/licenses/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
-qubx-0.6.85.dist-info/RECORD,,
+qubx-0.6.87.dist-info/METADATA,sha256=jcEgEqK55_KQcapsfhYAYhiWmRcSnwSaOSxeyqiFf7w,5909
+qubx-0.6.87.dist-info/WHEEL,sha256=RA6gLSyyVpI0R7d3ofBrM1iY5kDUsPwh15AF0XpvgQo,110
+qubx-0.6.87.dist-info/entry_points.txt,sha256=VqilDTe8mVuV9SbR-yVlZJBTjbkHIL2JBgXfQw076HY,47
+qubx-0.6.87.dist-info/licenses/LICENSE,sha256=qwMHOSJ2TD0nx6VUJvFhu1ynJdBfNozRMt6tnSul-Ts,35140
+qubx-0.6.87.dist-info/RECORD,,