Qubx 0.6.9__tar.gz → 0.6.11__tar.gz

{qubx-0.6.9 → qubx-0.6.11}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: Qubx
-Version: 0.6.9
+Version: 0.6.11
 Summary: Qubx - Quantitative Trading Framework
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com

{qubx-0.6.9 → qubx-0.6.11}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.6.9"
+version = "0.6.11"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"

{qubx-0.6.9 → qubx-0.6.11}/src/qubx/core/account.py

@@ -62,9 +62,8 @@ class BasicAccountProcessor(IAccountProcessor):
     def get_total_capital(self) -> float:
         # sum of cash + market value of all positions
         _cash_amount = self._balances[self.base_currency].total
-        _r_pnl = sum([p.r_pnl for p in self._positions.values()])
         _positions_value = sum([p.market_value_funds for p in self._positions.values()])
-        return _cash_amount + _positions_value + _r_pnl
+        return _cash_amount + _positions_value
 
     def get_balances(self) -> dict[str, AssetBalance]:
         return self._balances

{qubx-0.6.9 → qubx-0.6.11}/src/qubx/core/basics.py

@@ -8,6 +8,7 @@ from typing import Any, Literal, Optional, TypeAlias, Union
 import numpy as np
 import pandas as pd
 
+from qubx import logger
 from qubx.core.exceptions import QueueTimeout
 from qubx.core.series import Bar, OrderBook, Quote, Trade, time_as_nsec
 from qubx.core.utils import prec_ceil, prec_floor, time_delta_to_str
@@ -550,7 +551,7 @@ class Position:
             qty_opening = pos_change if prev_direction == direction else pos_change - qty_closing
 
             # - extract realized part of PnL
-            if qty_closing != 0:
+            if not np.isclose(qty_closing, 0.0):
                 _abs_qty_close = abs(qty_closing)
                 deal_pnl = qty_closing * (self.position_avg_price - exec_price)
 
@@ -564,11 +565,19 @@ class Position:
                     self.__pos_incr_qty = 0
 
             # - if it has something to add to position let's update price and cost
-            if qty_opening != 0:
+            if not np.isclose(qty_opening, 0.0):
                 _abs_qty_open = abs(qty_opening)
-                pos_avg_price_raw = (_abs_qty_open * exec_price + self.__pos_incr_qty * self.position_avg_price) / (
-                    self.__pos_incr_qty + _abs_qty_open
-                )
+                try:
+                    pos_avg_price_raw = (_abs_qty_open * exec_price + self.__pos_incr_qty * self.position_avg_price) / (
+                        self.__pos_incr_qty + _abs_qty_open
+                    )
+                except ZeroDivisionError:
+                    logger.warning(
+                        "Zero division error in position update: "
+                        f"qty_opening={qty_opening}, exec_price={exec_price}, pos_incr_qty={self.__pos_incr_qty}, position_avg_price={self.position_avg_price}"
+                    )
+                    pos_avg_price_raw = self.position_avg_price
+
                 # - round position average price to be in line with how it's calculated by broker
                 self.position_avg_price = self.instrument.round_price_down(pos_avg_price_raw)
                 self.__pos_incr_qty += _abs_qty_open

{qubx-0.6.9 → qubx-0.6.11}/src/qubx/utils/runner/configs.py

@@ -16,7 +16,7 @@ class ReaderConfig(BaseModel):
 
 
 class TypedReaderConfig(BaseModel):
-    data_type: str
+    data_type: list[str] | str
     readers: list[ReaderConfig]
 
 

{qubx-0.6.9 → qubx-0.6.11}/src/qubx/utils/runner/runner.py

@@ -742,13 +742,19 @@ def _create_data_type_readers(warmup: WarmupConfig | None) -> dict[str, DataRead
     data_type_to_reader = {}  # Maps data type to reader instance
 
     for typed_reader_config in warmup.readers:
-        data_type = typed_reader_config.data_type
-        readers_for_type = []
+        data_types = typed_reader_config.data_type
+        if isinstance(data_types, str):
+            data_types = [data_types]
+        readers_for_types = []
 
         for reader_config in typed_reader_config.readers:
             # Create a hashable representation of the reader config
-            # TODO: maybe include args as well, but they are not always hashable
-            reader_key = reader_config.reader
+            # Create a hashable key from reader name and stringified args
+            if reader_config.args:
+                args_str = str(reader_config.args)
+                reader_key = f"{reader_config.reader}:{args_str}"
+            else:
+                reader_key = reader_config.reader
 
             # Check if we've already created this reader
             if reader_key not in unique_readers:
@@ -761,14 +767,18 @@ def _create_data_type_readers(warmup: WarmupConfig | None) -> dict[str, DataRead
                     logger.error(f"Reader {reader_config.reader} could not be created: {e}")
                     raise
 
-            # Add the reader to the list for this data type
-            readers_for_type.append(unique_readers[reader_key])
+            # Add the reader to the list for these data types
+            readers_for_types.append(unique_readers[reader_key])
 
         # Create a composite reader if needed, or use the single reader
-        if len(readers_for_type) > 1:
-            data_type_to_reader[data_type] = CompositeReader(readers_for_type)
-        elif len(readers_for_type) == 1:
-            data_type_to_reader[data_type] = readers_for_type[0]
+        if len(readers_for_types) > 1:
+            composite_reader = CompositeReader(readers_for_types)
+            for data_type in data_types:
+                data_type_to_reader[data_type] = composite_reader
+        elif len(readers_for_types) == 1:
+            single_reader = readers_for_types[0]
+            for data_type in data_types:
+                data_type_to_reader[data_type] = single_reader
 
     return data_type_to_reader