Qubx 0.7.25__tar.gz → 0.7.35__tar.gz

{qubx-0.7.25 → qubx-0.7.35}/PKG-INFO

@@ -1,13 +1,12 @@
 Metadata-Version: 2.4
 Name: Qubx
-Version: 0.7.25
+Version: 0.7.35
 Summary: Qubx - Quantitative Trading Framework
 License-File: LICENSE
 Author: Dmitry Marienko
 Author-email: dmitry.marienko@xlydian.com
-Requires-Python: >=3.10,<4.0
+Requires-Python: >=3.11,<4.0
 Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
@@ -43,15 +42,15 @@ Requires-Dist: python-binance (>=1.0.19,<2.0.0)
 Requires-Dist: python-dotenv (>=1.0.0,<2.0.0)
 Requires-Dist: pyyaml (>=6.0.2,<7.0.0)
 Requires-Dist: qubx-bitfinex-api (>=3.0.7,<4.0.0)
-Requires-Dist: qubx-lighter-api (>=0.1.4,<0.2.0)
+Requires-Dist: qubx-lighter-api (>=0.1.5,<0.2.0)
 Requires-Dist: questdb (>=2.0.3,<3.0.0)
 Requires-Dist: redis (>=5.2.1,<6.0.0)
 Requires-Dist: rich (>=13.9.4,<14.0.0)
-Requires-Dist: scikit-learn (>=1.4.2,<2.0.0)
+Requires-Dist: scikit-learn (>=1.8.0)
 Requires-Dist: scipy (>=1.12.0,<2.0.0)
 Requires-Dist: sortedcontainers (>=2.4.0,<3.0.0)
 Requires-Dist: stackprinter (>=0.2.10,<0.3.0)
-Requires-Dist: statsmodels (>=0.14.2,<0.15.0)
+Requires-Dist: statsmodels (>=0.14.6,<0.15.0)
 Requires-Dist: tabulate (>=0.9.0,<0.10.0)
 Requires-Dist: textual-autocomplete (>=4.0.0,<5.0.0)
 Requires-Dist: textual-serve (>=1.0.0,<2.0.0)
@@ -70,20 +69,33 @@ Description-Content-Type: text/markdown
 ```
 ⠀⠀⡰⡖⠒⠒⢒⢦⠀⠀
 ⠀⢠⠃⠈⢆⣀⣎⣀⣱⡀  QUBX | Quantitative Backtesting Environment
-⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2024, by Dmytro Mariienko
+⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2026, by xLydian
 ⠀⠀⠱⣜⣀⣀⣈⣦⠃⠀⠀⠀
 ```
 
 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.
 
+**Qubx is under active development.** We are continuously improving the framework and will update our documentation in the coming days/weeks. This will include comprehensive end-to-end examples for running simulations and live trading.
+
+### Supported Data Types
+
+Qubx supports a wide range of market data:
+- OHLC (candlestick data)
+- L2 Orderbook
+- Liquidations
+- Funding rates
+- And more...
+
 ## Quick Start
 
 ### 1. Install Dependencies
+
 ```bash
 poetry install
 ```
 
 ### 2. Create a Strategy
+
 ```bash
 # Create a simple strategy template (default)
 poetry run qubx init
@@ -93,6 +105,7 @@ poetry run qubx init --name my_strategy --symbols BTCUSDT,ETHUSDT
 ```
 
 ### 3. Run Your Strategy
+
 ```bash
 cd my_strategy
 
@@ -104,6 +117,7 @@ poetry run qubx run config.yml --paper
 ```
 
 ### Available Templates
+
 ```bash
 # List available strategy templates
 poetry run qubx init --list-templates
@@ -113,6 +127,7 @@ 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
@@ -193,6 +208,18 @@ just test
 - Build package: `just build`
 - Run verbose tests: `just test-verbose`
 
+## In Production
+
+Qubx powers the [AllegedAlpha](https://app.lighter.xyz/public-pools/281474976625478) public pool on Lighter. Public pools allow users to deposit funds from their blockchain wallet into a smart contract. The pool operator manages the trading strategy, and a performance fee is taken from profits (X: [@allegedalpha](https://x.com/allegedalpha)).
+
+## About xLydian
+
+Qubx is developed by [xLydian](https://xlydian.com/).
+
+- Website: [xlydian.com](https://xlydian.com/)
+- X: [@xLydian_xyz](https://x.com/xLydian_xyz)
+- Contact: [info@xlydian.com](mailto:info@xlydian.com)
+
 ## Contributing
 
 Contributions are welcome! Please feel free to submit a Pull Request.

{qubx-0.7.25 → qubx-0.7.35}/README.md

@@ -5,20 +5,33 @@
 ```
 ⠀⠀⡰⡖⠒⠒⢒⢦⠀⠀
 ⠀⢠⠃⠈⢆⣀⣎⣀⣱⡀  QUBX | Quantitative Backtesting Environment
-⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2024, by Dmytro Mariienko
+⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2026, by xLydian
 ⠀⠀⠱⣜⣀⣀⣈⣦⠃⠀⠀⠀
 ```
 
 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.
 
+**Qubx is under active development.** We are continuously improving the framework and will update our documentation in the coming days/weeks. This will include comprehensive end-to-end examples for running simulations and live trading.
+
+### Supported Data Types
+
+Qubx supports a wide range of market data:
+- OHLC (candlestick data)
+- L2 Orderbook
+- Liquidations
+- Funding rates
+- And more...
+
 ## Quick Start
 
 ### 1. Install Dependencies
+
 ```bash
 poetry install
 ```
 
 ### 2. Create a Strategy
+
 ```bash
 # Create a simple strategy template (default)
 poetry run qubx init
@@ -28,6 +41,7 @@ poetry run qubx init --name my_strategy --symbols BTCUSDT,ETHUSDT
 ```
 
 ### 3. Run Your Strategy
+
 ```bash
 cd my_strategy
 
@@ -39,6 +53,7 @@ poetry run qubx run config.yml --paper
 ```
 
 ### Available Templates
+
 ```bash
 # List available strategy templates
 poetry run qubx init --list-templates
@@ -48,6 +63,7 @@ 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
@@ -128,6 +144,18 @@ just test
 - Build package: `just build`
 - Run verbose tests: `just test-verbose`
 
+## In Production
+
+Qubx powers the [AllegedAlpha](https://app.lighter.xyz/public-pools/281474976625478) public pool on Lighter. Public pools allow users to deposit funds from their blockchain wallet into a smart contract. The pool operator manages the trading strategy, and a performance fee is taken from profits (X: [@allegedalpha](https://x.com/allegedalpha)).
+
+## About xLydian
+
+Qubx is developed by [xLydian](https://xlydian.com/).
+
+- Website: [xlydian.com](https://xlydian.com/)
+- X: [@xLydian_xyz](https://x.com/xLydian_xyz)
+- Contact: [info@xlydian.com](mailto:info@xlydian.com)
+
 ## Contributing
 
 Contributions are welcome! Please feel free to submit a Pull Request.

{qubx-0.7.25 → qubx-0.7.35}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "Qubx"
-version = "0.7.25"
+version = "0.7.35"
 description = "Qubx - Quantitative Trading Framework"
 authors = [ "Dmitry Marienko <dmitry.marienko@xlydian.com>", "Yuriy Arabskyy <yuriy.arabskyy@xlydian.com>",]
 readme = "README.md"
@@ -32,13 +32,13 @@ generate-setup-file = false
 qubx = "qubx.cli.commands:main"
 
 [tool.poetry.dependencies]
-python = ">=3.10,<4.0"
+python = ">=3.11,<4.0"
 numpy = "^1.26.3"
 pandas = "^2.2.2"
 pyarrow = "^15.0.0"
 scipy = "^1.12.0"
-scikit-learn = "^1.4.2"
-statsmodels = "^0.14.2"
+scikit-learn = ">=1.8.0"
+statsmodels = "^0.14.6"
 numba = "^0.59.1"
 sortedcontainers = "^2.4.0"
 ntplib = "^0.4.0"
@@ -78,7 +78,7 @@ textual-autocomplete = "^4.0.0"
 textual-serve = "^1.0.0"
 rich = "^13.9.4"
 jinja2 = "^3.1.0"
-qubx-lighter-api = "^0.1.4"
+qubx-lighter-api = "^0.1.5"
 uvloop = "^0.22.1"
 
 [tool.ruff.lint]
@@ -120,6 +120,7 @@ jinja2 = "3.1.5"
 mike = "2.1.3"
 mkdocs-jupyter = "0.25.1"
 debugpy = "^1.8.12"
+py-spy = "^0.4.1"
 
 [tool.poetry.group.test.dependencies]
 pytest-asyncio = "^0.24.0"

{qubx-0.7.25 → qubx-0.7.35}/src/qubx/backtester/broker.py

@@ -51,29 +51,51 @@ class SimulatedBroker(IBroker):
         )
         return report.order
 
-    def send_order_async(self, request: OrderRequest) -> None:
+    def send_order_async(self, request: OrderRequest) -> str | None:
         """Submit order asynchronously (same as sync in simulation)."""
         self.send_order(request)
+        return request.client_id
 
-    def cancel_order(self, order_id: str) -> bool:
+    def _validate_order_ids(self, order_id: str | None, client_order_id: str | None) -> None:
+        if (order_id is None and client_order_id is None) or (order_id is not None and client_order_id is not None):
+            raise ValueError("Exactly one of order_id or client_order_id must be provided")
+
+    def _resolve_order_id(self, order_id: str | None, client_order_id: str | None) -> str | None:
+        if order_id is not None:
+            return order_id
+        if client_order_id is not None:
+            order = self._account.find_order_by_client_id(client_order_id)
+            return order.id if order is not None else None
+        return None
+
+    def cancel_order(self, order_id: str | None = None, client_order_id: str | None = None) -> bool:
         """Cancel an order synchronously and return success status."""
+        self._validate_order_ids(order_id, client_order_id)
+        resolved_id = self._resolve_order_id(order_id, client_order_id)
+        if resolved_id is None:
+            return False
         try:
-            self._send_execution_report(order_update := self._exchange.cancel_order(order_id))
+            self._send_execution_report(order_update := self._exchange.cancel_order(resolved_id))
             return order_update is not None
         except OrderNotFound:
             # Order was already cancelled or doesn't exist
-            logger.debug(f"Order {order_id} not found")
+            logger.debug(f"Order {resolved_id} not found")
             return False
 
-    def cancel_order_async(self, order_id: str) -> None:
+    def cancel_order_async(self, order_id: str | None = None, client_order_id: str | None = None) -> None:
         """Cancel an order asynchronously (fire-and-forget)."""
-        # For simulation, async is same as sync since it's fast
-        self.cancel_order(order_id)
+        self._validate_order_ids(order_id, client_order_id)
+        resolved_id = self._resolve_order_id(order_id, client_order_id)
+        if resolved_id is None:
+            return
+        self.cancel_order(order_id=resolved_id)
 
     def cancel_orders(self, instrument: Instrument) -> None:
         raise NotImplementedError("Not implemented yet")
 
-    def update_order(self, order_id: str, price: float, amount: float) -> Order:
+    def update_order(
+        self, price: float, amount: float, order_id: str | None = None, client_order_id: str | None = None
+    ) -> Order:
         """Update an existing limit order using cancel+recreate strategy.
 
         Args:
@@ -88,19 +110,25 @@ class SimulatedBroker(IBroker):
             OrderNotFound: If the order is not found
             BadRequest: If the order is not a limit order
         """
+        self._validate_order_ids(order_id, client_order_id)
+        resolved_id = self._resolve_order_id(order_id, client_order_id)
+        if resolved_id is None:
+            raise OrderNotFound(f"Order {order_id or client_order_id} not found")
+
         # Get the existing order from account
         active_orders = self._account.get_orders()
-        existing_order = active_orders.get(order_id)
+        existing_order = active_orders.get(resolved_id)
         if not existing_order:
-            raise OrderNotFound(f"Order {order_id} not found")
+            raise OrderNotFound(f"Order {resolved_id} not found")
 
         # Validate that it's a limit order
         if existing_order.type != "LIMIT":
             raise BadRequest(
-                f"Order {order_id} is not a limit order (type: {existing_order.type}). Only limit orders can be updated."
+                f"Order {resolved_id} is not a limit order (type: {existing_order.type}). "
+                "Only limit orders can be updated."
             )
 
-        self.cancel_order(order_id)
+        self.cancel_order(order_id=resolved_id)
 
         request = OrderRequest(
             instrument=existing_order.instrument,
@@ -109,6 +137,7 @@ class SimulatedBroker(IBroker):
             order_type="LIMIT",
             side=existing_order.side,
             time_in_force=existing_order.time_in_force or "gtc",
+            client_id=existing_order.client_id,
             options={},
         )
 
@@ -116,6 +145,17 @@ class SimulatedBroker(IBroker):
 
         return updated_order
 
+    def update_order_async(
+        self, price: float, amount: float, order_id: str | None = None, client_order_id: str | None = None
+    ) -> str | None:
+        """Update order asynchronously (same as sync in simulation)."""
+        self._validate_order_ids(order_id, client_order_id)
+        resolved_id = self._resolve_order_id(order_id, client_order_id)
+        if resolved_id is None:
+            return None
+        updated_order = self.update_order(order_id=resolved_id, price=price, amount=amount)
+        return updated_order.client_id
+
     def _send_execution_report(self, report: SimulatedExecutionReport | None):
         if report is None:
             return

{qubx-0.7.25 → qubx-0.7.35}/src/qubx/backtester/simulator.py

@@ -335,5 +335,8 @@ def _run_setup(
             transfers_log=transfers_log,
         )
     except Exception as e:
+        import traceback
+
         logger.error(f"Simulation setup {setup_id} failed with error: {e}")
+        logger.opt(colors=False).error(traceback.format_exc())
         return None

{qubx-0.7.25 → qubx-0.7.35}/src/qubx/cli/commands.py

@@ -1,4 +1,5 @@
 import os
+from importlib.metadata import version
 from pathlib import Path
 
 import click
@@ -8,6 +9,7 @@ from qubx import QubxLogConfig, logger
 
 
 @click.group()
+@click.version_option(version=version("qubx"), prog_name="qubx")
 @click.option(
     "--debug",
     "-d",
@@ -101,6 +103,9 @@ def main(debug: bool, debug_port: int, log_level: str):
     "--restore", "-r", is_flag=True, default=False, help="Restore strategy state from previous run.", show_default=True
 )
 @click.option("--no-color", is_flag=True, default=False, help="Disable colored logging output.", show_default=True)
+@click.option(
+    "--dev", is_flag=True, default=False, help="Enable dev mode (adds ~/projects to path).", show_default=True
+)
 def run(
     config_file: Path,
     account_file: Path | None,
@@ -115,6 +120,7 @@ def run(
     connect: Path | None,
     restore: bool,
     no_color: bool,
+    dev: bool,
 ):
     """
     Starts the strategy with the given configuration file. If paper mode is enabled, account is not required.
@@ -133,16 +139,16 @@ def run(
         click.echo("Error: --jupyter and --textual cannot be used together.", err=True)
         raise click.Abort()
 
+    if dev:
+        add_project_to_system_path()  # Adds ~/projects in dev mode
+    add_project_to_system_path(config_file.parent)
+
     # Handle --kernel-only mode
     if kernel_only:
         import asyncio
 
         from qubx.utils.runner.kernel_service import KernelService
 
-        add_project_to_system_path()
-        add_project_to_system_path(str(config_file.parent.parent))
-        add_project_to_system_path(str(config_file.parent))
-
         click.echo("Starting persistent kernel...")
         connection_file = asyncio.run(KernelService.start(config_file, account_file, paper, restore))
         click.echo(click.style("✓ Kernel started successfully!", fg="green", bold=True))
@@ -167,15 +173,20 @@ def run(
             click.echo("Kernel stopped.")
         return
 
-    add_project_to_system_path()
-    add_project_to_system_path(str(config_file.parent.parent))
-    add_project_to_system_path(str(config_file.parent))
-
     if jupyter:
         run_strategy_yaml_in_jupyter(config_file, account_file, paper, restore)
     elif textual:
         run_strategy_yaml_in_textual(
-            config_file, account_file, paper, restore, textual_dev, textual_web, textual_port, textual_host, connect
+            config_file,
+            account_file,
+            paper,
+            restore,
+            textual_dev,
+            textual_web,
+            textual_port,
+            textual_host,
+            connect,
+            dev,
         )
     else:
         logo()

{qubx-0.7.25 → qubx-0.7.35}/src/qubx/cli/release.py

@@ -463,6 +463,7 @@ def release_strategy(
             git_info=_git_info,
             pyproject_root=pyproject_root,
             output_dir=output_dir,
+            config_file=config_file,
         )
     except ValueError as e:
         logger.error(f"<r>{str(e)}</r>")
@@ -475,6 +476,7 @@ def create_released_pack(
     git_info: ReleaseInfo,
     pyproject_root: str,
     output_dir: str,
+    config_file: str,
 ):
     """
     Create a release package for a strategy.
@@ -484,7 +486,7 @@ def create_released_pack(
         git_info: Git release information
         pyproject_root: Path to the pyproject.toml root directory
         output_dir: Output directory for the release package
-        strategy_config: Strategy configuration
+        config_file: Path to the original config file to copy
     """
     logger.info(f"Creating release pack for {git_info.tag} ...")
 
@@ -497,8 +499,8 @@ def create_released_pack(
         _copy_strategy_file(sc.path, pyproject_root, release_dir)
         _copy_dependencies(sc.path, pyproject_root, release_dir)
 
-    # Save configuration
-    _save_strategy_config(stg_name, stg_info.config, release_dir)
+    # Save configuration (copy original file to preserve comments and structure)
+    _save_strategy_config(config_file, release_dir)
 
     # Create metadata
     _create_metadata(stg_name, git_info, release_dir)
@@ -512,14 +514,11 @@ def create_released_pack(
     logger.info(f"Created release pack: {os.path.join(output_dir, git_info.tag)}.zip")
 
 
-def _save_strategy_config(stg_name: str, strategy_config: StrategyConfig, release_dir: str) -> None:
-    """Save the strategy configuration to the release directory."""
+def _save_strategy_config(config_file: str, release_dir: str) -> None:
+    """Copy the original strategy configuration file to preserve comments and structure."""
     config_path = os.path.join(release_dir, "config.yml")
-    with open(config_path, "wt") as fs:
-        # Convert to dict and save directly (not under 'config' key)
-        config_dict = strategy_config.model_dump()
-        yaml.safe_dump(config_dict, fs, sort_keys=False, indent=2)
-    logger.debug(f"Saved strategy config to {config_path}")
+    shutil.copy2(config_file, config_path)
+    logger.debug(f"Copied strategy config to {config_path}")
 
 
 def _copy_strategy_file(strategy_path: str, pyproject_root: str, release_dir: str) -> None:

{qubx-0.7.25 → qubx-0.7.35}/src/qubx/cli/tui.py

@@ -1,6 +1,3 @@
-import webbrowser
-from pathlib import Path
-from tempfile import NamedTemporaryFile
 from typing import Any
 
 import pandas as pd