Qubx 1.0.0.dev4__tar.gz → 1.0.0.dev5__tar.gz

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: Qubx
-Version: 1.0.0.dev4
+Version: 1.0.0.dev5
 Summary: Qubx - Quantitative Trading Framework
 Project-URL: homepage, https://xlydian.com
 Project-URL: repository, https://github.com/xLydianSoftware/Qubx

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/pyproject.toml

@@ -180,5 +180,5 @@ dev = [
     "mongomock>=4.3.0,<5",
     "pytest-textual-snapshot>=1.1.0,<2",
     "git-cliff>=2.0.0",
-    "duckdb>=1.0.0"
+    "duckdb>=1.0.0",
 ]

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/_version.py

@@ -28,7 +28,7 @@ version_tuple: VERSION_TUPLE
 commit_id: COMMIT_ID
 __commit_id__: COMMIT_ID
 
-__version__ = version = '1.0.0.dev4'
-__version_tuple__ = version_tuple = (1, 0, 0, 'dev4')
+__version__ = version = '1.0.0.dev5'
+__version_tuple__ = version_tuple = (1, 0, 0, 'dev5')
 
 __commit_id__ = commit_id = None

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/connectors/ccxt/connection_manager.py

@@ -12,7 +12,7 @@ from asyncio.exceptions import CancelledError
 from collections import defaultdict
 from typing import Awaitable, Callable
 
-from ccxt import ExchangeClosedByUser, ExchangeError, ExchangeNotAvailable, NetworkError
+from ccxt import BadSymbol, ExchangeClosedByUser, ExchangeError, ExchangeNotAvailable, NetworkError
 from ccxt.async_support.base.ws.client import Client as _WsClient
 from ccxt.pro import Exchange
 
@@ -133,6 +133,12 @@ class ConnectionManager:
                 # Connection closed by us, stop gracefully
                 logger.info(f"<yellow>{self._exchange_id}</yellow> {stream_name} listening has been stopped")
                 break
+            except BadSymbol as e:
+                # Bad symbol is a permanent error - retrying will never succeed
+                logger.error(
+                    f"<yellow>{self._exchange_id}</yellow> BadSymbol :: {stream_name} : {e} - stopping stream"
+                )
+                break
             except (NetworkError, ExchangeError, ExchangeNotAvailable) as e:
                 # Network/exchange errors - retry after short delay
                 logger.error(

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/connectors/ccxt/handlers/ohlc.py

@@ -8,6 +8,7 @@ import asyncio
 from typing import Set
 
 import pandas as pd
+from ccxt import BadSymbol
 
 from qubx import logger
 from qubx.core.basics import CtrlChannel, DataType, Instrument
@@ -274,6 +275,8 @@ class OhlcDataHandler(BaseDataTypeHandler):
                                     # Use private processing method to avoid duplication
                                     self._process_ohlcv_bar(oh, inst, sub_type, channel, timeframe, ohlcv_data)
 
+                        except BadSymbol:
+                            raise  # Permanent error, let ConnectionManager handle it
                         except Exception as e:
                             logger.error(
                                 f"<yellow>{exchange_id}</yellow> Error in individual OHLCV subscription for {inst.symbol}: {e}"

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/core/basics.py

@@ -1455,3 +1455,8 @@ class InstrumentsLookup:
 
 class FeesLookup:
     def find_fees(self, exchange: str, spec: str | None) -> TransactionCostsCalculator: ...
+
+
+class AccountsLookup:
+    def get_credentials(self, exchange: str): ...
+    def get_settings(self, exchange: str): ...

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/core/interfaces.py

@@ -148,7 +148,8 @@ class ITradeDataExport:
         pass
 
     def export_position_changes(
-        self, time: dt_64, instrument: Instrument, price: float, account: "IAccountViewer"
+        self, time: dt_64, instrument: Instrument, price: float, account: "IAccountViewer",
+        metadata: dict[str, Any] | None = None,
     ) -> None:
         """
         Export position changes to an external system.

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/core/lookups.py

@@ -13,6 +13,7 @@ import stackprinter
 from qubx import logger
 from qubx.core.basics import (
     ZERO_COSTS,
+    AccountsLookup,
     FeesLookup,
     Instrument,
     InstrumentsLookup,
@@ -440,9 +441,30 @@ class InstrumentsLookupMongo(InstrumentsLookup):
         return self._lookup
 
 
-class LookupsManager(InstrumentsLookup, FeesLookup):
+class AccountsLookupFromManager(AccountsLookup):
+    """Concrete AccountsLookup that delegates to an AccountConfigurationManager."""
+
+    _manager = None
+
+    def register(self, manager) -> None:
+        """Register account manager. Called once at startup by the runner."""
+        self._manager = manager
+
+    def get_credentials(self, exchange: str):
+        if self._manager is None:
+            raise RuntimeError("No account manager registered — call lookup.register_accounts() at startup")
+        return self._manager.get_exchange_credentials(exchange)
+
+    def get_settings(self, exchange: str):
+        if self._manager is None:
+            raise RuntimeError("No account manager registered — call lookup.register_accounts() at startup")
+        return self._manager.get_exchange_settings(exchange)
+
+
+class LookupsManager(InstrumentsLookup, FeesLookup, AccountsLookup):
     _i_lookup: InstrumentsLookup
     _t_lookup: FeesLookup
+    _a_lookup: AccountsLookupFromManager
 
     def __new__(cls):
         if not hasattr(cls, "instance"):
@@ -466,6 +488,7 @@ class LookupsManager(InstrumentsLookup, FeesLookup):
             if f_cfg.path:
                 f_kwargs["path"] = f_cfg.path
             cls.instance._t_lookup = LookupsManager._get_fees_lookup(type=f_cfg.type, **f_kwargs)
+            cls.instance._a_lookup = AccountsLookupFromManager()
 
         return cls.instance
 
@@ -511,6 +534,12 @@ class LookupsManager(InstrumentsLookup, FeesLookup):
     def __getitem__(self, spath: str) -> list[Instrument]:
         return self._i_lookup[spath]
 
+    def get_credentials(self, exchange: str):
+        return self._a_lookup.get_credentials(exchange)
+
+    def get_settings(self, exchange: str):
+        return self._a_lookup.get_settings(exchange)
+
 
 # - global lookup helper (lazy-loaded to avoid slow import)
 _lookup = None
@@ -523,3 +552,11 @@ def __getattr__(name):
             _lookup = LookupsManager()
         return _lookup
     raise AttributeError(f"module {__name__!r} has no attribute {name!r}")
+
+
+def register_accounts(manager) -> None:
+    """Register account manager in the global lookup. Called once at startup by the runner."""
+    global _lookup
+    if _lookup is None:
+        _lookup = LookupsManager()
+    _lookup._a_lookup.register(manager)

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/core/mixins/processing.py

@@ -1015,11 +1015,13 @@ class ProcessingManager(IProcessingManager):
 
             if self._exporter is not None and (q := self._market_data.quote(instrument)) is not None:
                 # - export position changes if exporter is available
+                _active = self._active_targets.get(instrument)
                 self._exporter.export_position_changes(
                     time=self._time_provider.time(),
                     instrument=instrument,
                     price=q.mid_price(),
                     account=self._account,
+                    metadata=_active.options if _active else None,
                 )
 
             # - notify universe manager about position change

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/exporters/composite.py

@@ -5,7 +5,7 @@ This module provides a composite implementation of ITradeDataExport that delegat
 to multiple exporters.
 """
 
-from typing import List
+from typing import Any
 
 from qubx.core.basics import Instrument, Signal, TargetPosition, dt_64
 from qubx.core.interfaces import IAccountViewer, ITradeDataExport
@@ -19,22 +19,22 @@ class CompositeExporter(ITradeDataExport):
     by combining multiple exporters into one.
     """
 
-    def __init__(self, exporters: List[ITradeDataExport]):
+    def __init__(self, exporters: list[ITradeDataExport]):
         """
         Initialize the Composite Exporter.
 
         Args:
-            exporters: List of exporters to delegate to
+            exporters: list of exporters to delegate to
         """
         self._exporters = exporters
 
-    def export_signals(self, time: dt_64, signals: List[Signal], account: IAccountViewer) -> None:
+    def export_signals(self, time: dt_64, signals: list[Signal], account: IAccountViewer) -> None:
         """
         Export signals to all configured exporters.
 
         Args:
             time: Timestamp when the signals were generated
-            signals: List of signals to export
+            signals: list of signals to export
             account: Account viewer to get account information
         """
         for exporter in self._exporters:
@@ -45,13 +45,13 @@ class CompositeExporter(ITradeDataExport):
 
                 logger.error(f"Error exporting signals to {exporter.__class__.__name__}: {e}")
 
-    def export_target_positions(self, time: dt_64, targets: List[TargetPosition], account: IAccountViewer) -> None:
+    def export_target_positions(self, time: dt_64, targets: list[TargetPosition], account: IAccountViewer) -> None:
         """
         Export target positions to all configured exporters.
 
         Args:
             time: Timestamp when the target positions were generated
-            targets: List of target positions to export
+            targets: list of target positions to export
             account: Account viewer to get account information
         """
         for exporter in self._exporters:
@@ -63,7 +63,8 @@ class CompositeExporter(ITradeDataExport):
                 logger.error(f"Error exporting target positions to {exporter.__class__.__name__}: {e}")
 
     def export_position_changes(
-        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer
+        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer,
+        metadata: dict[str, Any] | None = None,
     ) -> None:
         """
         Export position changes to all configured exporters.
@@ -73,10 +74,11 @@ class CompositeExporter(ITradeDataExport):
             instrument: The instrument for which the position changed
             price: Price at which the position changed
             account: Account viewer to get account information
+            metadata: Optional metadata to pass to exporters
         """
         for exporter in self._exporters:
             try:
-                exporter.export_position_changes(time, instrument, price, account)
+                exporter.export_position_changes(time, instrument, price, account, metadata=metadata)
             except Exception as e:
                 from qubx import logger
 

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/exporters/formatters/base.py

@@ -54,7 +54,8 @@ class IExportFormatter(ABC):
 
     @abstractmethod
     def format_position_change(
-        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer
+        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer,
+        metadata: dict[str, Any] | None = None,
     ) -> dict[str, Any]:
         """
         Format a leverage change for export.
@@ -137,7 +138,8 @@ class DefaultFormatter(IExportFormatter):
         }
 
     def format_position_change(
-        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer
+        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer,
+        metadata: dict[str, Any] | None = None,
     ) -> dict[str, Any]:
         """
         Format a position change for export.

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/exporters/formatters/incremental.py

@@ -37,7 +37,8 @@ class IncrementalFormatter(DefaultFormatter):
             self.instrument_leverages = dict(account.get_leverages())
 
     def format_position_change(
-        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer
+        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer,
+        metadata: dict[str, Any] | None = None,
     ) -> dict[str, Any]:
         """
         Format a position change for export.

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/exporters/formatters/slack.py

@@ -148,7 +148,8 @@ class SlackMessageFormatter(IExportFormatter):
         return {"blocks": blocks}
 
     def format_position_change(
-        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer
+        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer,
+        metadata: dict[str, Any] | None = None,
     ) -> dict[str, Any]:
         """
         Format a position change as a Slack message.
@@ -172,6 +173,9 @@ class SlackMessageFormatter(IExportFormatter):
             f"*Current Quantity:* {position.quantity}\n"
         )
 
+        if metadata and "sources" in metadata:
+            position_text += f"*Sources:* {', '.join(metadata['sources'])}\n"
+
         # Create blocks
         blocks = [self._create_header_block("Position Change", timestamp), self._create_section_block(position_text)]
 

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/exporters/redis_streams.py

@@ -210,7 +210,8 @@ class RedisStreamsExporter(ITradeDataExport):
             logger.exception("[RedisStreamsExporter] Failed to export target positions")
 
     def export_position_changes(
-        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer
+        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer,
+        metadata: dict[str, Any] | None = None,
     ) -> None:
         """
         Export position changes to Redis Stream.
@@ -230,7 +231,7 @@ class RedisStreamsExporter(ITradeDataExport):
 
         try:
             # Format the leverage change using the formatter
-            data = self._formatter.format_position_change(time, instrument, price, account)
+            data = self._formatter.format_position_change(time, instrument, price, account, metadata=metadata)
 
             # Add to Redis stream in background thread
             self._add_to_redis_stream(self._position_changes_stream, data)

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/exporters/slack.py

@@ -4,7 +4,7 @@ Slack Exporter for trading data.
 This module provides an implementation of ITradeDataExport that exports trading data to Slack channels.
 """
 
-from typing import List, Optional
+from typing import Any, List, Optional
 
 from qubx import logger
 from qubx.core.basics import Instrument, Signal, TargetPosition, dt_64
@@ -140,7 +140,8 @@ class SlackExporter(ITradeDataExport):
             logger.error(f"Failed to export target positions: {e}")
 
     def export_position_changes(
-        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer
+        self, time: dt_64, instrument: Instrument, price: float, account: IAccountViewer,
+        metadata: dict[str, Any] | None = None,
     ) -> None:
         """
         Export position changes to Slack.
@@ -156,7 +157,7 @@ class SlackExporter(ITradeDataExport):
 
         try:
             # Format the position change using the formatter
-            data = self._formatter.format_position_change(time, instrument, price, account)
+            data = self._formatter.format_position_change(time, instrument, price, account, metadata=metadata)
 
             # Extract blocks and create fallback message
             blocks = data.get("blocks", [])

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/utils/runner/factory.py

@@ -4,10 +4,7 @@ Factory functions for creating various components used in strategy running and s
 
 import inspect
 import os
-from typing import TYPE_CHECKING, Any, Optional
-
-if TYPE_CHECKING:
-    from qubx.utils.runner.accounts import AccountConfigurationManager
+from typing import Any
 
 from qubx import logger
 from qubx.core.interfaces import IAccountViewer, IMetricEmitter, IStatePersistence, IStrategyNotifier, ITradeDataExport
@@ -47,7 +44,7 @@ def construct_storage(storage_config: StorageConfig | None) -> IStorage | None:
     (e.g., 'qdb::quantlab', 'csv::/data/path/', 'mqdb::nebula').
 
     Args:
-        reader_config: Reader/storage configuration
+        storage_config: Storage configuration
 
     Returns:
         IStorage instance or None if storage_config is None
@@ -222,7 +219,7 @@ def create_data_type_storages(storages_configs: list[TypedStorageConfig] | None)
 def create_exporters(
     exporters: list[ExporterConfig] | None,
     strategy_name: str,
-    account: Optional[IAccountViewer] = None,
+    account: IAccountViewer | None = None,
 ) -> ITradeDataExport | None:
     """
     Create exporters from the configuration.
@@ -400,7 +397,7 @@ def construct_multi_storage(storage_configs: list[StorageConfig]) -> IStorage |
     Construct auxiliary data storage from config.
 
     Args:
-        aux_configs: List of reader configurations
+        storage_configs: List of storage configurations
 
     Returns:
         Single IStorage if only one config, MultiStorage if multiple configs, None if empty

{qubx-1.0.0.dev4 → qubx-1.0.0.dev5}/src/qubx/utils/runner/runner.py

@@ -42,7 +42,7 @@ from qubx.core.interfaces import (
     ITimeProvider,
 )
 from qubx.core.loggers import StrategyLogging
-from qubx.core.lookups import lookup
+from qubx.core.lookups import lookup, register_accounts
 from qubx.core.mixins.utils import EXCHANGE_MAPPINGS
 from qubx.data.cache import CachedStorage, MemoryCache
 from qubx.data.storages.stub import NoConfiguredStorage
@@ -254,6 +254,8 @@ def run_strategy(
     loop_thread.start()
     logger.debug("Shared event loop started in background thread")
 
+    register_accounts(account_manager)
+
     QubxLogConfig.setup_logger(
         level=QubxLogConfig.get_log_level(),
         custom_formatter=(simulated_formatter := SimulatedLogFormatter(LiveTimeProvider())).formatter,