Qubx 1.0.6.dev2__tar.gz → 1.0.6.dev4__tar.gz

{qubx-1.0.6.dev2 → qubx-1.0.6.dev4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: Qubx
-Version: 1.0.6.dev2
+Version: 1.0.6.dev4
 Summary: Qubx - Quantitative Trading Framework
 Project-URL: homepage, https://xlydian.com
 Project-URL: repository, https://github.com/xLydianSoftware/Qubx

{qubx-1.0.6.dev2 → qubx-1.0.6.dev4}/src/qubx/__init__.py

@@ -178,7 +178,10 @@ if runtime_env() in ["notebook", "shell"]:
     from IPython.core.getipython import get_ipython
     from IPython.core.magic import Magics, line_cell_magic, line_magic, magics_class
 
-    from qubx.utils.charting.mpl_helpers import set_mpl_theme
+    try:
+        from qubx.utils.charting.mpl_helpers import set_mpl_theme
+    except ImportError:
+        set_mpl_theme = None  # matplotlib not available (e.g. deployed strategy)
 
     @magics_class
     class QubxMagics(Magics):
@@ -219,7 +222,7 @@ if runtime_env() in ["notebook", "shell"]:
             exec(s, self.shell.user_ns)
 
             # setup more funcy mpl theme instead of ugly default
-            if line:
+            if line and set_mpl_theme is not None:
                 if "dark" in line.lower():
                     set_mpl_theme("dark")
                     # - temporary workaround for vscode - dark theme not applying to ipywidgets in notebook

{qubx-1.0.6.dev2 → qubx-1.0.6.dev4}/src/qubx/_version.py

@@ -28,7 +28,7 @@ version_tuple: VERSION_TUPLE
 commit_id: COMMIT_ID
 __commit_id__: COMMIT_ID
 
-__version__ = version = '1.0.6.dev2'
-__version_tuple__ = version_tuple = (1, 0, 6, 'dev2')
+__version__ = version = '1.0.6.dev4'
+__version_tuple__ = version_tuple = (1, 0, 6, 'dev4')
 
 __commit_id__ = commit_id = None

{qubx-1.0.6.dev2 → qubx-1.0.6.dev4}/src/qubx/connectors/ccxt/handlers/ohlc.py

@@ -134,11 +134,13 @@ class OhlcDataHandler(BaseDataTypeHandler):
         exch_timeframe = self._data_provider._get_exch_timeframe(timeframe)
 
         loaded_bars = {}
-        n_tries = nbarsback // self.MAX_BARS_PER_REQUEST_FOR_PROVIDER + 1
         _tf_msec = pd.to_timedelta(timeframe).value // 1_000_000  # convert to msec
 
         # - retrieve OHLC data from exchange by chunks as some providers limit number of bars per request
-        for _ in range(n_tries):
+        # Loop until we have enough bars or exchange stops returning data.
+        # n_tries is not pre-calculated because exchanges return varying page sizes
+        # (e.g., OKX returns ~100 bars vs Binance's ~1000).
+        while len(loaded_bars) < nbarsback:
             bars_to_request = min((nbarsback - len(loaded_bars)), self.MAX_BARS_PER_REQUEST_FOR_PROVIDER)
             if not (
                 ohlcv_data := await self._exchange_manager.exchange.fetch_ohlcv(
@@ -147,9 +149,14 @@ class OhlcDataHandler(BaseDataTypeHandler):
             ):
                 break
 
+            prev_count = len(loaded_bars)
             for oh in ohlcv_data:
                 loaded_bars[oh[0]] = self._convert_ohlcv_to_bar(oh)  # use timestamp as key to avoid duplicates
 
+            # Stop if no new bars were added (exchange has no more data)
+            if len(loaded_bars) == prev_count:
+                break
+
             start_since = ohlcv_data[-1][0] + _tf_msec
 
         return list(loaded_bars.values())

{qubx-1.0.6.dev2 → qubx-1.0.6.dev4}/src/qubx/core/account.py

@@ -515,7 +515,7 @@ class BasicAccountProcessor(IAccountProcessor):
             # how many shares are closed/open
             qty_closing = min(abs(pos.quantity), abs(pos_change)) * direction if prev_direction != direction else 0
             qty_opening = pos_change if prev_direction == direction else pos_change - qty_closing
-            excess = abs(qty_opening) * order.price
+            excess = abs(qty_opening) * order.instrument.quantity_multiplier * order.price
 
             # TODO: locking likely doesn't work correctly for spot accounts (Account)
             # Example: if we have 1 BTC at price 100k and set a limit order for 0.1 BTC at 110k

{qubx-1.0.6.dev2 → qubx-1.0.6.dev4}/src/qubx/core/basics.py

@@ -579,10 +579,11 @@ class TransactionCostsCalculator:
     def get_execution_fees(
         self, instrument: Instrument, exec_price: float, amount: float, crossed_market=False, conversion_rate=1.0
     ):
+        notional = abs(amount * instrument.quantity_multiplier * exec_price)
         if crossed_market:
-            return abs(amount * exec_price) * self.taker / conversion_rate
+            return notional * self.taker / conversion_rate
         else:
-            return abs(amount * exec_price) * self.maker / conversion_rate
+            return notional * self.maker / conversion_rate
 
     def get_overnight_fees(self, instrument: Instrument, amount: float):
         return 0.0