Qubx 1.1.3.dev15__tar.gz → 1.1.3.dev16__tar.gz

{qubx-1.1.3.dev15 → qubx-1.1.3.dev16}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: Qubx
-Version: 1.1.3.dev15
+Version: 1.1.3.dev16
 Summary: Qubx - Quantitative Trading Framework
 Project-URL: homepage, https://xlydian.com
 Project-URL: repository, https://github.com/xLydianSoftware/Qubx

{qubx-1.1.3.dev15 → qubx-1.1.3.dev16}/src/qubx/_version.py

@@ -18,7 +18,7 @@ version_tuple: tuple[int | str, ...]
 commit_id: str | None
 __commit_id__: str | None
 
-__version__ = version = '1.1.3.dev15'
-__version_tuple__ = version_tuple = (1, 1, 3, 'dev15')
+__version__ = version = '1.1.3.dev16'
+__version_tuple__ = version_tuple = (1, 1, 3, 'dev16')
 
 __commit_id__ = commit_id = None

{qubx-1.1.3.dev15 → qubx-1.1.3.dev16}/src/qubx/restarts/time_finders.py

@@ -27,14 +27,20 @@ class TimeFinder:
         """
         Use the time of the last signal as the start time.
 
+        Only considers instruments with currently-open positions, since instruments
+        without open positions do not need to be replayed during warmup.
+
         Args:
             state (RestoredState): The restored state from a previous run
 
         Returns:
             dt_64: The time of the last signal
         """
+        open_instruments = {instr for instr, pos in state.positions.items() if pos.is_open()}
         instrument_to_start_time = {}
         for instrument, signals in state.instrument_to_signal_positions.items():
+            if instrument not in open_instruments:
+                continue
             if not signals:
                 continue
 
@@ -70,14 +76,20 @@ class TimeFinder:
         """
         Use the time of the last target as the start time.
 
+        Only considers instruments with currently-open positions, since instruments
+        without open positions do not need to be replayed during warmup.
+
         Args:
             state (RestoredState): The restored state from a previous run
 
         Returns:
             dt_64: The time of the last target
         """
+        open_instruments = {instr for instr, pos in state.positions.items() if pos.is_open()}
         instrument_to_start_time = {}
         for instrument, target_positions in state.instrument_to_target_positions.items():
+            if instrument not in open_instruments:
+                continue
             if not target_positions:
                 continue