Qubx 1.2.3.dev4__tar.gz → 1.3.0__tar.gz

{qubx-1.2.3.dev4 → qubx-1.3.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: Qubx
-Version: 1.2.3.dev4
+Version: 1.3.0
 Summary: Qubx - Quantitative Trading Framework
 Project-URL: homepage, https://xlydian.com
 Project-URL: repository, https://github.com/xLydianSoftware/Qubx

{qubx-1.2.3.dev4 → qubx-1.3.0}/src/qubx/_version.py

@@ -18,7 +18,7 @@ version_tuple: tuple[int | str, ...]
 commit_id: str | None
 __commit_id__: str | None
 
-__version__ = version = '1.2.3.dev4'
-__version_tuple__ = version_tuple = (1, 2, 3, 'dev4')
+__version__ = version = '1.3.0'
+__version_tuple__ = version_tuple = (1, 3, 0)
 
 __commit_id__ = commit_id = None

{qubx-1.2.3.dev4 → qubx-1.3.0}/src/qubx/ta/indicators.pxd

@@ -198,7 +198,8 @@ cdef class Rsi(Indicator):
     cdef object down_moves
     cdef object smooth_up
     cdef object smooth_down
-    cdef double prev_value
+    cdef double prev_value    # - close of the previous COMPLETED bar (reference for diff)
+    cdef double last_value    # - current bar's working value (updates on every tick)
 
     cpdef double calculate(self, long long time, double value, short new_item_started)
 

{qubx-1.2.3.dev4 → qubx-1.3.0}/src/qubx/ta/indicators.pyx

@@ -1264,6 +1264,7 @@ cdef class Rsi(Indicator):
     def __init__(self, str name, TimeSeries series, int period, str smoother="ema"):
         self.period = period
         self.prev_value = np.nan
+        self.last_value = np.nan
 
         # - create internal series for up and down moves
         self.up_moves = TimeSeries("up_moves", series.timeframe, series.max_series_length)
@@ -1278,20 +1279,33 @@ cdef class Rsi(Indicator):
     cpdef double calculate(self, long long time, double value, short new_item_started):
         cdef double diff, up_move, down_move, smooth_u, smooth_d
 
-        # - for the first value, store it and return NaN
-        if np.isnan(self.prev_value):
-            self.prev_value = value
+        # - very first tick ever: initialize working value, emit 0 up/down moves,
+        # - keep prev_value = NaN so no diff is computed until the first bar finalizes
+        if np.isnan(self.last_value):
+            self.last_value = value
             self.up_moves.update(time, 0.0)
             self.down_moves.update(time, 0.0)
             return np.nan
 
-        # - calculate price change
+        # - on new bar: the previously tracked working value (last_value) has just
+        # - been finalized as the previous bar's close — promote it to prev_value
+        # - so diff is measured against the true previous-bar close, not against
+        # - any intrabar tick we may have seen earlier.
         if new_item_started:
-            diff = value - self.prev_value
-            self.prev_value = value
-        else:
-            # - when updating the same bar, calculate diff from previous closed bar
-            diff = value - self.prev_value
+            self.prev_value = self.last_value
+
+        # - track current working value for the bar (updates on every tick)
+        self.last_value = value
+
+        # - still in the first bar (no finalized prev close yet): emit 0 moves
+        # - and NaN — matches the single-call init path from batch replay
+        if np.isnan(self.prev_value):
+            self.up_moves.update(time, 0.0)
+            self.down_moves.update(time, 0.0)
+            return np.nan
+
+        # - diff is always against the previous COMPLETED bar's close
+        diff = value - self.prev_value
 
         # - calculate up and down moves
         if diff > 0: