Qubx 3.2.0__tar.gz → 3.2.2.dev1__tar.gz

{qubx-3.2.0 → qubx-3.2.2.dev1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.5
 Name: Qubx
-Version: 3.2.0
+Version: 3.2.2.dev1
 Summary: Qubx - Quantitative Trading Framework
 Project-URL: homepage, https://xlydian.com
 Project-URL: repository, https://github.com/xLydianSoftware/Qubx
@@ -23,6 +23,7 @@ Requires-Dist: joblib<2,>=1.3.0
 Requires-Dist: jupyter-client<9,>=8.0.0
 Requires-Dist: loguru<1,>=0.7.2
 Requires-Dist: msgspec<1,>=0.18.6
+Requires-Dist: ntplib<1,>=0.4.0
 Requires-Dist: numba<1,>=0.59.1
 Requires-Dist: numpy>=2.0.0
 Requires-Dist: orjson<4,>=3.10.15

{qubx-3.2.0 → qubx-3.2.2.dev1}/pyproject.toml

@@ -53,6 +53,7 @@ dependencies = [
     "croniter>=2.0.5,<3",
     "tabulate>=0.9.0,<1",
     "gitpython>=3.1.44,<4",
+    "ntplib>=0.4.0,<1",
     "jinja2>=3.1.0,<4",
     "rich>=13.9.4,<14",
     "click>=8.1.7,<9",

{qubx-3.2.0 → qubx-3.2.2.dev1}/src/qubx/_version.py

@@ -18,7 +18,7 @@ version_tuple: tuple[int | str, ...]
 commit_id: str | None
 __commit_id__: str | None
 
-__version__ = version = '3.2.0'
-__version_tuple__ = version_tuple = (3, 2, 0)
+__version__ = version = '3.2.2.dev1'
+__version_tuple__ = version_tuple = (3, 2, 2, 'dev1')
 
 __commit_id__ = commit_id = None

{qubx-3.2.0 → qubx-3.2.2.dev1}/src/qubx/backtester/connector.py

@@ -298,17 +298,13 @@ class SimulatedConnector(ChannelEmitter):
     def is_simulated_trading(self) -> bool:
         return True
 
-    def set_instrument_leverage(self, instrument: Instrument, leverage: float) -> None:
-        # - simulation does not model venue leverage settings; accept and forget
-        return None
+    def set_max_instrument_leverage(self, instrument: Instrument, leverage: float) -> bool:
+        return True
 
     def set_margin_mode(self, instrument: Instrument, mode: str) -> bool:
         return True
 
     # Simulation does not model venue margin: the config getters read neutral.
-    def get_instrument_leverage(self, instrument: Instrument) -> float | None:
-        return None
-
     def get_max_instrument_leverage(self, instrument: Instrument) -> float | None:
         return None
 

{qubx-3.2.0 → qubx-3.2.2.dev1}/src/qubx/backtester/runner.py

@@ -11,7 +11,7 @@ from qubx.backtester.sentinels import NoDataContinue
 from qubx.backtester.simulated_data import SimulatedDataIterator
 from qubx.backtester.transfers import SimulationTransferManager
 from qubx.core.account_manager import AccountManagerConfig, SimulatedAccountManager
-from qubx.core.basics import SW, DataType, Instrument, TransactionCostsCalculator
+from qubx.core.basics import SW, Balance, DataType, Instrument, TransactionCostsCalculator
 from qubx.core.context import StrategyContext
 from qubx.core.exceptions import SimulationConfigError, SimulationError
 from qubx.core.helpers import extract_parameters_from_object, full_qualified_class_name
@@ -49,7 +49,6 @@ from .utils import (
     SimulationSetup,
     _get_default_warmup_period,
     find_open_close_time_indent_secs_from_subscription,
-    initial_balances,
 )
 
 
@@ -609,7 +608,7 @@ class SimulationRunner:
 
         am = SimulatedAccountManager(
             connectors=self._connectors,
-            base_currencies=self.setup.base_currencies,
+            base_currencies={exchange: self.setup.base_currency for exchange in self.setup.exchanges},
             time=time_provider,
             cfg=AccountManagerConfig(),
             account_id=self.account_id,
@@ -617,7 +616,17 @@ class SimulationRunner:
         )
 
         # - seed initial capital per exchange into the account state
-        for exchange, balance in initial_balances(self.setup).items():
-            am.seed_balance(exchange, balance)
+        assert isinstance(self.setup.capital, dict)
+        for exchange, capital in self.setup.capital.items():
+            am.seed_balance(
+                exchange,
+                Balance(
+                    exchange=exchange,
+                    currency=self.setup.base_currency,
+                    total=capital,
+                    free=capital,
+                    locked=0.0,
+                ),
+            )
 
         return am

{qubx-3.2.0 → qubx-3.2.2.dev1}/src/qubx/backtester/simulator.py

@@ -38,7 +38,7 @@ def simulate(
     instruments: list[str] | list[Instrument] | dict[ExchangeName_t, list[SymbolOrInstrument_t]] | None = None,
     commissions: str | dict[str, str | None] | None = None,
     exchange: ExchangeName_t | list[ExchangeName_t] | None = None,
-    base_currency: str | dict[str, str] = "USDT",
+    base_currency: str = "USDT",
     n_jobs: int = 1,
     silent: bool = False,
     aux_data: IStorage | None = None,

{qubx-3.2.0 → qubx-3.2.2.dev1}/src/qubx/backtester/transfers.py

@@ -21,15 +21,6 @@ class SimulationTransferManager(ITransferManager):
     def transfer_funds(self, from_exchange: str, to_exchange: str, currency: str, amount: float) -> str:
         if amount <= 0:
             raise ValueError(f"Transfer amount must be positive, got {amount}")
-        to_currency = self._account.get_base_currency(to_exchange)
-        # Venues settle in their own currency: a withdrawal leaves in `currency` and arrives as
-        # `to_currency`. Both legs must be priced — an unpriced asset has no transferable value.
-        from_rate = self._account.get_state(from_exchange).conversion_rate_to_base(currency)
-        to_rate = self._account.get_state(to_exchange).conversion_rate_to_base(to_currency)
-        if from_rate is None or to_rate is None:
-            raise ValueError(f"Cannot transfer {currency} to {to_exchange} {to_currency}: no conversion rate")
-        to_amount = amount * from_rate / to_rate
-
         from_balance = self._account.get_balance(currency, exchange=from_exchange)
         if from_balance.free < amount:
             raise ValueError(
@@ -37,8 +28,11 @@ class SimulationTransferManager(ITransferManager):
                 f"{from_balance.free:.8f} {currency} available, {amount:.8f} requested"
             )
 
+        # Instant transfer: debit the source and credit the destination. adjust_balance
+        # mutates the held Balance in place (holders keep a live reference) and creates
+        # the destination Balance if missing.
         self._account.adjust_balance(from_exchange, currency, -amount)
-        self._account.adjust_balance(to_exchange, to_currency, to_amount)
+        self._account.adjust_balance(to_exchange, currency, amount)
 
         transaction_id = f"sim_{uuid.uuid4().hex[:12]}"
         self._transfers[transaction_id] = Transfer(
@@ -49,13 +43,8 @@ class SimulationTransferManager(ITransferManager):
             amount=amount,
             status=TransferStatus.COMPLETED,  # transfers are instant in simulation
             timestamp=self._time.time(),
-            to_currency=to_currency,
-            to_amount=to_amount,
-        )
-        logger.debug(
-            f"[SimTransfer] {amount:.8f} {currency} {from_exchange} -> "
-            f"{to_amount:.8f} {to_currency} {to_exchange} ({transaction_id})"
         )
+        logger.debug(f"[SimTransfer] {amount:.8f} {currency} {from_exchange} -> {to_exchange} ({transaction_id})")
         return transaction_id
 
     def get_transfer_status(self, transaction_id: str) -> Transfer:

{qubx-3.2.0 → qubx-3.2.2.dev1}/src/qubx/backtester/utils.py

@@ -1,5 +1,5 @@
 from collections.abc import Mapping, Sequence
-from dataclasses import dataclass, field
+from dataclasses import dataclass
 from enum import Enum
 from typing import Any, Callable, TypeAlias
 
@@ -8,8 +8,6 @@ import pandas as pd
 
 from qubx import logger
 from qubx.core.basics import (
-    STABLE_CURRENCIES,
-    Balance,
     CtrlChannel,
     DataType,
     Instrument,
@@ -82,20 +80,6 @@ def _type(obj: Any) -> SetupTypes:
     return t
 
 
-def _settle_currencies(instruments: list[Instrument], exchange: str) -> set[str]:
-    return {i.settle.upper() for i in instruments if i.exchange == exchange and i.settle}
-
-
-def _derive_settle_currency(instruments: list[Instrument], exchange: str) -> str | None:
-    """The one settle currency a venue's instruments agree on, or None when absent, mixed, or
-    not a recognized stable — BINANCE.UM:ETHBTC settles in BTC, and BTC is not 1.0 of capital."""
-    settles = _settle_currencies(instruments, exchange)
-    if len(settles) != 1:
-        return None
-    settle = settles.pop()
-    return settle if settle in STABLE_CURRENCIES else None
-
-
 @dataclass
 class SimulationSetup:
     """
@@ -109,37 +93,16 @@ class SimulationSetup:
     instruments: list[Instrument]
     exchanges: list[str]
     capital: float | dict[str, float]
-    base_currency: str | dict[str, str]
+    base_currency: str
     commissions: str | dict[str, str | None] | None = None
     signal_timeframe: str = "1Min"
     accurate_stop_orders_execution: bool = False
     enable_funding: bool = False
-    base_currencies: dict[str, str] = field(init=False, default_factory=dict)
 
     def __post_init__(self) -> None:
-        # Per-exchange base currency: explicit mapping wins, else the venue's shared settle
-        # currency, else the scalar. AccountState upper-cases, so normalize here or the seeded
-        # Balance lands under a key total_capital never reads.
-        explicit = (
-            {ex: ccy.upper() for ex, ccy in self.base_currency.items()}
-            if isinstance(self.base_currency, dict)
-            else {}
-        )
-        default_ccy = (
-            self.base_currency.upper()
-            if isinstance(self.base_currency, str)
-            else (explicit.get(self.exchanges[0], "USDT") if self.exchanges else "USDT")
-        )
-        self.base_currencies = {}
-        for ex in self.exchanges:
-            resolved = explicit.get(ex) or _derive_settle_currency(self.instruments, ex)
-            if resolved is None and (settles := _settle_currencies(self.instruments, ex)):
-                logger.debug(
-                    f"No single stable settle currency for {ex} (saw {sorted(settles)}) "
-                    f"- using {default_ccy} as its base currency"
-                )
-            self.base_currencies[ex] = resolved or default_ccy
-        self.base_currency = self.base_currencies[self.exchanges[0]] if self.exchanges else default_ccy
+        # Normalize once at the config boundary: AccountState stores base_currency upper-cased,
+        # so a lowercase value here would seed capital under a key total_capital never reads.
+        self.base_currency = self.base_currency.upper()
         # Normalize capital to a per-exchange dict: split evenly when a single float is given
         if isinstance(self.capital, (int, float)):
             n = len(self.exchanges)
@@ -150,21 +113,6 @@ class SimulationSetup:
         return f"{self.name} {self.setup_type} capital {self.capital} {self.base_currency} for [{','.join(map(lambda x: x.symbol, self.instruments))}] @ {self.exchanges}[{self.commissions}]"
 
 
-def initial_balances(setup: SimulationSetup) -> dict[str, Balance]:
-    """Startup balance per exchange, each in that venue's own base currency."""
-    assert isinstance(setup.capital, dict)
-    return {
-        exchange: Balance(
-            exchange=exchange,
-            currency=setup.base_currencies[exchange],
-            total=capital,
-            free=capital,
-            locked=0.0,
-        )
-        for exchange, capital in setup.capital.items()
-    }
-
-
 # fmt: off
 @dataclass
 class SimulationDataConfig:
@@ -339,9 +287,7 @@ def find_instruments_and_exchanges(
                 _instrs.append(instrument)
                 _exchanges.append(resolved_exchange)
 
-    # sorted, not list(set(...)): string hashing is per-process randomized, and exchanges[0]
-    # decides the persisted scalar base_currency of a multi-venue run.
-    return _instrs, sorted(set(_exchanges))
+    return _instrs, list(set(_exchanges))
 
 
 class _StructureSniffer:
@@ -399,7 +345,7 @@ def recognize_simulation_configuration(
     instruments: list[Instrument],
     exchanges: list[str],
     capital: float | dict[str, float],
-    basic_currency: str | dict[str, str],
+    basic_currency: str,
     commissions: str | dict[str, str | None] | None,
     signal_timeframe: str,
     accurate_stop_orders_execution: bool,
@@ -694,16 +640,7 @@ def recognize_simulation_data_config(
     )
 
 
-_TRANSFERS_LOG_COLUMNS = [
-    "transaction_id",
-    "from_exchange",
-    "to_exchange",
-    "currency",
-    "amount",
-    "status",
-    "to_currency",
-    "to_amount",
-]
+_TRANSFERS_LOG_COLUMNS = ["transaction_id", "from_exchange", "to_exchange", "currency", "amount", "status"]
 
 
 def collect_transfers_log(transfer_manager: ITransferManager | None) -> pd.DataFrame | None:
@@ -730,8 +667,6 @@ def collect_transfers_log(transfer_manager: ITransferManager | None) -> pd.DataF
                 "currency": t.currency,
                 "amount": t.amount,
                 "status": str(t.status),
-                "to_currency": t.to_currency or t.currency,
-                "to_amount": t.to_amount if t.to_amount is not None else t.amount,
             }
             for t in transfers
         ]