Deployment¶

The strategy deployment cycle is explained based on an example of a simple macd crossover strategy located at tests/strategies/macd_crossover.

1. Simulation¶

First let's make sure that the simulation works as expected.

In [1]:

import qubx

%qubxd

import pandas as pd
from qubx.utils import this_project_root, add_project_to_system_path
from qubx.data.helpers import InMemoryCachedReader
from qubx.backtester.simulator import simulate
from qubx.data import loader
from qubx.core.metrics import tearsheet, chart_signals

import qubx %qubxd import pandas as pd from qubx.utils import this_project_root, add_project_to_system_path from qubx.data.helpers import InMemoryCachedReader from qubx.backtester.simulator import simulate from qubx.data import loader from qubx.core.metrics import tearsheet, chart_signals

⠀⠀⡰⡖⠒⠒⢒⢦⠀⠀   
⠀⢠⠃⠈⢆⣀⣎⣀⣱⡀  QUBX | Quantitative Backtesting Environment 
⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2025, ver. 0.5.8
⠀⠀⠱⣜⣀⣀⣈⣦⠃⠀⠀⠀ 
        

Adding folder with test strategies to python path to be able to call the imports.

In [2]:

PROJECT_ROOT = this_project_root()
assert PROJECT_ROOT is not None
add_project_to_system_path(str(PROJECT_ROOT / "tests/strategies"))

PROJECT_ROOT = this_project_root() assert PROJECT_ROOT is not None add_project_to_system_path(str(PROJECT_ROOT / "tests/strategies"))

In [3]:

from macd_crossover.models.macd_crossover import MacdCrossoverStrategy

ld: InMemoryCachedReader = loader(  # type: ignore
    "BINANCE.UM", "1h", source=f"csv::{PROJECT_ROOT}/tests/data/csv_1h/", n_jobs=1
)

test0 = simulate(
    strategies=(stg:=MacdCrossoverStrategy()),
    data=ld,
    capital=100_000,
    instruments=["BINANCE.UM:BTCUSDT"],
    commissions="vip0_usdt",
    start="2023-06-01",
    stop="2023-06-10",
    debug="INFO",
)

from macd_crossover.models.macd_crossover import MacdCrossoverStrategy ld: InMemoryCachedReader = loader( # type: ignore "BINANCE.UM", "1h", source=f"csv::{PROJECT_ROOT}/tests/data/csv_1h/", n_jobs=1 ) test0 = simulate( strategies=(stg:=MacdCrossoverStrategy()), data=ld, capital=100_000, instruments=["BINANCE.UM:BTCUSDT"], commissions="vip0_usdt", start="2023-06-01", stop="2023-06-10", debug="INFO", )

2023-06-01 00:00:00.000 [ℹ️] SimulatedDataProvider.binance.um is initialized
2023-06-01 00:00:00.000 [ℹ️] SimulatedDataProvider ::: Simulation started at 2023-06-01 00:00:00 :::

Simulating:   0%|          | 0/100 [00:00<?, ?%/s]

2023-06-02 15:00:00.000 [ℹ️] SELL signal for BTCUSDT at 26952.0
2023-06-02 19:00:00.000 [ℹ️] BUY signal for BTCUSDT at 27183.2
2023-06-03 03:00:00.000 [ℹ️] SELL signal for BTCUSDT at 27138.5
2023-06-03 16:00:00.000 [ℹ️] BUY signal for BTCUSDT at 27292.7
2023-06-03 18:00:00.000 [ℹ️] SELL signal for BTCUSDT at 27147.6
2023-06-04 08:00:00.000 [ℹ️] BUY signal for BTCUSDT at 27141.0
2023-06-05 00:00:00.000 [ℹ️] SELL signal for BTCUSDT at 27102.4
2023-06-06 04:00:00.000 [ℹ️] BUY signal for BTCUSDT at 25719.8
2023-06-07 07:00:00.000 [ℹ️] SELL signal for BTCUSDT at 26819.5
2023-06-08 08:00:00.000 [ℹ️] BUY signal for BTCUSDT at 26431.5
2023-06-09 01:00:00.000 [ℹ️] SELL signal for BTCUSDT at 26445.8

2023-06-09 09:00:00.000 [ℹ️] BUY signal for BTCUSDT at 26632.5
2023-06-09 16:00:00.000 [ℹ️] SELL signal for BTCUSDT at 26465.1
2023-06-10 00:59:55.000 [ℹ️] SimulatedDataProvider ::: Simulation finished at 2023-06-10 00:00:00 :::

In [4]:

tearsheet(test0, plot_leverage=True)

tearsheet(test0, plot_leverage=True)

Out[4]:

	Gain	Cagr	Sharpe	Qr	Max dd pct	Mdd usd	Sortino	Calmar	Tail ratio	Stability	Var	Avg return	Fees	Execs
	6093.911	7.664	4.268	1.58	3.136	3424.373	18.49	252.275	4.011	0.609	3756.992	0.628	1271.419	13.0

2. Release¶

First check if the strategy can be found by the qubx CLI.

In [5]:

! poetry run qubx ls ../tests/strategies/macd_crossover

! poetry run qubx ls ../tests/strategies/macd_crossover

 - /home/yuriy/devs/Qubx/tests/strategies/macd_crossover/models/macd_crossover.py -
	.--( MacdCrossoverStrategy : MACD Crossover Strategy. 
	:  signal_period  : 9
	:  slow_period    : 26
	:  fast_period    : 12
	:  leverage       : 1.0
	:  timeframe      : 1h

We can package the strategy and all of its dependencies via qubx release. You can check the available options like this:

In [6]:

! poetry run qubx release --help

! poetry run qubx release --help

Usage: qubx release [OPTIONS] [DIRECTORY]

  Releases the strategy to a zip file.

  The strategy can be specified in two ways: 1. As a strategy name (class
  name) - strategies are scanned in the given directory 2. As a path to a
  config YAML file containing the strategy configuration in StrategyConfig
  format

  If a strategy name is provided, a default configuration will be generated
  with: - The strategy parameters from the strategy class - Default exchange,
  connector, and instruments from the command options - Standard logging
  configuration

  If a config file is provided, it must follow the StrategyConfig structure
  with: - strategy: The strategy name or path - parameters: Dictionary of
  strategy parameters - exchanges: Dictionary of exchange configurations -
  aux: Auxiliary configuration - logging: Logging configuration

  All of the dependencies are included in the zip file.

Options:
  -s, --strategy TEXT         Strategy name to release (should match the
                              strategy class name) or path to a config YAML
                              file  [required]
  -o, --output-dir TEXT       Output directory to put zip file.  [default:
                              releases]
  -t, --tag TEXT              Additional tag for this release (e.g. 'v1.0.0')
  -m, --message TEXT          Release message (added to the info yaml file).
  -c, --commit                Commit changes and create tag in repo (default:
                              False)
  --default-exchange TEXT     Default exchange to use in the generated config.
                              [default: BINANCE.UM]
  --default-connector TEXT    Default connector to use in the generated
                              config.  [default: ccxt]
  --default-instruments TEXT  Default instruments to use in the generated
                              config (comma-separated).  [default: BTCUSDT]
  --help                      Show this message and exit.

In [11]:

! poetry run qubx release \
    -s MacdCrossoverStrategy \
    -o ../releases \
    -m "Test release" \
    ../tests/strategies/macd_crossover

! poetry run qubx release \ -s MacdCrossoverStrategy \ -o ../releases \ -m "Test release" \ ../tests/strategies/macd_crossover

2025-02-26 14:27:25.461 [ ℹ️ ] (release) Finding strategy by name: MacdCrossoverStrategy
2025-02-26 14:27:25.479 [ ℹ️ ] (release)  - Modified files -
2025-02-26 14:27:25.488 [ ⚠️ ] (release) qubx.cli.release:process_git_repo:687 -  >> Creating git tag is skipped due to --skip-tag option
2025-02-26 14:27:25.488 [ ℹ️ ] (release) Creating release pack for R_MacdCrossoverStrategy_20250226142725 ...
2025-02-26 14:27:26.303 [ ℹ️ ] (release) Generating poetry.lock file without creating virtual environment...
2025-02-26 14:27:31.766 [ ℹ️ ] (release) Created release pack: ../releases/R_MacdCrossoverStrategy_20250226142725.zip

In [2]:

! poetry run qubx deploy --force ../releases/R_MacdCrossoverStrategy_20250226142725.zip

! poetry run qubx deploy --force ../releases/R_MacdCrossoverStrategy_20250226142725.zip

2025-02-26 14:32:16.284 [ ⚠️ ] (deploy) qubx.cli.deploy:prepare_output_directory:66 - Removing existing directory /home/yuriy/devs/Qubx/releases/R_MacdCrossoverStrategy_20250226142725
2025-02-26 14:32:17.290 [ ℹ️ ] (deploy) Unpacking /home/yuriy/devs/Qubx/releases/R_MacdCrossoverStrategy_20250226142725.zip to /home/yuriy/devs/Qubx/releases/R_MacdCrossoverStrategy_20250226142725
2025-02-26 14:32:17.294 [ ℹ️ ] (deploy) Creating Poetry virtual environment
2025-02-26 14:32:17.295 [ ℹ️ ] (deploy) Installing dependencies
2025-02-26 14:32:33.052 [ ℹ️ ] (deploy) Strategy deployed successfully to /home/yuriy/devs/Qubx/releases/R_MacdCrossoverStrategy_20250226142725
2025-02-26 14:32:33.052 [ ℹ️ ] (deploy) To run the strategy (paper mode): cd /home/yuriy/devs/Qubx/releases/R_MacdCrossoverStrategy_20250226142725 && poetry run qubx run config.yml --paper

In [4]:

! cd ../releases/R_MacdCrossoverStrategy_20250226142725 && poetry run qubx run config.yml --paper

! cd ../releases/R_MacdCrossoverStrategy_20250226142725 && poetry run qubx run config.yml --paper

⠀⠀⡰⡖⠒⠒⢒⢦⠀⠀   
⠀⢠⠃⠈⢆⣀⣎⣀⣱⡀  QUBX | Quantitative Backtesting Environment 
⠀⢳⠒⠒⡞⠚⡄⠀⡰⠁         (c) 2025, ver. 0.5.8
⠀⠀⠱⣜⣀⣀⣈⣦⠃⠀⠀⠀ 
        
^C

In [ ]: