backtrader-next 2.3.1__py3-none-any.whl → 2.3.3__py3-none-any.whl

backtrader_next/analyzers/eq.py

@@ -216,10 +216,10 @@ class Eq(bt.Analyzer):
         s.loc['Duration'] = s.End - s.Start
 
         s.loc['Equity Start [$]'] = equity[0]
-        s.loc['Equity Final [$]'] = equity[-1]
-        s.loc['Equity Peak [$]'] = equity.max()
-        s.loc['Commissions [$]'] = commissions
-        s.loc['Cum Return [%]'] = np.round((equity[-1] - equity[0]) / equity[0] * 100, 4)
+        s.loc['Equity Final [$]'] = round(equity[-1], 4)
+        s.loc['Equity Peak [$]'] = round(equity.max(), 4)
+        s.loc['Commissions [$]'] = round(commissions, 4)
+        s.loc['Cum Return [%]'] = round((equity[-1] - equity[0]) / equity[0] * 100, 4)
         # c = ohlc_data.Close.values
         # s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100  # long-only return
 
@@ -239,25 +239,25 @@ class Eq(bt.Analyzer):
         # Use abs() to handle negative equity ratios (losses) and apply sign back
         equity_ratio = equity[-1]/equity[0]
         cagr_value = (abs(equity_ratio) ** (1/num_years) - 1) * np.sign(equity_ratio) if equity_ratio != 0 else 0
-        s.loc['CAGR [%]'] = np.round(cagr_value, 4) * 100
+        s.loc['CAGR [%]'] = round(cagr_value, 4) * 100
 
         # Sharpe Ratio using arithmetic mean of returns to align with standard definition.
         # See: https://en.wikipedia.org/wiki/Sharpe_ratio
         mean_daily_return = day_returns.mean()
         annualized_mean_return = mean_daily_return * annual_trading_days
-        s.loc['Sharpe Ratio'] = sharpe = np.round((annualized_mean_return * 100 - risk_free_rate * 100) / (
+        s.loc['Sharpe Ratio'] = sharpe = round((annualized_mean_return * 100 - risk_free_rate * 100) / (
                 volatility if volatility != 0 else np.nan), 4)
 
         # Smart Sharpe Ratio
         skew = day_returns.skew()
         kurt = day_returns.kurt()  # Excess kurtosis
-        s.loc['Skew'] = np.round(skew, 4)
-        s.loc['Kurtosis'] = np.round(kurt, 4)
+        s.loc['Skew'] = round(skew, 4)
+        s.loc['Kurtosis'] = round(kurt, 4)
         # Smart Sharpe Ratio is a modification of the Sharpe Ratio that accounts for skewness
         # and kurtosis of the returns distribution. It is defined as:
         # Smart Sharpe Ratio = Sharpe Ratio * (1 + (Skewness / 6) * Sharpe Ratio - (Kurtosis / 24) * (Sharpe Ratio ** 2))
         # See: https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/smart-sharpe-ratio
-        s.loc['Smart Sharpe Ratio'] = np.round(sharpe * (1 + (skew / 6) * sharpe - (kurt / 24) * (sharpe ** 2)), 4)
+        s.loc['Smart Sharpe Ratio'] = round(sharpe * (1 + (skew / 6) * sharpe - (kurt / 24) * (sharpe ** 2)), 4)
 
         # Our Sortino mismatches `empyrical.sortino_ratio()` because they use arithmetic mean return
         _downside_returns = day_returns.clip(-np.inf, 0)
@@ -267,7 +267,7 @@ class Eq(bt.Analyzer):
         s.loc['Sortino Ratio'] = round(sortino_ratio, 4) if not np.isnan(sortino_ratio) else np.nan
 
         # s.loc['VWR Ratio'] = calc_vwr(eq_days=equity_df['Equity'].resample('D').last().dropna().to_numpy())
-        s.loc['VWR Ratio'] = np.round(calc_vwr(eq_days=day_eq.to_numpy()), 4)
+        s.loc['VWR Ratio'] = round(calc_vwr(eq_days=day_eq.to_numpy()), 4)
         max_dd = -np.nan_to_num(dd_df.max())
         s.loc['Calmar Ratio'] = round((annualized_return * 100) / abs(max_dd), 4) if max_dd != 0 else np.nan
 

backtrader_next/broker.py

@@ -19,10 +19,12 @@
 #
 ###############################################################################
 from __future__ import (absolute_import, division, print_function, unicode_literals)
+from collections import defaultdict
 
 from backtrader_next.comminfo import CommInfoBase
 from backtrader_next.metabase import MetaParams
-from backtrader_next.utils.py3 import with_metaclass
+
+from .utils.py3 import with_metaclass, iteritems
 
 from . import fillers as fillers
 from . import fillers as filler
@@ -52,7 +54,7 @@ class BrokerBase(with_metaclass(MetaBroker, object)):
 
     def __init__(self):
         self.comminfo = dict()
-        self.state = dict()
+        self.info = defaultdict(dict)
         self.init()
 
     def init(self):
@@ -66,6 +68,13 @@ class BrokerBase(with_metaclass(MetaBroker, object)):
     def stop(self):
         pass
 
+    def add_info(self, strat_name:str, **kwargs):
+        '''Add the keys, values of kwargs to the internal info dictionary to
+        hold custom information in the broker
+        '''
+        for key, val in iteritems(kwargs):
+            self.info[strat_name][key] = val
+
     def add_order_history(self, orders, notify=False):
         '''Add order history. See cerebro for details'''
         raise NotImplementedError

backtrader_next/order.py

@@ -707,16 +707,15 @@ class Order(OrderBase):
         del params['_owner_classname']
         params['restored'] = True
         ordtype = odict.get('ordtype', None)
-        ord = None
+        new_ord = None
         if ordtype is None:
-            ord = Order(**params)
+            new_ord = Order(**params)
         if ordtype == cls.Buy:
-            ord = BuyOrder(**params)
+            new_ord = BuyOrder(**params)
         elif ordtype == cls.Sell:
-            ord = SellOrder(**params)
+            new_ord = SellOrder(**params)
         else:
-            ord = Order(**params)
-
+            new_ord = Order(**params)
         for key, val in odict.items():
             if key in ('created', 'executed'):
                 odata = OrderData(
@@ -736,21 +735,21 @@ class Order(OrderBase):
                 odata.psize = val.get('psize', 0)
                 odata.pprice = val.get('pprice', 0.0)
                 if key == 'created':
-                    ord.created = odata
+                    new_ord.created = odata
                 else:
-                    ord.executed = odata
+                    new_ord.executed = odata
             elif key in ('ordtype', 'params'):
                 pass # already handled
             elif key == 'info':
                 for ik, iv in val.items():
-                    ord.info[ik] = iv
+                    new_ord.info[ik] = iv
             elif key == 'comminfo':
-                ord.comminfo = None
+                new_ord.comminfo = None
             elif key == 'parent':
-                ord.parent = None
-            elif hasattr(ord, key):
-                setattr(ord, key, val)
-        return ord
+                new_ord.parent = None
+            elif hasattr(new_ord, key):
+                setattr(new_ord, key, val)
+        return new_ord
 
 
 class BuyOrder(Order):

backtrader_next/strategy.py

@@ -1,4 +1,4 @@
-#!/usr/bin389/env python
+#!/usr/bin/env python
 # -*- coding: utf-8; py-indent-offset:4 -*-
 ###############################################################################
 #
@@ -118,6 +118,17 @@ class Strategy(with_metaclass(MetaStrategy, StrategyBase)):
     # keep the latest delivered data date in the line
     lines = ('datetime',)
 
+    def add_info(self, strat_name:str, **kwargs):
+        '''Add the keys, values of kwargs to the internal info dictionary to
+        hold custom information in the broker
+        '''
+        self.broker.add_info(strat_name, kwargs)
+
+    def get_info(self, strat_name:str):
+        '''Get the info dictionary for the given strategy name from the broker
+        '''
+        return self.broker.get_info(strat_name)
+
     def qbuffer(self, savemem=0, replaying=False):
         '''Enable the memory saving schemes. Possible values for ``savemem``:
 

backtrader_next/version.py

@@ -22,6 +22,6 @@ from __future__ import (absolute_import, division, print_function,
                         unicode_literals)
 
 
-__version__ = '2.3.1'
+__version__ = '2.3.2'
 
 __btversion__ = tuple(int(x) for x in __version__.split('.'))

{backtrader_next-2.3.1.dist-info → backtrader_next-2.3.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: backtrader_next
-Version: 2.3.1
+Version: 2.3.3
 Summary: Live Trading and backtesting platform in Python
 Project-URL: Homepage, https://github.com/smalinin/backtrader_next
 Project-URL: Source, https://github.com/smalinin/backtrader_next
@@ -12,7 +12,7 @@ Classifier: License :: OSI Approved :: GNU General Public License v3 or later (G
 Classifier: Operating System :: OS Independent
 Classifier: Programming Language :: Python :: 3
 Requires-Python: >=3.11
-Requires-Dist: bn-lightweight-charts>=1.1.0
+Requires-Dist: bn-lightweight-charts>=1.2.0
 Requires-Dist: numba>=0.61.2
 Requires-Dist: numpy<2.3,>=2.0
 Requires-Dist: pandas>=2.2.3

{backtrader_next-2.3.1.dist-info → backtrader_next-2.3.3.dist-info}/RECORD

@@ -1,6 +1,6 @@
 backtrader_next/__init__.py,sha256=ktu045IfB6ie3yGyGm9OewtoTth4n2ms00T31BZv-dQ,2615
 backtrader_next/analyzer.py,sha256=nRP0JiSpnsdbtkvzRVJ7XvS5SzN2hA79vkQGPKlwNrc,14455
-backtrader_next/broker.py,sha256=8Aios0brvSAX-6CpzUzvBQeiZYpXKVHLVY1IPpO1IDw,5523
+backtrader_next/broker.py,sha256=6VH2rlVDIsOULkrlrdWYBKoAsI7_5jTr63MjnABDZDE,5840
 backtrader_next/cerebro.py,sha256=6cn_sgYWIeMIo1VHdpikFzPk39FCCY2G8EUaIMrHV7Q,61169
 backtrader_next/comminfo.py,sha256=uOO_uWzCctztbB4Ylnp3evJQfy_t88yHYbHfoLCJTKc,11696
 backtrader_next/dataseries.py,sha256=QG4aho-DdU6nh_CWmz-jrCZ6KS468WWlWpXxfVWTdsg,6737
@@ -17,24 +17,24 @@ backtrader_next/lineseries.py,sha256=-aNlK6FiOm47-cfyH3oIUDI3awsyEmbyAyAg_o-rETA
 backtrader_next/mathsupport.py,sha256=jc2fTjaf3dWzQ4ZV-ypvVPrHnKnoJbrWLHd-pIhdQ2w,1923
 backtrader_next/metabase.py,sha256=1g18zfwPOQQlL0MVEYI2pQ-W-FQvfJpG071a_Xbn-N4,11136
 backtrader_next/observer.py,sha256=xlR7JCYgEcZuwpgLbORPVccRD6cA5RhlkXAfKjVQjdY,2255
-backtrader_next/order.py,sha256=mGQ2Yn4OpaE4Ymo6lPHOv9Lz3S70NpCmK3Mo_Hsb6ak,26880
+backtrader_next/order.py,sha256=ayu-AtsG_mJ7tmeOM_K0XguPx0ofH6UAiibYDc96FGE,26931
 backtrader_next/position.py,sha256=odBPNNkWVRHZnNY03SqP0TSlhP1I8xoCMHJCuS2rH7E,7445
 backtrader_next/resamplerfilter.py,sha256=z0hqTqbj4nj7gWQPR9qtBk9Iqz8wcqgF3iqL04cMJdA,26141
 backtrader_next/signal.py,sha256=WwhQUu9L35209K3NEv343dvd57-gBGow1yN9VbmvqPM,1899
 backtrader_next/sizer.py,sha256=7uf6kzcoD5ko4Rjo9L95e33rq8Dl8t5FE2Rd4FOQxF4,2977
 backtrader_next/store.py,sha256=3OwuHlgE8VlVrwTIPQPM4_B04pDY6O5fBeu34L52YBo,3145
-backtrader_next/strategy.py,sha256=YNrwtYbiwvIwYOraz-tbslFMXkdSh9CZZ1D5WzqQP2I,63415
+backtrader_next/strategy.py,sha256=QXWUDbI1EUfcr8FxoSFwVrSQnEUPQ-_5D7LSNGB2bSo,63827
 backtrader_next/talib.py,sha256=Q9t2V-jgp-7I9vvPg2BuCJi73GOa7B2LfMrAygPi2nc,9100
 backtrader_next/timer.py,sha256=WrY5dpyXpGUOEeOtr_3pjiOldQyiUcXQTBpl8Jd2QCY,7578
 backtrader_next/trade.py,sha256=3AABrbLCxsMubZfenHyONKDCY6j3e-d7bk0ejQPvD8g,11633
 backtrader_next/tradingcal.py,sha256=X4VQ0dojoKgWoOVTd8aYTyvZYiFZV1TALrQ9sWzb9Rg,9903
-backtrader_next/version.py,sha256=u1_y0pDoLEvAuRTjBCj9LuAcBHHn2iek92lwRld93LY,1105
+backtrader_next/version.py,sha256=gITrCqsHGkcPUDfqht4uLG9r96LgAjNl8yOL4qWfbrk,1105
 backtrader_next/writer.py,sha256=eDyz3xRsDp1i8WIZrXou6MZ80QHpYBzkf_DAqPGOcAw,7712
 backtrader_next/analyzers/__init__.py,sha256=krHAQhnqyHj0MKGyTIDNqXqqVUTX7dnQeAB1eRwcD9I,1568
 backtrader_next/analyzers/annualreturn.py,sha256=iIuQAE0nacVEPMyc1JUqIsfkWOG_8kwW104FlXvYd0s,2784
 backtrader_next/analyzers/calmar.py,sha256=eyfIxodGigJ_BgAhDKC8R9SctGsdUMK9K0WagFVviTM,3826
 backtrader_next/analyzers/drawdown.py,sha256=cHE5_SMuxYQN7WXDQ9SOyEWZcXRWUV_1QJuqHUcKV1w,6523
-backtrader_next/analyzers/eq.py,sha256=SKd-0jNiBXTnelocjewaH-bGoe5WfG-OWYrH4fiSiho,15245
+backtrader_next/analyzers/eq.py,sha256=DS5_Lm8sYO5rI7EV5EJo5u7xWrKfqCky5YoJ8UVd7-0,15254
 backtrader_next/analyzers/leverage.py,sha256=XjEp6AvSJuALYyIFCLX9U1nZohJ9KmOQmHTxIT4myLY,2402
 backtrader_next/analyzers/logreturnsrolling.py,sha256=DJimm1ywT2moXVgu27zB-hOrtyA5s1hkQ_et5PYlCwU,5025
 backtrader_next/analyzers/periodstats.py,sha256=-i1_wTtsLn-pBNDBpYQSdyx-2zxFmsGhaczTSgW9N0g,3570
@@ -201,7 +201,7 @@ backtrader_next/utils/dateintern.py,sha256=VcFWhMw_NazuVMHSvSueNgMxRqiEgu5YmRnz5
 backtrader_next/utils/flushfile.py,sha256=ekrNdFCs0j4HwRRxho-Fnl0XZBCrpd0uHyq02kV2wjE,1588
 backtrader_next/utils/ordereddefaultdict.py,sha256=8y7FDnqI1mTcr1NwVfgqsaK-42XwC76Mu_iYRVvLmLM,2091
 backtrader_next/utils/py3.py,sha256=hSoodWo9-eUXzUCcLoQWPtTR51QxD-m01QzZNcuK9A8,2416
-backtrader_next-2.3.1.dist-info/METADATA,sha256=cbrvn_4eEVy5zlF_b3cePM7Si7e4M7tWxJ5LOiwG7zY,11359
-backtrader_next-2.3.1.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
-backtrader_next-2.3.1.dist-info/licenses/LICENSE,sha256=4cCtcomD2KVzNeUs8QZPGv_R1FQXPYzr0-2LSnK0hwQ,35121
-backtrader_next-2.3.1.dist-info/RECORD,,
+backtrader_next-2.3.3.dist-info/METADATA,sha256=BySivorjZRIIJRH0AFtLHdj1cgZ4meI-Zvjb0f1MZug,11359
+backtrader_next-2.3.3.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
+backtrader_next-2.3.3.dist-info/licenses/LICENSE,sha256=4cCtcomD2KVzNeUs8QZPGv_R1FQXPYzr0-2LSnK0hwQ,35121
+backtrader_next-2.3.3.dist-info/RECORD,,