bbstrader 0.0.1__py3-none-any.whl

bbstrader/__ini__.py

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+"""
+Simplified Investment & Trading Toolkit
+=======================================
+
+"""
+__author__      = "Bertin Balouki SIMYELI"
+__copyright__   = "2023-2024 Bertin Balouki SIMYELI"
+__email__       = "bbalouki@outlook.com"
+__license__     = "MIT"
+__version__     = "1.0.0"
+
+from bbstrader import btengine
+from bbstrader import metatrader
+from bbstrader import models
+from bbstrader import trading
+from bbstrader import strategies
+from bbstrader import tseries

bbstrader/btengine/__init__.py

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+"""
+Overview
+========
+
+This Backtesting Module provides a comprehensive suite of tools to test trading strategies in an event-driven system. 
+It simulates the execution of trades in historical market conditions to evaluate the performance of trading strategies 
+before applying them in live trading environments. Designed with modularity and extensibility in mind, it caters to 
+both novices and experts in algorithmic trading.
+
+Features
+========
+
+- **Event-Driven Architecture**: Processes market data, generates signals, executes orders, and manages portfolio updates in response to events, closely mimicking live trading environments.
+- **Historical Market Data Support**: Utilizes historical OHLCV data from CSV files, Yahoo finance and MT5 terminal allowing for the testing of strategies over various market conditions and time frames.
+- **Strategy Implementation Flexibility**: Abstract base classes for strategies and other components enable users to define custom trading logic and data handling processes.
+- **Performance Metrics Calculation**: Includes tools for calculating key performance indicators, such as `Sharpe Ratio`, `Sortino Ratio`, and `drawdowns`, to evaluate the effectiveness of trading strategies.
+- **Visualization**: Generates plots of the `equity curve`, `returns`, `drawdowns`, and other metrics for comprehensive strategy `performance analysis`.
+
+Components
+==========
+
+- **Backtest**: Orchestrates the backtesting process, managing events and invoking components.
+- **Event**: Abstract class for events, with implementations for market data, signals, fill and order events.
+- **DataHandler**: Abstract class for market data handling, with an implementation for `HistoricalCSVHandler`, `MT5HistoricDataHandler`, `YFHistoricDataHandler`. We will add another data handling in the future such as MacroEconomic Data, Fundamental Data, TICK Data and Real-time Data.
+- **Strategy**: Abstract class for trading strategies, allowing for custom signal generation logic.
+- **Portfolio**: Manages positions and calculates performance metrics, responding to market data and signals.
+- **ExecutionHandler**: Abstract class for order execution, with a simulated execution handler provided with an implementation for `SimulatedExecutionHandler`.
+- **Performance**: Utility functions for calculating performance metrics and visualizing strategy performance.
+
+Examples:
+>>> from bbstrader.btengine import run_backtest
+>>> run_backtest(test_mode=True, test_strategy='ou', test_quantity=2000)
+
+>>> run_backtest(
+...     symbol_list=['AAPL', 'GOOG'],
+...     start_date=datetime(2020, 1, 1),
+...     data_handler=CustomDataHandler(),
+...     strategy=MovingAverageStrategy(),
+...     exc_handler=CustomExecutionHandler(),
+...     initial_capital=500000.0,
+...     heartbeat=1.0
+... )
+"""
+from bbstrader.btengine.data import *
+from bbstrader.btengine.event import *
+from bbstrader.btengine.execution import *
+from bbstrader.btengine.performance import *
+from bbstrader.btengine.backtest import *
+from bbstrader.btengine.portfolio import Portfolio
+from bbstrader.btengine.strategy import Strategy