bbstrader 0.0.2__py3-none-any.whl → 0.1.1__py3-none-any.whl

bbstrader/metatrader/rates.py

@@ -34,7 +34,7 @@ class Rates(object):
         self,
         symbol: str,
         time_frame: TimeFrame = 'D1',
-        start_pos: Union[int | str] = 0,
+        start_pos: Union[int , str] = 0,
         count: Optional[int] = MAX_BARS,
         session_duration: Optional[float] = None
     ):

bbstrader/trading/execution.py

@@ -8,7 +8,7 @@ from bbstrader.trading.utils import tf_mapping
 from bbstrader.strategies import (
     ArimaGarchStrategy, SMAStrategy, KLFStrategy, OrnsteinUhlenbeck,
 )
-from bbstrader.models import HMMRiskManager
+from bbstrader.models.risk import HMMRiskManager
 from bbstrader.metatrader.utils import config_logger
 from typing import Optional, Literal, List, Tuple
 

bbstrader/tseries.py

@@ -74,7 +74,7 @@ def load_and_prepare_data(df: pd.DataFrame):
     return data
 
 
-def fit_best_arima(window_data: pd.Series | np.ndarray):
+def fit_best_arima(window_data: Union[pd.Series , np.ndarray]):
     """
     Identifies and fits the best `ARIMA` model 
     based on the Akaike Information Criterion `(AIC)`.
@@ -109,7 +109,7 @@ def fit_best_arima(window_data: pd.Series | np.ndarray):
     return best_arima_model
 
 
-def fit_garch(window_data: pd.Series | np.ndarray):
+def fit_garch(window_data:  Union[pd.Series , np.ndarray]):
     """
     Fits an `ARIMA` model to the data to get residuals, 
     then fits a `GARCH(1,1)` model on these residuals.
@@ -159,7 +159,7 @@ def predict_next_return(arima_result, garch_result):
     return next_return
 
 
-def get_prediction(window_data: pd.Series | np.ndarray):
+def get_prediction(window_data:  Union[pd.Series , np.ndarray]):
     """
     Orchestrator function to get the next period's return prediction.
 
@@ -168,7 +168,7 @@ def get_prediction(window_data: pd.Series | np.ndarray):
     and then predicting the next period's return using these models.
 
     Args:
-        window_data (pd.Series or np.ndarray): 
+        window_data (Union[pd.Series , np.ndarray]): 
             Time series data to fit the models and predict the next return.
 
     Returns
@@ -182,13 +182,13 @@ def get_prediction(window_data: pd.Series | np.ndarray):
 # *********************************************
 # STATS TEST (Cointegration , Mean Reverting)*
 # *********************************************
-def get_corr(tickers: List[str] | Tuple[str, ...], start: str, end: str) -> None:
+def get_corr(tickers: Union[List[str] , Tuple[str, ...]], start: str, end: str) -> None:
     """
     Calculates and prints the correlation matrix of the adjusted closing prices 
     for a given list of stock tickers within a specified date range.
 
     Args:
-        tickers (List[str] | Tuple[str, ...]): 
+        tickers (Union[List[str] , Tuple[str, ...]]): 
         A list or tuple of valid stock tickers (e.g., ['AAPL', 'MSFT', 'GOOG']).
         start (str): The start date for the historical data in 'YYYY-MM-DD' format.
         end (str): The end date for the historical data in 'YYYY-MM-DD' format.
@@ -275,7 +275,7 @@ def plot_residuals(df: pd.DataFrame):
     plt.show()
 
 
-def run_cadf_test(pair: List[str] | Tuple[str, ...], start: str, end: str) -> None:
+def run_cadf_test(pair: Union[List[str] , Tuple[str, ...]], start: str, end: str) -> None:
     """
     Performs the Cointegration Augmented Dickey-Fuller (CADF) test on a pair of stock tickers 
     over a specified date range to check for cointegration.
@@ -560,7 +560,7 @@ def draw_slope_intercept_changes(prices, state_means):
     plt.show()
 
 
-def run_kalman_filter(etfs: List[str] | Tuple[str, ...], start: str, end: str) -> None:
+def run_kalman_filter(etfs: Union[List[str] , Tuple[str, ...]], start: str, end: str) -> None:
     """
     Applies a Kalman filter to a pair of ETF adjusted closing prices within a specified date range
     to estimate the slope and intercept over time.
@@ -570,7 +570,7 @@ def run_kalman_filter(etfs: List[str] | Tuple[str, ...], start: str, end: str) -
     intercept, and visualizes the changes in these estimates over time.
 
     Args:
-        etfs (List[str] or Tuple[str, ...]):
+        etfs (Union[List[str] , Tuple[str, ...]]):
         A list or tuple containing two valid ETF tickers (e.g., ['SPY', 'QQQ']).
         start (str): The start date for the historical data in 'YYYY-MM-DD' format.
         end (str): The end date for the historical data in 'YYYY-MM-DD' format.

{bbstrader-0.0.2.dist-info → bbstrader-0.1.1.dist-info}/METADATA

@@ -1,14 +1,14 @@
 Metadata-Version: 2.1
 Name: bbstrader
-Version: 0.0.2
+Version: 0.1.1
 Summary: Simplified Investment & Trading Toolkit
-Home-page: https://github.com/bbalouki/bbstrade
+Home-page: https://github.com/bbalouki/bbstrader
 Author: Bertin Balouki SIMYELI
-Author-email: <bbalouki@outlook.com>
+Author-email: <bertin@bbstrader.com>
 Maintainer: Bertin Balouki SIMYELI
 License: The MIT License (MIT)
 Keywords: Finance,Toolkit,Financial,Analysis,Fundamental,Quantitative,Database,Equities,Currencies,Economics,ETFs,Funds,Indices,Moneymarkets,Commodities,Futures,CFDs,Derivatives,Trading,Investing,Portfolio,Optimization,Performance
-Classifier: Development Status :: 1 - Planning
+Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Developers
 Classifier: Intended Audience :: Financial and Insurance Industry
 Classifier: Topic :: Office/Business :: Financial :: Investment
@@ -32,8 +32,6 @@ Requires-Dist: statsmodels
 Requires-Dist: matplotlib
 Requires-Dist: filterpy
 Requires-Dist: pytest
-Requires-Dist: sphinx
-Requires-Dist: sphinx-rtd-theme
 Requires-Dist: CurrencyConverter
 Requires-Dist: Metatrader5
 
@@ -60,13 +58,15 @@ It leverages statistical models and algorithms to perform tasks such as cointegr
 - **Integrated Risk Management**: Leverage advanced risk management techniques to adapt to changing market conditions and maintain control over risk exposure.
 - **Automated Trading**: Execute trades automatically on the MT5 platform, with support for managing orders, positions, and risk in real-time.
 - **Flexible Framework**: Customize existing strategies or develop new ones with the flexible, modular architecture designed to accommodate traders' evolving needs.
+- **Advanced Time Series Analysis**: Conduct in-depth analysis of financial time series data to identify patterns, trends, and relationships that can inform trading strategies.
+You can read the full documentation [here](https://bbstrader.readthedocs.io/en/latest/index.html)
 
 ## Getting Started
 
 Before you can use the bbstrader and the metratrader, you need to have MetaTrader 5 (MT5) installed on your computer and an active MT5 trading account. 
 This Module currenlty support three brokers, [Admirals Group AS](https://cabinet.a-partnership.com/visit/?bta=35537&brand=admiralmarkets), [Just Global Markets Ltd.](https://one.justmarkets.link/a/tufvj0xugm/registration/trader), and [FTMO](https://trader.ftmo.com/?affiliates=JGmeuQqepAZLMcdOEQRp), so you need to create a demo or live account with one of them.
-* If you want to trade `Stocks`, `ETFs`, `Indices`, `Commodities`, `Futures`, and `Forex`, See [click here](https://cabinet.a-partnership.com/visit/?bta=35537&brand=admiralmarkets)
-* If you want to trade `Stocks`, `Crypto`, `indices`, `Commodities`, and `Forex`, See [click here](https://one.justmarkets.link/a/tufvj0xugm/registration/trader)
+* If you want to trade `Stocks`, `ETFs`, `Indices`, `Commodities`, `Futures`, and `Forex`, [click here](https://cabinet.a-partnership.com/visit/?bta=35537&brand=admiralmarkets)
+* If you want to trade `Stocks`, `Crypto`, `indices`, `Commodities`, and `Forex`, [click here](https://one.justmarkets.link/a/tufvj0xugm/registration/trader)
 * If you are looking for a prop firm, [click here](https://trader.ftmo.com/?affiliates=JGmeuQqepAZLMcdOEQRp)
 
 Then, you can install `bbstrader` using pip:

{bbstrader-0.0.2.dist-info → bbstrader-0.1.1.dist-info}/RECORD

@@ -1,6 +1,6 @@
 bbstrader/__ini__.py,sha256=pXy9hM6Yh9hvIHRQS56TzEfYj97YYoc48oiYuYOfns4,478
 bbstrader/strategies.py,sha256=6USRp43fsLLe2rT608Glz6lmea6bvjKx8fQEgOWyUGI,24510
-bbstrader/tseries.py,sha256=6wW67sfefHAbOoWIIjjKHJqQQ6mNKI4B1UTbSTgJohQ,21716
+bbstrader/tseries.py,sha256=M9x5jcdvIiAAAv1V2PSldguOHT4K6tmR2EYW_IswqI0,21779
 bbstrader/btengine/__init__.py,sha256=oGyNWUAqzpounayQ5ptww6vFUp58J-af-ooCMf9hFV0,3156
 bbstrader/btengine/backtest.py,sha256=eXKTIQxPWFN3RdTXWQTE2ybc4YI0svoWobN6Cz2xR14,36656
 bbstrader/btengine/data.py,sha256=-8k3tBf-sHnV7GU26xxaGusK_SYxm6TuIvCTMcR_zY4,13810
@@ -11,18 +11,18 @@ bbstrader/btengine/portfolio.py,sha256=RXGJTmg1NIq0MSkMB6v6hmCG4xfdwLo9rO1_UCAX7
 bbstrader/btengine/strategy.py,sha256=tY5ek37NxLrYftgzJ4CqMGDFv5oMkvMsBbOkkOGghKw,1384
 bbstrader/metatrader/__init__.py,sha256=y4JLz05esm3PKerHMgtd3dmRpa7yUvWVuj_xOnlhXSA,261
 bbstrader/metatrader/account.py,sha256=jTfDJgHjFdzXlMkPJd1t3yOk_SPdQKnVFIKjML45eCs,42494
-bbstrader/metatrader/rates.py,sha256=jBy4cX8t9-ZcgpSaJlwewnGyXVQP5OAWYbIS_oVPMX8,8286
+bbstrader/metatrader/rates.py,sha256=tGcWh2t9Yilik8YDMN2_VBeWV4VNa4zHABmOT98rW8g,8286
 bbstrader/metatrader/risk.py,sha256=tGpmP6pOtbn4iWtX4P6Gl2Z5YuP2jRI5g7Z8pybsO58,25134
 bbstrader/metatrader/trade.py,sha256=KKJ1nM7dsK0CYBQXN9OU0X0KRd3Ywh9ztgXWnwhfv8M,57099
 bbstrader/metatrader/utils.py,sha256=3bLL6A0Mp8HVofnsgSfuI11esA4v5O2618fMuJ_AiVs,18921
 bbstrader/models/__init__.py,sha256=6tAj9V9vgwesgPVMKznwRB3k8-Ec8Q73Di5p2UO0qlA,274
 bbstrader/models/risk.py,sha256=2fFBqsY2v8Kd6oU8t8h2h-Sp8joVqetA-t21rjkT9U4,13593
 bbstrader/trading/__init__.py,sha256=yZ85EALV2sSCzCPxaeFYlk1JJhYQq2C-xSd5EEQYvI8,82
-bbstrader/trading/execution.py,sha256=7gw9lBA1UELG5wZYw0-Aym9yF90QC12rWMfGBlSRgKQ,46703
+bbstrader/trading/execution.py,sha256=geiIiR9ldTJvM6rapa66Xug-gRcA_YqfA6kCr54lnRw,46708
 bbstrader/trading/run.py,sha256=UA5Sn5nWOqsezZVGCM_kjOPPsu_IxMdSABUBnBAJA-k,3474
 bbstrader/trading/utils.py,sha256=Eu_cBnfPcOGel4Lj6Dc-UCl-h7NqR8Rfv9RZtaxNRos,7711
-bbstrader-0.0.2.dist-info/LICENSE,sha256=1EudjwwP2oTJy8Vh0e-Kzv8VZZU95y-t6c3DYhR51uc,1115
-bbstrader-0.0.2.dist-info/METADATA,sha256=eAMxnsw6XluKFaEeDEtcL1eC_ZBl-R14dlOj68CiHsQ,8655
-bbstrader-0.0.2.dist-info/WHEEL,sha256=Mdi9PDNwEZptOjTlUcAth7XJDFtKrHYaQMPulZeBCiQ,91
-bbstrader-0.0.2.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
-bbstrader-0.0.2.dist-info/RECORD,,
+bbstrader-0.1.1.dist-info/LICENSE,sha256=1EudjwwP2oTJy8Vh0e-Kzv8VZZU95y-t6c3DYhR51uc,1115
+bbstrader-0.1.1.dist-info/METADATA,sha256=w1h6GuPYqZzuMdVjYy0qoXqXuZNIe_2A5Pb_4xX52IY,8878
+bbstrader-0.1.1.dist-info/WHEEL,sha256=Mdi9PDNwEZptOjTlUcAth7XJDFtKrHYaQMPulZeBCiQ,91
+bbstrader-0.1.1.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
+bbstrader-0.1.1.dist-info/RECORD,,