bbstrader 0.0.2__tar.gz → 0.1.1__tar.gz

{bbstrader-0.0.2 → bbstrader-0.1.1}/PKG-INFO

@@ -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 → bbstrader-0.1.1}/README.md

@@ -21,13 +21,15 @@ 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 → bbstrader-0.1.1}/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-0.0.2 → bbstrader-0.1.1}/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-0.0.2 → bbstrader-0.1.1}/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 → bbstrader-0.1.1}/bbstrader.egg-info/PKG-INFO

@@ -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 → bbstrader-0.1.1}/bbstrader.egg-info/requires.txt

@@ -11,7 +11,5 @@ statsmodels
 matplotlib
 filterpy
 pytest
-sphinx
-sphinx-rtd-theme
 CurrencyConverter
 Metatrader5

bbstrader-0.1.1/setup.py

@@ -0,0 +1,63 @@
+from setuptools import setup
+import sys
+
+if sys.version_info < (3, 10):
+    sys.exit("Only Python 3.10 and greater is supported")
+
+with open("README.md", encoding="utf-8") as fh:
+    long_description = fh.read()
+
+VERSION = '0.1.1'
+DESCRIPTION = 'Simplified Investment & Trading Toolkit'
+
+KEYWORDS = [
+    "Finance", "Toolkit", "Financial", "Analysis",
+    "Fundamental", "Quantitative", "Database",
+    "Equities", "Currencies", "Economics", "ETFs",
+    "Funds", "Indices", "Moneymarkets", "Commodities",
+    "Futures", "CFDs", "Derivatives", "Trading", "Investing",
+    "Portfolio", "Optimization", "Performance"
+]
+
+CLASSIFIERS = [
+    "Development Status :: 5 - Production/Stable",
+    "Intended Audience :: Developers",
+    "Intended Audience :: Financial and Insurance Industry",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Operating System :: Microsoft :: Windows",
+    "License :: OSI Approved :: MIT License",
+]
+
+REQUIREMENTS = [
+    "pandas", "numpy==1.26.4", "yfinance", "scipy",
+    "hmmlearn", "pmdarima", "arch", "hurst", "seaborn",
+    "statsmodels", "matplotlib", "filterpy", "pytest",
+    "CurrencyConverter", "Metatrader5"
+]
+
+# Setting up
+setup(
+    name="bbstrader",
+    version=VERSION,
+    author='Bertin Balouki SIMYELI',
+    url='https://github.com/bbalouki/bbstrader',
+    license='The MIT License (MIT)',
+    author_email='<bertin@bbstrader.com>',
+    maintainer='Bertin Balouki SIMYELI',
+    description=DESCRIPTION,
+    long_description_content_type="text/markdown",
+    long_description=long_description,
+    packages=[
+        "bbstrader",
+        "bbstrader.btengine",
+        "bbstrader.metatrader",
+        "bbstrader.models",
+        "bbstrader.trading"
+    ],
+    install_requires=REQUIREMENTS,
+    keywords=KEYWORDS,
+    classifiers=CLASSIFIERS,
+)

bbstrader-0.0.2/setup.py

@@ -1,87 +0,0 @@
-from setuptools import setup
-import sys
-
-if sys.version_info < (3,9):
-    sys.exit("Only Python 3.9 and greater is supported") 
-
-with open("README.md", encoding="utf-8") as fh:
-    long_description = fh.read()
-
-VERSION = '0.0.2'
-DESCRIPTION = 'Simplified Investment & Trading Toolkit'
-
-# Setting up
-setup(
-    name="bbstrader",
-    version=VERSION,
-    author='Bertin Balouki SIMYELI',
-    url='https://github.com/bbalouki/bbstrade',
-    license='The MIT License (MIT)',
-    author_email='<bbalouki@outlook.com>',
-    maintainer='Bertin Balouki SIMYELI',
-    description=DESCRIPTION,
-    long_description_content_type="text/markdown",
-    long_description=long_description,
-    packages=[
-        "bbstrader", 
-        "bbstrader.btengine", 
-        "bbstrader.metatrader",
-        "bbstrader.models",
-        "bbstrader.trading"
-    ],
-    install_requires=[
-        "pandas",
-        "numpy==1.26.4",
-        "yfinance",
-        "scipy",
-        "hmmlearn",
-        "pmdarima",
-        "arch",
-        "hurst",
-        "seaborn",
-        "statsmodels",
-        "matplotlib",
-        "filterpy",
-        "pytest",
-        "sphinx",
-        "sphinx-rtd-theme",
-        "CurrencyConverter",
-        "Metatrader5"
-        ],
-    keywords=[
-        "Finance",
-        "Toolkit",
-        "Financial",
-        "Analysis",
-        "Fundamental",
-        "Quantitative",
-        "Database",
-        "Equities",
-        "Currencies",
-        "Economics",
-        "ETFs",
-        "Funds",
-        "Indices",
-        "Moneymarkets",
-        "Commodities",
-        "Futures",
-        "CFDs",
-        "Derivatives",
-        "Trading",
-        "Investing",
-        "Portfolio",
-        "Optimization",
-        "Performance",
-        ],
-    classifiers=[
-        "Development Status :: 1 - Planning",
-        "Intended Audience :: Developers",
-        "Intended Audience :: Financial and Insurance Industry",
-        "Topic :: Office/Business :: Financial :: Investment",
-        "Programming Language :: Python :: 3.10",
-        "Programming Language :: Python :: 3.11",
-        "Programming Language :: Python :: 3.12",
-        "Operating System :: Microsoft :: Windows",
-        "License :: OSI Approved :: MIT License",
-    ]
-)