bbstrader 0.1.4__tar.gz → 0.1.6__tar.gz

{bbstrader-0.1.4 → bbstrader-0.1.6}/PKG-INFO

@@ -1,12 +1,15 @@
 Metadata-Version: 2.1
 Name: bbstrader
-Version: 0.1.4
+Version: 0.1.6
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
+Download-URL: https://pypi.org/project/bbstrader/
 Author: Bertin Balouki SIMYELI
 Author-email: <bertin@bbstrader.com>
 Maintainer: Bertin Balouki SIMYELI
 License: The MIT License (MIT)
+Project-URL: Documentation, https://bbstrader.readthedocs.io/en/latest/
+Project-URL: Source Code, https://github.com/bbalouki/bbstrader
 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 :: 5 - Production/Stable
 Classifier: Intended Audience :: Developers

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/btengine/backtest.py

@@ -6,7 +6,6 @@ import pandas as pd
 import yfinance as yf
 from queue import Queue
 from datetime import datetime
-from seaborn import saturate
 from bbstrader.btengine.data import *
 from bbstrader.btengine.execution import *
 from bbstrader.btengine.portfolio import Portfolio
@@ -132,7 +131,8 @@ class Backtest(object):
             self.start_date,
             self.initial_capital, **self.kwargs
         )
-        self.execution_handler: ExecutionHandler = self.eh_cls(self.events)
+        self.execution_handler: ExecutionHandler = self.eh_cls(
+            self.events, **self.kwargs)
 
     def _run_backtest(self):
         """
@@ -172,7 +172,7 @@ class Backtest(object):
                             self.fills += 1
                             self.portfolio.update_fill(event)
 
-        time.sleep(self.heartbeat)
+            time.sleep(self.heartbeat)
 
     def _output_performance(self):
         """
@@ -788,10 +788,10 @@ def _run_sma_backtest(
         "quantity": quantity,
         "hmm_end":  "2009-12-31",
         "hmm_tiker": "^GSPC",
-        "yf_start": "2010-01-01",
+        "yf_start": "2010-01-04",
         "hmm_start": "1990-01-01",
-        "start_pos": "2023-01-01",
-        "session_duration": 23.0,
+        "mt5_start": datetime(2010, 1, 4),
+        "mt5_end": datetime(2023, 1, 1),
         "backtester_class": SMAStrategyBacktester,
         "data_handler": MT5HistoricDataHandler
     }
@@ -892,7 +892,10 @@ def run_backtest(
             quantity=test_quantity
         )   
     else:
-        execution_handler = kwargs.get("exc_handler", SimulatedExecutionHandler)
+        if exc_handler is None:
+            execution_handler = SimulatedExecutionHandler
+        else:
+            execution_handler = exc_handler
         engine = Backtest(
             symbol_list, initial_capital, heartbeat, start_date,
             data_handler, execution_handler, strategy, **kwargs

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/btengine/data.py

@@ -8,6 +8,7 @@ from queue import Queue
 from abc import ABCMeta, abstractmethod
 from bbstrader.metatrader.rates import Rates
 from bbstrader.btengine.event import MarketEvent
+from datetime import datetime
 
 
 __all__ = [
@@ -260,7 +261,7 @@ class HistoricCSVDataHandler(BaseCSVDataHandler):
         csv_dir = kwargs.get("csv_dir")
         super().__init__(events, symbol_list, csv_dir)
 
-MAX_BARS = 10_000_000
+
 class MT5HistoricDataHandler(BaseCSVDataHandler):
     """
     Downloads historical data from MetaTrader 5 (MT5) and provides 
@@ -281,19 +282,16 @@ class MT5HistoricDataHandler(BaseCSVDataHandler):
             symbol_list (List[str]): A list of symbol strings to download data for.
             **kwargs: Keyword arguments for data retrieval:
                 time_frame (str): MT5 time frame (e.g., 'D1' for daily).
-                max_bars (int): Maximum number of bars to download per symbol.
-                start_pos (int | str, optional): Starting bar position (default: 0).
-                    If it set to `str`, it must be in 'YYYY-MM-DD' format and
-                session_duration (int | float): Number of trading hours per day.
+                mt5_start (datetime): Start date for historical data.
+                mt5_end (datetime): End date for historical data.
                 mt5_data (str): Directory for storing data (default: 'mt5_data').
 
         Note:
             Requires a working connection to an MT5 terminal.
         """
         self.tf = kwargs.get('time_frame', 'D1')
-        self.start_pos = kwargs.get('start_pos', 0)
-        self.max_bars = kwargs.get('max_bars', MAX_BARS)
-        self.sd = kwargs.get('session_duration', 6.5)
+        self.start = kwargs.get('mt5_start')
+        self.end = kwargs.get('mt5_end', datetime.now())
         self.data_dir = kwargs.get('mt5_data', 'mt5_data')
         self.symbol_list = symbol_list
         csv_dir = self._download_data(self.data_dir)
@@ -304,8 +302,10 @@ class MT5HistoricDataHandler(BaseCSVDataHandler):
         data_dir.mkdir(parents=True, exist_ok=True)
         for symbol in self.symbol_list:
             try:
-                rate = Rates(symbol, self.tf, self.start_pos, self.max_bars, self.sd)
-                data = rate.get_rates_from_pos()
+                rate = Rates(symbol=symbol, time_frame=self.tf)
+                data = rate.get_historical_data(
+                    date_from=self.start, date_to=self.end
+                )
                 if data is None:
                     raise ValueError(f"No data found for {symbol}")
                 data.to_csv(data_dir / f'{symbol}.csv')
@@ -359,16 +359,27 @@ class YFHistoricDataHandler(BaseCSVDataHandler):
         return cache_dir
 
 
+# TODO # Get data from EODHD
+class EODHDHistoricDataHandler(BaseCSVDataHandler):
+    ...
+
 # TODO # Get data from FinancialModelingPrep ()
 class FMPHistoricDataHandler(BaseCSVDataHandler):
     ...
 
 
 class BaseFMPDataHanler(object):
+    """
+    This will serve as the base class for all other FMP data 
+    that is not historical data and does not have an OHLC structure.
+    """
     ...
 
 
 class FMPFundamentalDataHandler(BaseFMPDataHanler):
     ...
 
-# TODO Add other Handlers
+# TODO Add other Handlers for FMP
+
+
+# TODO Add data Handlers for Interactive Brokers

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/btengine/event.py

@@ -1,4 +1,5 @@
 from datetime import datetime
+from typing import Literal
 
 __all__ = [
     "Event",
@@ -150,8 +151,8 @@ class FillEvent(Event):
                  symbol: str,
                  exchange: str,
                  quantity: int | float,
-                 direction: str,
-                 fill_cost: int | float,
+                 direction: Literal['LONG', 'SHORT', 'EXIT'],
+                 fill_cost: int | float | None,
                  commission: float | None = None
                  ):
         """
@@ -168,7 +169,7 @@ class FillEvent(Event):
             symbol (str): The instrument which was filled.
             exchange (str): The exchange where the order was filled.
             quantity (int | float): The filled quantity.
-            direction (str): The direction of fill ('BUY' or 'SELL')
+            direction (str): The direction of fill `('LONG', 'SHORT', 'EXIT')`
             fill_cost (int | float): The holdings value in dollars.
             commission (float | None): An optional commission sent from IB.
         """

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/btengine/execution.py

@@ -51,7 +51,7 @@ class SimulatedExecutionHandler(ExecutionHandler):
     handler.
     """
 
-    def __init__(self, events: Queue):
+    def __init__(self, events: Queue, **kwargs):
         """
         Initialises the handler, setting the event queues
         up internally.

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/btengine/strategy.py

@@ -1,4 +1,5 @@
 from abc import ABCMeta, abstractmethod
+from typing import Dict, Union
 
 
 class Strategy(metaclass=ABCMeta):
@@ -22,9 +23,10 @@ class Strategy(metaclass=ABCMeta):
     """
 
     @abstractmethod
-    def calculate_signals(self):
+    def calculate_signals(self, *args, **kwargs) -> Dict[str, Union[str, None]]:
         """
         Provides the mechanisms to calculate the list of signals.
+        This methods should return a dictionary of symbols and their respective signals.
         """
         raise NotImplementedError(
             "Should implement calculate_signals()"

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/metatrader/account.py

@@ -555,13 +555,19 @@ class Account(object):
 
         Raises:
             MT5TerminalError: A specific exception based on the error code.
+        
+        Notes:
+            The `time` property is converted to a `datetime` object using Broker server time.
         """
         try:
             symbol_info = mt5.symbol_info(symbol)
             if symbol_info is None:
                 return None
             else:
-                return SymbolInfo(**symbol_info._asdict())
+                symbol_info_dict = symbol_info._asdict()
+                time = datetime.fromtimestamp(symbol_info.time)
+                symbol_info_dict['time'] = time
+                return SymbolInfo(**symbol_info_dict)
         except Exception as e:
             msg = self._symbol_info_msg(symbol)
             raise_mt5_error(message=f"{e+msg}")
@@ -595,13 +601,19 @@ class Account(object):
 
         Raises:
             MT5TerminalError: A specific exception based on the error code.
+        
+        Notes:
+            The `time` property is converted to a `datetime` object using Broker server time.
         """
         try:
             tick_info = mt5.symbol_info_tick(symbol)
             if tick_info is None:
                 return None
             else:
-                return TickInfo(**tick_info._asdict())
+                info_dict = tick_info._asdict()
+                time = datetime.fromtimestamp(tick_info.time)
+                info_dict['time'] = time
+                return TickInfo(**info_dict)
         except Exception as e:
             msg = self._symbol_info_msg(symbol)
             raise_mt5_error(message=f"{e+msg}")
@@ -615,6 +627,38 @@ class Account(object):
         """
         self._show_info(self.get_tick_info, "tick", symbol=symbol)
 
+    def calculate_margin(self, 
+                         action: Literal['buy', 'sell'], 
+                         symbol: str, 
+                         lot: float, 
+                         price: float) -> float:
+        """
+        Calculate margin required for an order.
+
+        Args:
+            action (str): The trading action, either 'buy' or 'sell'.
+            symbol (str): The symbol of the financial instrument.
+            lot (float): The lot size of the order.
+            price (float): The price of the order.
+
+        Returns:
+            float: The margin required for the order.
+        
+        Raises:
+            MT5TerminalError: A specific exception based on the error code.
+        """
+        _action = {
+            'buy': mt5.ORDER_TYPE_BUY,
+            'sell': mt5.ORDER_TYPE_SELL
+        }
+        try:
+            margin = mt5.order_calc_margin(_action[action], symbol, lot, price)
+            if margin is None:
+                return None
+            return margin
+        except Exception as e:
+            raise_mt5_error(e)
+
     def check_order(self, 
                     request: Dict[str, Any]) -> OrderCheckResult:
         """

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/metatrader/rates.py

@@ -21,6 +21,10 @@ class Rates(object):
     flexibility in retrieving data either by specifying a starting position
     and count of bars or by providing a specific date range.
 
+    Notes:
+        The `get_open, get_high, get_low, get_close, get_adj_close, get_returns,
+        get_volume` properties return data in  Broker's timezone.
+
     Example:
         >>> rates = Rates("EURUSD", "1h")
         >>> df = rates.get_historical_data(
@@ -62,8 +66,14 @@ class Rates(object):
         self.start_pos = self._get_start_pos(start_pos, time_frame)
         self.count = count
         self._mt5_initialized()
-        self.data = self.get_rates_from_pos()
+        self.__data = self.get_rates_from_pos()
+
 
+    def _mt5_initialized(self):
+        """Ensures the MetaTrader 5 Terminal is initialized."""
+        if not Mt5.initialize():
+            raise_mt5_error(message=INIT_MSG)
+    
     def _get_start_pos(self, index, time_frame):
         if isinstance(index, int):
             start_pos = index
@@ -112,11 +122,6 @@ class Rates(object):
             )
         return TIMEFRAMES[time_frame]
 
-    def _mt5_initialized(self):
-        """Ensures the MetaTrader 5 Terminal is initialized."""
-        if not Mt5.initialize():
-            raise_mt5_error(message=INIT_MSG)
-
     def _fetch_data(
         self, start: Union[int, datetime],
         count: Union[int, datetime]
@@ -160,6 +165,13 @@ class Rates(object):
         Returns:
             Union[pd.DataFrame, None]: A DataFrame containing historical
             data if successful, otherwise None.
+        
+        Raises:
+            ValueError: If `start_pos` or `count` is not provided during
+                initialization.
+
+        Notes:
+            The Datetime for this method is in Broker's timezone.
         """
         if self.start_pos is None or self.count is None:
             raise ValueError(
@@ -171,27 +183,38 @@ class Rates(object):
     
     @property
     def get_open(self):
-        return self.data['Open']
+        return self.__data['Open']
         
     @property
     def get_high(self):
-        return self.data['High']
+        return self.__data['High']
     
     @property
     def get_low(self):
-        return self.data['Low']
+        return self.__data['Low']
     
     @property
     def get_close(self):
-        return self.data['Close']
+        return self.__data['Close']
 
     @property
     def get_adj_close(self):
-        return self.data['Adj Close']
+        return self.__data['Adj Close']
     
     @property
     def get_returns(self):
-        data = self.data.copy()
+        """
+        Fractional change between the current and a prior element.
+
+        Computes the fractional change from the immediately previous row by default. 
+        This is useful in comparing the fraction of change in a time series of elements.
+
+        Note
+        ----
+        It calculates fractional change (also known as `per unit change or relative change`) 
+        and `not percentage change`. If you need the percentage change, multiply these values by 100.
+        """
+        data = self.__data.copy()
         data['Returns'] =  data['Adj Close'].pct_change()
         data = data.dropna()
         return data['Returns']
@@ -219,6 +242,12 @@ class Rates(object):
         Returns:
             Union[pd.DataFrame, None]: A DataFrame containing historical data
                 if successful, otherwise None.
+        
+        Raises:
+            ValueError: If the starting date is greater than the ending date.
+        
+        Notes:
+            The Datetime for this method is in UTC timezone.
         """
         df = self._fetch_data(date_from, date_to)
         if save_csv and df is not None:

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/metatrader/risk.py

@@ -1,4 +1,5 @@
 import random
+import re
 import numpy as np
 from scipy.stats import norm
 from datetime import datetime
@@ -67,6 +68,8 @@ class RiskManagement(Account):
         max_trades: Optional[int] = None,
         std_stop: bool = False,
         pchange_sl: Optional[float] = None,
+        var_level: float = 0.95,
+        var_time_frame: TimeFrame = 'D1',
         account_leverage: bool = True,
         time_frame: TimeFrame = 'D1',
         start_time: str = "1:00",
@@ -91,6 +94,9 @@ class RiskManagement(Account):
                 On `historical volatility` of the trading instrument. Defaults to False.
             pchange_sl (float, optional): If set, the Stop loss is calculated based
                 On `percentage change` of the trading instrument.
+            var_level (float, optional): Confidence level for Value-at-Risk,e.g., 0.99 for 99% confidence interval.
+                The default is 0.95.
+            var_time_frame (str, optional): Time frame to use to calculate the VaR.
             account_leverage (bool, optional): If set to True the account leverage will be used
                 In risk management setting. Defaults to False.
             time_frame (str, optional): The time frame on which the program is working
@@ -118,7 +124,9 @@ class RiskManagement(Account):
         if be is not None and (not isinstance(be, int) or be <= 0):
             raise ValueError("be must be a positive integer number")
         if time_frame not in TIMEFRAMES:
-            raise ValueError("Unsupported time frame")
+            raise ValueError("Unsupported time frame {}".format(time_frame))
+        if var_time_frame not in TIMEFRAMES:
+            raise ValueError("Unsupported time frame {}".format(var_time_frame))
 
         self.symbol = symbol
         self.start_time = start_time
@@ -126,6 +134,8 @@ class RiskManagement(Account):
         self.max_trades = max_trades
         self.std = std_stop
         self.pchange = pchange_sl
+        self.var_level = var_level
+        self.var_tf = var_time_frame
         self.daily_dd = daily_risk
         self.max_risk = max_risk
         self.rr = rr
@@ -136,8 +146,21 @@ class RiskManagement(Account):
         self.account_leverage = account_leverage
         self.symbol_info = super().get_symbol_info(self.symbol)
 
-        self.TF = self.get_minutes(
-        ) if time_frame == 'D1' else TIMEFRAMES[time_frame]
+        self._tf = time_frame
+    
+    def _convert_time_frame(self, tf: str) -> int:
+        """Convert time frame to minutes"""
+        if tf == 'D1':
+            tf_int = self.get_minutes()
+        elif 'm' in tf:
+            tf_int = TIMEFRAMES[tf]
+        elif 'h' in tf:
+            tf_int = int(tf[0])*60
+        elif tf == 'W1':
+            tf_int = self.get_minutes() * 5
+        elif tf == 'MN1':
+            tf_int = self.get_minutes() * 22
+        return tf_int
 
     def risk_level(self) -> float:
         """
@@ -194,10 +217,11 @@ class RiskManagement(Account):
     def max_trade(self) -> int:
         """calculates the maximum number of trades allowed"""
         minutes = self.get_minutes()
+        tf_int = self._convert_time_frame(self._tf)
         if self.max_trades is not None:
             max_trades = self.max_trades
         else:
-            max_trades = round(minutes / self.TF)
+            max_trades = round(minutes / tf_int)
         return max(max_trades, 1)
 
     def get_minutes(self) -> int:
@@ -217,24 +241,22 @@ class RiskManagement(Account):
 
         return hours
 
-    def get_std_stop(self, tf: TimeFrame = 'D1', interval: int = 252):
+    def get_std_stop(self):
         """
         Calculate the standard deviation-based stop loss level 
         for a given financial instrument.
 
-        Args:
-            tf (str): Timeframe for data, default is 'D1' (Daily).
-            interval (int): Number of historical data points to consider 
-                for calculating standard deviation, default is 252.
-
         Returns:
         -   Standard deviation-based stop loss level, rounded to the nearest point. 
         -   0 if the calculated stop loss is less than or equal to 0.
         """
-        rate = Rates(self.symbol, tf, 0, interval)
-        data = rate.get_rates_from_pos()
-        returns = np.diff(data['Close'])
-        std = np.std(returns)
+        minutes = self.get_minutes()
+        tf_int = self._convert_time_frame(self._tf)
+        interval = round((minutes / tf_int)  * 252)
+
+        rate = Rates(self.symbol, self._tf, 0, interval)
+        returns = rate.get_returns*100
+        std = returns.std()
         point = self.get_symbol_info(self.symbol).point
         av_price = (self.symbol_info.bid + self.symbol_info.ask)/2
         price_interval = av_price * ((100-std))/100
@@ -271,26 +293,27 @@ class RiskManagement(Account):
             # Use std as default pchange
             return self.get_std_stop()
 
-    def calculate_var(self, tf: TimeFrame = 'D1', interval=252, c=0.95):
+    def calculate_var(self, tf: TimeFrame = 'D1', c=0.95):
         """
         Calculate Value at Risk (VaR) for a given portfolio.
 
         Args:
             tf (str): Time frame to use to calculate volatility.
-            interval (int): How many periods to use based on time frame.
             c (float): Confidence level for VaR calculation (default is 95%).
 
         Returns:
         -   VaR value
         """
+        minutes = self.get_minutes()
+        tf_int = self._convert_time_frame(tf)
+        interval = round((minutes / tf_int)  * 252)
+
         rate = Rates(self.symbol, tf, 0, interval)
-        prices = rate.get_rates_from_pos()
-        prices['return'] = prices['Close'].pct_change()
-        prices.dropna(inplace=True)
-        P = self.get_account_info().margin_free
-        mu = np.mean(prices['return'])
-        sigma = np.std(prices['return'])
-        var = self.var_cov_var(P, c, mu, sigma)
+        returns = rate.get_returns*100
+        p = self.get_account_info().margin_free
+        mu = returns.mean()
+        sigma = returns.std()
+        var = self.var_cov_var(p, c, mu, sigma)
         return var
 
     def var_cov_var(self, P: float, c: float, mu: float, sigma: float):
@@ -312,11 +335,15 @@ class RiskManagement(Account):
     def var_loss_value(self):
         """
         Calculate the stop-loss level based on VaR.
+
+        Notes:
+            The Var is Estimated using the Variance-Covariance method on the daily returns.
+            If you want to use the VaR for a different time frame .
         """
         P = self.get_account_info().margin_free
         trade_risk = self.get_trade_risk()
         loss_allowed = P * trade_risk
-        var = self.calculate_var()
+        var = self.calculate_var(c=self.var_level, tf=self.var_tf)
         return min(var, loss_allowed)
 
     def get_take_profit(self) -> int:
@@ -480,13 +507,8 @@ class RiskManagement(Account):
             if self.get_symbol_type(self.symbol) == 'IDX':
                 rates = self.get_currency_rates(self.symbol)
                 if rates['mc'] == rates['pc'] == 'JPY':
-                    if self.std:
-                        raise ValueError(
-                            f"""Please Set std=False or use pchange_sl=True
-                            or set sl=value or use the default method calculation for {self.symbol}
-                            Currency risk"""
-                        )
                     lot = lot * contract_size
+                    lot = self._check_lot(lot)
                     volume = round(lot * av_price * contract_size)
             if contract_size == 1:
                 volume = round(lot * av_price)

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/metatrader/trade.py

@@ -14,7 +14,7 @@ from bbstrader.metatrader.utils import (
 )
 
 # Configure the logger
-logger = config_logger('trade.log', console_log=True)
+logger = config_logger('trade.log', console_log=False)
 
 class Trade(RiskManagement):
     """
@@ -160,7 +160,7 @@ class Trade(RiskManagement):
             print()
             self.risk_managment()
             print(
-                f">>> Everything is OK, @{self.expert_name} is Running ....>>>\n")
+                f">>> Everything is OK, @{self.expert_name} is Running ...>>>\n")
 
     def initialize(self):
         """
@@ -416,7 +416,7 @@ class Trade(RiskManagement):
             request["action"] = Mt5.TRADE_ACTION_PENDING
             request["type"] = self._order_type()[action][0]
 
-        self.break_even(comment)
+        self.break_even(mm=mm)
         if self.check(comment):
             self.request_result(_price, request, action),
 
@@ -555,7 +555,7 @@ class Trade(RiskManagement):
             check_result = self.check_order(request)
             result = self.send_order(request)
         except Exception as e:
-            print(f"{self.get_current_time()} -", end=' ')
+            print(f"{self.current_datetime()} -", end=' ')
             trade_retcode_message(
                 result.retcode, display=True, add_msg=f"{e}{addtionnal}")
         if result.retcode != Mt5.TRADE_RETCODE_DONE:
@@ -571,7 +571,7 @@ class Trade(RiskManagement):
                         check_result = self.check_order(request)
                         result = self.send_order(request)
                     except Exception as e:
-                        print(f"{self.get_current_time()} -", end=' ')
+                        print(f"{self.current_datetime()} -", end=' ')
                         trade_retcode_message(
                             result.retcode, display=True, add_msg=f"{e}{addtionnal}")
                     if result.retcode == Mt5.TRADE_RETCODE_DONE:
@@ -767,7 +767,7 @@ class Trade(RiskManagement):
                 return True
         return False
 
-    def break_even(self, id: Optional[int] = None):
+    def break_even(self, mm=True, id: Optional[int] = None):
         """
         Checks if it's time to put the break even,
         if so , it will sets the break even ,and if the break even was already set,
@@ -776,8 +776,11 @@ class Trade(RiskManagement):
 
         Args:
             id (int): The strategy Id or Expert Id
+            mm (bool): Weither to manage the position or not
         """
         time.sleep(0.1)
+        if not mm:
+            return
         Id = id if id is not None else self.expert_id
         positions = self.get_positions(symbol=self.symbol)
         be = self.get_break_even()
@@ -900,7 +903,7 @@ class Trade(RiskManagement):
             check_result = self.check_order(request)
             result = self.send_order(request)
         except Exception as e:
-            print(f"{self.get_current_time()} -", end=' ')
+            print(f"{self.current_datetime()} -", end=' ')
             trade_retcode_message(
                 result.retcode, display=True, add_msg=f"{e}{addtionnal}")
         if result.retcode != Mt5.TRADE_RETCODE_DONE:
@@ -917,7 +920,7 @@ class Trade(RiskManagement):
                         check_result = self.check_order(request)
                         result = self.send_order(request)
                     except Exception as e:
-                        print(f"{self.get_current_time()} -", end=' ')
+                        print(f"{self.current_datetime()} -", end=' ')
                         trade_retcode_message(
                             result.retcode, display=True, add_msg=f"{e}{addtionnal}")
                     if result.retcode == Mt5.TRADE_RETCODE_DONE:
@@ -1041,7 +1044,7 @@ class Trade(RiskManagement):
                         check_result = self.check_order(request)
                         result = self.send_order(request)
                     except Exception as e:
-                        print(f"{self.get_current_time()} -", end=' ')
+                        print(f"{self.current_datetime()} -", end=' ')
                         trade_retcode_message(
                             result.retcode, display=True, add_msg=f"{e}{addtionnal}")
                     if result.retcode != Mt5.TRADE_RETCODE_DONE:
@@ -1055,7 +1058,7 @@ class Trade(RiskManagement):
                                 check_result = self.check_order(request)
                                 result = self.send_order(request)
                             except Exception as e:
-                                print(f"{self.get_current_time()} -", end=' ')
+                                print(f"{self.current_datetime()} -", end=' ')
                                 trade_retcode_message(
                                     result.retcode, display=True, add_msg=f"{e}{addtionnal}")
                             if result.retcode == Mt5.TRADE_RETCODE_DONE:
@@ -1111,13 +1114,13 @@ class Trade(RiskManagement):
 
             if len(tickets) == 0:
                 logger.info(
-                    f"ALL {position_type.upper()} Positions closed, SYMBOL={self.symbol}.")
+                    f"ALL {pos_type.upper()} Positions closed, SYMBOL={self.symbol}.")
             else:
                 logger.info(
-                    f"{len(tickets)} {position_type.upper()} Positions not closed, SYMBOL={self.symbol}")
+                    f"{len(tickets)} {pos_type.upper()} Positions not closed, SYMBOL={self.symbol}")
         else:
             logger.info(
-                f"No {position_type.upper()} Positions to close, SYMBOL={self.symbol}.")
+                f"No {pos_type.upper()} Positions to close, SYMBOL={self.symbol}.")
 
     def get_stats(self) -> Tuple[Dict[str, Any]]:
         """

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/metatrader/utils.py

@@ -1,3 +1,4 @@
+from datetime import datetime
 import MetaTrader5 as MT5
 import logging
 from typing import List, NamedTuple, Optional
@@ -216,7 +217,7 @@ class SymbolInfo(NamedTuple):
     volume: int
     volumehigh: int
     volumelow: int
-    time: int
+    time: datetime
     digits: int
     spread: int
     spread_float: bool
@@ -316,7 +317,7 @@ class TickInfo(NamedTuple):
     * flags:    Tick flags
     * volume_real:  Volume for the current Last price with greater accuracy
     """
-    time: int
+    time: datetime
     bid: float
     ask: float
     last: float

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader/trading/execution.py

@@ -165,10 +165,13 @@ def sma_trading(
         time.sleep((60 * iter_time) - 1.5)
         if iter_time == 1:
             time_intervals += 1
-        elif iter_time == trade_time:
-            time_intervals += trade_time
+        elif trade_time % iter_time == 0:
+            time_intervals += iter_time
         else:
-            time_intervals += (trade_time/iter_time)
+            raise ValueError(
+                f"iter_time must be a multiple of the {tf} !!!"
+                f"(e.g; if time_frame is 15m, iter_time must be 1.5, 3, 3, 15 etc)"
+            )
         if period.lower() == 'month':
             if trade.days_end() and today != 'Friday':
                 sleep_time = trade.sleep_time()
@@ -484,10 +487,13 @@ def pair_trading(
 
         if iter_time == 1:
             time_intervals += 1
-        elif iter_time == trade_time:
-            time_intervals += trade_time
+        elif trade_time % iter_time == 0:
+            time_intervals += iter_time
         else:
-            time_intervals += (trade_time/iter_time)
+            raise ValueError(
+                f"iter_time must be a multiple of the {tf} !!!"
+                f"(e.g; if time_frame is 15m, iter_time must be 1.5, 3, 3, 15 etc)"
+            )
 
         if period.lower() == 'month':
             if p0.days_end() and today != 'Friday':
@@ -706,10 +712,13 @@ def ou_trading(
         time.sleep((60 * iter_time) - 1.5)
         if iter_time == 1:
             time_intervals += 1
-        elif iter_time == trade_time:
-            time_intervals += trade_time
+        elif trade_time % iter_time == 0:
+            time_intervals += iter_time
         else:
-            time_intervals += (trade_time/iter_time)
+            raise ValueError(
+                f"iter_time must be a multiple of the {tf} !!!"
+                f"(e.g; if time_frame is 15m, iter_time must be 1.5, 3, 3, 15 etc)"
+            )
 
         if period.lower() == 'month':
             if trade.days_end() and today != 'Friday':
@@ -918,10 +927,13 @@ def arch_trading(
         time.sleep((60 * iter_time) - 1.5)
         if iter_time == 1:
             time_intervals += 1
-        elif iter_time == trade_time:
-            time_intervals += trade_time
+        elif trade_time % iter_time == 0:
+            time_intervals += iter_time
         else:
-            time_intervals += (trade_time/iter_time)
+            raise ValueError(
+                f"iter_time must be a multiple of the {tf} !!!"
+                f"(e.g; if time_frame is 15m, iter_time must be 1.5, 3, 3, 15 etc)"
+            )
 
         if period.lower() == 'month':
             if trade.days_end() and today != 'Friday':

{bbstrader-0.1.4 → bbstrader-0.1.6}/bbstrader.egg-info/PKG-INFO

@@ -1,12 +1,15 @@
 Metadata-Version: 2.1
 Name: bbstrader
-Version: 0.1.4
+Version: 0.1.6
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
+Download-URL: https://pypi.org/project/bbstrader/
 Author: Bertin Balouki SIMYELI
 Author-email: <bertin@bbstrader.com>
 Maintainer: Bertin Balouki SIMYELI
 License: The MIT License (MIT)
+Project-URL: Documentation, https://bbstrader.readthedocs.io/en/latest/
+Project-URL: Source Code, https://github.com/bbalouki/bbstrader
 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 :: 5 - Production/Stable
 Classifier: Intended Audience :: Developers

{bbstrader-0.1.4 → bbstrader-0.1.6}/setup.py

@@ -7,7 +7,7 @@ if sys.version_info < (3, 10):
 with open("README.md", encoding="utf-8") as fh:
     long_description = fh.read()
 
-VERSION = '0.1.04'
+VERSION = '0.1.06'
 DESCRIPTION = 'Simplified Investment & Trading Toolkit'
 
 KEYWORDS = [
@@ -44,6 +44,11 @@ setup(
     version=VERSION,
     author='Bertin Balouki SIMYELI',
     url='https://github.com/bbalouki/bbstrader',
+    download_url='https://pypi.org/project/bbstrader/',
+    project_urls={
+        "Documentation": "https://bbstrader.readthedocs.io/en/latest/",
+        "Source Code": "https://github.com/bbalouki/bbstrader",
+    },
     license='The MIT License (MIT)',
     author_email='<bertin@bbstrader.com>',
     maintainer='Bertin Balouki SIMYELI',