bbstrader 0.1.5__tar.gz → 0.1.6__tar.gz

{bbstrader-0.1.5 → bbstrader-0.1.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: bbstrader
-Version: 0.1.5
+Version: 0.1.6
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/

{bbstrader-0.1.5 → 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-0.1.5 → 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-0.1.5 → 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-0.1.5 → 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-0.1.5 → 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-0.1.5 → 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}")

{bbstrader-0.1.5 → 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(
@@ -171,23 +183,23 @@ 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):
@@ -202,7 +214,7 @@ class Rates(object):
         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 = self.__data.copy()
         data['Returns'] =  data['Adj Close'].pct_change()
         data = data.dropna()
         return data['Returns']
@@ -230,6 +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-0.1.5 → 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),
 
@@ -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()
@@ -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-0.1.5 → 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-0.1.5 → 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-0.1.5 → bbstrader-0.1.6}/bbstrader.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: bbstrader
-Version: 0.1.5
+Version: 0.1.6
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/

{bbstrader-0.1.5 → 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 = '0.1.05'
+VERSION = '0.1.06'
 DESCRIPTION = 'Simplified Investment & Trading Toolkit'
 
 KEYWORDS = [