bbstrader 0.1.6__py3-none-any.whl → 0.1.7__py3-none-any.whl

bbstrader/trading/run.py

@@ -1,131 +0,0 @@
-import time
-import argparse
-from bbstrader.metatrader.trade import Trade
-from bbstrader.trading.execution import (
-    sma_trading, pair_trading, ou_trading, arch_trading)
-from bbstrader.trading.utils import (
-    add_sma_trading_arguments, add_pair_trading_arguments,
-    add_ou_trading_arguments, add_arch_trading_arguments,
-    init_trade)
-
-__all__ = [
-    "run_sma_trading",
-    "run_pair_trading",
-    "run_ou_trading",
-    "run_arch_trading",
-]
-def run_sma_trading():
-    # Create parser
-    parser = argparse.ArgumentParser(
-        description='Run SMA trading strategy.')
-
-    # Add arguments for sma_trading parameters
-    parser = add_sma_trading_arguments(parser)
-
-    # Parse arguments
-    args = parser.parse_args()
-
-    # Initialize Trade with command-line arguments
-    trade = init_trade(args)
-
-    # Call sma_trading with command-line arguments
-    sma_trading(
-        trade, 
-        tf=args.tf, 
-        sma=args.sma, 
-        lma=args.lma, 
-        mm=args.mm, 
-        max_t=args.mxt, 
-        iter_time=args.it, 
-        risk_manager=args.rm, 
-        period=args.period
-    )
-
-def run_pair_trading(pair=True, pchange_sl=3.0):
-    # Create parser
-    parser = argparse.ArgumentParser(
-        description='Run Pair trading strategy.')
-
-    # Add arguments for pair_trading parameters
-    parser = add_pair_trading_arguments(
-        parser, pair=pair, pchange_sl=pchange_sl)
-
-    # Parse arguments
-    args = parser.parse_args()
-    tickers = tuple(args.pair)
-
-    # Initialize Trade with command-line arguments
-    p0 = init_trade(args, symbol=tickers[0])
-    time.sleep(5)
-    p1 = init_trade(args, symbol=tickers[1])
-    # Call pair_trading with command-line arguments
-    pair_trading(
-        tickers,
-        p0,
-        p1,
-        args.tf,
-        ols=args.rmw,
-        max_t=args.mxt,
-        mm=args.mm,
-        iter_time=args.it,
-        risk_manager=args.rm,
-        rm_ticker=args.rmt,
-        rm_window=args.rmw,
-        period=args.period
-    )
-
-def run_ou_trading():
-    # Create parser
-    parser = argparse.ArgumentParser(
-        description='Run Ornstein-Uhlenbeck trading strategy.')
-
-    # Add arguments for ou_trading parameters
-    parser = add_ou_trading_arguments(parser)
-
-    # Parse arguments
-    args = parser.parse_args()
-
-    # Initialize Trade with command-line arguments
-    trade = init_trade(args)
-
-    # Call ou_trading with command-line arguments
-    ou_trading(
-        trade,
-        tf=args.tf,
-        n=args.n,
-        p=args.p,
-        max_t=args.mxt,
-        mm=args.mm,
-        iter_time=args.it,
-        ou_window=args.ouw,
-        rm_window=args.rmw,
-        risk_manager=args.rm,
-        period=args.period
-    )
-
-def run_arch_trading():
-    # Create parser
-    parser = argparse.ArgumentParser(
-        description='Run ARIMA + GARCH trading strategy.')
-
-    # Add arguments for arch_trading parameters
-    parser = add_arch_trading_arguments(parser)
-
-    # Parse arguments
-    args = parser.parse_args()
-
-    # Initialize Trade with command-line arguments
-    trade = init_trade(args)
-
-    # Call arch_trading with command-line arguments
-    arch_trading(
-        trade,
-        tf=args.tf,
-        max_t=args.mxt,
-        mm=args.mm,
-        k=args.k,
-        iter_time=args.it,
-        risk_manager=args.rm,
-        rm_window=args.rmw,
-        period=args.period
-    )

bbstrader/trading/utils.py

@@ -1,153 +0,0 @@
-from bbstrader.metatrader.trade import Trade
-
-def tf_mapping():
-    time_frame_mapping = {
-        '1m':  1,   
-        '3m':  3,    
-        '5m':  5,    
-        '10m': 10,   
-        '15m': 15,   
-        '30m': 30,   
-        '1h':  60,   
-        '2h':  120,  
-        '4h':  240,  
-        'D1':  1440
-    }
-    return time_frame_mapping
-
-
-def init_trade(args, symbol=None):
-    # Initializes and returns a Trade object
-    if symbol is not None:
-        trade_symbol = symbol
-    else : trade_symbol = args.symbol
-    trade = Trade(
-        expert_name=args.expert,
-        version=args.version,
-        expert_id=args.id,
-        symbol=trade_symbol,
-        max_risk=args.mr,
-        target=args.t,
-        daily_risk=args.dr,
-        max_trades=args.maxt,
-        account_leverage=args.acl,
-        time_frame=args.tfm,
-        start_time=args.start,
-        finishing_time=args.fint,
-        ending_time=args.endt,
-        std_stop=args.std,
-        pchange_sl=args.psl,
-        verbose=True,
-        sl=args.sl,
-        tp=args.tp,
-        be=args.be,
-        rr=args.rr
-    )
-    return trade
-
-def add_trade_arguments(parser, pair=False, pchange_sl=None, strategy=None):
-    # Add arguments for Trade parameters
-    parser.add_argument('--expert', type=str, default='bbstrader', help='Expert name')
-    parser.add_argument('--id', type=int, default=0, help='Expert ID')
-    parser.add_argument('--version', type=float, default=1.0, help='Version')
-    parser.add_argument('--symbol', type=str, default='#SPY', help='Symbol to trade')
-    parser.add_argument('--mr', type=float, default=5.0, help='Maximum risk')
-    parser.add_argument('--t', type=float, default=2.0, help='Target')
-    parser.add_argument(
-        '--dr', type=float, default=0.25, help='Daily risk')
-    parser.add_argument(
-        '--maxt', type=int, default=20, help='Maximum trades', nargs='?', const=None)
-    parser.add_argument('--acl', type=bool, default=True, help='Account leverage')
-    if strategy is not None:
-        if strategy == 'sma':
-            parser.add_argument('--tfm', type=str, default='1h', help='Time frame')
-        elif strategy == 'pair':
-            parser.add_argument('--tfm', type=str, default='D1', help='Time frame')
-        elif strategy == 'ou':
-            parser.add_argument('--tfm', type=str, default='1h', help='Time frame')
-        elif strategy == 'arch':
-            parser.add_argument('--tfm', type=str, default='D1', help='Time frame')
-    else: parser.add_argument('--tfm', type=str, required=True, help='Time frame')
-    parser.add_argument('--start', type=str, default='13:35', help='Start time')
-    parser.add_argument('--fint', type=str, default='19:50', help='Finishing time')
-    parser.add_argument('--endt', type=str, default='19:55', help='Ending time')
-    parser.add_argument('--std', type=bool, default=False, help='Standard Deviation stop')
-    parser.add_argument('--rr', type=float, default=3.0, help='Risk reward ratio')
-    if pair:
-        if pchange_sl is not None:
-            parser.add_argument(
-                '--psl', type=float, default=pchange_sl, help='Percentage change stop loss')
-        else: parser.add_argument(
-            '--psl', type=float, default=2.5, help='Percentage change stop loss')
-    else: parser.add_argument(
-        '--psl', type=float, default=None, help='Percentage change stop loss', nargs='?', const=None)
-    parser.add_argument('--sl', type=int, default=None, help='Stop loss', nargs='?', const=None)
-    parser.add_argument('--tp', type=int, default=None, help='Take profit', nargs='?', const=None)
-    parser.add_argument('--be', type=int, default=None, help='Break even', nargs='?', const=None)
-    return parser
-
-def add_common_trading_arguments(parser, strategy=None):
-    # Common trading arguments
-    if strategy is not None:
-        if strategy == 'sma':
-            parser.add_argument('--tf', type=str, default='1h', help='Time frame for trading')
-        elif strategy == 'pair':
-            parser.add_argument('--tf', type=str, default='D1', help='Time frame for trading')
-        elif strategy == 'ou':
-            parser.add_argument('--tf', type=str, default='1h', help='Time frame for trading')
-        elif strategy == 'arch':
-            parser.add_argument('--tf', type=str, default='D1', help='Time frame for trading')
-    else: parser.add_argument('--tf', type=str, required=True, help='Time frame for trading')
-    parser.add_argument('--mm', type=bool, default=True, help='Money management')
-    parser.add_argument('--mxt', type=int, default=1, help='Maximum trades')
-    parser.add_argument('--it', type=float,default=30, help='Iteration time')
-    parser.add_argument('--period', type=str, default='week', choices=['day', 'week', 'month'], help='Trading period')
-    return parser
-
-def add_sma_trading_arguments(parser):
-    # Add arguments for Trade parameters
-    parser = add_trade_arguments(parser, strategy='sma')
-    # Add common trading arguments
-    parser = add_common_trading_arguments(parser, strategy='sma')
-    # Add arguments for sma_trading parameters
-    parser.add_argument('--sma', type=int, default=35, help='Short moving average period')
-    parser.add_argument('--lma', type=int, default=80, help='Long moving average period')
-    parser.add_argument('--rm', type=str, default='hmm', help='Risk manager')
-    return parser
-
-def add_pair_trading_arguments(parser, pair=True, pchange_sl=2.5):
-    # Add arguments for Trade parameters
-    parser = add_trade_arguments(parser, pair=pair, pchange_sl=pchange_sl, strategy='pair')
-    # Add common trading arguments
-    parser = add_common_trading_arguments(parser, strategy='pair')
-    # Add arguments for pair_trading parameters
-    parser.add_argument(
-        '--pair', nargs=2, required=True, help='Pair of symbols for trading, e.g., --pair GOOG MSFT')
-    parser.add_argument('--rm', type=str, default=None, help='Risk manager', nargs='?', const=None)
-    parser.add_argument('--rmt', type=str, default=None, help='Risk manager ticker', nargs='?', const=None)
-    parser.add_argument('--rmw', type=int, default=None, help='Risk manager Window', nargs='?', const=None)
-    return parser
-
-def add_ou_trading_arguments(parser):
-    # Add arguments for Trade parameters
-    parser = add_trade_arguments(parser, strategy='ou')
-    # Add common trading arguments
-    parser = add_common_trading_arguments(parser, strategy='ou')
-    # Add arguments for ou_trading parameters
-    parser.add_argument('--p', type=int, default=20, help='Number of time steps')
-    parser.add_argument('--n', type=int, default=20, help='Number of simulations to perform')
-    parser.add_argument('--ouw', type=int, default=2000, help='OU window size parameters estimation')
-    parser.add_argument('--rmw', type=int, default=60, help='Risk manager Window', nargs='?', const=None)
-    parser.add_argument('--rm', type=str, default=None, help='Risk manager', nargs='?', const=None)
-    return parser
-
-def add_arch_trading_arguments(parser):
-    # Add arguments for Trade parameters
-    parser = add_trade_arguments(parser, strategy='arch')
-    # Add common trading arguments
-    parser = add_common_trading_arguments(parser, strategy='arch')
-    # Add arguments for ou_trading parameters
-    parser.add_argument('--k', type=int, default=500, help='Window used for prediction')
-    parser.add_argument('--rmw', type=int, default=60, help='Risk manager Window', nargs='?', const=None)
-    parser.add_argument('--rm', type=str, default=None, help='Risk manager', nargs='?', const=None)
-    return parser

bbstrader-0.1.6.dist-info/RECORD

@@ -1,28 +0,0 @@
-bbstrader/__ini__.py,sha256=pXy9hM6Yh9hvIHRQS56TzEfYj97YYoc48oiYuYOfns4,478
-bbstrader/strategies.py,sha256=6USRp43fsLLe2rT608Glz6lmea6bvjKx8fQEgOWyUGI,24510
-bbstrader/tseries.py,sha256=M9x5jcdvIiAAAv1V2PSldguOHT4K6tmR2EYW_IswqI0,21779
-bbstrader/btengine/__init__.py,sha256=oGyNWUAqzpounayQ5ptww6vFUp58J-af-ooCMf9hFV0,3156
-bbstrader/btengine/backtest.py,sha256=eqeoNfm2_d0gEvSoXTqbNnEkLCq76UQEQqslL31iwSI,36744
-bbstrader/btengine/data.py,sha256=q8DQpdknbzLfFKIso5sRyKw8w8clH-uDxs_UqLKTT2g,13933
-bbstrader/btengine/event.py,sha256=quqNzvfvqtGYGVg9id3uNHb3EhzH5FCWYdeCn2KZ9sc,7894
-bbstrader/btengine/execution.py,sha256=g5p_7XXU7fgxkzoXNd5SiHITUWcURpd9ViYumtlxF0g,2646
-bbstrader/btengine/performance.py,sha256=Pz-qZb7EglPt8TMKs5ZCgo-af54UCOfqWKpEH8B19rQ,10211
-bbstrader/btengine/portfolio.py,sha256=RXGJTmg1NIq0MSkMB6v6hmCG4xfdwLo9rO1_UCAX7As,14008
-bbstrader/btengine/strategy.py,sha256=G9_vcAzH-oT3vk1t3espXP-snrN2uXTEZh3sVCyFzWM,1554
-bbstrader/metatrader/__init__.py,sha256=y4JLz05esm3PKerHMgtd3dmRpa7yUvWVuj_xOnlhXSA,261
-bbstrader/metatrader/account.py,sha256=qbkcPbIbuld-ZVrNY8zW8cTSpPPdKMw9zKk5HQD108g,44301
-bbstrader/metatrader/rates.py,sha256=Ro4NIAjR_cjMivrfvixsEtivNAx0ACvPoBosYTCuzZg,9383
-bbstrader/metatrader/risk.py,sha256=qMDLqrwD8foKOW8jCnhwt0Lvxgtl0uwKYgRqhSbNeh8,25827
-bbstrader/metatrader/trade.py,sha256=Y0WPJC2rVETx5wmZUpRzVRj42gQhkh-8LNcOBYlpzdg,57390
-bbstrader/metatrader/utils.py,sha256=UaxsQ2myvpPGSvO_Xs3T9cuT9rwGRUhDE2YyQA4u05I,18963
-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=Ru1TiVrxCVr9YOXpweb1KiqHMANeTsKqfsth8Ho-nbg,47288
-bbstrader/trading/run.py,sha256=UA5Sn5nWOqsezZVGCM_kjOPPsu_IxMdSABUBnBAJA-k,3474
-bbstrader/trading/utils.py,sha256=Eu_cBnfPcOGel4Lj6Dc-UCl-h7NqR8Rfv9RZtaxNRos,7711
-bbstrader-0.1.6.dist-info/LICENSE,sha256=1EudjwwP2oTJy8Vh0e-Kzv8VZZU95y-t6c3DYhR51uc,1115
-bbstrader-0.1.6.dist-info/METADATA,sha256=an7eJE6u3flDzS0irxAmooZX5IEf2t8l12GnnT7rGE0,9218
-bbstrader-0.1.6.dist-info/WHEEL,sha256=uCRv0ZEik_232NlR4YDw4Pv3Ajt5bKvMH13NUU7hFuI,91
-bbstrader-0.1.6.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
-bbstrader-0.1.6.dist-info/RECORD,,