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

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Files changed (26) hide show
  1. bbstrader/__ini__.py +0 -1
  2. bbstrader/btengine/__init__.py +12 -9
  3. bbstrader/btengine/backtest.py +97 -702
  4. bbstrader/btengine/data.py +3 -1
  5. bbstrader/btengine/event.py +15 -9
  6. bbstrader/btengine/execution.py +66 -6
  7. bbstrader/btengine/performance.py +34 -1
  8. bbstrader/btengine/portfolio.py +24 -14
  9. bbstrader/btengine/strategy.py +1 -2
  10. bbstrader/metatrader/account.py +4 -4
  11. bbstrader/metatrader/rates.py +6 -1
  12. bbstrader/metatrader/trade.py +45 -32
  13. bbstrader/models/risk.py +39 -2
  14. bbstrader/trading/__init__.py +8 -1
  15. bbstrader/trading/execution.py +337 -928
  16. bbstrader/trading/strategies.py +838 -0
  17. bbstrader/tseries.py +603 -19
  18. {bbstrader-0.1.6.dist-info → bbstrader-0.1.7.dist-info}/METADATA +15 -7
  19. bbstrader-0.1.7.dist-info/RECORD +26 -0
  20. {bbstrader-0.1.6.dist-info → bbstrader-0.1.7.dist-info}/WHEEL +1 -1
  21. bbstrader/strategies.py +0 -681
  22. bbstrader/trading/run.py +0 -131
  23. bbstrader/trading/utils.py +0 -153
  24. bbstrader-0.1.6.dist-info/RECORD +0 -28
  25. {bbstrader-0.1.6.dist-info → bbstrader-0.1.7.dist-info}/LICENSE +0 -0
  26. {bbstrader-0.1.6.dist-info → bbstrader-0.1.7.dist-info}/top_level.txt +0 -0
{bbstrader-0.1.6.dist-info → bbstrader-0.1.7.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: bbstrader
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- Version: 0.1.6
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+ Version: 0.1.7
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  Summary: Simplified Investment & Trading Toolkit
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  Home-page: https://github.com/bbalouki/bbstrader
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  Download-URL: https://pypi.org/project/bbstrader/
@@ -36,6 +36,9 @@ Requires-Dist: matplotlib
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  Requires-Dist: filterpy
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  Requires-Dist: pytest
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  Requires-Dist: CurrencyConverter
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+ Requires-Dist: tabulate
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+ Requires-Dist: ipython
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+ Requires-Dist: quantstats
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  Requires-Dist: Metatrader5
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  # Simplified Investment & Trading Toolkit
@@ -43,6 +46,7 @@ Requires-Dist: Metatrader5
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  [![Documentation Status](https://readthedocs.org/projects/bbstrader/badge/?version=latest)](https://bbstrader.readthedocs.io/en/latest/?badge=latest)
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+ [Dcoumentation](https://bbstrader.readthedocs.io/en/latest/index.html)
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  ## Overview
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  BBSTrader is a trading system suite developed for MetaTrader 5 (MT5) and IBKR platforms (comming soon), designed to offer a comprehensive set of tools for developping, backtesting, executing, and managing a wide array of trading strategies. With an emphasis on algorithmic and quantitative trading to provide traders with a robust platform for exploring and deploying sophisticated trading strategies.
@@ -50,7 +54,7 @@ BBSTrader is a trading system suite developed for MetaTrader 5 (MT5) and IBKR pl
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  `bbstrader` is comprised of several key modules, each focus on specific aspects of trading strategy development and execution:
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  - **Backtesting Module (btengine)** : Enables traders to rigorously test their trading strategies using historical data to evaluate performance before live deployment.
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- - **Trading Strategies Module**: A collection of predefined trading strategies, including ARIMA+GARCH models, Kalman Filters, Ornstein-Uhlenbeck processes, and Simple Moving Averages, equipped with risk management through Hidden Markov Models.
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+ - **Trading Strategies Module**: A collection of predefined trading strategies, including ARIMA+GARCH models, Kalman Filters, and Simple Moving Averages, equipped with risk management through Hidden Markov Models.
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  - **MetaTrader5 Module (metatrader)**: Facilitates the direct execution of trading strategies on the MetaTrader 5 platform, supporting real-time trading across multiple financial instruments.
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  - **Modles Module**: Serves as a framework for implementing various types of financial models (risk managment models, Machine learing models etc).
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  - **Time serie Module (tseries)** designed for conducting advanced time series analysis in financial markets.
@@ -78,18 +82,22 @@ Then, you can install `bbstrader` using pip:
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  pip install bbstrader
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  ```
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  ## Examples
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  ### Backtesting Module
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  ```python
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- from bbstrader.btengine.backtest import run_backtest
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+ from bbstrader.trading.strategies import test_strategy
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  if __name__ == '__main__':
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- # KLF IEI TLT Event Driven backtest using Kalman Filter pairs trading strategy integrating with # Hidden Markov Model (HMM) for risk management on `IEI` and `TLT`.
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- run_backtest(test_strategy='klf')
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+ # Run backtesting for Stock Index Short Term Buy Only Strategy
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+ test_strategy(strategy='sistbo')
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+
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  ```
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  ### Backtesting Results
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- ![Backtesting Results](https://github.com/bbalouki/bbstrader/blob/main/assets/backtest_results.jpg?raw=true)
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+ ![Backtesting Results 1](https://github.com/bbalouki/bbstrader/blob/main/assets/bbs_.png?raw=true)
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+ ![Backtesting Results 2](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_metrics_1.png?raw=true)
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+ ![Backtesting Results 3](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_metrics_2.png?raw=true)
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+ ![Backtesting Results 4](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_plots_1_.png?raw=true)
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+ ![Backtesting Results 5](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_plots_2_.png?raw=true)
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  ## Customization and Contribution
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bbstrader-0.1.7.dist-info/RECORD ADDED
@@ -0,0 +1,26 @@
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+ bbstrader/__ini__.py,sha256=lKhqaZN2fuGU2DP3oufJ_XcFlznnyNTlhklWcOaTPMY,444
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+ bbstrader/tseries.py,sha256=mKVxW7RFg4BVktJaNdat6uYE9a8GclAYznh5gBF3hNg,43531
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+ bbstrader/btengine/__init__.py,sha256=ijKq_Ww8n4nofmkCvPl0MksAqeK1HZGmY7W3W1zBbmk,2899
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+ bbstrader/btengine/backtest.py,sha256=nH-1R3Tapim1JE9m5PFSXz8wGPqv1YiVfugaBE3u0n0,12323
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+ bbstrader/btengine/data.py,sha256=B2cqkZZGIhedqMHeZBNB6RHGyeP-TFGOSlMoZq4uFUw,14007
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+ bbstrader/btengine/event.py,sha256=dY2DFwRPDCEdsX7GnLiwpth73tOpnbjgqIqbkNMZu1U,8286
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+ bbstrader/btengine/execution.py,sha256=noat6ZxhbBYZQ0GLFYw78enp0vZCbeoGyOok4aSjWCA,5077
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+ bbstrader/btengine/performance.py,sha256=5DvrNJBreYsj4MGh93oAQK0BwVk2coZ85xX5GtciLao,11316
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+ bbstrader/btengine/portfolio.py,sha256=Zr8c51SkXRcyCXxrJcsYwBJv7LnRMa32BD-GnNbQfbo,14490
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+ bbstrader/btengine/strategy.py,sha256=uLQdsEzI8-86Cj7HWkL8blVFxT0sNxEcLVnkBil6ZLk,1550
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+ bbstrader/metatrader/__init__.py,sha256=y4JLz05esm3PKerHMgtd3dmRpa7yUvWVuj_xOnlhXSA,261
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+ bbstrader/metatrader/account.py,sha256=Zyc5aUbXQGLfVlXH50uilyDO8v3nzREX71oDp316O3M,44400
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+ bbstrader/metatrader/rates.py,sha256=l40jXUbffNDw6P-OBVzHkyOrlCR2sR6HXrRiCrR7wc0,9704
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+ bbstrader/metatrader/risk.py,sha256=qMDLqrwD8foKOW8jCnhwt0Lvxgtl0uwKYgRqhSbNeh8,25827
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+ bbstrader/metatrader/trade.py,sha256=0AnOK_xFVpfv2GbENJ64zfVUbPtCWhijMmasDRpnLYU,58273
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+ bbstrader/metatrader/utils.py,sha256=UaxsQ2myvpPGSvO_Xs3T9cuT9rwGRUhDE2YyQA4u05I,18963
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+ bbstrader/models/__init__.py,sha256=6tAj9V9vgwesgPVMKznwRB3k8-Ec8Q73Di5p2UO0qlA,274
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+ bbstrader/models/risk.py,sha256=Pm_WoGI-vtPW75fwo_7ptF2Br-xQYBwrAAOIgqDQmy8,15120
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+ bbstrader/trading/__init__.py,sha256=3_PeIcuQ7znoCPdq8FqRmbCc0czNiernpIRkBXJZvg0,452
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+ bbstrader/trading/execution.py,sha256=a7vX0cvliHkg7JUW6tiyo_LknRzGmz9k1WunigIb4Lo,17841
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+ bbstrader/trading/strategies.py,sha256=jjuOugA74lXxH-YoaOAfdRjr7I910X7wQeSyc49CwjU,36856
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+ bbstrader-0.1.7.dist-info/LICENSE,sha256=1EudjwwP2oTJy8Vh0e-Kzv8VZZU95y-t6c3DYhR51uc,1115
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+ bbstrader-0.1.7.dist-info/METADATA,sha256=2RayIK7IyazlrlNaxo3gMzUtpPDyCIPRnNnOBVIGwbc,9658
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+ bbstrader-0.1.7.dist-info/WHEEL,sha256=cVxcB9AmuTcXqmwrtPhNK88dr7IR_b6qagTj0UvIEbY,91
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+ bbstrader-0.1.7.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
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+ bbstrader-0.1.7.dist-info/RECORD,,
{bbstrader-0.1.6.dist-info → bbstrader-0.1.7.dist-info}/WHEEL RENAMED
@@ -1,5 +1,5 @@
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  Wheel-Version: 1.0
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- Generator: setuptools (74.1.1)
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+ Generator: setuptools (74.1.2)
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  Root-Is-Purelib: true
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  Tag: py3-none-any
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