bbstrader 0.1.6__py3-none-any.whl → 0.1.8__py3-none-any.whl

bbstrader/__ini__.py

@@ -13,5 +13,4 @@ from bbstrader import btengine
 from bbstrader import metatrader
 from bbstrader import models
 from bbstrader import trading
-from bbstrader import strategies
 from bbstrader import tseries

bbstrader/btengine/__init__.py

@@ -12,7 +12,6 @@ Features
 
 - **Event-Driven Architecture**: Processes market data, generates signals, executes orders, and manages portfolio updates in response to events, closely mimicking live trading environments.
 - **Historical Market Data Support**: Utilizes historical OHLCV data from CSV files, Yahoo finance and MT5 terminal allowing for the testing of strategies over various market conditions and time frames.
-- **Strategy Implementation Flexibility**: Abstract base classes for strategies and other components enable users to define custom trading logic and data handling processes.
 - **Performance Metrics Calculation**: Includes tools for calculating key performance indicators, such as `Sharpe Ratio`, `Sortino Ratio`, and `drawdowns`, to evaluate the effectiveness of trading strategies.
 - **Visualization**: Generates plots of the `equity curve`, `returns`, `drawdowns`, and other metrics for comprehensive strategy `performance analysis`.
 
@@ -22,29 +21,34 @@ Components
 - **Backtest**: Orchestrates the backtesting process, managing events and invoking components.
 - **Event**: Abstract class for events, with implementations for market data, signals, fill and order events.
 - **DataHandler**: Abstract class for market data handling, with an implementation for `HistoricalCSVHandler`, `MT5HistoricDataHandler`, `YFHistoricDataHandler`. We will add another data handling in the future such as MacroEconomic Data, Fundamental Data, TICK Data and Real-time Data.
-- **Strategy**: Abstract class for trading strategies, allowing for custom signal generation logic.
 - **Portfolio**: Manages positions and calculates performance metrics, responding to market data and signals.
 - **ExecutionHandler**: Abstract class for order execution, with a simulated execution handler provided with an implementation for `SimulatedExecutionHandler`.
 - **Performance**: Utility functions for calculating performance metrics and visualizing strategy performance.
 
-Examples:
->>> from bbstrader.btengine import run_backtest
->>> run_backtest(test_mode=True, test_strategy='ou', test_quantity=2000)
+Examples
+========
 
+>>> from bbstrader.btengine import run_backtest
+>>> from datetime import datetime
 >>> run_backtest(
 ...     symbol_list=['AAPL', 'GOOG'],
 ...     start_date=datetime(2020, 1, 1),
-...     data_handler=CustomDataHandler(),
-...     strategy=MovingAverageStrategy(),
-...     exc_handler=CustomExecutionHandler(),
+...     data_handler=DataHandler,
+...     strategy=Strategy,
+...     exc_handler=ExecutionHandler,
 ...     initial_capital=500000.0,
 ...     heartbeat=1.0
 ... )
+
+Notes
+=====
+
+See `bbstrader.btengine.backtest.run_backtest` for more details on the backtesting process and its parameters.
 """
 from bbstrader.btengine.data import *
 from bbstrader.btengine.event import *
 from bbstrader.btengine.execution import *
 from bbstrader.btengine.performance import *
 from bbstrader.btengine.backtest import *
-from bbstrader.btengine.portfolio import Portfolio
 from bbstrader.btengine.strategy import Strategy
+from bbstrader.btengine.portfolio import Portfolio