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

bbstrader/metatrader/utils.py

@@ -4,6 +4,38 @@ import logging
 from typing import List, NamedTuple, Optional
 from enum import Enum
 
+
+__all__ = [
+    "TIMEFRAMES",
+    "TimeFrame",
+    "TerminalInfo",
+    "AccountInfo",
+    "SymbolInfo",
+    "TickInfo",
+    "TradeRequest",
+    "OrderCheckResult",
+    "OrderSentResult",
+    "TradeOrder",
+    "TradePosition",
+    "TradeDeal",
+    "InvalidBroker",
+    "GenericFail",
+    "InvalidParams",
+    "HistoryNotFound",
+    "InvalidVersion",
+    "AuthFailed",
+    "UnsupportedMethod",
+    "AutoTradingDisabled",
+    "InternalFailSend",
+    "InternalFailReceive",
+    "InternalFailInit",
+    "InternalFailConnect",
+    "InternalFailTimeout",
+    "trade_retcode_message",
+    "raise_mt5_error",
+    "config_logger",
+]
+
 def config_logger(log_file: str, console_log=True):
     # Configure the logger
     logger = logging.getLogger(__name__)
@@ -55,34 +87,6 @@ class LogLevelFilter(logging.Filter):
         return record.levelno in self.levels
 
 
-__all__ = [
-    "TIMEFRAMES",
-    "TimeFrame",
-    "TerminalInfo",
-    "AccountInfo",
-    "SymbolInfo",
-    "TickInfo",
-    "TradeRequest",
-    "OrderCheckResult",
-    "OrderSentResult",
-    "TradeOrder",
-    "TradePosition",
-    "TradeDeal",
-    "GenericFail",
-    "InvalidParams",
-    "HistoryNotFound",
-    "InvalidVersion",
-    "AuthFailed",
-    "UnsupportedMethod",
-    "AutoTradingDisabled",
-    "InternalFailSend",
-    "InternalFailReceive",
-    "InternalFailInit",
-    "InternalFailConnect",
-    "InternalFailTimeout",
-    "trade_retcode_message",
-    "raise_mt5_error",
-]
 
 # TIMEFRAME is an enumeration with possible chart period values
 # See https://www.mql5.com/en/docs/python_metatrader5/mt5copyratesfrom_py#timeframe
@@ -137,7 +141,6 @@ class TimeFrame(Enum):
     W1 = "W1"
     MN1 = "MN1"
 
-
 class TerminalInfo(NamedTuple):
     """
     Represents general information about the trading terminal.
@@ -467,6 +470,11 @@ class TradeDeal(NamedTuple):
     comment: str
     external_id: str
 
+class InvalidBroker(Exception):
+    """Exception raised for invalid broker errors."""
+    def __init__(self, message="Invalid broker."):
+        super().__init__(message)
+
 
 class MT5TerminalError(Exception):
     """Base exception class for trading-related errors."""

bbstrader/models/risk.py

@@ -7,12 +7,14 @@ from hmmlearn.hmm import GaussianHMM
 from abc import ABCMeta, abstractmethod
 from matplotlib import cm, pyplot as plt
 from matplotlib.dates import YearLocator, MonthLocator
-from typing import Optional
+from typing import Optional, Dict
+from bbstrader.metatrader.rates import Rates
 sns.set_theme()
 
 __all__ = [
     "RiskModel",
-    "HMMRiskManager"
+    "HMMRiskManager",
+    "build_hmm_models"
 ]
 
 
@@ -347,3 +349,38 @@ class HMMRiskManager(RiskModel):
             ax.xaxis.set_minor_locator(MonthLocator())
             ax.grid(True)
         plt.show()
+
+def build_hmm_models(symbol_list=None, **kwargs
+                     ) -> Dict[str, HMMRiskManager]:
+    mt5_data = kwargs.get("use_mt5_data", False)
+    data = kwargs.get("hmm_data")
+    tf = kwargs.get("time_frame", 'D1')
+    hmm_end =  kwargs.get("hmm_end", 0)
+    sd = kwargs.get("session_duration", 23.0)
+    hmm_tickers = kwargs.get("hmm_tickers")
+    if hmm_tickers is not None:
+        symbols = hmm_tickers
+    else:
+        symbols = symbol_list
+    hmm_models = {symbol: None for symbol in symbols}
+    if data is not None:
+        if isinstance(data, pd.DataFrame):
+            hmm_data = data
+            hmm = HMMRiskManager(
+                data=hmm_data, verbose=True, iterations=1000, **kwargs)
+            for symbol in symbols:
+                hmm_models[symbol] = hmm
+        elif isinstance(data, dict):
+            for symbol, data in data.items():
+                hmm = HMMRiskManager(
+                    data=data, verbose=True, iterations=1000, **kwargs)
+                hmm_models[symbol] = hmm
+    if mt5_data:
+        for symbol in symbols:
+            rates = Rates(symbol, tf, start_pos=hmm_end, session_duration=sd)
+            data = rates.get_rates_from_pos()
+            assert data is not None, f"No data for {symbol}"
+            hmm = HMMRiskManager(
+                data=data, verbose=True, iterations=1000, **kwargs)
+            hmm_models[symbol] = hmm
+    return hmm_models

bbstrader/trading/__init__.py

@@ -1,4 +1,11 @@
 """
 Trading strategies execution module
+
+This module is responsible for executing trading strategies. 
+It provides a framework for executing trading strategies and managing the trading process. 
+The module is designed to be flexible and extensible, allowing users to define their own trading 
+strategies and customize the trading process.
+
 """
-from bbstrader.trading.run import *
+from bbstrader.trading.execution import ExecutionEngine
+from bbstrader.trading.strategies import *