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

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Files changed (28) hide show
  1. bbstrader/__ini__.py +0 -1
  2. bbstrader/btengine/__init__.py +13 -9
  3. bbstrader/btengine/backtest.py +99 -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 +32 -20
  8. bbstrader/btengine/portfolio.py +33 -15
  9. bbstrader/btengine/strategy.py +1 -2
  10. bbstrader/metatrader/account.py +15 -8
  11. bbstrader/metatrader/rates.py +10 -6
  12. bbstrader/metatrader/risk.py +1 -2
  13. bbstrader/metatrader/trade.py +307 -239
  14. bbstrader/metatrader/utils.py +37 -29
  15. bbstrader/models/risk.py +39 -2
  16. bbstrader/trading/__init__.py +8 -1
  17. bbstrader/trading/execution.py +378 -932
  18. bbstrader/trading/strategies.py +840 -0
  19. bbstrader/tseries.py +613 -23
  20. {bbstrader-0.1.6.dist-info → bbstrader-0.1.8.dist-info}/METADATA +16 -7
  21. bbstrader-0.1.8.dist-info/RECORD +26 -0
  22. {bbstrader-0.1.6.dist-info → bbstrader-0.1.8.dist-info}/WHEEL +1 -1
  23. bbstrader/strategies.py +0 -681
  24. bbstrader/trading/run.py +0 -131
  25. bbstrader/trading/utils.py +0 -153
  26. bbstrader-0.1.6.dist-info/RECORD +0 -28
  27. {bbstrader-0.1.6.dist-info → bbstrader-0.1.8.dist-info}/LICENSE +0 -0
  28. {bbstrader-0.1.6.dist-info → bbstrader-0.1.8.dist-info}/top_level.txt +0 -0
{bbstrader-0.1.6.dist-info → bbstrader-0.1.8.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: 0.1.8
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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 +46,8 @@ 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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+
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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 +55,7 @@ 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 +83,22 @@ 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-0.1.8.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=i6Vl5QeySMj51n4EchvAaGnHl1xQLdvO7Eka3QkP_Mg,43647
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+ bbstrader/btengine/__init__.py,sha256=gNANXdJ_b4JQaHgqXTbRSZzJOdZRQop5258GQYIAY8s,2949
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+ bbstrader/btengine/backtest.py,sha256=bUnuxHByddDkY2VzCTSBBOIbdRzsy9VXROFYL3VNwzE,12450
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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=STb5xJQiTa25xZdYYmjpKW46iWWcB_-6wB6PCPbhREI,10745
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+ bbstrader/btengine/portfolio.py,sha256=Tjoloav3Mccj675w6LO8vdGpDdvWcTgpQN0eykpDJXo,14888
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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=bZRIxeg_t3QnSboEHoBQhp7HASlnfDydbsLSor5RwAE,44572
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+ bbstrader/metatrader/rates.py,sha256=QulMnr5LyveMausH1TaiLzI5wjz18RkaKY7OAeO3v2A,9707
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+ bbstrader/metatrader/risk.py,sha256=XzHdUZ9dz1C__L6WLG6htd5cnRgwUqhs8JAJzLVNhC4,25825
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+ bbstrader/metatrader/trade.py,sha256=uUkVVsYsAV94I9BD6yyMC0YpnNmniEGLWwvTzCAqOCM,61404
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+ bbstrader/metatrader/utils.py,sha256=xc5VYQ-eejpHIPJIhLi8vxAF5zjix5NSXywXu2Eb7LI,19186
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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=0bMXGczv4qnWBRomkXcQdQT378KTZlpD0GsubEepGzY,20139
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+ bbstrader/trading/strategies.py,sha256=Ks6fR3JtBFit1mcEs1TVqXQsPVCaHADLnYhkyNeXrtg,36943
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+ bbstrader-0.1.8.dist-info/LICENSE,sha256=1EudjwwP2oTJy8Vh0e-Kzv8VZZU95y-t6c3DYhR51uc,1115
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+ bbstrader-0.1.8.dist-info/METADATA,sha256=PYJJW9504JyWi5Mpa3gxE9ZADGI81oKpTbKXCwkYG7o,9660
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+ bbstrader-0.1.8.dist-info/WHEEL,sha256=cVxcB9AmuTcXqmwrtPhNK88dr7IR_b6qagTj0UvIEbY,91
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+ bbstrader-0.1.8.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
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+ bbstrader-0.1.8.dist-info/RECORD,,
{bbstrader-0.1.6.dist-info → bbstrader-0.1.8.dist-info}/WHEEL RENAMED
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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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