bbstrader 0.1.93__py3-none-any.whl → 0.1.94__py3-none-any.whl

bbstrader/btengine/data.py

@@ -10,13 +10,18 @@ from bbstrader.metatrader.rates import download_historical_data
 from bbstrader.btengine.event import MarketEvent
 from bbstrader.config import BBSTRADER_DIR
 from datetime import datetime
+from eodhd import APIClient
+from financetoolkit import Toolkit
+from pytz import timezone
 
 
 __all__ = [
     "DataHandler",
     "CSVDataHandler",
     "MT5DataHandler",
-    "YFDataHandler"
+    "YFDataHandler",
+    "EODHDataHandler",
+    "FMPDataHandler",
 ]
 
 
@@ -167,7 +172,7 @@ class BaseCSVDataHandler(DataHandler):
                 os.path.join(self.csv_dir, f'{self.symbol_list[0]}.csv')
                 ).columns.to_list()
         new_names = self.columns or default_names
-        new_names = [name.lower().replace(' ', '_') for name in new_names]
+        new_names = [name.strip().lower().replace(' ', '_') for name in new_names]
         self.columns = new_names
         assert 'adj_close' in new_names or 'close' in new_names, \
             "Column names must contain 'Adj Close' and 'Close' or adj_close and close"
@@ -340,7 +345,13 @@ class CSVDataHandler(BaseCSVDataHandler):
         """
         csv_dir = kwargs.get("csv_dir")
         csv_dir =  csv_dir or BBSTRADER_DIR / 'csv_data'
-        super().__init__(events, symbol_list, csv_dir)
+        super().__init__(
+            events, 
+            symbol_list, 
+            csv_dir,
+            columns  =kwargs.get('columns'),
+            index_col=kwargs.get('index_col', 0)
+        )
 
 
 class MT5DataHandler(BaseCSVDataHandler):
@@ -372,32 +383,41 @@ class MT5DataHandler(BaseCSVDataHandler):
             See `bbstrader.metatrader.rates.Rates` for other arguments.
             See `bbstrader.btengine.data.BaseCSVDataHandler` for other arguments.
         """
-        self.tf = kwargs.get('time_frame', 'D1')
-        self.start = kwargs.get('mt5_start', datetime(2000, 1, 1))
-        self.end = kwargs.get('mt5_end', datetime.now())
-        self.use_utc = kwargs.get('use_utc', False)
-        self.filer = kwargs.get('filter', False)
-        self.fill_na = kwargs.get('fill_na', False)
+        self.tf         = kwargs.get('time_frame', 'D1')
+        self.start      = kwargs.get('mt5_start', datetime(2000, 1, 1))
+        self.end        = kwargs.get('mt5_end', datetime.now())
+        self.use_utc    = kwargs.get('use_utc', False)
+        self.filer      = kwargs.get('filter', False)
+        self.fill_na    = kwargs.get('fill_na', False)
         self.lower_cols = kwargs.get('lower_cols', True)
-        self.data_dir = kwargs.get('data_dir')
+        self.data_dir   = kwargs.get('data_dir')
         self.symbol_list = symbol_list
-        csv_dir = self._download_data(self.data_dir)
-        super().__init__(events, symbol_list, csv_dir)
+        self.kwargs = kwargs
+        
+        csv_dir = self._download_and_cache_data(self.data_dir)
+        super().__init__(
+            events,
+            symbol_list,
+            csv_dir,
+            columns  =kwargs.get('columns'),
+            index_col=kwargs.get('index_col', 0)
+        )
 
-    def _download_data(self, cache_dir: str):
-        data_dir = cache_dir or BBSTRADER_DIR /  'mt5_data' / self.tf 
+    def _download_and_cache_data(self, cache_dir: str):
+        data_dir = cache_dir or BBSTRADER_DIR /  'mt5' / self.tf 
         data_dir.mkdir(parents=True, exist_ok=True)
         for symbol in self.symbol_list:
             try:
                 data = download_historical_data(
                     symbol=symbol,
-                    time_frame=self.tf,
+                    timeframe=self.tf,
                     date_from=self.start, 
-                    date_to=self.end, 
+                    date_to=self.end,
                     utc=self.use_utc,
                     filter=self.filer,
                     fill_na=self.fill_na,
-                    lower_colnames=self.lower_cols
+                    lower_colnames=self.lower_cols,
+                    **self.kwargs
                 )
                 if data is None:
                     raise ValueError(f"No data found for {symbol}")
@@ -432,15 +452,23 @@ class YFDataHandler(BaseCSVDataHandler):
             See `bbstrader.btengine.data.BaseCSVDataHandler` for other arguments.
         """
         self.symbol_list = symbol_list
-        self.start_date = kwargs.get('yf_start', '2000-01-01')
-        self.end_date = kwargs.get('yf_end', datetime.now().strftime('%Y-%m-%d'))
-        self.cache_dir = kwargs.get('data_dir')
+        self.start_date  = kwargs.get('yf_start')
+        self.end_date    = kwargs.get('yf_end', datetime.now())
+        self.cache_dir   = kwargs.get('data_dir')
+        
         csv_dir = self._download_and_cache_data(self.cache_dir)
-        super().__init__(events, symbol_list, csv_dir)
+        
+        super().__init__(
+            events,
+            symbol_list,
+            csv_dir,
+            columns  =kwargs.get('columns'),
+            index_col=kwargs.get('index_col', 0)
+        )
 
     def _download_and_cache_data(self, cache_dir: str):
         """Downloads and caches historical data as CSV files."""
-        cache_dir = cache_dir or BBSTRADER_DIR / 'yf_data' / 'daily'
+        cache_dir = cache_dir or BBSTRADER_DIR / 'yfinance' / 'daily'
         os.makedirs(cache_dir, exist_ok=True)
         for symbol in self.symbol_list:
             filepath = os.path.join(cache_dir, f"{symbol}.csv")
@@ -449,39 +477,202 @@ class YFDataHandler(BaseCSVDataHandler):
                     symbol, start=self.start_date, end=self.end_date, multi_level_index=False)
                 if data.empty:
                     raise ValueError(f"No data found for {symbol}")
-                data.to_csv(filepath)  # Cache the data
+                data.to_csv(filepath)
             except Exception as e:
                 raise ValueError(f"Error downloading {symbol}: {e}")
         return cache_dir
 
 
-# TODO # Get data from EODHD
-# https://eodhd.com/
 class EODHDataHandler(BaseCSVDataHandler):
-    ...
+    """
+    Downloads historical data from EOD Historical Data.
+    Data is fetched using the `eodhd` library.
 
-# TODO # Get data from FMP using Financialtoolkit API
-# https://github.com/bbalouki/FinanceToolkit
-class FMPDataHandler(BaseCSVDataHandler):
-    ...
+    To use this class, you need to sign up for an API key at 
+    https://eodhistoricaldata.com/ and provide the key as an argument.
+    """
+    def __init__(self, events: Queue, symbol_list: List[str], **kwargs):
+        """
+        Args:
+            events (Queue): The Event Queue for passing market events.
+            symbol_list (list[str]): List of symbols to download data for.
+            eodhd_start (str): Start date for historical data (YYYY-MM-DD).
+            eodhd_end (str): End date for historical data (YYYY-MM-DD).
+            data_dir (str, optional): Directory for caching data .
+            eodhd_period (str, optional): Time period for historical data (e.g., 'd', 'w', 'm', '1m', '5m', '1h').
+            eodhd_api_key (str, optional): API key for EOD Historical Data.
 
+        Note:
+            See `bbstrader.btengine.data.BaseCSVDataHandler` for other arguments.
+        """
+        self.symbol_list = symbol_list
+        self.start_date  = kwargs.get('eodhd_start')
+        self.end_date    = kwargs.get('eodhd_end', datetime.now().strftime('%Y-%m-%d'))
+        self.period      = kwargs.get('eodhd_period', 'd')
+        self.cache_dir   = kwargs.get('data_dir')
+        self.__api_key   = kwargs.get('eodhd_api_key', 'demo')
 
-class AlgoseekDataHandler(BaseCSVDataHandler):
-    ...
+        csv_dir = self._download_and_cache_data(self.cache_dir)
+        
+        super().__init__(
+            events, 
+            symbol_list,
+            csv_dir,
+            columns  =kwargs.get('columns'),
+            index_col=kwargs.get('index_col', 0)
+        )
 
+    def _get_data(self, symbol: str, period) -> pd.DataFrame | List[Dict]:
+        if not self.__api_key:
+            raise ValueError("API key is required for EODHD data.")
+        client = APIClient(api_key=self.__api_key)
+        if period in ['d', 'w', 'm']:
+            return client.get_historical_data(
+                symbol=symbol,
+                interval=period, 
+                iso8601_start=self.start_date,
+                iso8601_end=self.end_date,
+            )
+        elif period in ['1m', '5m', '1h']:
+            hms = ' 00:00:00'
+            fmt = '%Y-%m-%d %H:%M:%S'
+            startdt = datetime.strptime(self.start_date + hms, fmt)
+            enddt = datetime.strptime(self.end_date + hms, fmt)
+            startdt = startdt.replace(tzinfo=timezone('UTC'))
+            enddt = enddt.replace(tzinfo=timezone('UTC'))
+            unix_start = int(startdt.timestamp())
+            unix_end = int(enddt.timestamp())
+            return client.get_intraday_historical_data(
+                symbol=symbol,
+                interval=period, 
+                from_unix_time=unix_start,
+                to_unix_time=unix_end,
+            )
+    
+    def _forma_data(self, data: List[Dict] | pd.DataFrame) -> pd.DataFrame:
+        if isinstance(data, pd.DataFrame):
+            if data.empty or len(data) == 0:
+                raise ValueError("No data found.")
+            df = data.drop(labels=['symbol', 'interval'], axis=1)
+            df = df.rename(columns={'adjusted_close': 'adj_close'})
+            return df
+        
+        elif isinstance(data, list):
+            if not data or len(data) == 0:
+                raise ValueError("No data found.")
+            df = pd.DataFrame(data)
+            df = df.drop(columns=['timestamp', 'gmtoffset'], axis=1)
+            df = df.rename(columns={'datetime': 'date'})
+            df['adj_close'] = df['close']
+            df = df[['date', 'open', 'high', 'low', 'close', 'adj_close', 'volume']]
+            df.date = pd.to_datetime(df.date)
+            df = df.set_index('date')
+            return df
+    
+    def _download_and_cache_data(self, cache_dir: str):
+        """Downloads and caches historical data as CSV files."""
+        cache_dir = cache_dir or BBSTRADER_DIR / 'eodhd' / self.period
+        os.makedirs(cache_dir, exist_ok=True)
+        for symbol in self.symbol_list:
+            filepath = os.path.join(cache_dir, f"{symbol}.csv")
+            try:
+                data = self._get_data(symbol, self.period)
+                data = self._forma_data(data)
+                data.to_csv(filepath)
+            except Exception as e:
+                raise ValueError(f"Error downloading {symbol}: {e}")
+        return cache_dir
 
-class BaseFMPDataHanler(object):
+
+class FMPDataHandler(BaseCSVDataHandler):
     """
-    This will serve as the base class for all other FMP data 
-    that is not historical data and does not have an OHLC structure.
+    Downloads historical data from Financial Modeling Prep (FMP).
+    Data is fetched using the `financetoolkit` library.
+
+    To use this class, you need to sign up for an API key at
+    https://financialmodelingprep.com/developer/docs/pricing and
+    provide the key as an argument.
+
     """
-    ...
+    def __init__(self, events: Queue, symbol_list: List[str], **kwargs):
+        """
+        Args:
+            events (Queue): The Event Queue for passing market events.
+            symbol_list (list[str]): List of symbols to download data for.
+            fmp_start (str): Start date for historical data (YYYY-MM-DD).
+            fmp_end (str): End date for historical data (YYYY-MM-DD).
+            data_dir (str, optional): Directory for caching data .
+            fmp_period (str, optional): Time period for historical data 
+                (e.g. daily, weekly, monthly, quarterly, yearly, "1min", "5min", "15min", "30min", "1hour").
+            fmp_api_key (str): API key for Financial Modeling Prep.
 
+        Note:
+            See `bbstrader.btengine.data.BaseCSVDataHandler` for other arguments.
+        """
+        self.symbol_list = symbol_list
+        self.start_date  = kwargs.get('fmp_start')
+        self.end_date    = kwargs.get('fmp_end', datetime.now().strftime('%Y-%m-%d'))
+        self.period      = kwargs.get('fmp_period', 'daily')
+        self.cache_dir   = kwargs.get('data_dir')
+        self.__api_key   = kwargs.get('fmp_api_key')
 
-class FMPFundamentalDataHandler(BaseFMPDataHanler):
-    ...
+        csv_dir = self._download_and_cache_data(self.cache_dir)
+        
+        super().__init__(
+            events,
+            symbol_list,
+            csv_dir,
+            columns  =kwargs.get('columns'),
+            index_col=kwargs.get('index_col', 0)
+        )
 
-# TODO Add other Handlers for FMP
+    def _get_data(self, symbol: str, period: str) -> pd.DataFrame:
+        if not self.__api_key:
+            raise ValueError("API key is required for FMP data.")
+        toolkit = Toolkit(
+            symbol,
+            api_key=self.__api_key,
+            start_date=self.start_date, 
+            end_date=self.end_date,
+            benchmark_ticker=None
+        )
+        if period in ['daily', 'weekly', 'monthly', 'quarterly', 'yearly']:
+            return toolkit.get_historical_data(period=period)
+        elif period in ['1min', '5min', '15min', '30min', '1hour']:
+            return toolkit.get_intraday_data(period=period)
+        
+    def _format_data(self, data: pd.DataFrame, period: str) -> pd.DataFrame:
+        if data.empty or len(data) == 0:
+            raise ValueError("No data found.")
+        if period[0].isnumeric():
+            data = data.drop(columns=['Return', 'Volatility', 'Cumulative Return'], axis=1)
+        else:
+            data = data.drop(columns=['Dividends', 'Return', 'Volatility', 
+                         'Excess Return', 'Excess Volatility', 
+                         'Cumulative Return'], axis=1)
+        data = data.reset_index()
+        if 'Adj Close' not in data.columns:
+            data['Adj Close'] = data['Close']
+        data['date'] = data['date'].dt.to_timestamp()
+        data['date'] = pd.to_datetime(data['date'])
+        data.set_index('date', inplace=True)
+        return data
+    
+    def _download_and_cache_data(self, cache_dir: str):
+        """Downloads and caches historical data as CSV files."""
+        cache_dir = cache_dir or BBSTRADER_DIR / 'fmp' / self.period
+        os.makedirs(cache_dir, exist_ok=True)
+        for symbol in self.symbol_list:
+            filepath = os.path.join(cache_dir, f"{symbol}.csv")
+            try:
+                data = self._get_data(symbol, self.period)
+                data = self._format_data(data, self.period)
+                data.to_csv(filepath)
+            except Exception as e:
+                raise ValueError(f"Error downloading {symbol}: {e}")
+        return cache_dir
 
 
 # TODO Add data Handlers for Interactive Brokers
+class TWSDataHandler(BaseCSVDataHandler):
+    ...

bbstrader/metatrader/account.py

@@ -125,9 +125,57 @@ AMG_EXCHANGES = {
     'XSWX': r"Switzerland.*\(SWX\)"
 }
 
-def check_mt5_connection():
+def check_mt5_connection(**kwargs):
+    """
+    Initialize the connection to the MetaTrader 5 terminal.
+
+    Args:
+        path (str, optional): The path to the MetaTrader 5 terminal executable file. 
+            Defaults to None (e.g., "C:\\Program Files\\MetaTrader 5\\terminal64.exe").
+        login (int, optional): The login ID of the trading account. Defaults to None.
+        password (str, optional): The password of the trading account. Defaults to None.
+        server (str, optional): The name of the trade server to which the client terminal is connected. 
+            Defaults to None.
+        timeout (int, optional): Connection timeout in milliseconds. Defaults to 60_000.
+        portable (bool, optional): If True, the portable mode of the terminal is used. 
+            Defaults to False (See https://www.metatrader5.com/en/terminal/help/start_advanced/start#portable).
+    
+    Notes:
+        If you want to lunch multiple terminal instances:
+        - Follow these instructions to lunch each terminal in portable mode first:
+            https://www.metatrader5.com/en/terminal/help/start_advanced/start#configuration_file
+    """
+    path     = kwargs.get('path', None)
+    login    = kwargs.get('login', None)
+    password = kwargs.get('password', None)
+    server   = kwargs.get('server', None)
+    timeout  = kwargs.get('timeout', 60_000)
+    portable = kwargs.get('portable', False)
+
+    if path is None and (login or password or server):
+        raise ValueError(
+            f"You must provide a path to the terminal executable file"
+            f"when providing login, password or server"
+        )
     try:
-        init = mt5.initialize()
+        if path is not None:
+            if (
+                login is not None and 
+                password is not None and 
+                server is not None
+            ):
+                init = mt5.initialize(
+                    path=path,
+                    login=login,
+                    password=password,
+                    server=server,
+                    timeout=timeout,
+                    portable=portable
+                )
+            else:
+                init = mt5.initialize(path=path)
+        else:
+            init = mt5.initialize()
         if not init:
             raise_mt5_error(INIT_MSG)
     except Exception:
@@ -135,9 +183,9 @@ def check_mt5_connection():
 
 
 class Broker(object):
-    def __init__(self, name: str=None):
+    def __init__(self, name: str=None, **kwargs):
         if name is None:
-            check_mt5_connection()
+            check_mt5_connection(**kwargs)
             self._name = mt5.account_info().company
         else:
             self._name = name
@@ -157,8 +205,8 @@ class Broker(object):
 
 
 class AdmiralMarktsGroup(Broker):
-    def __init__(self):
-        super().__init__("Admirals Group AS")
+    def __init__(self, **kwargs):
+        super().__init__("Admirals Group AS", **kwargs)
     
     @property
     def timezone(self) -> str:
@@ -166,8 +214,8 @@ class AdmiralMarktsGroup(Broker):
 
 
 class JustGlobalMarkets(Broker):
-    def __init__(self):
-        super().__init__("Just Global Markets Ltd.")
+    def __init__(self, **kwargs):
+        super().__init__("Just Global Markets Ltd.", **kwargs)
 
     @property
     def timezone(self) -> str:
@@ -175,8 +223,8 @@ class JustGlobalMarkets(Broker):
 
 
 class FTMO(Broker):
-    def __init__(self):
-        super().__init__("FTMO S.R.O.")
+    def __init__(self, **kwargs):
+        super().__init__("FTMO S.R.O.", **kwargs)
     
     @property
     def timezone(self) -> str:
@@ -230,8 +278,14 @@ class Account(object):
         >>> trade_history = account.get_trade_history(from_date, to_date)
     """
 
-    def __init__(self):
-        check_mt5_connection()
+    def __init__(self, **kwargs):
+        """
+        Initialize the Account class.
+
+        See `bbstrader.metatrader.account.check_mt5_connection()` for more details on how to connect to MT5 terminal.
+
+        """
+        check_mt5_connection(**kwargs)
         self._check_brokers()
 
     def _check_brokers(self):

bbstrader/metatrader/rates.py

@@ -82,6 +82,8 @@ class Rates(object):
         2. The `open, high, low, close, adjclose, returns,
         volume` properties returns data in  Broker's timezone by default.
 
+        See `bbstrader.metatrader.account.check_mt5_connection()` for more details on how to connect to MT5 terminal.
+
     Example:
         >>> rates = Rates("EURUSD", "1h")
         >>> df = rates.get_historical_data(
@@ -94,17 +96,18 @@ class Rates(object):
     def __init__(
         self,
         symbol: str,
-        time_frame: TimeFrame = 'D1',
+        timeframe: TimeFrame = 'D1',
         start_pos: Union[int , str] = 0,
         count: Optional[int] = MAX_BARS,
-        session_duration: Optional[float] = None
+        session_duration: Optional[float] = None,
+        **kwargs
     ):
         """
         Initializes a new Rates instance.
 
         Args:
             symbol (str): Financial instrument symbol (e.g., "EURUSD").
-            time_frame (str): Timeframe string (e.g., "D1", "1h", "5m").
+            timeframe (str): Timeframe string (e.g., "D1", "1h", "5m").
             start_pos (int, | str): Starting index (int)  or date (str) for data retrieval.
             count (int, optional): Number of bars to retrieve default is
                 the maximum bars availble in the MT5 terminal.
@@ -118,16 +121,17 @@ class Rates(object):
             For `session_duration` check your broker symbols details
         """
         self.symbol = symbol
-        self.time_frame = self._validate_time_frame(time_frame)
+        tf = kwargs.get('time_frame')
+        self.time_frame = self._validate_time_frame(timeframe)
         self.sd = session_duration
-        self.start_pos = self._get_start_pos(start_pos, time_frame)
+        self.start_pos = self._get_start_pos(start_pos, timeframe)
         self.count = count
-        self._mt5_initialized()
-        self.__account = Account()
+        self._mt5_initialized(**kwargs)
+        self.__account = Account(**kwargs)
         self.__data = self.get_rates_from_pos()
 
-    def _mt5_initialized(self):
-        check_mt5_connection()
+    def _mt5_initialized(self, **kwargs):
+        check_mt5_connection(**kwargs)
     
     def _get_start_pos(self, index, time_frame):
         if isinstance(index, int):
@@ -471,13 +475,13 @@ class Rates(object):
             df.to_csv(f"{self.symbol}.csv")
         return df
 
-def download_historical_data(symbol, time_frame, date_from, 
+def download_historical_data(symbol, timeframe, date_from, 
                              date_to=pd.Timestamp.now(),lower_colnames=True, 
-                             utc=False, filter=False, fill_na=False, save_csv=False):
+                             utc=False, filter=False, fill_na=False, save_csv=False, **kwargs):
     """Download historical data from MetaTrader 5 terminal.
     See `Rates.get_historical_data` for more details.
     """
-    rates = Rates(symbol, time_frame)
+    rates = Rates(symbol, timeframe, **kwargs)
     data = rates.get_historical_data(
         date_from=date_from,
         date_to=date_to,
@@ -488,23 +492,23 @@ def download_historical_data(symbol, time_frame, date_from,
     )
     return data
 
-def get_data_from_pos(symbol, time_frame, start_pos=0, fill_na=False, 
+def get_data_from_pos(symbol, timeframe, start_pos=0, fill_na=False, 
                       count=MAX_BARS, lower_colnames=False, utc=False, filter=False,
-                        session_duration=23.0):
+                        session_duration=23.0, **kwargs):
     """Get historical data from a specific position.
     See `Rates.get_rates_from_pos` for more details.
     """
-    rates = Rates(symbol, time_frame, start_pos, count, session_duration)
+    rates = Rates(symbol, timeframe, start_pos, count, session_duration, **kwargs)
     data = rates.get_rates_from_pos(filter=filter, fill_na=fill_na,
                                     lower_colnames=lower_colnames, utc=utc)
     return data
 
-def get_data_from_date(symbol, time_frame, date_from, count=MAX_BARS, fill_na=False, 
-                  lower_colnames=False, utc=False, filter=False):
+def get_data_from_date(symbol, timeframe, date_from, count=MAX_BARS, fill_na=False, 
+                  lower_colnames=False, utc=False, filter=False, **kwargs):
     """Get historical data from a specific date.
     See `Rates.get_rates_from` for more details.
     """
-    rates = Rates(symbol, time_frame)
+    rates = Rates(symbol, timeframe, **kwargs)
     data = rates.get_rates_from(date_from, count, filter=filter, fill_na=fill_na,
                                 lower_colnames=lower_colnames, utc=utc)
     return data

bbstrader/metatrader/risk.py

@@ -118,8 +118,10 @@ class RiskManagement(Account):
             tp (int, optional): Take Profit in points, Must be a positive number.
             be (int, optional): Break Even in points, Must be a positive number.
             rr (float, optional): Risk reward ratio, Must be a positive number. Defaults to 1.5.
+        
+        See `bbstrader.metatrader.account.check_mt5_connection()` for more details on how to connect to MT5 terminal.
         """
-        super().__init__()
+        super().__init__(**kwargs)
 
         # Validation
         if daily_risk is not None and daily_risk < 0:
@@ -137,6 +139,7 @@ class RiskManagement(Account):
         if var_time_frame not in TIMEFRAMES:
             raise ValueError("Unsupported time frame {}".format(var_time_frame))
 
+        self.kwargs = kwargs
         self.symbol = symbol
         self.start_time = start_time
         self.finishing_time = finishing_time
@@ -279,7 +282,7 @@ class RiskManagement(Account):
         tf_int = self._convert_time_frame(self._tf)
         interval = round((minutes / tf_int)  * 252)
 
-        rate = Rates(self.symbol, self._tf, 0, interval)
+        rate = Rates(self.symbol, self._tf, 0, interval, **self.kwargs)
         returns = rate.returns*100
         std = returns.std()
         point = self.get_symbol_info(self.symbol).point
@@ -333,7 +336,7 @@ class RiskManagement(Account):
         tf_int = self._convert_time_frame(tf)
         interval = round((minutes / tf_int)  * 252)
 
-        rate = Rates(self.symbol, tf, 0, interval)
+        rate = Rates(self.symbol, tf, 0, interval, **self.kwargs)
         returns = rate.returns*100
         p = self.get_account_info().margin_free
         mu = returns.mean()

bbstrader/metatrader/trade.py

@@ -138,6 +138,7 @@ class Trade(RiskManagement):
             -   tp
             -   be
         See the RiskManagement class for more details on these parameters.
+        See `bbstrader.metatrader.account.check_mt5_connection()` for more details on how to connect to MT5 terminal.
         """
         # Call the parent class constructor first
         super().__init__(
@@ -160,6 +161,7 @@ class Trade(RiskManagement):
         self.console_log = console_log
         self.logger = self._get_logger(logger, console_log)
         self.tf = kwargs.get("time_frame", 'D1')
+        self.kwargs = kwargs
 
         self.start_time_hour, self.start_time_minutes = self.start.split(":")
         self.finishing_time_hour, self.finishing_time_minutes = self.finishing.split(
@@ -174,8 +176,8 @@ class Trade(RiskManagement):
         self.break_even_points  = {}
         self.trail_after_points = []
 
-        self.initialize()
-        self.select_symbol()
+        self.initialize(**kwargs)
+        self.select_symbol(**kwargs)
         self.prepare_symbol()
 
         if self.verbose:
@@ -194,7 +196,7 @@ class Trade(RiskManagement):
             return config_logger(f'{log_path}/{logger}', consol_log)
         return logger
     
-    def initialize(self):
+    def initialize(self, **kwargs):
         """
         Initializes the MetaTrader 5 (MT5) terminal for trading operations. 
         This method attempts to establish a connection with the MT5 terminal. 
@@ -207,7 +209,7 @@ class Trade(RiskManagement):
         try:
             if self.verbose:
                 print("\nInitializing the basics.")
-            check_mt5_connection()
+            check_mt5_connection(**kwargs)
             if self.verbose:
                 print(
                     f"You are running the @{self.expert_name} Expert advisor,"
@@ -216,7 +218,7 @@ class Trade(RiskManagement):
         except Exception as e:
             self.logger.error(f"During initialization: {e}")
 
-    def select_symbol(self):
+    def select_symbol(self, **kwargs):
         """
         Selects the trading symbol in the MetaTrader 5 (MT5) terminal. 
         This method ensures that the specified trading 
@@ -228,6 +230,7 @@ class Trade(RiskManagement):
             MT5TerminalError: If symbole selection fails.
         """
         try:
+            check_mt5_connection(**kwargs)
             if not Mt5.symbol_select(self.symbol, True):
                 raise_mt5_error(message=INIT_MSG)
         except Exception as e:
@@ -848,10 +851,11 @@ class Trade(RiskManagement):
             positions = self.get_positions(symbol=self.symbol)
             if positions is not None:
                 positions = [position for position in positions if position.magic == id]
-        profit = 0.0
-        balance = self.get_account_info().balance
-        target = round((balance * self.target)/100, 2)
-        if positions is not None or len(positions) != 0:
+        
+        if positions is not None:
+            profit = 0.0
+            balance = self.get_account_info().balance
+            target = round((balance * self.target)/100, 2)
             for position in positions:
                 profit += position.profit
             fees = self.get_stats()[0]["average_fee"] * len(positions)
@@ -1489,6 +1493,7 @@ def create_trade_instance(
         daily_risk: Optional[Dict[str, float]] = None,
         max_risk: Optional[Dict[str, float]] = None,
         pchange_sl: Optional[Dict[str, float] | float] = None,
+        **kwargs
     ) -> Dict[str, Trade]:
     """
     Creates Trade instances for each symbol provided.

bbstrader/models/risk.py

@@ -310,7 +310,15 @@ class HMMRiskManager(RiskModel):
                 and data filtered up to the end date if specified.
         """
         df = data_frame.copy()
-        df['Returns'] = df['Adj Close'].pct_change()
+        if 'Returns' or 'returns' not in df.columns:
+            if 'Close'  in df.columns:
+                df['Returns'] = df['Close'].pct_change()
+            elif 'Adj Close' in df.columns:
+                df['Returns'] = df['Adj Close'].pct_change()
+            else:
+                raise ValueError("No 'Close' or 'Adj Close' columns found.")
+        elif 'returns' in df.columns:
+            df.rename(columns={'returns': 'Returns'}, inplace=True)
         if end is not None:
             df = df[:end.strftime('%Y-%m-%d')]
         df.dropna(inplace=True)

bbstrader/trading/execution.py

@@ -104,7 +104,9 @@ def _mt5_execution(
                     telegram=telegram, token=bot_token, chat_id=chat_id)
         
     logger   = trades_instances[symbols[0]].logger
-    max_trades = {symbol: mtrades[symbol] for symbol in symbols}
+    max_trades = {symbol: mtrades[symbol]
+                  if mtrades is not None and symbol in mtrades
+                  else trades_instances[symbol].max_trade() for symbol in symbols}
     if comment is None:
         trade = trades_instances[symbols[0]]
         comment = f"{trade.expert_name}@{trade.version}"
@@ -123,7 +125,7 @@ def _mt5_execution(
     long_market   = {symbol: False for symbol in symbols}
     short_market  = {symbol: False for symbol in symbols}
     try:
-        check_mt5_connection()
+        check_mt5_connection(**kwargs)
         strategy: MT5Strategy = strategy_cls(symbol_list=symbols, mode='live', **kwargs)
     except Exception as e:
         logger.error(f"Initializing strategy, {e}, STRATEGY={STRATEGY}")
@@ -133,7 +135,7 @@ def _mt5_execution(
     
     while True:
         try:
-            check_mt5_connection()
+            check_mt5_connection(**kwargs)
             current_date = datetime.now()
             today = current_date.strftime("%A").lower()
             time.sleep(0.5)
@@ -167,16 +169,18 @@ def _mt5_execution(
             continue
         time.sleep(0.5)
         try:
-            check_mt5_connection()
+            check_mt5_connection(**kwargs)
             signals = strategy.calculate_signals()
-            weights = strategy.apply_risk_management(optimizer)
+            weights = None
+            if hasattr(strategy, 'apply_risk_management'):
+                weights = strategy.apply_risk_management(optimizer)
             update_risk(weights)
         except Exception as e:
             logger.error(f"Calculating signal, {e}, STRATEGY={STRATEGY}")
             continue
         for symbol in symbols:
             try:
-                check_mt5_connection()
+                check_mt5_connection(**kwargs)
                 trade: Trade = trades_instances[symbol]
                 tfmsg = f"Time Frame Not completed !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}"
                 riskmsg = f"Risk not allowed !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}"
@@ -269,7 +273,7 @@ def _mt5_execution(
             )
         try:
             FRIDAY = 'friday'
-            check_mt5_connection()
+            check_mt5_connection(**kwargs)
             day_end = all(trade.days_end() for trade in trades_instances.values())
             if closing_pnl is not None:
                 closing = all(trade.positive_profit(id=trade.expert_id, th=closing_pnl) 
@@ -461,7 +465,7 @@ class MT5ExecutionEngine():
                  trading_days:       Optional[List[str]] = TradingDays,
                  comment:            Optional[str] = None,
                  **kwargs
-                 ):
+        ):
         """
         Args:
             symbol_list : List of symbols to trade
@@ -505,6 +509,7 @@ class MT5ExecutionEngine():
             
             4. All strategies must generate signals for backtesting and live trading.
             See the `bbstrader.trading.strategies` module for more information on how to create custom strategies.
+            See `bbstrader.metatrader.account.check_mt5_connection()` for more details on how to connect to MT5 terminal.
         """
         self.symbol_list = symbol_list
         self.trades_instances = trades_instances
@@ -525,8 +530,13 @@ class MT5ExecutionEngine():
         self.comment = comment
         self.kwargs = kwargs
 
+    def __repr__(self):
+        trades = self.trades_instances.keys()
+        s = self.strategy_cls.__name__
+        return f"MT5ExecutionEngine(Symbols={list(trades)}, Strategy={s})"
+    
     def run(self):
-        check_mt5_connection()
+        check_mt5_connection(**self.kwargs)
         _mt5_execution(
             self.symbol_list,
             self.trades_instances,

bbstrader/trading/strategies.py

@@ -80,17 +80,17 @@ class SMAStrategy(Strategy):
         self.symbol_list = symbol_list or self.bars.symbol_list
         self.mode = mode
 
+        self.kwargs = kwargs
         self.short_window = kwargs.get("short_window", 50)
         self.long_window = kwargs.get("long_window", 200)
         self.tf = kwargs.get("time_frame", 'D1')
         self.qty = get_quantities(
             kwargs.get('quantities', 100), self.symbol_list)
         self.sd = kwargs.get("session_duration", 23.0)
-        self.risk_models = build_hmm_models(self.symbol_list, **kwargs)
+        self.risk_models = build_hmm_models(self.symbol_list, **self.kwargs)
         self.risk_window = kwargs.get("risk_window", self.long_window)
         self.bought = self._calculate_initial_bought()
 
-
     def _calculate_initial_bought(self):
         bought = {}
         for s in self.symbol_list:
@@ -151,13 +151,13 @@ class SMAStrategy(Strategy):
                         signal = SignalEvent(
                             1, s, dt, 'SHORT', quantity=self.qty[s], price=price)
                         self.bought[s] = 'SHORT'
-        signals[s] = signal
+                signals[s] = signal
         return signals
 
     def get_live_data(self):
         symbol_data = {symbol: None for symbol in self.symbol_list}
         for symbol in self.symbol_list:
-            sig_rate = Rates(symbol, self.tf, 0, self.risk_window)
+            sig_rate = Rates(symbol, self.tf, 0, self.risk_window+2, **self.kwargs)
             hmm_data = sig_rate.returns.values
             prices = sig_rate.close.values
             current_regime = self.risk_models[symbol].which_trade_allowed(hmm_data)

{bbstrader-0.1.93.dist-info → bbstrader-0.1.94.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: bbstrader
-Version: 0.1.93
+Version: 0.1.94
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -23,7 +23,7 @@ Classifier: License :: OSI Approved :: MIT License
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: pandas
-Requires-Dist: numpy ==1.26.4
+Requires-Dist: numpy==1.26.4
 Requires-Dist: yfinance
 Requires-Dist: scipy
 Requires-Dist: hmmlearn
@@ -47,8 +47,10 @@ Requires-Dist: scikit-learn
 Requires-Dist: notify-py
 Requires-Dist: python-telegram-bot
 Requires-Dist: pyportfolioopt
+Requires-Dist: eodhd
+Requires-Dist: financetoolkit
 Provides-Extra: mt5
-Requires-Dist: MetaTrader5 ; extra == 'mt5'
+Requires-Dist: MetaTrader5; extra == "mt5"
 
 # Simplified Investment & Trading Toolkit
 ![bbstrader](https://github.com/bbalouki/bbstrader/blob/main/assets/bbstrader_logo.png?raw=true)

{bbstrader-0.1.93.dist-info → bbstrader-0.1.94.dist-info}/RECORD

@@ -3,30 +3,30 @@ bbstrader/config.py,sha256=_AD_Cd-w5zyabm1CBPNGhzcZuSjThB7jyzTcjbrIlUQ,3618
 bbstrader/tseries.py,sha256=qJKLxHnPOjB7dXon-ITK7vU1fAuvl8evzET6lSSnijQ,53572
 bbstrader/btengine/__init__.py,sha256=OaXZTjgDwqWrjPq-CNE4kJkmriKXt9t5pIghW1MDTeo,2911
 bbstrader/btengine/backtest.py,sha256=A3S84jpGTE_zhguOEGoGu6H_4ws4Iq5sf0n7TZaUYfQ,14615
-bbstrader/btengine/data.py,sha256=A6jUqDnjl-w1OSzbLLPfS1WfJ8Se25AqigJs9pbe0wc,17966
+bbstrader/btengine/data.py,sha256=3bdd50hMrszNmcOXd8BYtkjTjg56fiThW2EJsItsCJA,26509
 bbstrader/btengine/event.py,sha256=zF_ST4tcjV5uJJVV1IbRXQgCLbca2R2fmE7A2MaIno4,8748
 bbstrader/btengine/execution.py,sha256=Fs6Hk64DxEOEVzAjsQ3CIVvYifWLLgkDjOixSh_Ghsc,10282
 bbstrader/btengine/performance.py,sha256=WTYzB50lUD5aShPIEebbQPlaC2NVW6VfxdgGHjcIIAw,10707
 bbstrader/btengine/portfolio.py,sha256=wCRmGxaZvihUPlXIlZp9cQo9fqPP-Tk5oALjknMfnos,16055
 bbstrader/btengine/strategy.py,sha256=6IN1KQ-a-IQgbCEOflKTtGh-ouztwsVjik6TuMg6CY0,30210
 bbstrader/metatrader/__init__.py,sha256=OLVOB_EieEb1P72I8V4Vem8kQWJ__D_L3c_wfwqY-9k,211
-bbstrader/metatrader/account.py,sha256=3KeGLZ397kctf3EW_y8n9ENswAMU0tBQJuX_L0VXMrI,53909
-bbstrader/metatrader/rates.py,sha256=1dJHbVqoT41m3EhF0wRe7dSGe5Kf3o5Maskkw-i5qsQ,20810
-bbstrader/metatrader/risk.py,sha256=8NnH1kRvWd_JLieCpVty6hHKz2awrIQV2c8oykxELh0,26596
-bbstrader/metatrader/trade.py,sha256=uigDah9n_rVJiwSslTAArLP94sde1dxYyGyRVIPPgb4,70210
+bbstrader/metatrader/account.py,sha256=tkcAEgFIYZwtFRQc07lXQQFWRqglzR4H4LjX2BDRvj8,56371
+bbstrader/metatrader/rates.py,sha256=RLzeq26LJ8dzFccgTcMjSUut4lsnt7xrWPXf5Z8xVuQ,21073
+bbstrader/metatrader/risk.py,sha256=uLarOF-g9-RBdJuKSmIfT5WrPn47bmrvMxP21pQg4xo,26793
+bbstrader/metatrader/trade.py,sha256=xAdwe00qNP0qeDzXGCK1_i4lsa9LpUkhbj82XqwJe6Y,70464
 bbstrader/metatrader/utils.py,sha256=BTaZun4DKWpCxBBzY0SLQqqz7n_7F_R1F59APfyaa3E,17666
 bbstrader/models/__init__.py,sha256=mpxtXYEcE8hwNDbzJf8MRqnBIa2T1voraEk0U0ri53c,437
 bbstrader/models/factors.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/models/ml.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/models/optimization.py,sha256=JlMsda9L-ADSgw4YPE4o3CsL1Yyxfeahf9kUb-EZqqM,6699
 bbstrader/models/portfolios.py,sha256=dFTZ3maRVY_O3UOIoRlLCbAow3SiLTQYt1q5DNaRUxE,8223
-bbstrader/models/risk.py,sha256=Pm_WoGI-vtPW75fwo_7ptF2Br-xQYBwrAAOIgqDQmy8,15120
+bbstrader/models/risk.py,sha256=k1f78_a6oYk24kv-iURecsSfpgCTWi6IpLsoR4LwnWg,15530
 bbstrader/trading/__init__.py,sha256=3CCzV5rQbH8NthjDJhD0_2FABvpiCmkeC9cVeoW7bi4,438
-bbstrader/trading/execution.py,sha256=p_SKUziBBDuGiOmuxBsgBvxWu5nDVGZmtQBKw8OoZgE,25967
+bbstrader/trading/execution.py,sha256=EhrTtDVV1Dz7T7_RglY4he3ZZMzijgl5tcRhQvbfIWA,26545
 bbstrader/trading/scripts.py,sha256=rQmnG_4F_MuUEc96RXpAQT4kXrC-FkscsgHKgDAR_-Y,1902
-bbstrader/trading/strategies.py,sha256=ztKNL4Nmlb-4N8_cq0OJyn3E2cRcdKdKu3FeTbZrHsU,36402
-bbstrader-0.1.93.dist-info/LICENSE,sha256=1EudjwwP2oTJy8Vh0e-Kzv8VZZU95y-t6c3DYhR51uc,1115
-bbstrader-0.1.93.dist-info/METADATA,sha256=XByGtsQ885U8oZpZOR9DPhQjdfi5eHbScJyGlcbbjxM,9932
-bbstrader-0.1.93.dist-info/WHEEL,sha256=R06PA3UVYHThwHvxuRWMqaGcr-PuniXahwjmQRFMEkY,91
-bbstrader-0.1.93.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
-bbstrader-0.1.93.dist-info/RECORD,,
+bbstrader/trading/strategies.py,sha256=6bj-xXIEzhTfWrGHAkjWJg7U1OkARu7YzoaWeSrfuZY,36460
+bbstrader-0.1.94.dist-info/LICENSE,sha256=1EudjwwP2oTJy8Vh0e-Kzv8VZZU95y-t6c3DYhR51uc,1115
+bbstrader-0.1.94.dist-info/METADATA,sha256=JKdBaA3tjT_Deirxlf_2jSQkvlvZh6UxdVqWMph84mI,9983
+bbstrader-0.1.94.dist-info/WHEEL,sha256=PZUExdf71Ui_so67QXpySuHtCi3-J3wvF4ORK6k_S8U,91
+bbstrader-0.1.94.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
+bbstrader-0.1.94.dist-info/RECORD,,

{bbstrader-0.1.93.dist-info → bbstrader-0.1.94.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (75.5.0)
+Generator: setuptools (75.6.0)
 Root-Is-Purelib: true
 Tag: py3-none-any