bbstrader 0.2.7__tar.gz → 0.2.8__tar.gz

{bbstrader-0.2.7/bbstrader.egg-info → bbstrader-0.2.8}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: bbstrader
-Version: 0.2.7
+Version: 0.2.8
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -19,6 +19,8 @@ Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Operating System :: Microsoft :: Windows
+Classifier: Operating System :: POSIX :: Linux
+Classifier: Operating System :: MacOS
 Classifier: License :: OSI Approved :: MIT License
 Description-Content-Type: text/markdown
 License-File: LICENSE
@@ -53,8 +55,7 @@ Requires-Dist: financetoolkit
 Requires-Dist: tables
 Requires-Dist: lightgbm
 Requires-Dist: alphalens-reloaded
-Provides-Extra: mt5
-Requires-Dist: MetaTrader5; extra == "mt5"
+Requires-Dist: MetaTrader5
 Dynamic: author
 Dynamic: author-email
 Dynamic: classifier
@@ -66,7 +67,6 @@ Dynamic: keywords
 Dynamic: license
 Dynamic: maintainer
 Dynamic: project-url
-Dynamic: provides-extra
 Dynamic: requires-dist
 Dynamic: summary
 

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader/btengine/data.py

@@ -203,10 +203,11 @@ class BaseCSVDataHandler(DataHandler):
             self.symbol_data[s] = self.symbol_data[s].reindex(
                 index=comb_index, method="pad"
             )
+            if "adj_close" not in new_names:
+                self.columns.append("adj_close")
+                self.symbol_data[s]["adj_close"] = self.symbol_data[s]["close"]
             self.symbol_data[s]["returns"] = (
-                self.symbol_data[s][
-                    "adj_close" if "adj_close" in new_names else "close"
-                ]
+                self.symbol_data[s]["adj_close" if "adj_close" in new_names else "close"]
                 .pct_change()
                 .dropna()
             )
@@ -229,7 +230,7 @@ class BaseCSVDataHandler(DataHandler):
         try:
             bars_list = self.latest_symbol_data[symbol]
         except KeyError:
-            print("Symbol not available in the historical data set.")
+            print(f"{symbol} not available in the historical data set.")
             raise
         else:
             return bars_list[-1]
@@ -244,7 +245,7 @@ class BaseCSVDataHandler(DataHandler):
         try:
             bars_list = self.latest_symbol_data[symbol]
         except KeyError:
-            print("Symbol not available in the historical data set.")
+            print(f"{symbol} not available in the historical data set.")
             raise
         else:
             if df:
@@ -260,7 +261,7 @@ class BaseCSVDataHandler(DataHandler):
         try:
             bars_list = self.latest_symbol_data[symbol]
         except KeyError:
-            print("Symbol not available in the historical data set.")
+            print(f"{symbol} not available in the historical data set.")
             raise
         else:
             return bars_list[-1][0]
@@ -274,7 +275,7 @@ class BaseCSVDataHandler(DataHandler):
         try:
             bars_list = self.get_latest_bars(symbol, N)
         except KeyError:
-            print("Symbol not available in the historical data set.")
+            print(f"{symbol} not available in the historical data set for .")
             raise
         else:
             return [b[0] for b in bars_list]
@@ -287,14 +288,14 @@ class BaseCSVDataHandler(DataHandler):
         try:
             bars_list = self.latest_symbol_data[symbol]
         except KeyError:
-            print("Symbol not available in the historical data set.")
+            print(f"{symbol} not available in the historical data set.")
             raise
         else:
             try:
                 return getattr(bars_list[-1][1], val_type)
             except AttributeError:
                 print(
-                    f"Value type {val_type} not available in the historical data set."
+                    f"Value type {val_type} not available in the historical data set for {symbol}."
                 )
                 raise
 
@@ -306,7 +307,7 @@ class BaseCSVDataHandler(DataHandler):
         try:
             bars_list = self.get_latest_bars(symbol, N, df=False)
         except KeyError:
-            print("That symbol is not available in the historical data set.")
+            print(f"{symbol} not available in the historical data set.")
             raise
         else:
             try:
@@ -497,6 +498,8 @@ class YFDataHandler(BaseCSVDataHandler):
                     multi_level_index=False,
                     progress=False,
                 )
+                if "Adj Close" not in data.columns:
+                    data["Adj Close"] = data["Close"]
                 if data.empty:
                     raise ValueError(f"No data found for {symbol}")
                 data.to_csv(filepath)

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader/btengine/portfolio.py

@@ -195,14 +195,12 @@ class Portfolio(object):
         try:
             price = self.bars.get_latest_bar_value(symbol, "adj_close")
             return price
-        except AttributeError:
+        except (AttributeError, KeyError, ValueError):
             try:
                 price = self.bars.get_latest_bar_value(symbol, "close")
                 return price
-            except AttributeError:
-                raise AttributeError(
-                    "Bars object must have 'adj_close' or 'close' prices"
-                )
+            except (AttributeError, KeyError, ValueError):
+                return 0.0
 
     def update_timeindex(self, event: MarketEvent):
         """

bbstrader-0.2.8/bbstrader/compat.py

@@ -0,0 +1,23 @@
+import platform
+import sys
+
+
+def setup_mock_metatrader():
+    """Mock MetaTrader5 on Linux to prevent import errors."""
+    if platform.system() == "Linux":
+        from unittest.mock import MagicMock
+
+        class Mock(MagicMock):
+            @classmethod
+            def __getattr__(cls, name):
+                return MagicMock()
+
+        MOCK_MODULES = ["MetaTrader5"]
+        sys.modules.update((mod_name, Mock()) for mod_name in MOCK_MODULES)
+
+        print(
+            "Warning: MetaTrader5 is not available on Linux. A mock version is being used."
+        )
+
+
+setup_mock_metatrader()

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader/metatrader/account.py

@@ -4,6 +4,7 @@ import urllib.request
 from datetime import datetime
 from typing import Any, Dict, List, Literal, Optional, Tuple, Union
 
+from bbstrader import compat  # noqa: F401
 import MetaTrader5 as mt5
 import pandas as pd
 from currency_converter import SINGLE_DAY_ECB_URL, CurrencyConverter

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader/metatrader/rates.py

@@ -1,12 +1,14 @@
 from datetime import datetime
 from typing import Optional, Union
 
+from bbstrader import compat  # noqa: F401
 import MetaTrader5 as Mt5
 import pandas as pd
 from exchange_calendars import get_calendar, get_calendar_names
 from pandas.tseries.holiday import USFederalHolidayCalendar
 from pandas.tseries.offsets import CustomBusinessDay
 
+
 from bbstrader.metatrader.account import AMG_EXCHANGES, Account, check_mt5_connection
 from bbstrader.metatrader.utils import TIMEFRAMES, TimeFrame, raise_mt5_error
 
@@ -172,7 +174,7 @@ class Rates(object):
             480,
             720,
         ]:
-            key = f"{minutes//60}h" if minutes >= 60 else f"{minutes}m"
+            key = f"{minutes // 60}h" if minutes >= 60 else f"{minutes}m"
             time_frame_mapping[key] = int(td * (60 / minutes) * sd)
         time_frame_mapping["D1"] = int(td)
 

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader/metatrader/risk.py

@@ -2,6 +2,7 @@ import random
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
 
+from bbstrader import compat  # noqa: F401
 import MetaTrader5 as Mt5
 from scipy.stats import norm
 

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader/metatrader/trade.py

@@ -4,6 +4,7 @@ from datetime import datetime
 from logging import Logger
 from typing import Any, Callable, Dict, List, Literal, Optional, Tuple
 
+from bbstrader import compat  # noqa: F401
 import MetaTrader5 as Mt5
 import pandas as pd
 from tabulate import tabulate
@@ -89,7 +90,7 @@ class Trade(RiskManagement):
         symbol: str = "EURUSD",
         expert_name: str = "bbstrader",
         expert_id: int = 9818,
-        version: str = "1.0",
+        version: str = "2.0",
         target: float = 5.0,
         start_time: str = "1:00",
         finishing_time: str = "23:00",
@@ -604,7 +605,7 @@ class Trade(RiskManagement):
                     result = self.send_order(request)
                     if result.retcode == Mt5.TRADE_RETCODE_DONE:
                         break
-            elif result.retcode == Mt5.TRADE_RETCODE_INVALID_VOLUME: #10014
+            elif result.retcode == Mt5.TRADE_RETCODE_INVALID_VOLUME:  # 10014
                 new_volume = int(request["volume"])
                 if new_volume >= 1:
                     request["volume"] = new_volume
@@ -660,7 +661,7 @@ class Trade(RiskManagement):
                                 self.sell_positions.append(position.ticket)
                             profit = round(self.get_account_info().profit, 5)
                             order_info = (
-                                f"2. {order_type} Position Opened, Symbol: {self.symbol}, Price: @{round(position.price_open,5)}, "
+                                f"2. {order_type} Position Opened, Symbol: {self.symbol}, Price: @{round(position.price_open, 5)}, "
                                 f"Sl: @{position.sl} Tp: @{position.tp}"
                             )
                             self.logger.info(order_info)
@@ -922,21 +923,35 @@ class Trade(RiskManagement):
             return current_profit >= th_profit
         return False
 
+    def _get_trail_after_points(self, trail_after_points: int | str) -> int:
+        if isinstance(trail_after_points, str):
+            if trail_after_points == "SL":
+                return self.get_stop_loss()
+            elif trail_after_points == "TP":
+                return self.get_take_profit()
+            elif trail_after_points == "BE":
+                return self.get_break_even()
+        # TODO: Add other combinations (e.g. "SL+TP", "SL+BE", "TP+BE", "SL*N", etc.)
+        return trail_after_points
+
     def break_even(
         self,
         mm=True,
         id: Optional[int] = None,
         trail: Optional[bool] = True,
         stop_trail: Optional[int] = None,
-        trail_after_points: Optional[int] = None,
+        trail_after_points: int | str = None,
         be_plus_points: Optional[int] = None,
     ):
         """
-        This function checks if it's time to set the break-even level for a trading position.
-        If it is, it sets the break-even level. If the break-even level has already been set,
-        it checks if the price has moved in a favorable direction.
-        If it has, and the trail parameter is set to True, it updates
-        the break-even level based on the trail_after_points and stop_trail parameters.
+        Manages the break-even level of a trading position.
+
+        This function checks whether it is time to set a break-even stop loss for an open position.
+        If the break-even level is already set, it monitors price movement and updates the stop loss
+        accordingly if the `trail` parameter is enabled.
+
+        When `trail` is enabled, the function dynamically adjusts the break-even level based on the
+        `trail_after_points` and `stop_trail` parameters.
 
         Args:
             id (int): The strategy ID or expert ID.
@@ -944,8 +959,12 @@ class Trade(RiskManagement):
             trail (bool): Whether to trail the stop loss or not.
             stop_trail (int): Number of points to trail the stop loss by.
                 It represent the distance from the current price to the stop loss.
-            trail_after_points (int): Number of points in profit
+            trail_after_points (int, str): Number of points in profit
                 from where the strategy will start to trail the stop loss.
+                If set to str, it must be one of the following values:
+                - 'SL' to trail the stop loss after the profit reaches the stop loss level in points.
+                - 'TP' to trail the stop loss after the profit reaches the take profit level in points.
+                - 'BE' to trail the stop loss after the profit reaches the break-even level in points.
             be_plus_points (int): Number of points to add to the break-even level.
                 Represents the minimum profit to secure.
         """
@@ -956,16 +975,19 @@ class Trade(RiskManagement):
         positions = self.get_positions(symbol=self.symbol)
         be = self.get_break_even()
         if trail_after_points is not None:
-            assert trail_after_points > be, (
-                "trail_after_points must be greater than break even" " or set to None"
-            )
+            if isinstance(trail_after_points, int):
+                assert trail_after_points > be, (
+                    "trail_after_points must be greater than break even or set to None"
+                )
+            trail_after_points = self._get_trail_after_points(trail_after_points)
         if positions is not None:
             for position in positions:
                 if position.magic == Id:
-                    size = self.get_symbol_info(self.symbol).trade_tick_size
-                    value = self.get_symbol_info(self.symbol).trade_tick_value
-                    point = self.get_symbol_info(self.symbol).point
-                    digits = self.get_symbol_info(self.symbol).digits
+                    symbol_info = self.get_symbol_info(self.symbol)
+                    size = symbol_info.trade_tick_size
+                    value = symbol_info.trade_tick_value
+                    point = symbol_info.point
+                    digits = symbol_info.digits
                     points = position.profit * (size / value / position.volume)
                     break_even = float(points / point) >= be
                     if break_even:

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader/metatrader/utils.py

@@ -2,6 +2,7 @@ from datetime import datetime
 from enum import Enum
 from typing import NamedTuple, Optional
 
+from bbstrader import compat  # noqa: F401
 import MetaTrader5 as MT5
 
 __all__ = [

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader/trading/execution.py

@@ -621,7 +621,7 @@ class MT5ExecutionEngine:
         optimizer: str = "equal",
         trail: bool = True,
         stop_trail: Optional[int] = None,
-        trail_after_points: Optional[int] = None,
+        trail_after_points: int | str = None,
         be_plus_points: Optional[int] = None,
         show_positions_orders: bool = False,
         iter_time: int | float = 5,

{bbstrader-0.2.7 → bbstrader-0.2.8/bbstrader.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: bbstrader
-Version: 0.2.7
+Version: 0.2.8
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -19,6 +19,8 @@ Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Operating System :: Microsoft :: Windows
+Classifier: Operating System :: POSIX :: Linux
+Classifier: Operating System :: MacOS
 Classifier: License :: OSI Approved :: MIT License
 Description-Content-Type: text/markdown
 License-File: LICENSE
@@ -53,8 +55,7 @@ Requires-Dist: financetoolkit
 Requires-Dist: tables
 Requires-Dist: lightgbm
 Requires-Dist: alphalens-reloaded
-Provides-Extra: mt5
-Requires-Dist: MetaTrader5; extra == "mt5"
+Requires-Dist: MetaTrader5
 Dynamic: author
 Dynamic: author-email
 Dynamic: classifier
@@ -66,7 +67,6 @@ Dynamic: keywords
 Dynamic: license
 Dynamic: maintainer
 Dynamic: project-url
-Dynamic: provides-extra
 Dynamic: requires-dist
 Dynamic: summary
 

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader.egg-info/SOURCES.txt

@@ -4,6 +4,7 @@ README.md
 requirements.txt
 setup.py
 bbstrader/__ini__.py
+bbstrader/compat.py
 bbstrader/config.py
 bbstrader/tseries.py
 bbstrader.egg-info/PKG-INFO

{bbstrader-0.2.7 → bbstrader-0.2.8}/bbstrader.egg-info/requires.txt

@@ -29,6 +29,4 @@ financetoolkit
 tables
 lightgbm
 alphalens-reloaded
-
-[MT5]
 MetaTrader5

{bbstrader-0.2.7 → bbstrader-0.2.8}/requirements.txt

@@ -28,4 +28,5 @@ eodhd
 financetoolkit
 tables
 lightgbm
-alphalens-reloaded
+alphalens-reloaded
+MetaTrader5

{bbstrader-0.2.7 → bbstrader-0.2.8}/setup.py

@@ -1,6 +1,7 @@
 import io
 import sys
 from os import path
+import platform
 
 from setuptools import setup
 
@@ -16,7 +17,10 @@ with io.open(path.join(here, "README.md"), encoding="utf-8") as f:
 with io.open(path.join(here, "requirements.txt"), encoding="utf-8") as f:
     REQUIREMENTS = [line.rstrip() for line in f]
 
-VERSION = "0.2.07"
+if platform.system() == "Linux":
+    REQUIREMENTS.remove("MetaTrader5")
+
+VERSION = "0.2.08"
 DESCRIPTION = "Simplified Investment & Trading Toolkit"
 
 KEYWORDS = [
@@ -54,6 +58,8 @@ CLASSIFIERS = [
     "Programming Language :: Python :: 3.11",
     "Programming Language :: Python :: 3.12",
     "Operating System :: Microsoft :: Windows",
+    "Operating System :: POSIX :: Linux",
+    "Operating System :: MacOS",
     "License :: OSI Approved :: MIT License",
 ]
 
@@ -88,7 +94,6 @@ setup(
     packages=INLCUDE,
     install_requires=REQUIREMENTS,
     extras_require={
-        "MT5": ["MetaTrader5"],
         # 'zipline': ['zipline'],
         # 'cerebro': ['backtrader'],
     },