bbstrader 0.2.91__py3-none-any.whl → 0.2.93__py3-none-any.whl

bbstrader/tseries.py

@@ -598,7 +598,9 @@ def plot_residuals(df: pd.DataFrame):
 
 
 def run_cadf_test(
-    pair: Union[List[str], Tuple[str, ...]], start: str, end: str
+    pair: Union[List[str], Tuple[str, ...]],
+    start: str,
+    end: str,
 ) -> None:
     """
     Performs the Cointegration Augmented Dickey-Fuller (CADF) test on a pair of stock tickers
@@ -666,8 +668,22 @@ def run_cadf_test(
     """
     # Download historical data for required stocks
     p0, p1 = pair[0], pair[1]
-    _p0 = yf.download(p0, start=start, end=end, progress=False, multi_level_index=False)
-    _p1 = yf.download(p1, start=start, end=end, progress=False, multi_level_index=False)
+    _p0 = yf.download(
+        p0,
+        start=start,
+        end=end,
+        progress=False,
+        multi_level_index=False,
+        auto_adjust=True,
+    )
+    _p1 = yf.download(
+        p1,
+        start=start,
+        end=end,
+        progress=False,
+        multi_level_index=False,
+        auto_adjust=True,
+    )
     df = pd.DataFrame(index=_p0.index)
     df[p0] = _p0["Adj Close"]
     df[p1] = _p1["Adj Close"]
@@ -751,7 +767,12 @@ def run_hurst_test(symbol: str, start: str, end: str):
     >>> run_hurst_test('AAPL', '2023-01-01', '2023-12-31')
     """
     data = yf.download(
-        symbol, start=start, end=end, progress=False, multi_level_index=False
+        symbol,
+        start=start,
+        end=end,
+        progress=False,
+        multi_level_index=False,
+        auto_adjust=True,
     )
 
     # Create a Geometric Brownian Motion, Mean-Reverting, and Trending Series
@@ -774,6 +795,7 @@ def test_cointegration(ticker1, ticker2, start, end):
         end=end,
         progress=False,
         multi_level_index=False,
+        auto_adjust=True,
     )["Adj Close"].dropna()
 
     # Perform Johansen cointegration test
@@ -917,8 +939,12 @@ def run_kalman_filter(
 
     >>> run_kalman_filter(['SPY', 'QQQ'], '2023-01-01', '2023-12-31')
     """
-    etf_df1 = yf.download(etfs[0], start, end, progress=False, multi_level_index=False)
-    etf_df2 = yf.download(etfs[1], start, end, progress=False, multi_level_index=False)
+    etf_df1 = yf.download(
+        etfs[0], start, end, progress=False, multi_level_index=False, auto_adjust=True
+    )
+    etf_df2 = yf.download(
+        etfs[1], start, end, progress=False, multi_level_index=False, auto_adjust=True
+    )
 
     prices = pd.DataFrame(index=etf_df1.index)
     prices[etfs[0]] = etf_df1["Adj Close"]
@@ -1674,7 +1700,7 @@ def analyze_cointegrated_pairs(
         y = spreads.coint
         X = spreads[["drift", "vol", "corr", "corr_ret"]]
         decision_tree.fit(X, y)
-        res = f'{decision_tree.best_score_:.2%}, Depth: {decision_tree.best_params_["max_depth"]}'
+        res = f"{decision_tree.best_score_:.2%}, Depth: {decision_tree.best_params_['max_depth']}"
         print(res)
 
     if crosstab:

{bbstrader-0.2.91.dist-info → bbstrader-0.2.93.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: bbstrader
-Version: 0.2.91
+Version: 0.2.93
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -55,6 +55,8 @@ Requires-Dist: financetoolkit
 Requires-Dist: tables
 Requires-Dist: lightgbm
 Requires-Dist: alphalens-reloaded
+Requires-Dist: pyfiglet
+Requires-Dist: colorama
 Provides-Extra: mt5
 Requires-Dist: MetaTrader5; extra == "mt5"
 Dynamic: author
@@ -104,6 +106,7 @@ It leverages statistical models and algorithms to perform tasks such as cointegr
 - **Comprehensive Backtesting**: Assess the performance of trading strategies with historical market data to optimize parameters and strategies for live trading environments.
 - **Integrated Risk Management**: Leverage advanced risk management techniques to adapt to changing market conditions and maintain control over risk exposure.
 - **Automated Trading**: Execute trades automatically on the MT5 platform, with support for managing orders, positions, and risk in real-time.
+- **Trade Copier**: Copy trades from one account to another or multiple accounts.
 - **Flexible Framework**: Customize existing strategies or develop new ones with the flexible, modular architecture designed to accommodate traders' evolving needs.
 - **Advanced Time Series Analysis**: Conduct in-depth analysis of financial time series data to identify patterns, trends, and relationships that can inform trading strategies.
 You can read the full documentation [here](https://bbstrader.readthedocs.io/en/latest/index.html)
@@ -118,7 +121,8 @@ This Module currenlty support three brokers, [Admirals Group AS](https://cabinet
 
 Then, you can install `bbstrader` using pip:
 ```bash
-pip install bbstrader
+pip install bbstrader # Mac and Linux
+pip install bbstrader[MT5] # Windows
 ```
 
 ## Examples

bbstrader-0.2.93.dist-info/RECORD

@@ -0,0 +1,44 @@
+bbstrader/__ini__.py,sha256=ahTl0_LzPsSMLr0Ae_hV78IuMFvMFDwPOBQh4kQltes,641
+bbstrader/__main__.py,sha256=JvWLoIN03J1VKwmrJN0Z8m7uFfAL3F-6c_Yij_CUAgM,1534
+bbstrader/compat.py,sha256=YYubimfqHj8yPFhfqCDvz9eddMK9JJUYvxQDle6-tNU,506
+bbstrader/config.py,sha256=YMH9O_b0eJdfTwlw6GNbjRo0ieQMTH893crgwbbW5fQ,4110
+bbstrader/tseries.py,sha256=lbsbEl7jNyKHqkHdzX_DqAlZ7z46dGOJWB6kG2Y60qg,70181
+bbstrader/btengine/__init__.py,sha256=FL0kC0NcsnlTH-yuTv4lu6AexY1wZKN1AQ9rv9MZagQ,3009
+bbstrader/btengine/backtest.py,sha256=ZzGhoN-_g0cF-OCyk173imze2OXEhykHTUiJ9MowDO8,14582
+bbstrader/btengine/data.py,sha256=UpHW27o7cb9ibQJ6JYovfG_zyxA9SCwR0-Zv7zUQxSM,27296
+bbstrader/btengine/event.py,sha256=38mhZH9d53C4x7bZER2B0O6M18txzS4u7zveKyxeP5Y,8603
+bbstrader/btengine/execution.py,sha256=Ij5dLc9mGgtWp2dKAH5oURplA3RS_ZtwTwSrp9IYfpk,10644
+bbstrader/btengine/performance.py,sha256=1ecWrTzHBQbk4ORvbTEKxwCzlL1brcXOEUwgbnjAwx4,12470
+bbstrader/btengine/portfolio.py,sha256=mh2_zNJDmKzb0lo55PXhbXYxXMmXRA4YLkgzwxRMuZE,16110
+bbstrader/btengine/scripts.py,sha256=Dff0cMvaZBynczVagY91XvHxQR7v53lMXyHMF69n3DY,4994
+bbstrader/btengine/strategy.py,sha256=c-wvotJdhHu5FWAlPkv33LfjoW-7ID2G0Di_hc7CYMM,33217
+bbstrader/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+bbstrader/core/data.py,sha256=3_odj9jxokyKU15j1aHTlgLQDjW75tKqGpCUfkpYq2Q,452
+bbstrader/core/utils.py,sha256=yC4_BqymZ4_t5J6y3bRY5J8hCT_0ooSPD8rqwj_aYdM,4225
+bbstrader/ibkr/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+bbstrader/ibkr/utils.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+bbstrader/metatrader/__init__.py,sha256=_vDoSBDTQ9JVhN6HsSYmTBx8womTvbJ222aqTRG5rmE,339
+bbstrader/metatrader/account.py,sha256=As2LtWUbVnobM5I1WPNAYv5_w_7mMm5xF31jaOtI8IU,58009
+bbstrader/metatrader/copier.py,sha256=eoztbIlzBAJ-zjNpcq4NN7QnFkGJ3VSRqVmr6oGhUtA,32412
+bbstrader/metatrader/rates.py,sha256=DzjObLlas38TnprPsw4xPxTupCRwy_jZzLezCU_4p0I,21169
+bbstrader/metatrader/risk.py,sha256=jLrLiQWb_v8Dl480jXaUbA-yV4ck8ES4PArTRAWILE0,27680
+bbstrader/metatrader/scripts.py,sha256=zgY94YGL7l_tzVnbkZWlj5YRRogM1jHY9i3Vxxmh6qQ,2196
+bbstrader/metatrader/trade.py,sha256=f1fETc83bmLru0hXtu5VpV73lB3dGMVJrHf8cdsirdI,78616
+bbstrader/metatrader/utils.py,sha256=1d7A8XhUmiLGpG4ImcBhCgs7xHrmYe_YJhynWIdLr30,17748
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+bbstrader/models/factors.py,sha256=dWuXh83hLkwxUp3XwjgUl-r3_cjVcV_s0aFRlSLIfo8,13332
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+bbstrader/models/optimization.py,sha256=gp0n9a9vwbUldaNiZUYry_4RP2NW0VFZ2k5NoOkz30c,6581
+bbstrader/models/portfolio.py,sha256=-Zq9cmzyOZUlGq9RWfAxClpX0KJZqYZYpc5EGNTcPGI,8302
+bbstrader/models/risk.py,sha256=IFQoHXxpBwJiifANRgwyAUOp7EgTWBAhfJFCO1sGR3g,15405
+bbstrader/trading/__init__.py,sha256=2VoxbzfP1XBLVuxJtjRhjEBCtnv9HqwQzfMV4B5mM7M,468
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+bbstrader/trading/strategies.py,sha256=rMvLIhX_8MQg7_Lbo127UqdTRxBUof2m3jgRQTm55p0,37019
+bbstrader-0.2.93.dist-info/LICENSE,sha256=P3PBO9RuYPzl6-PkjysTNnwmwMB64ph36Bz9DBj8MS4,1115
+bbstrader-0.2.93.dist-info/METADATA,sha256=IUHCIzp-HO_VPJPubFU_IWVhaoeHMM41_ytwOcSBM4M,11546
+bbstrader-0.2.93.dist-info/WHEEL,sha256=52BFRY2Up02UkjOa29eZOS2VxUrpPORXg1pkohGGUS8,91
+bbstrader-0.2.93.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
+bbstrader-0.2.93.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
+bbstrader-0.2.93.dist-info/RECORD,,

{bbstrader-0.2.91.dist-info → bbstrader-0.2.93.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (75.8.0)
+Generator: setuptools (76.0.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

bbstrader-0.2.93.dist-info/entry_points.txt

@@ -0,0 +1,2 @@
+[console_scripts]
+bbstrader = bbstrader.__main__:main

bbstrader-0.2.91.dist-info/RECORD

@@ -1,38 +0,0 @@
-bbstrader/__ini__.py,sha256=ahTl0_LzPsSMLr0Ae_hV78IuMFvMFDwPOBQh4kQltes,641
-bbstrader/compat.py,sha256=xx7ZW6Tx_wuCedKxkzt2dQQRsVNwamqszr6LJ88qnPg,494
-bbstrader/config.py,sha256=USwdS5qaGbc1Wp5rF0ckP3R1HEZJ8tY0tkZX4CkgNoc,4204
-bbstrader/tseries.py,sha256=GYNDo03dYEnYHwcQYKpclNDGCwvZ_qAPyou0vhQndS0,69851
-bbstrader/btengine/__init__.py,sha256=FL0kC0NcsnlTH-yuTv4lu6AexY1wZKN1AQ9rv9MZagQ,3009
-bbstrader/btengine/backtest.py,sha256=ZzGhoN-_g0cF-OCyk173imze2OXEhykHTUiJ9MowDO8,14582
-bbstrader/btengine/data.py,sha256=Ycd0rXTT8h_WZBdMKJe_O3EiN5GGA1m-zECRxoU_40w,27172
-bbstrader/btengine/event.py,sha256=38mhZH9d53C4x7bZER2B0O6M18txzS4u7zveKyxeP5Y,8603
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-bbstrader/btengine/performance.py,sha256=0meGbMFYzzI9n_09qf4RFpdyqQmCa6C_iu6PvE2POIE,10787
-bbstrader/btengine/portfolio.py,sha256=mh2_zNJDmKzb0lo55PXhbXYxXMmXRA4YLkgzwxRMuZE,16110
-bbstrader/btengine/strategy.py,sha256=EiE1P_V0wlFIsA-2U5POQ7qtRMkr1OTH1pQia4jBcGY,32937
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-bbstrader/ibkr/utils.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bbstrader/metatrader/__init__.py,sha256=rrL_EtecsOCD2Cwhmpgta5CjSGT0K6vzSBiQoyCLe3M,283
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-bbstrader/models/__init__.py,sha256=SnGBMQ-zcUIpms3oNeqg7EVDFpg-7OPjNAD8kvi_Q84,508
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-bbstrader/models/portfolio.py,sha256=-Zq9cmzyOZUlGq9RWfAxClpX0KJZqYZYpc5EGNTcPGI,8302
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-bbstrader/trading/scripts.py,sha256=pNwHr-3mW87G5fyIMd93wS43NkzOZn4npt4fLNnSUyk,1922
-bbstrader/trading/strategies.py,sha256=rMvLIhX_8MQg7_Lbo127UqdTRxBUof2m3jgRQTm55p0,37019
-bbstrader-0.2.91.dist-info/LICENSE,sha256=P3PBO9RuYPzl6-PkjysTNnwmwMB64ph36Bz9DBj8MS4,1115
-bbstrader-0.2.91.dist-info/METADATA,sha256=p7lknhoGBQ4jx8GoWH3icJW5U0NhhpXNGySr-ll2LY8,11359
-bbstrader-0.2.91.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
-bbstrader-0.2.91.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
-bbstrader-0.2.91.dist-info/RECORD,,