bbstrader 0.2.95__py3-none-any.whl → 0.2.96__py3-none-any.whl
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- bbstrader/__main__.py +2 -2
- bbstrader/core/__init__.py +2 -0
- bbstrader/core/data.py +424 -7
- bbstrader/core/utils.py +2 -0
- bbstrader/models/__init__.py +1 -0
- bbstrader/models/ml.py +7 -7
- bbstrader/models/nlp.py +784 -0
- bbstrader/trading/execution.py +4 -1
- bbstrader/trading/scripts.py +144 -58
- bbstrader/trading/utils.py +69 -0
- {bbstrader-0.2.95.dist-info → bbstrader-0.2.96.dist-info}/METADATA +10 -2
- {bbstrader-0.2.95.dist-info → bbstrader-0.2.96.dist-info}/RECORD +16 -15
- {bbstrader-0.2.95.dist-info → bbstrader-0.2.96.dist-info}/WHEEL +1 -1
- bbstrader/trading/script.py +0 -155
- {bbstrader-0.2.95.dist-info → bbstrader-0.2.96.dist-info}/entry_points.txt +0 -0
- {bbstrader-0.2.95.dist-info → bbstrader-0.2.96.dist-info/licenses}/LICENSE +0 -0
- {bbstrader-0.2.95.dist-info → bbstrader-0.2.96.dist-info}/top_level.txt +0 -0
bbstrader/trading/execution.py
CHANGED
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@@ -11,7 +11,7 @@ from bbstrader.config import BBSTRADER_DIR
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from bbstrader.core.utils import TradeAction
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from bbstrader.metatrader.account import Account, check_mt5_connection
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from bbstrader.metatrader.trade import Trade
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from bbstrader.trading.
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from bbstrader.trading.utils import send_message
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try:
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import MetaTrader5 as MT5
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@@ -592,6 +592,9 @@ def _mt5_execution(
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)
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_print_exc(debug_mode, msg)
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continue
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except KeyboardInterrupt:
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logger.info("Stopping the Execution Engine ...")
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break
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def _tws_execution(*args, **kwargs):
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bbstrader/trading/scripts.py
CHANGED
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@@ -1,69 +1,155 @@
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import
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import argparse
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import json
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import multiprocessing as mp
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import os
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import sys
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from
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from
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from
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from bbstrader.btengine import MT5Strategy, Strategy
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from bbstrader.core.utils import load_class, load_module
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from bbstrader.metatrader.trade import create_trade_instance
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from bbstrader.trading.execution import mt5_engine
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EXECUTION_PATH = os.path.expanduser("~/.bbstrader/execution/execution.py")
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CONFIG_PATH = os.path.expanduser("~/.bbstrader/execution/execution.json")
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__all__ = ["send_telegram_message", "send_notification", "send_message"]
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def load_config(config_path, strategy_name, account=None):
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if not os.path.exists(config_path):
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raise FileNotFoundError(f"Configuration file not found at {config_path}")
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with open(config_path, "r") as f:
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config = json.load(f)
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try:
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config = config[strategy_name]
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except KeyError:
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raise ValueError(
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f"Strategy {strategy_name} not found in the configuration file."
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)
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if account is not None:
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try:
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config = config[account]
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except KeyError:
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raise ValueError(f"Account {account} not found in the configuration file.")
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if config.get("symbol_list") is None:
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raise ValueError("symbol_list is required in the configuration file.")
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if config.get("trades_kwargs") is None:
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raise ValueError("trades_kwargs is required in the configuration file.")
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return config
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async def send_telegram_message(token, chat_id, text=""):
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"""
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Send a message to a telegram chat
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text: str: Message to send
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"""
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try:
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bot = Bot(token=token)
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if isinstance(chat_id, (int, str)):
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chat_id = [chat_id]
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for id in chat_id:
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await bot.send_message(chat_id=id, text=text)
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except TelegramError as e:
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print(f"Error sending message: {e}")
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def worker_function(account, args):
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strategy_module = load_module(args.path)
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strategy_class = load_class(strategy_module, args.strategy, (MT5Strategy, Strategy))
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config = load_config(args.config, args.strategy, account)
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symbol_list = config.pop("symbol_list")
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trades_kwargs = config.pop("trades_kwargs")
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trades = create_trade_instance(symbol_list, trades_kwargs)
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kwargs = {
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"symbol_list": symbol_list,
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"trades_instances": trades,
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"strategy_cls": strategy_class,
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"account": account,
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**config,
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}
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mt5_engine(account, **kwargs)
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def mt5_terminal(args):
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if args.parallel:
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if len(args.account) == 0:
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raise ValueError(
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"account or accounts are required when running in parallel"
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)
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processes = []
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try:
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for account in args.account:
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p = mp.Process(target=worker_function, args=(account, args))
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p.start()
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processes.append(p)
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for p in processes:
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p.join()
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except Exception as e:
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print(f"Error in parallel execution: {e}")
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raise e
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except KeyboardInterrupt:
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print("\nTerminating Execution...")
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for p in processes:
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p.terminate()
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for p in processes:
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p.join()
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print("Execution terminated")
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else:
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worker_function(None, args)
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def tws_terminal(args):
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raise NotImplementedError("TWS terminal is not implemented yet")
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def execute_strategy(unknown):
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HELP_MSG = """
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Execute a strategy on one or multiple MT5 accounts.
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Usage:
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python -m bbstrader --run execution [options]
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Options:
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-s, --strategy: Strategy class name to run
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-a, --account: Account(s) name(s) or ID(s) to run the strategy on (must be the same as in the configuration file)
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-p, --path: Path to the execution file (default: ~/.bbstrader/execution/execution.py)
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-c, --config: Path to the configuration file (default: ~/.bbstrader/execution/execution.json)
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-l, --parallel: Run the strategy in parallel (default: False)
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-t, --terminal: Terminal to use (default: MT5)
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-h, --help: Show this help message and exit
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Note:
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The configuration file must contain all the required parameters
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to create trade instances for each account and strategy.
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The configuration file must be a dictionary with the following structure:
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If parallel is True:
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{
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"strategy_name": {
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"account_name": {
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"symbol_list": ["symbol1", "symbol2"],
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"trades_kwargs": {"param1": "value1", "param2": "value2"}
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**other_parameters (for the strategy and the execution engine)
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}
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}
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}
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If parallel is False:
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{
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"strategy_name": {
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"symbol_list": ["symbol1", "symbol2"],
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"trades_kwargs": {"param1": "value1", "param2": "value2"}
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**other_parameters (for the strategy and the execution engine)
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}
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}
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See bbstrader.metatrader.trade.create_trade_instance for more details on the trades_kwargs.
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See bbstrader.trading.execution.MT5ExecutionEngine for more details on the other parameters.
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All other paramaters must be python built-in types.
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If you have custom type you must set them in your strategy class
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or run the MT5ExecutionEngine directly, don't run on CLI.
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"""
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if
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if "-h" in unknown or "--help" in unknown:
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print(HELP_MSG)
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sys.exit(0)
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parser = argparse.ArgumentParser()
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parser.add_argument("-s", "--strategy", type=str, required=True)
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parser.add_argument("-a", "--account", type=str, nargs="*", default=[])
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parser.add_argument("-p", "--path", type=str, default=EXECUTION_PATH)
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parser.add_argument("-c", "--config", type=str, default=CONFIG_PATH)
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parser.add_argument("-l", "--parallel", action="store_true")
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parser.add_argument(
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"-t", "--terminal", type=str, default="MT5", choices=["MT5", "TWS"]
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)
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args = parser.parse_args(unknown)
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if args.terminal == "MT5":
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mt5_terminal(args)
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elif args.terminal == "TWS":
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tws_terminal(args)
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@@ -0,0 +1,69 @@
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import asyncio
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from notifypy import Notify
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from telegram import Bot
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from telegram.error import TelegramError
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__all__ = ["send_telegram_message", "send_notification", "send_message"]
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async def send_telegram_message(token, chat_id, text=""):
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"""
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Send a message to a telegram chat
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Args:
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token: str: Telegram bot token
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chat_id: int or str or list: Chat id or list of chat ids
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text: str: Message to send
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"""
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try:
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bot = Bot(token=token)
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if isinstance(chat_id, (int, str)):
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chat_id = [chat_id]
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for id in chat_id:
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await bot.send_message(chat_id=id, text=text)
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except TelegramError as e:
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print(f"Error sending message: {e}")
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def send_notification(title, message=""):
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"""
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Send a desktop notification
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Args:
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title: str: Title of the notification
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message: str: Message of the notification
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"""
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notification = Notify(default_notification_application_name="bbstrading")
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notification.title = title
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notification.message = message
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notification.send()
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def send_message(
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title="SIGNAL",
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message="New signal",
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notify_me=False,
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telegram=False,
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token=None,
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chat_id=None,
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):
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"""
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Send a message to the user
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Args:
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title: str: Title of the message
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message: str: Message of the message
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notify_me: bool: Send a desktop notification
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telegram: bool: Send a telegram message
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token: str: Telegram bot token
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chat_id: int or str or list: Chat id or list of chat ids
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"""
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if notify_me:
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send_notification(title, message=message)
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if telegram:
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if token is None or chat_id is None:
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raise ValueError("Token and chat_id must be provided")
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asyncio.run(send_telegram_message(token, chat_id, text=message))
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Metadata-Version: 2.
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Metadata-Version: 2.4
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Name: bbstrader
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Version: 0.2.
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Version: 0.2.96
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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/
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@@ -58,6 +58,13 @@ Requires-Dist: lightgbm
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Requires-Dist: alphalens-reloaded
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Requires-Dist: pyfiglet
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Requires-Dist: colorama
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Requires-Dist: praw
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Requires-Dist: tweepy
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Requires-Dist: beautifulsoup4
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Requires-Dist: dash
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Requires-Dist: nltk
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Requires-Dist: textblob
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Requires-Dist: vaderSentiment
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Provides-Extra: mt5
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Requires-Dist: MetaTrader5; extra == "mt5"
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Dynamic: author
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@@ -69,6 +76,7 @@ Dynamic: download-url
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Dynamic: home-page
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Dynamic: keywords
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Dynamic: license
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+
Dynamic: license-file
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Dynamic: maintainer
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Dynamic: project-url
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Dynamic: provides-extra
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@@ -1,5 +1,5 @@
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1
1
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bbstrader/__ini__.py,sha256=v6zyJHj5FMRL-_P7AwnTGbCF-riMqhqlTvDgfulj7go,621
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2
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-
bbstrader/__main__.py,sha256=
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+
bbstrader/__main__.py,sha256=9KDkv2eXb01wuGW5AB-K6bAecSTXG4eCAErmWxTUx1E,1498
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3
3
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bbstrader/compat.py,sha256=djbHMvTvy0HYm1zyZ6Ttp_LMwP2PqTSVw1r7pqbz7So,487
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4
4
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bbstrader/config.py,sha256=c2nCUw-bYWf5kkyFls5Nqld8HdMczexSilTni7rYUBw,3973
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5
5
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bbstrader/tseries.py,sha256=H4D_A966HdN8YjBfuCcF8QBQdhjOrTcidR98wP2KN_I,68339
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@@ -12,9 +12,9 @@ bbstrader/btengine/performance.py,sha256=1ecWrTzHBQbk4ORvbTEKxwCzlL1brcXOEUwgbnj
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12
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bbstrader/btengine/portfolio.py,sha256=mh2_zNJDmKzb0lo55PXhbXYxXMmXRA4YLkgzwxRMuZE,16110
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bbstrader/btengine/scripts.py,sha256=8o66dq4Ex4DsH4s8xvJqUOFjLzZJSnbBvvNBzohtzoE,4837
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14
14
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bbstrader/btengine/strategy.py,sha256=c-wvotJdhHu5FWAlPkv33LfjoW-7ID2G0Di_hc7CYMM,33217
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15
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-
bbstrader/core/__init__.py,sha256=
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-
bbstrader/core/data.py,sha256=
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-
bbstrader/core/utils.py,sha256=
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15
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+
bbstrader/core/__init__.py,sha256=GIFzFSStPfE0XM2j7mDeZZQeMTh_AwPsDOQXwMVJLgw,97
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16
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+
bbstrader/core/data.py,sha256=VPuynoT0uFYduh7la8gZSnEv_Gq8Xu2vJZJ7TfQMll8,18797
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17
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+
bbstrader/core/utils.py,sha256=lmL-hpaVHxuhX-V5wgBslnA4Ob89iY1omoSvL3FFOro,4120
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18
18
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bbstrader/ibkr/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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19
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bbstrader/ibkr/utils.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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20
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bbstrader/metatrader/__init__.py,sha256=A5Ye9tpc2sp9Xk5qjKw-EfYsoRcZtAt8nqvC3tCtZs8,333
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@@ -25,20 +25,21 @@ bbstrader/metatrader/risk.py,sha256=pwG4q1_uPGgPlokDGVNtd04O6p28yIbgT-evvHuo-Qc,
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25
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bbstrader/metatrader/scripts.py,sha256=Yjp7Un-wDTInptHS_rPFpXNKWbVM871VEkaHxsO2MPQ,2115
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26
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bbstrader/metatrader/trade.py,sha256=6FbFywRPu0_TlB31lTMb3VjACw1GPQsi7RjQNtJnh6w,76780
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27
27
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bbstrader/metatrader/utils.py,sha256=lYIvAeiL_ceACmkVNo4-QRopias08KyBUI7THfdj3c0,17103
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28
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-
bbstrader/models/__init__.py,sha256=
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28
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+
bbstrader/models/__init__.py,sha256=s2mJrtKePXQaw_PvcrtPCD2mPCdVXP4Myzg0MlLVipo,547
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29
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bbstrader/models/factors.py,sha256=5kSAOS1MHvTZ-Ti03TtjOxl_EvC-V_9e389xeR_82ak,13020
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30
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-
bbstrader/models/ml.py,sha256=
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30
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+
bbstrader/models/ml.py,sha256=tCr7YyODl0CDoOUpYqJ1q12ls86Sc-_Fu3b2Y0Z7TJ8,47551
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31
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+
bbstrader/models/nlp.py,sha256=P7SYaTIqEBldjwYfS6IrO66Y6-ioDXUrCSf3bZxQrDE,28073
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31
32
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bbstrader/models/optimization.py,sha256=vnks6uxFZdqXgxaZJNxq8z0IH45KZ8yaXo38JhIVKGc,6399
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32
33
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bbstrader/models/portfolio.py,sha256=r-47Zrn2r7iKCHm5YVtwkbBJXAZGM3QYy-rXCWY9-Bg,8079
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34
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bbstrader/models/risk.py,sha256=Efr7dKcr37n75TXv5rcgSYNDPu2Plzcn65AOOIh9x_8,15007
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35
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bbstrader/trading/__init__.py,sha256=ycLyuuxN5SujqtzR9X0Q74UQfK93q2va-GGAXdr-KS8,457
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35
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-
bbstrader/trading/execution.py,sha256=
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36
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-
bbstrader/trading/
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37
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-
bbstrader/trading/scripts.py,sha256=57dKF9dcRu04oU2VRqydRrzW39dCW2wlDWhVt-sZdRw,1857
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36
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+
bbstrader/trading/execution.py,sha256=cZ--FDEUaFVyLXG3Iym39nwW42xAs5XZIh8BbhdLwhE,34760
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37
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+
bbstrader/trading/scripts.py,sha256=wR5TUrHn-Cd2kzfURXn14VTCEZ-QA8ydwYHayMPK0oI,5720
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38
38
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bbstrader/trading/strategies.py,sha256=yibrXPa8yw8KCNkJEmNaygjfleCNgA_T58vizGS584I,36159
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39
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-
bbstrader
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40
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-
bbstrader-0.2.
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41
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-
bbstrader-0.2.
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42
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-
bbstrader-0.2.
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43
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-
bbstrader-0.2.
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44
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-
bbstrader-0.2.
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39
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+
bbstrader/trading/utils.py,sha256=57dKF9dcRu04oU2VRqydRrzW39dCW2wlDWhVt-sZdRw,1857
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|
40
|
+
bbstrader-0.2.96.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
|
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41
|
+
bbstrader-0.2.96.dist-info/METADATA,sha256=4R54TJMj-pORXTs5xbcH4BvmAkwnacbqatjhJExwZzc,11569
|
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42
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+
bbstrader-0.2.96.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
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43
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+
bbstrader-0.2.96.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
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44
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+
bbstrader-0.2.96.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
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45
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+
bbstrader-0.2.96.dist-info/RECORD,,
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bbstrader/trading/script.py
DELETED
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@@ -1,155 +0,0 @@
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1
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import argparse
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import json
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import multiprocessing as mp
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import os
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import sys
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from bbstrader.btengine import MT5Strategy, Strategy
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8
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from bbstrader.core.utils import load_class, load_module
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9
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from bbstrader.metatrader.trade import create_trade_instance
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from bbstrader.trading.execution import mt5_engine
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-
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EXECUTION_PATH = os.path.expanduser("~/.bbstrader/execution/execution.py")
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CONFIG_PATH = os.path.expanduser("~/.bbstrader/execution/execution.json")
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-
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def load_config(config_path, strategy_name, account=None):
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if not os.path.exists(config_path):
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raise FileNotFoundError(f"Configuration file not found at {config_path}")
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with open(config_path, "r") as f:
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config = json.load(f)
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try:
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config = config[strategy_name]
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except KeyError:
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raise ValueError(
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f"Strategy {strategy_name} not found in the configuration file."
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)
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if account is not None:
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try:
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config = config[account]
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except KeyError:
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raise ValueError(f"Account {account} not found in the configuration file.")
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if config.get("symbol_list") is None:
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raise ValueError("symbol_list is required in the configuration file.")
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if config.get("trades_kwargs") is None:
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raise ValueError("trades_kwargs is required in the configuration file.")
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return config
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def worker_function(account, args):
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strategy_module = load_module(args.path)
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strategy_class = load_class(strategy_module, args.strategy, (MT5Strategy, Strategy))
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config = load_config(args.config, args.strategy, account)
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symbol_list = config.pop("symbol_list")
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trades_kwargs = config.pop("trades_kwargs")
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trades = create_trade_instance(symbol_list, trades_kwargs)
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kwargs = {
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"symbol_list": symbol_list,
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"trades_instances": trades,
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"strategy_cls": strategy_class,
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"account": account,
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**config,
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}
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mt5_engine(account, **kwargs)
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def mt5_terminal(args):
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if args.parallel:
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if len(args.account) == 0:
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raise ValueError(
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"account or accounts are required when running in parallel"
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)
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processes = []
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try:
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for account in args.account:
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p = mp.Process(target=worker_function, args=(account, args))
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p.start()
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processes.append(p)
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for p in processes:
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p.join()
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except Exception as e:
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print(f"Error in parallel execution: {e}")
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raise e
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except KeyboardInterrupt:
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print("\nTerminating Execution...")
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for p in processes:
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p.terminate()
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for p in processes:
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p.join()
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print("Execution terminated")
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else:
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worker_function(None, args)
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def tws_terminal(args):
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raise NotImplementedError("TWS terminal is not implemented yet")
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def execute_strategy(unknown):
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HELP_MSG = """
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Execute a strategy on one or multiple MT5 accounts.
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Usage:
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python -m bbstrader --run execution [options]
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Options:
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-s, --strategy: Strategy class name to run
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-a, --account: Account(s) name(s) or ID(s) to run the strategy on (must be the same as in the configuration file)
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-p, --path: Path to the execution file (default: ~/.bbstrader/execution/execution.py)
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-c, --config: Path to the configuration file (default: ~/.bbstrader/execution/execution.json)
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-l, --parallel: Run the strategy in parallel (default: False)
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-t, --terminal: Terminal to use (default: MT5)
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-h, --help: Show this help message and exit
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Note:
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The configuration file must contain all the required parameters
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to create trade instances for each account and strategy.
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The configuration file must be a dictionary with the following structure:
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If parallel is True:
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{
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"strategy_name": {
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"account_name": {
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"symbol_list": ["symbol1", "symbol2"],
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"trades_kwargs": {"param1": "value1", "param2": "value2"}
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**other_parameters (for the strategy and the execution engine)
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}
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}
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}
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If parallel is False:
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{
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"strategy_name": {
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"symbol_list": ["symbol1", "symbol2"],
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"trades_kwargs": {"param1": "value1", "param2": "value2"}
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**other_parameters (for the strategy and the execution engine)
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}
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}
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See bbstrader.metatrader.trade.create_trade_instance for more details on the trades_kwargs.
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See bbstrader.trading.execution.MT5ExecutionEngine for more details on the other parameters.
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All other paramaters must be python built-in types.
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If you have custom type you must set them in your strategy class
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or run the MT5ExecutionEngine directly, don't run on CLI.
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"""
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if "-h" in unknown or "--help" in unknown:
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print(HELP_MSG)
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sys.exit(0)
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parser = argparse.ArgumentParser()
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parser.add_argument("-s", "--strategy", type=str, required=True)
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parser.add_argument("-a", "--account", type=str, nargs="*", default=[])
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parser.add_argument("-p", "--path", type=str, default=EXECUTION_PATH)
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145
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parser.add_argument("-c", "--config", type=str, default=CONFIG_PATH)
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146
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parser.add_argument("-l", "--parallel", action="store_true")
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147
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parser.add_argument(
|
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148
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"-t", "--terminal", type=str, default="MT5", choices=["MT5", "TWS"]
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)
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150
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args = parser.parse_args(unknown)
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151
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-
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152
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if args.terminal == "MT5":
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153
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mt5_terminal(args)
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elif args.terminal == "TWS":
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155
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tws_terminal(args)
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File without changes
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File without changes
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File without changes
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