bbstrader 0.2.97__py3-none-any.whl → 0.2.99__py3-none-any.whl

bbstrader/trading/scripts.py

@@ -7,7 +7,7 @@ import sys
 from bbstrader.btengine import MT5Strategy, Strategy
 from bbstrader.core.utils import load_class, load_module
 from bbstrader.metatrader.trade import create_trade_instance
-from bbstrader.trading.execution import mt5_engine
+from bbstrader.trading.execution import RunMt5Engine
 
 EXECUTION_PATH = os.path.expanduser("~/.bbstrader/execution/execution.py")
 CONFIG_PATH = os.path.expanduser("~/.bbstrader/execution/execution.json")
@@ -52,10 +52,10 @@ def worker_function(account, args):
         "account": account,
         **config,
     }
-    mt5_engine(account, **kwargs)
+    RunMt5Engine(account, **kwargs)
 
 
-def mt5_terminal(args):
+def RunMt5Terminal(args):
     if args.parallel:
         if len(args.account) == 0:
             raise ValueError(
@@ -82,12 +82,11 @@ def mt5_terminal(args):
                 p.join()
             print("Execution terminated")
     else:
-        worker_function(None, args)
+        worker_function(args.account[0], args)
 
 
-def tws_terminal(args):
-    raise NotImplementedError("TWS terminal is not implemented yet")
-
+def RunTWSTerminal(args):
+    raise NotImplementedError("RunTWSTerminal is not implemented yet")
 
 def execute_strategy(unknown):
     HELP_MSG = """
@@ -128,11 +127,11 @@ def execute_strategy(unknown):
             }
         }
         See bbstrader.metatrader.trade.create_trade_instance for more details on the trades_kwargs.
-        See bbstrader.trading.execution.MT5ExecutionEngine for more details on the other parameters.
+        See bbstrader.trading.execution.Mt5ExecutionEngine for more details on the other parameters.
         
         All other paramaters must be python built-in types. 
         If you have custom type you must set them in your strategy class 
-        or run the MT5ExecutionEngine directly, don't run on CLI.
+        or run the Mt5ExecutionEngine directly, don't run on CLI.
     """
     if "-h" in unknown or "--help" in unknown:
         print(HELP_MSG)
@@ -150,6 +149,6 @@ def execute_strategy(unknown):
     args = parser.parse_args(unknown)
 
     if args.terminal == "MT5":
-        mt5_terminal(args)
+        RunMt5Terminal(args)
     elif args.terminal == "TWS":
-        tws_terminal(args)
+        RunTWSTerminal(args)

bbstrader/trading/strategies.py

@@ -1,6 +1,14 @@
 """
 Strategies module for trading strategies backtesting and execution.
 
+# NOTE
+These strategies inherit from the Strategy class, not from MT5Strategy, because we chose to demonstrate the modular approach to building and backtesting strategies using the bbstrader framework.
+
+If these strategies need to be sent to the Mt5ExecutionEngine,
+they must return signals as a list of bbstrader.metatrader.trade.TradingSignal objects.
+
+Later, we will implement the Execution Engine for the Interactive Brokers TWS platform.
+
 DISCLAIMER: 
 This module is for educational purposes only and should not be
 considered as financial advice. Always consult with a qualified financial advisor before making any investment decisions. 
@@ -18,7 +26,7 @@ import yfinance as yf
 
 from bbstrader.btengine.backtest import BacktestEngine
 from bbstrader.btengine.data import DataHandler, MT5DataHandler, YFDataHandler
-from bbstrader.btengine.event import SignalEvent
+from bbstrader.btengine.event import Events, SignalEvent
 from bbstrader.btengine.execution import MT5ExecutionHandler, SimExecutionHandler
 from bbstrader.btengine.strategy import Strategy
 from bbstrader.metatrader.account import Account
@@ -189,7 +197,7 @@ class SMAStrategy(Strategy):
 
     def calculate_signals(self, event=None):
         if self.mode == "backtest" and event is not None:
-            if event.type == "MARKET":
+            if event.type == Events.MARKET:
                 signals = self.create_backtest_signals()
                 for signal in signals.values():
                     if signal is not None:
@@ -377,7 +385,7 @@ class ArimaGarchStrategy(Strategy):
 
     def calculate_signals(self, event=None):
         if self.mode == "backtest" and event is not None:
-            if event.type == "MARKET":
+            if event.type == Events.MARKET:
                 signals = self.create_backtest_signal()
                 for signal in signals.values():
                     if signal is not None:
@@ -560,7 +568,7 @@ class KalmanFilterStrategy(Strategy):
         Calculate the Kalman Filter strategy.
         """
         if self.mode == "backtest" and event is not None:
-            if event.type == "MARKET":
+            if event.type == Events.MARKET:
                 self.calculate_backtest_signals()
         elif self.mode == "live":
             return self.calculate_live_signals()
@@ -744,7 +752,7 @@ class StockIndexSTBOTrading(Strategy):
 
     def calculate_signals(self, event=None) -> Dict[str, Union[str, None]]:
         if self.mode == "backtest" and event is not None:
-            if event.type == "MARKET":
+            if event.type == Events.MARKET:
                 self.calculate_backtest_signals()
         elif self.mode == "live":
             return self.calculate_live_signals()

{bbstrader-0.2.97.dist-info → bbstrader-0.2.99.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.2.97
+Version: 0.2.99
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -24,21 +24,24 @@ Classifier: Operating System :: MacOS
 Classifier: License :: OSI Approved :: MIT License
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: pandas
+Requires-Dist: numpy<2.0.0,>=1.26.0
+Requires-Dist: scikit-learn
+Requires-Dist: statsmodels
+Requires-Dist: seaborn
+Requires-Dist: lightgbm
+Requires-Dist: dash
+Requires-Dist: nltk
+Requires-Dist: spacy
+Requires-Dist: pmdarima
+Requires-Dist: pyportfolioopt
+Requires-Dist: alphalens-reloaded
 Requires-Dist: pandas_ta
-Requires-Dist: numpy<2.0.0
 Requires-Dist: yfinance
-Requires-Dist: scipy
 Requires-Dist: hmmlearn
-Requires-Dist: pmdarima
 Requires-Dist: arch
 Requires-Dist: hurst
-Requires-Dist: seaborn
-Requires-Dist: statsmodels
-Requires-Dist: matplotlib
 Requires-Dist: filterpy
 Requires-Dist: pykalman
-Requires-Dist: pytest
 Requires-Dist: CurrencyConverter
 Requires-Dist: tabulate
 Requires-Dist: python-dotenv
@@ -46,24 +49,17 @@ Requires-Dist: ipython
 Requires-Dist: QuantStats
 Requires-Dist: exchange-calendars
 Requires-Dist: tqdm
-Requires-Dist: scikit-learn
 Requires-Dist: notify-py
 Requires-Dist: python-telegram-bot
-Requires-Dist: pyportfolioopt
 Requires-Dist: eodhd
 Requires-Dist: financetoolkit
 Requires-Dist: PyYAML
 Requires-Dist: tables
-Requires-Dist: lightgbm
-Requires-Dist: alphalens-reloaded
 Requires-Dist: pyfiglet
 Requires-Dist: colorama
 Requires-Dist: praw
 Requires-Dist: tweepy
 Requires-Dist: beautifulsoup4
-Requires-Dist: dash
-Requires-Dist: nltk
-Requires-Dist: spacy
 Requires-Dist: textblob
 Requires-Dist: vaderSentiment
 Provides-Extra: mt5

{bbstrader-0.2.97.dist-info → bbstrader-0.2.99.dist-info}/RECORD

@@ -1,45 +1,46 @@
 bbstrader/__ini__.py,sha256=v6zyJHj5FMRL-_P7AwnTGbCF-riMqhqlTvDgfulj7go,621
-bbstrader/__main__.py,sha256=EtfD-TrAphboYxwfe7-WeD-1d4bJceeBputFrV-W-qQ,1525
+bbstrader/__main__.py,sha256=sDdjoiaHSPrVqdjU_zOLajX3rD_3Ha6dHwIivYc_vp4,1525
 bbstrader/compat.py,sha256=djbHMvTvy0HYm1zyZ6Ttp_LMwP2PqTSVw1r7pqbz7So,487
 bbstrader/config.py,sha256=c2nCUw-bYWf5kkyFls5Nqld8HdMczexSilTni7rYUBw,3973
 bbstrader/tseries.py,sha256=H4D_A966HdN8YjBfuCcF8QBQdhjOrTcidR98wP2KN_I,68339
 bbstrader/btengine/__init__.py,sha256=y1btjaEfhWsH8vuE7mBRpP9Tu-Azt9REhuVYsPCAfBU,2955
-bbstrader/btengine/backtest.py,sha256=ZzGhoN-_g0cF-OCyk173imze2OXEhykHTUiJ9MowDO8,14582
+bbstrader/btengine/backtest.py,sha256=UiOmtqYSh72KZz0DCXz8iKrqTCOkx9Er3XjqK6H9Do8,14765
 bbstrader/btengine/data.py,sha256=Tuc6M8itbGpPjsfRpZBB8v0FJpPt7-hUkP6I5meP0Sg,26927
-bbstrader/btengine/event.py,sha256=38mhZH9d53C4x7bZER2B0O6M18txzS4u7zveKyxeP5Y,8603
-bbstrader/btengine/execution.py,sha256=mXY0tyFv6G1XF48R5Kx2-pDnwu1mUyOc0ZeeysQG62A,10587
+bbstrader/btengine/event.py,sha256=gC2nqWU_t1pRzg4DYYey-mbaBo8T_JOPzzAzRF53U7o,8757
+bbstrader/btengine/execution.py,sha256=tN7QIx0PHiQmJcn3MdSQiwwAYCDxFDn3C4i5tlM5xoY,10605
 bbstrader/btengine/performance.py,sha256=1ecWrTzHBQbk4ORvbTEKxwCzlL1brcXOEUwgbnjAwx4,12470
-bbstrader/btengine/portfolio.py,sha256=mh2_zNJDmKzb0lo55PXhbXYxXMmXRA4YLkgzwxRMuZE,16110
+bbstrader/btengine/portfolio.py,sha256=z98M65HQeCyma8gMZkAxspxBA9jtIhzxMyJUHPPj34c,16128
 bbstrader/btengine/scripts.py,sha256=8o66dq4Ex4DsH4s8xvJqUOFjLzZJSnbBvvNBzohtzoE,4837
-bbstrader/btengine/strategy.py,sha256=PFIb9gUWahaXpzCFL-RchpBumlEJsz5Elbz_A2qZ8Jc,31285
+bbstrader/btengine/strategy.py,sha256=FrYoB8ogHODTfRDZf2gW-CGdTxdVoIYwxko1cYgwcgg,31631
 bbstrader/core/__init__.py,sha256=GIFzFSStPfE0XM2j7mDeZZQeMTh_AwPsDOQXwMVJLgw,97
 bbstrader/core/data.py,sha256=VPuynoT0uFYduh7la8gZSnEv_Gq8Xu2vJZJ7TfQMll8,18797
 bbstrader/core/utils.py,sha256=WjuabzBjhY65ku2KL-f7CMalE2x-wrX-6mCA_qhhFPE,2728
 bbstrader/ibkr/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/ibkr/utils.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/metatrader/__init__.py,sha256=A5Ye9tpc2sp9Xk5qjKw-EfYsoRcZtAt8nqvC3tCtZs8,333
-bbstrader/metatrader/account.py,sha256=qAFqCPmoUjiqjY5M9sjbSvh-STjQUGdFCHOEcB7uoDI,56493
-bbstrader/metatrader/copier.py,sha256=-cFroX4M1q9rlupU4xLP0N6lR8ZbP_izUOQ2sBe_lFc,31797
+bbstrader/metatrader/account.py,sha256=kSEJChls4o2smMWa-FeHoxS5gd6yyOPfzoU_6jmzxTg,57374
+bbstrader/metatrader/analysis.py,sha256=pnZWdvEnf9wkPT0vhEIbZipnN5EUf6TaQftplYP9jRs,3564
+bbstrader/metatrader/copier.py,sha256=pCZkRfkUWxufnmiO0cc1Kz6UF59HTUUGs-c60LYNUbE,32307
 bbstrader/metatrader/rates.py,sha256=0bKyjGnafZ19DwC0-IxXUBJzOdAo-cNmhabwhKLxcos,20585
 bbstrader/metatrader/risk.py,sha256=pwG4q1_uPGgPlokDGVNtd04O6p28yIbgT-evvHuo-Qc,27029
 bbstrader/metatrader/scripts.py,sha256=Yjp7Un-wDTInptHS_rPFpXNKWbVM871VEkaHxsO2MPQ,2115
-bbstrader/metatrader/trade.py,sha256=Q1cArcpMnovRTED0kwMybcpwPB28rQKXLcJV4jldF0w,81202
-bbstrader/metatrader/utils.py,sha256=lYIvAeiL_ceACmkVNo4-QRopias08KyBUI7THfdj3c0,17103
+bbstrader/metatrader/trade.py,sha256=2vkoe972OUi5m5rVkWa2DuyXSo04JCSsF5tyahDbL3s,79926
+bbstrader/metatrader/utils.py,sha256=szORxKJW9OG-H6nof_ovOhToSx_n8EtVwe0mkLt3eFg,17424
 bbstrader/models/__init__.py,sha256=s2mJrtKePXQaw_PvcrtPCD2mPCdVXP4Myzg0MlLVipo,547
-bbstrader/models/factors.py,sha256=5kSAOS1MHvTZ-Ti03TtjOxl_EvC-V_9e389xeR_82ak,13020
+bbstrader/models/factors.py,sha256=-ODeD2GK4nmxFQAIh5MF3SFM9ofppi2pW6Q728LzLv8,12701
 bbstrader/models/ml.py,sha256=tCr7YyODl0CDoOUpYqJ1q12ls86Sc-_Fu3b2Y0Z7TJ8,47551
 bbstrader/models/nlp.py,sha256=P7SYaTIqEBldjwYfS6IrO66Y6-ioDXUrCSf3bZxQrDE,28073
 bbstrader/models/optimization.py,sha256=vnks6uxFZdqXgxaZJNxq8z0IH45KZ8yaXo38JhIVKGc,6399
 bbstrader/models/portfolio.py,sha256=r-47Zrn2r7iKCHm5YVtwkbBJXAZGM3QYy-rXCWY9-Bg,8079
 bbstrader/models/risk.py,sha256=JQOXPshMOru6Eb0AMU6oKCNzg6mlGfL6_tN90lWcVBE,14878
 bbstrader/trading/__init__.py,sha256=ycLyuuxN5SujqtzR9X0Q74UQfK93q2va-GGAXdr-KS8,457
-bbstrader/trading/execution.py,sha256=4-XyRll1x8gfF68cTZXjtRF79csDx_oKNI0F71cv1Bw,35028
-bbstrader/trading/scripts.py,sha256=wR5TUrHn-Cd2kzfURXn14VTCEZ-QA8ydwYHayMPK0oI,5720
-bbstrader/trading/strategies.py,sha256=D_M91UwRiFwZKvKFKmz427TPd-dNyWWbhehaP8RI17c,36539
+bbstrader/trading/execution.py,sha256=ukOiv1O-a_SdKp35QlU_3_Wt_7CTgh4pLPN9s7qPEdw,37117
+bbstrader/trading/scripts.py,sha256=Tf5q33WqqygjpIv43_8nA82VZ3GM0qgb4Ggo3fHJ_wg,5744
+bbstrader/trading/strategies.py,sha256=rRNPZM1Z9twzO5UWd5qI3FgkZmOhF3Dd2h7XRn7EoDs,37011
 bbstrader/trading/utils.py,sha256=57dKF9dcRu04oU2VRqydRrzW39dCW2wlDWhVt-sZdRw,1857
-bbstrader-0.2.97.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
-bbstrader-0.2.97.dist-info/METADATA,sha256=mBnvqbUXVjE-dl5A5tkdYRuGd_fh2oKU55K-Ryfm9po,11590
-bbstrader-0.2.97.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
-bbstrader-0.2.97.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
-bbstrader-0.2.97.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
-bbstrader-0.2.97.dist-info/RECORD,,
+bbstrader-0.2.99.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
+bbstrader-0.2.99.dist-info/METADATA,sha256=8JnFfL70KEiiqXvBhDEoqafZ4-KMTNtbheytb3-5HZ4,11508
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+bbstrader-0.2.99.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
+bbstrader-0.2.99.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
+bbstrader-0.2.99.dist-info/RECORD,,