bbstrader 0.2.97__tar.gz → 0.2.98__tar.gz

{bbstrader-0.2.97/bbstrader.egg-info → bbstrader-0.2.98}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.2.97
+Version: 0.2.98
 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 → bbstrader-0.2.98}/bbstrader/__main__.py

@@ -16,7 +16,7 @@ USAGE_TEXT = """
     Modules:
         copier: Copy trades from one MetaTrader account to another or multiple accounts
         backtest: Backtest a strategy, see bbstrader.btengine.backtest.run_backtest
-        execution: Execute a strategy, see bbstrader.trading.execution.MT5ExecutionEngine
+        execution: Execute a strategy, see bbstrader.trading.execution.Mt5ExecutionEngine
     
     python -m bbstrader --run <module> --help for more information on the module
 """

{bbstrader-0.2.97 → bbstrader-0.2.98}/bbstrader/btengine/strategy.py

@@ -12,13 +12,13 @@ from loguru import logger
 from bbstrader.btengine.data import DataHandler
 from bbstrader.btengine.event import FillEvent, SignalEvent
 from bbstrader.config import BBSTRADER_DIR
-from bbstrader.metatrader.trade import TradeSignal
 from bbstrader.metatrader.account import (
     Account,
     AdmiralMarktsGroup,
     PepperstoneGroupLimited,
 )
 from bbstrader.metatrader.rates import Rates
+from bbstrader.metatrader.trade import TradeSignal
 from bbstrader.models.optimization import optimized_weights
 
 __all__ = ["Strategy", "MT5Strategy"]
@@ -67,7 +67,7 @@ class MT5Strategy(Strategy):
     """
     A `MT5Strategy()` object is a subclass of `Strategy` that is used to
     calculate signals for the MetaTrader 5 trading platform. The signals
-    are generated by the `MT5Strategy` object and sent to the the `MT5ExecutionEngine`
+    are generated by the `MT5Strategy` object and sent to the the `Mt5ExecutionEngine`
     for live trading and `MT5BacktestEngine` objects for backtesting.
     """
 
@@ -146,9 +146,9 @@ class MT5Strategy(Strategy):
     def _initialize_portfolio(self):
         positions = ["LONG", "SHORT"]
         orders = ["BLMT", "BSTP", "BSTPLMT", "SLMT", "SSTP", "SSTPLMT"]
+        self._orders: Dict[str, Dict[str, List[SignalEvent]]] = {}
         self._positions: Dict[str, Dict[str, int | float]] = {}
         self._trades: Dict[str, Dict[str, int]] = {}
-        self._orders: Dict[str, Dict[str, List[SignalEvent]]] = {}
         for symbol in self.symbols:
             self._positions[symbol] = {}
             self._orders[symbol] = {}
@@ -206,6 +206,7 @@ class MT5Strategy(Strategy):
         - ``price``: The price at which to execute the action, used for pending orders.
         - ``stoplimit``: The stop-limit price for STOP-LIMIT orders, used for pending stop limit orders.
         - ``id``: The unique identifier for the strategy or order.
+        - ``comment``: An optional comment or description related to the trade signal.
         """
         pass
 

{bbstrader-0.2.97 → bbstrader-0.2.98}/bbstrader/metatrader/account.py

@@ -9,6 +9,7 @@ from currency_converter import SINGLE_DAY_ECB_URL, CurrencyConverter
 
 from bbstrader.metatrader.utils import (
     AccountInfo,
+    BookInfo,
     InvalidBroker,
     OrderCheckResult,
     OrderSentResult,
@@ -188,10 +189,12 @@ def check_mt5_connection(**kwargs):
     except Exception:
         raise_mt5_error(INIT_MSG)
 
+
 def shutdown_mt5():
     """Close the connection to the MetaTrader 5 terminal."""
     mt5.shutdown()
-    
+
+
 class Broker(object):
     def __init__(self, name: str = None, **kwargs):
         if name is None:
@@ -323,7 +326,7 @@ class Account(object):
                 f"For {supported['FTMO'].name}, See [{ftmo_url}]\n"
             )
             raise InvalidBroker(message=msg)
-    
+
     def shutdown(self):
         """Close the connection to the MetaTrader 5 terminal."""
         shutdown_mt5()
@@ -1037,6 +1040,29 @@ class Account(object):
         """
         self._show_info(self.get_tick_info, "tick", symbol=symbol)
 
+    def get_market_book(self, symbol: str) -> Union[Tuple[BookInfo], None]:
+        """
+        Get the Market Depth content for a specific symbol.
+        Args:
+            symbol (str): Financial instrument name. Required unnamed parameter.
+                The symbol name should be specified in the same format as in the Market Watch window.
+
+        Returns:
+            The Market Depth content as a tuple from BookInfo entries featuring order type, price and volume in lots.
+            Return None in case of an error.
+            
+        Raises:
+            MT5TerminalError: A specific exception based on the error code.
+        """
+        try:
+            book = mt5.market_book_get(symbol)
+            if book is None:
+                return None
+            else:
+                return Tuple([BookInfo(**entry._asdict()) for entry in book])
+        except Exception as e:
+            raise_mt5_error(e)
+
     def calculate_margin(
         self, action: Literal["buy", "sell"], symbol: str, lot: float, price: float
     ) -> float:
@@ -1299,8 +1325,7 @@ class Account(object):
         df.drop(["time_msc", "external_id"], axis=1, inplace=True)
         df.set_index("time", inplace=True)
         if save:
-            file = "trade_history.csv"
-            df.to_csv(file)
+            df.to_csv("trades_history.csv")
         if to_df:
             return df
         else:
@@ -1507,8 +1532,7 @@ class Account(object):
         df["time_done"] = pd.to_datetime(df["time_done"], unit="s")
 
         if save:
-            file = "trade_history.csv"
-            df.to_csv(file)
+            df.to_csv("orders_history.csv")
         if to_df:
             return df
         else:

{bbstrader-0.2.97 → bbstrader-0.2.98}/bbstrader/metatrader/copier.py

@@ -302,16 +302,11 @@ class TradeCopier(object):
         if self.start_time is None or self.end_time is None:
             return True
         else:
-            start_hour, start_minutes = self.start_time.split(":")
-            end_hour, end_minutes = self.end_time.split(":")
-            if int(start_hour) < datetime.now().hour < int(end_hour):
+            now = datetime.now()
+            start_time = datetime.strptime(self.start_time, "%H:%M").time()
+            end_time = datetime.strptime(self.end_time, "%H:%M").time()
+            if start_time <= now.time() <= end_time:
                 return True
-            elif datetime.now().hour == int(start_hour):
-                if datetime.now().minute >= int(start_minutes):
-                    return True
-            elif datetime.now().hour == int(end_hour):
-                if datetime.now().minute < int(end_minutes):
-                    return True
             return False
 
     def copy_new_trade(
@@ -608,10 +603,10 @@ class TradeCopier(object):
                     self.copy_orders(destination)
                     self.copy_positions(destination)
                     time.sleep(0.1)
-            except Exception as e:
-                self.log_error(e)
             except KeyboardInterrupt:
                 break
+            except Exception as e:
+                self.log_error(e)
             time.sleep(self.sleeptime)
 
 

{bbstrader-0.2.97 → bbstrader-0.2.98}/bbstrader/metatrader/trade.py

@@ -137,6 +137,20 @@ class TradeSignal:
         )
 
 
+Buys = Literal["BMKT", "BLMT", "BSTP", "BSTPLMT"]
+Sells = Literal["SMKT", "SLMT", "SSTP", "SSTPLMT"]
+Positions = Literal["all", "buy", "sell", "profitable", "losing"]
+Orders = Literal[
+    "all",
+    "buy_stops",
+    "sell_stops",
+    "buy_limits",
+    "sell_limits",
+    "buy_stop_limits",
+    "sell_stop_limits",
+]
+
+
 class Trade(RiskManagement):
     """
     Extends the `RiskManagement` class to include specific trading operations,
@@ -239,15 +253,12 @@ class Trade(RiskManagement):
         See the ``bbstrader.metatrader.risk.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__(
             symbol=symbol,
             start_time=start_time,
             finishing_time=finishing_time,
-            **kwargs,  # Pass kwargs to the parent constructor
+            **kwargs,
         )
-
-        # Initialize Trade-specific attributes
         self.symbol = symbol
         self.expert_name = expert_name
         self.expert_id = expert_id
@@ -261,12 +272,6 @@ class Trade(RiskManagement):
         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(
-            ":"
-        )
-        self.ending_time_hour, self.ending_time_minutes = self.end.split(":")
-
         self.buy_positions = []
         self.sell_positions = []
         self.opened_positions = []
@@ -480,18 +485,14 @@ class Trade(RiskManagement):
             session_data, headers=["Statistics", "Values"], tablefmt="outline"
         )
 
-        # Print the formatted statistics
         if self.verbose:
             print("\n[======= Trading Session Statistics =======]")
             print(session_table)
 
-        # Save to CSV if specified
-        if save:
+        if save and stats["deals"] > 0:
             today_date = datetime.now().strftime("%Y%m%d%H%M%S")
-            # Create a dictionary with the statistics
             statistics_dict = {item[0]: item[1] for item in session_data}
             stats_df = pd.DataFrame(statistics_dict, index=[0])
-            # Create the directory if it doesn't exist
             dir = dir or ".sessions"
             os.makedirs(dir, exist_ok=True)
             if "." in self.symbol:
@@ -504,8 +505,6 @@ class Trade(RiskManagement):
             stats_df.to_csv(filepath, index=False)
             LOGGER.info(f"Session statistics saved to {filepath}")
 
-    Buys = Literal["BMKT", "BLMT", "BSTP", "BSTPLMT"]
-
     def open_buy_position(
         self,
         action: Buys = "BMKT",
@@ -595,8 +594,6 @@ class Trade(RiskManagement):
         }
         return type
 
-    Sells = Literal["SMKT", "SLMT", "SSTP", "SSTPLMT"]
-
     def open_sell_position(
         self,
         action: Sells = "SMKT",
@@ -1370,13 +1367,16 @@ class Trade(RiskManagement):
         profit = 0.0
         balance = self.get_account_info().balance
         target = round((balance * self.target) / 100, 2)
-        if len(self.opened_positions) != 0:
-            for position in self.opened_positions:
+        opened_positions = self.get_today_deals(group=self.symbol)
+        if len(opened_positions) != 0:
+            for position in opened_positions:
                 time.sleep(0.1)
                 # This return two TradeDeal Object,
                 # The first one is the opening order
                 # The second is the closing order
-                history = self.get_trades_history(position=position, to_df=False)
+                history = self.get_trades_history(
+                    position=position.position_id, to_df=False
+                )
                 if history is not None and len(history) == 2:
                     profit += history[1].profit
                     commission += history[0].commission
@@ -1598,16 +1598,6 @@ class Trade(RiskManagement):
                 f"No {order_type.upper()} {tikets_type.upper()} to close, SYMBOL={self.symbol}."
             )
 
-    Orders = Literal[
-        "all",
-        "buy_stops",
-        "sell_stops",
-        "buy_limits",
-        "sell_limits",
-        "buy_stop_limits",
-        "sell_stop_limits",
-    ]
-
     def close_orders(
         self,
         order_type: Orders,
@@ -1642,8 +1632,6 @@ class Trade(RiskManagement):
             orders, "orders", self.close_order, order_type, id=id, comment=comment
         )
 
-    Positions = Literal["all", "buy", "sell", "profitable", "losing"]
-
     def close_positions(
         self,
         position_type: Positions,
@@ -1689,13 +1677,11 @@ class Trade(RiskManagement):
             List[TradeDeal]: List of today deals
         """
         date_from = datetime.now() - timedelta(days=2)
-        history = self.get_trades_history(date_from=date_from, group=group, to_df=False)
+        history = (
+            self.get_trades_history(date_from=date_from, group=group, to_df=False) or []
+        )
         positions_ids = set(
-            [
-                deal.position_id
-                for deal in history
-                if history is not None and deal.magic == self.expert_id
-            ]
+            [deal.position_id for deal in history if deal.magic == self.expert_id]
         )
         today_deals = []
         for position in positions_ids:
@@ -1715,11 +1701,12 @@ class Trade(RiskManagement):
         :return: bool
         """
         negative_deals = 0
+        max_trades = self.max_trade()
         today_deals = self.get_today_deals(group=self.symbol)
         for deal in today_deals:
             if deal.profit < 0:
                 negative_deals += 1
-        if negative_deals >= self.max_trades:
+        if negative_deals >= max_trades:
             return True
         return False
 
@@ -1800,7 +1787,6 @@ class Trade(RiskManagement):
         The function assumes that the returns are the excess of
         those compared to a benchmark.
         """
-        # Get total history
         import warnings
 
         warnings.filterwarnings("ignore")
@@ -1817,33 +1803,19 @@ class Trade(RiskManagement):
 
     def days_end(self) -> bool:
         """Check if it is the end of the trading day."""
-        current_hour = datetime.now().hour
-        current_minute = datetime.now().minute
-
-        ending_hour = int(self.ending_time_hour)
-        ending_minute = int(self.ending_time_minutes)
-
-        if current_hour > ending_hour or (
-            current_hour == ending_hour and current_minute >= ending_minute
-        ):
+        now = datetime.now()
+        end = datetime.strptime(self.end, "%H:%M").time()
+        if now.time() >= end:
             return True
-        else:
-            return False
+        return False
 
     def trading_time(self):
         """Check if it is time to trade."""
-        if (
-            int(self.start_time_hour)
-            < datetime.now().hour
-            < int(self.finishing_time_hour)
-        ):
+        now = datetime.now()
+        start = datetime.strptime(self.start, "%H:%M").time()
+        end = datetime.strptime(self.finishing, "%H:%M").time()
+        if start <= now.time() <= end:
             return True
-        elif datetime.now().hour == int(self.start_time_hour):
-            if datetime.now().minute >= int(self.start_time_minutes):
-                return True
-        elif datetime.now().hour == int(self.finishing_time_hour):
-            if datetime.now().minute < int(self.finishing_time_minutes):
-                return True
         return False
 
     def sleep_time(self, weekend=False):

{bbstrader-0.2.97 → bbstrader-0.2.98}/bbstrader/metatrader/utils.py

@@ -286,6 +286,22 @@ class TickInfo(NamedTuple):
     volume_real: float
 
 
+class BookInfo(NamedTuple):
+    """
+    Represents the structure of a book.
+    * type: Type of the order (buy/sell)
+    * price: Price of the order
+    * volume: Volume of the order in lots
+    * volume_dbl: Volume with greater accuracy
+
+    """
+
+    type: int
+    price: float
+    volume: float
+    volume_dbl: float
+
+
 class TradeRequest(NamedTuple):
     """
     Represents a Trade Request Structure