bbstrader 0.2.98__tar.gz → 0.2.991__tar.gz

{bbstrader-0.2.98/bbstrader.egg-info → bbstrader-0.2.991}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.2.98
+Version: 0.2.991
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -81,8 +81,6 @@ Dynamic: requires-dist
 Dynamic: summary
 
 # Simplified Investment & Trading Toolkit
-![bbstrader](https://github.com/bbalouki/bbstrader/blob/main/assets/bbstrader_logo.png?raw=true)
-
 [![Documentation Status](https://readthedocs.org/projects/bbstrader/badge/?version=latest)](https://bbstrader.readthedocs.io/en/latest/?badge=latest)
 [![PYPI Version](https://img.shields.io/pypi/v/bbstrader)](https://pypi.org/project/bbstrader/)
 [![PyPi status](https://img.shields.io/pypi/status/bbstrader.svg?maxAge=60)](https://pypi.python.org/pypi/bbstrader)

{bbstrader-0.2.98 → bbstrader-0.2.991}/README.md

@@ -1,6 +1,4 @@
 # Simplified Investment & Trading Toolkit
-![bbstrader](https://github.com/bbalouki/bbstrader/blob/main/assets/bbstrader_logo.png?raw=true)
-
 [![Documentation Status](https://readthedocs.org/projects/bbstrader/badge/?version=latest)](https://bbstrader.readthedocs.io/en/latest/?badge=latest)
 [![PYPI Version](https://img.shields.io/pypi/v/bbstrader)](https://pypi.org/project/bbstrader/)
 [![PyPi status](https://img.shields.io/pypi/status/bbstrader.svg?maxAge=60)](https://pypi.python.org/pypi/bbstrader)

bbstrader-0.2.991/bbstrader/__init__.py

@@ -0,0 +1,19 @@
+"""
+Simplified Investment & Trading Toolkit
+
+"""
+
+__author__ = "Bertin Balouki SIMYELI"
+__copyright__ = "2023-2025 Bertin Balouki SIMYELI"
+__email__ = "bertin@bbstrader.com"
+__license__ = "MIT"
+__version__ = "0.2.0"
+
+from bbstrader import compat  # noqa: F401
+from bbstrader import core  # noqa: F401
+from bbstrader import btengine  # noqa: F401
+from bbstrader import metatrader  # noqa: F401
+from bbstrader import models  # noqa: F401
+from bbstrader import trading  # noqa: F401
+from bbstrader import tseries  # noqa: F401
+from bbstrader.config import config_logger  # noqa: F401

{bbstrader-0.2.98 → bbstrader-0.2.991}/bbstrader/btengine/backtest.py

@@ -4,7 +4,7 @@ from datetime import datetime
 from typing import List, Literal, Optional
 
 from tabulate import tabulate
-
+from bbstrader.btengine.event import Events
 from bbstrader.btengine.data import DataHandler
 from bbstrader.btengine.execution import ExecutionHandler, SimExecutionHandler
 from bbstrader.btengine.portfolio import Portfolio
@@ -165,19 +165,19 @@ class BacktestEngine(Backtest):
                     break
                 else:
                     if event is not None:
-                        if event.type == "MARKET":
+                        if event.type == Events.MARKET:
                             self.strategy.calculate_signals(event)
                             self.portfolio.update_timeindex(event)
 
-                        elif event.type == "SIGNAL":
+                        elif event.type == Events.SIGNAL:
                             self.signals += 1
                             self.portfolio.update_signal(event)
 
-                        elif event.type == "ORDER":
+                        elif event.type == Events.ORDER:
                             self.orders += 1
                             self.execution_handler.execute_order(event)
 
-                        elif event.type == "FILL":
+                        elif event.type == Events.FILL:
                             self.fills += 1
                             self.portfolio.update_fill(event)
                             self.strategy.update_trades_from_fill(event)
@@ -354,7 +354,7 @@ def run_backtest_with(engine: Literal["bbstrader", "cerebro", "zipline"], **kwar
         )
     elif engine == "cerebro":
         # TODO:
-        pass
+        raise NotImplementedError("cerebro engine is not supported yet")
     elif engine == "zipline":
         # TODO:
-        pass
+        raise NotImplementedError("zipline engine is not supported yet")

{bbstrader-0.2.98 → bbstrader-0.2.991}/bbstrader/btengine/event.py

@@ -1,7 +1,8 @@
 from datetime import datetime
+from enum import Enum
 from typing import Literal
 
-__all__ = ["Event", "MarketEvent", "SignalEvent", "OrderEvent", "FillEvent"]
+__all__ = ["Event", "Events",  "MarketEvent", "SignalEvent", "OrderEvent", "FillEvent"]
 
 
 class Event(object):
@@ -18,6 +19,13 @@ class Event(object):
     ...
 
 
+class Events(Enum):
+    MARKET = "MARKET"
+    SIGNAL = "SIGNAL"
+    ORDER = "ORDER"
+    FILL = "FILL"
+
+
 class MarketEvent(Event):
     """
     Market Events are triggered when the outer while loop of the backtesting
@@ -32,7 +40,7 @@ class MarketEvent(Event):
         """
         Initialises the MarketEvent.
         """
-        self.type = "MARKET"
+        self.type = Events.MARKET
 
 
 class SignalEvent(Event):
@@ -72,7 +80,7 @@ class SignalEvent(Event):
             price (int | float): An optional price to be used when the signal is generated.
             stoplimit (int | float): An optional stop-limit price for the signal
         """
-        self.type = "SIGNAL"
+        self.type = Events.SIGNAL
         self.strategy_id = strategy_id
         self.symbol = symbol
         self.datetime = datetime
@@ -118,7 +126,7 @@ class OrderEvent(Event):
             price (int | float): The price at which to order.
             signal (str): The signal that generated the order.
         """
-        self.type = "ORDER"
+        self.type = Events.ORDER
         self.symbol = symbol
         self.order_type = order_type
         self.quantity = quantity
@@ -126,20 +134,21 @@ class OrderEvent(Event):
         self.price = price
         self.signal = signal
 
-        def print_order(self):
-            """
-            Outputs the values within the Order.
-            """
-            print(
-                "Order: Symbol=%s, Type=%s, Quantity=%s, Direction=%s, Price=%s"
-                % (
-                    self.symbol,
-                    self.order_type,
-                    self.quantity,
-                    self.direction,
-                    self.price,
-                )
+    def print_order(self):
+        """
+        Outputs the values within the Order.
+        """
+        print(
+            "Order: Symbol=%s, Type=%s, Quantity=%s, Direction=%s, Price=%s"
+            % (
+                self.symbol,
+                self.order_type,
+                self.quantity,
+                self.direction,
+                self.price,
             )
+        )
+
 
 
 class FillEvent(Event):
@@ -191,7 +200,7 @@ class FillEvent(Event):
             commission (float | None): An optional commission sent from IB.
             order (str): The order that this fill is related
         """
-        self.type = "FILL"
+        self.type = Events.FILL
         self.timeindex = timeindex
         self.symbol = symbol
         self.exchange = exchange

{bbstrader-0.2.98 → bbstrader-0.2.991}/bbstrader/btengine/execution.py

@@ -4,7 +4,7 @@ from queue import Queue
 from loguru import logger
 
 from bbstrader.btengine.data import DataHandler
-from bbstrader.btengine.event import FillEvent, OrderEvent
+from bbstrader.btengine.event import Events, FillEvent, OrderEvent
 from bbstrader.config import BBSTRADER_DIR
 from bbstrader.metatrader.account import Account
 
@@ -80,7 +80,7 @@ class SimExecutionHandler(ExecutionHandler):
         Args:
             event (OrderEvent): Contains an Event object with order information.
         """
-        if event.type == "ORDER":
+        if event.type == Events.ORDER:
             dtime = self.bardata.get_latest_bar_datetime(event.symbol)
             fill_event = FillEvent(
                 timeindex=dtime,
@@ -233,7 +233,7 @@ class MT5ExecutionHandler(ExecutionHandler):
         Args:
             event (OrderEvent): Contains an Event object with order information.
         """
-        if event.type == "ORDER":
+        if event.type == Events.ORDER:
             symbol = event.symbol
             direction = event.direction
             quantity = event.quantity

{bbstrader-0.2.98 → bbstrader-0.2.991}/bbstrader/btengine/portfolio.py

@@ -6,7 +6,7 @@ import pandas as pd
 import quantstats as qs
 
 from bbstrader.btengine.data import DataHandler
-from bbstrader.btengine.event import FillEvent, MarketEvent, OrderEvent, SignalEvent
+from bbstrader.btengine.event import Events, FillEvent, MarketEvent, OrderEvent, SignalEvent
 from bbstrader.btengine.performance import (
     create_drawdowns,
     create_sharpe_ratio,
@@ -282,7 +282,7 @@ class Portfolio(object):
         Updates the portfolio current positions and holdings
         from a FillEvent.
         """
-        if event.type == "FILL":
+        if event.type == Events.FILL:
             self.update_positions_from_fill(event)
             self.update_holdings_from_fill(event)
 
@@ -337,7 +337,7 @@ class Portfolio(object):
         Acts on a SignalEvent to generate new orders
         based on the portfolio logic.
         """
-        if event.type == "SIGNAL":
+        if event.type == Events.SIGNAL:
             order_event = self.generate_order(event)
             self.events.put(order_event)
 

{bbstrader-0.2.98 → bbstrader-0.2.991}/bbstrader/btengine/strategy.py

@@ -10,7 +10,7 @@ import pytz
 from loguru import logger
 
 from bbstrader.btengine.data import DataHandler
-from bbstrader.btengine.event import FillEvent, SignalEvent
+from bbstrader.btengine.event import Events, FillEvent, SignalEvent
 from bbstrader.config import BBSTRADER_DIR
 from bbstrader.metatrader.account import (
     Account,
@@ -188,7 +188,7 @@ class MT5Strategy(Strategy):
         This method updates the trades for the strategy based on the fill event.
         It is used to keep track of the number of trades executed for each order.
         """
-        if event.type == "FILL":
+        if event.type == Events.FILL:
             if event.order != "EXIT":
                 self._trades[event.symbol][event.order] += 1
             elif event.order == "EXIT" and event.direction == "BUY":
@@ -678,6 +678,12 @@ class MT5Strategy(Strategy):
         if period_count == 0 or period_count is None:
             return True
         return period_count % signal_inverval == 0
+    
+    @staticmethod
+    def stop_time(time_zone: str, stop_time: str) -> bool:
+        now = datetime.now(pytz.timezone(time_zone)).time()
+        stop_time = datetime.strptime(stop_time, "%H:%M").time()
+        return now >= stop_time
 
     def ispositions(
         self, symbol, strategy_id, position, max_trades, one_true=False, account=None

{bbstrader-0.2.98 → bbstrader-0.2.991}/bbstrader/core/data.py

@@ -2,7 +2,7 @@ import json
 import re
 import ssl
 from datetime import datetime
-from typing import List
+from typing import List, Literal
 from urllib.request import urlopen
 
 import certifi
@@ -18,7 +18,7 @@ __all__ = ["FmpData", "FmpNews", "FinancialNews"]
 
 
 def _get_search_query(query: str) -> str:
-    if " " in query:
+    if " " in query or query == "":
         return query
     try:
         name = yf.Ticker(query).info["shortName"]
@@ -422,6 +422,102 @@ class FinancialNews(object):
     def get_fmp_news(self, api=None) -> FmpNews:
         return FmpNews(api=api)
 
+    def get_coindesk_news(
+        self,
+        query="",
+        lang: Literal["EN", "ES", "TR", "FR", "JP", "PT"] = "EN",
+        limit=50,
+        list_of_str=False,
+    ) -> List[str] | List[dict]:
+        """
+        Fetches and filters recent news articles from CoinDesk's News API.
+
+        Args:
+            query : str, optional
+                A search term to filter articles by title, body, or keywords.
+                If empty, all articles are returned without filtering (default is "").
+
+            lang : Literal["EN", "ES", "TR", "FR", "JP", "PT"], optional
+                Language in which to fetch news articles. Supported languages:
+                English (EN), Spanish (ES), Turkish (TR), French (FR), Japanese (JP), and Portuguese (PT).
+                Default is "EN".
+
+            limit : int, optional
+                Maximum number of articles to retrieve. Default is 50.
+
+            list_of_str : bool, optional
+                If True, returns a list of strings (concatenated article content).
+                If False, returns a list of filtered article dictionaries.
+                Default is False.
+
+        Returns:
+            List[str] | List[dict]
+                - If `query` is empty: returns a list of filtered article dictionaries.
+                - If `query` is provided:
+                    - Returns a list of strings if `list_of_str=True`.
+                    - Returns a list of filtered article dictionaries otherwise.
+
+        Each article dictionary contains the following fields:
+            - 'published_on': datetime of publication
+            - 'title': article headline
+            - 'subtitle': secondary headline
+            - 'url': direct link to the article
+            - 'body': article content
+            - 'keywords': associated tags
+            - 'sentiment': sentiment label
+            - 'status': publication status
+
+        Notes:
+            - Articles marked as sponsored are automatically excluded.
+        """
+        maximum = 100
+        if limit > maximum:
+            raise ValueError(f"Number of total news articles allowed is {maximum}")
+
+        response = requests.get(
+            "https://data-api.coindesk.com/news/v1/article/list",
+            params={"lang": lang, "limit": limit},
+            headers={"Content-type": "application/json; charset=UTF-8"},
+        )
+        json_response = response.json()
+        articles = json_response["Data"]
+        if len(articles) == 0:
+            return []
+        to_keep = [
+            "PUBLISHED_ON",
+            "TITLE",
+            "SUBTITLE",
+            "URL",
+            "BODY",
+            "KEYWORDS",
+            "SENTIMENT",
+            "STATUS",
+        ]
+        filtered_articles = []
+        for article in articles:
+            filtered_articles.append(
+                {
+                    k.lower(): article[k]
+                    if k in article and k != "PUBLISHED_ON"
+                    else datetime.fromtimestamp(article[k])
+                    for k in to_keep
+                    if article[k] is not None and "sponsored" not in str(article[k])
+                }
+            )
+        if query == "" or len(filtered_articles) == 0:
+            return filtered_articles
+        to_return = []
+        query = _get_search_query(query)
+        for article in filtered_articles:
+            if not all(k in article for k in ("title", "body", "keywords")):
+                continue
+            text = article["title"] + " " + article["body"] + " " + article["keywords"]
+            if list_of_str and _find_news(query, text=text):
+                to_return.append(text)
+            if not list_of_str and _find_news(query, text=text):
+                to_return.append(article)
+        return to_return
+
 
 class FmpData(Toolkit):
     """

{bbstrader-0.2.98 → bbstrader-0.2.991}/bbstrader/metatrader/account.py

@@ -1059,7 +1059,7 @@ class Account(object):
             if book is None:
                 return None
             else:
-                return Tuple([BookInfo(**entry._asdict()) for entry in book])
+                return tuple([BookInfo(**entry._asdict()) for entry in book])
         except Exception as e:
             raise_mt5_error(e)
 

bbstrader-0.2.991/bbstrader/metatrader/analysis.py

@@ -0,0 +1,98 @@
+import matplotlib.pyplot as plt
+import MetaTrader5 as mt5
+import numpy as np
+import pandas as pd
+import seaborn as sns
+
+from bbstrader.metatrader.account import check_mt5_connection
+from bbstrader.metatrader.utils import TIMEFRAMES
+
+sns.set_theme()
+
+
+def _get_data(path, symbol, timeframe, bars):
+    check_mt5_connection(path=path)
+    rates = mt5.copy_rates_from_pos(symbol, timeframe, 0, bars)
+    df = pd.DataFrame(rates)
+    df["time"] = pd.to_datetime(df["time"], unit="s")
+    return df
+
+
+def volume_profile(df, bins):
+    prices = (df["high"] + df["low"]) / 2
+    volumes = df["tick_volume"]
+    hist, bin_edges = np.histogram(prices, bins=bins, weights=volumes)
+    bin_centers = 0.5 * (bin_edges[:-1] + bin_edges[1:])
+    return hist, bin_edges, bin_centers
+
+
+def value_area(hist, bin_centers, percentage):
+    total_volume = np.sum(hist)
+    poc_index = np.argmax(hist)
+    poc = bin_centers[poc_index]
+
+    sorted_indices = np.argsort(hist)[::-1]
+    volume_accum = 0
+    value_area_indices = []
+
+    for idx in sorted_indices:
+        volume_accum += hist[idx]
+        value_area_indices.append(idx)
+        if volume_accum >= percentage * total_volume:
+            break
+
+    vah = max(bin_centers[i] for i in value_area_indices)
+    val = min(bin_centers[i] for i in value_area_indices)
+    return poc, vah, val
+
+
+def display_volume_profile(
+    symbol,
+    path,
+    timeframe: str = "1m",
+    bars: int = 1440,
+    bins: int = 100,
+    va_percentage: float = 0.7,
+):
+    """
+    Display a volume profile chart for a given market symbol using historical data.
+
+    This function retrieves historical price and volume data for a given symbol and
+    plots a vertical volume profile chart showing the volume distribution across 
+    price levels. It highlights key levels such as:
+        - Point of Control (POC): Price level with the highest traded volume.
+        - Value Area High (VAH): Upper bound of the value area.
+        - Value Area Low (VAL): Lower bound of the value area.
+        - Current Price: Latest bid price from MetaTrader 5.
+
+    Args:
+        symbol (str): Market symbol (e.g., "AAPL", "EURUSD").
+        path (str): Path to the historical data see ``bbstrader.metatrader.account.check_mt5_connection()``.
+        timeframe (str, optional): Timeframe for each candle (default is "1m").
+        bars (int, optional): Number of historical bars to fetch (default is 1440).
+        bins (int, optional): Number of price bins for volume profile calculation (default is 100).
+        va_percentage (float, optional): Percentage of total volume to define the value area (default is 0.7).
+
+    Returns:
+        None: Displays a matplotlib chart of the volume profile.
+    """
+    df = _get_data(path, symbol, TIMEFRAMES[timeframe], bars)
+    hist, bin_edges, bin_centers = volume_profile(df, bins)
+    poc, vah, val = value_area(hist, bin_centers, va_percentage)
+    current_price = mt5.symbol_info_tick(symbol).bid
+
+    plt.figure(figsize=(6, 10))
+    plt.barh(bin_centers, hist, height=bin_centers[1] - bin_centers[0], color="skyblue")
+    plt.axhline(poc, color="red", linestyle="--", label=f"POC: {poc:.5f}")
+    plt.axhline(vah, color="green", linestyle="--", label=f"VAH: {vah:.5f}")
+    plt.axhline(val, color="orange", linestyle="--", label=f"VAL: {val:.5f}")
+    plt.axhline(
+        current_price, color="black", linestyle=":", label=f"Price: {current_price:.5f}"
+    )
+    plt.legend()
+    plt.title("Volume Profile")
+    plt.xlabel("Volume")
+    plt.ylabel("Price")
+    plt.grid(True)
+    plt.tight_layout()
+    plt.show()