bbstrader 0.2.991__py3-none-any.whl → 0.3.0__py3-none-any.whl

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- Metadata-Version: 2.4
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- Name: bbstrader
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- Version: 0.2.991
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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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- Author: Bertin Balouki SIMYELI
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- Author-email: <bertin@bbstrader.com>
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- Maintainer: Bertin Balouki SIMYELI
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- License: The MIT License (MIT)
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- Project-URL: Documentation, https://bbstrader.readthedocs.io/en/latest/
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- Project-URL: Source Code, https://github.com/bbalouki/bbstrader
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- Keywords: Finance,Toolkit,Financial,Analysis,Fundamental,Quantitative,Database,Equities,Currencies,Economics,ETFs,Funds,Indices,Moneymarkets,Commodities,Futures,CFDs,Derivatives,Trading,Investing,Portfolio,Optimization,Performance
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- Classifier: Development Status :: 5 - Production/Stable
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- Classifier: Intended Audience :: Developers
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- Classifier: Intended Audience :: Financial and Insurance Industry
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- Classifier: Topic :: Office/Business :: Financial :: Investment
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- Classifier: Programming Language :: Python :: 3.10
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- Classifier: Programming Language :: Python :: 3.11
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- Classifier: Programming Language :: Python :: 3.12
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- Classifier: Operating System :: Microsoft :: Windows
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- Classifier: Operating System :: POSIX :: Linux
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- Classifier: Operating System :: MacOS
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- Classifier: License :: OSI Approved :: MIT License
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- Description-Content-Type: text/markdown
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- License-File: LICENSE
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- Requires-Dist: numpy<2.0.0,>=1.26.0
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- Requires-Dist: scikit-learn
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- Requires-Dist: statsmodels
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- Requires-Dist: seaborn
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- Requires-Dist: lightgbm
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- Requires-Dist: dash
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- Requires-Dist: nltk
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- Requires-Dist: spacy
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- Requires-Dist: pmdarima
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- Requires-Dist: pyportfolioopt
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- Requires-Dist: alphalens-reloaded
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- Requires-Dist: pandas_ta
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- Requires-Dist: yfinance
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- Requires-Dist: hmmlearn
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- Requires-Dist: arch
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- Requires-Dist: hurst
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- Requires-Dist: filterpy
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- Requires-Dist: pykalman
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- Requires-Dist: CurrencyConverter
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- Requires-Dist: tabulate
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- Requires-Dist: python-dotenv
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- Requires-Dist: ipython
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- Requires-Dist: QuantStats
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- Requires-Dist: exchange-calendars
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- Requires-Dist: tqdm
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- Requires-Dist: notify-py
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- Requires-Dist: python-telegram-bot
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- Requires-Dist: eodhd
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- Requires-Dist: financetoolkit
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- Requires-Dist: PyYAML
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- Requires-Dist: tables
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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: 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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- Dynamic: author-email
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- Dynamic: classifier
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- Dynamic: description
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- Dynamic: description-content-type
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- 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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- Dynamic: requires-dist
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- Dynamic: summary
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-
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- # Simplified Investment & Trading Toolkit
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- [![Documentation Status](https://readthedocs.org/projects/bbstrader/badge/?version=latest)](https://bbstrader.readthedocs.io/en/latest/?badge=latest)
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- [![PYPI Version](https://img.shields.io/pypi/v/bbstrader)](https://pypi.org/project/bbstrader/)
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- [![PyPi status](https://img.shields.io/pypi/status/bbstrader.svg?maxAge=60)](https://pypi.python.org/pypi/bbstrader)
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- [![Supported Python Versions](https://img.shields.io/pypi/pyversions/bbstrader)](https://pypi.org/project/bbstrader/)
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- [![PyPI Downloads](https://static.pepy.tech/badge/bbstrader)](https://pepy.tech/projects/bbstrader)
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- [![CodeFactor](https://www.codefactor.io/repository/github/bbalouki/bbstrader/badge)](https://www.codefactor.io/repository/github/bbalouki/bbstrader)
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- [![LinkedIn](https://img.shields.io/badge/LinkedIn-grey?logo=Linkedin&logoColor=white)](https://www.linkedin.com/in/bertin-balouki-simyeli-15b17a1a6/)
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- [![PayPal Me](https://img.shields.io/badge/PayPal%20Me-blue?logo=paypal)](https://paypal.me/bertinbalouki?country.x=SN&locale.x=en_US)
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- [Dcoumentation](https://bbstrader.readthedocs.io/en/latest/index.html)
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-
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- ## Overview
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- BBSTrader is a trading system suite developed for MetaTrader 5 (MT5) and IBKR platforms (comming soon), designed to offer a comprehensive set of tools for developping, backtesting, executing, and managing a wide array of trading strategies. With an emphasis on algorithmic and quantitative trading to provide traders with a robust platform for exploring and deploying sophisticated trading strategies.
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- `bbstrader` is comprised of several key modules, each focus on specific aspects of trading strategy development and execution:
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- - **Backtesting Module (btengine)** : Enables traders to rigorously test their trading strategies using historical data to evaluate performance before live deployment.
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- - **Trading Strategies Module**: A collection of predefined trading strategies, including ARIMA+GARCH models, Kalman Filters, and Simple Moving Averages, equipped with risk management through Hidden Markov Models.
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- - **MetaTrader5 Module (metatrader)**: Facilitates the direct execution of trading strategies on the MetaTrader 5 platform, supporting real-time trading across multiple financial instruments.
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- - **Models Module**: Serves as a framework for implementing various types of financial models (risk managment models, Machine learing models etc).
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- - **Time serie Module (tseries)** designed for conducting advanced time series analysis in financial markets.
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- It leverages statistical models and algorithms to perform tasks such as cointegration testing, volatility modeling, and filter-based estimation to assist in trading strategy development, market analysis, and financial data exploration.
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-
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- ## Features
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- - **Comprehensive Backtesting**: Assess the performance of trading strategies with historical market data to optimize parameters and strategies for live trading environments.
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- - **Integrated Risk Management**: Leverage advanced risk management techniques to adapt to changing market conditions and maintain control over risk exposure.
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- - **Automated Trading**: Execute trades automatically on the MT5 platform, with support for managing orders, positions, and risk in real-time.
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- - **Trade Copier**: Copy trades from one account to another or multiple accounts.
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- - **Flexible Framework**: Customize existing strategies or develop new ones with the flexible, modular architecture designed to accommodate traders' evolving needs.
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- - **Advanced Time Series Analysis**: Conduct in-depth analysis of financial time series data to identify patterns, trends, and relationships that can inform trading strategies.
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- You can read the full documentation [here](https://bbstrader.readthedocs.io/en/latest/index.html)
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- ## Getting Started
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- Before you can use the bbstrader and the metratrader, you need to have MetaTrader 5 (MT5) installed on your computer and an active MT5 trading account.
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- This Module currenlty support three brokers, [Admirals Group AS](https://cabinet.a-partnership.com/visit/?bta=35537&brand=admiralmarkets), [Just Global Markets Ltd.](https://one.justmarkets.link/a/tufvj0xugm/registration/trader), and [FTMO](https://trader.ftmo.com/?affiliates=JGmeuQqepAZLMcdOEQRp), so you need to create a demo or live account with one of them.
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- * If you want to trade `Stocks`, `ETFs`, `Indices`, `Commodities`, `Futures`, and `Forex`, [click here](https://cabinet.a-partnership.com/visit/?bta=35537&brand=admiralmarkets)
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- * If you want to trade `Stocks`, `Crypto`, `indices`, `Commodities`, and `Forex`, [click here](https://one.justmarkets.link/a/tufvj0xugm/registration/trader)
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- * If you are looking for a prop firm, [click here](https://trader.ftmo.com/?affiliates=JGmeuQqepAZLMcdOEQRp)
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- Then, you can install `bbstrader` using pip:
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- ```bash
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- pip install bbstrader # Mac and Linux
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- pip install bbstrader[MT5] # Windows
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- ```
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- ## Examples
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- ### Backtesting Module
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- ```python
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- from bbstrader.trading.strategies import test_strategy
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-
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- if __name__ == '__main__':
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- # Run backtesting for Stock Index Short Term Buy Only Strategy
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- test_strategy(strategy='sistbo')
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-
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- ```
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- ### Backtesting Results
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- ![Backtesting Results 1](https://github.com/bbalouki/bbstrader/blob/main/assets/bbs_.png?raw=true)
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- ![Backtesting Results 2](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_metrics_1.png?raw=true)
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- ![Backtesting Results 3](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_metrics_2.png?raw=true)
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- ![Backtesting Results 4](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_plots_1_.png?raw=true)
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- ![Backtesting Results 5](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_plots_2_.png?raw=true)
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- ## Customization and Contribution
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- `bbstrader`'s modular design allows for easy customization and extension. Traders and developers are encouraged to modify existing strategies, add new ones, or enhance the system's capabilities. Contributions to the `bbstrader` project are welcome.
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- ## Contributing to BBSTrader
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- We warmly welcome contributions from the trading and development community! Whether you're interested in fixing bugs, adding new features, or improving documentation, your help is invaluable to making `bbstrader` more robust and versatile. Here's how you can contribute:
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- ### Ways to Contribute
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- - **Develop New Strategies**: Implement and share your unique trading strategies or models.
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- - **Enhance Existing Modules**: Optimize the performance, extend the functionality, or improve the usability of existing modules.
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- - **Report Bugs**: Identify and report bugs to help us improve the system's stability and performance.
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- - **Improve Documentation**: Contribute to the project's documentation for clearer guidance and better usability.
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- - **Share Insights and Best Practices**: Provide examples, tutorials, or best practices on utilizing `bbstrader` effectively.
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- ### How to Get Started
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- 1. **Fork the Repository**: Start by forking the `bbstrader` repository to your GitHub account.
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- 2. **Clone Your Fork**: Clone your forked repository to your local machine to start making changes.
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- 3. **Set Up Your Development Environment**: Ensure you have the necessary development environment set up, including Python, MetaTrader 5, and any dependencies.
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- 4. **Create a New Branch**: Make your changes in a new git branch, branching off from the main branch.
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- 5. **Implement Your Changes**: Work on bug fixes, features, or documentation improvements.
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- 6. **Test Your Changes**: Ensure your changes do not introduce new issues and that they work as intended.
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- 7. **Submit a Pull Request**: Once you're ready, submit a pull request (PR) against the main `bbstrader` repository. Include a clear description of the changes and any other relevant information.
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- ### Contribution Guidelines
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- Please adhere to the following guidelines to ensure a smooth contribution process:
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- - **Follow the Coding Standards**: Write clean, readable code and follow the coding conventions used throughout the project.
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- - **Document Your Changes**: Add comments and update the README.md files as necessary to explain your changes or additions.
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- - **Respect the License**: All contributions are subject to the MIT License under which `bbstrader` is distributed.
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- We're excited to see your contributions and to welcome you to the `bbstrader` community. Together, we can build a powerful tool that serves the needs of traders around the world.
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- ## Disclaimer
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- Trading financial instruments involves a high level of risk and may not be suitable for all investors. The developers of `bbstrader` are not responsible for any financial losses incurred from the use of this software. Trade responsibly and at your own risk.
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- ## License
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- `bbstrader` is open source and available under the MIT License.
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