bbstrader 0.2.99__py3-none-any.whl → 0.3.0__py3-none-any.whl
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- bbstrader/{__ini__.py → __init__.py} +0 -1
- bbstrader/__main__.py +31 -14
- bbstrader/btengine/data.py +4 -2
- bbstrader/btengine/event.py +15 -14
- bbstrader/btengine/execution.py +24 -14
- bbstrader/btengine/strategy.py +33 -15
- bbstrader/core/data.py +99 -3
- bbstrader/core/scripts.py +130 -0
- bbstrader/metatrader/account.py +124 -129
- bbstrader/metatrader/copier.py +5 -6
- bbstrader/metatrader/rates.py +14 -13
- bbstrader/metatrader/risk.py +13 -11
- bbstrader/metatrader/trade.py +34 -23
- bbstrader/metatrader/utils.py +79 -26
- bbstrader/models/factors.py +3 -1
- bbstrader/models/ml.py +2 -1
- bbstrader/models/nlp.py +21 -4
- bbstrader/trading/execution.py +36 -19
- bbstrader/trading/strategies.py +15 -14
- bbstrader/tseries.py +8 -9
- bbstrader-0.3.0.dist-info/METADATA +469 -0
- bbstrader-0.3.0.dist-info/RECORD +47 -0
- {bbstrader-0.2.99.dist-info → bbstrader-0.3.0.dist-info}/WHEEL +1 -1
- bbstrader-0.2.99.dist-info/METADATA +0 -193
- bbstrader-0.2.99.dist-info/RECORD +0 -46
- {bbstrader-0.2.99.dist-info → bbstrader-0.3.0.dist-info}/entry_points.txt +0 -0
- {bbstrader-0.2.99.dist-info → bbstrader-0.3.0.dist-info}/licenses/LICENSE +0 -0
- {bbstrader-0.2.99.dist-info → bbstrader-0.3.0.dist-info}/top_level.txt +0 -0
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bbstrader/__main__.py,sha256=CMQB8_BPaXQ0ovQMHdEKri6kLPOVCBXw1nR2qJkA09I,2020
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bbstrader/compat.py,sha256=djbHMvTvy0HYm1zyZ6Ttp_LMwP2PqTSVw1r7pqbz7So,487
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bbstrader/config.py,sha256=c2nCUw-bYWf5kkyFls5Nqld8HdMczexSilTni7rYUBw,3973
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bbstrader/tseries.py,sha256=IMoo_8Ov5m1Q2NJ3_RW8lzok8I8vUP5Ks7YGXwEZYsw,68385
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bbstrader/btengine/__init__.py,sha256=y1btjaEfhWsH8vuE7mBRpP9Tu-Azt9REhuVYsPCAfBU,2955
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bbstrader/btengine/backtest.py,sha256=UiOmtqYSh72KZz0DCXz8iKrqTCOkx9Er3XjqK6H9Do8,14765
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bbstrader/btengine/data.py,sha256=Ko1QfW8Mo2w7Nufv-pERB9NC6v9E61YzbS9b1EK-osg,27055
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bbstrader/btengine/event.py,sha256=Ydl1avAXp9WAWOBXDAckcb9g1UkcnCO0rRzcJZwIq20,8714
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bbstrader/btengine/execution.py,sha256=jeDbOOGEZSVHNG8fuS08WAR3ZHp-e1a-MIA3vK4Bldk,11164
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bbstrader/btengine/performance.py,sha256=1ecWrTzHBQbk4ORvbTEKxwCzlL1brcXOEUwgbnjAwx4,12470
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bbstrader/btengine/portfolio.py,sha256=z98M65HQeCyma8gMZkAxspxBA9jtIhzxMyJUHPPj34c,16128
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bbstrader/btengine/scripts.py,sha256=8o66dq4Ex4DsH4s8xvJqUOFjLzZJSnbBvvNBzohtzoE,4837
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bbstrader/btengine/strategy.py,sha256=kLw4ipCTE06y2IdEysqI5VGlJDPEIR_OrJ3Qitm_yPw,32398
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bbstrader/core/__init__.py,sha256=GIFzFSStPfE0XM2j7mDeZZQeMTh_AwPsDOQXwMVJLgw,97
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bbstrader/core/data.py,sha256=n04Ph4TMC0o20iZkUw9VwdXPgqNUYeLh1Klkj6lMfEU,22590
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bbstrader/core/scripts.py,sha256=orPtnQlNNNFV-yfqFGRAIGFtWgilykZ3xyTx6d4DLsk,3963
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bbstrader/core/utils.py,sha256=WjuabzBjhY65ku2KL-f7CMalE2x-wrX-6mCA_qhhFPE,2728
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bbstrader/ibkr/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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bbstrader/ibkr/utils.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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bbstrader/metatrader/__init__.py,sha256=A5Ye9tpc2sp9Xk5qjKw-EfYsoRcZtAt8nqvC3tCtZs8,333
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bbstrader/metatrader/copier.py,sha256=YLu5tbw-IaG8Gs1bt64WdbracPOuZUXDGHdF6gaMTZM,32326
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bbstrader/metatrader/rates.py,sha256=6B-5AHguyDhicw3GqJ33FfFpdCKzxgUdlrHyPFuOLZg,20784
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bbstrader/models/__init__.py,sha256=s2mJrtKePXQaw_PvcrtPCD2mPCdVXP4Myzg0MlLVipo,547
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bbstrader/models/factors.py,sha256=Y1rjwhWU4aiSRd-jFOLnLZczFCY0bJUxauCo17HvOFY,12791
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bbstrader/models/ml.py,sha256=t8SOm5Wavv5CKXLJ7YtE99OwwQuJAlarlngdXQEjFjs,47602
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bbstrader/models/optimization.py,sha256=vnks6uxFZdqXgxaZJNxq8z0IH45KZ8yaXo38JhIVKGc,6399
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bbstrader/trading/__init__.py,sha256=ycLyuuxN5SujqtzR9X0Q74UQfK93q2va-GGAXdr-KS8,457
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bbstrader/trading/execution.py,sha256=nwLSfjdo-Pv_XgVM8wqIa60WmFtdSM3ho7OLmoqyPqg,37951
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Metadata-Version: 2.4
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Name: bbstrader
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Version: 0.2.99
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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: 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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# Simplified Investment & Trading Toolkit
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[](https://bbstrader.readthedocs.io/en/latest/?badge=latest)
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[](https://pypi.org/project/bbstrader/)
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[](https://pypi.python.org/pypi/bbstrader)
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[](https://pypi.org/project/bbstrader/)
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[](https://pepy.tech/projects/bbstrader)
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[](https://www.codefactor.io/repository/github/bbalouki/bbstrader)
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[](https://www.linkedin.com/in/bertin-balouki-simyeli-15b17a1a6/)
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[](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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## 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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## 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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```bash
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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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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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### Backtesting Results
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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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### 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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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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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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- **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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