bbstrader 0.2.9__py3-none-any.whl → 0.2.92__py3-none-any.whl

bbstrader/trading/execution.py

@@ -1,16 +1,23 @@
+import multiprocessing as mp
 import time
 import traceback
-import MetaTrader5 as MT5
 from datetime import datetime
-from logging import Logger
 from typing import Dict, List, Literal, Optional
 
+from loguru import logger as log
+
 from bbstrader.btengine.strategy import MT5Strategy, Strategy
-from bbstrader.metatrader.account import check_mt5_connection
+from bbstrader.config import BBSTRADER_DIR
+from bbstrader.core.utils import TradeAction
+from bbstrader.metatrader.account import Account, check_mt5_connection
 from bbstrader.metatrader.trade import Trade
-from bbstrader.metatrader.account import Account
 from bbstrader.trading.scripts import send_message
-from bbstrader.core.utils import TradeAction
+
+try:
+    import MetaTrader5 as MT5
+except ImportError:
+    import bbstrader.compat  # noqa: F401
+
 
 __all__ = ["MT5ExecutionEngine", "TWSExecutionEngine"]
 
@@ -31,6 +38,7 @@ _TF_MAPPING = {
 }
 
 TradingDays = ["monday", "tuesday", "wednesday", "thursday", "friday"]
+WEEK_DAYS = TradingDays + ["saturday", "sunday"]
 
 BUYS = ["BMKT", "BLMT", "BSTP", "BSTPLMT"]
 SELLS = ["SMKT", "SLMT", "SSTP", "SSTPLMT"]
@@ -77,6 +85,13 @@ NON_EXEC_RETCODES = {
     "SMKT": [MT5.TRADE_RETCODE_LONG_ONLY] + COMMON_RETCODES,
 }
 
+log.add(
+    f"{BBSTRADER_DIR}/logs/execution.log",
+    enqueue=True,
+    level="INFO",
+    format="{time:YYYY-MM-DD HH:mm:ss} | {level} | {name} | {message}",
+)
+
 
 def _mt5_execution(
     symbol_list,
@@ -99,18 +114,22 @@ def _mt5_execution(
     comment,
     **kwargs,
 ):
+    logger = kwargs.get("logger", log)
+
     def _print_exc(dm, msg):
         traceback.print_exc() if dm else logger.error(msg)
 
     try:
         symbols = symbol_list.copy()
         time_frame = kwargs.get("time_frame", "15m")
+        daily_risk = kwargs.get("daily_risk")
         STRATEGY = kwargs.get("strategy_name")
         mtrades = kwargs.get("max_trades")
         notify = kwargs.get("notify", False)
         signal_tickers = kwargs.get("signal_tickers", symbols)
         debug_mode = kwargs.get("debug_mode", False)
         delay = kwargs.get("delay", 0)
+        ACCOUNT = kwargs.get("account", "MT5 Account")
         if notify:
             telegram = kwargs.get("telegram", False)
             bot_token = kwargs.get("bot_token")
@@ -124,9 +143,6 @@ def _mt5_execution(
         elif isinstance(expert_ids, int):
             expert_ids = [expert_ids]
 
-        logger: Logger = kwargs.get("logger")
-        if logger is None:
-            logger: Logger = trades_instances[symbols[0]].logger
         max_trades = {
             symbol: mtrades[symbol]
             if mtrades is not None and symbol in mtrades
@@ -136,8 +152,14 @@ def _mt5_execution(
         if comment is None:
             trade = trades_instances[symbols[0]]
             comment = f"{trade.expert_name}@{trade.version}"
+
+        if period.lower() == "24/7":
+            trading_days = WEEK_DAYS
     except Exception:
-        _print_exc(debug_mode, f"Initializing Execution Engine, STRATEGY={STRATEGY}")
+        _print_exc(
+            debug_mode,
+            f"Initializing Execution Engine, STRATEGY={STRATEGY}, ACCOUNT={ACCOUNT}",
+        )
         return
 
     def update_risk(weights):
@@ -146,7 +168,8 @@ def _mt5_execution(
                 if symbol not in weights:
                     continue
                 trade = trades_instances[symbol]
-                trade.dailydd = round(weights[symbol], 5)
+                dailydd = round(weights[symbol] * daily_risk, 5)
+                trade.dailydd = dailydd
 
     def check_retcode(trade: Trade, position):
         if len(trade.retcodes) > 0:
@@ -181,14 +204,18 @@ def _mt5_execution(
         check_mt5_connection(**kwargs)
         strategy: MT5Strategy = strategy_cls(symbol_list=symbols, mode="live", **kwargs)
     except Exception:
-        _print_exc(debug_mode, f"Initializing strategy, STRATEGY={STRATEGY}")
+        _print_exc(
+            debug_mode, f"Initializing strategy, STRATEGY={STRATEGY}, ACCOUNT={ACCOUNT}"
+        )
         return
-    logger.info(f"Running {STRATEGY} Strategy in {time_frame} Interval ...")
+    logger.info(
+        f"Running {STRATEGY} Strategy in {time_frame} Interval ..., ACCOUNT={ACCOUNT}"
+    )
 
     def run_trade_algorithm(signal, symbol, id, trade: Trade, price, stoplimit):
         signal = "BMKT" if signal == "LONG" or signal == "BUY" else signal
         signal = "SMKT" if signal == "SHORT" or signal == "SELL" else signal
-        info = f"SIGNAL = {signal}, SYMBOL={symbol}, STRATEGY={STRATEGY}, TIMEFRAME={time_frame}"
+        info = f"SIGNAL = {signal}, SYMBOL={symbol}, STRATEGY={STRATEGY}, TIMEFRAME={time_frame} , ACCOUNT={ACCOUNT}"
         account = Account(**kwargs)
         symbol_type = account.get_symbol_type(symbol)
         desc = account.get_symbol_info(symbol).description
@@ -197,9 +224,9 @@ def _mt5_execution(
             f"\nPRICE={price}, \nSTOPLIMIT={stoplimit}, \nSTRATEGY={STRATEGY}, \nTIMEFRAME={time_frame}"
             f"\nBROKER={account.broker.name}, \nTIMESTAMP={datetime.now().strftime('%Y-%m-%d %H:%M:%S')}"
         )
-        msg = f"Sending {signal} Order ... SYMBOL={symbol}, STRATEGY={STRATEGY}"
-        tfmsg = f"Time Frame Not completed !!! SYMBOL={symbol}, STRATEGY={STRATEGY}"
-        riskmsg = f"Risk not allowed !!! SYMBOL={symbol}, STRATEGY={STRATEGY}"
+        msg = f"Sending {signal} Order ... SYMBOL={symbol}, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
+        tfmsg = f"Time Frame Not completed !!! SYMBOL={symbol}, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
+        riskmsg = f"Risk not allowed !!! SYMBOL={symbol}, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
         if signal not in EXIT_SIGNAL_ACTIONS:
             if signal in NON_EXEC_RETCODES and not check_retcode(trade, signal):
                 logger.info(info)
@@ -324,7 +351,7 @@ def _mt5_execution(
                         if show_positions_orders:
                             logger.info(
                                 f"Current {type.upper()} SYMBOL={symbol}: \
-                                    {positions_orders[type][symbol]}, STRATEGY={STRATEGY}"
+                                    {positions_orders[type][symbol]}, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
                             )
             long_market = {
                 symbol: buys[symbol] is not None
@@ -338,7 +365,8 @@ def _mt5_execution(
             }
         except Exception:
             _print_exc(
-                debug_mode, f"Checking positions and orders, STRATEGY={STRATEGY}"
+                debug_mode,
+                f"Checking positions and orders, STRATEGY={STRATEGY}, ACCOUNT={ACCOUNT}",
             )
             continue
         time.sleep(0.5)
@@ -352,7 +380,10 @@ def _mt5_execution(
             )
             update_risk(weights)
         except Exception:
-            _print_exc(debug_mode, f"Calculating Signals, STRATEGY={STRATEGY}")
+            _print_exc(
+                debug_mode,
+                f"Calculating Signals, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}",
+            )
             continue
         if len(signals) == 0:
             for symbol in symbols:
@@ -382,16 +413,16 @@ def _mt5_execution(
                         if len(symbols) >= 10:
                             if symbol == symbols[-1]:
                                 logger.info(
-                                    f"Not trading Time !!!, STRATEGY={STRATEGY}"
+                                    f"Not trading Time !!!, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
                                 )
                         else:
                             logger.info(
-                                f"Not trading Time !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY}"
+                                f"Not trading Time !!! SYMBOL={trade.symbol}, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
                             )
                     check(buys[symbol], sells[symbol], symbol)
 
             except Exception:
-                msg = f"Handling Signals, SYMBOL={symbol}, STRATEGY={STRATEGY}"
+                msg = f"Handling Signals, SYMBOL={symbol}, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
                 _print_exc(debug_mode, msg)
                 continue
 
@@ -420,20 +451,40 @@ def _mt5_execution(
 
             def logmsg(period, symbol):
                 logger.info(
-                    f"End of the {period} !!! SYMBOL={symbol}, STRATEGY={STRATEGY}"
+                    f"End of the {period} !!! SYMBOL={symbol}, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
                 )
 
             def logmsgif(period, symbol):
                 if len(symbols) <= 10:
                     logmsg(period, symbol)
                 elif len(symbols) > 10 and symbol == symbols[-1]:
-                    logger.info(f"End of the {period} !!! STRATEGY={STRATEGY}")
+                    logger.info(
+                        f"End of the {period} !!! STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
+                    )
 
             def sleepmsg(sleep_time):
-                logger.info(f"Sleeping for {sleep_time} minutes ...\n")
+                logger.info(f"{ACCOUNT} Sleeping for {sleep_time} minutes ...\n")
 
-            sessionmsg = "STARTING NEW TRADING SESSION ...\n"
-            if period.lower() == "day":
+            sessionmsg = f"{ACCOUNT} STARTING NEW TRADING SESSION ...\n"
+            if period.lower() == "24/7":  # For Cryptos
+                for symbol in symbols:
+                    trade = trades_instances[symbol]
+                    if trade.days_end() and closing:
+                        for id in expert_ids:
+                            trade.close_positions(
+                                position_type="all", id=id, comment=comment
+                            )
+                        logmsgif("Day", symbol)
+                        trade.statistics(save=True)
+                if day_end:
+                    strategy.perform_period_end_checks()
+                    sleep_time = trades_instances[symbols[-1]].sleep_time()
+                    sleepmsg(sleep_time + delay)
+                    time.sleep(60 * sleep_time + delay)
+                    logger.info(sessionmsg)
+                    time_intervals = 0
+
+            elif period.lower() == "day":
                 for symbol in symbols:
                     trade = trades_instances[symbol]
                     if trade.days_end() and closing:
@@ -455,6 +506,7 @@ def _mt5_execution(
                         sleepmsg(sleep_time + delay)
                         time.sleep(60 * sleep_time + delay)
                         logger.info(sessionmsg)
+                        time_intervals = 0
                     elif period_end_action == "sleep" and today == FRIDAY:
                         sleep_time = trades_instances[symbols[-1]].sleep_time(
                             weekend=True
@@ -462,6 +514,7 @@ def _mt5_execution(
                         sleepmsg(sleep_time + delay)
                         time.sleep(60 * sleep_time + delay)
                         logger.info(sessionmsg)
+                        time_intervals = 0
 
             elif period.lower() == "week":
                 for symbol in symbols:
@@ -482,6 +535,7 @@ def _mt5_execution(
                     sleepmsg(sleep_time + delay)
                     time.sleep(60 * sleep_time + delay)
                     logger.info(sessionmsg)
+                    time_intervals = 0
                 elif day_end and today == FRIDAY:
                     strategy.perform_period_end_checks()
                     if period_end_action == "break" and closing:
@@ -493,6 +547,7 @@ def _mt5_execution(
                         sleepmsg(sleep_time + delay)
                         time.sleep(60 * sleep_time + delay)
                         logger.info(sessionmsg)
+                        time_intervals = 0
 
             elif period.lower() == "month":
                 for symbol in symbols:
@@ -502,9 +557,7 @@ def _mt5_execution(
                     elif trade.days_end() and today == FRIDAY:
                         logmsgif("Week", symbol)
                     elif (
-                        trade.days_end()
-                        and today == FRIDAY
-                        and num_days >= 20
+                        trade.days_end() and today == FRIDAY and num_days >= 20
                     ) and closing:
                         for id in expert_ids:
                             trade.close_positions(
@@ -517,18 +570,22 @@ def _mt5_execution(
                     sleepmsg(sleep_time + delay)
                     time.sleep(60 * sleep_time + delay)
                     logger.info(sessionmsg)
+                    time_intervals = 0
                     num_days += 1
                 elif day_end and today == FRIDAY:
                     sleep_time = trades_instances[symbols[-1]].sleep_time(weekend=True)
                     sleepmsg(sleep_time + delay)
                     time.sleep(60 * sleep_time + delay)
                     logger.info(sessionmsg)
+                    time_intervals = 0
                     num_days += 1
                 elif day_end and today == FRIDAY and num_days >= 20:
                     strategy.perform_period_end_checks()
                     break
         except Exception:
-            msg = f"Handling period end actions, STRATEGY={STRATEGY}"
+            msg = (
+                f"Handling period end actions, STRATEGY={STRATEGY} , ACCOUNT={ACCOUNT}"
+            )
             _print_exc(debug_mode, msg)
             continue
 
@@ -638,7 +695,7 @@ class MT5ExecutionEngine:
             symbol_list : List of symbols to trade
             trades_instances : Dictionary of Trade instances
             strategy_cls : Strategy class to use for trading
-            mm : Enable Money Management. Defaults to False.
+            mm : Enable Money Management. Defaults to True.
             optimizer : Risk management optimizer. Defaults to 'equal'.
                 See `bbstrader.models.optimization` module for more information.
             show_positions_orders : Print open positions and orders. Defaults to False.
@@ -726,4 +783,60 @@ class MT5ExecutionEngine:
         )
 
 
+def mt5_engine(account_id: str, **kwargs):
+    """Starts an MT5 execution engine for a given account.
+    Args:
+        account_id: Account ID to run the execution engine on.
+        **kwargs: Additional keyword arguments
+            _ symbol_list : List of symbols to trade.
+            - trades_instances : Dictionary of Trade instances.
+            - strategy_cls : Strategy class to use for trading.
+    """
+    log.info(f"Starting execution engine for {account_id}")
+
+    symbol_list = kwargs.pop("symbol_list")
+    trades_instances = kwargs.pop("trades_instances")
+    strategy_cls = kwargs.pop("strategy_cls")
+
+    if symbol_list is None or trades_instances is None or strategy_cls is None:
+        log.error(f"Missing required arguments for account {account_id}")
+        raise ValueError(f"Missing required arguments for account {account_id}")
+
+    try:
+        engine = MT5ExecutionEngine(
+            symbol_list, trades_instances, strategy_cls, **kwargs
+        )
+        engine.run()
+    except Exception as e:
+        log.exception(f"Error running execution engine for {account_id}: {e}")
+    finally:
+        log.info(f"Execution engine for {account_id} completed")
+
+
+def RunMt5Engines(accounts: Dict[str, Dict], start_delay: float = 1.0):
+    """Runs multiple MT5 execution engines in parallel using multiprocessing.
+    
+    Args:
+        accounts: Dictionary of accounts to run the execution engines on.
+            Keys are the account names or IDs and values are the parameters for the execution engine.
+            The parameters are the same as the ones passed to the `MT5ExecutionEngine` class.
+        start_delay: Delay in seconds between starting the processes. Defaults to 1.0.
+    """
+
+    processes = {}
+
+    for account_id, params in accounts.items():
+        log.info(f"Starting process for {account_id}")
+        process = mp.Process(target=mt5_engine, args=(account_id,), kwargs=params)
+        process.start()
+        processes[process] = account_id
+
+        if start_delay:
+            time.sleep(start_delay)
+
+    for process, account_id in processes.items():
+        process.join()
+        log.info(f"Process for {account_id} joined")
+
+
 class TWSExecutionEngine: ...

bbstrader/trading/script.py

@@ -0,0 +1,155 @@
+import argparse
+import json
+import multiprocessing as mp
+import os
+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
+
+EXECUTION_PATH = os.path.expanduser("~/.bbstrader/execution/execution.py")
+CONFIG_PATH = os.path.expanduser("~/.bbstrader/execution/execution.json")
+
+
+def load_config(config_path, strategy_name, account=None):
+    if not os.path.exists(config_path):
+        raise FileNotFoundError(f"Configuration file not found at {config_path}")
+    with open(config_path, "r") as f:
+        config = json.load(f)
+    try:
+        config = config[strategy_name]
+    except KeyError:
+        raise ValueError(
+            f"Strategy {strategy_name} not found in the configuration file."
+        )
+    if account is not None:
+        try:
+            config = config[account]
+        except KeyError:
+            raise ValueError(f"Account {account} not found in the configuration file.")
+    if config.get("symbol_list") is None:
+        raise ValueError("symbol_list is required in the configuration file.")
+    if config.get("trades_kwargs") is None:
+        raise ValueError("trades_kwargs is required in the configuration file.")
+    return config
+
+
+def worker_function(account, args):
+    strategy_module = load_module(args.path)
+    strategy_class = load_class(strategy_module, args.strategy, (MT5Strategy, Strategy))
+
+    config = load_config(args.config, args.strategy, account)
+    symbol_list = config.pop("symbol_list")
+    trades_kwargs = config.pop("trades_kwargs")
+    trades = create_trade_instance(symbol_list, trades_kwargs)
+
+    kwargs = {
+        "symbol_list": symbol_list,
+        "trades_instances": trades,
+        "strategy_cls": strategy_class,
+        "account": account,
+        **config,
+    }
+    mt5_engine(account, **kwargs)
+
+
+def mt5_terminal(args):
+    if args.parallel:
+        if len(args.account) == 0:
+            raise ValueError(
+                "account or accounts are required when running in parallel"
+            )
+
+        processes = []
+        try:
+            for account in args.account:
+                p = mp.Process(target=worker_function, args=(account, args))
+                p.start()
+                processes.append(p)
+
+            for p in processes:
+                p.join()
+        except Exception as e:
+            print(f"Error in parallel execution: {e}")
+            raise e
+        except KeyboardInterrupt:
+            print("\nTerminating Execution...")
+            for p in processes:
+                p.terminate()
+            for p in processes:
+                p.join()
+            print("Execution terminated")
+    else:
+        worker_function(None, args)
+
+
+def tws_terminal(args):
+    raise NotImplementedError("TWS terminal is not implemented yet")
+
+
+def execute_strategy(unknown):
+    HELP_MSG = """
+    Execute a strategy on one or multiple MT5 accounts.
+
+    Usage:
+        python -m bbstrader --run execution [options]
+
+    Options:
+        -s, --strategy: Strategy class name to run
+        -a, --account: Account(s) name(s) or ID(s) to run the strategy on (must be the same as in the configuration file)
+        -p, --path: Path to the execution file (default: ~/.bbstrader/execution/execution.py)
+        -c, --config: Path to the configuration file (default: ~/.bbstrader/execution/execution.json)
+        -l, --parallel: Run the strategy in parallel (default: False)
+        -t, --terminal: Terminal to use (default: MT5)
+        -h, --help: Show this help message and exit
+    
+    Note:
+        The configuration file must contain all the required parameters 
+        to create trade instances for each account and strategy.
+        The configuration file must be a dictionary with the following structure:
+        If parallel is True:
+        {
+            "strategy_name": {
+                "account_name": {
+                    "symbol_list": ["symbol1", "symbol2"],
+                    "trades_kwargs": {"param1": "value1", "param2": "value2"}
+                    **other_parameters (for the strategy and the execution engine)
+                }
+            }
+        }
+        If parallel is False:
+        {
+            "strategy_name": {
+                "symbol_list": ["symbol1", "symbol2"],
+                "trades_kwargs": {"param1": "value1", "param2": "value2"}
+                **other_parameters (for the strategy and the execution engine)
+            }
+        }
+        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.
+        
+        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.
+    """
+    if "-h" in unknown or "--help" in unknown:
+        print(HELP_MSG)
+        sys.exit(0)
+
+    parser = argparse.ArgumentParser()
+    parser.add_argument("-s", "--strategy", type=str, required=True)
+    parser.add_argument("-a", "--account", type=str, nargs="*", default=[])
+    parser.add_argument("-p", "--path", type=str, default=EXECUTION_PATH)
+    parser.add_argument("-c", "--config", type=str, default=CONFIG_PATH)
+    parser.add_argument("-l", "--parallel", type=bool, default=False)
+    parser.add_argument(
+        "-t", "--terminal", type=str, default="MT5", choices=["MT5", "TWS"]
+    )
+    args = parser.parse_args(unknown)
+
+    if args.terminal == "MT5":
+        mt5_terminal(args)
+    elif args.terminal == "TWS":
+        tws_terminal(args)

bbstrader/trading/scripts.py

@@ -4,6 +4,7 @@ from notifypy import Notify
 from telegram import Bot
 from telegram.error import TelegramError
 
+
 __all__ = ["send_telegram_message", "send_notification", "send_message"]
 
 
@@ -65,3 +66,4 @@ def send_message(
         if token is None or chat_id is None:
             raise ValueError("Token and chat_id must be provided")
         asyncio.run(send_telegram_message(token, chat_id, text=message))
+

bbstrader/tseries.py

@@ -598,7 +598,9 @@ def plot_residuals(df: pd.DataFrame):
 
 
 def run_cadf_test(
-    pair: Union[List[str], Tuple[str, ...]], start: str, end: str
+    pair: Union[List[str], Tuple[str, ...]],
+    start: str,
+    end: str,
 ) -> None:
     """
     Performs the Cointegration Augmented Dickey-Fuller (CADF) test on a pair of stock tickers
@@ -666,8 +668,22 @@ def run_cadf_test(
     """
     # Download historical data for required stocks
     p0, p1 = pair[0], pair[1]
-    _p0 = yf.download(p0, start=start, end=end, progress=False, multi_level_index=False)
-    _p1 = yf.download(p1, start=start, end=end, progress=False, multi_level_index=False)
+    _p0 = yf.download(
+        p0,
+        start=start,
+        end=end,
+        progress=False,
+        multi_level_index=False,
+        auto_adjust=True,
+    )
+    _p1 = yf.download(
+        p1,
+        start=start,
+        end=end,
+        progress=False,
+        multi_level_index=False,
+        auto_adjust=True,
+    )
     df = pd.DataFrame(index=_p0.index)
     df[p0] = _p0["Adj Close"]
     df[p1] = _p1["Adj Close"]
@@ -751,7 +767,12 @@ def run_hurst_test(symbol: str, start: str, end: str):
     >>> run_hurst_test('AAPL', '2023-01-01', '2023-12-31')
     """
     data = yf.download(
-        symbol, start=start, end=end, progress=False, multi_level_index=False
+        symbol,
+        start=start,
+        end=end,
+        progress=False,
+        multi_level_index=False,
+        auto_adjust=True,
     )
 
     # Create a Geometric Brownian Motion, Mean-Reverting, and Trending Series
@@ -774,6 +795,7 @@ def test_cointegration(ticker1, ticker2, start, end):
         end=end,
         progress=False,
         multi_level_index=False,
+        auto_adjust=True,
     )["Adj Close"].dropna()
 
     # Perform Johansen cointegration test
@@ -917,8 +939,12 @@ def run_kalman_filter(
 
     >>> run_kalman_filter(['SPY', 'QQQ'], '2023-01-01', '2023-12-31')
     """
-    etf_df1 = yf.download(etfs[0], start, end, progress=False, multi_level_index=False)
-    etf_df2 = yf.download(etfs[1], start, end, progress=False, multi_level_index=False)
+    etf_df1 = yf.download(
+        etfs[0], start, end, progress=False, multi_level_index=False, auto_adjust=True
+    )
+    etf_df2 = yf.download(
+        etfs[1], start, end, progress=False, multi_level_index=False, auto_adjust=True
+    )
 
     prices = pd.DataFrame(index=etf_df1.index)
     prices[etfs[0]] = etf_df1["Adj Close"]
@@ -1674,7 +1700,7 @@ def analyze_cointegrated_pairs(
         y = spreads.coint
         X = spreads[["drift", "vol", "corr", "corr_ret"]]
         decision_tree.fit(X, y)
-        res = f'{decision_tree.best_score_:.2%}, Depth: {decision_tree.best_params_["max_depth"]}'
+        res = f"{decision_tree.best_score_:.2%}, Depth: {decision_tree.best_params_['max_depth']}"
         print(res)
 
     if crosstab:

{bbstrader-0.2.9.dist-info → bbstrader-0.2.92.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: bbstrader
-Version: 0.2.9
+Version: 0.2.92
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -55,7 +55,10 @@ Requires-Dist: financetoolkit
 Requires-Dist: tables
 Requires-Dist: lightgbm
 Requires-Dist: alphalens-reloaded
-Requires-Dist: MetaTrader5
+Requires-Dist: pyfiglet
+Requires-Dist: colorama
+Provides-Extra: mt5
+Requires-Dist: MetaTrader5; extra == "mt5"
 Dynamic: author
 Dynamic: author-email
 Dynamic: classifier
@@ -67,6 +70,7 @@ Dynamic: keywords
 Dynamic: license
 Dynamic: maintainer
 Dynamic: project-url
+Dynamic: provides-extra
 Dynamic: requires-dist
 Dynamic: summary
 
@@ -102,6 +106,7 @@ It leverages statistical models and algorithms to perform tasks such as cointegr
 - **Comprehensive Backtesting**: Assess the performance of trading strategies with historical market data to optimize parameters and strategies for live trading environments.
 - **Integrated Risk Management**: Leverage advanced risk management techniques to adapt to changing market conditions and maintain control over risk exposure.
 - **Automated Trading**: Execute trades automatically on the MT5 platform, with support for managing orders, positions, and risk in real-time.
+- **Trade Copier**: Copy trades from one account to another or multiple accounts.
 - **Flexible Framework**: Customize existing strategies or develop new ones with the flexible, modular architecture designed to accommodate traders' evolving needs.
 - **Advanced Time Series Analysis**: Conduct in-depth analysis of financial time series data to identify patterns, trends, and relationships that can inform trading strategies.
 You can read the full documentation [here](https://bbstrader.readthedocs.io/en/latest/index.html)
@@ -116,7 +121,8 @@ This Module currenlty support three brokers, [Admirals Group AS](https://cabinet
 
 Then, you can install `bbstrader` using pip:
 ```bash
-pip install bbstrader
+pip install bbstrader # Mac and Linux
+pip install bbstrader[MT5] # Windows
 ```
 
 ## Examples