bbstrader 0.3.1__tar.gz → 0.3.3__tar.gz

{bbstrader-0.3.1/bbstrader.egg-info → bbstrader-0.3.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.3.1
+Version: 0.3.3
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -24,46 +24,41 @@ Classifier: Operating System :: MacOS
 Classifier: License :: OSI Approved :: MIT License
 Description-Content-Type: text/markdown
 License-File: LICENSE
+Requires-Dist: alphalens-reloaded>=0.4.5
+Requires-Dist: beautifulsoup4>=4.13.1
+Requires-Dist: colorama>=0.4.6
+Requires-Dist: CurrencyConverter>=0.18.2
+Requires-Dist: dash>=2.18.2
+Requires-Dist: eodhd>=1.0.32
+Requires-Dist: exchange-calendars>=4.9
+Requires-Dist: filterpy>=1.4.5
+Requires-Dist: financetoolkit>=1.9.9
+Requires-Dist: ipython>=8.32.0
+Requires-Dist: lightgbm>=4.5.0
+Requires-Dist: nltk>=3.9.1
+Requires-Dist: notify-py>=0.3.43
 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: yfinance
-Requires-Dist: hmmlearn
-Requires-Dist: arch
-Requires-Dist: hurst
-Requires-Dist: filterpy
-Requires-Dist: pykalman
-Requires-Dist: CurrencyConverter
-Requires-Dist: tabulate
-Requires-Dist: python-dotenv
-Requires-Dist: ipython
-Requires-Dist: QuantStats
-Requires-Dist: exchange-calendars
-Requires-Dist: tqdm
-Requires-Dist: notify-py
-Requires-Dist: python-telegram-bot
-Requires-Dist: eodhd
-Requires-Dist: financetoolkit
-Requires-Dist: PyYAML
-Requires-Dist: tables
-Requires-Dist: pyfiglet
-Requires-Dist: colorama
-Requires-Dist: praw
-Requires-Dist: tweepy
-Requires-Dist: beautifulsoup4
-Requires-Dist: textblob
-Requires-Dist: vaderSentiment
-Requires-Dist: pytest
-Requires-Dist: pytest-mock
+Requires-Dist: pandas_ta>=0.3.14b0
+Requires-Dist: praw>=7.8.1
+Requires-Dist: pyfiglet>=1.0.2
+Requires-Dist: pykalman>=0.10.1
+Requires-Dist: pyportfolioopt>=1.5.6
+Requires-Dist: python-dotenv>=1.0.1
+Requires-Dist: python-telegram-bot>=21.10
+Requires-Dist: PyYAML>=6.0.2
+Requires-Dist: QuantStats>=0.0.64
+Requires-Dist: scikit-learn>=1.6.1
+Requires-Dist: seaborn>=0.13.2
+Requires-Dist: spacy>=3.8.4
+Requires-Dist: statsmodels>=0.14.4
+Requires-Dist: sumy>=0.11.0
+Requires-Dist: tables>=3.10.2
+Requires-Dist: tabulate>=0.9.0
+Requires-Dist: textblob>=0.19.0
+Requires-Dist: tqdm>=4.67.1
+Requires-Dist: tweepy>=4.15.0
+Requires-Dist: vaderSentiment>=3.3.2
+Requires-Dist: yfinance>=0.2.55
 Provides-Extra: mt5
 Requires-Dist: MetaTrader5; extra == "mt5"
 Dynamic: author
@@ -385,7 +380,7 @@ You may need to create the `~/.bbstrader/` directory and its subdirectories (lik
 
 For comprehensive information, including detailed API references, tutorials, and advanced guides for each module, please refer to our full documentation hosted on ReadTheDocs:
 
-[**View the Full Documentation on ReadTheDocs**](https://bbstrader.readthedocs.io/en/latest/)
+[**View the Full Documentation**](https://bbstrader.readthedocs.io/en/latest/)
 
 Additionally, the codebase is commented and includes docstrings, which can be a valuable resource for understanding the implementation details of specific functions and classes.
 

{bbstrader-0.3.1 → bbstrader-0.3.3}/README.md

@@ -301,7 +301,7 @@ You may need to create the `~/.bbstrader/` directory and its subdirectories (lik
 
 For comprehensive information, including detailed API references, tutorials, and advanced guides for each module, please refer to our full documentation hosted on ReadTheDocs:
 
-[**View the Full Documentation on ReadTheDocs**](https://bbstrader.readthedocs.io/en/latest/)
+[**View the Full Documentation**](https://bbstrader.readthedocs.io/en/latest/)
 
 Additionally, the codebase is commented and includes docstrings, which can be a valuable resource for understanding the implementation details of specific functions and classes.
 

{bbstrader-0.3.1 → bbstrader-0.3.3}/bbstrader/__init__.py

@@ -7,7 +7,7 @@ __author__ = "Bertin Balouki SIMYELI"
 __copyright__ = "2023-2025 Bertin Balouki SIMYELI"
 __email__ = "bertin@bbstrader.com"
 __license__ = "MIT"
-__version__ = "0.3.1"
+__version__ = "0.3.2"
 
 from bbstrader import compat  # noqa: F401
 from bbstrader import core  # noqa: F401

{bbstrader-0.3.1 → bbstrader-0.3.3}/bbstrader/__main__.py

@@ -1,4 +1,5 @@
 import argparse
+import multiprocessing
 import sys
 from enum import Enum
 
@@ -11,7 +12,7 @@ from bbstrader.metatrader.scripts import copy_trades
 from bbstrader.trading.scripts import execute_strategy
 
 
-class Module(Enum):
+class _Module(Enum):
     COPIER = "copier"
     BACKTEST = "backtest"
     EXECUTION = "execution"
@@ -51,13 +52,13 @@ def main():
         sys.exit(0)
     try:
         match args.run:
-            case Module.COPIER.value:
+            case _Module.COPIER.value:
                 copy_trades(unknown)
-            case Module.BACKTEST.value:
+            case _Module.BACKTEST.value:
                 backtest(unknown)
-            case Module.EXECUTION.value:
+            case _Module.EXECUTION.value:
                 execute_strategy(unknown)
-            case Module.NEWS_FEED.value:
+            case _Module.NEWS_FEED.value:
                 send_news_feed(unknown)
             case _:
                 print(Fore.RED + f"Unknown module: {args.run}")
@@ -69,4 +70,5 @@ def main():
 
 
 if __name__ == "__main__":
+    multiprocessing.freeze_support()
     main()

{bbstrader-0.3.1 → bbstrader-0.3.3}/bbstrader/btengine/backtest.py

@@ -248,14 +248,13 @@ def run_backtest(
 
         start_date (datetime): Start date of the backtest.
 
-        data_handler (DataHandler): An instance of the `DataHandler` class, responsible for managing
+        data_handler (DataHandler): A subclass of the `DataHandler` class, responsible for managing
             and processing market data. Available options include `CSVDataHandler`,
-            `MT5DataHandler`, and `YFDataHandler`. Ensure that the `DataHandler`
-            instance is initialized before passing it to the function.
+            `MT5DataHandler`, and `YFDataHandler`.
 
         strategy (Strategy): The trading strategy to be employed during the backtest.
-            The strategy must be an instance of `Strategy` and should include the following attributes:
-            - `bars` (DataHandler): The `DataHandler` instance for the strategy.
+            The strategy must be a subclass of `Strategy` and should include the following attributes:
+            - `bars` (DataHandler): The `DataHandler` class for the strategy.
             - `events` (Queue): Queue instance for managing events.
             - `symbol_list` (List[str]): List of symbols to trade.
             - `mode` (str): 'live' or 'backtest'.
@@ -307,9 +306,9 @@ def run_backtest(
         >>> run_backtest(
         ...     symbol_list=symbol_list,
         ...     start_date=start,
-        ...     data_handler=MT5DataHandler(),
-        ...     strategy=StockIndexSTBOTrading(),
-        ...     exc_handler=MT5ExecutionHandler(),
+        ...     data_handler=MT5DataHandler,
+        ...     strategy=StockIndexSTBOTrading,
+        ...     exc_handler=MT5ExecutionHandler,
         ...     initial_capital=100000.0,
         ...     heartbeat=0.0,
         ...     **kwargs

{bbstrader-0.3.1 → bbstrader-0.3.3}/bbstrader/btengine/data.py

@@ -361,7 +361,7 @@ class CSVDataHandler(BaseCSVDataHandler):
             csv_dir (str): Absolute directory path to the CSV files.
 
         NOTE:
-        All csv fille can be strored in 'Home/.bbstrader/csv_data'
+        All csv fille can be stored in 'Home/.bbstrader/data/csv_data'
 
         """
         csv_dir = kwargs.get("csv_dir")
@@ -580,7 +580,7 @@ class EODHDataHandler(BaseCSVDataHandler):
                 to_unix_time=unix_end,
             )
 
-    def _forma_data(self, data: List[Dict] | pd.DataFrame) -> pd.DataFrame:
+    def _format_data(self, data: List[Dict] | pd.DataFrame) -> pd.DataFrame:
         if isinstance(data, pd.DataFrame):
             if data.empty or len(data) == 0:
                 raise ValueError("No data found.")
@@ -608,7 +608,7 @@ class EODHDataHandler(BaseCSVDataHandler):
             filepath = os.path.join(cache_dir, f"{symbol}.csv")
             try:
                 data = self._get_data(symbol, self.period)
-                data = self._forma_data(data)
+                data = self._format_data(data)
                 data.to_csv(filepath)
             except Exception as e:
                 raise ValueError(f"Error downloading {symbol}: {e}")

{bbstrader-0.3.1 → bbstrader-0.3.3}/bbstrader/btengine/execution.py

@@ -98,7 +98,7 @@ class SimExecutionHandler(ExecutionHandler):
             self.events.put(fill_event)
             self.logger.info(
                 f"{event.direction} ORDER FILLED: SYMBOL={event.symbol}, "
-                f"QUANTITY={event.quantity}, PRICE @{event.price} EXCHANGE={fill_event.exchange}",
+                f"QUANTITY={event.quantity}, PRICE @{round(event.price, 5)} EXCHANGE={fill_event.exchange}",
                 custom_time=fill_event.timeindex,
             )
 
@@ -264,7 +264,7 @@ class MT5ExecutionHandler(ExecutionHandler):
             self.events.put(fill_event)
             self.logger.info(
                 f"{direction} ORDER FILLED: SYMBOL={symbol}, QUANTITY={quantity}, "
-                f"PRICE @{price} EXCHANGE={fill_event.exchange}",
+                f"PRICE @{round(event.price, 5)} EXCHANGE={fill_event.exchange}",
                 custom_time=fill_event.timeindex,
             )
 

{bbstrader-0.3.1 → bbstrader-0.3.3}/bbstrader/btengine/strategy.py

@@ -12,17 +12,18 @@ from loguru import logger
 from bbstrader.btengine.data import DataHandler
 from bbstrader.btengine.event import Events, FillEvent, SignalEvent
 from bbstrader.config import BBSTRADER_DIR
-from bbstrader.metatrader.account import (
+from bbstrader.metatrader import (
     Account,
     AdmiralMarktsGroup,
     PepperstoneGroupLimited,
+    TradeOrder,
+    Rates,
+    TradeSignal, 
+    TradingMode,
+    SymbolType
 )
-from bbstrader.metatrader.utils import SymbolType
-from bbstrader.metatrader.rates import Rates
-from bbstrader.metatrader.trade import TradeSignal, TradingMode
 from bbstrader.models.optimization import optimized_weights
 
-
 __all__ = ["Strategy", "MT5Strategy"]
 
 logger.add(
@@ -71,8 +72,13 @@ class MT5Strategy(Strategy):
     calculate signals for the MetaTrader 5 trading platform. The signals
     are generated by the `MT5Strategy` object and sent to the the `Mt5ExecutionEngine`
     for live trading and `MT5BacktestEngine` objects for backtesting.
-    """
 
+    # NOTE
+    It is recommanded that every strategy specfic method to be a private method
+    in order to avoid naming collusion.
+    """
+    tf: str
+    max_trades: Dict[str, int]
     def __init__(
         self,
         events: Queue = None,
@@ -107,9 +113,11 @@ class MT5Strategy(Strategy):
             self._initialize_portfolio()
         self.kwargs = kwargs
         self.periodes = 0
-    
-    @property 
+
+    @property
     def account(self):
+        if self.mode != TradingMode.LIVE:
+            raise ValueError("account attribute is only allowed in Live mode")
         return Account(**self.kwargs)
 
     @property
@@ -127,7 +135,7 @@ class MT5Strategy(Strategy):
     @property
     def orders(self):
         if self.mode == TradingMode.LIVE:
-            return self.account.get_orders()
+            return self.account.get_orders() or []
         return self._orders
 
     @property
@@ -139,7 +147,7 @@ class MT5Strategy(Strategy):
     @property
     def positions(self):
         if self.mode == TradingMode.LIVE:
-            return self.account.get_positions()
+            return self.account.get_positions() or []
         return self._positions
 
     @property
@@ -345,7 +353,7 @@ class MT5Strategy(Strategy):
                 log = True
         if log:
             self.logger.info(
-                f"{signal} ORDER EXECUTED: SYMBOL={symbol}, QUANTITY={quantity}, PRICE @{price}",
+                f"{signal} ORDER EXECUTED: SYMBOL={symbol}, QUANTITY={quantity}, PRICE @{round(price, 5)}",
                 custom_time=dtime,
             )
 
@@ -526,7 +534,7 @@ class MT5Strategy(Strategy):
         def logmsg(order, type, symbol, dtime):
             return self.logger.info(
                 f"{type} ORDER EXECUTED: SYMBOL={symbol}, QUANTITY={order.quantity}, "
-                f"PRICE @ {order.price}",
+                f"PRICE @ {round(order.price, 5)}",
                 custom_time=dtime,
             )
 
@@ -614,7 +622,7 @@ class MT5Strategy(Strategy):
                 )
 
     @staticmethod
-    def calculate_pct_change(current_price, lh_price):
+    def calculate_pct_change(current_price, lh_price) -> float:
         return ((current_price - lh_price) / lh_price) * 100
 
     def get_asset_values(
@@ -649,8 +657,8 @@ class MT5Strategy(Strategy):
             In Live mode, the `bbstrader.metatrader.rates.Rates` class is used to get the historical data
             so the value_type must be 'returns', 'open', 'high', 'low', 'close', 'adjclose', 'volume'.
         """
-        if mode not in ["backtest", "live"]:
-            raise ValueError("Mode must be either backtest or live.")
+        if mode not in [TradingMode.BACKTEST, TradingMode.LIVE]:
+            raise ValueError("Mode must be an instance of TradingMode")
         asset_values = {}
         if mode == TradingMode.BACKTEST:
             if bars is None:
@@ -696,7 +704,7 @@ 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()
@@ -760,6 +768,49 @@ class MT5Strategy(Strategy):
             )
             return prices
         return np.array([])
+    
+    def get_active_orders(self, symbol: str, strategy_id: int, order_type: int = None) -> List[TradeOrder]:
+        """
+        Get the active orders for a given symbol and strategy.
+
+        Args:
+            symbol : The symbol for the trade.
+            strategy_id : The unique identifier for the strategy.
+            order_type : The type of order to filter by (optional):
+                    "BUY_LIMIT": 2
+                    "SELL_LIMIT": 3
+                    "BUY_STOP": 4
+                    "SELL_STOP": 5
+                    "BUY_STOP_LIMIT": 6
+                    "SELL_STOP_LIMIT": 7
+
+        Returns:
+            List[TradeOrder] : A list of active orders for the given symbol and strategy.
+        """
+        orders = [o for o in self.orders if o.symbol == symbol and o.magic == strategy_id]
+        if order_type is not None and len(orders) > 0:
+            orders = [o for o in orders if o.type == order_type]
+        return orders
+
+    def exit_positions(self, position, prices, asset, th: float = 0.01):
+        if len(prices) == 0:
+            return False
+        tick_info = self.account.get_tick_info(asset)
+        bid, ask = tick_info.bid, tick_info.ask
+        price = None
+        if len(prices) == 1:
+            price = prices[0]
+        elif len(prices) in range(2, self.max_trades[asset] + 1):
+            price = np.mean(prices)
+        if price is not None:
+            if (
+                position == 0
+                and self.calculate_pct_change(ask, price) >= th
+                or position == 1
+                and abs(self.calculate_pct_change(bid, price)) >= th
+            ):
+                return True
+        return False
 
     @staticmethod
     def get_current_dt(time_zone: str = "US/Eastern") -> datetime:
@@ -796,7 +847,9 @@ class MT5Strategy(Strategy):
         return dt_to
 
     @staticmethod
-    def get_mt5_equivalent(symbols, symbol_type: str | SymbolType = SymbolType.STOCKS, **kwargs) -> List[str]:
+    def get_mt5_equivalent(
+        symbols, symbol_type: str | SymbolType = SymbolType.STOCKS, **kwargs
+    ) -> List[str]:
         """
         Get the MetaTrader 5 equivalent symbols for the symbols in the list.
         This method is used to get the symbols that are available on the MetaTrader 5 platform.

{bbstrader-0.3.1 → bbstrader-0.3.3}/bbstrader/config.py

@@ -3,8 +3,8 @@ from pathlib import Path
 from typing import List
 
 
-TERMINAL = "\\terminal64.exe"
-BASE_FOLDER = "C:\\Program Files\\"
+TERMINAL = "/terminal64.exe"
+BASE_FOLDER = "C:/Program Files/"
 
 AMG_PATH = BASE_FOLDER + "Admirals Group MT5 Terminal" + TERMINAL
 PGL_PATH = BASE_FOLDER + "Pepperstone MetaTrader 5" + TERMINAL

{bbstrader-0.3.1 → bbstrader-0.3.3}/bbstrader/core/data.py

@@ -190,7 +190,9 @@ class FmpNews(object):
                 0
             ]  # if symbol is a yahoo finance ticker
         source_methods = {
-            "articles": lambda: self.get_latest_articles(articles=articles, save=True),
+            "articles": lambda: self.get_latest_articles(
+                articles=articles, save=True, **kwargs
+            ),
             "releases": lambda: self.get_releases(symbol=symbol, **kwargs),
             "stock": lambda: self.get_stock_news(symbol=symbol, **kwargs),
             "crypto": lambda: self.get_crypto_news(symbol=symbol, **kwargs),

{bbstrader-0.3.1 → bbstrader-0.3.3}/bbstrader/core/scripts.py

@@ -4,6 +4,7 @@ import sys
 import textwrap
 import time
 from datetime import datetime, timedelta
+from typing import List, Literal
 
 import nltk
 from loguru import logger
@@ -25,7 +26,7 @@ def summarize_text(text, sentences_count=5):
     return " ".join(str(sentence) for sentence in summary)
 
 
-def format_article_for_telegram(article: dict) -> str:
+def format_coindesk_article(article: dict) -> str:
     if not all(
         k in article
         for k in (
@@ -53,16 +54,40 @@ def format_article_for_telegram(article: dict) -> str:
     return text
 
 
-async def send_articles(articles: dict, token: str, id: str, interval=15):
+def format_fmp_article(article: dict) -> str:
+    if not all(k in article for k in ("title", "date", "content", "tickers")):
+        return ""
+    summary = summarize_text(article["content"])
+    text = (
+        f"📰 {article['title']}\n"
+        f"Published Date: {article['date']}\n"
+        f"Keywords: {article['tickers']}\n\n"
+        f"🔍 Summary\n"
+        f"{textwrap.fill(summary, width=80)}"
+    )
+    return text
+
+
+async def send_articles(
+    articles: List[dict],
+    token: str,
+    id: str,
+    source: Literal["coindesk", "fmp"],
+    interval=15,
+):
     for article in articles:
-        if article["published_on"] >= datetime.now() - timedelta(minutes=interval):
-            article["published_on"] = article.get("published_on").strftime(
-                "%Y-%m-%d %H:%M:%S"
-            )
-            message = format_article_for_telegram(article)
-            if message == "":
-                return
-            await send_telegram_message(token, id, text=message)
+        message = ""
+        if source == "coindesk":
+            if article["published_on"] >= datetime.now() - timedelta(minutes=interval):
+                article["published_on"] = article.get("published_on").strftime(
+                    "%Y-%m-%d %H:%M:%S"
+                )
+            message = format_coindesk_article(article)
+        else:
+            message = format_fmp_article(article)
+        if message == "":
+            return
+        await send_telegram_message(token, id, text=message)
 
 
 def send_news_feed(unknown):
@@ -78,6 +103,7 @@ def send_news_feed(unknown):
         -q, --query: The news to look for (default: "")
         -t, --token: Telegram bot token
         -I, --id: Telegram Chat id
+            --fmp: Financial Modeling Prop Api Key
         -i, --interval: Interval in minutes to fetch news (default: 15)
 
     Note:
@@ -101,6 +127,9 @@ def send_news_feed(unknown):
         help="Telegram bot token",
     )
     parser.add_argument("-I", "--id", type=str, required=True, help="Telegram Chat id")
+    parser.add_argument(
+        "--fmp", type=str, default="", help="Financial Modeling Prop Api Key"
+    )
     parser.add_argument(
         "-i",
         "--interval",
@@ -112,19 +141,33 @@ def send_news_feed(unknown):
 
     nltk.download("punkt", quiet=True)
     news = FinancialNews()
-    logger.info(
-        f"Starting the News Feed on {args.interval} minutes"
-    )
+    logger.info(f"Starting the News Feed on {args.interval} minutes")
     while True:
         try:
-            articles = news.get_coindesk_news(query=args.query)
-            if len(articles) == 0:
-                time.sleep(args.interval * 60)
-                continue
-            asyncio.run(send_articles(articles, args.token, args.id))
+            fmp_articles = []
+            coindesk_articles = news.get_coindesk_news(query=args.query)
+            if args.fmp:
+                start = datetime.now() - timedelta(minutes=args.interval)
+                start = start.strftime("%Y-%m-%d %H:%M:%S")
+                end = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+                fmp_articles = news.get_fmp_news(api=args.fmp).get_latest_articles(
+                    save=True, start=start, end=end
+                )
+            if len(coindesk_articles) != 0:
+                asyncio.run(
+                    send_articles(
+                        coindesk_articles,
+                        args.token,
+                        args.id,
+                        "coindesk",
+                        interval=args.interval,
+                    )
+                )
+            if len(fmp_articles) != 0:
+                asyncio.run(send_articles(fmp_articles, args.token, args.id, "fmp"))
             time.sleep(args.interval * 60)
         except KeyboardInterrupt:
             logger.info("Stopping the News Feed ...")
-            exit(0)
+            sys.exit(0)
         except Exception as e:
             logger.error(e)