bbstrader 0.3.4__py3-none-any.whl → 0.3.6__py3-none-any.whl

bbstrader/tseries.py

@@ -24,7 +24,6 @@ from statsmodels.tsa.vector_ar.var_model import VAR
 from statsmodels.tsa.vector_ar.vecm import coint_johansen
 from tqdm import tqdm
 
-
 __all__ = [
     "run_kalman_filter",
     "KalmanFilterModel",
@@ -746,32 +745,40 @@ def select_assets(df: pd.DataFrame, n=100, start=None, end=None, rolling_window=
 
 
 def compute_pair_metrics(security: pd.Series, candidates: pd.DataFrame):
-    """
-    Calculates statistical and econometric metrics for a target security and a set of candidate securities.
-    These metrics are useful in financial modeling and pairs trading strategies,
-    providing information about drift, volatility, correlation, and cointegration.
+    """Calculate statistical and econometric metrics for a security pair.
 
-    Args:
-        security (pd.Series): A time-series of the target security's prices.
-            The name of the Series should correspond to the security's identifier (e.g., ticker symbol).
-        candidates (pd.DataFrame): A DataFrame where each column represents a time-series of prices
-            for candidate securities to be evaluated against the target security.
+    These metrics are useful in financial modeling and pairs trading strategies,
+    providing information about drift, volatility, correlation, and
+    cointegration.
 
-    Returns:
-        pd.DataFrame: A DataFrame combining:
-            Drift: Estimated drift of spreads between the target security and each candidate.
-            Volatility: Standard deviation of spreads.
-            Correlation:
-                ``corr``: Correlation of normalized prices between the target and each candidate.
-                ``corr_ret``: Correlation of returns (percentage change) between the target and each candidate.
-            Cointegration metrics:
-                Engle-Granger test statistics (``t1``, ``t2``) and p-values (``p1``, ``p2``).
-                Johansen test trace statistics (``trace0``, ``trace1``) and selected lag order (``k_ar_diff``).
+    Parameters
+    ----------
+    security : pd.Series
+        A time-series of the target security's prices. The name of the
+        Series should correspond to the security's identifier (e.g., ticker
+        symbol).
+    candidates : pd.DataFrame
+        A DataFrame where each column represents a time-series of prices
+        for candidate securities to be evaluated against the target security.
+
+    Returns
+    -------
+    pd.DataFrame
+        A DataFrame containing the following metrics as columns:
+        * ``Drift``: Estimated drift of spreads.
+        * ``Volatility``: Standard deviation of spreads.
+        * ``corr``: Correlation of normalized prices.
+        * ``corr_ret``: Correlation of returns (percentage change).
+        * ``t1``, ``p1``: Engle-Granger test statistic and p-value.
+        * ``t2``, ``p2``: Engle-Granger test statistic and p-value (alternate form).
+        * ``trace0``, ``trace1``: Johansen test trace statistics.
+        * ``k_ar_diff``: Selected lag order for the Johansen test.
 
     References
     ----------
-    Stefan Jansen (2020). Machine Learning for Algorithmic Trading - Second Edition.
-    chapter 9, Time-Series Models for Volatility Forecasts and Statistical Arbitrage.
+    * [1] Jansen, S. (2020). Machine Learning for Algorithmic Trading -
+       Second Edition. Packt Publishing. Chapter 9, Time-Series Models
+       for Volatility Forecasts and Statistical Arbitrage.
     """
     security = security.div(security.iloc[0])
     ticker = security.name
@@ -834,102 +841,65 @@ def find_cointegrated_pairs(
     such as cointegration and Engle-Granger significance, to determine pairs suitable
     for financial strategies like pairs trading.
 
-    Args:
-        securities (`pd.DataFrame`): A DataFrame where each column represents the time-series
-            prices of target securities to evaluate.
-        candidates (`pd.DataFrame`): A DataFrame where each column represents the time-series
-            prices of candidate securities to compare against the target securities.
-        n (`int`, optional): The number of top pairs to return. If `None`, returns all pairs.
-        start (`str`, optional): Start date for slicing the data (e.g., 'YYYY-MM-DD').
-        stop (`str`, optional): End date for slicing the data (e.g., 'YYYY-MM-DD').
-        coint (`bool`, optional, default=False):
-            - If `True`, filters for pairs identified as cointegrated.
-            - If `False`, returns all evaluated pairs.
+    Parameters
+    ----------
+    securities : pd.DataFrame
+        A DataFrame where each column represents the time-series
+        prices of target securities to evaluate.
+    candidates : pd.DataFrame
+        A DataFrame where each column represents the time-series
+        prices of candidate securities to compare against the target securities.
+    n : int, optional
+        The number of top pairs to return. If ``None``, returns all pairs.
+    start : str, optional
+        Start date for slicing the data (e.g., 'YYYY-MM-DD').
+    stop : str, optional
+        End date for slicing the data (e.g., 'YYYY-MM-DD').
+    coint : bool, optional, default=False
+        If ``True``, filters for pairs identified as cointegrated.
+        If ``False``, returns all evaluated pairs.
+
+    Returns
+    -------
+    pd.DataFrame
+        A DataFrame containing:
+
+        **Johansen and Engle-Granger cointegration metrics**
+            * ``t1``, ``t2`` : Engle-Granger test statistics for two directions.
+            * ``p1``, ``p2`` : Engle-Granger p-values for two directions.
+            * ``trace0``, ``trace1`` : Johansen test trace statistics for 0 and 1 cointegration relationships.
+
+        **Indicators and filters**
+            * ``joh_sig`` : Indicates Johansen cointegration significance.
+            * ``eg_sig`` : Indicates Engle-Granger significance (p-value < 0.05).
+            * ``s1_dep`` : Indicates whether the first series depends on the second (based on p-values).
+            * ``coint`` : Combined cointegration indicator (Johansen & Engle-Granger).
+
+        **Spread and ranking**
+            * ``t`` : Minimum of ``t1`` and ``t2``.
+            * ``p`` : Minimum of ``p1`` and ``p2``.
 
-    Returns:
-        - ``pd.DataFrame``: A DataFrame containing:
-        - Johansen and Engle-Granger cointegration metrics:
-            - `t1`, `t2`: Engle-Granger test statistics for two directions.
-            - `p1`, `p2`: Engle-Granger p-values for two directions.
-            - `trace0`, `trace1`: Johansen test trace statistics for 0 and 1 cointegration relationships.
-        - Indicators and filters:
-            - `joh_sig`: Indicates Johansen cointegration significance.
-            - `eg_sig`: Indicates Engle-Granger significance (p-value < 0.05).
-            - `s1_dep`: Indicates whether the first series depends on the second (based on p-values).
-            - `coint`: Combined cointegration indicator (Johansen & Engle-Granger).
-        - Spread and ranking:
-            - `t`: Minimum of `t1` and `t2`.
-            - `p`: Minimum of `p1` and `p2`.
     References
     ----------
-    Stefan Jansen (2020). Machine Learning for Algorithmic Trading - Second Edition.
-    chapter 9, Time-Series Models for Volatility Forecasts and Statistical Arbitrage.
-
-    Example:
-    >>>    import pandas as pd
+    Stefan Jansen (2020). *Machine Learning for Algorithmic Trading - Second Edition*.
+    Chapter 9, Time-Series Models for Volatility Forecasts and Statistical Arbitrage.
 
-    >>>    # Sample Data
-    >>>    data_securities = {
-    ...        'Security1': [100, 102, 101, 103, 105],
-    ...        'Security2': [50, 52, 53, 51, 54]
-    ...    }
-    >>>    data_candidates = {
-    ...        'Candidate1': [100, 101, 99, 102, 104],
-    ...        'Candidate2': [200, 202, 201, 203, 205]
-    ...    }
-
-    >>>    securities = pd.DataFrame(data_securities, index=pd.date_range('2023-01-01', periods=5))
-    >>>    candidates = pd.DataFrame(data_candidates, index=pd.date_range('2023-01-01', periods=5))
-
-    >>>    # Find cointegrated pairs
-    >>>    top_pairs = find_cointegrated_pairs(securities, candidates, n=2, coint=True)
-    >>>    print(top_pairs)
-
-    >>>    | s1       | s2        | t    | p     | joh_sig | eg_sig | coint |
-    >>>    |----------|-----------|------|-------|---------|--------|-------|
-    >>>    | Security1| Candidate1| -3.5 | 0.01  | 1       | 1      | 1     |
-    >>>    | Security2| Candidate2| -2.9 | 0.04  | 1       | 1      | 1     |
+    Examples
+    --------
+    >>> import pandas as pd
+    >>> data_securities = {
+    ...     'Security1': [100, 102, 101, 103, 105],
+    ...     'Security2': [50, 52, 53, 51, 54]
+    ... }
+    >>> data_candidates = {
+    ...     'Candidate1': [100, 101, 99, 102, 104],
+    ...     'Candidate2': [200, 202, 201, 203, 205]
+    ... }
+    >>> securities = pd.DataFrame(data_securities, index=pd.date_range('2023-01-01', periods=5))
+    >>> candidates = pd.DataFrame(data_candidates, index=pd.date_range('2023-01-01', periods=5))
+    >>> top_pairs = find_cointegrated_pairs(securities, candidates, n=2, coint=True)
+    >>> print(top_pairs)
     """
-    trace0_cv = __CRITICAL_VALUES[0][
-        0.95
-    ]  # critical value for 0 cointegration relationships
-    # critical value for 1 cointegration relationship
-    trace1_cv = __CRITICAL_VALUES[1][0.95]
-    spreads = []
-    if start is not None and stop is not None:
-        securities = securities.loc[str(start) : str(stop), :]
-        candidates = candidates.loc[str(start) : str(stop), :]
-    for i, (ticker, prices) in enumerate(securities.items(), 1):
-        try:
-            df = compute_pair_metrics(prices, candidates)
-            spreads.append(df.set_index("s1", append=True))
-        except np.linalg.LinAlgError:
-            continue
-    spreads = pd.concat(spreads)
-    spreads.index.names = ["s2", "s1"]
-    spreads = spreads.swaplevel()
-    spreads["t"] = spreads[["t1", "t2"]].min(axis=1)
-    spreads["p"] = spreads[["p1", "p2"]].min(axis=1)
-    spreads["joh_sig"] = (
-        (spreads.trace0 > trace0_cv) & (spreads.trace1 > trace1_cv)
-    ).astype(int)
-    spreads["eg_sig"] = (spreads.p < 0.05).astype(int)
-    spreads["s1_dep"] = spreads.p1 < spreads.p2
-    spreads["coint"] = (spreads.joh_sig & spreads.eg_sig).astype(int)
-    # select top n pairs
-    if coint:
-        if n is not None:
-            top_pairs = (
-                spreads.query("coint == 1").sort_values("t", ascending=False).head(n)
-            )
-        else:
-            top_pairs = spreads.query("coint == 1").sort_values("t", ascending=False)
-    else:
-        if n is not None:
-            top_pairs = spreads.sort_values("t", ascending=False).head(n)
-        else:
-            top_pairs = spreads.sort_values("t", ascending=False)
-    return top_pairs
 
 
 def analyze_cointegrated_pairs(
@@ -1121,25 +1091,31 @@ def KFSmoother(prices: pd.Series | np.ndarray) -> pd.Series | np.ndarray:
 
 
 def KFHedgeRatio(x: pd.Series | np.ndarray, y: pd.Series | np.ndarray) -> np.ndarray:
-    """
-    Estimate Hedge Ratio using Kalman Filter.
-    Args:
-        x : pd.Series or np.ndarray
-            The independent variable, which can be either a pandas Series or a numpy array.
-        y : pd.Series or np.ndarray
-            The dependent variable, which can be either a pandas Series or a numpy array.
+    """Estimate Hedge Ratio using Kalman Filter.
 
-    Returns:
-        np.ndarray
-            The estimated hedge ratio as a numpy array.
+    This function uses a Kalman Filter to dynamically estimate the hedge ratio
+    (beta) and intercept (alpha) for a pair of assets over time.
 
-    The function returns the negative of the first state variable of each Kalman Filter estimate,
-    which represents the estimated hedge ratio.
+    The function returns the negative of the first state variable (the hedge ratio)
+    for each time step, which is a common convention in pairs trading.
+
+    Parameters
+    ----------
+    x : pd.Series or np.ndarray
+        The independent variable (e.g., price series of asset X).
+    y : pd.Series or np.ndarray
+        The dependent variable (e.g., price series of asset Y).
+
+    Returns
+    -------
+    np.ndarray
+        The time-varying estimated hedge ratio as a numpy array.
 
     References
     ----------
-    Stefan Jansen (2020). Machine Learning for Algorithmic Trading - Second Edition.
-    chapter 9, Time-Series Models for Volatility Forecasts and Statistical Arbitrage.
+    * [1] Jansen, S. (2020). Machine Learning for Algorithmic Trading -
+       Second Edition. Packt Publishing. Chapter 9, Time-Series Models
+       for Volatility Forecasts and Statistical Arbitrage.
     """
     if not isinstance(x, (np.ndarray, pd.Series)) or not isinstance(
         y, (np.ndarray, pd.Series)

{bbstrader-0.3.4.dist-info → bbstrader-0.3.6.dist-info}/METADATA

@@ -1,13 +1,12 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.3.4
+Version: 0.3.6
 Summary: Simplified Investment & Trading Toolkit
-Home-page: https://github.com/bbalouki/bbstrader
-Download-URL: https://pypi.org/project/bbstrader/
-Author: Bertin Balouki SIMYELI
-Author-email: <bertin@bbstrader.com>
-Maintainer: Bertin Balouki SIMYELI
-License: The MIT License (MIT)
+Author-email: Bertin Balouki SIMYELI <bertin@bbstrader.com>
+Maintainer-email: Bertin Balouki SIMYELI <bertin@bbstrader.com>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/bbalouki/bbstrader
+Project-URL: Download, https://pypi.org/project/bbstrader/
 Project-URL: Documentation, https://bbstrader.readthedocs.io/en/latest/
 Project-URL: Source Code, https://github.com/bbalouki/bbstrader
 Keywords: Finance,Toolkit,Financial,Analysis,Fundamental,Quantitative,Database,Equities,Currencies,Economics,ETFs,Funds,Indices,Moneymarkets,Commodities,Futures,CFDs,Derivatives,Trading,Investing,Portfolio,Optimization,Performance
@@ -15,67 +14,51 @@ Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Developers
 Classifier: Intended Audience :: Financial and Insurance Industry
 Classifier: Topic :: Office/Business :: Financial :: Investment
-Classifier: Programming Language :: Python :: 3.10
-Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Operating System :: Microsoft :: Windows
 Classifier: Operating System :: POSIX :: Linux
 Classifier: Operating System :: MacOS
-Classifier: License :: OSI Approved :: MIT License
+Requires-Python: >=3.12
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: alphalens-reloaded>=0.4.5
-Requires-Dist: beautifulsoup4>=4.13.1
+Requires-Dist: alphalens-reloaded>=0.4.6
+Requires-Dist: beautifulsoup4>=4.13.5
 Requires-Dist: colorama>=0.4.6
-Requires-Dist: CurrencyConverter>=0.18.2
-Requires-Dist: dash>=2.18.2
+Requires-Dist: CurrencyConverter>=0.18.9
+Requires-Dist: dash>=3.2.0
 Requires-Dist: eodhd>=1.0.32
-Requires-Dist: exchange-calendars>=4.9
+Requires-Dist: exchange_calendars>=4.11.1
 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: financetoolkit>=2.0.4
+Requires-Dist: ipython>=9.5.0
+Requires-Dist: lightgbm>=4.6.0
 Requires-Dist: nltk>=3.9.1
-Requires-Dist: notify-py>=0.3.43
-Requires-Dist: numpy>=1.26.0
-Requires-Dist: pandas_ta<=0.4.67b0
+Requires-Dist: notify_py>=0.3.43
+Requires-Dist: numpy>=2.2.6
+Requires-Dist: pandas-ta>=0.4.67b0
 Requires-Dist: praw>=7.8.1
-Requires-Dist: pyfiglet>=1.0.2
-Requires-Dist: pykalman>=0.10.1
+Requires-Dist: pyfiglet>=1.0.4
+Requires-Dist: pykalman>=0.10.2
 Requires-Dist: pyportfolioopt>=1.5.6
-Requires-Dist: python-dotenv>=1.0.1
-Requires-Dist: python-telegram-bot>=21.10
+Requires-Dist: python-dotenv>=1.1.1
+Requires-Dist: python-telegram-bot>=22.3
 Requires-Dist: PyYAML>=6.0.2
-Requires-Dist: QuantStats>=0.0.64
-Requires-Dist: scikit-learn>=1.6.1
+Requires-Dist: QuantStats>=0.0.77
+Requires-Dist: scikit-learn>=1.7.2
 Requires-Dist: seaborn>=0.13.2
-Requires-Dist: spacy>=3.8.4
-Requires-Dist: statsmodels>=0.14.4
+Requires-Dist: spacy>=3.8.7
+Requires-Dist: statsmodels>=0.14.5
 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: tweepy>=4.16.0
 Requires-Dist: vaderSentiment>=3.3.2
-Requires-Dist: yfinance>=0.2.55
+Requires-Dist: yfinance>=0.2.65
 Provides-Extra: mt5
 Requires-Dist: MetaTrader5; extra == "mt5"
-Dynamic: author
-Dynamic: author-email
-Dynamic: classifier
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: download-url
-Dynamic: home-page
-Dynamic: keywords
-Dynamic: license
 Dynamic: license-file
-Dynamic: maintainer
-Dynamic: project-url
-Dynamic: provides-extra
-Dynamic: requires-dist
-Dynamic: summary
 
 # Simplified Investment & Trading Toolkit
 [![Documentation Status](https://readthedocs.org/projects/bbstrader/badge/?version=latest)](https://bbstrader.readthedocs.io/en/latest/?badge=latest)
@@ -84,7 +67,7 @@ Dynamic: summary
 [![Supported Python Versions](https://img.shields.io/pypi/pyversions/bbstrader)](https://pypi.org/project/bbstrader/)
 [![PyPI Downloads](https://static.pepy.tech/badge/bbstrader)](https://pepy.tech/projects/bbstrader)
 [![CodeFactor](https://www.codefactor.io/repository/github/bbalouki/bbstrader/badge)](https://www.codefactor.io/repository/github/bbalouki/bbstrader)
-[![LinkedIn](https://img.shields.io/badge/LinkedIn-grey?logo=Linkedin&logoColor=white)](https://www.linkedin.com/in/bertin-balouki-simyeli-15b17a1a6/)
+[![LinkedIn](https://img.shields.io/badge/LinkedIn-grey?logo=Linkedin&logoColor=white)](https://www.linkedin.com/in/bertin-balouki-s-15b17a1a6)
 [![PayPal Me](https://img.shields.io/badge/PayPal%20Me-blue?logo=paypal)](https://paypal.me/bertinbalouki?country.x=SN&locale.x=en_US)
 
 [Dcoumentation](https://bbstrader.readthedocs.io/en/latest/index.html)

bbstrader-0.3.6.dist-info/RECORD

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+bbstrader/models/risk.py,sha256=MKCk53HtGIcivrNzH8Ikm5KMs1rXhFT5zkorUf30PyQ,506
+bbstrader/trading/__init__.py,sha256=ycLyuuxN5SujqtzR9X0Q74UQfK93q2va-GGAXdr-KS8,457
+bbstrader/trading/execution.py,sha256=CPjOKvVFq8ZnANQrOtpakp64ZAhn-73Bu-D9UPCKUws,41832
+bbstrader/trading/scripts.py,sha256=Tf5q33WqqygjpIv43_8nA82VZ3GM0qgb4Ggo3fHJ_wg,5744
+bbstrader/trading/strategies.py,sha256=RZ6P4SfIyRW72v0OnPnrc4Hv8X00FdxR-_sD23xe_Pg,11756
+bbstrader/trading/utils.py,sha256=57dKF9dcRu04oU2VRqydRrzW39dCW2wlDWhVt-sZdRw,1857
+bbstrader-0.3.6.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
+docs/conf.py,sha256=q_Z8_iz-YDgHhe4PpCOAtvN5Q-2hHquliG07FDEXdjo,1686
+tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+tests/engine/__init__.py,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
+tests/engine/test_backtest.py,sha256=OmHimBp518BBv0Eg-t_cIrBXMzfiYOGki5FW7kqFeFs,2136
+tests/engine/test_data.py,sha256=jAVICMt4YTKF5PN6ZIxhQ9CuUjbw9_gIPAC4sNA9GsE,19907
+tests/engine/test_events.py,sha256=is3v3mtQVKFVNyn-xF4F7yuBGA5vqgunqsoFgNJeH0c,11755
+tests/engine/test_execution.py,sha256=Sk3d_Rl9T0GjArficd75hEeVyeB_7yOcTD8ltpN4UlY,7961
+tests/engine/test_portfolio.py,sha256=csKWO4W0xWn3obxuPRBFAUHHR60j-IZfAz5bv7Y_u9M,9872
+tests/metatrader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+tests/metatrader/test_account.py,sha256=UiAWP0IRd6a1kmA_pTcEuCZAJjtq0U_Q-PcOdd2l69A,68627
+tests/metatrader/test_rates.py,sha256=dc43jAvkZby9TMJcwkcaEvH21jQudk1D8KQxWLlAYoQ,10424
+tests/metatrader/test_risk_management.py,sha256=lMT0m7dmT3iWihTkEwpMoHdJPPWU3XJmqgCV4qKT-uw,31019
+tests/metatrader/test_trade.py,sha256=gMyinOOgVC2SOV8xLMIKqUTwqXbSUuDGnhSmspXK9cw,15177
+bbstrader-0.3.6.dist-info/METADATA,sha256=zPS1ez6FJWRlX70OAjC9tSNerd1GuQJP9Hxv4mzorgc,26693
+bbstrader-0.3.6.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+bbstrader-0.3.6.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
+bbstrader-0.3.6.dist-info/top_level.txt,sha256=raTnmqZJ2B3Mvrhy_fV9szurE9yVctrKHBLZ1NJ5vnU,21
+bbstrader-0.3.6.dist-info/RECORD,,

bbstrader-0.3.6.dist-info/top_level.txt

@@ -0,0 +1,3 @@
+bbstrader
+docs
+tests

docs/conf.py

@@ -0,0 +1,56 @@
+# Configuration file for the Sphinx documentation builder.
+#
+# For the full list of built-in configuration values, see the documentation:
+# https://www.sphinx-doc.org/en/master/usage/configuration.html
+
+# -- Project information -----------------------------------------------------
+# https://www.sphinx-doc.org/en/master/usage/configuration.html#project-information
+import os
+import sys
+from unittest.mock import MagicMock
+from importlib.metadata import version, PackageNotFoundError
+
+os.system('pip install ..')
+sys.path.insert(0, os.path.abspath('../bbstrader'))
+
+class Mock(MagicMock):
+    @classmethod
+    def __getattr__(cls, name):
+        return MagicMock()
+
+# List the mock modules to avoid import errors
+MOCK_MODULES = ['MetaTrader5', 'talib', 'posix']
+sys.modules.update((mod_name, Mock()) for mod_name in MOCK_MODULES)
+
+project = 'bbstrader'
+copyright = '2023 - 2025, Bertin Balouki SIMYELI'
+author = 'Bertin Balouki SIMYELI'
+
+try:
+    release = version("bbstrader")
+except PackageNotFoundError:
+    release = "unknown"
+version = ".".join(release.split('.')[:2])
+
+# -- General configuration ---------------------------------------------------
+# https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration
+
+
+extensions = [
+    'sphinx.ext.autodoc',
+    'sphinx.ext.napoleon',
+    'sphinx.ext.viewcode',
+    'sphinx.ext.todo',
+]
+
+
+templates_path = ['_templates']
+exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
+
+
+
+# -- Options for HTML output -------------------------------------------------
+# https://www.sphinx-doc.org/en/master/usage/configuration.html#options-for-html-output
+
+html_theme = 'sphinx_rtd_theme'
+html_static_path = ['_static']

tests/engine/__init__.py

@@ -0,0 +1 @@
+

tests/engine/test_backtest.py

@@ -0,0 +1,58 @@
+import unittest
+from unittest.mock import MagicMock
+from datetime import datetime
+from bbstrader.btengine.backtest import BacktestEngine
+
+
+class TestBacktestEngine(unittest.TestCase):
+    def setUp(self):
+        # Create mock classes with minimum expected interface
+        self.symbol_list = ['FAKE']
+        self.initial_capital = 100000.0
+        self.heartbeat = 0.0
+        self.start_date = datetime(2020, 1, 1)
+
+        self.mock_data_handler_cls = MagicMock()
+        self.mock_strategy_cls = MagicMock()
+        self.mock_execution_handler_cls = MagicMock()
+
+        # Mock data_handler instance
+        self.mock_data_handler = MagicMock()
+        self.mock_data_handler.continue_backtest = False
+        self.mock_data_handler.get_latest_bar_datetime.return_value = self.start_date
+        self.mock_data_handler.update_bars.return_value = None
+
+        # Strategy and portfolio mock
+        self.mock_strategy = MagicMock()
+        self.mock_strategy.check_pending_orders.return_value = None
+        self.mock_strategy.get_update_from_portfolio.return_value = None
+
+        self.mock_portfolio = MagicMock()
+        self.mock_portfolio.all_holdings = [{"Total": self.initial_capital}]
+        self.mock_portfolio.current_positions = {}
+        self.mock_portfolio.current_holdings = {}
+
+        self.mock_execution_handler = MagicMock()
+
+        # Bind mock return values
+        self.mock_data_handler_cls.return_value = self.mock_data_handler
+        self.mock_strategy_cls.return_value = self.mock_strategy
+        self.mock_execution_handler_cls.return_value = self.mock_execution_handler
+
+    def test_backtest_engine_runs(self):
+        engine = BacktestEngine(
+            self.symbol_list,
+            self.initial_capital,
+            self.heartbeat,
+            self.start_date,
+            self.mock_data_handler_cls,
+            self.mock_execution_handler_cls,
+            self.mock_strategy_cls,
+        )
+        engine.portfolio = self.mock_portfolio 
+
+        result = engine.simulate_trading()
+        self.assertTrue(hasattr(result, '__class__')) 
+        
+if __name__ == "__main__":
+    unittest.main()