bbstrader 0.3.4__tar.gz → 0.3.5__tar.gz

{bbstrader-0.3.4/bbstrader.egg-info → bbstrader-0.3.5}/PKG-INFO

@@ -1,13 +1,13 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.3.4
+Version: 0.3.5
 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)
+License: MIT
 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
@@ -15,50 +15,47 @@ 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
 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
@@ -84,7 +81,7 @@ 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-0.3.4 → bbstrader-0.3.5}/README.md

@@ -5,7 +5,7 @@
 [![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-0.3.4 → bbstrader-0.3.5}/bbstrader/__init__.py

@@ -7,7 +7,7 @@ __author__ = "Bertin Balouki SIMYELI"
 __copyright__ = "2023-2025 Bertin Balouki SIMYELI"
 __email__ = "bertin@bbstrader.com"
 __license__ = "MIT"
-__version__ = "0.3.2"
+__version__ = "0.3.5"
 
 from bbstrader import compat  # noqa: F401
 from bbstrader import core  # noqa: F401

bbstrader-0.3.5/bbstrader/compat.py

@@ -0,0 +1,27 @@
+import platform
+import sys
+
+
+def setup_mock_modules():
+    """Mock some modules not available on some OS to prevent import errors."""
+    from unittest.mock import MagicMock
+
+    class Mock(MagicMock):
+        @classmethod
+        def __getattr__(cls, name):
+            return MagicMock()
+        
+    MOCK_MODULES = []
+
+    # Mock Metatrader5 on Linux and MacOS
+    if platform.system() != "Windows":
+        MOCK_MODULES.append("MetaTrader5")
+
+    # Mock posix On windows
+    if platform.system() == "Windows":
+        MOCK_MODULES.append("posix")
+
+    sys.modules.update((mod_name, Mock()) for mod_name in MOCK_MODULES)
+
+
+setup_mock_modules()

{bbstrader-0.3.4 → bbstrader-0.3.5}/bbstrader/config.py

@@ -3,22 +3,6 @@ from pathlib import Path
 from typing import List
 
 
-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
-FTMO_PATH = BASE_FOLDER + "FTMO MetaTrader 5" + TERMINAL
-JGM_PATH = BASE_FOLDER + "JustMarkets MetaTrader 5" + TERMINAL
-
-BROKERS_PATHS = {
-    "AMG": AMG_PATH,
-    "FTMO": FTMO_PATH,
-    "PGL": PGL_PATH,
-    "JGM": JGM_PATH,
-}
-
-
 def get_config_dir(name: str = ".bbstrader") -> Path:
     """
     Get the path to the configuration directory.

{bbstrader-0.3.4 → bbstrader-0.3.5}/bbstrader/core/scripts.py

@@ -141,18 +141,19 @@ def send_news_feed(unknown):
 
     nltk.download("punkt", quiet=True)
     news = FinancialNews()
+    fmp_news = news.get_fmp_news(api=args.fmp) if args.fmp else None
     logger.info(f"Starting the News Feed on {args.interval} minutes")
     while True:
         try:
             fmp_articles = []
-            coindesk_articles = news.get_coindesk_news(query=args.query)
-            if args.fmp:
+            if fmp_news is not None:
                 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(
+                fmp_articles = fmp_news.get_latest_articles(
                     save=True, start=start, end=end
                 )
+            coindesk_articles = news.get_coindesk_news(query=args.query)
             if len(coindesk_articles) != 0:
                 asyncio.run(
                     send_articles(

{bbstrader-0.3.4 → bbstrader-0.3.5}/bbstrader/metatrader/copier.py

@@ -51,6 +51,31 @@ ORDER_TYPE = {
     7: (Mt5.ORDER_TYPE_SELL_STOP_LIMIT, "SELL STOP LIMIT"),
 }
 
+STOP_RETCODES = [
+    Mt5.TRADE_RETCODE_TRADE_DISABLED,
+    Mt5.TRADE_RETCODE_NO_MONEY,
+    Mt5.TRADE_RETCODE_SERVER_DISABLES_AT,
+    Mt5.TRADE_RETCODE_CLIENT_DISABLES_AT,
+    Mt5.TRADE_RETCODE_ONLY_REAL,
+]
+
+RETURN_RETCODE = [
+    Mt5.TRADE_RETCODE_MARKET_CLOSED,
+    Mt5.TRADE_RETCODE_CONNECTION,
+    Mt5.TRADE_RETCODE_LIMIT_ORDERS,
+    Mt5.TRADE_RETCODE_LIMIT_VOLUME,
+    Mt5.TRADE_RETCODE_LIMIT_POSITIONS,
+    Mt5.TRADE_RETCODE_LONG_ONLY,
+    Mt5.TRADE_RETCODE_SHORT_ONLY,
+    Mt5.TRADE_RETCODE_CLOSE_ONLY,
+    Mt5.TRADE_RETCODE_FIFO_CLOSE,
+    Mt5.TRADE_RETCODE_INVALID_VOLUME,
+    Mt5.TRADE_RETCODE_INVALID_PRICE,
+    Mt5.TRADE_RETCODE_INVALID_STOPS,
+    Mt5.TRADE_RETCODE_NO_CHANGES
+]
+
+
 
 class OrderAction(Enum):
     COPY_NEW = "COPY_NEW"
@@ -65,25 +90,23 @@ CopyMode = Literal["fix", "multiply", "percentage", "dynamic", "replicate"]
 
 def fix_lot(fixed):
     if fixed == 0 or fixed is None:
-        raise ValueError("Fixed lot must be a number")
+        raise ValueError("Fixed lot must be a number > 0")
     return fixed
 
 
 def multiply_lot(lot, multiplier):
     if multiplier == 0 or multiplier is None:
-        raise ValueError("Multiplier lot must be a number")
+        raise ValueError("Multiplier lot must be a number > 0")
     return lot * multiplier
 
 
 def percentage_lot(lot, percentage):
     if percentage == 0 or percentage is None:
-        raise ValueError("Percentage lot must be a number")
+        raise ValueError("Percentage lot must be a number > 0")
     return round(lot * percentage / 100, 2)
 
 
 def dynamic_lot(source_lot, source_eqty: float, dest_eqty: float):
-    if source_eqty == 0 or dest_eqty == 0:
-        raise ValueError("Source or destination account equity is zero")
     try:
         ratio = dest_eqty / source_eqty
         return round(source_lot * ratio, 2)
@@ -118,6 +141,7 @@ def fixed_lot(lot, symbol, destination) -> float:
     else:
         return _check_lot(round(lot), s_info)
 
+
 def calculate_copy_lot(
     source_lot,
     symbol: str,
@@ -173,7 +197,7 @@ def get_symbols_from_string(symbols_string: str):
 
 def get_copy_symbols(destination: dict, source: dict) -> List[str] | Dict[str, str]:
     symbols = destination.get("symbols", "all")
-    if symbols == "all" or symbols == "*" or  isinstance(symbols, list) :
+    if symbols == "all" or symbols == "*" or isinstance(symbols, list):
         src_account = Account(**source)
         src_symbols = src_account.get_symbols()
         dest_account = Account(**destination)
@@ -360,7 +384,10 @@ class TradeCopier(object):
         for destination in self.destinations:
             destination["copy"] = destination.get("copy", True)
 
-    def log_message(self, message, type="info"):
+    def log_message(
+        self, message, type: Literal["info", "error", "debug", "warning"] = "info"
+    ):
+        logger.trace
         if self.log_queue:
             try:
                 now = datetime.now()
@@ -370,7 +397,7 @@ class TradeCopier(object):
                 )
                 space = len("exception")  # longest log name
                 self.log_queue.put(
-                    f"{formatted} |{type.upper()} {' '*(space - len(type))} | - {message}"
+                    f"{formatted} |{type.upper()} {' ' * (space - len(type))} | - {message}"
                 )
             except Exception:
                 pass
@@ -384,8 +411,8 @@ class TradeCopier(object):
         error_msg = repr(e)
         if error_msg not in self.errors:
             self.errors.add(error_msg)
-            add_msg = f"SYMBOL={symbol}" if symbol else ""
-            message = f"Error encountered: {error_msg}, {add_msg}"
+            add_msg = f", SYMBOL={symbol}" if symbol else ""
+            message = f"Error encountered: {error_msg}{add_msg}"
             self.log_message(message, type="error")
 
     def _validate_source(self):
@@ -487,6 +514,14 @@ class TradeCopier(object):
                 if new_result.retcode == Mt5.TRADE_RETCODE_DONE:
                     break
         return new_result
+    
+    def handle_retcode(self, retcode) -> int:
+        if retcode in STOP_RETCODES:
+            msg = trade_retcode_message(retcode)
+            self.log_error(f"Critical Error on @{self.source['login']}: {msg} ")
+            self.stop()
+        if retcode in RETURN_RETCODE:
+            return 1
 
     def copy_new_trade(self, trade: TradeOrder | TradePosition, destination: dict):
         if not self.iscopy_time():
@@ -508,7 +543,6 @@ class TradeCopier(object):
         trade_action = (
             Mt5.TRADE_ACTION_DEAL if trade.type in [0, 1] else Mt5.TRADE_ACTION_PENDING
         )
-        action = ORDER_TYPE[trade.type][1]
         tick = Mt5.symbol_info_tick(symbol)
         price = tick.bid if trade.type == 0 else tick.ask
         try:
@@ -535,14 +569,18 @@ class TradeCopier(object):
             result = Mt5.order_send(request)
             if result.retcode != Mt5.TRADE_RETCODE_DONE:
                 result = self._update_filling_type(request, result)
+            action = ORDER_TYPE[trade.type][1]
+            copy_action = "Position" if trade.type in [0, 1] else "Order"
             if result.retcode == Mt5.TRADE_RETCODE_DONE:
                 self.log_message(
-                    f"Copy {action} Order #{trade.ticket} from @{self.source.get('login')}::{trade.symbol} "
+                    f"Copy {action} {copy_action} #{trade.ticket} from @{self.source.get('login')}::{trade.symbol} "
                     f"to @{destination.get('login')}::{symbol}",
                 )
             if result.retcode != Mt5.TRADE_RETCODE_DONE:
+                if self.handle_retcode(result.retcode) == 1:
+                    return
                 self.log_message(
-                    f"Error copying {action} Order #{trade.ticket} from @{self.source.get('login')}::{trade.symbol} "
+                    f"Error copying {action} {copy_action} #{trade.ticket} from @{self.source.get('login')}::{trade.symbol} "
                     f"to @{destination.get('login')}::{symbol}, {trade_retcode_message(result.retcode)}",
                     type="error",
                 )
@@ -572,9 +610,9 @@ class TradeCopier(object):
                 f"Modify {ORDER_TYPE[source_order.type][1]} Order #{ticket} on @{destination.get('login')}::{symbol}, "
                 f"SOURCE=@{self.source.get('login')}::{source_order.symbol}"
             )
-        if result.retcode == Mt5.TRADE_RETCODE_NO_CHANGES:
-            return
         if result.retcode != Mt5.TRADE_RETCODE_DONE:
+            if self.handle_retcode(result.retcode) == 1:
+                    return
             self.log_message(
                 f"Error modifying {ORDER_TYPE[source_order.type][1]} Order #{ticket} on @{destination.get('login')}::{symbol},"
                 f"SOURCE=@{self.source.get('login')}::{source_order.symbol},  {trade_retcode_message(result.retcode)}",
@@ -597,6 +635,8 @@ class TradeCopier(object):
                 f"SOURCE=@{self.source.get('login')}::{src_symbol}"
             )
         if result.retcode != Mt5.TRADE_RETCODE_DONE:
+            if self.handle_retcode(result.retcode) == 1:
+                    return
             self.log_message(
                 f"Error closing {ORDER_TYPE[order.type][1]} Order #{order.ticket} on @{destination.get('login')}::{order.symbol}, "
                 f"SOURCE=@{self.source.get('login')}::{src_symbol}, {trade_retcode_message(result.retcode)}",
@@ -626,9 +666,9 @@ class TradeCopier(object):
                 f"Modify {ORDER_TYPE[source_pos.type][1]} Position #{ticket} on @{destination.get('login')}::{symbol}, "
                 f"SOURCE=@{self.source.get('login')}::{source_pos.symbol}"
             )
-        if result.retcode == Mt5.TRADE_RETCODE_NO_CHANGES:
-            return
         if result.retcode != Mt5.TRADE_RETCODE_DONE:
+            if self.handle_retcode(result.retcode) == 1:
+                    return
             self.log_message(
                 f"Error modifying {ORDER_TYPE[source_pos.type][1]} Position #{ticket} on @{destination.get('login')}::{symbol}, "
                 f"SOURCE=@{self.source.get('login')}::{source_pos.symbol}, {trade_retcode_message(result.retcode)}",
@@ -663,6 +703,8 @@ class TradeCopier(object):
                 f"SOURCE=@{self.source.get('login')}::{src_symbol}"
             )
         if result.retcode != Mt5.TRADE_RETCODE_DONE:
+            if self.handle_retcode(result.retcode) == 1:
+                    return
             self.log_message(
                 f"Error closing {ORDER_TYPE[position.type][1]} Position #{position.ticket} "
                 f"on @{destination.get('login')}::{position.symbol}, "
@@ -1023,7 +1065,8 @@ class TradeCopier(object):
             self.destinations
         ):
             self.log_message(
-                "Two or more destination accounts have the same Terminal path, which is not allowed."
+                "Two or more destination accounts have the same Terminal path, which is not allowed.",
+                type="error",
             )
             return
 

{bbstrader-0.3.4 → bbstrader-0.3.5}/bbstrader/metatrader/trade.py

@@ -776,18 +776,19 @@ class Trade(RiskManagement):
         # Check the execution result
         pos = self._order_type()[type][1]
         addtionnal = f", SYMBOL={self.symbol}"
+        result = None
         try:
             self.check_order(request)
             result = self.send_order(request)
         except Exception as e:
-            msg = trade_retcode_message(result.retcode)
+            msg = trade_retcode_message(result.retcode)  if result else "N/A"
             LOGGER.error(f"Trade Order Request, {msg}{addtionnal}, {e}")
-        if result.retcode != Mt5.TRADE_RETCODE_DONE:
+        if result and result.retcode != Mt5.TRADE_RETCODE_DONE:
             if result.retcode == Mt5.TRADE_RETCODE_INVALID_FILL:  # 10030
                 for fill in FILLING_TYPE:
                     request["type_filling"] = fill
                     result = self.send_order(request)
-                    if result.retcode == Mt5.TRADE_RETCODE_DONE:
+                    if result and  result.retcode == Mt5.TRADE_RETCODE_DONE:
                         break
             elif result.retcode == Mt5.TRADE_RETCODE_INVALID_VOLUME:  # 10014
                 new_volume = int(request["volume"])
@@ -811,14 +812,14 @@ class Trade(RiskManagement):
                         self.check_order(request)
                         result = self.send_order(request)
                     except Exception as e:
-                        msg = trade_retcode_message(result.retcode)
+                        msg = trade_retcode_message(result.retcode)  if result else "N/A"
                         LOGGER.error(f"Trade Order Request, {msg}{addtionnal}, {e}")
-                    if result.retcode == Mt5.TRADE_RETCODE_DONE:
+                    if result and  result.retcode == Mt5.TRADE_RETCODE_DONE:
                         break
                     tries += 1
         # Print the result
-        if result.retcode == Mt5.TRADE_RETCODE_DONE:
-            msg = trade_retcode_message(result.retcode)
+        if result and  result.retcode == Mt5.TRADE_RETCODE_DONE:
+            msg = trade_retcode_message(result.retcode) 
             LOGGER.info(f"Trade Order {msg}{addtionnal}")
             if type != "BMKT" or type != "SMKT":
                 self.opened_orders.append(result.order)
@@ -854,7 +855,7 @@ class Trade(RiskManagement):
                             LOGGER.info(pos_info)
             return True
         else:
-            msg = trade_retcode_message(result.retcode)
+            msg = trade_retcode_message(result.retcode)  if result else "N/A"
             LOGGER.error(
                 f"Unable to Open Position, RETCODE={result.retcode}: {msg}{addtionnal}"
             )
@@ -1325,15 +1326,16 @@ class Trade(RiskManagement):
             request (dict): The request to set the stop loss to break even.
         """
         addtionnal = f", SYMBOL={self.symbol}"
+        result = None
         time.sleep(0.1)
         try:
             self.check_order(request)
             result = self.send_order(request)
         except Exception as e:
-            msg = trade_retcode_message(result.retcode)
+            msg = trade_retcode_message(result.retcode)   if result else "N/A"
             LOGGER.error(f"Break-Even Order Request, {msg}{addtionnal}, Error: {e}")
-        if result.retcode != Mt5.TRADE_RETCODE_DONE:
-            msg = trade_retcode_message(result.retcode)
+        if result and   result.retcode != Mt5.TRADE_RETCODE_DONE:
+            msg = trade_retcode_message(result.retcode)  
             if result.retcode != Mt5.TRADE_RETCODE_NO_CHANGES:
                 LOGGER.error(
                     f"Break-Even Order Request, Position: #{tiket}, RETCODE={result.retcode}: {msg}{addtionnal}"
@@ -1348,15 +1350,15 @@ class Trade(RiskManagement):
                         self.check_order(request)
                         result = self.send_order(request)
                     except Exception as e:
-                        msg = trade_retcode_message(result.retcode)
+                        msg = trade_retcode_message(result.retcode)   if result else "N/A"
                         LOGGER.error(
                             f"Break-Even Order Request, {msg}{addtionnal}, Error: {e}"
                         )
-                    if result.retcode == Mt5.TRADE_RETCODE_DONE:
+                    if result and   result.retcode == Mt5.TRADE_RETCODE_DONE:
                         break
                 tries += 1
-        if result.retcode == Mt5.TRADE_RETCODE_DONE:
-            msg = trade_retcode_message(result.retcode)
+        if result and   result.retcode == Mt5.TRADE_RETCODE_DONE:
+            msg = trade_retcode_message(result.retcode) 
             LOGGER.info(f"Break-Even Order {msg}{addtionnal}")
             info = f"Stop loss set to Break-even, Position: #{tiket}, Symbol: {self.symbol}, Price: @{round(price, 5)}"
             LOGGER.info(info)
@@ -1432,15 +1434,17 @@ class Trade(RiskManagement):
         """
         ticket = request[type]
         addtionnal = f", SYMBOL={self.symbol}"
+        result = None 
         try:
             self.check_order(request)
             result = self.send_order(request)
         except Exception as e:
-            msg = trade_retcode_message(result.retcode)
+            msg = trade_retcode_message(result.retcode) if result else "N/A"
             LOGGER.error(
-                f"Closing {type.capitalize()} Request, {msg}{addtionnal}, Error: {e}"
+                f"Closing {type.capitalize()} Request, RETCODE={msg}{addtionnal}, Error: {e}"
             )
-        if result.retcode != Mt5.TRADE_RETCODE_DONE:
+
+        if result and result.retcode != Mt5.TRADE_RETCODE_DONE:
             if result.retcode == Mt5.TRADE_RETCODE_INVALID_FILL:  # 10030
                 for fill in FILLING_TYPE:
                     request["type_filling"] = fill
@@ -1462,14 +1466,14 @@ class Trade(RiskManagement):
                         self.check_order(request)
                         result = self.send_order(request)
                     except Exception as e:
-                        msg = trade_retcode_message(result.retcode)
+                        msg = trade_retcode_message(result.retcode) if result else "N/A"
                         LOGGER.error(
                             f"Closing {type.capitalize()} Request, {msg}{addtionnal}, Error: {e}"
                         )
-                    if result.retcode == Mt5.TRADE_RETCODE_DONE:
+                    if result and result.retcode == Mt5.TRADE_RETCODE_DONE:
                         break
                     tries += 1
-        if result.retcode == Mt5.TRADE_RETCODE_DONE:
+        if result and result.retcode == Mt5.TRADE_RETCODE_DONE:
             msg = trade_retcode_message(result.retcode)
             LOGGER.info(f"Closing Order {msg}{addtionnal}")
             info = (
@@ -1504,7 +1508,7 @@ class Trade(RiskManagement):
         orders = self.get_orders(ticket=ticket) or []
         if len(orders) == 0:
             LOGGER.error(
-                f"Order #{ticket} not found, SYMBOL={self.symbol}, PRICE={round(price, 5)}"
+                f"Order #{ticket} not found, SYMBOL={self.symbol}, PRICE={round(price, 5) if price else 'N/A'}"
             )
             return
         order = orders[0]
@@ -1520,8 +1524,8 @@ class Trade(RiskManagement):
         result = self.send_order(request)
         if result.retcode == Mt5.TRADE_RETCODE_DONE:
             LOGGER.info(
-                f"Order #{ticket} modified, SYMBOL={self.symbol}, PRICE={round(price, 5)},"
-                f"SL={round(sl, 5)}, TP={round(tp, 5)}, STOP_LIMIT={round(stoplimit, 5)}"
+                f"Order #{ticket} modified, SYMBOL={self.symbol}, PRICE={round(request['price'], 5)},"
+                f"SL={round(request['sl'], 5)}, TP={round(request['tp'], 5)}, STOP_LIMIT={round(request['stoplimit'], 5)}"
             )
         else:
             msg = trade_retcode_message(result.retcode)

{bbstrader-0.3.4 → bbstrader-0.3.5}/bbstrader/models/factors.py

@@ -1,8 +1,9 @@
 from datetime import datetime
-from typing import Dict, List
+from typing import Dict, List, Literal
 
 import pandas as pd
 import yfinance as yf
+from loguru import logger
 
 from bbstrader.btengine.data import EODHDataHandler, FMPDataHandler
 from bbstrader.metatrader.rates import download_historical_data
@@ -16,6 +17,7 @@ __all__ = [
     "search_coint_candidate_pairs",
 ]
 
+
 def _download_and_process_data(source, tickers, start, end, tf, path, **kwargs):
     """Download and process data for a list of tickers from the specified source."""
     data_list = []
@@ -43,9 +45,7 @@ def _download_and_process_data(source, tickers, start, end, tf, path, **kwargs):
                 )
                 data = data.drop(columns=["adj_close"], axis=1)
             elif source in ["fmp", "eodhd"]:
-                handler_class = (
-                    FMPDataHandler if source == "fmp" else EODHDataHandler
-                )
+                handler_class = FMPDataHandler if source == "fmp" else EODHDataHandler
                 handler = handler_class(events=None, symbol_list=[ticker], **kwargs)
                 data = handler.data[ticker]
             else:
@@ -62,6 +62,7 @@ def _download_and_process_data(source, tickers, start, end, tf, path, **kwargs):
 
     return pd.concat(data_list)
 
+
 def _handle_date_range(start, end, window):
     """Handle start and end date generation."""
     if start is None or end is None:
@@ -73,6 +74,7 @@ def _handle_date_range(start, end, window):
         ).strftime("%Y-%m-%d")
     return start, end
 
+
 def _period_search(start, end, securities, candidates, window, npairs):
     if window < 3 or (pd.Timestamp(end) - pd.Timestamp(start)).days / 365 < 3:
         raise ValueError(
@@ -103,14 +105,11 @@ def _period_search(start, end, securities, candidates, window, npairs):
         )
     return top_pairs.head(npairs * 2)
 
+
 def _process_asset_data(securities, candidates, universe, rolling_window):
     """Process and select assets from the data."""
-    securities = select_assets(
-        securities, n=universe, rolling_window=rolling_window
-    )
-    candidates = select_assets(
-        candidates, n=universe, rolling_window=rolling_window
-    )
+    securities = select_assets(securities, n=universe, rolling_window=rolling_window)
+    candidates = select_assets(candidates, n=universe, rolling_window=rolling_window)
     return securities, candidates
 
 
@@ -121,7 +120,7 @@ def search_coint_candidate_pairs(
     end: str = None,
     period_search: bool = False,
     select: bool = True,
-    source: str = None,
+    source: Literal["yf", "mt5", "fmp", "eodhd"] = None,
     universe: int = 100,
     window: int = 2,
     rolling_window: int = None,
@@ -257,7 +256,9 @@ def search_coint_candidate_pairs(
         if period_search:
             start = securities.index.get_level_values("date").min()
             end = securities.index.get_level_values("date").max()
-            top_pairs = _period_search(start, end, securities, candidates, window, npairs)
+            top_pairs = _period_search(
+                start, end, securities, candidates, window, npairs
+            )
         else:
             top_pairs = find_cointegrated_pairs(
                 securities, candidates, n=npairs, coint=True
@@ -286,6 +287,10 @@ def search_coint_candidate_pairs(
         candidates_data = _download_and_process_data(
             source, candidates, start, end, tf, path, **kwargs
         )
+        if securities_data.empty or candidates_data.empty:
+            logger.error("No data found for candidates and securities")
+            return [] if select else pd.DataFrame()
+
         securities_data = securities_data.set_index(["ticker", "date"])
         candidates_data = candidates_data.set_index(["ticker", "date"])
         securities_data, candidates_data = _process_asset_data(
@@ -305,7 +310,6 @@ def search_coint_candidate_pairs(
             )
         else:
             return top_pairs
-
     else:
         msg = (
             "Invalid input. Either provide securities"