bbstrader 0.3.5__py3-none-any.whl → 0.3.6__py3-none-any.whl

bbstrader/metatrader/trade.py

@@ -95,27 +95,16 @@ class TradeSignal:
     """
     Represents a trading signal generated by a trading system or strategy.
 
+    Notes
+    -----
     Attributes:
-        id (int):
-            A unique identifier for the trade signal or the strategy.
 
-        symbol (str):
-            The trading symbol (e.g., stock ticker, forex pair, crypto asset)
-            related to the signal.
-
-        action (TradeAction):
-            The trading action to perform.
-            Must be an instance of the `TradeAction` enum (e.g., BUY, SELL).
-
-        price (float, optional):
-            The price at which the trade should be executed.
-
-        stoplimit (float, optional):
-            A stop-limit price for the trade.
-            Must not be set without specifying a price.
-
-        comment (str, optional):
-            An optional comment or description related to the trade signal.
+    - id (int): A unique identifier for the trade signal or the strategy.
+    - symbol (str): The trading symbol (e.g., stock ticker, forex pair, crypto asset).
+    - action (TradeAction): The trading action to perform. Must be an instance of the ``TradeAction`` enum (e.g., BUY, SELL).
+    - price (float, optional): The price at which the trade should be executed.
+    - stoplimit (float, optional): A stop-limit price for the trade. Must not be set without specifying a price.
+    - comment (str, optional): An optional comment or description related to the trade signal.
     """
 
     id: int
@@ -781,14 +770,14 @@ class Trade(RiskManagement):
             self.check_order(request)
             result = self.send_order(request)
         except Exception as e:
-            msg = trade_retcode_message(result.retcode)  if result else "N/A"
+            msg = trade_retcode_message(result.retcode) if result else "N/A"
             LOGGER.error(f"Trade Order Request, {msg}{addtionnal}, {e}")
         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 and  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"])
@@ -812,14 +801,14 @@ class Trade(RiskManagement):
                         self.check_order(request)
                         result = self.send_order(request)
                     except Exception as e:
-                        msg = trade_retcode_message(result.retcode)  if result else "N/A"
+                        msg = trade_retcode_message(result.retcode) if result else "N/A"
                         LOGGER.error(f"Trade Order Request, {msg}{addtionnal}, {e}")
-                    if result and  result.retcode == Mt5.TRADE_RETCODE_DONE:
+                    if result and result.retcode == Mt5.TRADE_RETCODE_DONE:
                         break
                     tries += 1
         # Print the result
-        if result and  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)
@@ -855,7 +844,7 @@ class Trade(RiskManagement):
                             LOGGER.info(pos_info)
             return True
         else:
-            msg = trade_retcode_message(result.retcode)  if result else "N/A"
+            msg = trade_retcode_message(result.retcode) if result else "N/A"
             LOGGER.error(
                 f"Unable to Open Position, RETCODE={result.retcode}: {msg}{addtionnal}"
             )
@@ -1332,10 +1321,10 @@ class Trade(RiskManagement):
             self.check_order(request)
             result = self.send_order(request)
         except Exception as e:
-            msg = trade_retcode_message(result.retcode)   if result else "N/A"
+            msg = trade_retcode_message(result.retcode) if result else "N/A"
             LOGGER.error(f"Break-Even Order Request, {msg}{addtionnal}, Error: {e}")
-        if result and   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}"
@@ -1350,15 +1339,15 @@ class Trade(RiskManagement):
                         self.check_order(request)
                         result = self.send_order(request)
                     except Exception as e:
-                        msg = trade_retcode_message(result.retcode)   if result else "N/A"
+                        msg = trade_retcode_message(result.retcode) if result else "N/A"
                         LOGGER.error(
                             f"Break-Even Order Request, {msg}{addtionnal}, Error: {e}"
                         )
-                    if result and   result.retcode == Mt5.TRADE_RETCODE_DONE:
+                    if result and result.retcode == Mt5.TRADE_RETCODE_DONE:
                         break
                 tries += 1
-        if result and   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)
@@ -1434,7 +1423,7 @@ class Trade(RiskManagement):
         """
         ticket = request[type]
         addtionnal = f", SYMBOL={self.symbol}"
-        result = None 
+        result = None
         try:
             self.check_order(request)
             result = self.send_order(request)
@@ -1839,15 +1828,16 @@ class Trade(RiskManagement):
 
     def sleep_time(self, weekend=False):
         if weekend:
-            # claculate number of minute from the friday and to monday start
-            friday_time = datetime.strptime(self.current_time(), "%H:%M")
+            # calculate number of minute from now and monday start
+            multiplyer = {"friday": 3, "saturday": 2, "sunday": 1}
+            current_time = datetime.strptime(self.current_time(), "%H:%M")
             monday_time = datetime.strptime(self.start, "%H:%M")
-            intra_day_diff = (monday_time - friday_time).total_seconds() // 60
-            inter_day_diff = 3 * 24 * 60
+            intra_day_diff = (monday_time - current_time).total_seconds() // 60
+            inter_day_diff = multiplyer[datetime.now().strftime("%A").lower()] * 24 * 60
             total_minutes = inter_day_diff + intra_day_diff
             return total_minutes
         else:
-            # claculate number of minute from the end to the start
+            # calculate number of minute from the end to the start
             start = datetime.strptime(self.start, "%H:%M")
             end = datetime.strptime(self.current_time(), "%H:%M")
             minutes = (end - start).total_seconds() // 60

bbstrader/metatrader/utils.py

@@ -607,7 +607,8 @@ class AutoTradingDisabled(MT5TerminalError):
 class InternalFailError(MT5TerminalError):
     """Base exception class for internal IPC errors."""
 
-    pass
+    def __init__(self, code, message):
+        super().__init__(code, message)
 
 
 class InternalFailSend(InternalFailError):
@@ -700,9 +701,9 @@ def raise_mt5_error(message: Optional[str] = None):
     """
     if message and isinstance(message, Exception):
         message = str(message)
-    error = _ERROR_CODE_TO_EXCEPTION_.get(MT5.last_error()[0])
-    if error is not None:
-        raise Exception(f"{error(None)} {message or MT5.last_error()[1]}")
+    exception = _ERROR_CODE_TO_EXCEPTION_.get(MT5.last_error()[0])
+    if exception is not None:
+        raise exception(f"{message or MT5.last_error()[1]}")
     else:
         raise Exception(f"{message or MT5.last_error()[1]}")
 

bbstrader/models/nlp.py

@@ -577,44 +577,55 @@ class SentimentAnalyzer(object):
         **kwargs,
     ) -> Dict[str, float]:
         """
-        Computes sentiment scores for a list of financial tickers based on news and social media data.
-
-        Process:
-        1. Collects news articles and posts related to each ticker from various sources:
-           - Yahoo Finance News
-           - Google Finance News
-           - Reddit posts
-           - Financial Modeling Prep (FMP) news
-        2. Analyzes sentiment from each source:
-           - Uses VADER for Yahoo and Google Finance news.
-           - Uses TextBlob for Reddit and FMP news.
-        3. Computes an overall sentiment score using a weighted average approach.
-
-        Args:
-            tickers (List[str] | List[Tuple[str, str]]): A list of asset tickers to analyze
-                - if using tuples, the first element is the ticker and the second is the asset type.
-                - if using a single string, the asset type must be specified or the default is "stock".
-            lexicon (dict, optional): A custom sentiment lexicon to update VADER's default lexicon.
-            asset_type (str, optional): The type of asset, Defaults to "stock",
-                supported types include:
-                - "stock": Stock symbols (e.g., AAPL, MSFT)
-                - "etf": Exchange-traded funds (e.g., SPY, QQQ)
-                - "future": Futures contracts (e.g., CL=F for crude oil)
-                - "forex": Forex pairs (e.g., EURUSD=X, USDJPY=X)
-                - "crypto": Cryptocurrency pairs (e.g., BTC-USD, ETH-USD)
-                - "index": Stock market indices (e.g., ^GSPC for S&P 500)
-            top_news (int, optional): Number of news articles/posts to fetch per source. Defaults to 10.
-            **kwargs: Additional parameters for API authentication and data retrieval, including:
-                - fmp_api (str): API key for Financial Modeling Prep.
-                - client_id, client_secret, user_agent (str): Credentials for accessing Reddit API.
-
-        Returns:
-            Dict[str, float]: A dictionary mapping each ticker to its overall sentiment score.
-                             - Positive values indicate positive sentiment.
-                             - Negative values indicate negative sentiment.
-                             - Zero indicates neutral sentiment.
-        Notes:
-            The tickers names must follow yahoo finance conventions.
+        Compute sentiment scores for a list of financial tickers based on news and social media data.
+
+        Process
+        -------
+        1. Collect news articles and posts related to each ticker from various sources:
+        * Yahoo Finance News
+        * Google Finance News
+        * Reddit posts
+        * Financial Modeling Prep (FMP) news
+        2. Analyze sentiment from each source:
+        * Uses VADER for Yahoo and Google Finance news.
+        * Uses TextBlob for Reddit and FMP news.
+        3. Compute an overall sentiment score using a weighted average approach.
+
+        Parameters
+        ----------
+        tickers : list of str or list of tuple
+            A list of asset tickers to analyze.
+            * If using tuples, the first element is the ticker and the second is the asset type.
+            * If using a single string, the asset type must be specified or defaults to "stock".
+        lexicon : dict, optional
+            A custom sentiment lexicon to update VADER's default lexicon. Default is None.
+        asset_type : str, optional
+            The type of asset. Default is "stock".
+            Supported types include:
+            * "stock": Stock symbols (e.g., AAPL, MSFT)
+            * "etf": Exchange-traded funds (e.g., SPY, QQQ)
+            * "future": Futures contracts (e.g., CL=F for crude oil)
+            * "forex": Forex pairs (e.g., EURUSD=X, USDJPY=X)
+            * "crypto": Cryptocurrency pairs (e.g., BTC-USD, ETH-USD)
+            * "index": Stock market indices (e.g., ^GSPC for S&P 500)
+        top_news : int, optional
+            Number of news articles/posts to fetch per source. Default is 10.
+        **kwargs : dict
+            Additional parameters for API authentication and data retrieval. Must include:
+            * fmp_api (str): API key for Financial Modeling Prep.
+            * client_id, client_secret, user_agent (str): Credentials for Reddit API.
+
+        Returns
+        -------
+        dict of str to float
+            A dictionary mapping each ticker to its overall sentiment score.
+            * Positive values indicate positive sentiment.
+            * Negative values indicate negative sentiment.
+            * Zero indicates neutral sentiment.
+
+        Notes
+        -----
+        Ticker names must follow Yahoo Finance conventions.
         """
 
         sentiment_results = {}
@@ -761,30 +772,36 @@ class SentimentAnalyzer(object):
         The dashboard visualizes sentiment scores for given tickers using interactive
         bar and scatter plots. It fetches new sentiment data at specified intervals.
 
-        Args:
-            tickers (List[str] | List[Tuple[str, str]]):
-                A list of financial asset tickers to analyze.
-                - If using tuples, the first element is the ticker and the second is the asset type.
-                - If using a single string, the asset type must be specified or defaults to "stock".
-            asset_type (str, optional):
-                The type of financial asset ("stock", "forex", "crypto"). Defaults to "stock".
-            lexicon (dict, optional):
-                A custom sentiment lexicon. Defaults to None.
-            interval (int, optional):
-                The refresh interval (in milliseconds) for sentiment data updates. Defaults to 100000.
-            top_n (int, optional):
-                The number of top and bottom assets to display in the sentiment bar chart. Defaults to 20.
-            **kwargs (dict):
-                Additional arguments required for fetching sentiment data. Must include:
-                - client_id (str): Reddit API client ID.
-                - client_secret (str): Reddit API client secret.
-                - user_agent (str): User agent for Reddit API.
-                - fmp_api (str): Financial Modeling Prep (FMP) API key.
-
-        Returns:
-            None: The function does not return anything but starts a real-time interactive dashboard.
+        Parameters
+        ----------
+        tickers : list of str or list of tuple
+            A list of financial asset tickers to analyze.
+            * If using tuples, the first element is the ticker and the second is the asset type.
+            * If using a single string, the asset type must be specified or defaults to "stock".
+        asset_type : str, optional
+            The type of financial asset ("stock", "forex", "crypto"). Default is "stock".
+        lexicon : dict, optional
+            A custom sentiment lexicon. Default is None.
+        interval : int, optional
+            The refresh interval (in milliseconds) for sentiment data updates. Default is 100000.
+        top_n : int, optional
+            The number of top and bottom assets to display in the sentiment bar chart. Default is 20.
+        **kwargs : dict
+            Additional arguments required for fetching sentiment data. Must include:
+            * client_id (str): Reddit API client ID.
+            * client_secret (str): Reddit API client secret.
+            * user_agent (str): User agent for Reddit API.
+            * fmp_api (str): Financial Modeling Prep (FMP) API key.
+
+        Returns
+        -------
+        None
+            Starts a real-time interactive dashboard. Does not return any value.
+
+        Example
+        -------
+        .. code-block:: python
 
-        Example Usage:
             sa = SentimentAnalyzer()
             sa.display_sentiment_dashboard(
                 tickers=["AAPL", "TSLA", "GOOGL"],
@@ -799,12 +816,12 @@ class SentimentAnalyzer(object):
                 fmp_api="your_fmp_api_key",
             )
 
-        Notes:
-            - Sentiment analysis is performed using financial news and social media discussions.
-            - The dashboard updates in real-time at the specified interval.
-            - The dashboard will keep running unless manually stopped (Ctrl+C).
+        Notes
+        -----
+        * Sentiment analysis is performed using financial news and social media discussions.
+        * The dashboard updates in real-time at the specified interval.
+        * The dashboard will keep running unless manually stopped (Ctrl+C).
         """
-
         app = dash.Dash(__name__)
 
         sentiment_history = {ticker: [] for ticker in tickers}

bbstrader/trading/execution.py

@@ -45,6 +45,7 @@ MT5_ENGINE_TIMEFRAMES = list(_TF_MAPPING.keys())
 TradingDays = ["monday", "tuesday", "wednesday", "thursday", "friday"]
 WEEK_DAYS = TradingDays + ["saturday", "sunday"]
 FRIDAY = "friday"
+WEEK_ENDS = ["friday", "saturday", "sunday"]
 
 BUYS = ["BMKT", "BLMT", "BSTP", "BSTPLMT"]
 SELLS = ["SMKT", "SLMT", "SSTP", "SSTPLMT"]
@@ -513,17 +514,12 @@ class Mt5ExecutionEngine:
         logger.info(sessionmsg)
 
     def _check_is_day_ends(self, trade: Trade, symbol, period_type, today, closing):
-        if trade.days_end():
-            self._logmsgif("Day", symbol) if today != FRIDAY else self._logmsgif(
+        if trade.days_end() or (today in WEEK_ENDS and today != FRIDAY):
+            self._logmsgif("Day", symbol) if today not in WEEK_ENDS else self._logmsgif(
                 "Week", symbol
             )
             if (
-                (
-                    period_type == "month"
-                    and today == FRIDAY
-                    and self._is_month_ends()
-                    and closing
-                )
+                (period_type == "month" and self._is_month_ends() and closing)
                 or (period_type == "week" and today == FRIDAY and closing)
                 or (period_type == "day" and closing)
                 or (period_type == "24/7" and closing)
@@ -546,15 +542,17 @@ class Mt5ExecutionEngine:
         self.strategy.perform_period_end_checks()
         if self.period_end_action == "break" and closing:
             sys.exit(0)
-        elif self.period_end_action == "sleep" and today != FRIDAY or not closing:
+        elif (
+            self.period_end_action == "sleep" and today not in WEEK_ENDS or not closing
+        ):
             self._sleep_over_night(sessionmsg)
-        elif self.period_end_action == "sleep" and today == FRIDAY:
+        elif self.period_end_action == "sleep" and today in WEEK_ENDS:
             self._sleep_over_weekend(sessionmsg)
 
     def _weekly_end_checks(self, today, closing, sessionmsg):
-        if today != FRIDAY:
+        if today not in WEEK_ENDS:
             self._sleep_over_night(sessionmsg)
-        elif today == FRIDAY:
+        else:
             self.strategy.perform_period_end_checks()
             if self.period_end_action == "break" and closing:
                 sys.exit(0)
@@ -562,9 +560,9 @@ class Mt5ExecutionEngine:
                 self._sleep_over_weekend(sessionmsg)
 
     def _monthly_end_cheks(self, today, closing, sessionmsg):
-        if today != FRIDAY:
+        if today not in WEEK_ENDS and not self._is_month_ends():
             self._sleep_over_night(sessionmsg)
-        elif today == FRIDAY and self._is_month_ends() and closing:
+        elif self._is_month_ends() and closing:
             self.strategy.perform_period_end_checks()
             sys.exit(0)
         else:
@@ -956,7 +954,11 @@ class Mt5ExecutionEngine:
     def _handle_period_end_actions(self, today):
         try:
             check_mt5_connection(**self.kwargs)
-            day_end = all(trade.days_end() for trade in self.trades_instances.values())
+            day_end = (
+                all(trade.days_end() for trade in self.trades_instances.values())
+                or (today in WEEK_ENDS and today != FRIDAY)
+                and self.period != "24/7"
+            )
             closing = self._is_closing()
             sessionmsg = f"{self.ACCOUNT} STARTING NEW TRADING SESSION ...\n"
             self._perform_period_end_actions(
@@ -1012,13 +1014,28 @@ class Mt5ExecutionEngine:
 
 
 def RunMt5Engine(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.
+    """
+    Start an MT5 execution engine for a given account.
+
+    Parameters
+    ----------
+    account_id : str
+        Account ID to run the execution engine on.
+
+    **kwargs : dict
+        Additional keyword arguments. Possible keys include:
+
+        * symbol_list : list
+            List of symbols to trade.
+        * trades_instances : dict
+            Dictionary of Trade instances.
+        * strategy_cls : class
+            Strategy class to use for trading.
+
+    Returns
+    -------
+    None
+        Initializes and runs the MT5 execution engine.
     """
     log.info(f"Starting execution engine for {account_id}")