bbstrader 0.3.5__py3-none-any.whl → 0.3.7__py3-none-any.whl

bbstrader/tseries.py

@@ -5,7 +5,7 @@ some simple time series analysis in financial markets.
 
 import pprint
 import warnings
-from typing import List, Tuple, Union
+from typing import Any, Dict, List, Optional, Tuple, Union
 
 import matplotlib.pyplot as plt
 import numpy as np
@@ -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",
@@ -95,7 +94,7 @@ def get_corr(tickers: Union[List[str], Tuple[str, ...]], start: str, end: str) -
     )
 
 
-def plot_price_series(df: pd.DataFrame, ts1: str, ts2: str):
+def plot_price_series(df: pd.DataFrame, ts1: str, ts2: str) -> None:
     """
     Plot both time series on the same line graph for
     the specified date range.
@@ -118,7 +117,7 @@ def plot_price_series(df: pd.DataFrame, ts1: str, ts2: str):
     plt.show()
 
 
-def plot_scatter_series(df: pd.DataFrame, ts1: str, ts2: str):
+def plot_scatter_series(df: pd.DataFrame, ts1: str, ts2: str) -> None:
     """
     Plot a scatter plot of both time series for
     via the provided DataFrame.
@@ -147,7 +146,7 @@ def plot_scatter_series(df: pd.DataFrame, ts1: str, ts2: str):
     plt.show()
 
 
-def plot_residuals(df: pd.DataFrame):
+def plot_residuals(df: pd.DataFrame) -> None:
     """
     Plot the residuals of OLS procedure for both
     time series.
@@ -300,7 +299,7 @@ def run_hurst_test(symbol: str, start: str, end: str):
     )
 
 
-def test_cointegration(ticker1, ticker2, start, end):
+def test_cointegration(ticker1: str, ticker2: str, start: str, end: str) -> None:
     warnings.warn(
         "`test_cointegration` is deprecated, see statsmodels.tsa.stattools.coint instead.",
         DeprecationWarning,
@@ -308,13 +307,15 @@ def test_cointegration(ticker1, ticker2, start, end):
 
 
 def run_coint_test(tickers: List[str], start: str, end: str) -> None:
-    test_cointegration()
+    test_cointegration(tickers[0], tickers[1], start, end)
 
 
 # *********************************
 #          KALMAN FILTER         *
 # *********************************
-def draw_date_coloured_scatterplot(etfs, prices):
+def draw_date_coloured_scatterplot(
+    etfs: Union[List[str], Tuple[str, ...]], prices: pd.DataFrame
+) -> None:
     """
     Create a scatterplot of the two ETF prices, which is
     coloured by the date of the price to indicate the
@@ -342,7 +343,9 @@ def draw_date_coloured_scatterplot(etfs, prices):
     plt.show()
 
 
-def calc_slope_intercept_kalman(etfs, prices):
+def calc_slope_intercept_kalman(
+    etfs: Union[List[str], Tuple[str, ...]], prices: pd.DataFrame
+) -> Tuple[np.ndarray, np.ndarray]:
     """
     Utilize the Kalman Filter from the filterpy library
     to calculate the slope and intercept of the regressed
@@ -372,7 +375,7 @@ def calc_slope_intercept_kalman(etfs, prices):
     return np.array(state_means), np.array(state_covs)
 
 
-def draw_slope_intercept_changes(prices, state_means):
+def draw_slope_intercept_changes(prices: pd.DataFrame, state_means: np.ndarray) -> None:
     """
     Plot the slope and intercept of the regressed ETF prices
     between the two ETFs, with the changing values of the
@@ -439,7 +442,9 @@ class KalmanFilterModel:
     You can learn more here https://en.wikipedia.org/wiki/Kalman_filter
     """
 
-    def __init__(self, tickers: List | Tuple, **kwargs):
+    def __init__(
+        self, tickers: Union[List[str], Tuple[str, ...]], **kwargs: Any
+    ) -> None:
         """
         Initializes the Kalman Filter strategy.
 
@@ -453,7 +458,8 @@ class KalmanFilterModel:
         self.tickers = tickers
         assert self.tickers is not None
 
-        self.R = None
+        self.R: Optional[np.ndarray] = None
+        self.C: Optional[np.ndarray] = None
         self.theta = np.zeros(2)
         self.P = np.zeros((2, 2))
         self.delta = kwargs.get("delta", 1e-4)
@@ -462,7 +468,7 @@ class KalmanFilterModel:
         self.latest_prices = np.array([-1.0, -1.0])
         self.kf = self._init_kalman()
 
-    def _init_kalman(self):
+    def _init_kalman(self) -> KalmanFilter:
         """
         Initializes and returns a Kalman Filter configured
         for the trading strategy. The filter is set up with initial
@@ -478,9 +484,7 @@ class KalmanFilterModel:
 
         return kf
 
-    Array = np.ndarray
-
-    def calc_slope_intercep(self, prices: Array) -> Tuple:
+    def calc_slope_intercep(self, prices: np.ndarray) -> Tuple[float, float]:
         """
         Calculates and returns the slope and intercept
         of the relationship between the provided prices using the Kalman Filter.
@@ -501,7 +505,7 @@ class KalmanFilterModel:
 
         return slope, intercept
 
-    def calculate_etqt(self, prices: Array) -> Tuple:
+    def calculate_etqt(self, prices: np.ndarray) -> Optional[Tuple[float, float]]:
         """
         Calculates the ``forecast error`` and ``standard deviation`` of the predictions
         using the Kalman Filter.
@@ -531,7 +535,7 @@ class KalmanFilterModel:
             # The prior value of the states {\theta_t} is
             # distributed as a multivariate Gaussian with
             # mean a_t and variance-covariance {R_t}
-            if self.R is not None:
+            if self.R is not None and self.C is not None:
                 self.R = self.C + self.wt
             else:
                 self.R = np.zeros((2, 2))
@@ -555,7 +559,7 @@ class KalmanFilterModel:
             At = self.R.dot(F.T) / Qt
             self.theta = self.theta + At.flatten() * et
             self.C = self.R - At * F.dot(self.R)
-            return (et[0], sqrt_Qt.flatten()[0])
+            return (et, sqrt_Qt.flatten()[0])
         else:
             return None
 
@@ -568,7 +572,7 @@ class OrnsteinUhlenbeck:
         )
 
 
-def remove_correlated_assets(df: pd.DataFrame, cutoff=0.99):
+def remove_correlated_assets(df: pd.DataFrame, cutoff: float = 0.99) -> pd.DataFrame:
     """
     Removes highly correlated assets from a DataFrame based on a specified correlation cutoff threshold.
     This is useful in financial data analysis to reduce redundancy and multicollinearity in portfolios or datasets.
@@ -613,7 +617,7 @@ def remove_correlated_assets(df: pd.DataFrame, cutoff=0.99):
     return df.drop(drop, axis=1)
 
 
-def check_stationarity(df: pd.DataFrame):
+def check_stationarity(df: pd.DataFrame) -> pd.DataFrame:
     """
     Tests the stationarity of time-series data for each asset in the DataFrame
     using the Augmented Dickey-Fuller (ADF) test. Stationarity is a key property
@@ -646,7 +650,7 @@ def check_stationarity(df: pd.DataFrame):
     return pd.DataFrame(results, columns=["ticker", "adf"]).sort_values("adf")
 
 
-def remove_stationary_assets(df: pd.DataFrame, pval=0.05):
+def remove_stationary_assets(df: pd.DataFrame, pval: float = 0.05) -> pd.DataFrame:
     """
     Filters out stationary assets from the DataFrame based on the p-value obtained
     from the Augmented Dickey-Fuller test.
@@ -678,7 +682,13 @@ def remove_stationary_assets(df: pd.DataFrame, pval=0.05):
     return df.drop(stationary, axis=1).sort_index()
 
 
-def select_assets(df: pd.DataFrame, n=100, start=None, end=None, rolling_window=None):
+def select_assets(
+    df: pd.DataFrame,
+    n: int = 100,
+    start: Optional[str] = None,
+    end: Optional[str] = None,
+    rolling_window: Optional[int] = None,
+) -> pd.DataFrame:
     """
     Selects the top N assets based on the average trading volume from the input DataFrame.
     These assets are used as universe in which we can search cointegrated pairs for pairs trading strategies.
@@ -745,33 +755,41 @@ def select_assets(df: pd.DataFrame, n=100, start=None, end=None, rolling_window=
     return df.sort_index()
 
 
-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.
+def compute_pair_metrics(security: pd.Series, candidates: pd.DataFrame) -> pd.DataFrame:
+    """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
@@ -823,123 +841,87 @@ __CRITICAL_VALUES = {
 def find_cointegrated_pairs(
     securities: pd.DataFrame,
     candidates: pd.DataFrame,
-    n=None,
-    start=None,
-    stop=None,
-    coint=False,
-):
+    n: Optional[int] = None,
+    start: Optional[str] = None,
+    stop: Optional[str] = None,
+    coint: bool = False,
+) -> pd.DataFrame:
     """
     Identifies cointegrated pairs between a target set of securities and candidate securities
     based on econometric tests. The function evaluates statistical relationships,
     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.
+    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
-
-    >>>    # 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(
     spreads: pd.DataFrame,
-    plot_coint=True,
-    crosstab=False,
-    heuristics=False,
-    log_reg=False,
-    decis_tree=False,
-):
+    plot_coint: bool = True,
+    crosstab: bool = False,
+    heuristics: bool = False,
+    log_reg: bool = False,
+    decis_tree: bool = False,
+) -> None:
     """
     Analyzes cointegrated pairs by visualizing, summarizing, and applying predictive models.
 
@@ -949,7 +931,7 @@ def analyze_cointegrated_pairs(
             Required columns: 'coint', 't', 'trace0', 'trace1', 'drift', 'vol', 'corr', 'corr_ret', 'eg_sig', 'joh_sig'.
         plot_coint (bool, optional):
             If True, generates scatterplots and boxplots to visualize cointegration characteristics.
-        cosstab (bool, optional):
+        crosstab (bool, optional):
             If True, displays crosstabulations of Engle-Granger and Johansen test significance.
         heuristics (bool, optional):
             If True, prints descriptive statistics for drift, volatility, and correlation grouped by cointegration status.
@@ -978,7 +960,7 @@ def analyze_cointegrated_pairs(
     ...    })
 
     >>>    pairs = find_cointegrated_pairs(securities, candidates, n=2, coint=True)
-    >>>    analyze_cointegrated_pairs(pairs, plot_coint=True, cosstab=True, heuristics=True, log_reg=True, decis_tree=True
+    >>>    analyze_cointegrated_pairs(pairs, plot_coint=True, crosstab=True, heuristics=True, log_reg=True, decis_tree=True)
     """
     if plot_coint:
         trace0_cv = __CRITICAL_VALUES[0][0.95]
@@ -1036,7 +1018,9 @@ def analyze_cointegrated_pairs(
         print(pd.crosstab(spreads.eg_sig, spreads.joh_sig, normalize=True))
 
 
-def select_candidate_pairs(pairs: pd.DataFrame, period=False):
+def select_candidate_pairs(
+    pairs: pd.DataFrame, period: bool = False
+) -> List[Dict[str, Any]]:
     """
     Select candidate pairs from a DataFrame based on cointegration status.
 
@@ -1069,7 +1053,7 @@ def select_candidate_pairs(pairs: pd.DataFrame, period=False):
     return candidates[["x", "y"]].to_dict(orient="records")
 
 
-def KFSmoother(prices: pd.Series | np.ndarray) -> pd.Series | np.ndarray:
+def KFSmoother(prices: Union[pd.Series, np.ndarray]) -> Union[pd.Series, np.ndarray]:
     """
     Estimate rolling mean using Kalman Smoothing.
 
@@ -1120,26 +1104,34 @@ def KFSmoother(prices: pd.Series | np.ndarray) -> pd.Series | np.ndarray:
         return state_means.flatten()
 
 
-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.
+def KFHedgeRatio(
+    x: Union[pd.Series, np.ndarray], y: Union[pd.Series, np.ndarray]
+) -> np.ndarray:
+    """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 (the hedge ratio)
+    for each time step, which is a common convention in pairs trading.
 
-    The function returns the negative of the first state variable of each Kalman Filter estimate,
-    which represents the estimated hedge ratio.
+    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-0.3.5.dist-info → bbstrader-0.3.7.dist-info}/METADATA

@@ -1,13 +1,12 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.3.5
+Version: 0.3.7
 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: MIT
+Author-email: Bertin Balouki SIMYELI <bertin@bbs-trading.com>
+Maintainer-email: Bertin Balouki SIMYELI <bertin@bbs-trading.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
@@ -19,6 +18,7 @@ Classifier: Programming Language :: Python :: 3.12
 Classifier: Operating System :: Microsoft :: Windows
 Classifier: Operating System :: POSIX :: Linux
 Classifier: Operating System :: MacOS
+Requires-Python: >=3.12
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: alphalens-reloaded>=0.4.6
@@ -58,21 +58,7 @@ Requires-Dist: vaderSentiment>=3.3.2
 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)

bbstrader-0.3.7.dist-info/RECORD

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bbstrader-0.3.7.dist-info/top_level.txt

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