bbstrader 2.0.1__tar.gz → 2.0.2__tar.gz

{bbstrader-2.0.1 → bbstrader-2.0.2}/PKG-INFO

@@ -1,7 +1,7 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 2.0.1
-Summary: Simplified Investment & Trading Toolkit
+Version: 2.0.2
+Summary: Simplified Investment & Trading Toolkit with Python & C++
 Keywords: Finance,Toolkit,Financial,Analysis,Fundamental,Quantitative,Database,Equities,Currencies,Economics,ETFs,Funds,Indices,Moneymarkets,Commodities,Futures,CFDs,Derivatives,Trading,Investing,Portfolio,Optimization,Performance
 Author-Email: Bertin Balouki SIMYELI <bertin@bbs-trading.com>
 Maintainer-Email: Bertin Balouki SIMYELI <bertin@bbs-trading.com>
@@ -37,7 +37,7 @@ Requires-Dist: python-telegram-bot>=22.3
 Requires-Dist: PyYAML>=6.0.2
 Requires-Dist: QuantStats>=0.0.77
 Requires-Dist: seaborn>=0.13.2
-Requires-Dist: spacy>=3.8.7
+Requires-Dist: spacy>=3.8.11
 Requires-Dist: sumy>=0.11.0
 Requires-Dist: tabulate>=0.9.0
 Requires-Dist: textblob>=0.19.0
@@ -64,7 +64,9 @@ Description-Content-Type: text/markdown
 [![LinkedIn](https://img.shields.io/badge/LinkedIn-grey?logo=Linkedin&logoColor=white)](https://www.linkedin.com/in/bertin-balouki-s-15b17a1a6)
 
 ## Welcome to `bbstrader` – The Ultimate C++ & Python Trading Powerhouse!
+
 ## Table of Contents
+
 - [Overview](#overview)
 - [Why `bbstrader` Stands Out](#why-bbstrader-stands-out)
 - [Trusted by Traders Worldwide](#trusted-by-traders-worldwide)
@@ -74,7 +76,7 @@ Description-Content-Type: text/markdown
   - [1. `btengine`: Event-Driven Backtesting Beast](#1-btengine-event-driven-backtesting-beast)
   - [2. `metatrader`: The C++/Python Bridge to MT5](#2-metatrader-the-cpython-bridge-to-mt5)
     - [Pattern 1: C++ Core, Python Orchestrator (Maximum Performance)](#pattern-1-c-core-python-orchestrator-maximum-performance)
-    - [Pattern 2: Python-Driven with C++ Acceleration](#pattern-2-python-driven-with-c-acceleration)  
+    - [Pattern 2: Python-Driven with C++ Acceleration](#pattern-2-python-driven-with-c-acceleration)
   - [3. `trading`: Live Execution & Strategy Orchestrator](#3-trading-live-execution--strategy-orchestrator)
   - [4. `models`: Quant Toolkit for Signals & Risk](#4-models-quant-toolkit-for-signals--risk)
 - [Getting Started](#getting-started)
@@ -88,54 +90,59 @@ Description-Content-Type: text/markdown
 
 ### Overview
 
-Imagine having the raw, blistering speed of C++ for your high-frequency trades, combined with Python's ecosystem for lightning-fast prototyping, advanced AI models, and seamless data analysis. That's ``bbstrader`` – not just a library, but a game-changing toolkit designed for quants, algo traders, and institutional pros who demand an edge in volatile markets. Whether you're scalping forex pairs, backtesting complex strategies, or copying trades across accounts in real-time, ``bbstrader`` empowers you to build, test, and deploy with unmatched efficiency.
+Imagine having the raw, blistering speed of C++ for your high-frequency trades, combined with Python's ecosystem for lightning-fast prototyping, advanced AI models, and seamless data analysis. That's `bbstrader` – not just a library, but a game-changing toolkit designed for quants, algo traders, and institutional pros who demand an edge in volatile markets. Whether you're scalping forex pairs, backtesting complex strategies, or copying trades across accounts in real-time, `bbstrader` empowers you to build, test, and deploy with unmatched efficiency.
 
-Forget the frustrations of slow Python bottlenecks or MQL5's rigid sandbox. ``bbstrader`` bridges worlds: C++ for mission-critical performance and Python for intelligent orchestration. It's open-source, battle-tested across platforms, and ready to supercharge your trading arsenal.
+Forget the frustrations of slow Python bottlenecks or MQL5's rigid sandbox. `bbstrader` bridges worlds: C++ for mission-critical performance and Python for intelligent orchestration. It's open-source, battle-tested across platforms, and ready to supercharge your trading arsenal.
 
 ## **Why `bbstrader` Stands Out**
 
 In a crowded field of trading libraries, `bbstrader` is architected to solve the most challenging problems in algorithmic trading: performance, flexibility, and platform limitations.
 
-* **Blazing Speed with C++ Core**: Compile your strategy logic in native C++ for deterministic, low-latency execution. Perfect for HFT, arbitrage, or compute-heavy models that Python alone can't handle.
-* **Python's Powerhouse Ecosystem**: Leverage ``NumPy``, ``pandas``, ``scikit-learn``, ``TensorFlow``, and more for research, ML-driven signals, and backtesting – all seamlessly integrated with your C++ core.
-*   **Institutional-Grade Architecture:** From its event-driven backtester to its modular design, `bbstrader` is built with the principles of professional trading systems in mind, providing a robust foundation for serious strategy development.
-In today's hyper-fast financial landscape, every microsecond counts. ``bbstrader`` isn't another lightweight wrapper – it's an institutional-grade powerhouse engineered to tackle real-world trading challenges head-on.
-* **Break Free from MQL5 Limits**: Ditch interpreted code and ecosystem constraints. Build multi-threaded, AI-infused strategies that execute orders in microseconds via MetaTrader 5 (MT5) integration.
-**Flexible Interface**: CLI & GUI
-``bbstrader`` adapts to your workflow.
+- **Blazing Speed with C++ Core**: Compile your strategy logic in native C++ for deterministic, low-latency execution. Perfect for HFT, arbitrage, or compute-heavy models that Python alone can't handle.
+- **Python's Powerhouse Ecosystem**: Leverage `NumPy`, `pandas`, `scikit-learn`, `TensorFlow`, and more for research, ML-driven signals, and backtesting – all seamlessly integrated with your C++ core.
+- **Institutional-Grade Architecture:** From its event-driven backtester to its modular design, `bbstrader` is built with the principles of professional trading systems in mind, providing a robust foundation for serious strategy development.
+  In today's hyper-fast financial landscape, every microsecond counts. `bbstrader` isn't another lightweight wrapper – it's an institutional-grade powerhouse engineered to tackle real-world trading challenges head-on.
+- **Break Free from MQL5 Limits**: Ditch interpreted code and ecosystem constraints. Build multi-threaded, AI-infused strategies that execute orders in microseconds via MetaTrader 5 (MT5) integration.
+  **Flexible Interface**: CLI & GUI
+  `bbstrader` adapts to your workflow.
   - **Automation Fanatics**: Use the CLI for headless scripts, cron jobs, and server deployments.
   - **Visual Traders**: Launch the Desktop GUI (currently for Copy Trading) to monitor your master and slave accounts, check replication status, and manage connections visually.
   - **Cross-Platform & Future-Proof**: Works on Windows, macOS, Linux. (IBKR integration in development).
 
 ## **Trusted by Traders Worldwide**
-With thousands of downloads, ``bbstrader`` is trusted by traders worldwide. It's not just code – it's your ticket to profitable, scalable strategies.
+
+With thousands of downloads, `bbstrader` is trusted by traders worldwide. It's not just code – it's your ticket to profitable, scalable strategies.
 
 ## **The `bbstrader` Edge: Uniting C++ Speed with Python Flexibility**
 
-bbstrader's hybrid design is its secret weapon. At the heart is a bidirectional C++/Python bridge via ``metatrader_client`` module:
+bbstrader's hybrid design is its secret weapon. At the heart is a bidirectional C++/Python bridge via `metatrader_client` module:
 
-  1. **C++ for Speed**: Core classes like ``MetaTraderClient`` handle high-performance tasks. Inject Python handlers for MT5 interactions, enabling native-speed signal generation and risk checks.
-  2. **Python for Smarts**: Orchestrate everything with modules like ``trading`` and ``btengine``.
-  3.  **The Data Flow:** The result is a clean, efficient, and powerful execution loop:
-      `Python (Orchestration & Analysis) -> C++ (High-Speed Signal Generation) -> Python (MT5 Communication) -> C++ (Receives Market Data)`
+1. **C++ for Speed**: Core classes like `MetaTraderClient` handle high-performance tasks. Inject Python handlers for MT5 interactions, enabling native-speed signal generation and risk checks.
+2. **Python for Smarts**: Orchestrate everything with modules like `trading` and `btengine`.
+3. **The Data Flow:** The result is a clean, efficient, and powerful execution loop:
+   `Python (Orchestration & Analysis) -> C++ (High-Speed Signal Generation) -> Python (MT5 Communication) -> C++ (Receives Market Data)`
 
 This setup crushes performance ceilings: Run ML models in Python, execute trades in C++, and backtest millions of bars in minutes.
 
 ### **Overcoming the MQL5 Bottleneck**
+
 MetaTrader 5 is a world-class trading platform, but its native MQL5 language presents significant limitations for complex, high-frequency strategies:
-  - **Performance Ceilings:** As an interpreted language, MQL5 struggles with the computationally intensive logic required for advanced statistical models, machine learning, and rapid-fire order execution.
-  - **Ecosystem Constraints:** MQL5 lacks access to the vast, mature ecosystems of libraries for numerical computation, data science, and AI that C++ and Python offer.
-  - **Architectural Rigidity:** Implementing sophisticated, multi-threaded, or event-driven architectures in MQL5 is often a complex and error-prone endeavor.
+
+- **Performance Ceilings:** As an interpreted language, MQL5 struggles with the computationally intensive logic required for advanced statistical models, machine learning, and rapid-fire order execution.
+- **Ecosystem Constraints:** MQL5 lacks access to the vast, mature ecosystems of libraries for numerical computation, data science, and AI that C++ and Python offer.
+- **Architectural Rigidity:** Implementing sophisticated, multi-threaded, or event-driven architectures in MQL5 is often a complex and error-prone endeavor.
 
 `bbstrader` eradicates these barriers. By moving your core strategy logic to C++, you can unlock the full potential of your trading ideas, executing them with the microsecond-level precision demanded by institutional trading.
 
 ## **Key Modules**
+
 bbstrader is modular, with each component laser-focused.
 
 ### 1. **btengine**: Event-Driven Backtesting Beast
-  - **Purpose**: Simulate strategies with historical data, including slippage, commissions, and multi-asset portfolios. Optimizes parameters and computes metrics like Sharpe Ratio, Drawdown, and CAGR.
-  - **Features**: Event queue for ticks/orders, vectorized operations for speed, integration with models for signal generation.
-  - **Example**: Backtest a StockIndexSTBOTrading from the example strategies.
+
+- **Purpose**: Simulate strategies with historical data, including slippage, commissions, and multi-asset portfolios. Optimizes parameters and computes metrics like Sharpe Ratio, Drawdown, and CAGR.
+- **Features**: Event queue for ticks/orders, vectorized operations for speed, integration with models for signal generation.
+- **Example**: Backtest a StockIndexSTBOTrading from the example strategies.
 
 ```Python
 # Inside the examples/
@@ -146,25 +153,28 @@ if __name__ == '__main__':
 ```
 
 ### Backtesting Results
-![Backtesting Results1]( https://github.com/bbalouki/bbstrader/blob/main/assets/bbs_.png?raw=true)
-![Backtesting Results2](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_metrics_1.png?raw=true)
 
+![Backtesting Results1](https://github.com/bbalouki/bbstrader/blob/main/bbstrader/assets/bbs_.png?raw=true)
+![Backtesting Results2](https://github.com/bbalouki/bbstrader/blob/main/bbstrader/assets/qs_metrics_1.png?raw=true)
 
 ### 2. **metatrader**: The C++/Python Bridge to MT5
 
-  - **Purpose**: High-speed MT5 integration. C++ MetaTraderClient mirrors MT5 API for orders, rates, and account management.
-  - **Features**: Bidirectional callbacks, error handling, real-time tick processing.
-  - **Strategy Patterns**: Two main patterns to build strategies:
+- **Purpose**: High-speed MT5 integration. C++ MetaTraderClient mirrors MT5 API for orders, rates, and account management.
+- **Features**: Bidirectional callbacks, error handling, real-time tick processing.
+- **Strategy Patterns**: Two main patterns to build strategies:
 
 #### Pattern 1: C++ Core, Python Orchestrator (Maximum Performance)
+
 This is the recommended pattern for latency-sensitive strategies, such as statistical arbitrage, market making, or any strategy where execution speed is a critical component of your edge. By compiling your core logic, you minimize interpretation overhead and gain direct control over memory and execution.
 
 **Use this pattern when:**
+
 - Your strategy involves complex mathematical calculations that are slow in Python.
 - You need to react to market data in the shortest possible time.
 - Your production environment demands deterministic, low-latency performance.
 
 **C++ Side (`MovingAverageStrategy.cpp`):**
+
 ```cpp
 #include "bbstrader/metatrader.hpp"
 #include <numeric>
@@ -176,12 +186,12 @@ public:
 
     void on_tick(const std::string& symbol) {
         auto rates_opt = copy_rates_from_pos(symbol, 1, 0, 20);
-        
+
         if (!rates_opt || rates_opt->size() < 20) return;
 
         const auto& rates = *rates_opt;
-        
-        double sum = std::accumulate(rates.begin(), rates.end(), 0.0, 
+
+        double sum = std::accumulate(rates.begin(), rates.end(), 0.0,
                                      [](double a, const MT5::RateInfo& b) { return a + b.close; });
         double sma = sum / rates.size();
         double current_price = rates.back().close;
@@ -200,7 +210,9 @@ public:
     }
 };
 ```
-*This C++ class would then be exposed to Python using `pybind11`.*
+
+_This C++ class would then be exposed to Python using `pybind11`._
+
 ```cpp
 // Inside bindings.cpp
 #include <pybind11/pybind11.h>
@@ -216,6 +228,7 @@ py::class_<MovingAverageStrategy, MT5::MetaTraderClient>(m, "MovingAverageStrate
 ```
 
 **Python Side (`main.py`):**
+
 ```python
 from bbstrader.api import Mt5Handlers
 import MetaTrader5 as mt5
@@ -233,9 +246,11 @@ if strategy.initialize():
 ```
 
 #### Pattern 2: Python-Driven with C++ Acceleration
+
 This pattern is ideal for strategies that benefit from Python's rich ecosystem for data analysis, machine learning, or complex event orchestration, but still require high-performance access to market data and the trading API.
 
 **Use this pattern when:**
+
 - Your strategy relies heavily on Python libraries like `pandas`, `scikit-learn`, or `tensorflow`.
 - Rapid prototyping and iteration are more important than absolute minimum latency.
 - Your core logic is more about decision-making based on pre-processed data than it is about raw computation speed.
@@ -259,16 +274,17 @@ if strategy.initialize():
     print(f"Retrieved {len(rates)} rates via the C++ bridge.")
 ```
 
-### 3. **``trading``: Live Execution & Strategy Orchestrator**
+### 3. **`trading`: Live Execution & Strategy Orchestrator**
 
 - **Purpose**: Manages live sessions, coordinates signals from strategies, risk from models, and execution via metatrader.
 - **Features**: Multi-account support, position hedging, trailing stops.
 
-### 4. ``models``: Quant Toolkit for Signals & Risk
+### 4. `models`: Quant Toolkit for Signals & Risk
 
 - **Purpose**: Build/test models like NLP sentiment, VaR/CVaR risk, optimization.
 - **Features**: Currently Sentiment analysis, and Topic Modeling.
 - **Example**: Sentiment-Based Entry:
+
 ```python
 from bbstrader.models import SentimenSentimentAnalyzer
 
@@ -280,9 +296,9 @@ if score > 0.7:  # Bullish? Buy!
 
 ### **Other Modules:**
 
-``core``: Utilities (data structs, logging).
-``config``: Manages JSON configs in ~/.bbstrader/.
-``api``: Handler injections for bridges.
+`core`: Utilities (data structs, logging).
+`config`: Manages JSON configs in ~/.bbstrader/.
+`api`: Handler injections for bridges.
 
 ## Getting Started
 
@@ -293,10 +309,13 @@ if score > 0.7:  # Bullish? Buy!
 - **MT5 Broker**: [Admirals](https://one.justmarkets.link/a/tufvj0xugm/registration/trader), [JustMarkets](https://one.justmarkets.link/a/tufvj0xugm/registration/trader), [FTMO](https://trader.ftmo.com/?affiliates=JGmeuQqepAZLMcdOEQRp).
 
 ## Installation
+
 `bbstrader` is designed for both Python and C++ developers. Follow the instructions that best suit your needs.
 
 ### For the Python Quant
+
 Get started in minutes using `pip`. We strongly recommend using a virtual environment.
+
 ```bash
 # Create and activate a virtual environment
 python -m venv venv
@@ -309,7 +328,9 @@ pip install bbstrader  # Linux/macOS
 ```
 
 ### For the C++ Developer
+
 To develop your own C++ strategies, you can use `vcpkg` to install the `bbstrader` library and its dependencies.
+
 ```bash
 # If you don't have vcpkg, clone and bootstrap it
 git clone https://github.com/microsoft/vcpkg
@@ -318,17 +339,20 @@ git clone https://github.com/microsoft/vcpkg
 # Install bbstrader
 ./vcpkg/vcpkg install bbstrader
 ```
+
 ## CLI workflow
+
 `bbstrader` shines via CLI – launch everything from one command!
 
-| Action | Command |
-| :--- | :--- |
-| **Run Backtest** | `python -m bbstrader --run backtest --strategy SMAStrategy --account MY_ACCOUNT --config backtest.json` |
+| Action             | Command                                                                                                               |
+| :----------------- | :-------------------------------------------------------------------------------------------------------------------- |
+| **Run Backtest**   | `python -m bbstrader --run backtest --strategy SMAStrategy --account MY_ACCOUNT --config backtest.json`               |
 | **Live Execution** | `python -m bbstrader --run execution --strategy KalmanFilter --account MY_ACCOUNT --config execution.json --parallel` |
-| **Copy Trades** | `python -m bbstrader --run copier --source 123456 --targets 789012 --risk_multiplier 2.0` |
-| **Get Help** | `python -m bbstrader --help` |
+| **Copy Trades**    | `python -m bbstrader --run copier --source 123456 --targets 789012 --risk_multiplier 2.0`                             |
+| **Get Help**       | `python -m bbstrader --help`                                                                                          |
+
+**Config Example** (`~/.bbstrader/execution/execution.json`):
 
-**Config Example** (``~/.bbstrader/execution/execution.json``):
 ```json
 {
   "SMAStrategy": {
@@ -344,9 +368,9 @@ git clone https://github.com/microsoft/vcpkg
 
 ## 🌍 Community & Support
 
-*   **[Read the Docs](https://bbstrader.readthedocs.io/en/latest/)**: Full API reference and tutorials.
-*   **[GitHub Issues](https://github.com/bbalouki/bbstrader/issues)**: Report bugs or request features.
-*   **[LinkedIn](https://www.linkedin.com/in/bertin-balouki-s-15b17a1a6)**: Connect with the creator.
+- **[Read the Docs](https://bbstrader.readthedocs.io/en/latest/)**: Full API reference and tutorials.
+- **[GitHub Issues](https://github.com/bbalouki/bbstrader/issues)**: Report bugs or request features.
+- **[LinkedIn](https://www.linkedin.com/in/bertin-balouki-s-15b17a1a6)**: Connect with the creator.
 
 ---
 
@@ -365,7 +389,6 @@ If you find this project useful and would like to support its continued developm
 
 ☕ [Support the Developer](https://paypal.me/bertinbalouki?country.x=SN&locale.x=en_US)
 
-
 ---
 
-*Disclaimer: Trading involves significant risk. `bbstrader` provides the tools, but you provide the strategy. Test thoroughly on demo accounts before deploying real capital.*
+_Disclaimer: Trading involves significant risk. `bbstrader` provides the tools, but you provide the strategy. Test thoroughly on demo accounts before deploying real capital._

{bbstrader-2.0.1 → bbstrader-2.0.2}/README.md

@@ -14,7 +14,9 @@
 [![LinkedIn](https://img.shields.io/badge/LinkedIn-grey?logo=Linkedin&logoColor=white)](https://www.linkedin.com/in/bertin-balouki-s-15b17a1a6)
 
 ## Welcome to `bbstrader` – The Ultimate C++ & Python Trading Powerhouse!
+
 ## Table of Contents
+
 - [Overview](#overview)
 - [Why `bbstrader` Stands Out](#why-bbstrader-stands-out)
 - [Trusted by Traders Worldwide](#trusted-by-traders-worldwide)
@@ -24,7 +26,7 @@
   - [1. `btengine`: Event-Driven Backtesting Beast](#1-btengine-event-driven-backtesting-beast)
   - [2. `metatrader`: The C++/Python Bridge to MT5](#2-metatrader-the-cpython-bridge-to-mt5)
     - [Pattern 1: C++ Core, Python Orchestrator (Maximum Performance)](#pattern-1-c-core-python-orchestrator-maximum-performance)
-    - [Pattern 2: Python-Driven with C++ Acceleration](#pattern-2-python-driven-with-c-acceleration)  
+    - [Pattern 2: Python-Driven with C++ Acceleration](#pattern-2-python-driven-with-c-acceleration)
   - [3. `trading`: Live Execution & Strategy Orchestrator](#3-trading-live-execution--strategy-orchestrator)
   - [4. `models`: Quant Toolkit for Signals & Risk](#4-models-quant-toolkit-for-signals--risk)
 - [Getting Started](#getting-started)
@@ -38,54 +40,59 @@
 
 ### Overview
 
-Imagine having the raw, blistering speed of C++ for your high-frequency trades, combined with Python's ecosystem for lightning-fast prototyping, advanced AI models, and seamless data analysis. That's ``bbstrader`` – not just a library, but a game-changing toolkit designed for quants, algo traders, and institutional pros who demand an edge in volatile markets. Whether you're scalping forex pairs, backtesting complex strategies, or copying trades across accounts in real-time, ``bbstrader`` empowers you to build, test, and deploy with unmatched efficiency.
+Imagine having the raw, blistering speed of C++ for your high-frequency trades, combined with Python's ecosystem for lightning-fast prototyping, advanced AI models, and seamless data analysis. That's `bbstrader` – not just a library, but a game-changing toolkit designed for quants, algo traders, and institutional pros who demand an edge in volatile markets. Whether you're scalping forex pairs, backtesting complex strategies, or copying trades across accounts in real-time, `bbstrader` empowers you to build, test, and deploy with unmatched efficiency.
 
-Forget the frustrations of slow Python bottlenecks or MQL5's rigid sandbox. ``bbstrader`` bridges worlds: C++ for mission-critical performance and Python for intelligent orchestration. It's open-source, battle-tested across platforms, and ready to supercharge your trading arsenal.
+Forget the frustrations of slow Python bottlenecks or MQL5's rigid sandbox. `bbstrader` bridges worlds: C++ for mission-critical performance and Python for intelligent orchestration. It's open-source, battle-tested across platforms, and ready to supercharge your trading arsenal.
 
 ## **Why `bbstrader` Stands Out**
 
 In a crowded field of trading libraries, `bbstrader` is architected to solve the most challenging problems in algorithmic trading: performance, flexibility, and platform limitations.
 
-* **Blazing Speed with C++ Core**: Compile your strategy logic in native C++ for deterministic, low-latency execution. Perfect for HFT, arbitrage, or compute-heavy models that Python alone can't handle.
-* **Python's Powerhouse Ecosystem**: Leverage ``NumPy``, ``pandas``, ``scikit-learn``, ``TensorFlow``, and more for research, ML-driven signals, and backtesting – all seamlessly integrated with your C++ core.
-*   **Institutional-Grade Architecture:** From its event-driven backtester to its modular design, `bbstrader` is built with the principles of professional trading systems in mind, providing a robust foundation for serious strategy development.
-In today's hyper-fast financial landscape, every microsecond counts. ``bbstrader`` isn't another lightweight wrapper – it's an institutional-grade powerhouse engineered to tackle real-world trading challenges head-on.
-* **Break Free from MQL5 Limits**: Ditch interpreted code and ecosystem constraints. Build multi-threaded, AI-infused strategies that execute orders in microseconds via MetaTrader 5 (MT5) integration.
-**Flexible Interface**: CLI & GUI
-``bbstrader`` adapts to your workflow.
+- **Blazing Speed with C++ Core**: Compile your strategy logic in native C++ for deterministic, low-latency execution. Perfect for HFT, arbitrage, or compute-heavy models that Python alone can't handle.
+- **Python's Powerhouse Ecosystem**: Leverage `NumPy`, `pandas`, `scikit-learn`, `TensorFlow`, and more for research, ML-driven signals, and backtesting – all seamlessly integrated with your C++ core.
+- **Institutional-Grade Architecture:** From its event-driven backtester to its modular design, `bbstrader` is built with the principles of professional trading systems in mind, providing a robust foundation for serious strategy development.
+  In today's hyper-fast financial landscape, every microsecond counts. `bbstrader` isn't another lightweight wrapper – it's an institutional-grade powerhouse engineered to tackle real-world trading challenges head-on.
+- **Break Free from MQL5 Limits**: Ditch interpreted code and ecosystem constraints. Build multi-threaded, AI-infused strategies that execute orders in microseconds via MetaTrader 5 (MT5) integration.
+  **Flexible Interface**: CLI & GUI
+  `bbstrader` adapts to your workflow.
   - **Automation Fanatics**: Use the CLI for headless scripts, cron jobs, and server deployments.
   - **Visual Traders**: Launch the Desktop GUI (currently for Copy Trading) to monitor your master and slave accounts, check replication status, and manage connections visually.
   - **Cross-Platform & Future-Proof**: Works on Windows, macOS, Linux. (IBKR integration in development).
 
 ## **Trusted by Traders Worldwide**
-With thousands of downloads, ``bbstrader`` is trusted by traders worldwide. It's not just code – it's your ticket to profitable, scalable strategies.
+
+With thousands of downloads, `bbstrader` is trusted by traders worldwide. It's not just code – it's your ticket to profitable, scalable strategies.
 
 ## **The `bbstrader` Edge: Uniting C++ Speed with Python Flexibility**
 
-bbstrader's hybrid design is its secret weapon. At the heart is a bidirectional C++/Python bridge via ``metatrader_client`` module:
+bbstrader's hybrid design is its secret weapon. At the heart is a bidirectional C++/Python bridge via `metatrader_client` module:
 
-  1. **C++ for Speed**: Core classes like ``MetaTraderClient`` handle high-performance tasks. Inject Python handlers for MT5 interactions, enabling native-speed signal generation and risk checks.
-  2. **Python for Smarts**: Orchestrate everything with modules like ``trading`` and ``btengine``.
-  3.  **The Data Flow:** The result is a clean, efficient, and powerful execution loop:
-      `Python (Orchestration & Analysis) -> C++ (High-Speed Signal Generation) -> Python (MT5 Communication) -> C++ (Receives Market Data)`
+1. **C++ for Speed**: Core classes like `MetaTraderClient` handle high-performance tasks. Inject Python handlers for MT5 interactions, enabling native-speed signal generation and risk checks.
+2. **Python for Smarts**: Orchestrate everything with modules like `trading` and `btengine`.
+3. **The Data Flow:** The result is a clean, efficient, and powerful execution loop:
+   `Python (Orchestration & Analysis) -> C++ (High-Speed Signal Generation) -> Python (MT5 Communication) -> C++ (Receives Market Data)`
 
 This setup crushes performance ceilings: Run ML models in Python, execute trades in C++, and backtest millions of bars in minutes.
 
 ### **Overcoming the MQL5 Bottleneck**
+
 MetaTrader 5 is a world-class trading platform, but its native MQL5 language presents significant limitations for complex, high-frequency strategies:
-  - **Performance Ceilings:** As an interpreted language, MQL5 struggles with the computationally intensive logic required for advanced statistical models, machine learning, and rapid-fire order execution.
-  - **Ecosystem Constraints:** MQL5 lacks access to the vast, mature ecosystems of libraries for numerical computation, data science, and AI that C++ and Python offer.
-  - **Architectural Rigidity:** Implementing sophisticated, multi-threaded, or event-driven architectures in MQL5 is often a complex and error-prone endeavor.
+
+- **Performance Ceilings:** As an interpreted language, MQL5 struggles with the computationally intensive logic required for advanced statistical models, machine learning, and rapid-fire order execution.
+- **Ecosystem Constraints:** MQL5 lacks access to the vast, mature ecosystems of libraries for numerical computation, data science, and AI that C++ and Python offer.
+- **Architectural Rigidity:** Implementing sophisticated, multi-threaded, or event-driven architectures in MQL5 is often a complex and error-prone endeavor.
 
 `bbstrader` eradicates these barriers. By moving your core strategy logic to C++, you can unlock the full potential of your trading ideas, executing them with the microsecond-level precision demanded by institutional trading.
 
 ## **Key Modules**
+
 bbstrader is modular, with each component laser-focused.
 
 ### 1. **btengine**: Event-Driven Backtesting Beast
-  - **Purpose**: Simulate strategies with historical data, including slippage, commissions, and multi-asset portfolios. Optimizes parameters and computes metrics like Sharpe Ratio, Drawdown, and CAGR.
-  - **Features**: Event queue for ticks/orders, vectorized operations for speed, integration with models for signal generation.
-  - **Example**: Backtest a StockIndexSTBOTrading from the example strategies.
+
+- **Purpose**: Simulate strategies with historical data, including slippage, commissions, and multi-asset portfolios. Optimizes parameters and computes metrics like Sharpe Ratio, Drawdown, and CAGR.
+- **Features**: Event queue for ticks/orders, vectorized operations for speed, integration with models for signal generation.
+- **Example**: Backtest a StockIndexSTBOTrading from the example strategies.
 
 ```Python
 # Inside the examples/
@@ -96,25 +103,28 @@ if __name__ == '__main__':
 ```
 
 ### Backtesting Results
-![Backtesting Results1]( https://github.com/bbalouki/bbstrader/blob/main/assets/bbs_.png?raw=true)
-![Backtesting Results2](https://github.com/bbalouki/bbstrader/blob/main/assets/qs_metrics_1.png?raw=true)
 
+![Backtesting Results1](https://github.com/bbalouki/bbstrader/blob/main/bbstrader/assets/bbs_.png?raw=true)
+![Backtesting Results2](https://github.com/bbalouki/bbstrader/blob/main/bbstrader/assets/qs_metrics_1.png?raw=true)
 
 ### 2. **metatrader**: The C++/Python Bridge to MT5
 
-  - **Purpose**: High-speed MT5 integration. C++ MetaTraderClient mirrors MT5 API for orders, rates, and account management.
-  - **Features**: Bidirectional callbacks, error handling, real-time tick processing.
-  - **Strategy Patterns**: Two main patterns to build strategies:
+- **Purpose**: High-speed MT5 integration. C++ MetaTraderClient mirrors MT5 API for orders, rates, and account management.
+- **Features**: Bidirectional callbacks, error handling, real-time tick processing.
+- **Strategy Patterns**: Two main patterns to build strategies:
 
 #### Pattern 1: C++ Core, Python Orchestrator (Maximum Performance)
+
 This is the recommended pattern for latency-sensitive strategies, such as statistical arbitrage, market making, or any strategy where execution speed is a critical component of your edge. By compiling your core logic, you minimize interpretation overhead and gain direct control over memory and execution.
 
 **Use this pattern when:**
+
 - Your strategy involves complex mathematical calculations that are slow in Python.
 - You need to react to market data in the shortest possible time.
 - Your production environment demands deterministic, low-latency performance.
 
 **C++ Side (`MovingAverageStrategy.cpp`):**
+
 ```cpp
 #include "bbstrader/metatrader.hpp"
 #include <numeric>
@@ -126,12 +136,12 @@ public:
 
     void on_tick(const std::string& symbol) {
         auto rates_opt = copy_rates_from_pos(symbol, 1, 0, 20);
-        
+
         if (!rates_opt || rates_opt->size() < 20) return;
 
         const auto& rates = *rates_opt;
-        
-        double sum = std::accumulate(rates.begin(), rates.end(), 0.0, 
+
+        double sum = std::accumulate(rates.begin(), rates.end(), 0.0,
                                      [](double a, const MT5::RateInfo& b) { return a + b.close; });
         double sma = sum / rates.size();
         double current_price = rates.back().close;
@@ -150,7 +160,9 @@ public:
     }
 };
 ```
-*This C++ class would then be exposed to Python using `pybind11`.*
+
+_This C++ class would then be exposed to Python using `pybind11`._
+
 ```cpp
 // Inside bindings.cpp
 #include <pybind11/pybind11.h>
@@ -166,6 +178,7 @@ py::class_<MovingAverageStrategy, MT5::MetaTraderClient>(m, "MovingAverageStrate
 ```
 
 **Python Side (`main.py`):**
+
 ```python
 from bbstrader.api import Mt5Handlers
 import MetaTrader5 as mt5
@@ -183,9 +196,11 @@ if strategy.initialize():
 ```
 
 #### Pattern 2: Python-Driven with C++ Acceleration
+
 This pattern is ideal for strategies that benefit from Python's rich ecosystem for data analysis, machine learning, or complex event orchestration, but still require high-performance access to market data and the trading API.
 
 **Use this pattern when:**
+
 - Your strategy relies heavily on Python libraries like `pandas`, `scikit-learn`, or `tensorflow`.
 - Rapid prototyping and iteration are more important than absolute minimum latency.
 - Your core logic is more about decision-making based on pre-processed data than it is about raw computation speed.
@@ -209,16 +224,17 @@ if strategy.initialize():
     print(f"Retrieved {len(rates)} rates via the C++ bridge.")
 ```
 
-### 3. **``trading``: Live Execution & Strategy Orchestrator**
+### 3. **`trading`: Live Execution & Strategy Orchestrator**
 
 - **Purpose**: Manages live sessions, coordinates signals from strategies, risk from models, and execution via metatrader.
 - **Features**: Multi-account support, position hedging, trailing stops.
 
-### 4. ``models``: Quant Toolkit for Signals & Risk
+### 4. `models`: Quant Toolkit for Signals & Risk
 
 - **Purpose**: Build/test models like NLP sentiment, VaR/CVaR risk, optimization.
 - **Features**: Currently Sentiment analysis, and Topic Modeling.
 - **Example**: Sentiment-Based Entry:
+
 ```python
 from bbstrader.models import SentimenSentimentAnalyzer
 
@@ -230,9 +246,9 @@ if score > 0.7:  # Bullish? Buy!
 
 ### **Other Modules:**
 
-``core``: Utilities (data structs, logging).
-``config``: Manages JSON configs in ~/.bbstrader/.
-``api``: Handler injections for bridges.
+`core`: Utilities (data structs, logging).
+`config`: Manages JSON configs in ~/.bbstrader/.
+`api`: Handler injections for bridges.
 
 ## Getting Started
 
@@ -243,10 +259,13 @@ if score > 0.7:  # Bullish? Buy!
 - **MT5 Broker**: [Admirals](https://one.justmarkets.link/a/tufvj0xugm/registration/trader), [JustMarkets](https://one.justmarkets.link/a/tufvj0xugm/registration/trader), [FTMO](https://trader.ftmo.com/?affiliates=JGmeuQqepAZLMcdOEQRp).
 
 ## Installation
+
 `bbstrader` is designed for both Python and C++ developers. Follow the instructions that best suit your needs.
 
 ### For the Python Quant
+
 Get started in minutes using `pip`. We strongly recommend using a virtual environment.
+
 ```bash
 # Create and activate a virtual environment
 python -m venv venv
@@ -259,7 +278,9 @@ pip install bbstrader  # Linux/macOS
 ```
 
 ### For the C++ Developer
+
 To develop your own C++ strategies, you can use `vcpkg` to install the `bbstrader` library and its dependencies.
+
 ```bash
 # If you don't have vcpkg, clone and bootstrap it
 git clone https://github.com/microsoft/vcpkg
@@ -268,17 +289,20 @@ git clone https://github.com/microsoft/vcpkg
 # Install bbstrader
 ./vcpkg/vcpkg install bbstrader
 ```
+
 ## CLI workflow
+
 `bbstrader` shines via CLI – launch everything from one command!
 
-| Action | Command |
-| :--- | :--- |
-| **Run Backtest** | `python -m bbstrader --run backtest --strategy SMAStrategy --account MY_ACCOUNT --config backtest.json` |
+| Action             | Command                                                                                                               |
+| :----------------- | :-------------------------------------------------------------------------------------------------------------------- |
+| **Run Backtest**   | `python -m bbstrader --run backtest --strategy SMAStrategy --account MY_ACCOUNT --config backtest.json`               |
 | **Live Execution** | `python -m bbstrader --run execution --strategy KalmanFilter --account MY_ACCOUNT --config execution.json --parallel` |
-| **Copy Trades** | `python -m bbstrader --run copier --source 123456 --targets 789012 --risk_multiplier 2.0` |
-| **Get Help** | `python -m bbstrader --help` |
+| **Copy Trades**    | `python -m bbstrader --run copier --source 123456 --targets 789012 --risk_multiplier 2.0`                             |
+| **Get Help**       | `python -m bbstrader --help`                                                                                          |
+
+**Config Example** (`~/.bbstrader/execution/execution.json`):
 
-**Config Example** (``~/.bbstrader/execution/execution.json``):
 ```json
 {
   "SMAStrategy": {
@@ -294,9 +318,9 @@ git clone https://github.com/microsoft/vcpkg
 
 ## 🌍 Community & Support
 
-*   **[Read the Docs](https://bbstrader.readthedocs.io/en/latest/)**: Full API reference and tutorials.
-*   **[GitHub Issues](https://github.com/bbalouki/bbstrader/issues)**: Report bugs or request features.
-*   **[LinkedIn](https://www.linkedin.com/in/bertin-balouki-s-15b17a1a6)**: Connect with the creator.
+- **[Read the Docs](https://bbstrader.readthedocs.io/en/latest/)**: Full API reference and tutorials.
+- **[GitHub Issues](https://github.com/bbalouki/bbstrader/issues)**: Report bugs or request features.
+- **[LinkedIn](https://www.linkedin.com/in/bertin-balouki-s-15b17a1a6)**: Connect with the creator.
 
 ---
 
@@ -315,7 +339,6 @@ If you find this project useful and would like to support its continued developm
 
 ☕ [Support the Developer](https://paypal.me/bertinbalouki?country.x=SN&locale.x=en_US)
 
-
 ---
 
-*Disclaimer: Trading involves significant risk. `bbstrader` provides the tools, but you provide the strategy. Test thoroughly on demo accounts before deploying real capital.*
+_Disclaimer: Trading involves significant risk. `bbstrader` provides the tools, but you provide the strategy. Test thoroughly on demo accounts before deploying real capital._

bbstrader-2.0.2/VERSION.txt

@@ -0,0 +1 @@
+2.0.2

{bbstrader-2.0.1 → bbstrader-2.0.2}/bbstrader/btengine/backtest.py

@@ -115,7 +115,7 @@ class BacktestEngine:
             self.events, self.symbol_list, **self.kwargs
         )
         self.strategy: Strategy = self.strategy_cls(
-            bars=self.data_handler, events=self.events, **self.kwargs
+            self.events, self.symbol_list, self.data_handler, **self.kwargs
         )
         self.portfolio: Portfolio = Portfolio(
             self.data_handler,
@@ -282,10 +282,10 @@ def run_backtest(
             - Monthly returns saved as a PNG image.
 
     Example:
-        >>> from bbstrader.trading.strategies import StockIndexSTBOTrading
-        >>> from bbstrader.metatrader.utils import config_logger
-        >>> from bbstrader.datahandlers import MT5DataHandler
-        >>> from bbstrader.execution import MT5ExecutionHandler
+        >>> from examples.strategies import StockIndexSTBOTrading
+        >>> from bbstrader.config import config_logger
+        >>> from bbstrader.btengine.data import MT5DataHandler
+        >>> from bbstrader.btengine.execution import MT5ExecutionHandler
         >>> from datetime import datetime
         >>>
         >>> logger = config_logger('index_trade.log', console_log=True)

{bbstrader-2.0.1 → bbstrader-2.0.2}/bbstrader/btengine/execution.py

@@ -172,16 +172,9 @@ class MT5ExecutionHandler(ExecutionHandler):
             lot = quantity / contract_size
         if symbol_type == SymbolType.FOREX:
             lot = float(quantity * price / contract_size)
-        return self._check_lot(symbol, lot)
-
-    def _check_lot(self, symbol: str, lot: float) -> float:
-        symbol_info = self.__account.get_symbol_info(symbol)
-        if lot < symbol_info.volume_min:
-            return float(symbol_info.volume_min)
-        elif lot > symbol_info.volume_max:
-            return float(symbol_info.volume_max)
-        return round(lot, 2)
+        return self.__account.broker.validate_lot_size(symbol, lot)
 
+    
     def _estimate_total_fees(
         self,
         symbol: str,

{bbstrader-2.0.1 → bbstrader-2.0.2}/bbstrader/btengine/strategy.py

@@ -1,3 +1,4 @@
+from abc import abstractmethod
 from datetime import datetime
 from queue import Queue
 from typing import Any, Callable, Dict, List, Optional, Union
@@ -7,7 +8,7 @@ import pandas as pd
 from loguru import logger
 
 from bbstrader.btengine.data import DataHandler
-from bbstrader.btengine.event import Events, FillEvent, SignalEvent
+from bbstrader.btengine.event import Events, FillEvent, MarketEvent, SignalEvent
 from bbstrader.config import BBSTRADER_DIR
 from bbstrader.core.strategy import BaseStrategy, TradingMode
 
@@ -161,6 +162,9 @@ class BacktestStrategy(BaseStrategy):
             return {a: v[-window:] for a, v in asset_values.items()}
         return None
 
+    @abstractmethod
+    def calculate_signals(self, event: MarketEvent) -> None: ...
+
     def _send_order(
         self,
         id: int,

{bbstrader-2.0.1 → bbstrader-2.0.2}/bbstrader/core/strategy.py

@@ -181,7 +181,7 @@ class Strategy(metaclass=ABCMeta):
     """
 
     @abstractmethod
-    def calculate_signals(self, *args: Any, **kwargs: Any) -> List[TradeSignal]:
+    def calculate_signals(self, *args: Any, **kwargs: Any) -> List[TradeSignal] | None:
         raise NotImplementedError("Should implement calculate_signals()")
 
     def check_pending_orders(self, *args: Any, **kwargs: Any) -> None: ...
@@ -243,17 +243,16 @@ class BaseStrategy(Strategy):
         """Returns the available cash (virtual or real)."""
         raise NotImplementedError
 
-    def calculate_signals(self, *args: Any, **kwargs: Any) -> List[TradeSignal]:
+    def calculate_signals(self, *args: Any, **kwargs: Any) -> List[TradeSignal] | None:
         """
         Provides the mechanisms to calculate signals for the strategy.
-        This methods should return a list of signals for the strategy.
+        This methods should return a list of signals for the strategy For Live mode and None For Backtest mode.
 
         Each signal must be a ``TradeSignal`` object with the following attributes:
-        - ``action``: The order to execute on the symbol (LONG, SHORT, EXIT, etc.), see `bbstrader.core.utils.TradeAction`.
-        - ``price``: The price at which to execute the action, used for pending orders.
-        - ``stoplimit``: The stop-limit price for STOP-LIMIT orders, used for pending stop limit orders.
         - ``id``: The unique identifier for the strategy or order.
-        - ``comment``: An optional comment or description related to the trade signal.
+        - ``action``: The order to execute on the symbol (LONG, SHORT, EXIT, etc.), see `bbstrader.core.utils.TradeAction`.
+        - ``symbol``: The trading symbol (e.g., stock ticker, forex pair, crypto asset).
+        - See ``bbstrader.core.strategy.TradeSignal`` for other optionnal arguments.
         """
         raise NotImplementedError("Should implement calculate_signals()")
 

{bbstrader-2.0.1 → bbstrader-2.0.2}/bbstrader/trading/execution.py

@@ -344,7 +344,7 @@ class Mt5ExecutionEngine:
         max_trades = {
             symbol: mtrades[symbol]
             if mtrades is not None and isinstance(mtrades, dict) and symbol in mtrades
-            else self.trades_instances[symbol].max_trade()
+            else self.trades_instances[symbol].rm.max_trade()
             for symbol in self.symbols
         }
         return max_trades
@@ -361,7 +361,7 @@ class Mt5ExecutionEngine:
     def _init_strategy(self, **kwargs) -> LiveStrategy:
         try:
             check_mt5_connection(**kwargs)
-            strategy = self.strategy_cls(symbol_list=self.symbols, **kwargs)
+            strategy = self.strategy_cls(self.symbols, **kwargs)
         except Exception as e:
             self._print_exc(
                 f"Initializing strategy, STRATEGY={self.STRATEGY}, ACCOUNT={self.ACCOUNT}",
@@ -407,10 +407,10 @@ class Mt5ExecutionEngine:
             **common_data,
             symbol_type=account.get_symbol_type(symbol).value,
             description=symbol_info.description if symbol_info else "N/A",
-            price=price if price else "MARKET",
-            stoplimit=stoplimit,
-            sl=sl if sl else "AUTO",
-            tp=tp if tp else "AUTO",
+            price=round(price, 5) if price else "MARKET",
+            stoplimit=round(stoplimit, 5) if stoplimit else None,
+            sl=round(sl, 5) if sl else "AUTO",
+            tp=round(tp, 5) if tp else "AUTO",
             broker=account.broker.name,
             timestamp=datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
         )

{bbstrader-2.0.1 → bbstrader-2.0.2}/bbstrader/trading/strategy.py

@@ -2,6 +2,7 @@ from datetime import datetime
 from enum import IntEnum
 from queue import Queue
 from typing import Any, Callable, Dict, List, Optional, Union
+from abc import abstractmethod
 
 import numpy as np
 import pandas as pd
@@ -177,6 +178,9 @@ class LiveStrategy(BaseStrategy):
         )
 
         return generate_signal(signal_id, symbol, action, **kwargs)
+    
+    @abstractmethod
+    def calculate_signals(self, *args: Any, **kwargs: Any) -> List[TradeSignal]: ...
 
     def ispositions(
         self,

{bbstrader-2.0.1 → bbstrader-2.0.2}/cmake/Helpers.cmake

@@ -178,7 +178,7 @@ function(apply_formating USE_PER_FILE_LOGIC)
         foreach(file ${ALL_FILES})
             add_custom_command(
                 TARGET format
-                POST_BUILD
+                PRE_BUILD
                 COMMAND ${CLANG_FORMAT_EXE} -i "${file}"
                 COMMENT "Formatting ${file}"
                 WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}

{bbstrader-2.0.1 → bbstrader-2.0.2}/pyproject.toml

@@ -5,7 +5,7 @@ build-backend = "scikit_build_core.build"
 [project]
 name = "bbstrader"
 dynamic = ["version"]
-description = "Simplified Investment & Trading Toolkit"
+description = "Simplified Investment & Trading Toolkit with Python & C++"
 readme = "README.md"
 dependencies = [
     "beautifulsoup4>=4.13.5",
@@ -27,7 +27,7 @@ dependencies = [
     "PyYAML>=6.0.2",
     "QuantStats>=0.0.77",
     "seaborn>=0.13.2",
-    "spacy>=3.8.7",
+    "spacy>=3.8.11",
     "sumy>=0.11.0",
     "tabulate>=0.9.0",
     "textblob>=0.19.0",

{bbstrader-2.0.1 → bbstrader-2.0.2}/src/metatrader.cpp

@@ -917,7 +917,8 @@ PYBIND11_MODULE(metatrader_client, m) {
         .def(
             "history_orders_get",
             py::overload_cast<uint64_t>(&MetaTraderClient::history_orders_get),
-            py::arg("ticket")
+            py::arg("ticket"),
+            py::return_value_policy::move
         )
         .def(
             "history_orders_get_by_pos",
@@ -970,7 +971,8 @@ PYBIND11_MODULE(metatrader_client, m) {
         .def(
             "history_deals_get",
             py::overload_cast<uint64_t>(&MetaTraderClient::history_deals_get),
-            py::arg("ticket")
+            py::arg("ticket"),
+            py::return_value_policy::move
         )
         .def(
             "history_deals_get_by_pos",

bbstrader-2.0.2/tcopier.spec

@@ -0,0 +1,59 @@
+# -*- mode: python ; coding: utf-8 -*-
+
+from PyInstaller.utils.hooks import collect_data_files, collect_submodules, collect_dynamic_libs
+
+block_cipher = None
+
+# Collect files for en_core_web_sm
+datas_sm = collect_data_files('en_core_web_sm')
+hiddenimports_sm = collect_submodules('en_core_web_sm')
+hiddenimports_bbs = collect_submodules("bbstrader")
+binaries_bbs = collect_dynamic_libs("bbstrader")
+binaries_sm = collect_dynamic_libs('en_core_web_sm')
+
+explicit_hidden_imports = [
+    'bbstrader.api.metatrader_client', 
+    'MetaTrader5'
+]
+
+
+
+a = Analysis(
+    ['bbstrader/metatrader/_copier.py'],
+    pathex=[],
+    binaries=binaries_sm + binaries_bbs,
+    datas=[('bbstrader/assets', 'assets')] + datas_sm,
+    hiddenimports=hiddenimports_sm + hiddenimports_bbs + explicit_hidden_imports,
+    hookspath=['hooks'],
+    hooksconfig={},
+    runtime_hooks=[],
+    excludes=[],
+    win_no_prefer_redirects=False,
+    win_private_assemblies=False,
+    cipher=block_cipher,
+    noarchive=False,
+)
+pyz = PYZ(a.pure, a.zipped_data, cipher=block_cipher)
+
+exe = EXE(
+    pyz,
+    a.scripts,
+    a.binaries,
+    a.zipfiles,
+    a.datas,
+    [],
+    name='tcopier',
+    debug=False,
+    bootloader_ignore_signals=False,
+    strip=False,
+    upx=True,
+    upx_exclude=[],
+    runtime_tmpdir=None,
+    console=False, # --windowed
+    disable_windowed_traceback=False,
+    argv_emulation=False,
+    target_arch=None,
+    codesign_identity=None,
+    entitlements_file=None,
+    icon='bbstrader/assets/bbstrader.ico',
+)

{bbstrader-2.0.1 → bbstrader-2.0.2}/tests/api/test_metatrader_client.py

@@ -23,7 +23,7 @@ class Handlers:
     pass
 
 
-class TestMetaTraderClientAllMethods(unittest.TestCase):
+class TestMetaTraderClient(unittest.TestCase):
     client: MetaTraderClient = None
 
     @classmethod

{bbstrader-2.0.1 → bbstrader-2.0.2}/tests/btengine/test_execution.py

@@ -133,6 +133,7 @@ class TestMT5ExecutionHandler(unittest.TestCase):
         self.mock_account_instance.get_symbol_info.return_value = SymbolInfo(
             100000, 0.01, 1000
         )
+        self.mock_account_instance.broker.validate_lot_size.return_value = 0.1
 
         order_event = OrderEvent(symbol, "MKT", qty, "BUY", price, "LONG")
         self.handler.execute_order(order_event)
@@ -153,6 +154,7 @@ class TestMT5ExecutionHandler(unittest.TestCase):
         self.mock_account_instance.get_symbol_info.return_value = SymbolInfo(
             100, 0.01, 1000
         )
+        self.mock_account_instance.broker.validate_lot_size.return_value = 0.1
 
         order_event = OrderEvent(symbol, "MKT", qty, "BUY", price, "LONG")
         self.handler.execute_order(order_event)
@@ -168,6 +170,7 @@ class TestMT5ExecutionHandler(unittest.TestCase):
 
         self.mock_account_instance.get_symbol_type.return_value = SymbolType.INDICES
         self.mock_account_instance.get_symbol_info.return_value = SymbolInfo(1, 0.1, 50)
+        self.mock_account_instance.broker.validate_lot_size.return_value = 10
 
         order_event = OrderEvent(symbol, "MKT", qty, "BUY", price, "LONG")
         self.handler.execute_order(order_event)
@@ -185,6 +188,7 @@ class TestMT5ExecutionHandler(unittest.TestCase):
         self.mock_account_instance.get_symbol_info.return_value = SymbolInfo(
             100000, 0.01, 1000
         )
+        self.mock_account_instance.broker.validate_lot_size.return_value = 0.01
 
         order_event = OrderEvent(symbol, "MKT", qty, "BUY", price, "LONG")
         self.handler.execute_order(order_event)

bbstrader-2.0.1/VERSION.txt

@@ -1 +0,0 @@
-2.0.1