bbstrader 2.0.2__tar.gz → 2.0.3__tar.gz

bbstrader-2.0.2/.github/workflows/cpp_linux.yml → bbstrader-2.0.3/.github/workflows/build.yml

@@ -1,4 +1,4 @@
-name: Linux
+name: build
 
 on:
   pull_request:
@@ -7,12 +7,13 @@ on:
 
 jobs:
   build-and-test:
-    runs-on: ubuntu-latest
     strategy:
       fail-fast: false
       matrix:
+        os: [ubuntu-latest, windows-latest, macos-latest]
         build_type: [Release, Debug]
         cpp_standard: [20, 23]
+    runs-on: ${{ matrix.os }}
     env:
       VCPKG_ROOT: ${{ github.workspace }}/vcpkg
       BUILD_DIR: ${{ github.workspace }}/build
@@ -43,10 +44,31 @@ jobs:
           restore-keys: |
             ${{ runner.os }}-${{ matrix.build_type }}-cmake-
 
-      - name: Install system package
+      - name: Install system packages (Linux)
+        if: runner.os == 'Linux'
         shell: bash
         run: sudo apt install autoconf autoconf-archive automake libtool
 
+      - name: Install system packages (macOS)
+        if: runner.os == 'macOS'
+        shell: bash
+        run: brew install autoconf autoconf-archive automake libtool
+      
+      - name: Set VCPKG Triplet
+        shell: bash
+        run: |
+          if [ "$RUNNER_OS" == "Windows" ]; then
+            echo "VCPKG_TARGET_TRIPLET=x64-windows" >> $GITHUB_ENV
+          elif [ "$RUNNER_OS" == "Linux" ]; then
+            echo "VCPKG_TARGET_TRIPLET=x64-linux" >> $GITHUB_ENV
+          else
+            if [ "$(uname -m)" == "arm64" ]; then
+              echo "VCPKG_TARGET_TRIPLET=arm64-osx" >> $GITHUB_ENV
+            else
+              echo "VCPKG_TARGET_TRIPLET=x64-osx" >> $GITHUB_ENV
+            fi
+          fi
+
       - name: Configure CMake
         shell: bash
         run: |
@@ -55,7 +77,7 @@ jobs:
             -DBBSTRADER_CXX_STANDARD=${{ matrix.cpp_standard }} \
             -DCMAKE_BUILD_TYPE=${{ matrix.build_type }} \
             -DCMAKE_TOOLCHAIN_FILE=$VCPKG_ROOT/scripts/buildsystems/vcpkg.cmake \
-            -DVCPKG_TARGET_TRIPLET=x64-linux
+            -DVCPKG_TARGET_TRIPLET=$VCPKG_TARGET_TRIPLET
 
       - name: Build
         shell: bash

{bbstrader-2.0.2 → bbstrader-2.0.3}/.github/workflows/python.yml

@@ -68,6 +68,44 @@ jobs:
           name: cibw-sdist
           path: dist/*.tar.gz
 
+  build_installer:
+    name: Build Windows Installer
+    runs-on: windows-latest
+    steps:
+      - uses: actions/checkout@v4
+      - name: Set up Python
+        uses: actions/setup-python@v4
+        with:
+          python-version: '3.12'
+
+      - name: Install dependencies
+        run: |
+          pip install pyinstaller
+          pip install .[MT5]
+
+      - name: Build executable
+        run: pyinstaller tcopier.spec
+
+      - name: Replace version in Inno Setup script
+        run: |
+          $version = "${{ github.ref_name }}".Substring(1)
+          (Get-Content tcopier.iss) -replace '__VERSION__', $version | Set-Content tcopier.iss
+
+      - name: Install Inno Setup (via Chocolatey)
+        run: |
+          choco install innosetup --no-progress
+          echo "C:\Program Files (x86)\Inno Setup 6" >> $env:GITHUB_PATH
+
+      - name: Compile installer
+        run: iscc tcopier.iss
+          
+      - name: Upload installer artifact
+        uses: actions/upload-artifact@v4
+        with:
+          name: installer
+          path: "**/TradeCopier.exe"
+  
+  
   publish:
     needs: [build_wheels, build_sdist]
     runs-on: ubuntu-latest
@@ -84,3 +122,21 @@ jobs:
         with:
           user: __token__
           password: ${{ secrets.BBSTRADER_PYPI_API_TOKEN }}
+
+  release:
+    name: Create GitHub Release
+    needs: [build_installer, publish]
+    runs-on: ubuntu-latest
+    if: github.event_name == 'push' && startsWith(github.ref, 'refs/tags/v')
+
+    steps:
+      - name: Download artifacts
+        uses: actions/download-artifact@v4
+        with:
+          path: dist
+          merge-multiple: true
+
+      - name: Create GitHub Release
+        uses: softprops/action-gh-release@v2
+        with:
+          files: dist/*

{bbstrader-2.0.2 → bbstrader-2.0.3}/.gitignore

@@ -16,7 +16,6 @@ notes.txt
 *.h5
 *ipynb_checkpoints/
 *.exe
-*.iss
 cmd.ps1
 .vscode
 CMakePresets.json

{bbstrader-2.0.2 → bbstrader-2.0.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 2.0.2
+Version: 2.0.3
 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>
@@ -10,6 +10,7 @@ Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Developers
 Classifier: Topic :: Office/Business :: Financial :: Investment
 Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: C++
 Classifier: Operating System :: Microsoft :: Windows
 Classifier: Operating System :: POSIX :: Linux
 Classifier: Operating System :: MacOS
@@ -54,9 +55,10 @@ Description-Content-Type: text/markdown
 [![PYPI Version](https://img.shields.io/pypi/v/bbstrader)](https://pypi.org/project/bbstrader/)
 [![PyPi status](https://img.shields.io/pypi/status/bbstrader.svg?maxAge=60)](https://pypi.python.org/pypi/bbstrader)
 [![Supported Python Versions](https://img.shields.io/pypi/pyversions/bbstrader)](https://pypi.org/project/bbstrader/)
-[![Linux](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_linux.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_linux.yml)
-[![macOS](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_macos.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_macos.yml)
-[![Windows](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_win.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_win.yml)
+[![Build](https://github.com/bbalouki/bbstrader/actions/workflows/build.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/build.yml)
+![Linux](https://img.shields.io/badge/Linux-FCC624?logo=linux&logoColor=black)
+![macOS](https://img.shields.io/badge/macOS-000000?logo=apple&logoColor=white)
+![Windows](https://img.shields.io/badge/Windows-0078D6?logo=windows&logoColor=white)
 [![C++20](https://img.shields.io/badge/C++-20-blue.svg)](https://isocpp.org/std/the-standard)
 [![CMake](https://img.shields.io/badge/CMake-3.20+-blue.svg)](https://cmake.org/)
 [![PyPI Downloads](https://static.pepy.tech/badge/bbstrader)](https://pepy.tech/projects/bbstrader)

{bbstrader-2.0.2 → bbstrader-2.0.3}/README.md

@@ -4,9 +4,10 @@
 [![PYPI Version](https://img.shields.io/pypi/v/bbstrader)](https://pypi.org/project/bbstrader/)
 [![PyPi status](https://img.shields.io/pypi/status/bbstrader.svg?maxAge=60)](https://pypi.python.org/pypi/bbstrader)
 [![Supported Python Versions](https://img.shields.io/pypi/pyversions/bbstrader)](https://pypi.org/project/bbstrader/)
-[![Linux](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_linux.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_linux.yml)
-[![macOS](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_macos.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_macos.yml)
-[![Windows](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_win.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/cpp_win.yml)
+[![Build](https://github.com/bbalouki/bbstrader/actions/workflows/build.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/build.yml)
+![Linux](https://img.shields.io/badge/Linux-FCC624?logo=linux&logoColor=black)
+![macOS](https://img.shields.io/badge/macOS-000000?logo=apple&logoColor=white)
+![Windows](https://img.shields.io/badge/Windows-0078D6?logo=windows&logoColor=white)
 [![C++20](https://img.shields.io/badge/C++-20-blue.svg)](https://isocpp.org/std/the-standard)
 [![CMake](https://img.shields.io/badge/CMake-3.20+-blue.svg)](https://cmake.org/)
 [![PyPI Downloads](https://static.pepy.tech/badge/bbstrader)](https://pepy.tech/projects/bbstrader)

bbstrader-2.0.3/VERSION.txt

@@ -0,0 +1 @@
+2.0.3

{bbstrader-2.0.2 → bbstrader-2.0.3}/bbstrader/btengine/data.py

@@ -702,9 +702,7 @@ class FMPDataHandler(BaseCSVDataHandler):
         if data.empty or len(data) == 0:
             raise ValueError("No data found.")
         if period[0].isnumeric():
-            data = data.drop(
-                columns=["Return", "Volatility", "Cumulative Return"], axis=1
-            )
+            data = data.drop(columns=["Return", "Volatility", "Cumulative Return"])
         else:
             data = data.drop(
                 columns=[
@@ -714,8 +712,7 @@ class FMPDataHandler(BaseCSVDataHandler):
                     "Excess Return",
                     "Excess Volatility",
                     "Cumulative Return",
-                ],
-                axis=1,
+                ]
             )
         data = data.reset_index()
         if "Adj Close" not in data.columns:

{bbstrader-2.0.2 → bbstrader-2.0.3}/bbstrader/btengine/portfolio.py

@@ -349,9 +349,13 @@ class Portfolio:
         sharpe_ratio = create_sharpe_ratio(returns, periods=self.tf)
         sortino_ratio = create_sortino_ratio(returns, periods=self.tf)
         drawdown, _, _ = create_drawdowns(pnl)
+        drawdown = drawdown.fillna(0.0)
         max_dd = qs.stats.max_drawdown(returns)
         dd_details = qs.stats.drawdown_details(drawdown)
-        dd_duration = dd_details["days"].max()
+        if dd_details.empty:
+            dd_duration = 0
+        else:
+            dd_duration = dd_details["days"].max()
         self.equity_curve["Drawdown"] = drawdown
 
         stats = [

{bbstrader-2.0.2 → bbstrader-2.0.3}/pyproject.toml

@@ -54,6 +54,7 @@ classifiers = [
     "Intended Audience :: Developers",
     "Topic :: Office/Business :: Financial :: Investment",
     "Programming Language :: Python :: 3.12",
+    "Programming Language :: C++",
     "Operating System :: Microsoft :: Windows",
     "Operating System :: POSIX :: Linux",
     "Operating System :: MacOS",

bbstrader-2.0.3/tcopier.iss

@@ -0,0 +1,25 @@
+[Setup]
+AppName=TradeCopier
+AppVersion=2.0.3
+AppPublisher=bbstrading
+DefaultDirName={pf}\TradeCopier
+DefaultGroupName=TradeCopier
+OutputDir=.
+OutputBaseFilename=TradeCopier
+Compression=lzma
+SolidCompression=yes
+LicenseFile=LICENSE
+SetupIconFile=bbstrader\assets\bbstrader.ico
+
+[Files]
+Source: "dist\tcopier.exe"; DestDir: "{app}"; Flags: ignoreversion
+Source: "bbstrader\assets\bbstrader.ico"; DestDir: "{app}"; Flags: ignoreversion
+[Icons]
+Name: "{group}\TradeCopier"; Filename: "{app}\tcopier.exe"; IconFilename: "{app}\bbstrader.ico"
+Name: "{group}\Uninstall tradecopier"; Filename: "{uninstallexe}"
+Name: "{commondesktop}\tradecopier"; Filename: "{app}\tcopier.exe"; IconFilename: "{app}\bbstrader.ico"; Tasks: desktopicon
+
+
+
+[Tasks]
+Name: "desktopicon"; Description: "Create a &desktop shortcut"; GroupDescription: "Additional icons:"

{bbstrader-2.0.2 → bbstrader-2.0.3}/tcopier.spec

@@ -4,7 +4,6 @@ from PyInstaller.utils.hooks import collect_data_files, collect_submodules, coll
 
 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")
@@ -16,8 +15,6 @@ explicit_hidden_imports = [
     'MetaTrader5'
 ]
 
-
-
 a = Analysis(
     ['bbstrader/metatrader/_copier.py'],
     pathex=[],

{bbstrader-2.0.2 → bbstrader-2.0.3}/tests/btengine/test_portfolio.py

@@ -277,8 +277,6 @@ def test_output_summary_stats(
     p.equity_curve["Returns"] = p.equity_curve["Returns"].fillna(0.0)
     p.equity_curve["Equity Curve"] = p.equity_curve["Equity Curve"].fillna(1.0)
 
-    p.equity_curve["Drawdown"] = 0.0
-
     # Call the method under test
     stats = p.output_summary_stats()
 

bbstrader-2.0.2/.github/workflows/cpp_macos.yml

@@ -1,66 +0,0 @@
-name: macOS
-
-on:
-  pull_request:
-    branches:
-      - main
-
-jobs:
-  build-and-test:
-    runs-on: macos-latest
-    strategy:
-      fail-fast: false
-      matrix:
-        build_type: [Release, Debug]
-        cpp_standard: [20, 23]
-    env:
-      VCPKG_ROOT: ${{ github.workspace }}/vcpkg
-      BUILD_DIR: ${{ github.workspace }}/build
-      CMAKE_BUILD_PARALLEL_LEVEL: 4
-
-    steps:
-      - name: Checkout source
-        uses: actions/checkout@v4
-
-      - name: Cache vcpkg
-        uses: actions/cache@v4
-        with:
-          path: |
-            ${{ env.VCPKG_ROOT }}
-            ~/.cache/vcpkg
-          key: ${{ runner.os }}-vcpkg-${{ hashFiles('vcpkg.json') }}
-          restore-keys: |
-            ${{ runner.os }}-vcpkg-
-
-      - name: Set up vcpkg
-        uses: lukka/run-vcpkg@v11
-
-      - name: Cache CMake build
-        uses: actions/cache@v4
-        with:
-          path: ${{ env.BUILD_DIR }}
-          key: ${{ runner.os }}-${{ matrix.build_type }}-cmake-${{ hashFiles('CMakeLists.txt', '**/CMakeLists.txt') }}
-          restore-keys: |
-            ${{ runner.os }}-${{ matrix.build_type }}-cmake-
-
-      - name: Install system package
-        shell: bash
-        run: brew install autoconf autoconf-archive automake libtool
-
-      - name: Configure CMake
-        shell: bash
-        run: |
-          cmake -S . -B $BUILD_DIR \
-            -DBBSTRADER_BUILD_TESTS=ON \
-            -DBBSTRADER_CXX_STANDARD=${{ matrix.cpp_standard }} \
-            -DCMAKE_BUILD_TYPE=${{ matrix.build_type }} \
-            -DCMAKE_TOOLCHAIN_FILE=$VCPKG_ROOT/scripts/buildsystems/vcpkg.cmake \
-            -DVCPKG_TARGET_TRIPLET=$(if [[ "$(uname -m)" == "arm64" ]]; then echo "arm64-osx"; else echo "x64-osx"; fi)
-      
-      - name: Build
-        shell: bash
-        run: cmake --build $BUILD_DIR --config ${{ matrix.build_type }}
-
-      - name: Run tests
-        shell: bash
-        run: ctest --test-dir $BUILD_DIR --output-on-failure --build-config ${{ matrix.build_type }}

bbstrader-2.0.2/.github/workflows/cpp_win.yml

@@ -1,62 +0,0 @@
-name: Windows
-
-on:
-  pull_request:
-    branches:
-      - main
-
-jobs:
-  build-and-test:
-    runs-on: windows-latest
-    strategy:
-      fail-fast: false
-      matrix:
-        build_type: [Release, Debug]
-        cpp_standard: [20, 23]
-    env:
-      VCPKG_ROOT: ${{ github.workspace }}/vcpkg
-      BUILD_DIR: ${{ github.workspace }}/build
-      CMAKE_BUILD_PARALLEL_LEVEL: 4
-
-    steps:
-      - name: Checkout source
-        uses: actions/checkout@v4
-
-      - name: Cache vcpkg
-        uses: actions/cache@v4
-        with:
-          path: |
-            ${{ env.VCPKG_ROOT }}
-            ~/.cache/vcpkg
-          key: ${{ runner.os }}-vcpkg-${{ hashFiles('vcpkg.json') }}
-          restore-keys: |
-            ${{ runner.os }}-vcpkg-
-
-      - name: Set up vcpkg
-        uses: lukka/run-vcpkg@v11
-
-      - name: Cache CMake build
-        uses: actions/cache@v4
-        with:
-          path: ${{ env.BUILD_DIR }}
-          key: ${{ runner.os }}-${{ matrix.build_type }}-cmake-${{ hashFiles('CMakeLists.txt', '**/CMakeLists.txt') }}
-          restore-keys: |
-            ${{ runner.os }}-${{ matrix.build_type }}-cmake-
-
-      - name: Configure CMake
-        shell: bash
-        run: |
-          cmake -S . -B $BUILD_DIR \
-            -DBBSTRADER_BUILD_TESTS=ON \
-            -DBBSTRADER_CXX_STANDARD=${{ matrix.cpp_standard }} \
-            -DCMAKE_BUILD_TYPE=${{ matrix.build_type }} \
-            -DCMAKE_TOOLCHAIN_FILE=$VCPKG_ROOT/scripts/buildsystems/vcpkg.cmake \
-            -DVCPKG_TARGET_TRIPLET=x64-windows
-
-      - name: Build
-        shell: bash
-        run: cmake --build $BUILD_DIR --config ${{ matrix.build_type }}
-
-      - name: Run tests
-        shell: bash
-        run: ctest --test-dir $BUILD_DIR --output-on-failure --build-config ${{ matrix.build_type }}

bbstrader-2.0.2/VERSION.txt

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