bbstrader 2.0.4__tar.gz → 2.0.6__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (95) hide show
  1. {bbstrader-2.0.4 → bbstrader-2.0.6}/.github/workflows/python.yml +2 -2
  2. {bbstrader-2.0.4 → bbstrader-2.0.6}/.gitignore +1 -0
  3. {bbstrader-2.0.4 → bbstrader-2.0.6}/PKG-INFO +8 -8
  4. {bbstrader-2.0.4 → bbstrader-2.0.6}/README.md +7 -6
  5. bbstrader-2.0.6/VERSION.txt +1 -0
  6. {bbstrader-2.0.4 → bbstrader-2.0.6}/include/bbstrader/metatrader.hpp +1 -1
  7. {bbstrader-2.0.4 → bbstrader-2.0.6}/include/bbstrader/objects.hpp +1 -1
  8. {bbstrader-2.0.4 → bbstrader-2.0.6}/pyproject.toml +2 -3
  9. {bbstrader-2.0.4 → bbstrader-2.0.6}/src/CMakeLists.txt +9 -9
  10. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/api/__init__.py +1 -1
  11. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/api/handlers.py +1 -1
  12. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/btengine/backtest.py +358 -358
  13. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/btengine/data.py +737 -737
  14. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/btengine/event.py +229 -229
  15. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/btengine/execution.py +287 -287
  16. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/btengine/performance.py +408 -408
  17. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/btengine/portfolio.py +393 -393
  18. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/btengine/strategy.py +588 -588
  19. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/core/strategy.py +2 -5
  20. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/metatrader/copier.py +1 -1
  21. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/metatrader/risk.py +2 -0
  22. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/metatrader/trade.py +33 -17
  23. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/models/nlp.py +15 -183
  24. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/scripts.py +8 -4
  25. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/trading/strategy.py +6 -9
  26. {bbstrader-2.0.4/src → bbstrader-2.0.6/src/cpp}/metatrader.cpp +49 -49
  27. {bbstrader-2.0.4 → bbstrader-2.0.6}/tcopier.iss +2 -2
  28. {bbstrader-2.0.4 → bbstrader-2.0.6}/tcopier.spec +4 -4
  29. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/api/test_metatrader_client.py +1 -1
  30. bbstrader-2.0.6/uv.lock +2849 -0
  31. bbstrader-2.0.4/VERSION.txt +0 -1
  32. {bbstrader-2.0.4 → bbstrader-2.0.6}/.clang-format +0 -0
  33. {bbstrader-2.0.4 → bbstrader-2.0.6}/.clang-tidy +0 -0
  34. {bbstrader-2.0.4 → bbstrader-2.0.6}/.github/workflows/build.yml +0 -0
  35. {bbstrader-2.0.4 → bbstrader-2.0.6}/.readthedocs.yaml +0 -0
  36. {bbstrader-2.0.4 → bbstrader-2.0.6}/CMakeLists.txt +0 -0
  37. {bbstrader-2.0.4 → bbstrader-2.0.6}/LICENSE +0 -0
  38. {bbstrader-2.0.4 → bbstrader-2.0.6}/cmake/Helpers.cmake +0 -0
  39. {bbstrader-2.0.4 → bbstrader-2.0.6}/cmake/Versions.cmake +0 -0
  40. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/Doxyfile.in +0 -0
  41. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/Makefile +0 -0
  42. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/bbstrader.api.rst +0 -0
  43. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/bbstrader.btengine.rst +0 -0
  44. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/bbstrader.core.rst +0 -0
  45. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/bbstrader.metatrader.rst +0 -0
  46. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/bbstrader.models.rst +0 -0
  47. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/bbstrader.rst +0 -0
  48. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/bbstrader.trading.rst +0 -0
  49. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/conf.py +0 -0
  50. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/index.rst +0 -0
  51. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/make.bat +0 -0
  52. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/modules.rst +0 -0
  53. {bbstrader-2.0.4 → bbstrader-2.0.6}/docs/requirements.txt +0 -0
  54. {bbstrader-2.0.4 → bbstrader-2.0.6}/examples/strategies.py +0 -0
  55. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/__init__.py +0 -0
  56. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/__main__.py +0 -0
  57. /bbstrader-2.0.4/bbstrader/api/metatrader_client.pyi → /bbstrader-2.0.6/src/bbstrader/api/client.pyi +0 -0
  58. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/assets/bbs_.png +0 -0
  59. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/assets/bbstrader.ico +0 -0
  60. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/assets/bbstrader.png +0 -0
  61. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/assets/qs_metrics_1.png +0 -0
  62. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/btengine/__init__.py +0 -0
  63. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/compat.py +0 -0
  64. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/config.py +0 -0
  65. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/core/__init__.py +0 -0
  66. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/core/data.py +0 -0
  67. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/metatrader/__init__.py +0 -0
  68. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/metatrader/_copier.py +0 -0
  69. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/metatrader/account.py +0 -0
  70. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/metatrader/broker.py +0 -0
  71. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/metatrader/rates.py +0 -0
  72. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/metatrader/utils.py +0 -0
  73. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/models/__init__.py +0 -0
  74. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/models/optimization.py +0 -0
  75. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/trading/__init__.py +0 -0
  76. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/trading/execution.py +0 -0
  77. {bbstrader-2.0.4 → bbstrader-2.0.6/src}/bbstrader/trading/utils.py +0 -0
  78. {bbstrader-2.0.4 → bbstrader-2.0.6}/src/cmake/BbstraderConfig.cmake.in +0 -0
  79. {bbstrader-2.0.4/src → bbstrader-2.0.6/src/cpp}/bbstrader.cpp +0 -0
  80. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/CMakeLists.txt +0 -0
  81. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/__init__.py +0 -0
  82. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/api/__init__.py +0 -0
  83. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/btengine/__init__.py +0 -0
  84. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/btengine/test_backtest.py +0 -0
  85. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/btengine/test_data.py +0 -0
  86. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/btengine/test_events.py +0 -0
  87. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/btengine/test_execution.py +0 -0
  88. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/btengine/test_portfolio.py +0 -0
  89. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/cpp/test_metatrader_client.cpp +0 -0
  90. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/metatrader/__init__.py +0 -0
  91. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/metatrader/test_account.py +0 -0
  92. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/metatrader/test_rates.py +0 -0
  93. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/metatrader/test_risk_management.py +0 -0
  94. {bbstrader-2.0.4 → bbstrader-2.0.6}/tests/metatrader/test_trade.py +0 -0
  95. {bbstrader-2.0.4 → bbstrader-2.0.6}/vcpkg.json +0 -0
@@ -107,7 +107,7 @@ jobs:
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  publish:
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- needs: [build_wheels, build_sdist]
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+ needs: [build_wheels, build_sdist, build_installer]
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  runs-on: ubuntu-latest
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  if: github.event_name == 'push' && startsWith(github.ref, 'refs/tags/v')
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  steps:
@@ -125,7 +125,7 @@ jobs:
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  release:
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  name: Create GitHub Release
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- needs: [build_installer, publish]
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+ needs: [publish]
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  runs-on: ubuntu-latest
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  if: github.event_name == 'push' && startsWith(github.ref, 'refs/tags/v')
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  permissions:
@@ -1,4 +1,5 @@
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  .env
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+ .venv/
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  build
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  test.py
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  __pycache__
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  Metadata-Version: 2.4
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  Name: bbstrader
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- Version: 2.0.4
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+ Version: 2.0.6
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  Summary: Simplified Investment & Trading Toolkit with Python & C++
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  Keywords: Finance,Toolkit,Financial,Analysis,Fundamental,Quantitative,Database,Equities,Currencies,Economics,ETFs,Funds,Indices,Moneymarkets,Commodities,Futures,CFDs,Derivatives,Trading,Investing,Portfolio,Optimization,Performance
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  Author-Email: Bertin Balouki SIMYELI <bertin@bbs-trading.com>
@@ -21,7 +21,6 @@ Project-URL: Source Code, https://github.com/bbalouki/bbstrader
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  Requires-Python: >=3.12
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  Requires-Dist: beautifulsoup4>=4.13.5
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  Requires-Dist: colorama>=0.4.6
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- Requires-Dist: dash>=3.2.0
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  Requires-Dist: eodhd>=1.0.32
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  Requires-Dist: exchange_calendars>=4.11.1
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  Requires-Dist: financetoolkit>=2.0.4
@@ -51,14 +50,15 @@ Description-Content-Type: text/markdown
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  # Simplified Investment & Trading Toolkit with Python & C++
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+ [![Build](https://github.com/bbalouki/bbstrader/actions/workflows/build.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/build.yml)
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  [![Documentation Status](https://readthedocs.org/projects/bbstrader/badge/?version=latest)](https://bbstrader.readthedocs.io/en/latest/?badge=latest)
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- [![PYPI Version](https://img.shields.io/pypi/v/bbstrader)](https://pypi.org/project/bbstrader/)
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  [![PyPi status](https://img.shields.io/pypi/status/bbstrader.svg?maxAge=60)](https://pypi.python.org/pypi/bbstrader)
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- [![Supported Python Versions](https://img.shields.io/pypi/pyversions/bbstrader)](https://pypi.org/project/bbstrader/)
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- [![Build](https://github.com/bbalouki/bbstrader/actions/workflows/build.yml/badge.svg)](https://github.com/bbalouki/bbstrader/actions/workflows/build.yml)
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  ![Linux](https://img.shields.io/badge/Linux-FCC624?logo=linux&logoColor=black)
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  ![macOS](https://img.shields.io/badge/macOS-000000?logo=apple&logoColor=white)
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  ![Windows](https://img.shields.io/badge/Windows-0078D6?logo=windows&logoColor=white)
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+ [![PYPI Version](https://img.shields.io/pypi/v/bbstrader)](https://pypi.org/project/bbstrader/)
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+ [![Supported Python Versions](https://img.shields.io/pypi/pyversions/bbstrader)](https://pypi.org/project/bbstrader/)
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+ ![vcpkg version](https://img.shields.io/vcpkg/v/bbstrader)
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  [![C++20](https://img.shields.io/badge/C++-20-blue.svg)](https://isocpp.org/std/the-standard)
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  [![CMake](https://img.shields.io/badge/CMake-3.20+-blue.svg)](https://cmake.org/)
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  [![PyPI Downloads](https://static.pepy.tech/badge/bbstrader)](https://pepy.tech/projects/bbstrader)
@@ -117,7 +117,7 @@ With thousands of downloads, `bbstrader` is trusted by traders worldwide. It's n
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  ## **The `bbstrader` Edge: Uniting C++ Speed with Python Flexibility**
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- bbstrader's hybrid design is its secret weapon. At the heart is a bidirectional C++/Python bridge via `metatrader_client` module:
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+ bbstrader's hybrid design is its secret weapon. At the heart is a bidirectional C++/Python bridge via `client` module:
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  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.
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  2. **Python for Smarts**: Orchestrate everything with modules like `trading` and `btengine`.
@@ -260,7 +260,7 @@ This pattern is ideal for strategies that benefit from Python's rich ecosystem f
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  ```python
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  import MetaTrader5 as mt5
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  from bbstrader.api import Mt5Handlers
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- from bbstrader.api.metatrader_client import MetaTraderClient
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+ from bbstrader.api.client import MetaTraderClient
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  # 1. Inherit from the C++ MetaTraderClient in Python
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  class MyStrategyClient(MetaTraderClient):
@@ -350,7 +350,7 @@ git clone https://github.com/microsoft/vcpkg
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  | :----------------- | :-------------------------------------------------------------------------------------------------------------------- |
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  | **Run Backtest** | `python -m bbstrader --run backtest --strategy SMAStrategy --account MY_ACCOUNT --config backtest.json` |
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  | **Live Execution** | `python -m bbstrader --run execution --strategy KalmanFilter --account MY_ACCOUNT --config execution.json --parallel` |
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- | **Copy Trades** | `python -m bbstrader --run copier --source 123456 --targets 789012 --risk_multiplier 2.0` |
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+ | **Copy Trades** | `python -m bbstrader --run copier --source "S1" --destination "D1"` |
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  | **Get Help** | `python -m bbstrader --help` |
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  **Config Example** (`~/.bbstrader/execution/execution.json`):
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  # Simplified Investment & Trading Toolkit with Python & C++
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- [![Supported Python Versions](https://img.shields.io/pypi/pyversions/bbstrader)](https://pypi.org/project/bbstrader/)
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+ [![Supported Python Versions](https://img.shields.io/pypi/pyversions/bbstrader)](https://pypi.org/project/bbstrader/)
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+ ![vcpkg version](https://img.shields.io/vcpkg/v/bbstrader)
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  [![C++20](https://img.shields.io/badge/C++-20-blue.svg)](https://isocpp.org/std/the-standard)
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  [![CMake](https://img.shields.io/badge/CMake-3.20+-blue.svg)](https://cmake.org/)
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@@ -66,7 +67,7 @@ With thousands of downloads, `bbstrader` is trusted by traders worldwide. It's n
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  ## **The `bbstrader` Edge: Uniting C++ Speed with Python Flexibility**
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- bbstrader's hybrid design is its secret weapon. At the heart is a bidirectional C++/Python bridge via `metatrader_client` module:
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+ bbstrader's hybrid design is its secret weapon. At the heart is a bidirectional C++/Python bridge via `client` module:
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  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.
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  2. **Python for Smarts**: Orchestrate everything with modules like `trading` and `btengine`.
@@ -209,7 +210,7 @@ This pattern is ideal for strategies that benefit from Python's rich ecosystem f
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  ```python
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  import MetaTrader5 as mt5
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  from bbstrader.api import Mt5Handlers
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- from bbstrader.api.metatrader_client import MetaTraderClient
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+ from bbstrader.api.client import MetaTraderClient
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  # 1. Inherit from the C++ MetaTraderClient in Python
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  class MyStrategyClient(MetaTraderClient):
@@ -299,7 +300,7 @@ git clone https://github.com/microsoft/vcpkg
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  | :----------------- | :-------------------------------------------------------------------------------------------------------------------- |
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  | **Run Backtest** | `python -m bbstrader --run backtest --strategy SMAStrategy --account MY_ACCOUNT --config backtest.json` |
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  | **Live Execution** | `python -m bbstrader --run execution --strategy KalmanFilter --account MY_ACCOUNT --config execution.json --parallel` |
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- | **Copy Trades** | `python -m bbstrader --run copier --source 123456 --targets 789012 --risk_multiplier 2.0` |
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+ | **Copy Trades** | `python -m bbstrader --run copier --source "S1" --destination "D1"` |
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  | **Get Help** | `python -m bbstrader --help` |
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  **Config Example** (`~/.bbstrader/execution/execution.json`):
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  /// @file metatrader.hpp
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- /// @brief Declares the public API for the bbstrader library.
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+ /// @brief Declares the public API for the Metatrader5 in the bbstrader library.
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  /// This is the primary file that you should \#include if
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  /// you want to use the library.
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@@ -555,7 +555,7 @@ struct OrderSentResult {
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  double bid; ///< Current Bid price
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  double ask; ///< Current Ask price
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  std::string comment; ///< Broker comment or description of return code
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- int32_t request_id; ///< Request ID set by the terminal during the dispatch
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+ int64_t request_id; ///< Request ID set by the terminal during the dispatch
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  int32_t retcode_external; ///< Return code of an external trading system
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  TradeRequest request; ///< The original request
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  };
@@ -10,7 +10,6 @@ readme = "README.md"
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  dependencies = [
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  "beautifulsoup4>=4.13.5",
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  "colorama>=0.4.6",
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- "dash>=3.2.0",
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@@ -76,7 +75,7 @@ MT5 = ["MetaTrader5"]
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  [tool.scikit-build]
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  cmake.define = { "BUILD_PYTHON_BINDINGS" = "ON", "CMAKE_VS_GLOBALS" = "IgnoreWarnIntDirInTempDetected=true" }
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  provider = "scikit_build_core.metadata.regex"
@@ -84,4 +83,4 @@ input = "VERSION.txt"
84
83
  regex = '(?P<value>\d+\.\d+\.\d+)'
85
84
 
86
85
  [tool.scikit-build.sdist]
87
- include = ["bbstrader/assets/*"]
86
+ include = ["src/bbstrader/assets/*"]
@@ -4,7 +4,7 @@ include(GNUInstallDirs)
4
4
 
5
5
  # 1. Core C++ Library
6
6
  add_library(bbstrader
7
- bbstrader.cpp
7
+ cpp/bbstrader.cpp
8
8
  )
9
9
  add_library(bbstrader::bbstrader ALIAS bbstrader)
10
10
  configure_visibility(bbstrader)
@@ -49,29 +49,29 @@ if(BUILD_PYTHON_BINDINGS)
49
49
  endif()
50
50
 
51
51
  target_link_libraries(bbstrader PRIVATE pybind11::headers)
52
- pybind11_add_module(metatrader_client MODULE metatrader.cpp)
52
+ pybind11_add_module(client MODULE cpp/metatrader.cpp)
53
53
  target_include_directories(
54
- metatrader_client PRIVATE
54
+ client PRIVATE
55
55
  $<BUILD_INTERFACE:${PROJECT_SOURCE_DIR}>
56
56
  $<BUILD_INTERFACE:${PROJECT_SOURCE_DIR}/include>
57
57
  )
58
- target_link_libraries(metatrader_client PRIVATE bbstrader)
59
- target_link_libraries(metatrader_client PRIVATE pybind11::module)
58
+ target_link_libraries(client PRIVATE bbstrader)
59
+ target_link_libraries(client PRIVATE pybind11::module)
60
60
 
61
- configure_visibility(metatrader_client)
61
+ configure_visibility(client)
62
62
 
63
63
  if(MSVC)
64
- target_compile_options(metatrader_client PRIVATE /bigobj)
64
+ target_compile_options(client PRIVATE /bigobj)
65
65
  endif()
66
66
  if (NOT ANDROID)
67
67
  target_link_libraries(
68
- metatrader_client
68
+ client
69
69
  PRIVATE warnings::strict
70
70
  )
71
71
  endif()
72
72
 
73
73
  # INSTALLATION INSTRUCTIONS FOR PYTHON
74
- install(TARGETS metatrader_client DESTINATION bbstrader/api)
74
+ install(TARGETS client DESTINATION bbstrader/api)
75
75
 
76
76
  endif()
77
77
 
@@ -36,7 +36,7 @@ from operator import attrgetter
36
36
  import pandas as pd
37
37
 
38
38
  from bbstrader.api.handlers import Mt5Handlers
39
- from bbstrader.api.metatrader_client import * # type: ignore # noqa: F403
39
+ from bbstrader.api.client import * # type: ignore # noqa: F403
40
40
 
41
41
  # ruff: noqa: F405
42
42
  classes_to_patch = [
@@ -2,7 +2,7 @@ from datetime import datetime
2
2
 
3
3
  import pytz
4
4
 
5
- from bbstrader.api.metatrader_client import ( # type: ignore
5
+ from bbstrader.api.client import ( # type: ignore
6
6
  AccountInfo,
7
7
  BookInfo,
8
8
  MetaTraderHandlers,