bullishpy 0.14.0__py3-none-any.whl → 0.16.0__py3-none-any.whl

bullish/analysis/predefined_filters.py

@@ -1,9 +1,19 @@
 import datetime
-from typing import Dict, Any, Optional
+from datetime import timedelta
+from typing import Dict, Any, Optional, List, Union
 
-from bullish.analysis.filter import FilterQuery
+from bullish.analysis.analysis import AnalysisView
+from bullish.analysis.backtest import (
+    BacktestQueryDate,
+    BacktestQueries,
+    BacktestQueryRange,
+    BacktestQuerySelection,
+)
+from bullish.analysis.filter import FilterQuery, BOOLEAN_GROUP_MAPPING
 from pydantic import BaseModel, Field
 
+from bullish.analysis.indicators import Indicators
+from bullish.database.crud import BullishDb
 
 DATE_THRESHOLD = [
     datetime.date.today() - datetime.timedelta(days=7),
@@ -23,6 +33,74 @@ class NamedFilterQuery(FilterQuery):
             exclude={"name"},
         )
 
+    def to_backtesting_query(
+        self, backtest_start_date: datetime.date
+    ) -> BacktestQueries:
+        queries: List[
+            Union[BacktestQueryRange, BacktestQueryDate, BacktestQuerySelection]
+        ] = []
+        in_use_backtests = Indicators().in_use_backtest()
+        for in_use in in_use_backtests:
+            value = self.to_dict().get(in_use)
+            if value and self.model_fields[in_use].annotation == List[datetime.date]:
+                delta = value[1] - value[0]
+                queries.append(
+                    BacktestQueryDate(
+                        name=in_use.upper(),
+                        start=backtest_start_date - delta,
+                        end=backtest_start_date,
+                        table="signalseries",
+                    )
+                )
+        for field in self.to_dict():
+            if field in BOOLEAN_GROUP_MAPPING:
+                value = self.to_dict().get(field)
+                if value and self.model_fields[field].annotation == Optional[List[str]]:  # type: ignore
+                    queries.extend(
+                        [
+                            BacktestQueryDate(
+                                name=v.upper(),
+                                start=backtest_start_date - timedelta(days=252),
+                                end=backtest_start_date,
+                                table="signalseries",
+                            )
+                            for v in value
+                        ]
+                    )
+
+            if field in AnalysisView.model_fields:
+                value = self.to_dict().get(field)
+                if (
+                    value
+                    and self.model_fields[field].annotation == Optional[List[float]]  # type: ignore
+                    and len(value) == 2
+                ):
+                    queries.append(
+                        BacktestQueryRange(
+                            name=field.lower(),
+                            min=value[0],
+                            max=value[1],
+                            table="analysis",
+                        )
+                    )
+                if value and self.model_fields[field].annotation == Optional[List[str]]:  # type: ignore
+                    queries.append(
+                        BacktestQuerySelection(
+                            name=field.lower(),
+                            selections=value,
+                            table="analysis",
+                        )
+                    )
+
+        return BacktestQueries(queries=queries)
+
+    def get_backtesting_symbols(
+        self, bullish_db: BullishDb, backtest_start_date: datetime.date
+    ) -> List[str]:
+        queries = self.to_backtesting_query(backtest_start_date)
+
+        return bullish_db.read_query(queries.to_query())["symbol"].tolist()  # type: ignore
+
 
 STRONG_FUNDAMENTALS = NamedFilterQuery(
     name="Strong Fundamentals",
@@ -100,7 +178,15 @@ RSI_CROSSOVER_30_GROWTH_STOCK = NamedFilterQuery(
     rsi_bullish_crossover_30=DATE_THRESHOLD,
     market_capitalization=[5e8, 1e12],
     order_by_desc="market_capitalization",
-    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+    country=[
+        "Germany",
+        "United states",
+        "France",
+        "United kingdom",
+        "Canada",
+        "Japan",
+        "Belgium",
+    ],
 )
 RSI_CROSSOVER_40_GROWTH_STOCK = NamedFilterQuery(
     name="RSI cross-over 40 growth stock",
@@ -108,7 +194,15 @@ RSI_CROSSOVER_40_GROWTH_STOCK = NamedFilterQuery(
     rsi_bullish_crossover_40=DATE_THRESHOLD,
     market_capitalization=[5e8, 1e12],
     order_by_desc="market_capitalization",
-    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+    country=[
+        "Germany",
+        "United states",
+        "France",
+        "United kingdom",
+        "Canada",
+        "Japan",
+        "Belgium",
+    ],
 )
 
 
@@ -131,7 +225,15 @@ MOMENTUM_GROWTH_GOOD_FUNDAMENTALS = NamedFilterQuery(
     ],
     market_capitalization=[5e8, 1e12],
     order_by_desc="momentum",
-    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+    country=[
+        "Germany",
+        "United states",
+        "France",
+        "United kingdom",
+        "Canada",
+        "Japan",
+        "Belgium",
+    ],
 )
 
 MOMENTUM_GROWTH_STRONG_FUNDAMENTALS = NamedFilterQuery(
@@ -159,7 +261,15 @@ MOMENTUM_GROWTH_STRONG_FUNDAMENTALS = NamedFilterQuery(
     ],
     market_capitalization=[5e8, 1e12],
     order_by_desc="momentum",
-    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+    country=[
+        "Germany",
+        "United states",
+        "France",
+        "United kingdom",
+        "Canada",
+        "Japan",
+        "Belgium",
+    ],
 )
 MOMENTUM_GROWTH_RSI_30 = NamedFilterQuery(
     name="Momentum Growth Screener (RSI 30)",
@@ -178,7 +288,15 @@ MOMENTUM_GROWTH_RSI_30 = NamedFilterQuery(
     ],
     market_capitalization=[5e8, 1e12],
     order_by_desc="momentum",
-    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+    country=[
+        "Germany",
+        "United states",
+        "France",
+        "United kingdom",
+        "Canada",
+        "Japan",
+        "Belgium",
+    ],
 )
 MOMENTUM_GROWTH_RSI_40 = NamedFilterQuery(
     name="Momentum Growth Screener (RSI 40)",
@@ -197,7 +315,15 @@ MOMENTUM_GROWTH_RSI_40 = NamedFilterQuery(
     ],
     market_capitalization=[5e8, 1e12],
     order_by_desc="momentum",
-    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+    country=[
+        "Germany",
+        "United states",
+        "France",
+        "United kingdom",
+        "Canada",
+        "Japan",
+        "Belgium",
+    ],
 )
 
 GOLDEN_CROSS_LAST_SEVEN_DAYS = NamedFilterQuery(
@@ -209,7 +335,15 @@ GOLDEN_CROSS_LAST_SEVEN_DAYS = NamedFilterQuery(
         datetime.date.today(),
     ],
     order_by_desc="market_capitalization",
-    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+    country=[
+        "Germany",
+        "United states",
+        "France",
+        "United kingdom",
+        "Canada",
+        "Japan",
+        "Belgium",
+    ],
 )
 
 

bullish/app/app.py

@@ -12,6 +12,7 @@ from bearish.models.price.prices import Prices  # type: ignore
 from bearish.models.query.query import AssetQuery, Symbols  # type: ignore
 from streamlit_file_browser import st_file_browser  # type: ignore
 
+from bullish.analysis.backtest import BacktestResults
 from bullish.analysis.industry_views import get_industry_comparison_data
 from bullish.analysis.predefined_filters import PredefinedFilters
 from bullish.database.crud import BullishDb
@@ -26,7 +27,7 @@ from bullish.analysis.filter import (
     GeneralFilter,
     TechnicalAnalysisFilters,
 )
-from bullish.jobs.tasks import update, news, analysis
+from bullish.jobs.tasks import update, news, analysis, backtest_signals
 from pydantic import BaseModel
 
 from bullish.utils.checks import (
@@ -212,6 +213,12 @@ def jobs() -> None:
             analysis(st.session_state.database_path, job_type="Update analysis")
             st.success("Data update job has been enqueued.")
             st.rerun()
+    with st.expander("Compute backtest signals"):
+        if st.button("Compute backtest signals"):
+            backtest_signals(
+                st.session_state.database_path, job_type="backtest signals"
+            )
+            st.rerun()
 
 
 @st.dialog("📥  Load", width="large")
@@ -336,7 +343,7 @@ def main() -> None:
     if st.session_state.database_path is None:
         dialog_pick_database()
     bearish_db_ = bearish_db(st.session_state.database_path)
-    charts_tab, jobs_tab = st.tabs(["Charts", "Jobs"])
+    charts_tab, jobs_tab, backtests = st.tabs(["Charts", "Jobs", "Backtests"])
     if "data" not in st.session_state:
         st.session_state.data = load_analysis_data(bearish_db_)
 
@@ -387,6 +394,12 @@ def main() -> None:
             use_container_width=True,
             hide_index=True,
         )
+    with backtests:
+        results = bearish_db_.read_many_backtest_results()
+        backtest_results = BacktestResults(results=results)
+        with st.container():
+            figure = backtest_results.figure()
+            st.plotly_chart(figure)
 
 
 if __name__ == "__main__":

bullish/database/alembic/versions/12889a2cbd7d_.py

@@ -0,0 +1,52 @@
+"""
+
+Revision ID: 12889a2cbd7d
+Revises: 040b15fba458
+Create Date: 2025-07-17 17:50:35.004785
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+import sqlmodel
+
+# revision identifiers, used by Alembic.
+revision: str = "12889a2cbd7d"
+down_revision: Union[str, None] = "040b15fba458"
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    op.create_table(
+        "signalseries",
+        sa.Column("date", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("name", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("symbol", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("value", sa.Float(), nullable=True),
+        sa.PrimaryKeyConstraint("date", "name", "symbol"),
+    )
+
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.drop_index(batch_op.f("ix_analysis_momentum_time_span"))
+        batch_op.drop_column("momentum_time_span")
+
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.add_column(sa.Column("momentum_time_span", sa.DATE(), nullable=True))
+        batch_op.create_index(
+            batch_op.f("ix_analysis_momentum_time_span"),
+            ["momentum_time_span"],
+            unique=False,
+        )
+
+    op.drop_table("signalseries")
+    # ### end Alembic commands ###

bullish/database/alembic/versions/6d252e23f543_.py

@@ -0,0 +1,48 @@
+"""
+
+Revision ID: 6d252e23f543
+Revises: 12889a2cbd7d
+Create Date: 2025-07-27 16:46:41.885125
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+import sqlmodel
+
+# revision identifiers, used by Alembic.
+revision: str = "6d252e23f543"
+down_revision: Union[str, None] = "12889a2cbd7d"
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    op.create_table(
+        "backtestresult",
+        sa.Column("end", sa.Date(), nullable=False),
+        sa.Column("investment", sa.Float(), nullable=False),
+        sa.Column("start", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("holding_period", sa.Integer(), nullable=False),
+        sa.Column("extend_days", sa.Integer(), nullable=False),
+        sa.Column("percentage", sa.Integer(), nullable=False),
+        sa.Column("iterations", sa.Integer(), nullable=False),
+        sa.Column("name", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("data", sa.JSON(), nullable=True),
+        sa.PrimaryKeyConstraint(
+            "start", "holding_period", "extend_days", "percentage", "iterations", "name"
+        ),
+    )
+
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+
+    op.drop_table("backtestresult")
+    # ### end Alembic commands ###

bullish/database/crud.py

@@ -8,14 +8,18 @@ from typing import TYPE_CHECKING, Any, List, Optional
 import pandas as pd
 from bearish.database.crud import BearishDb  # type: ignore
 from bearish.models.base import Ticker  # type: ignore
-from bearish.database.schemas import EarningsDateORM, EquityORM  # type: ignore
+from bearish.database.schemas import EarningsDateORM, EquityORM, PriceORM  # type: ignore
 from bearish.types import Sources  # type: ignore
+from bearish.models.price.price import Price  # type: ignore
+from bearish.models.price.prices import Prices  # type: ignore
 from pydantic import ConfigDict
 from sqlalchemy import Engine, create_engine, insert, delete, update
 from sqlmodel import Session, select
 
 from bullish.analysis.analysis import Analysis
+
 from bullish.analysis.constants import Industry, IndustryGroup, Sector, Country
+from bullish.analysis.indicators import SignalSeries
 from bullish.analysis.industry_views import Type, IndustryView
 
 from bullish.database.schemas import (
@@ -23,6 +27,8 @@ from bullish.database.schemas import (
     JobTrackerORM,
     FilteredResultsORM,
     IndustryViewORM,
+    SignalSeriesORM,
+    BacktestResultORM,
 )
 from bullish.database.scripts.upgrade import upgrade
 from bullish.exceptions import DatabaseFileNotFoundError
@@ -31,7 +37,7 @@ from bullish.interface.interface import BullishDbBase
 from bullish.jobs.models import JobTracker, JobTrackerStatus
 
 if TYPE_CHECKING:
-    pass
+    from bullish.analysis.backtest import BacktestResult, BacktestResultQuery
 
 logger = logging.getLogger(__name__)
 
@@ -261,3 +267,63 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
             )
             result = session.exec(stmt).all()
             return [IndustryView.model_validate(r) for r in result]
+
+    def write_signal_series(self, signal_series: List[SignalSeries]) -> None:
+        with Session(self._engine) as session:
+            stmt = (
+                insert(SignalSeriesORM)
+                .prefix_with("OR REPLACE")
+                .values([a.model_dump() for a in signal_series])
+            )
+            session.exec(stmt)  # type: ignore
+            session.commit()
+
+    def read_signal_series(
+        self, name: str, start_date: date, end_date: date
+    ) -> List[str]:
+        with Session(self._engine) as session:
+            stmt = select(SignalSeriesORM.symbol).where(
+                SignalSeriesORM.name == name,
+                SignalSeriesORM.date >= start_date,  # type: ignore
+                SignalSeriesORM.date <= end_date,  # type: ignore
+            )
+            return list(set(session.exec(stmt).all()))
+
+    def read_symbol_series(
+        self, symbol: str, start_date: date, end_date: Optional[date] = None
+    ) -> pd.DataFrame:
+
+        with Session(self._engine) as session:
+            query_ = select(PriceORM)
+            query_ = query_.where(PriceORM.symbol == symbol)
+            if end_date:
+                query_ = query_.where(
+                    PriceORM.date >= start_date, PriceORM.date <= end_date
+                )
+            else:
+                query_ = query_.where(PriceORM.date >= start_date)
+            series = session.exec(query_).all()
+            prices = [Price.model_validate(serie) for serie in series]
+            return Prices(prices=prices).to_dataframe()  # type: ignore
+
+    def write_many_backtest_results(
+        self, backtest_results: List["BacktestResult"]
+    ) -> None:
+        with Session(self._engine) as session:
+            stmt = (
+                insert(BacktestResultORM)
+                .prefix_with("OR REPLACE")
+                .values([a.model_dump() for a in backtest_results])
+            )
+            session.exec(stmt)  # type: ignore
+            session.commit()
+
+    def read_many_backtest_results(
+        self, query: Optional["BacktestResultQuery"] = None
+    ) -> List["BacktestResult"]:
+        from bullish.analysis.backtest import BacktestResult
+
+        with Session(self._engine) as session:
+            stmt = select(BacktestResultORM)
+            results = session.exec(stmt).all()
+            return [BacktestResult.model_validate(r) for r in results]

bullish/database/schemas.py

@@ -3,7 +3,9 @@ from typing import Dict, Any
 from sqlmodel import Field, SQLModel
 from sqlalchemy import Column, JSON
 from bullish.analysis.analysis import Analysis
+from bullish.analysis.backtest import BacktestResult
 from bullish.analysis.filter import FilteredResults
+from bullish.analysis.indicators import SignalSeries
 from bullish.analysis.industry_views import IndustryView
 
 from bullish.jobs.models import JobTracker
@@ -48,6 +50,15 @@ class FilteredResultsORM(SQLModel, FilteredResults, table=True):
     filter_query: Dict[str, Any] = Field(sa_column=Column(JSON))  # type: ignore
 
 
+class SignalSeriesORM(SQLModel, SignalSeries, table=True):
+    __tablename__ = "signalseries"
+    __table_args__ = {"extend_existing": True}  # noqa:RUF012
+    date: str = Field(primary_key=True)  # type: ignore
+    name: str = Field(primary_key=True)
+    symbol: str = Field(primary_key=True)
+    value: float | None = Field(default=None, nullable=True)  # type: ignore
+
+
 class IndustryViewORM(SQLModel, IndustryView, table=True):
     __tablename__ = "industryview"
     __table_args__ = {"extend_existing": True}  # noqa:RUF012
@@ -61,3 +72,15 @@ class IndustryViewORM(SQLModel, IndustryView, table=True):
     industry_group: str | None = Field(default=None, nullable=True)  # type: ignore
     sector: str | None = Field(default=None, nullable=True)  # type: ignore
     type: str = Field(primary_key=True)  # type: ignore
+
+
+class BacktestResultORM(SQLModel, BacktestResult, table=True):
+    __tablename__ = "backtestresult"
+    __table_args__ = {"extend_existing": True}  # noqa:RUF012
+    name: str = Field(primary_key=True)
+    start: str = Field(primary_key=True)  # type: ignore
+    holding_period: int = Field(primary_key=True)
+    extend_days: int = Field(primary_key=True)
+    percentage: int = Field(primary_key=True)
+    iterations: int = Field(primary_key=True)
+    data: Dict[str, Any] = Field(sa_column=Column(JSON))

bullish/interface/interface.py

@@ -10,8 +10,10 @@ from bearish.types import Sources  # type: ignore
 
 
 from bullish.analysis.analysis import Analysis, AnalysisView
+from bullish.analysis.backtest import BacktestResult, BacktestResultQuery
 from bullish.analysis.constants import Industry, Sector, IndustryGroup, Country
 from bullish.analysis.filter import FilterQuery, FilteredResults
+from bullish.analysis.indicators import SignalSeries
 from bullish.analysis.industry_views import Type, IndustryView
 from bullish.jobs.models import JobTracker, JobTrackerStatus, add_icons
 
@@ -125,3 +127,25 @@ class BullishDbBase(BearishDbBase):  # type: ignore
     def read_returns(
         self, type: Type, industry: Industry, country: Country
     ) -> List[IndustryView]: ...
+
+    @abc.abstractmethod
+    def write_signal_series(self, signal_series: List[SignalSeries]) -> None: ...
+
+    @abc.abstractmethod
+    def read_signal_series(
+        self, name: str, start_date: date, end_date: date
+    ) -> List[str]: ...
+
+    @abc.abstractmethod
+    def read_symbol_series(
+        self, symbol: str, start_date: date, end_date: Optional[date] = None
+    ) -> pd.DataFrame: ...
+    @abc.abstractmethod
+    def write_many_backtest_results(
+        self, backtest_results: List[BacktestResult]
+    ) -> None: ...
+
+    @abc.abstractmethod
+    def read_many_backtest_results(
+        self, query: Optional[BacktestResultQuery] = None
+    ) -> List[BacktestResult]: ...

bullish/jobs/models.py

@@ -4,7 +4,7 @@ from typing import Literal, get_args
 import pandas as pd
 from pydantic import BaseModel, Field
 
-JobType = Literal["Update data", "Update analysis", "Fetching news"]
+JobType = Literal["Update data", "Update analysis", "Fetching news", "backtest signals"]
 JobStatus = Literal["Completed", "Failed", "Running", "Started"]
 StatusIcon = ["✅ Completed", "❌ Failed", "🔄 Running", "🚀 Started"]
 

bullish/jobs/tasks.py

@@ -11,7 +11,9 @@ from pathlib import Path
 from huey.api import Task  # type: ignore
 
 from .models import JobTrackerStatus, JobTracker, JobType
-from ..analysis.analysis import run_analysis
+from ..analysis.analysis import run_analysis, run_signal_series_analysis
+from ..analysis.backtest import run_many_tests, BackTestConfig
+from ..analysis.predefined_filters import predefined_filters
 from ..database.crud import BullishDb
 from bullish.analysis.filter import FilterUpdate
 
@@ -54,11 +56,13 @@ def job_tracker(func: Callable[..., Any]) -> Callable[..., Any]:
 def update(
     database_path: Path,
     job_type: JobType,
-    symbols: List[str],
+    symbols: Optional[List[str]],
     update_query: FilterUpdate,
     task: Optional[Task] = None,
 ) -> None:
-    logger.debug(f"Running update task for {len(symbols)} tickers.")
+    logger.debug(
+        f"Running update task for {len(symbols) if symbols else 'ALL'} tickers."
+    )
     if not update_query.update_analysis_only:
         bearish = Bearish(path=database_path, auto_migration=False)
         bearish.update_prices(
@@ -83,6 +87,18 @@ def analysis(
     run_analysis(bullish_db)
 
 
+@huey.task(context=True)  # type: ignore
+@job_tracker
+def backtest_signals(
+    database_path: Path,
+    job_type: JobType,
+    task: Optional[Task] = None,
+) -> None:
+    bullish_db = BullishDb(database_path=database_path)
+    run_signal_series_analysis(bullish_db)
+    run_many_tests(bullish_db, predefined_filters(), BackTestConfig())
+
+
 @huey.task(context=True)  # type: ignore
 @job_tracker
 def news(

{bullishpy-0.14.0.dist-info → bullishpy-0.16.0.dist-info}/METADATA

@@ -1,23 +1,24 @@
 Metadata-Version: 2.3
 Name: bullishpy
-Version: 0.14.0
+Version: 0.16.0
 Summary: 
 Author: aan
 Author-email: andoludovic.andriamamonjy@gmail.com
 Requires-Python: >=3.12,<3.13
 Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.12
-Requires-Dist: bearishpy (>=0.22.0,<0.23.0)
+Requires-Dist: bearishpy (>=0.26.0,<0.27.0)
 Requires-Dist: click (>=7.0,<=8.1)
 Requires-Dist: huey (>=2.5.3,<3.0.0)
 Requires-Dist: joblib (>=1.5.1,<2.0.0)
 Requires-Dist: pandas-ta (>=0.3.14b0,<0.4.0)
-Requires-Dist: plotly (>=6.1.2,<7.0.0)
+Requires-Dist: plotly (>=4.12.0,<6.0.0)
 Requires-Dist: streamlit (>=1.45.1,<2.0.0)
 Requires-Dist: streamlit-file-browser (>=3.2.22,<4.0.0)
 Requires-Dist: streamlit-pydantic (>=v0.6.1-rc.3,<0.7.0)
 Requires-Dist: ta-lib (>=0.6.4,<0.7.0)
 Requires-Dist: tickermood (>=0.4.0,<0.5.0)
+Requires-Dist: vectorbt (>=0.28.0,<0.29.0)
 Description-Content-Type: text/markdown
 
 ## Bullish