investing-algorithm-framework 3.7.0__py3-none-any.whl → 7.19.15__py3-none-any.whl

investing_algorithm_framework/services/__init__.py

@@ -1,38 +1,135 @@
-from .backtesting import BacktestService, BacktestReportWriterService, \
-    create_trade_exit_markers_chart, create_trade_entry_markers_chart
+from .backtesting import BacktestService
+from .trade_order_evaluator import BacktestTradeOrderEvaluator, \
+    TradeOrderEvaluator, DefaultTradeOrderEvaluator
 from .configuration_service import ConfigurationService
 from .market_credential_service import MarketCredentialService
-from .market_data_source_service import MarketDataSourceService, \
-    BacktestMarketDataSourceService
-from .order_service import OrderService, OrderBacktestService
+from .data_providers import DataProviderService
+from .order_service import OrderService, OrderBacktestService, \
+    OrderExecutorLookup
 from .portfolios import PortfolioService, BacktestPortfolioService, \
     PortfolioConfigurationService, PortfolioSyncService, \
-    PortfolioSnapshotService
-from .position_service import PositionService
-from .position_snapshot_service import PositionSnapshotService
+    PortfolioSnapshotService, PortfolioProviderLookup
+from .positions import PositionService, PositionSnapshotService
 from .repository_service import RepositoryService
-from .strategy_orchestrator_service import StrategyOrchestratorService
-from .trade_service import TradeService
+from .trade_service import TradeService, TradeStopLossService, \
+    TradeTakeProfitService
+from .metrics import get_annual_volatility, \
+    get_sortino_ratio, get_drawdown_series, get_max_drawdown, \
+    get_equity_curve, get_price_efficiency_ratio, get_sharpe_ratio, \
+    get_profit_factor, get_cumulative_profit_factor_series, \
+    get_rolling_profit_factor_series, \
+    get_cagr, get_standard_deviation_returns, \
+    get_standard_deviation_downside_returns, \
+    get_total_return, get_cumulative_exposure, get_exposure_ratio, \
+    get_yearly_returns, get_monthly_returns, get_best_year, \
+    get_best_month, get_worst_year, get_worst_month, get_best_trade, \
+    get_worst_trade, get_average_yearly_return, get_average_trade_gain, \
+    get_average_trade_loss, get_average_monthly_return, \
+    get_percentage_winning_months, get_average_trade_duration, \
+    get_trade_frequency, get_win_rate, get_win_loss_ratio, \
+    get_calmar_ratio, get_max_drawdown_absolute, get_current_win_loss_ratio, \
+    get_max_drawdown_duration, get_max_daily_drawdown, get_trades_per_day, \
+    get_trades_per_year, get_average_monthly_return_losing_months, \
+    get_average_monthly_return_winning_months, get_percentage_winning_years, \
+    get_rolling_sharpe_ratio, create_backtest_metrics, get_total_growth, \
+    get_total_loss, get_risk_free_rate_us, get_median_trade_return, \
+    get_average_trade_return, get_cumulative_return, \
+    get_cumulative_return_series, get_average_trade_size, \
+    get_positive_trades, get_negative_trades, get_number_of_trades, \
+    get_current_win_rate, get_current_average_trade_return, \
+    get_current_average_trade_loss, get_current_average_trade_duration, \
+    get_current_average_trade_gain, create_backtest_metrics_for_backtest
 
 __all__ = [
-    "StrategyOrchestratorService",
     "OrderService",
     "RepositoryService",
     "PortfolioService",
     "PositionService",
     "PortfolioConfigurationService",
-    "MarketDataSourceService",
     "BacktestService",
-    "BacktestReportWriterService",
     "OrderBacktestService",
     "ConfigurationService",
     "PortfolioSyncService",
     "PortfolioSnapshotService",
     "PositionSnapshotService",
     "MarketCredentialService",
-    "BacktestMarketDataSourceService",
     "BacktestPortfolioService",
     "TradeService",
-    "create_trade_entry_markers_chart",
-    "create_trade_exit_markers_chart"
+    "DataProviderService",
+    "OrderExecutorLookup",
+    "BacktestTradeOrderEvaluator",
+    "PortfolioProviderLookup",
+    "TradeOrderEvaluator",
+    "DefaultTradeOrderEvaluator",
+    "get_risk_free_rate_us",
+    "get_annual_volatility",
+    "get_sortino_ratio",
+    "get_drawdown_series",
+    "get_max_drawdown",
+    "get_equity_curve",
+    "get_price_efficiency_ratio",
+    "get_sharpe_ratio",
+    "get_profit_factor",
+    "get_cumulative_profit_factor_series",
+    "get_rolling_profit_factor_series",
+    "get_sharpe_ratio",
+    "get_cagr",
+    "get_standard_deviation_returns",
+    "get_standard_deviation_downside_returns",
+    "get_max_drawdown_absolute",
+    "get_total_return",
+    "get_cumulative_exposure",
+    "get_exposure_ratio",
+    "get_average_trade_duration",
+    "get_win_rate",
+    "get_win_loss_ratio",
+    "get_calmar_ratio",
+    "get_trade_frequency",
+    "get_yearly_returns",
+    "get_monthly_returns",
+    "get_best_year",
+    "get_best_month",
+    "get_worst_year",
+    "get_worst_month",
+    "get_best_trade",
+    "get_worst_trade",
+    "get_average_yearly_return",
+    "get_average_trade_loss",
+    "get_average_monthly_return",
+    "get_percentage_winning_months",
+    "get_average_trade_duration",
+    "get_trade_frequency",
+    "get_win_rate",
+    "get_win_loss_ratio",
+    "get_calmar_ratio",
+    "get_max_drawdown_duration",
+    "get_max_daily_drawdown",
+    "get_trades_per_day",
+    "get_trades_per_year",
+    "get_average_monthly_return_losing_months",
+    "get_average_monthly_return_winning_months",
+    "get_percentage_winning_years",
+    "get_rolling_sharpe_ratio",
+    "get_total_growth",
+    "create_backtest_metrics",
+    "get_total_loss",
+    "get_median_trade_return",
+    "get_average_trade_gain",
+    "get_average_trade_size",
+    "get_average_trade_return",
+    "get_positive_trades",
+    "get_negative_trades",
+    "get_number_of_trades",
+    "get_cumulative_return",
+    "get_cumulative_return_series",
+    "get_current_win_loss_ratio",
+    "get_current_win_rate",
+    "get_current_win_loss_ratio",
+    "get_current_average_trade_loss",
+    "get_current_average_trade_duration",
+    "get_current_average_trade_gain",
+    "get_current_average_trade_return",
+    "create_backtest_metrics_for_backtest",
+    "TradeStopLossService",
+    "TradeTakeProfitService"
 ]

investing_algorithm_framework/services/backtesting/__init__.py

@@ -1,12 +1,5 @@
-from .backtest_report_writer_service import BacktestReportWriterService
 from .backtest_service import BacktestService
-from .graphs import create_trade_entry_markers_chart, \
-    create_trade_exit_markers_chart
-
 
 __all__ = [
-    "BacktestReportWriterService",
     "BacktestService",
-    "create_trade_entry_markers_chart",
-    "create_trade_exit_markers_chart"
 ]