investing-algorithm-framework 6.0.1__tar.gz → 6.1.0__tar.gz

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  1. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/PKG-INFO +68 -69
  2. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/README.md +67 -68
  3. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/context.py +7 -7
  4. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/strategy.py +51 -12
  5. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/trade/trade.py +37 -0
  6. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/trade/trade_stop_loss.py +9 -2
  7. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/trade/trade_take_profit.py +20 -2
  8. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/utils/backtesting.py +133 -45
  9. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/market_data_sources/ccxt.py +6 -0
  10. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/trades/trade.py +11 -0
  11. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/trades/trade_stop_loss.py +2 -0
  12. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/trades/trade_take_profit.py +2 -0
  13. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/order_service/order_backtest_service.py +14 -0
  14. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/trade_service/trade_service.py +44 -19
  15. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/pyproject.toml +1 -1
  16. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/LICENSE +0 -0
  17. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/__init__.py +0 -0
  18. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/__init__.py +0 -0
  19. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/algorithm.py +0 -0
  20. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/app.py +0 -0
  21. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/stateless/__init__.py +0 -0
  22. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/stateless/action_handlers/__init__.py +0 -0
  23. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py +0 -0
  24. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py +0 -0
  25. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py +0 -0
  26. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/stateless/exception_handler.py +0 -0
  27. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/task.py +0 -0
  28. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/__init__.py +0 -0
  29. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/controllers/__init__.py +0 -0
  30. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/controllers/orders.py +0 -0
  31. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/controllers/portfolio.py +0 -0
  32. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/controllers/positions.py +0 -0
  33. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/create_app.py +0 -0
  34. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/error_handler.py +0 -0
  35. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/responses.py +0 -0
  36. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/run_strategies.py +0 -0
  37. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/schemas/__init__.py +0 -0
  38. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/schemas/order.py +0 -0
  39. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/schemas/portfolio.py +0 -0
  40. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/schemas/position.py +0 -0
  41. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/app/web/setup_cors.py +0 -0
  42. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/cli/__init__.py +0 -0
  43. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/cli/create_azure_function_app_skeleton.py +0 -0
  44. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/cli/deploy_to_azure_function.py +0 -0
  45. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/cli/templates/azure_function_framework_app.py.template +0 -0
  46. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/cli/templates/azure_function_function_app.py.template +0 -0
  47. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/cli/templates/azure_function_host.json.template +0 -0
  48. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/cli/templates/azure_function_local.settings.json.template +0 -0
  49. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/cli/templates/azure_function_requirements.txt.template +0 -0
  50. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/create_app.py +0 -0
  51. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/dependency_container.py +0 -0
  52. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/__init__.py +0 -0
  53. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/config.py +0 -0
  54. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/constants.py +0 -0
  55. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/data_structures.py +0 -0
  56. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/decimal_parsing.py +0 -0
  57. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/exceptions.py +0 -0
  58. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/metrics/__init__.py +0 -0
  59. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/metrics/price_efficiency.py +0 -0
  60. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/__init__.py +0 -0
  61. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/app_mode.py +0 -0
  62. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/backtesting/__init__.py +0 -0
  63. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/backtesting/backtest_date_range.py +0 -0
  64. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/backtesting/backtest_position.py +0 -0
  65. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/backtesting/backtest_report.py +0 -0
  66. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/backtesting/backtest_reports_evaluation.py +0 -0
  67. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/base_model.py +0 -0
  68. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/date_range.py +0 -0
  69. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/market/__init__.py +0 -0
  70. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/market/market_credential.py +0 -0
  71. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/market_data_type.py +0 -0
  72. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/order/__init__.py +0 -0
  73. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/order/order.py +0 -0
  74. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/order/order_side.py +0 -0
  75. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/order/order_status.py +0 -0
  76. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/order/order_type.py +0 -0
  77. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/portfolio/__init__.py +0 -0
  78. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/portfolio/portfolio.py +0 -0
  79. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py +0 -0
  80. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py +0 -0
  81. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/position/__init__.py +0 -0
  82. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/position/position.py +0 -0
  83. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/position/position_snapshot.py +0 -0
  84. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/strategy_profile.py +0 -0
  85. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/time_frame.py +0 -0
  86. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/time_interval.py +0 -0
  87. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/time_unit.py +0 -0
  88. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/tracing/__init__.py +0 -0
  89. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/tracing/trace.py +0 -0
  90. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/trade/__init__.py +0 -0
  91. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/trade/trade_risk_type.py +0 -0
  92. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/trade/trade_status.py +0 -0
  93. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/trading_data_types.py +0 -0
  94. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/models/trading_time_frame.py +0 -0
  95. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/services/__init__.py +0 -0
  96. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/services/market_credential_service.py +0 -0
  97. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/services/market_data_sources.py +0 -0
  98. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/services/market_service.py +0 -0
  99. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/services/portfolios/__init__.py +0 -0
  100. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/services/portfolios/portfolio_sync_service.py +0 -0
  101. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/services/rounding_service.py +0 -0
  102. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/singleton.py +0 -0
  103. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/stateless_actions.py +0 -0
  104. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/strategy.py +0 -0
  105. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/utils/__init__.py +0 -0
  106. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/utils/csv.py +0 -0
  107. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/utils/polars.py +0 -0
  108. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/utils/random.py +0 -0
  109. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/utils/signatures.py +0 -0
  110. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/utils/stoppable_thread.py +0 -0
  111. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/domain/utils/synchronized.py +0 -0
  112. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/indicators/__init__.py +0 -0
  113. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/indicators/advanced.py +0 -0
  114. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/indicators/momentum.py +0 -0
  115. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/indicators/trend.py +0 -0
  116. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/indicators/utils.py +0 -0
  117. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/__init__.py +0 -0
  118. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/database/__init__.py +0 -0
  119. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/database/sql_alchemy.py +0 -0
  120. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/__init__.py +0 -0
  121. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/decimal_parser.py +0 -0
  122. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/market_data_sources/__init__.py +0 -0
  123. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py +0 -0
  124. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/market_data_sources/pandas.py +0 -0
  125. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/market_data_sources/us_treasury_yield.py +0 -0
  126. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/model_extension.py +0 -0
  127. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/order/__init__.py +0 -0
  128. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/order/order.py +0 -0
  129. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/order/order_metadata.py +0 -0
  130. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/order_trade_association.py +0 -0
  131. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/portfolio/__init__.py +0 -0
  132. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py +0 -0
  133. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/portfolio/sql_portfolio.py +0 -0
  134. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/position/__init__.py +0 -0
  135. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/position/position.py +0 -0
  136. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/position/position_snapshot.py +0 -0
  137. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/models/trades/__init__.py +0 -0
  138. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/__init__.py +0 -0
  139. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/order_metadata_repository.py +0 -0
  140. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/order_repository.py +0 -0
  141. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py +0 -0
  142. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/portfolio_snapshot_repository.py +0 -0
  143. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/position_repository.py +0 -0
  144. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/position_snapshot_repository.py +0 -0
  145. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/repository.py +0 -0
  146. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/trade_repository.py +0 -0
  147. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/trade_stop_loss_repository.py +0 -0
  148. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/repositories/trade_take_profit_repository.py +0 -0
  149. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/services/__init__.py +0 -0
  150. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/services/azure/__init__.py +0 -0
  151. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/services/azure/state_handler.py +0 -0
  152. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/services/market_service/__init__.py +0 -0
  153. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/services/market_service/ccxt_market_service.py +0 -0
  154. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/services/performance_service/__init__.py +0 -0
  155. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/services/performance_service/backtest_performance_service.py +0 -0
  156. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/infrastructure/services/performance_service/performance_service.py +0 -0
  157. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/__init__.py +0 -0
  158. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/backtesting/__init__.py +0 -0
  159. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/backtesting/backtest_service.py +0 -0
  160. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/configuration_service.py +0 -0
  161. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/market_credential_service.py +0 -0
  162. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/market_data_source_service/__init__.py +0 -0
  163. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/market_data_source_service/backtest_market_data_source_service.py +0 -0
  164. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/market_data_source_service/market_data_source_service.py +0 -0
  165. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/order_service/__init__.py +0 -0
  166. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/order_service/order_service.py +0 -0
  167. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/portfolios/__init__.py +0 -0
  168. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py +0 -0
  169. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/portfolios/portfolio_configuration_service.py +0 -0
  170. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/portfolios/portfolio_service.py +0 -0
  171. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/portfolios/portfolio_snapshot_service.py +0 -0
  172. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/portfolios/portfolio_sync_service.py +0 -0
  173. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/position_service.py +0 -0
  174. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/position_snapshot_service.py +0 -0
  175. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/repository_service.py +0 -0
  176. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/strategy_orchestrator_service.py +0 -0
  177. {investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/investing_algorithm_framework/services/trade_service/__init__.py +0 -0
{investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: investing-algorithm-framework
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- Version: 6.0.1
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+ Version: 6.1.0
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  Summary: A framework for creating trading bots
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  Author: MDUYN
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  Requires-Python: >=3.9
@@ -169,98 +169,97 @@ For example if you run the [moving average example trading bot](./examples/backt
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  you will get the following backtesting report:
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  ```bash
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-
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  :%%%#+- .=*#%%% Backtest report
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  *%%%%%%%+------=*%%%%%%%- ---------------------------
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  *%%%%%%%%%%%%%%%%%%%%%%%- Start date: 2023-08-24 00:00:00
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  .%%%%%%%%%%%%%%%%%%%%%%# End date: 2023-12-02 00:00:00
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  #%%%####%%%%%%%%**#%%%+ Number of days: 100
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  .:-+*%%%%- -+..#%%%+.+- +%%%#*=-: Number of runs: 1201
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- .:-=*%%%%. += .%%# -+.-%%%%=-:.. Number of orders: 14
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+ .:-=*%%%%. += .%%# -+.-%%%%=-:.. Number of orders: 15
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  .:=+#%%%%%*###%%%%#*+#%%%%%%*+-: Initial balance: 400.0
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- +%%%%%%%%%%%%%%%%%%%= Final balance: 417.8982
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- :++ .=#%%%%%%%%%%%%%*- Total net gain: 15.4755 3.869%
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- :++: :+%%%%%%#-. Growth: 17.8982 4.475%
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+ +%%%%%%%%%%%%%%%%%%%= Final balance: 453.07
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+ :++ .=#%%%%%%%%%%%%%*- Total net gain: 18.85 4.7%
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+ :++: :+%%%%%%#-. Growth: 53.07 13.27%
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  :++: .%%%%%#= Number of trades closed: 2
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  :++: .#%%%%%#*= Number of trades open(end of backtest): 2
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  :++- :%%%%%%%%%+= Percentage positive trades: 75.0%
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  .++- -%%%%%%%%%%%+= Percentage negative trades: 25.0%
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- .++- .%%%%%%%%%%%%%+= Average trade size: 98.8050 EUR
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- .++- *%%%%%%%%%%%%%*+: Average trade duration: 11665.866590240556 hours
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+ .++- .%%%%%%%%%%%%%+= Average trade size: 98.79 EUR
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+ .++- *%%%%%%%%%%%%%*+: Average trade duration: 189.0 hours
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  .++- %%%%%%%%%%%%%%#+=
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  =++........:::%%%%%%%%%%%%%%*+-
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  .=++++++++++**#%%%%%%%%%%%%%++.
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  Positions overview
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194
  ╭────────────┬──────────┬──────────────────────┬───────────────────────┬──────────────┬───────────────┬───────────────────────────┬────────────────┬───────────────╮
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- │ Position │ Amount │ Pending buy amount │ Pending sell amount │ Cost (EUR) │ Value (EUR) │ Percentage of portfolio │ Growth (EUR) │ Growth_rate │
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+ │ Position │ Amount │ Pending buy amount │ Pending sell amount │ Cost (EUR) │ Value (EUR) │ Percentage of portfolio │ Growth (EUR) │ Growth_rate │
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  ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
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- │ EUR │ 218.062 │ 0 │ 0 │ 218.062 │ 218.062 │ 52.1806% │ 0 │ 0.0000% │
197
+ │ EUR │ 253.09 │ 0 │ 0 │ 253.09 │ 253.09 EUR │ 55.86% │ 0.00 EUR │ 0.00% │
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  ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
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- │ BTC │ 0.0028 │ 0 │ 0 │ 97.4139 │ 99.7171 │ 23.8616% │ 2.3032 │ 2.3644% │
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+ │ BTC │ 0.0028 │ 0 │ 0 │ 97.34 │ 99.80 EUR │ 22.03% │ 2.46 EUR │ 2.52% │
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  ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
202
- │ DOT │ 19.9084 │ 0 │ 0 │ 99.9999 │ 100.119 │ 23.9578% │ 0.1195 │ 0.1195% │
201
+ │ DOT │ 19.9521 │ 0 │ 0 │ 100 │ 100.18 EUR │ 22.11% │ 0.18 EUR │ 0.18% │
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  ╰────────────┴──────────┴──────────────────────┴───────────────────────┴──────────────┴───────────────┴───────────────────────────┴────────────────┴───────────────╯
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  Trades overview
205
- ╭───────────────────┬────────────┬─────────────────────────────────┬─────────────────────┬────────────────────────────┬──────────────────────────┬────────────────────┬─────────────────────────────────╮
206
- │ Pair (Trade id) │ Status │ Net gain (EUR) │ Open date │ Close date │ Duration │ Open price (EUR) │ Close price's (EUR) │
207
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
208
- │ BTC/EUR (1) │ CLOSED, TP │ 2.9820 (3.0460%) │ 2023-09-13 14:00:00 │ 2025-02-19 15:21:54.823674 │ 12601.365228798333 hours │ 24474.4 │ 25427.69, 25012.105 │
209
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
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- │ DOT/EUR (2) │ CLOSED, TP │ 9.3097 (9.3097%) │ 2023-10-30 04:00:00 │ 2025-02-19 15:22:02.227035 │ 11483.3672852875 hours │ 4.0565 │ 4.233, 4.377, 4.807499999999999 │
211
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
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- │ BTC/EUR (3) │ CLOSED │ -0.4248 (-0.4322%) │ 2023-11-06 14:00:00 │ 2025-02-19 15:21:59.823557 │ 11305.366617654721 hours │ 32761.8 │ 32620.225 │
213
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
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- │ BTC/EUR (4) │ CLOSED, TP │ 3.6086 (3.6364%) │ 2023-11-07 22:00:00 │ 2025-02-19 15:22:02.025198 │ 11273.367229221665 hours │ 33077.9 │ 34637.09, 33924.39 │
215
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
216
- │ BTC/EUR (5) │ OPEN │ 2.3880 (2.4514%) (unrealized) │ 2023-11-29 12:00:00 │ │ 60.0 hours │ 34790.7 │ │
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- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
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- │ DOT/EUR (6) │ OPEN │ -0.0398 (-0.0398%) (unrealized) │ 2023-11-30 18:00:00 │ │ 30.0 hours │ 5.023 │ │
219
- ╰───────────────────┴────────────┴─────────────────────────────────┴─────────────────────┴────────────────────────────┴──────────────────────────┴────────────────────┴─────────────────────────────────╯
204
+ ╭───────────────────┬────────────────┬───────────────────────┬───────────────────────────┬──────────────────┬──────────────────┬─────────────┬────────────────────┬──────────────────────────────┬─────────────────────────────────╮
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+ │ Pair (Trade id) │ Status │ Amount (remaining) │ Net gain (EUR) │ Open date │ Close date │ Duration │ Open price (EUR) │ Close price's (EUR) │ High water mark │
206
+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
207
+ │ BTC/EUR (1) │ CLOSED │ 0.0040 (0.0000) BTC │ 1.98 (2.02%) │ 2023-09-13 14:00 │ 2023-09-22 12:00 │ 214.0 hours │ 24490.4 │ 24984.93 │ 25703.77 EUR (2023-09-19 14:00) │
208
+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
209
+ │ DOT/EUR (2) │ CLOSED, SL, TP │ 24.7463 (0.0000) DOT │ 13.53 (13.53%) │ 2023-10-30 04:00 │ 2023-11-15 02:00 │ 382.0 hours │ 4.04 │ 4.23, 4.38, 4.24, 4.25, 4.79 │ 5.45 EUR (2023-11-12 10:00) │
210
+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
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+ │ BTC/EUR (3) │ CLOSED │ 0.0030 (0.0000) BTC │ -0.20 (-0.20%) │ 2023-11-06 14:00 │ 2023-11-06 16:00 │ 2.0 hours │ 32691.5 │ 32625.87 │ 32625.87 EUR (2023-11-06 16:00) │
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+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
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+ │ BTC/EUR (4) │ CLOSED, TP │ 0.0030 (0.0000) BTC │ 3.54 (3.56%) │ 2023-11-07 22:00 │ 2023-11-14 12:00 │ 158.0 hours │ 33126.6 │ 34746.64, 33865.42 │ 34967.12 EUR (2023-11-10 22:00) │
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+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
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+ │ BTC/EUR (5) │ OPEN │ 0.0028 (0.0028) BTC │ 2.46 (2.52%) (unrealized) │ 2023-11-29 12:00 │ │ 60.0 hours │ 34765.9 │ │ 35679.63 EUR (2023-12-01 16:00) │
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+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
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+ │ DOT/EUR (6) │ OPEN │ 19.9521 (19.9521) DOT │ 0.18 (0.18%) (unrealized) │ 2023-11-30 18:00 │ │ 30.0 hours │ 5.01 │ │ 5.05 EUR (2023-11-30 20:00) │
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+ ╰───────────────────┴────────────────┴───────────────────────┴───────────────────────────┴──────────────────┴──────────────────┴─────────────┴────────────────────┴──────────────────────────────┴─────────────────────────────────╯
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  Stop losses overview
221
- ╭────────────────────┬───────────────┬──────────┬────────┬──────────────────────┬────────────────┬────────────────┬───────────────────┬──────────────┬─────────────┬───────────────╮
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- │ Trade (Trade id) │ Status │ Active │ Type │ stop loss │ Open price │ Sell price's │ High water mark │ Percentage │ Size │ Sold amount │
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- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
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- │ BTC/EUR (1) │ NOT TRIGGERED │ True │ FIXED │ 23250.6847(5.0%) EUR │ 24474.4050 EUR │ None │ 24474.4 │ 50.0% │ 0.0020 BTC │ │
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- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
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- │ DOT/EUR (2) │ NOT TRIGGERED │ True │ FIXED │ 3.8537(5.0%) EUR │ 4.0565 EUR │ None │ 4.0565 │ 50.0% │ 12.3259 DOT │ │
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- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
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- │ BTC/EUR (3) │ NOT TRIGGERED │ True │ FIXED │ 31123.7242(5.0%) EUR │ 32761.8150 EUR │ None │ 32761.8 │ 50.0% │ 0.0015 BTC │ │
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- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
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- │ BTC/EUR (4) │ NOT TRIGGERED │ True │ FIXED │ 31423.9908(5.0%) EUR │ 33077.8850 EUR │ None │ 33077.9 │ 50.0% │ 0.0015 BTC │ │
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- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
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- │ BTC/EUR (5) │ NOT TRIGGERED │ True │ FIXED │ 33051.1460(5.0%) EUR │ 34790.6800 EUR │ None │ 34790.7 │ 50.0% │ 0.0014 BTC │ │
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- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
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- │ DOT/EUR (6) │ NOT TRIGGERED │ True │ FIXED │ 4.7718(5.0%) EUR │ 5.0230 EUR │ None │ 5.023 │ 50.0% │ 9.9542 DOT │ │
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- ╰────────────────────┴───────────────┴──────────┴────────┴──────────────────────┴────────────────┴────────────────┴───────────────────┴──────────────┴─────────────┴───────────────╯
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+ ╭────────────────────┬───────────────┬──────────┬──────────┬─────────────────────────────────┬──────────────┬────────────────┬───────────────────────────────┬──────────────┬───────────┬───────────────╮
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+ │ Trade (Trade id) │ Status │ Active │ Type │ Stop Loss (Initial Stop Loss) │ Open price │ Sell price's │ High water mark │ Percentage │ Size │ Sold amount │
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+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
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+ │ BTC/EUR (1) │ NOT TRIGGERED │ False │ TRAILING │ 24418.58 (23265.85) (5.0)% EUR │ 24490.37 EUR │ None │ 25703.77 EUR 2023-09-19 14:00 │ 50.0% │ 0.00 BTC │ │
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+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
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+ │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 4.28 (3.84) (5.0)% EUR │ 4.04 EUR │ 4.239,4.254 │ 4.51 EUR 2023-11-01 20:00 │ 50.0% │ 12.37 DOT │ 12.3732 DOT │
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+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
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+ │ BTC/EUR (3) │ NOT TRIGGERED │ False │ TRAILING │ 31056.93 (31056.93) (5.0)% EUR │ 32691.51 EUR │ None │ 32691.51 EUR │ 50.0% │ 0.00 BTC │ │
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+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
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+ │ BTC/EUR (4) │ NOT TRIGGERED │ False │ TRAILING │ 33218.76 (31470.27) (5.0)% EUR │ 33126.60 EUR │ None │ 34967.12 EUR 2023-11-10 22:00 │ 50.0% │ 0.00 BTC │ │
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+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
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+ │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 33895.65 (33027.62) (5.0)% EUR │ 34765.92 EUR │ None │ 35679.63 EUR 2023-12-01 16:00 │ 50.0% │ 0.00 BTC │ │
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+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
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+ │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 4.80 (4.76) (5.0)% EUR │ 5.01 EUR │ None │ 5.05 EUR 2023-11-30 20:00 │ 50.0% │ 9.98 DOT │ │
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+ ╰────────────────────┴───────────────┴──────────┴──────────┴─────────────────────────────────┴──────────────┴────────────────┴───────────────────────────────┴──────────────┴───────────┴───────────────╯
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235
  Take profits overview
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- ╭────────────────────┬───────────────┬──────────┬──────────┬───────────────────────┬────────────────┬────────────────┬───────────────────┬──────────────┬─────────────┬───────────────────╮
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- │ Trade (Trade id) │ Status │ Active │ Type │ Take profit │ Open price │ Sell price's │ High water mark │ Percentage │ Size │ Sold amount │
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- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
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- │ BTC/EUR (1) │ TRIGGERED │ False │ TRAILING │ 25698.1253(5.0)% EUR │ 24474.4050 EUR │ 25427.69 │ 25703.77 │ 50.0% │ 0.0020 BTC │ 0.002 │
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- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
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- │ BTC/EUR (1) │ NOT TRIGGERED │ True │ TRAILING │ 26921.8455(10.0)% EUR │ 24474.4050 EUR │ None │ │ 20.0% │ 0.0008 BTC │ │
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- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
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- │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 5.1756(5.0)% EUR │ 4.0565 EUR │ 4.233 │ 5.448 │ 50.0% │ 12.3259 DOT │ 12.32585 │
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- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
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- │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 4.9032(10.0)% EUR │ 4.0565 EUR │ 4.377 │ 5.448 │ 20.0% │ 4.9303 DOT │ 4.930340000000001 │
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- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
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- │ BTC/EUR (3) │ NOT TRIGGERED │ True │ TRAILING │ 34399.9057(5.0)% EUR │ 32761.8150 EUR │ None │ │ 50.0% │ 0.0015 BTC │ │
249
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
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- │ BTC/EUR (3) │ NOT TRIGGERED │ True │ TRAILING │ 36037.9965(10.0)% EUR │ 32761.8150 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
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- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
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- │ BTC/EUR (4) │ TRIGGERED │ False │ TRAILING │ 34731.7793(5.0)% EUR │ 33077.8850 EUR │ 34637.09 │ 34967.12 │ 50.0% │ 0.0015 BTC │ 0.0015 │
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- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
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- │ BTC/EUR (4) │ NOT TRIGGERED │ True │ TRAILING │ 36385.6735(10.0)% EUR │ 33077.8850 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
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- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
256
- │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 36530.2140(5.0)% EUR │ 34790.6800 EUR │ None │ │ 50.0% │ 0.0014 BTC │ │
257
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
258
- │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 38269.7480(10.0)% EUR │ 34790.6800 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
259
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
260
- │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 5.2741(5.0)% EUR │ 5.0230 EUR │ None │ │ 50.0% │ 9.9542 DOT │ │
261
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
262
- │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 5.5253(10.0)% EUR │ 5.0230 EUR │ None │ │ 20.0% │ 3.9817 DOT │ │
263
- ╰────────────────────┴───────────────┴──────────┴──────────┴───────────────────────┴────────────────┴────────────────┴───────────────────┴──────────────┴─────────────┴───────────────────╯
236
+ ╭────────────────────┬───────────────┬──────────┬──────────┬─────────────────────────────────────┬──────────────┬────────────────┬─────────────────────────────────┬──────────────┬─────────────┬───────────────╮
237
+ │ Trade (Trade id) │ Status │ Active │ Type │ Take profit (Initial Take Profit) │ Open price │ Sell price's │ High water mark │ Percentage │ Size │ Sold amount │
238
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
239
+ │ BTC/EUR (1) │ NOT TRIGGERED │ False │ TRAILING │ 25714.89 (25714.89) (5.0)% EUR │ 24490.37 EUR │ None │ │ 50.0% │ 0.0020 BTC │ │
240
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
241
+ │ BTC/EUR (1) │ NOT TRIGGERED │ False │ TRAILING │ 26939.41 (26939.41) (10.0)% EUR │ 24490.37 EUR │ None │ │ 20.0% │ 0.0008 BTC │ │
242
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
243
+ │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 4.24 (4.24) (5.0)% EUR │ 4.04 EUR │ 4.233 │ 4.30 EUR (2023-10-31 00:00) │ 50.0% │ 12.3732 DOT │ 12.3732 DOT │
244
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
245
+ │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 4.45 (4.45) (10.0)% EUR │ 4.04 EUR │ 4.377 │ 4.51 EUR (2023-11-01 20:00) │ 20.0% │ 4.9493 DOT │ 4.9493 DOT │
246
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
247
+ │ BTC/EUR (3) │ NOT TRIGGERED │ False │ TRAILING │ 34326.09 (34326.09) (5.0)% EUR │ 32691.51 EUR │ None │ │ 50.0% │ 0.0015 BTC │ │
248
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
249
+ │ BTC/EUR (3) │ NOT TRIGGERED │ False │ TRAILING │ 35960.66 (35960.66) (10.0)% EUR │ 32691.51 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
250
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
251
+ │ BTC/EUR (4) │ TRIGGERED │ False │ TRAILING │ 34782.93 (34782.93) (5.0)% EUR │ 33126.60 EUR │ 34746.64 │ 34967.12 EUR (2023-11-10 22:00) │ 50.0% │ 0.0015 BTC │ 0.0015 BTC │
252
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
253
+ │ BTC/EUR (4) │ NOT TRIGGERED │ False │ TRAILING │ 36439.26 (36439.26) (10.0)% EUR │ 33126.60 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
254
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
255
+ │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 36504.22 (36504.22) (5.0)% EUR │ 34765.92 EUR │ None │ │ 50.0% │ 0.0014 BTC │ │
256
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
257
+ │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 38242.51 (38242.51) (10.0)% EUR │ 34765.92 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
258
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
259
+ │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 5.26 (5.26) (5.0)% EUR │ 5.01 EUR │ None │ │ 50.0% │ 9.9761 DOT │ │
260
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
261
+ │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 5.51 (5.51) (10.0)% EUR │ 5.01 EUR │ None │ │ 20.0% │ 3.9904 DOT │ │
262
+ ╰────────────────────┴───────────────┴──────────┴──────────┴─────────────────────────────────────┴──────────────┴────────────────┴─────────────────────────────────┴──────────────┴─────────────┴───────────────╯
264
263
  ```
265
264
 
266
265
  ### Backtest experiments
{investing_algorithm_framework-6.0.1 → investing_algorithm_framework-6.1.0}/README.md RENAMED
@@ -131,98 +131,97 @@ For example if you run the [moving average example trading bot](./examples/backt
131
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  you will get the following backtesting report:
132
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133
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  ```bash
134
-
135
134
  :%%%#+- .=*#%%% Backtest report
136
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  *%%%%%%%+------=*%%%%%%%- ---------------------------
137
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  *%%%%%%%%%%%%%%%%%%%%%%%- Start date: 2023-08-24 00:00:00
138
137
  .%%%%%%%%%%%%%%%%%%%%%%# End date: 2023-12-02 00:00:00
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  #%%%####%%%%%%%%**#%%%+ Number of days: 100
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  .:-+*%%%%- -+..#%%%+.+- +%%%#*=-: Number of runs: 1201
141
- .:-=*%%%%. += .%%# -+.-%%%%=-:.. Number of orders: 14
140
+ .:-=*%%%%. += .%%# -+.-%%%%=-:.. Number of orders: 15
142
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  .:=+#%%%%%*###%%%%#*+#%%%%%%*+-: Initial balance: 400.0
143
- +%%%%%%%%%%%%%%%%%%%= Final balance: 417.8982
144
- :++ .=#%%%%%%%%%%%%%*- Total net gain: 15.4755 3.869%
145
- :++: :+%%%%%%#-. Growth: 17.8982 4.475%
142
+ +%%%%%%%%%%%%%%%%%%%= Final balance: 453.07
143
+ :++ .=#%%%%%%%%%%%%%*- Total net gain: 18.85 4.7%
144
+ :++: :+%%%%%%#-. Growth: 53.07 13.27%
146
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  :++: .%%%%%#= Number of trades closed: 2
147
146
  :++: .#%%%%%#*= Number of trades open(end of backtest): 2
148
147
  :++- :%%%%%%%%%+= Percentage positive trades: 75.0%
149
148
  .++- -%%%%%%%%%%%+= Percentage negative trades: 25.0%
150
- .++- .%%%%%%%%%%%%%+= Average trade size: 98.8050 EUR
151
- .++- *%%%%%%%%%%%%%*+: Average trade duration: 11665.866590240556 hours
149
+ .++- .%%%%%%%%%%%%%+= Average trade size: 98.79 EUR
150
+ .++- *%%%%%%%%%%%%%*+: Average trade duration: 189.0 hours
152
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  .++- %%%%%%%%%%%%%%#+=
153
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  =++........:::%%%%%%%%%%%%%%*+-
154
153
  .=++++++++++**#%%%%%%%%%%%%%++.
155
154
 
156
155
  Positions overview
157
156
  ╭────────────┬──────────┬──────────────────────┬───────────────────────┬──────────────┬───────────────┬───────────────────────────┬────────────────┬───────────────╮
158
- │ Position │ Amount │ Pending buy amount │ Pending sell amount │ Cost (EUR) │ Value (EUR) │ Percentage of portfolio │ Growth (EUR) │ Growth_rate │
157
+ │ Position │ Amount │ Pending buy amount │ Pending sell amount │ Cost (EUR) │ Value (EUR) │ Percentage of portfolio │ Growth (EUR) │ Growth_rate │
159
158
  ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
160
- │ EUR │ 218.062 │ 0 │ 0 │ 218.062 │ 218.062 │ 52.1806% │ 0 │ 0.0000% │
159
+ │ EUR │ 253.09 │ 0 │ 0 │ 253.09 │ 253.09 EUR │ 55.86% │ 0.00 EUR │ 0.00% │
161
160
  ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
162
- │ BTC │ 0.0028 │ 0 │ 0 │ 97.4139 │ 99.7171 │ 23.8616% │ 2.3032 │ 2.3644% │
161
+ │ BTC │ 0.0028 │ 0 │ 0 │ 97.34 │ 99.80 EUR │ 22.03% │ 2.46 EUR │ 2.52% │
163
162
  ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
164
- │ DOT │ 19.9084 │ 0 │ 0 │ 99.9999 │ 100.119 │ 23.9578% │ 0.1195 │ 0.1195% │
163
+ │ DOT │ 19.9521 │ 0 │ 0 │ 100 │ 100.18 EUR │ 22.11% │ 0.18 EUR │ 0.18% │
165
164
  ╰────────────┴──────────┴──────────────────────┴───────────────────────┴──────────────┴───────────────┴───────────────────────────┴────────────────┴───────────────╯
166
165
  Trades overview
167
- ╭───────────────────┬────────────┬─────────────────────────────────┬─────────────────────┬────────────────────────────┬──────────────────────────┬────────────────────┬─────────────────────────────────╮
168
- │ Pair (Trade id) │ Status │ Net gain (EUR) │ Open date │ Close date │ Duration │ Open price (EUR) │ Close price's (EUR) │
169
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
170
- │ BTC/EUR (1) │ CLOSED, TP │ 2.9820 (3.0460%) │ 2023-09-13 14:00:00 │ 2025-02-19 15:21:54.823674 │ 12601.365228798333 hours │ 24474.4 │ 25427.69, 25012.105 │
171
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
172
- │ DOT/EUR (2) │ CLOSED, TP │ 9.3097 (9.3097%) │ 2023-10-30 04:00:00 │ 2025-02-19 15:22:02.227035 │ 11483.3672852875 hours │ 4.0565 │ 4.233, 4.377, 4.807499999999999 │
173
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
174
- │ BTC/EUR (3) │ CLOSED │ -0.4248 (-0.4322%) │ 2023-11-06 14:00:00 │ 2025-02-19 15:21:59.823557 │ 11305.366617654721 hours │ 32761.8 │ 32620.225 │
175
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
176
- │ BTC/EUR (4) │ CLOSED, TP │ 3.6086 (3.6364%) │ 2023-11-07 22:00:00 │ 2025-02-19 15:22:02.025198 │ 11273.367229221665 hours │ 33077.9 │ 34637.09, 33924.39 │
177
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
178
- │ BTC/EUR (5) │ OPEN │ 2.3880 (2.4514%) (unrealized) │ 2023-11-29 12:00:00 │ │ 60.0 hours │ 34790.7 │ │
179
- ├───────────────────┼────────────┼─────────────────────────────────┼─────────────────────┼────────────────────────────┼──────────────────────────┼────────────────────┼─────────────────────────────────┤
180
- │ DOT/EUR (6) │ OPEN │ -0.0398 (-0.0398%) (unrealized) │ 2023-11-30 18:00:00 │ │ 30.0 hours │ 5.023 │ │
181
- ╰───────────────────┴────────────┴─────────────────────────────────┴─────────────────────┴────────────────────────────┴──────────────────────────┴────────────────────┴─────────────────────────────────╯
166
+ ╭───────────────────┬────────────────┬───────────────────────┬───────────────────────────┬──────────────────┬──────────────────┬─────────────┬────────────────────┬──────────────────────────────┬─────────────────────────────────╮
167
+ │ Pair (Trade id) │ Status │ Amount (remaining) │ Net gain (EUR) │ Open date │ Close date │ Duration │ Open price (EUR) │ Close price's (EUR) │ High water mark │
168
+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
169
+ │ BTC/EUR (1) │ CLOSED │ 0.0040 (0.0000) BTC │ 1.98 (2.02%) │ 2023-09-13 14:00 │ 2023-09-22 12:00 │ 214.0 hours │ 24490.4 │ 24984.93 │ 25703.77 EUR (2023-09-19 14:00) │
170
+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
171
+ │ DOT/EUR (2) │ CLOSED, SL, TP │ 24.7463 (0.0000) DOT │ 13.53 (13.53%) │ 2023-10-30 04:00 │ 2023-11-15 02:00 │ 382.0 hours │ 4.04 │ 4.23, 4.38, 4.24, 4.25, 4.79 │ 5.45 EUR (2023-11-12 10:00) │
172
+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
173
+ │ BTC/EUR (3) │ CLOSED │ 0.0030 (0.0000) BTC │ -0.20 (-0.20%) │ 2023-11-06 14:00 │ 2023-11-06 16:00 │ 2.0 hours │ 32691.5 │ 32625.87 │ 32625.87 EUR (2023-11-06 16:00) │
174
+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
175
+ │ BTC/EUR (4) │ CLOSED, TP │ 0.0030 (0.0000) BTC │ 3.54 (3.56%) │ 2023-11-07 22:00 │ 2023-11-14 12:00 │ 158.0 hours │ 33126.6 │ 34746.64, 33865.42 │ 34967.12 EUR (2023-11-10 22:00) │
176
+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
177
+ │ BTC/EUR (5) │ OPEN │ 0.0028 (0.0028) BTC │ 2.46 (2.52%) (unrealized) │ 2023-11-29 12:00 │ │ 60.0 hours │ 34765.9 │ │ 35679.63 EUR (2023-12-01 16:00) │
178
+ ├───────────────────┼────────────────┼───────────────────────┼───────────────────────────┼──────────────────┼──────────────────┼─────────────┼────────────────────┼──────────────────────────────┼─────────────────────────────────┤
179
+ │ DOT/EUR (6) │ OPEN │ 19.9521 (19.9521) DOT │ 0.18 (0.18%) (unrealized) │ 2023-11-30 18:00 │ │ 30.0 hours │ 5.01 │ │ 5.05 EUR (2023-11-30 20:00) │
180
+ ╰───────────────────┴────────────────┴───────────────────────┴───────────────────────────┴──────────────────┴──────────────────┴─────────────┴────────────────────┴──────────────────────────────┴─────────────────────────────────╯
182
181
  Stop losses overview
183
- ╭────────────────────┬───────────────┬──────────┬────────┬──────────────────────┬────────────────┬────────────────┬───────────────────┬──────────────┬─────────────┬───────────────╮
184
- │ Trade (Trade id) │ Status │ Active │ Type │ stop loss │ Open price │ Sell price's │ High water mark │ Percentage │ Size │ Sold amount │
185
- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
186
- │ BTC/EUR (1) │ NOT TRIGGERED │ True │ FIXED │ 23250.6847(5.0%) EUR │ 24474.4050 EUR │ None │ 24474.4 │ 50.0% │ 0.0020 BTC │ │
187
- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
188
- │ DOT/EUR (2) │ NOT TRIGGERED │ True │ FIXED │ 3.8537(5.0%) EUR │ 4.0565 EUR │ None │ 4.0565 │ 50.0% │ 12.3259 DOT │ │
189
- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
190
- │ BTC/EUR (3) │ NOT TRIGGERED │ True │ FIXED │ 31123.7242(5.0%) EUR │ 32761.8150 EUR │ None │ 32761.8 │ 50.0% │ 0.0015 BTC │ │
191
- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
192
- │ BTC/EUR (4) │ NOT TRIGGERED │ True │ FIXED │ 31423.9908(5.0%) EUR │ 33077.8850 EUR │ None │ 33077.9 │ 50.0% │ 0.0015 BTC │ │
193
- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
194
- │ BTC/EUR (5) │ NOT TRIGGERED │ True │ FIXED │ 33051.1460(5.0%) EUR │ 34790.6800 EUR │ None │ 34790.7 │ 50.0% │ 0.0014 BTC │ │
195
- ├────────────────────┼───────────────┼──────────┼────────┼──────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────┤
196
- │ DOT/EUR (6) │ NOT TRIGGERED │ True │ FIXED │ 4.7718(5.0%) EUR │ 5.0230 EUR │ None │ 5.023 │ 50.0% │ 9.9542 DOT │ │
197
- ╰────────────────────┴───────────────┴──────────┴────────┴──────────────────────┴────────────────┴────────────────┴───────────────────┴──────────────┴─────────────┴───────────────╯
182
+ ╭────────────────────┬───────────────┬──────────┬──────────┬─────────────────────────────────┬──────────────┬────────────────┬───────────────────────────────┬──────────────┬───────────┬───────────────╮
183
+ │ Trade (Trade id) │ Status │ Active │ Type │ Stop Loss (Initial Stop Loss) │ Open price │ Sell price's │ High water mark │ Percentage │ Size │ Sold amount │
184
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
185
+ │ BTC/EUR (1) │ NOT TRIGGERED │ False │ TRAILING │ 24418.58 (23265.85) (5.0)% EUR │ 24490.37 EUR │ None │ 25703.77 EUR 2023-09-19 14:00 │ 50.0% │ 0.00 BTC │ │
186
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
187
+ │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 4.28 (3.84) (5.0)% EUR │ 4.04 EUR │ 4.239,4.254 │ 4.51 EUR 2023-11-01 20:00 │ 50.0% │ 12.37 DOT │ 12.3732 DOT │
188
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
189
+ │ BTC/EUR (3) │ NOT TRIGGERED │ False │ TRAILING │ 31056.93 (31056.93) (5.0)% EUR │ 32691.51 EUR │ None │ 32691.51 EUR │ 50.0% │ 0.00 BTC │ │
190
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
191
+ │ BTC/EUR (4) │ NOT TRIGGERED │ False │ TRAILING │ 33218.76 (31470.27) (5.0)% EUR │ 33126.60 EUR │ None │ 34967.12 EUR 2023-11-10 22:00 │ 50.0% │ 0.00 BTC │ │
192
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
193
+ │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 33895.65 (33027.62) (5.0)% EUR │ 34765.92 EUR │ None │ 35679.63 EUR 2023-12-01 16:00 │ 50.0% │ 0.00 BTC │ │
194
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────┼──────────────┼────────────────┼───────────────────────────────┼──────────────┼───────────┼───────────────┤
195
+ │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 4.80 (4.76) (5.0)% EUR │ 5.01 EUR │ None │ 5.05 EUR 2023-11-30 20:00 │ 50.0% │ 9.98 DOT │ │
196
+ ╰────────────────────┴───────────────┴──────────┴──────────┴─────────────────────────────────┴──────────────┴────────────────┴───────────────────────────────┴──────────────┴───────────┴───────────────╯
198
197
  Take profits overview
199
- ╭────────────────────┬───────────────┬──────────┬──────────┬───────────────────────┬────────────────┬────────────────┬───────────────────┬──────────────┬─────────────┬───────────────────╮
200
- │ Trade (Trade id) │ Status │ Active │ Type │ Take profit │ Open price │ Sell price's │ High water mark │ Percentage │ Size │ Sold amount │
201
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
202
- │ BTC/EUR (1) │ TRIGGERED │ False │ TRAILING │ 25698.1253(5.0)% EUR │ 24474.4050 EUR │ 25427.69 │ 25703.77 │ 50.0% │ 0.0020 BTC │ 0.002 │
203
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
204
- │ BTC/EUR (1) │ NOT TRIGGERED │ True │ TRAILING │ 26921.8455(10.0)% EUR │ 24474.4050 EUR │ None │ │ 20.0% │ 0.0008 BTC │ │
205
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
206
- │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 5.1756(5.0)% EUR │ 4.0565 EUR │ 4.233 │ 5.448 │ 50.0% │ 12.3259 DOT │ 12.32585 │
207
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
208
- │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 4.9032(10.0)% EUR │ 4.0565 EUR │ 4.377 │ 5.448 │ 20.0% │ 4.9303 DOT │ 4.930340000000001 │
209
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
210
- │ BTC/EUR (3) │ NOT TRIGGERED │ True │ TRAILING │ 34399.9057(5.0)% EUR │ 32761.8150 EUR │ None │ │ 50.0% │ 0.0015 BTC │ │
211
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
212
- │ BTC/EUR (3) │ NOT TRIGGERED │ True │ TRAILING │ 36037.9965(10.0)% EUR │ 32761.8150 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
213
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
214
- │ BTC/EUR (4) │ TRIGGERED │ False │ TRAILING │ 34731.7793(5.0)% EUR │ 33077.8850 EUR │ 34637.09 │ 34967.12 │ 50.0% │ 0.0015 BTC │ 0.0015 │
215
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
216
- │ BTC/EUR (4) │ NOT TRIGGERED │ True │ TRAILING │ 36385.6735(10.0)% EUR │ 33077.8850 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
217
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
218
- │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 36530.2140(5.0)% EUR │ 34790.6800 EUR │ None │ │ 50.0% │ 0.0014 BTC │ │
219
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
220
- │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 38269.7480(10.0)% EUR │ 34790.6800 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
221
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
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- │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 5.2741(5.0)% EUR │ 5.0230 EUR │ None │ │ 50.0% │ 9.9542 DOT │ │
223
- ├────────────────────┼───────────────┼──────────┼──────────┼───────────────────────┼────────────────┼────────────────┼───────────────────┼──────────────┼─────────────┼───────────────────┤
224
- │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 5.5253(10.0)% EUR │ 5.0230 EUR │ None │ │ 20.0% │ 3.9817 DOT │ │
225
- ╰────────────────────┴───────────────┴──────────┴──────────┴───────────────────────┴────────────────┴────────────────┴───────────────────┴──────────────┴─────────────┴───────────────────╯
198
+ ╭────────────────────┬───────────────┬──────────┬──────────┬─────────────────────────────────────┬──────────────┬────────────────┬─────────────────────────────────┬──────────────┬─────────────┬───────────────╮
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+ │ Trade (Trade id) │ Status │ Active │ Type │ Take profit (Initial Take Profit) │ Open price │ Sell price's │ High water mark │ Percentage │ Size │ Sold amount │
200
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
201
+ │ BTC/EUR (1) │ NOT TRIGGERED │ False │ TRAILING │ 25714.89 (25714.89) (5.0)% EUR │ 24490.37 EUR │ None │ │ 50.0% │ 0.0020 BTC │ │
202
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
203
+ │ BTC/EUR (1) │ NOT TRIGGERED │ False │ TRAILING │ 26939.41 (26939.41) (10.0)% EUR │ 24490.37 EUR │ None │ │ 20.0% │ 0.0008 BTC │ │
204
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
205
+ │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 4.24 (4.24) (5.0)% EUR │ 4.04 EUR │ 4.233 │ 4.30 EUR (2023-10-31 00:00) │ 50.0% │ 12.3732 DOT │ 12.3732 DOT │
206
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
207
+ │ DOT/EUR (2) │ TRIGGERED │ False │ TRAILING │ 4.45 (4.45) (10.0)% EUR │ 4.04 EUR │ 4.377 │ 4.51 EUR (2023-11-01 20:00) │ 20.0% │ 4.9493 DOT │ 4.9493 DOT │
208
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
209
+ │ BTC/EUR (3) │ NOT TRIGGERED │ False │ TRAILING │ 34326.09 (34326.09) (5.0)% EUR │ 32691.51 EUR │ None │ │ 50.0% │ 0.0015 BTC │ │
210
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
211
+ │ BTC/EUR (3) │ NOT TRIGGERED │ False │ TRAILING │ 35960.66 (35960.66) (10.0)% EUR │ 32691.51 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
212
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
213
+ │ BTC/EUR (4) │ TRIGGERED │ False │ TRAILING │ 34782.93 (34782.93) (5.0)% EUR │ 33126.60 EUR │ 34746.64 │ 34967.12 EUR (2023-11-10 22:00) │ 50.0% │ 0.0015 BTC │ 0.0015 BTC │
214
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
215
+ │ BTC/EUR (4) │ NOT TRIGGERED │ False │ TRAILING │ 36439.26 (36439.26) (10.0)% EUR │ 33126.60 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
216
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
217
+ │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 36504.22 (36504.22) (5.0)% EUR │ 34765.92 EUR │ None │ │ 50.0% │ 0.0014 BTC │ │
218
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
219
+ │ BTC/EUR (5) │ NOT TRIGGERED │ True │ TRAILING │ 38242.51 (38242.51) (10.0)% EUR │ 34765.92 EUR │ None │ │ 20.0% │ 0.0006 BTC │ │
220
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
221
+ │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 5.26 (5.26) (5.0)% EUR │ 5.01 EUR │ None │ │ 50.0% │ 9.9761 DOT │ │
222
+ ├────────────────────┼───────────────┼──────────┼──────────┼─────────────────────────────────────┼──────────────┼────────────────┼─────────────────────────────────┼──────────────┼─────────────┼───────────────┤
223
+ │ DOT/EUR (6) │ NOT TRIGGERED │ True │ TRAILING │ 5.51 (5.51) (10.0)% EUR │ 5.01 EUR │ None │ │ 20.0% │ 3.9904 DOT │ │
224
+ ╰────────────────────┴───────────────┴──────────┴──────────┴─────────────────────────────────────┴──────────────┴────────────────┴─────────────────────────────────┴──────────────┴─────────────┴───────────────╯
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  ```
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  ### Backtest experiments