investing-algorithm-framework 7.13.0__tar.gz → 7.14.0__tar.gz

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.13.0
+Version: 7.14.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10
@@ -212,13 +212,6 @@ class RSIEMACrossoverStrategy(TradingStrategy):
             data_sources=data_sources, time_unit=time_unit, interval=interval
         )
 
-        self.buy_signal_dates = {}
-        self.sell_signal_dates = {}
-
-        for symbol in self.symbols:
-            self.buy_signal_dates[symbol] = []
-            self.sell_signal_dates[symbol] = []
-
     def _prepare_indicators(
         self,
         rsi_data,
@@ -299,13 +292,6 @@ class RSIEMACrossoverStrategy(TradingStrategy):
             buy_signal = rsi_oversold & ema_crossover_lookback
             buy_signals = buy_signal.fillna(False).astype(bool)
             signals[symbol] = buy_signals
-
-            # Get all dates where there is a sell signal
-            buy_signal_dates = buy_signals[buy_signals].index.tolist()
-
-            if buy_signal_dates:
-                self.buy_signal_dates[symbol] += buy_signal_dates
-
         return signals
 
     def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[str, pd.Series]:
@@ -345,13 +331,6 @@ class RSIEMACrossoverStrategy(TradingStrategy):
             sell_signal = rsi_overbought & ema_crossunder_lookback
             sell_signal = sell_signal.fillna(False).astype(bool)
             signals[symbol] = sell_signal
-
-            # Get all dates where there is a sell signal
-            sell_signal_dates = sell_signal[sell_signal].index.tolist()
-
-            if sell_signal_dates:
-                self.sell_signal_dates[symbol] += sell_signal_dates
-
         return signals
 
 

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/README.md

@@ -176,13 +176,6 @@ class RSIEMACrossoverStrategy(TradingStrategy):
             data_sources=data_sources, time_unit=time_unit, interval=interval
         )
 
-        self.buy_signal_dates = {}
-        self.sell_signal_dates = {}
-
-        for symbol in self.symbols:
-            self.buy_signal_dates[symbol] = []
-            self.sell_signal_dates[symbol] = []
-
     def _prepare_indicators(
         self,
         rsi_data,
@@ -263,13 +256,6 @@ class RSIEMACrossoverStrategy(TradingStrategy):
             buy_signal = rsi_oversold & ema_crossover_lookback
             buy_signals = buy_signal.fillna(False).astype(bool)
             signals[symbol] = buy_signals
-
-            # Get all dates where there is a sell signal
-            buy_signal_dates = buy_signals[buy_signals].index.tolist()
-
-            if buy_signal_dates:
-                self.buy_signal_dates[symbol] += buy_signal_dates
-
         return signals
 
     def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[str, pd.Series]:
@@ -309,13 +295,6 @@ class RSIEMACrossoverStrategy(TradingStrategy):
             sell_signal = rsi_overbought & ema_crossunder_lookback
             sell_signal = sell_signal.fillna(False).astype(bool)
             signals[symbol] = sell_signal
-
-            # Get all dates where there is a sell signal
-            sell_signal_dates = sell_signal[sell_signal].index.tolist()
-
-            if sell_signal_dates:
-                self.sell_signal_dates[symbol] += sell_signal_dates
-
         return signals
 
 

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/investing_algorithm_framework/__init__.py

@@ -16,7 +16,7 @@ from .domain import ApiException, combine_backtests, PositionSize, \
     Trade, SYMBOLS, RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT, \
     BacktestDateRange, convert_polars_to_pandas, \
     DEFAULT_LOGGING_CONFIG, DataType, DataProvider, \
-    TradeStatus, TradeRiskType, \
+    TradeStatus, TradeRiskType, generate_backtest_summary_metrics, \
     APPLICATION_DIRECTORY, DataSource, OrderExecutor, PortfolioProvider, \
     SnapshotInterval, AWS_S3_STATE_BUCKET_NAME, BacktestEvaluationFocus
 from .infrastructure import AzureBlobStorageStateHandler, \
@@ -173,5 +173,6 @@ __all__ = [
     "get_cumulative_return",
     "get_cumulative_return_series",
     "get_total_loss",
-    "get_total_growth"
+    "get_total_growth",
+    "generate_backtest_summary_metrics"
 ]

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/investing_algorithm_framework/app/app.py

@@ -20,7 +20,7 @@ from investing_algorithm_framework.domain import DATABASE_NAME, TimeUnit, \
     PortfolioConfiguration, SnapshotInterval, DataType, combine_backtests, \
     PortfolioProvider, OrderExecutor, ImproperlyConfigured, \
     DataProvider, INDEX_DATETIME, tqdm, BacktestPermutationTest, \
-    LAST_SNAPSHOT_DATETIME, BACKTESTING_FLAG
+    LAST_SNAPSHOT_DATETIME, BACKTESTING_FLAG, generate_backtest_summary_metrics
 from investing_algorithm_framework.infrastructure import setup_sqlalchemy, \
     create_all_tables, CCXTOrderExecutor, CCXTPortfolioProvider, \
     BacktestOrderExecutor, CCXTOHLCVDataProvider, clear_db, \
@@ -1022,7 +1022,10 @@ class App:
         )
         backtest = Backtest(
             backtest_runs=[run],
-            risk_free_rate=risk_free_rate
+            risk_free_rate=risk_free_rate,
+            backtest_summary=generate_backtest_summary_metrics(
+                [run.backtest_metrics]
+            )
         )
 
         # Add the metadata to the backtest
@@ -1323,9 +1326,7 @@ class App:
         original_datasets_ordered_by_symbol = {}
 
         for data_source in data_sources:
-            print(data_source)
             if DataType.OHLCV.equals(data_source.data_type):
-                print(data_source.symbol)
                 data_provider = data_provider_service.get(data_source)
                 data = data_provider_service.get_data(
                     data_source=data_source,

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/investing_algorithm_framework/domain/__init__.py

@@ -35,7 +35,8 @@ from .utils import random_string, append_dict_as_row_to_csv, \
     is_timezone_aware, sync_timezones, get_timezone
 from .backtesting import BacktestRun, BacktestSummaryMetrics, \
     BacktestDateRange, Backtest, BacktestMetrics, combine_backtests, \
-    BacktestPermutationTest, BacktestEvaluationFocus
+    BacktestPermutationTest, BacktestEvaluationFocus, \
+    generate_backtest_summary_metrics
 from .positions import PositionSize
 
 __all__ = [
@@ -141,5 +142,6 @@ __all__ = [
     "DEFAULT_DATETIME_FORMAT",
     "BacktestEvaluationFocus",
     'combine_backtests',
-    'PositionSize'
+    'PositionSize',
+    'generate_backtest_summary_metrics'
 ]

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/investing_algorithm_framework/domain/backtesting/__init__.py

@@ -5,7 +5,8 @@ from .backtest_run import BacktestRun
 from .backtest import Backtest
 from .backtest_permutation_test import BacktestPermutationTest
 from .backtest_evaluation_focuss import BacktestEvaluationFocus
-from .combine_backtests import combine_backtests
+from .combine_backtests import combine_backtests, \
+    generate_backtest_summary_metrics
 
 __all__ = [
     "Backtest",
@@ -15,5 +16,6 @@ __all__ = [
     "BacktestRun",
     "BacktestPermutationTest",
     "BacktestEvaluationFocus",
-    "combine_backtests"
+    "combine_backtests",
+    "generate_backtest_summary_metrics"
 ]

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/investing_algorithm_framework/domain/backtesting/backtest.py

@@ -57,14 +57,6 @@ class Backtest:
     strategy_ids: List[int] = field(default_factory=list)
     algorithm_id: int = None
 
-    def __post_init__(self):
-        # Create the BacktestSummaryMetrics instance if it doesn't exist
-        if self.backtest_summary is None:
-            self.backtest_summary = BacktestSummaryMetrics()
-
-        for backtest_metrics in self.get_all_backtest_metrics():
-            self.backtest_summary.add(backtest_metrics)
-
     def get_all_backtest_runs(self) -> List[BacktestRun]:
         """
         Retrieve all BacktestRun instances from the backtest.

investing_algorithm_framework-7.14.0/investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py

@@ -0,0 +1,154 @@
+import json
+import os
+from dataclasses import dataclass
+from logging import getLogger
+from pathlib import Path
+
+logger = getLogger(__name__)
+
+
+@dataclass
+class BacktestSummaryMetrics:
+    """
+    Represents the summarized results of a backtest,
+    focusing on key headline performance and risk metrics.
+
+    Attributes:
+        total_net_gain (float): Total net gain from the backtest.
+        total_net_gain_percentage (float): Total net gain percentage
+            from the backtest.
+        total_loss (float): Total gross loss from all trades.
+        total_loss_percentage (float): Total gross loss percentage.
+        total_growth (float): Total growth from the backtest.
+        total_growth_percentage (float): Total growth percentage
+            from the backtest.
+        average_net_gain (float): Average returns across multiple backtests.
+        average_net_gain_percentage (float): Average return percentage across
+            multiple backtests.
+        average_growth (float): Average growth across multiple backtests.
+        average_growth_percentage (float): Average growth percentage across
+            multiple backtests.
+        average_loss (float): Average loss across multiple backtests.
+        average_loss_percentage (float): Average loss percentage across
+            multiple backtests.
+        average_trade_return (float): Average return per trade.
+        average_trade_return_percentage (float): Average return percentage
+            per trade.
+        average_trade_loss (float): Total gross loss from all trades.
+        average_trade_loss_percentage (float): Average trade loss percentage.
+        average_trade_gain (float): Average gain from winning trades.
+        average_trade_gain_percentage (float): Average gain percentage
+        cagr (float): Compound annual growth rate of the backtest.
+        sharpe_ratio (float): Sharpe ratio, risk-adjusted return.
+        sortino_ratio (float): Sortino ratio, downside-risk adjusted return.
+        calmar_ratio (float): CAGR relative to max drawdown.
+        profit_factor (float): Total profit / total loss.
+        annual_volatility (float): Annualized volatility of returns.
+        max_drawdown (float): Maximum drawdown observed.
+        max_drawdown_duration (int): Duration of the maximum drawdown.
+        trades_per_year (float): Average trades executed per year.
+        win_rate (float): Percentage of winning trades.
+        win_loss_ratio (float): Ratio of average win to average loss.
+        number_of_trades (int): Total number of trades executed.
+        cumulative_exposure (float): Total exposure over the backtest period.
+        exposure_ratio (float): Ratio of exposure to available capital.
+    """
+    total_net_gain: float = None
+    total_net_gain_percentage: float = None
+    total_growth: float = None
+    total_growth_percentage: float = None
+    total_loss: float = None
+    total_loss_percentage: float = None
+    average_net_gain: float = None
+    average_net_gain_percentage: float = None
+    average_growth: float = None
+    average_growth_percentage: float = None
+    average_loss: float = None
+    average_loss_percentage: float = None
+    average_trade_return: float = None
+    average_trade_return_percentage: float = None
+    average_trade_loss: float = None
+    average_trade_loss_percentage: float = None
+    average_trade_gain: float = None
+    average_trade_gain_percentage: float = None
+    cagr: float = None
+    sharpe_ratio: float = None
+    sortino_ratio: float = None
+    calmar_ratio: float = None
+    profit_factor: float = None
+    annual_volatility: float = None
+    max_drawdown: float = None
+    max_drawdown_duration: int = None
+    trades_per_year: float = None
+    win_rate: float = None
+    win_loss_ratio: float = None
+    number_of_trades: int = None
+    cumulative_exposure: float = None
+    exposure_ratio: float = None
+
+    def to_dict(self) -> dict:
+        """
+        Convert the BacktestSummaryMetrics instance to a dictionary.
+        """
+        return {
+            "total_net_gain": self.total_net_gain,
+            "total_net_gain_percentage": self.total_net_gain_percentage,
+            "total_growth": self.total_growth,
+            "total_growth_percentage": self.total_growth_percentage,
+            "total_loss": self.total_loss,
+            "total_loss_percentage": self.total_loss_percentage,
+            "average_loss": self.average_loss,
+            "average_loss_percentage": self.average_loss_percentage,
+            "average_net_gain": self.average_net_gain,
+            "average_net_gain_percentage": self.average_net_gain_percentage,
+            "average_growth": self.average_growth,
+            "average_growth_percentage": self.average_growth_percentage,
+            "average_trade_return": self.average_trade_return,
+            "average_trade_return_percentage":
+                self.average_trade_return_percentage,
+            "average_trade_loss": self.average_trade_loss,
+            "average_trade_loss_percentage":
+                self.average_trade_loss_percentage,
+            "average_trade_gain": self.average_trade_gain,
+            "average_trade_gain_percentage":
+                self.average_trade_gain_percentage,
+            "cagr": self.cagr,
+            "sharpe_ratio": self.sharpe_ratio,
+            "sortino_ratio": self.sortino_ratio,
+            "calmar_ratio": self.calmar_ratio,
+            "profit_factor": self.profit_factor,
+            "annual_volatility": self.annual_volatility,
+            "max_drawdown": self.max_drawdown,
+            "max_drawdown_duration": self.max_drawdown_duration,
+            "trades_per_year": self.trades_per_year,
+            "win_rate": self.win_rate,
+            "win_loss_ratio": self.win_loss_ratio,
+            "number_of_trades": self.number_of_trades,
+            "cumulative_exposure": self.cumulative_exposure,
+            "exposure_ratio": self.exposure_ratio,
+        }
+
+    def save(self, file_path: str | Path) -> None:
+        """
+        Save the summary metrics to a JSON file.
+        """
+        with open(file_path, 'w') as file:
+            json.dump(self.to_dict(), file, indent=4, default=str)
+
+    @staticmethod
+    def open(file_path: str | Path) -> 'BacktestSummaryMetrics':
+        """
+        Load summary metrics from a JSON file.
+        """
+        if not os.path.exists(file_path):
+            raise FileNotFoundError(f"Metrics file not found at {file_path}")
+
+        with open(file_path, 'r') as file:
+            data = json.load(file)
+
+        return BacktestSummaryMetrics(**data)
+
+    def __repr__(self):
+        return json.dumps(
+            self.to_dict(), indent=4, sort_keys=True, default=str
+        )

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/investing_algorithm_framework/domain/backtesting/combine_backtests.py

@@ -1,8 +1,8 @@
 from typing import List
 
-from investing_algorithm_framework.domain.backtesting import Backtest
-from investing_algorithm_framework.domain.backtesting import \
-    BacktestSummaryMetrics
+from .backtest import Backtest
+from .backtest_summary_metrics import BacktestSummaryMetrics
+from .backtest_metrics import BacktestMetrics
 
 
 def safe_weighted_mean(values, weights):
@@ -55,10 +55,55 @@ def combine_backtests(
             backtest_metrics.append(backtest_metric)
             backtest_runs.append(backtest_run)
 
+    summary = generate_backtest_summary_metrics(backtest_metrics)
+
+    metadata = None
+    risk_free_rate = None
+
+    # Get first non-empty metadata
+    for backtest in backtests:
+        if backtest.metadata:
+            metadata = backtest.metadata
+            break
+
+    # Get the first risk-free rate
+    for backtest in backtests:
+        if backtest.risk_free_rate is not None:
+            risk_free_rate = backtest.risk_free_rate
+            break
+
+    backtest = Backtest(
+        backtest_summary=summary,
+        metadata=metadata,
+        risk_free_rate=risk_free_rate,
+        backtest_runs=backtest_runs
+    )
+    return backtest
+
+
+def generate_backtest_summary_metrics(
+    backtest_metrics: List[BacktestMetrics]
+) -> BacktestSummaryMetrics:
+    """
+    Combine multiple BacktestMetrics into a single BacktestMetrics
+    by aggregating their results.
+
+    Args:
+        backtest_metrics (List[BacktestMetrics]): List of BacktestMetrics
+            instances to combine.
+
+    Returns:
+        BacktestMetrics: A new BacktestMetrics instance representing the
+            combined results.
+    """
     total_net_gain = sum(
         b.total_net_gain for b in backtest_metrics
         if b.total_net_gain is not None
     )
+    total_net_gain_percentage = sum(
+        b.total_net_gain_percentage for b in backtest_metrics
+        if b.total_net_gain_percentage is not None
+    )
     average_total_net_gain = safe_weighted_mean(
         [b.total_net_gain for b in backtest_metrics],
         [b.total_number_of_days for b in backtest_metrics]
@@ -67,36 +112,36 @@ def combine_backtests(
         [b.total_net_gain_percentage for b in backtest_metrics],
         [b.total_number_of_days for b in backtest_metrics]
     )
-    total_net_gain_percentage = sum(
-        b.total_net_gain_percentage for b in backtest_metrics
-        if b.total_net_gain_percentage is not None
-    )
-    gross_loss = sum(
+    total_loss = sum(
         b.gross_loss for b in backtest_metrics
         if b.gross_loss is not None
     )
-    average_gross_loss = safe_weighted_mean(
+    total_loss_percentage = sum(
+        b.total_loss_percentage for b in backtest_metrics
+        if b.total_loss_percentage is not None
+    )
+    average_total_loss = safe_weighted_mean(
         [b.gross_loss for b in backtest_metrics],
         [b.total_number_of_days for b in backtest_metrics]
     )
-    growth = sum(
-        b.growth for b in backtest_metrics
-        if b.growth is not None
+    average_total_loss_percentage = safe_weighted_mean(
+        [b.total_loss_percentage for b in backtest_metrics],
+        [b.total_number_of_days for b in backtest_metrics]
+    )
+    total_growth = sum(
+        b.total_growth for b in backtest_metrics
+        if b.total_growth is not None
     )
-    growth_percentage = sum(
-        b.growth_percentage for b in backtest_metrics
-        if b.growth_percentage is not None
+    total_growth_percentage = sum(
+        b.total_growth_percentage for b in backtest_metrics
+        if b.total_growth_percentage is not None
     )
     average_growth = safe_weighted_mean(
-        [b.growth for b in backtest_metrics],
+        [b.total_growth for b in backtest_metrics],
         [b.total_number_of_days for b in backtest_metrics]
     )
     average_growth_percentage = safe_weighted_mean(
-        [b.growth_percentage for b in backtest_metrics],
-        [b.total_number_of_days for b in backtest_metrics]
-    )
-    trades_average_return = safe_weighted_mean(
-        [b.trades_average_return for b in backtest_metrics],
+        [b.total_growth_percentage for b in backtest_metrics],
         [b.total_number_of_days for b in backtest_metrics]
     )
     cagr = safe_weighted_mean(
@@ -155,18 +200,43 @@ def combine_backtests(
         [b.exposure_ratio for b in backtest_metrics],
         [b.total_number_of_days for b in backtest_metrics]
     )
-    summary = BacktestSummaryMetrics(
+    average_trade_return = safe_weighted_mean(
+        [b.average_trade_return for b in backtest_metrics],
+        [b.number_of_trades for b in backtest_metrics]
+    )
+    average_trade_return_percentage = safe_weighted_mean(
+        [b.average_trade_return_percentage for b in backtest_metrics],
+        [b.number_of_trades for b in backtest_metrics]
+    )
+    average_trade_loss = safe_weighted_mean(
+        [b.average_trade_loss for b in backtest_metrics],
+        [b.number_of_trades for b in backtest_metrics]
+    )
+    average_trade_loss_percentage = safe_weighted_mean(
+        [b.average_trade_loss_percentage for b in backtest_metrics],
+        [b.number_of_trades for b in backtest_metrics]
+    )
+    average_trade_gain = safe_weighted_mean(
+        [b.average_trade_gain for b in backtest_metrics],
+        [b.number_of_trades for b in backtest_metrics]
+    )
+    average_trade_gain_percentage = safe_weighted_mean(
+        [b.average_trade_gain_percentage for b in backtest_metrics],
+        [b.number_of_trades for b in backtest_metrics]
+    )
+    return BacktestSummaryMetrics(
         total_net_gain=total_net_gain,
         total_net_gain_percentage=total_net_gain_percentage,
-        average_total_net_gain=average_total_net_gain,
-        average_total_net_gain_percentage=average_total_net_gain_percentage,
-        gross_loss=gross_loss,
-        average_gross_loss=average_gross_loss,
-        growth=growth,
-        growth_percentage=growth_percentage,
+        average_net_gain=average_total_net_gain,
+        average_net_gain_percentage=average_total_net_gain_percentage,
+        total_loss=total_loss,
+        total_loss_percentage=total_loss_percentage,
+        average_loss=average_total_loss,
+        average_loss_percentage=average_total_loss_percentage,
+        total_growth=total_growth,
+        total_growth_percentage=total_growth_percentage,
         average_growth=average_growth,
         average_growth_percentage=average_growth_percentage,
-        trades_average_return=trades_average_return,
         cagr=cagr,
         sharpe_ratio=sharp_ratio,
         sortino_ratio=sortino_ratio,
@@ -180,28 +250,26 @@ def combine_backtests(
         win_loss_ratio=win_loss_ratio,
         number_of_trades=number_of_trades,
         cumulative_exposure=cumulative_exposure,
-        exposure_ratio=exposure_ratio
+        exposure_ratio=exposure_ratio,
+        average_trade_return=average_trade_return,
+        average_trade_return_percentage=average_trade_return_percentage,
+        average_trade_loss=average_trade_loss,
+        average_trade_loss_percentage=average_trade_loss_percentage,
+        average_trade_gain=average_trade_gain,
+        average_trade_gain_percentage=average_trade_gain_percentage
     )
 
-    metadata = None
-    risk_free_rate = None
 
-    # Get first non-empty metadata
-    for backtest in backtests:
-        if backtest.metadata:
-            metadata = backtest.metadata
-            break
+def create_backtest_summary_metrics(
+    backtest_metrics: List[BacktestMetrics]
+) -> BacktestSummaryMetrics:
+    """
+    Create a combined BacktestSummaryMetrics from multiple backtests.
 
-    # Get the first risk-free rate
-    for backtest in backtests:
-        if backtest.risk_free_rate is not None:
-            risk_free_rate = backtest.risk_free_rate
-            break
+    Args:
+        backtest_metrics (List[BacktestMetrics]): List of BacktestMetrics
+            instances.
 
-    backtest = Backtest(
-        backtest_summary=summary,
-        metadata=metadata,
-        risk_free_rate=risk_free_rate,
-        backtest_runs=backtest_runs
-    )
-    return backtest
+    Returns:
+        BacktestSummaryMetrics: Combined summary metrics.
+    """

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/investing_algorithm_framework/services/backtesting/backtest_service.py

@@ -13,7 +13,7 @@ import polars as pl
 from investing_algorithm_framework.domain import BacktestRun, OrderType, \
     TimeUnit, Trade, OperationalException, BacktestDateRange, \
     Backtest, TradeStatus, PortfolioSnapshot, Order, OrderStatus, OrderSide, \
-    Portfolio, DataType
+    Portfolio, DataType, generate_backtest_summary_metrics
 from investing_algorithm_framework.services.data_providers import \
     DataProviderService
 from investing_algorithm_framework.services.portfolios import \
@@ -426,16 +426,10 @@ class BacktestService:
 
         raise ValueError(f"Strategy profile with id {id} not found.")
 
-    def _get_initial_unallocated(
-        self
-    ) -> float:
+    def _get_initial_unallocated(self) -> float:
         """
         Get the initial unallocated amount for the backtest.
 
-        Args:
-            algorithm: The algorithm to create the backtest report for
-            backtest_date_range: The backtest date range of the backtest
-
         Returns:
             float: The initial unallocated amount.
         """
@@ -533,6 +527,9 @@ class BacktestService:
         run.backtest_metrics = backtest_metrics
         return Backtest(
             backtest_runs=[run],
+            backtest_summary=generate_backtest_summary_metrics(
+                [backtest_metrics]
+            )
         )
 
     @staticmethod

{investing_algorithm_framework-7.13.0 → investing_algorithm_framework-7.14.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v7.13.0"
+version = "v7.14.0"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"

investing_algorithm_framework-7.13.0/investing_algorithm_framework/domain/backtesting/BacktestInitializer.py

@@ -1,7 +0,0 @@
-class BacktestInitializer:
-    def __init__(self, config):
-        self.config = config
-
-    def initialize(self):
-        # Initialize backtesting environment based on config
-        print("Backtesting environment initialized with config:", self.config)