investing-algorithm-framework 7.16.0__py3-none-any.whl → 7.16.2__py3-none-any.whl

investing_algorithm_framework/services/metrics/__init__.py

@@ -35,7 +35,8 @@ from .trades import get_negative_trades, get_positive_trades, \
     get_worst_trade, get_average_trade_gain, get_median_trade_return, \
     get_average_trade_loss, get_current_average_trade_loss, \
     get_current_average_trade_duration, get_current_average_trade_gain, \
-    get_current_average_trade_return
+    get_current_average_trade_return, get_number_of_open_trades, \
+    get_average_trade_duration
 
 __all__ = [
     "get_annual_volatility",
@@ -106,4 +107,6 @@ __all__ = [
     "get_current_average_trade_duration",
     "get_current_average_trade_gain",
     "get_current_average_trade_return",
+    "get_number_of_open_trades",
+    "get_average_trade_duration",
 ]

investing_algorithm_framework/services/metrics/generate.py

@@ -23,7 +23,8 @@ from .returns import get_total_return, get_final_value, get_total_loss, \
 from .sharpe_ratio import get_sharpe_ratio, get_rolling_sharpe_ratio
 from .sortino_ratio import get_sortino_ratio
 from .volatility import get_annual_volatility
-from .win_rate import get_win_rate, get_win_loss_ratio
+from .win_rate import get_win_rate, get_win_loss_ratio, get_current_win_rate, \
+    get_current_win_loss_ratio
 from .trades import get_average_trade_duration, get_average_trade_size, \
     get_number_of_trades, get_positive_trades, get_number_of_closed_trades, \
     get_negative_trades, get_average_trade_return, get_number_of_open_trades, \
@@ -105,7 +106,9 @@ def create_backtest_metrics(
             "number_of_trades_opened",
             "number_of_trades_open_at_end",
             "win_rate",
+            "current_win_rate",
             "win_loss_ratio",
+            "current_win_loss_ratio",
             "percentage_winning_months",
             "percentage_winning_years",
             "average_monthly_return",
@@ -295,7 +298,9 @@ def create_backtest_metrics(
     safe_set("best_trade", get_best_trade, backtest_run.trades)
     safe_set("worst_trade", get_worst_trade, backtest_run.trades)
     safe_set("win_rate", get_win_rate, backtest_run.trades)
+    safe_set("current_win_rate", get_current_win_rate, backtest_run.trades)
     safe_set("win_loss_ratio", get_win_loss_ratio, backtest_run.trades)
+    safe_set("current_win_loss_ratio", get_current_win_loss_ratio, backtest_run.trades)
     safe_set("percentage_winning_months", get_percentage_winning_months, backtest_run.portfolio_snapshots)
     safe_set("percentage_winning_years", get_percentage_winning_years, backtest_run.portfolio_snapshots)
     safe_set("average_monthly_return", get_average_monthly_return, backtest_run.portfolio_snapshots)

{investing_algorithm_framework-7.16.0.dist-info → investing_algorithm_framework-7.16.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.0
+Version: 7.16.2
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.0.dist-info → investing_algorithm_framework-7.16.2.dist-info}/RECORD

@@ -207,7 +207,7 @@ investing_algorithm_framework/services/configuration_service.py,sha256=BCgiBlrLj
 investing_algorithm_framework/services/data_providers/__init__.py,sha256=OHVccpIYGc-1B2AkCI_2Nhsb9KMaAUrng4DHhIbFD8Y,96
 investing_algorithm_framework/services/data_providers/data_provider_service.py,sha256=Tv5W38rshK7sG7XEhp7L-McdiNWAAlvU_1ScSdt1NCE,28420
 investing_algorithm_framework/services/market_credential_service.py,sha256=syitQ61sECzK0i0Wd-Hc8xaTv4tpRYRFbCjyw9pWMeA,1197
-investing_algorithm_framework/services/metrics/__init__.py,sha256=o9zfdN2Yx7F_kZwjI3mvgVkQVElYBxypbLjuu2PmOqE,4194
+investing_algorithm_framework/services/metrics/__init__.py,sha256=kQaAw5r-hXCsaEY9fQ5Fch8CfjltdjKrGFn6gNSWWdA,4322
 investing_algorithm_framework/services/metrics/alpha.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 investing_algorithm_framework/services/metrics/beta.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 investing_algorithm_framework/services/metrics/cagr.py,sha256=I3GVZWeC4ybfpSOFws69O3GbWeSn2p8nasDUYI6PqyI,2091
@@ -215,7 +215,7 @@ investing_algorithm_framework/services/metrics/calmar_ratio.py,sha256=clZTkG6bjZ
 investing_algorithm_framework/services/metrics/drawdown.py,sha256=VWkPXOm9CSdq6LHL6Pa9JnDObsu-1OOqgC4XRZqZO3Q,6193
 investing_algorithm_framework/services/metrics/equity_curve.py,sha256=Z3YdqEJ7x9N-RKOC4bt-1LuiKAYTCxhuE6Fx1lJyAS0,702
 investing_algorithm_framework/services/metrics/exposure.py,sha256=kQPreO5RR72DgTRdSdMPiG6onZTAWvyYTrp3hsI6vYw,6234
-investing_algorithm_framework/services/metrics/generate.py,sha256=LtazqSAMt1c29jiWHpkc47wIsJYAyYdogr-1a-Y9YKw,15641
+investing_algorithm_framework/services/metrics/generate.py,sha256=vpWxspLSjdf450horKxHPWi2Xh4jxtS940HAxgCCGv8,15931
 investing_algorithm_framework/services/metrics/mean_daily_return.py,sha256=_e5GCD5xppa_GrYMEeQB9or1WLkJIF-mdmDfes8CRjQ,2384
 investing_algorithm_framework/services/metrics/price_efficiency.py,sha256=hpt1Nyk7s_jxFeqEVeQV9FH5N4RzJx6SP072L4z9fYw,1844
 investing_algorithm_framework/services/metrics/profit_factor.py,sha256=6OMC2yx1stMrJKaVSCMWyVbVMgfurYTiue7P7QeCEHs,5178
@@ -252,8 +252,8 @@ investing_algorithm_framework/services/trade_order_evaluator/default_trade_order
 investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py,sha256=pNnmgaKMR9RY6Kxq7xS0nURKoaQDe2ehrP5GfElkkcI,1328
 investing_algorithm_framework/services/trade_service/__init__.py,sha256=AcwPyJjDRdiREnl_MWMkDSc-V-ZjXtvpHD6eQT9mc1o,68
 investing_algorithm_framework/services/trade_service/trade_service.py,sha256=OtzIS5EebByGcqDvV2AFeBjXSarvrgubMXDaVKg6Rbw,41193
-investing_algorithm_framework-7.16.0.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.16.0.dist-info/METADATA,sha256=2nXyyNKyceoV8BLySudZv-hPbNXXgejQvvV8PZbpBzc,19635
-investing_algorithm_framework-7.16.0.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.16.0.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.16.0.dist-info/RECORD,,
+investing_algorithm_framework-7.16.2.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.16.2.dist-info/METADATA,sha256=b6TVpZAyED9jpV0Kl1O36c3OgDXT1Fiaegyb2cHSMhY,19635
+investing_algorithm_framework-7.16.2.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.16.2.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.16.2.dist-info/RECORD,,