investing-algorithm-framework 7.16.0__tar.gz → 7.16.1__tar.gz

{investing_algorithm_framework-7.16.0 → investing_algorithm_framework-7.16.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.0
+Version: 7.16.1
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.0 → investing_algorithm_framework-7.16.1}/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-7.16.0 → investing_algorithm_framework-7.16.1}/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, backtest_run)
     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, backtest_run)
     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 → investing_algorithm_framework-7.16.1}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v7.16.0"
+version = "v7.16.1"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"