investing-algorithm-framework 7.16.10__py3-none-any.whl → 7.16.12__py3-none-any.whl

investing_algorithm_framework/__init__.py

@@ -14,7 +14,7 @@ from .domain import ApiException, combine_backtests, PositionSize, \
     Position, TimeFrame, INDEX_DATETIME, MarketCredential, \
     PortfolioConfiguration, RESOURCE_DIRECTORY, AWS_LAMBDA_LOGGING_CONFIG, \
     Trade, SYMBOLS, RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT, \
-    BacktestDateRange, convert_polars_to_pandas, \
+    BacktestDateRange, convert_polars_to_pandas, BacktestRun, \
     DEFAULT_LOGGING_CONFIG, DataType, DataProvider, \
     TradeStatus, TradeRiskType, generate_backtest_summary_metrics, \
     APPLICATION_DIRECTORY, DataSource, OrderExecutor, PortfolioProvider, \
@@ -189,4 +189,5 @@ __all__ = [
     "get_negative_trades",
     "get_positive_trades",
     "get_number_of_trades",
+    "BacktestRun"
 ]

investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py

@@ -1,33 +1,79 @@
 from enum import Enum
 
 
-default_weights = {
-    # Profitability
-    "total_net_gain": 3.0,
-    "gross_loss": 0.0,
-    "growth": 0.0,
-    "trades_average_return": 0.0,
-
-    # Risk-adjusted returns
-    "sharpe_ratio": 1.0,
-    "sortino_ratio": 1.0,
-    "profit_factor": 1.0,
-
-    # Risk
-    "max_drawdown": -2.0,
-    "max_drawdown_duration": -0.5,
-
-    # Trading activity
-    "number_of_trades": 2.0,
-    "win_rate": 3.0,
-
-    # Exposure
-    "cumulative_exposure": 0.5,
-    "exposure_ratio": 0.0,
-}
-
-
 class BacktestEvaluationFocus(Enum):
+    """
+    Enumeration for backtest evaluation focus areas.
+
+    The available metrics are:
+        - backtest_start_date
+        - backtest_end_date
+        - equity_curve
+        - final_value
+        - total_growth
+        - total_growth_percentage
+        - total_net_gain
+        - total_net_gain_percentage
+        - total_loss
+        - total_loss_percentage
+        - cumulative_return
+        - cumulative_return_series
+        - cagr
+        - sharpe_ratio
+        - rolling_sharpe_ratio
+        - sortino_ratio
+        - calmar_ratio
+        - profit_factor
+        - annual_volatility
+        - monthly_returns
+        - yearly_returns
+        - drawdown_series
+        - max_drawdown
+        - max_drawdown_absolute
+        - max_daily_drawdown
+        - max_drawdown_duration
+        - trades_per_year
+        - trade_per_day
+        - exposure_ratio
+        - cumulative_exposure
+        - best_trade
+        - worst_trade
+        - number_of_positive_trades
+        - percentage_positive_trades
+        - number_of_negative_trades
+        - percentage_negative_trades
+        - average_trade_duration
+        - average_trade_size
+        - average_trade_loss
+        - average_trade_loss_percentage
+        - average_trade_gain
+        - average_trade_gain_percentage
+        - average_trade_return
+        - average_trade_return_percentage
+        - median_trade_return
+        - number_of_trades
+        - number_of_trades_closed
+        - 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
+        - average_monthly_return_losing_months
+        - average_monthly_return_winning_months
+        - best_month
+        - best_year
+        - worst_month
+        - worst_year
+        - total_number_of_days
+        - current_average_trade_gain
+        - current_average_trade_return
+        - current_average_trade_duration
+        - current_average_trade_loss
+    """
     BALANCED = "balanced"
     PROFIT = "profit"
     FREQUENCY = "frequency"
@@ -73,44 +119,124 @@ class BacktestEvaluationFocus(Enum):
             return BacktestEvaluationFocus.from_string(other) == self
 
     def get_weights(self):
-        # default / balanced
-        base = {
-            "total_net_gain": 3.0,
-            "win_rate": 3.0,
-            "number_of_trades": 2.0,
-            "sharpe_ratio": 1.0,
-            "sortino_ratio": 1.0,
-            "profit_factor": 1.0,
-            "max_drawdown": -2.0,
-            "max_drawdown_duration": -0.5,
-            "total_net_loss": 0.0,
-            "total_return": 0.0,
-            "avg_return_per_trade": 0.0,
-            "exposure_factor": 0.5,
-            "exposure_ratio": 0.0,
-            "exposure_time": 0.0,
-        }
-
-        if self != BacktestEvaluationFocus.BALANCED:
-
-            # apply presets
-            if self == BacktestEvaluationFocus.PROFIT:
-                base.update({
-                    "total_net_gain": 3.0,
-                    "win_rate": 2.0,
-                    "number_of_trades": 1.0,
-                })
-            elif self == BacktestEvaluationFocus.FREQUENCY:
-                base.update({
-                    "number_of_trades": 3.0,
-                    "win_rate": 2.0,
-                    "total_net_gain": 2.0,
-                })
-            elif self == BacktestEvaluationFocus.RISK_ADJUSTED:
-                base.update({
-                    "sharpe_ratio": 3.0,
-                    "sortino_ratio": 3.0,
-                    "max_drawdown": -3.0,
-                })
-
-        return base
+        """
+        Get evaluation weights for different focus areas.
+        Returns a dictionary with metric weights where:
+        - Positive weights favor higher values
+        - Negative weights favor lower values (penalties)
+        - Zero weights ignore the metric
+        """
+
+        if self == BacktestEvaluationFocus.BALANCED:
+            return {
+                # Core profitability metrics (moderate weight)
+                "total_net_gain_percentage": 2.0,
+                "cagr": 1.5,
+                "average_trade_return_percentage": 1.0,
+
+                # Risk-adjusted returns (important for balance)
+                "sharpe_ratio": 2.0,
+                "sortino_ratio": 1.5,
+                "calmar_ratio": 1.0,
+                "profit_factor": 1.5,
+
+                # Risk management (penalties for bad metrics)
+                "max_drawdown": -1.5,
+                "max_drawdown_duration": -0.5,
+                "annual_volatility": -0.8,
+
+                # Trading consistency
+                "win_rate": 1.5,
+                "win_loss_ratio": 1.0,
+                "number_of_trades": 0.8,  # Some activity needed
+
+                # Efficiency metrics
+                "exposure_ratio": 0.5,
+                "trades_per_year": 0.3,
+            }
+
+        elif self == BacktestEvaluationFocus.PROFIT:
+            return {
+                # Maximize absolute and relative profits
+                "total_net_gain_percentage": 3.0,
+                "cagr": 2.5,
+                "total_net_gain": 2.0,
+                "average_trade_return_percentage": 1.5,
+                "best_trade": 1.0,
+
+                # Profit consistency
+                "win_rate": 2.0,
+                "profit_factor": 2.0,
+                "percentage_positive_trades": 1.0,
+
+                # Risk secondary (but still important)
+                "sharpe_ratio": 1.0,
+                "max_drawdown": -1.0,
+
+                # Activity level (need some trades)
+                "number_of_trades": 0.5,
+
+                # Monthly/yearly consistency
+                "percentage_winning_months": 0.8,
+                "average_monthly_return": 1.0,
+            }
+
+        elif self == BacktestEvaluationFocus.FREQUENCY:
+            return {
+                # High trading activity with good results
+                "number_of_trades": 3.0,
+                "trades_per_year": 2.5,
+                "exposure_ratio": 2.0,
+
+                # Profitability per trade (scaled for frequency)
+                "average_trade_return_percentage": 2.0,
+                "win_rate": 2.5,
+                "total_net_gain_percentage": 1.5,
+
+                # Consistency across many trades
+                "win_loss_ratio": 1.5,
+                "percentage_positive_trades": 1.0,
+
+                # Risk management for frequent trading
+                "max_drawdown": -1.5,
+                "sharpe_ratio": 1.0,
+                "profit_factor": 1.2,
+
+                # Duration efficiency
+                "average_trade_duration": -0.3,  # Prefer shorter trades
+            }
+
+        elif self == BacktestEvaluationFocus.RISK_ADJUSTED:
+            return {
+                # Risk-adjusted performance metrics (highest priority)
+                "sharpe_ratio": 3.0,
+                "sortino_ratio": 2.5,
+                "calmar_ratio": 2.0,
+
+                # Risk management (strong penalties)
+                "max_drawdown": -3.0,
+                "max_drawdown_duration": -1.5,
+                "annual_volatility": -2.0,
+                "worst_trade": -1.0,
+
+                # Consistent performance
+                "win_rate": 2.0,
+                "win_loss_ratio": 1.5,
+                "percentage_winning_months": 1.5,
+
+                # Stable returns
+                "average_trade_return_percentage": 1.5,
+                "total_net_gain_percentage": 1.0,
+                "profit_factor": 1.8,
+
+                # Reasonable activity
+                "number_of_trades": 0.5,
+
+                # Downside protection
+                "average_trade_loss_percentage": -1.0,
+                "percentage_negative_trades": -1.0,
+            }
+
+        # Fallback to balanced if unknown focus
+        return self.get_weights() \
+            if self != BacktestEvaluationFocus.BALANCED else {}

investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py

@@ -150,23 +150,24 @@ class PortfolioSnapshot(BaseModel):
         if datetime_format is not None:
             created_at = self.created_at.strftime(datetime_format) \
                 if self.created_at else None
-
         else:
             created_at = self.created_at.strftime(DEFAULT_DATETIME_FORMAT)
 
         return {
-            "metadata": self.metadata,
-            "portfolio_id": self.portfolio_id,
-            "trading_symbol": self.trading_symbol,
-            "pending_value": self.pending_value,
-            "unallocated": self.unallocated,
-            "total_net_gain": self.total_net_gain,
-            "total_revenue": self.total_revenue,
-            "total_cost": self.total_cost,
-            "cash_flow": self.cash_flow,
-            "net_size": self.net_size,
-            "created_at": created_at,
-            "total_value": self.total_value,
+            "metadata": self.metadata if self.metadata else {},
+            "portfolio_id": self.portfolio_id if self.portfolio_id else "",
+            "trading_symbol": self.trading_symbol
+            if self.trading_symbol else "",
+            "pending_value": self.pending_value if self.pending_value else 0.0,
+            "unallocated": self.unallocated if self.unallocated else 0.0,
+            "total_net_gain": self.total_net_gain
+            if self.total_net_gain else 0.0,
+            "total_revenue": self.total_revenue if self.total_revenue else 0.0,
+            "total_cost": self.total_cost if self.total_cost else 0.0,
+            "cash_flow": self.cash_flow if self.cash_flow else 0.0,
+            "net_size": self.net_size if self.net_size else 0.0,
+            "created_at": created_at if created_at else "",
+            "total_value": self.total_value if self.total_value else 0.0,
         }
 
     @staticmethod

investing_algorithm_framework/domain/models/trade/trade.py

@@ -283,14 +283,14 @@ class Trade(BaseModel):
             "trading_symbol": self.trading_symbol,
             "status": self.status,
             "amount": self.amount,
-            "remaining": self.remaining,
+            "remaining": self.remaining if self.remaining is not None else 0,
             "open_price": self.open_price,
             "last_reported_price": self.last_reported_price,
             "opened_at": opened_at,
             "closed_at": closed_at,
             "updated_at": updated_at,
-            "net_gain": self.net_gain,
-            "cost": self.cost,
+            "net_gain": self.net_gain if self.net_gain is not None else 0,
+            "cost": self.cost if self.cost is not None else 0,
             "stop_losses": [
                 stop_loss.to_dict(datetime_format=datetime_format)
                 for stop_loss in self.stop_losses

investing_algorithm_framework/services/backtesting/backtest_service.py

@@ -165,13 +165,19 @@ class BacktestService:
             portfolio_configurations = []
             portfolio_configurations.append(
                 PortfolioConfiguration(
+                    identifier="vector_backtest",
                     market=market,
                     trading_symbol=trading_symbol,
                     initial_balance=initial_amount
                 )
             )
 
+        portfolio_configuration = portfolio_configurations[0]
+
         trading_symbol = portfolio_configurations[0].trading_symbol
+        portfolio = Portfolio.from_portfolio_configuration(
+            portfolio_configuration
+        )
 
         # Load vectorized backtest data
         data = self._data_provider_service.get_vectorized_backtest_data(
@@ -188,7 +194,9 @@ class BacktestService:
         index = pd.Index([])
 
         most_granular_ohlcv_data_source = \
-            self._get_most_granular_ohlcv_data_source(strategy.data_sources)
+            BacktestService.get_most_granular_ohlcv_data_source(
+                strategy.data_sources
+            )
         most_granular_ohlcv_data = self._data_provider_service.get_ohlcv_data(
                 symbol=most_granular_ohlcv_data_source.symbol,
                 start_date=backtest_date_range.start_date,
@@ -212,6 +220,8 @@ class BacktestService:
         granular_ohlcv_data_order_by_symbol = {}
         snapshots = [
             PortfolioSnapshot(
+                trading_symbol=trading_symbol,
+                portfolio_id=portfolio.identifier,
                 created_at=backtest_date_range.start_date,
                 unallocated=initial_amount,
                 total_value=initial_amount,
@@ -268,6 +278,11 @@ class BacktestService:
             # Trade generation
             last_trade = None
 
+            # Align signals with most granular OHLCV data
+            close = df["Close"].reindex(index, method='ffill')
+            buy_signal = buy_signals[symbol].reindex(index, fill_value=False)
+            sell_signal = sell_signals[symbol].reindex(index, fill_value=False)
+
             # Loop over all timestamps in the backtest
             for i in range(len(index)):
 
@@ -341,7 +356,7 @@ class BacktestService:
                         {
                             "orders": trade_orders,
                             "closed_at": current_date,
-                            "trade_status": TradeStatus.CLOSED,
+                            "status": TradeStatus.CLOSED,
                             "updated_at": current_date,
                             "net_gain": net_gain_val
                         }
@@ -387,6 +402,7 @@ class BacktestService:
             # total_net_gain = total_value - initial_amount
             snapshots.append(
                 PortfolioSnapshot(
+                    portfolio_id=portfolio.identifier,
                     created_at=interval_datetime,
                     unallocated=unallocated,
                     total_value=unallocated + allocated,
@@ -575,7 +591,7 @@ class BacktestService:
         )
 
     @staticmethod
-    def _get_most_granular_ohlcv_data_source(data_sources):
+    def get_most_granular_ohlcv_data_source(data_sources):
         """
         Get the most granular data source from a list of data sources.
 

investing_algorithm_framework/services/metrics/win_rate.py

@@ -55,6 +55,7 @@ def get_win_rate(trades: List[Trade]) -> float:
     trades = [
         trade for trade in trades if TradeStatus.CLOSED.equals(trade.status)
     ]
+    print(len(trades))
     positive_trades = sum(1 for trade in trades if trade.net_gain > 0)
     total_trades = len(trades)
 

{investing_algorithm_framework-7.16.10.dist-info → investing_algorithm_framework-7.16.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.10
+Version: 7.16.12
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.10.dist-info → investing_algorithm_framework-7.16.12.dist-info}/RECORD

@@ -1,4 +1,4 @@
-investing_algorithm_framework/__init__.py,sha256=UwHvSZuc4UnjRY7MD4LqaZQFhMl1uiTJXqI8kkvikug,6826
+investing_algorithm_framework/__init__.py,sha256=rYv3eJDD0QbOPXCvK-Ye8oml63MYM_QLqXrt6vFpHk8,6857
 investing_algorithm_framework/app/__init__.py,sha256=x683g8hvp5yERywt0CFWLavMcTDnCwVVUW_g3o5kyOc,1539
 investing_algorithm_framework/app/algorithm/__init__.py,sha256=-a9o9bTfAhW9qSW-bKvlLQuMCf-YXxIztudo2TxMjCI,136
 investing_algorithm_framework/app/algorithm/algorithm.py,sha256=v8AZZ7hr5ZKJbavk242xCUpGHv3mKZ4sqfGV7BwPgdU,6854
@@ -86,7 +86,7 @@ investing_algorithm_framework/domain/__init__.py,sha256=PASQlRGcU_MDIwnLppanXGo-
 investing_algorithm_framework/domain/backtesting/__init__.py,sha256=q-NejGHzE233w5jXPhSsuLpBZ_yl3m-qb2g6FnxZaps,699
 investing_algorithm_framework/domain/backtesting/backtest.py,sha256=mS7JdPTXhw5AQrQ-krXWtpNsBbVVYkxc1lBSoPhCqoQ,15617
 investing_algorithm_framework/domain/backtesting/backtest_date_range.py,sha256=e_V7HMdtln4uu87jwwa_Yr7ZesgrpFqsEqtr0e0DTto,3186
-investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py,sha256=ZGfJm-zjsWudQMOdYKfW_2T7K3SBy-JjaMoJp9zijWE,3010
+investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py,sha256=D__3I_TSxDVnGtlddmWt4wHcqut8MGyYMf1IfQZXYJ0,7547
 investing_algorithm_framework/domain/backtesting/backtest_metrics.py,sha256=HR0bEDT3xh-TQq50PLDcKhYggjtnE-JTRuY2TlXz54w,19552
 investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py,sha256=8JXdu3EgFh2f2Yc41OYwIBwlYtjFiumyAJUrN5kL078,6703
 investing_algorithm_framework/domain/backtesting/backtest_run.py,sha256=ffQgilEkyixGrGvKeCZF670OPoY3ljixlgsXPajHpZY,14310
@@ -115,7 +115,7 @@ investing_algorithm_framework/domain/models/order/order_type.py,sha256=d0TkR5hjZ
 investing_algorithm_framework/domain/models/portfolio/__init__.py,sha256=gMMZG6Owvbsq7jL9PhhRbqV8tM9oebGUY8Yc6zedHj4,230
 investing_algorithm_framework/domain/models/portfolio/portfolio.py,sha256=xUUk9mEwuJLhDPpA6nVmY6AZtFjA1bHrye0mTbAmgUs,5503
 investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py,sha256=EX3RXeAEGqwZj5oXVCsaYSP7TysRTqLL_9iu5ViW8gE,2737
-investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py,sha256=MubaXZrLvIBF82vStYe1VOs5E1Bmde3CzmvGmT1Tow0,6538
+investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py,sha256=w8-nyhGC4ZZzvNv31MkuGGcRQhVsKD2uSknGxVpNSP0,6901
 investing_algorithm_framework/domain/models/position/__init__.py,sha256=Iv4-DUwgwf521P5qCu6R3WSVZxPeEtGoHP8WsS3qNUU,123
 investing_algorithm_framework/domain/models/position/position.py,sha256=MSE1hHowJEUF9ljjSeUnvMLU0eLy1gdL6P7cwExzwZM,1575
 investing_algorithm_framework/domain/models/position/position_snapshot.py,sha256=BpMhUTn--oUVXQHi62uOb4Ac7yuBwHW3iUCFpBPOtW0,1131
@@ -127,7 +127,7 @@ investing_algorithm_framework/domain/models/time_unit.py,sha256=dCi1lcVK-QGlOt6y
 investing_algorithm_framework/domain/models/tracing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 investing_algorithm_framework/domain/models/tracing/trace.py,sha256=iAVEN102-y_7Wj9Qg7kdti8-2I63Y8UG0SF3V2pkHj8,699
 investing_algorithm_framework/domain/models/trade/__init__.py,sha256=2hX5zmAodsEuFeFghsQhinNobXVuc4oYcMeczY2sbsc,308
-investing_algorithm_framework/domain/models/trade/trade.py,sha256=lsiBYs_cJKrSCoprag6hhhL9uGmgi--hBycIPXMLGHM,12855
+investing_algorithm_framework/domain/models/trade/trade.py,sha256=CAOhDEdX6Ot3PlpFWm8kJP47G4t1ceY9hNWhZK-s1D0,12960
 investing_algorithm_framework/domain/models/trade/trade_risk_type.py,sha256=f-1bOc2GkdphPL3ewPzgsZ5OLX2_fc2e1DVARDl1RRc,839
 investing_algorithm_framework/domain/models/trade/trade_status.py,sha256=9b5QDwg8vsu_iRtGWatJ1rJFubjIWslKHTG3cK0zVQ4,1004
 investing_algorithm_framework/domain/models/trade/trade_stop_loss.py,sha256=B9mBALaqOu2VI9v_PTv6C2ZrP6afTEi7seBD8kZi7bw,10366
@@ -202,7 +202,7 @@ investing_algorithm_framework/infrastructure/services/azure/__init__.py,sha256=P
 investing_algorithm_framework/infrastructure/services/azure/state_handler.py,sha256=EUk4PdVl6RQ19DuWdrC4DzgOhGcL3qiZKWgWh_obT4E,5240
 investing_algorithm_framework/services/__init__.py,sha256=9p0Y2enp6UMOlU4qJgVoojHBRARLGefNzbPxgSCN0wI,4999
 investing_algorithm_framework/services/backtesting/__init__.py,sha256=sD6JMQVuUT8NRKV77VC9jyGnHcGox0W2n9eA-4ydeHY,84
-investing_algorithm_framework/services/backtesting/backtest_service.py,sha256=wT2FqRCnv9HUREvTV6b9sHAZRlJ3go3FtAqfwHTwxB8,23427
+investing_algorithm_framework/services/backtesting/backtest_service.py,sha256=cH_LOvDxkPI9rp8ic1eqGqtWYo7EW60nZEfBYwJ50jI,24112
 investing_algorithm_framework/services/configuration_service.py,sha256=BCgiBlrLjMjfU4afmjYaHu9gOWNmgaxhf6RBN2XJkw0,2853
 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
@@ -230,7 +230,7 @@ investing_algorithm_framework/services/metrics/treynor_ratio.py,sha256=47DEQpj8H
 investing_algorithm_framework/services/metrics/ulcer.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 investing_algorithm_framework/services/metrics/value_at_risk.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 investing_algorithm_framework/services/metrics/volatility.py,sha256=LzeNEkjXrUzzYSWlO8MffJKgFAXY3aaxIH9w4QQKYsc,3275
-investing_algorithm_framework/services/metrics/win_rate.py,sha256=9SXI6E7JS7XQY3qVwARhr-Wti2ZKfd1n3yNXxGL1hIY,5794
+investing_algorithm_framework/services/metrics/win_rate.py,sha256=38QK0fFPKs_93PBpdXy48W03Z6eidh_FqTiW9WmAH8g,5817
 investing_algorithm_framework/services/order_service/__init__.py,sha256=B-9kb7AWnMHCYkT3C7lvUADPWC8uP8cg6ymj3Ngabf0,242
 investing_algorithm_framework/services/order_service/order_backtest_service.py,sha256=20rVRGSX1IRVRrjCgnM3H7gg4MGZdQconJ9tEE_pZzg,6534
 investing_algorithm_framework/services/order_service/order_executor_lookup.py,sha256=QNZr-EiKofPGgYHHBESfxdMXGuLOAT8BlufHx92LkoM,3601
@@ -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-7.16.10.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.16.10.dist-info/METADATA,sha256=Wz5Zrf7mgMTWQWmll1ll1RrU1rTiBvhzRnXfIQuIpaI,19636
-investing_algorithm_framework-7.16.10.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.16.10.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.16.10.dist-info/RECORD,,
+investing_algorithm_framework-7.16.12.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.16.12.dist-info/METADATA,sha256=eV3a_dZKKHOgbjHf3JY8Mz-qEP14NvvqBY3Fio5eO6c,19636
+investing_algorithm_framework-7.16.12.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.16.12.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.16.12.dist-info/RECORD,,