investing-algorithm-framework 7.16.14__py3-none-any.whl → 7.16.15__py3-none-any.whl

investing_algorithm_framework/domain/models/trade/trade.py

@@ -342,7 +342,7 @@ class Trade(BaseModel):
                 Order.from_dict(order)
                 for order in data["orders"]
             ]
-
+        print(data)
         return Trade(
             id=data.get("id", None),
             orders=orders,
@@ -357,7 +357,7 @@ class Trade(BaseModel):
             remaining=data.get("remaining", 0),
             net_gain=data.get("net_gain", 0),
             last_reported_price=data.get("last_reported_price"),
-            status=data["status"],
+            status=TradeStatus.from_value(data["status"]).value,
             cost=data.get("cost", 0),
             updated_at=updated_at,
             stop_losses=stop_losses,

investing_algorithm_framework/services/backtesting/backtest_service.py

@@ -410,6 +410,16 @@ class BacktestService:
                 )
             )
 
+        unique_symbols = set()
+        for trade in trades:
+            unique_symbols.add(trade.target_symbol)
+
+        number_of_trades_closed = len(
+            [t for t in trades if TradeStatus.CLOSED.equals(t.status)]
+        )
+        number_of_trades_open = len(
+            [t for t in trades if TradeStatus.OPEN.equals(t.status)]
+        )
         # Create a backtest run object
         run = BacktestRun(
             trading_symbol=trading_symbol,
@@ -423,6 +433,14 @@ class BacktestService:
             backtest_start_date=backtest_date_range.start_date,
             backtest_end_date=backtest_date_range.end_date,
             backtest_date_range_name=backtest_date_range.name,
+            number_of_days=(
+                backtest_date_range.end_date - backtest_date_range.end_date
+            ).days,
+            number_of_trades=len(trades),
+            number_of_orders=len(orders),
+            number_of_trades_closed=number_of_trades_closed,
+            number_of_trades_open=number_of_trades_open,
+            number_of_positions=len(unique_symbols),
             symbols=list(buy_signals.keys())
         )
 

investing_algorithm_framework/services/metrics/win_rate.py

@@ -52,9 +52,13 @@ def get_win_rate(trades: List[Trade]) -> float:
     Returns:
         float: The win rate as a percentage (e.g., o.75 for 75% win rate).
     """
+    for trade in trades:
+        print(trade.status)
+
     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-7.16.14.dist-info → investing_algorithm_framework-7.16.15.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.14
+Version: 7.16.15
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.14.dist-info → investing_algorithm_framework-7.16.15.dist-info}/RECORD

@@ -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=bL1n4h354VH-UunT7MmOAJoktMOzDZrZftPhlBwh1U4,13061
+investing_algorithm_framework/domain/models/trade/trade.py,sha256=lAWQJVSea-tKq4fNEuBpiEKcoZYn_DH-mAnq0PrzKSg,13110
 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=cH_LOvDxkPI9rp8ic1eqGqtWYo7EW60nZEfBYwJ50jI,24112
+investing_algorithm_framework/services/backtesting/backtest_service.py,sha256=rWxOxAXhuywb0jx_j0XVChKBPU3CUV4vYF0T7oTtG2E,24841
 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=P2IMVUsCQATHBmShthks8P2Nz7OB1fSTud7gM52EgWU,5871
 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-7.16.14.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.16.14.dist-info/METADATA,sha256=Mc8nld7tD7PQ9reN4fHJ_yYBRnRIUVjgT-hbjIrjzOQ,19636
-investing_algorithm_framework-7.16.14.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.16.14.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.16.14.dist-info/RECORD,,
+investing_algorithm_framework-7.16.15.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.16.15.dist-info/METADATA,sha256=p6OKKR-jE6WF4Ry_Q2pmxwTZl_jOeAzuX958e5XJwKo,19636
+investing_algorithm_framework-7.16.15.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.16.15.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.16.15.dist-info/RECORD,,