investing-algorithm-framework 7.16.14__tar.gz → 7.16.15__tar.gz

{investing_algorithm_framework-7.16.14 → investing_algorithm_framework-7.16.15}/PKG-INFO

@@ -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 → investing_algorithm_framework-7.16.15}/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-7.16.14 → investing_algorithm_framework-7.16.15}/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-7.16.14 → investing_algorithm_framework-7.16.15}/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 → investing_algorithm_framework-7.16.15}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v7.16.14"
+version = "v7.16.15"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"