investing-algorithm-framework 7.16.16__py3-none-any.whl → 7.16.18__py3-none-any.whl

investing_algorithm_framework/domain/backtesting/backtest_metrics.py

@@ -286,6 +286,8 @@ class BacktestMetrics:
             "average_trade_duration": self.average_trade_duration,
             "average_trade_size": self.average_trade_size,
             "number_of_trades": self.number_of_trades,
+            "number_of_trades_closed": self.number_of_trades_closed,
+            "number_of_trades_opened": self.number_of_trades_opened,
             "win_rate": self.win_rate,
             "win_loss_ratio": self.win_loss_ratio,
             "percentage_winning_months": self.percentage_winning_months,

investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py

@@ -83,6 +83,7 @@ class BacktestSummaryMetrics:
     win_rate: float = None
     win_loss_ratio: float = None
     number_of_trades: int = None
+    number_of_trades_closed: int = None
     cumulative_exposure: float = None
     exposure_ratio: float = None
 
@@ -124,6 +125,7 @@ class BacktestSummaryMetrics:
             "win_rate": self.win_rate,
             "win_loss_ratio": self.win_loss_ratio,
             "number_of_trades": self.number_of_trades,
+            "number_of_trades_closed": self.number_of_trades_closed,
             "cumulative_exposure": self.cumulative_exposure,
             "exposure_ratio": self.exposure_ratio,
         }

investing_algorithm_framework/domain/backtesting/combine_backtests.py

@@ -192,6 +192,10 @@ def generate_backtest_summary_metrics(
         b.number_of_trades for b in backtest_metrics
         if b.number_of_trades is not None
     )
+    number_of_trades_closed = sum(
+        b.number_of_trades_closed for b in backtest_metrics
+        if b.number_of_trades_closed is not None
+    )
     cumulative_exposure = safe_weighted_mean(
         [b.cumulative_exposure for b in backtest_metrics],
         [b.total_number_of_days for b in backtest_metrics]
@@ -249,6 +253,7 @@ def generate_backtest_summary_metrics(
         win_rate=win_rate,
         win_loss_ratio=win_loss_ratio,
         number_of_trades=number_of_trades,
+        number_of_trades_closed=number_of_trades_closed,
         cumulative_exposure=cumulative_exposure,
         exposure_ratio=exposure_ratio,
         average_trade_return=average_trade_return,
@@ -258,18 +263,3 @@ def generate_backtest_summary_metrics(
         average_trade_gain=average_trade_gain,
         average_trade_gain_percentage=average_trade_gain_percentage
     )
-
-
-def create_backtest_summary_metrics(
-    backtest_metrics: List[BacktestMetrics]
-) -> BacktestSummaryMetrics:
-    """
-    Create a combined BacktestSummaryMetrics from multiple backtests.
-
-    Args:
-        backtest_metrics (List[BacktestMetrics]): List of BacktestMetrics
-            instances.
-
-    Returns:
-        BacktestSummaryMetrics: Combined summary metrics.
-    """

{investing_algorithm_framework-7.16.16.dist-info → investing_algorithm_framework-7.16.18.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.16
+Version: 7.16.18
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.16.dist-info → investing_algorithm_framework-7.16.18.dist-info}/RECORD

@@ -87,11 +87,11 @@ investing_algorithm_framework/domain/backtesting/__init__.py,sha256=q-NejGHzE233
 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=D__3I_TSxDVnGtlddmWt4wHcqut8MGyYMf1IfQZXYJ0,7547
-investing_algorithm_framework/domain/backtesting/backtest_metrics.py,sha256=HR0bEDT3xh-TQq50PLDcKhYggjtnE-JTRuY2TlXz54w,19552
+investing_algorithm_framework/domain/backtesting/backtest_metrics.py,sha256=Azg1VsoeQPbvaDJPp7efNsyRdWjnJ24DripizjnOG2s,19690
 investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py,sha256=8JXdu3EgFh2f2Yc41OYwIBwlYtjFiumyAJUrN5kL078,6703
 investing_algorithm_framework/domain/backtesting/backtest_run.py,sha256=ffQgilEkyixGrGvKeCZF670OPoY3ljixlgsXPajHpZY,14310
-investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py,sha256=BupJ1WKiqdZTe3CEPjHJ7j0Bg-eeJcTE29kKkVvZ1y0,6686
-investing_algorithm_framework/domain/backtesting/combine_backtests.py,sha256=JjqlAu6ae565s-ccjHY1SdHgz0vc22g1awFYBdbpacM,9726
+investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py,sha256=OUZPh9uYPxorb45vlkrt5Sc2unx2hSzGmzqDrEu3w-I,6795
+investing_algorithm_framework/domain/backtesting/combine_backtests.py,sha256=WLegkqPGiVGdw_XBTRLPZkRouXOij-ftnX_QcbRj8ZY,9555
 investing_algorithm_framework/domain/config.py,sha256=_VkaJvrdqIKAT3_l-Y8XTEKNEaw5uVIwQ7vxomuCpUw,3003
 investing_algorithm_framework/domain/constants.py,sha256=-ZU0z1DSgJaUQvkp_ELZslqD0D-scASz7uhdXRbR8Tc,2610
 investing_algorithm_framework/domain/data_provider.py,sha256=PJPbG6qWbHoGqJskVX8oCB-1FKdf67AZ21eDjcmSNGc,10739
@@ -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-7.16.16.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.16.16.dist-info/METADATA,sha256=bUNbBjEOkm-7hSahusMumxbpH9RLqaGW_zQivaCbRIs,19636
-investing_algorithm_framework-7.16.16.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.16.16.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.16.16.dist-info/RECORD,,
+investing_algorithm_framework-7.16.18.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.16.18.dist-info/METADATA,sha256=S6e185_nML_JbCxlRiHeMAmVG6anxABPrqMTE47jrP8,19636
+investing_algorithm_framework-7.16.18.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.16.18.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.16.18.dist-info/RECORD,,