investing-algorithm-framework 7.16.17__py3-none-any.whl → 7.16.19__py3-none-any.whl

investing_algorithm_framework/domain/backtesting/backtest_metrics.py

@@ -104,8 +104,12 @@ class BacktestMetrics:
             still open at the end of the backtest.
         win_rate (float): The win rate of the trades, expressed
             as a percentage.
+        current_win_rate (float): The current win rate of the trades,
+            including open trades.
         win_loss_ratio (float): The ratio of winning trades
             to losing trades.
+        current_win_loss_ratio (float): The current ratio of winning
+            trades to losing trades, including open trades.
         percentage_winning_months (float): The percentage of months
             with positive returns.
         percentage_winning_years (float): The percentage of years with
@@ -193,7 +197,9 @@ class BacktestMetrics:
     number_of_trades_opened: int = 0
     number_of_trades_open_at_end: int = 0
     win_rate: float = 0.0
+    current_win_rate: float = 0.0
     win_loss_ratio: float = 0.0
+    current_win_loss_ratio: float = 0.0
     percentage_winning_months: float = 0.0
     percentage_winning_years: float = 0.0
     average_monthly_return: float = 0.0
@@ -286,8 +292,12 @@ 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,
+            "current_win_rate": self.current_win_rate,
             "win_loss_ratio": self.win_loss_ratio,
+            "current_win_loss_ratio": self.current_win_loss_ratio,
             "percentage_winning_months": self.percentage_winning_months,
             "percentage_winning_years": self.percentage_winning_years,
             "average_monthly_return": self.average_monthly_return,

{investing_algorithm_framework-7.16.17.dist-info → investing_algorithm_framework-7.16.19.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.17
+Version: 7.16.19
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.17.dist-info → investing_algorithm_framework-7.16.19.dist-info}/RECORD

@@ -87,7 +87,7 @@ 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=gfiuNhT15UpY5l02onknf7D5wHJfeUKodlnG9FV5I1E,20120
 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=OUZPh9uYPxorb45vlkrt5Sc2unx2hSzGmzqDrEu3w-I,6795
@@ -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-7.16.17.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.16.17.dist-info/METADATA,sha256=ZnSJfpRXP0z-_feicERH_ow4vphAUYQWdtvCcgy_eEY,19636
-investing_algorithm_framework-7.16.17.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.16.17.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.16.17.dist-info/RECORD,,
+investing_algorithm_framework-7.16.19.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.16.19.dist-info/METADATA,sha256=rSp7ArkSXNK46vN_dmN-lhPCaIX32LFbo4ShWzgaWwg,19636
+investing_algorithm_framework-7.16.19.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.16.19.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.16.19.dist-info/RECORD,,