investing-algorithm-framework 7.16.20__py3-none-any.whl → 7.18.0__py3-none-any.whl

investing_algorithm_framework/__init__.py

@@ -1,9 +1,9 @@
 from .app import App, Algorithm, \
     TradingStrategy, StatelessAction, Task, AppHook, Context, \
-    add_html_report, BacktestReport, \
+    add_html_report, BacktestReport, save_backtests_to_directory, \
     pretty_print_trades, pretty_print_positions, \
     pretty_print_orders, pretty_print_backtest, select_backtest_date_ranges, \
-    get_equity_curve_with_drawdown_chart, \
+    get_equity_curve_with_drawdown_chart, load_backtests_from_directory, \
     get_rolling_sharpe_ratio_chart, rank_results, \
     get_monthly_returns_heatmap_chart, create_weights, \
     get_yearly_returns_bar_chart, get_entry_and_exit_signals, \
@@ -189,5 +189,7 @@ __all__ = [
     "get_negative_trades",
     "get_positive_trades",
     "get_number_of_trades",
-    "BacktestRun"
+    "BacktestRun",
+    "load_backtests_from_directory",
+    "save_backtests_to_directory"
 ]

investing_algorithm_framework/app/__init__.py

@@ -14,7 +14,7 @@ from .reporting import add_html_report, \
     get_yearly_returns_bar_chart, get_equity_curve_chart, \
     get_ohlcv_data_completeness_chart, get_entry_and_exit_signals
 from .analysis import select_backtest_date_ranges, rank_results, \
-    create_weights
+    create_weights, load_backtests_from_directory, save_backtests_to_directory
 
 
 __all__ = [
@@ -41,5 +41,7 @@ __all__ = [
     "rank_results",
     "create_weights",
     "get_entry_and_exit_signals",
-    "get_equity_curve_chart"
+    "get_equity_curve_chart",
+    "load_backtests_from_directory",
+    "save_backtests_to_directory"
 ]

investing_algorithm_framework/app/analysis/__init__.py

@@ -1,11 +1,15 @@
 from .backtest_data_ranges import select_backtest_date_ranges
 from .ranking import rank_results, create_weights, combine_backtest_metrics
 from .permutation import create_ohlcv_permutation
+from .backtest_utils import load_backtests_from_directory, \
+    save_backtests_to_directory
 
 __all__ = [
     "select_backtest_date_ranges",
     "rank_results",
     "create_weights",
     "create_ohlcv_permutation",
-    "combine_backtest_metrics"
+    "combine_backtest_metrics",
+    "load_backtests_from_directory",
+    "save_backtests_to_directory"
 ]

investing_algorithm_framework/app/analysis/backtest_utils.py

@@ -0,0 +1,80 @@
+import os
+from pathlib import Path
+from typing import List, Union
+from logging import getLogger
+from random import Random
+
+from investing_algorithm_framework.domain import Backtest
+
+
+logger = getLogger("investing_algorithm_framework")
+
+
+def save_backtests_to_directory(
+    backtests: List[Backtest],
+    directory_path: Union[str, Path]
+) -> None:
+    """
+    Saves a list of Backtest objects to the specified directory.
+
+    Args:
+        backtests (List[Backtest]): List of Backtest objects to save.
+        directory_path (str): Path to the directory where backtests
+            will be saved.
+
+    Returns:
+        None
+    """
+
+    if not os.path.exists(directory_path):
+        os.makedirs(directory_path)
+
+    for backtest in backtests:
+        # Check if there is an ID in the backtest metadata
+        backtest_id = backtest.metadata.get('id')
+
+        if backtest_id is None:
+            logger.warning(
+                "Backtest is missing 'id' in metadata. "
+                "Generating a random ID as name for backtest file."
+            )
+            backtest_id = str(Random().randint(100000, 999999))
+
+        backtest.save(os.path.join(directory_path, backtest_id))
+
+
+def load_backtests_from_directory(
+    directory_path: Union[str, Path]
+) -> List[Backtest]:
+    """
+    Loads Backtest objects from the specified directory.
+
+    Args:
+        directory_path (str): Path to the directory from which backtests
+            will be loaded.
+
+    Returns:
+        List[Backtest]: List of loaded Backtest objects.
+    """
+
+    backtests = []
+
+    if not os.path.exists(directory_path):
+        logger.warning(
+            f"Directory {directory_path} does not exist. "
+            "No backtests loaded."
+        )
+        return backtests
+
+    for file_name in os.listdir(directory_path):
+        file_path = os.path.join(directory_path, file_name)
+
+        try:
+            backtest = Backtest.open(file_path)
+            backtests.append(backtest)
+        except Exception as e:
+            logger.error(
+                f"Failed to load backtest from {file_path}: {e}"
+            )
+
+    return backtests

investing_algorithm_framework/app/app.py

@@ -801,6 +801,7 @@ class App:
         show_progress: bool = True,
         market: Optional[str] = None,
         trading_symbol: Optional[str] = None,
+        continue_on_error: bool = False,
     ) -> List[Backtest]:
         """
         Run vectorized backtests for a set of strategies. The provided
@@ -848,6 +849,10 @@ class App:
             trading_symbol (str): The trading symbol to use for the backtest.
                 This is used to create a portfolio configuration if no
                 portfolio configuration is provided in the strategy.
+            continue_on_error (bool): Whether to continue running other
+                backtests if an error occurs in one of the backtests. If set
+                to True, the backtest will return an empty Backtest instance
+                in case of an error. If set to False, the error will be raised.
 
         Returns:
             List[Backtest]: List of Backtest instances for each strategy
@@ -956,7 +961,8 @@ class App:
         show_data_initialization_progress: bool = True,
         initial_amount: float = None,
         market: str = None,
-        trading_symbol: str = None
+        trading_symbol: str = None,
+        continue_on_error: bool = False,
     ) -> Backtest:
         """
         Run vectorized backtests for a strategy. The provided
@@ -1008,6 +1014,10 @@ class App:
                 that the portfolio will start with. If not provided,
                 the initial amount from the portfolio configuration will
                 be used.
+            continue_on_error (bool): Whether to continue running other
+                backtests if an error occurs in one of the backtests. If set
+                to True, the backtest will return an empty Backtest instance
+                in case of an error. If set to False, the error will be raised.
 
         Returns:
             Backtest: Instance of Backtest
@@ -1040,21 +1050,35 @@ class App:
 
         backtest_service = self.container.backtest_service()
         backtest_service.validate_strategy_for_vector_backtest(strategy)
-        run = backtest_service.create_vector_backtest(
-            strategy=strategy,
-            backtest_date_range=backtest_date_range,
-            risk_free_rate=risk_free_rate,
-            market=market,
-            trading_symbol=trading_symbol,
-            initial_amount=initial_amount
-        )
-        backtest = Backtest(
-            backtest_runs=[run],
-            risk_free_rate=risk_free_rate,
-            backtest_summary=generate_backtest_summary_metrics(
-                [run.backtest_metrics]
+
+        try:
+            run = backtest_service.create_vector_backtest(
+                strategy=strategy,
+                backtest_date_range=backtest_date_range,
+                risk_free_rate=risk_free_rate,
+                market=market,
+                trading_symbol=trading_symbol,
+                initial_amount=initial_amount
             )
-        )
+            backtest = Backtest(
+                backtest_runs=[run],
+                risk_free_rate=risk_free_rate,
+                backtest_summary=generate_backtest_summary_metrics(
+                    [run.backtest_metrics]
+                )
+            )
+        except Exception as e:
+            logger.error(
+                f"Error occurred during vector backtest for strategy "
+                f"{strategy.strategy_id}: {str(e)}"
+            )
+            if continue_on_error:
+                backtest = Backtest(
+                    backtest_runs=[],
+                    risk_free_rate=risk_free_rate,
+                )
+            else:
+                raise e
 
         # Add the metadata to the backtest
         if metadata is None:

investing_algorithm_framework/domain/backtesting/backtest.py

@@ -14,6 +14,7 @@ from .backtest_run import BacktestRun
 from .backtest_permutation_test import BacktestPermutationTest
 from .backtest_date_range import BacktestDateRange
 from .backtest_summary_metrics import BacktestSummaryMetrics
+from .combine_backtests import generate_backtest_summary_metrics
 
 
 logger = getLogger(__name__)
@@ -177,13 +178,19 @@ class Backtest:
         }
 
     @staticmethod
-    def open(directory_path: Union[str, Path]) -> 'Backtest':
+    def open(
+        directory_path: Union[str, Path],
+        backtest_date_ranges: List[BacktestDateRange] = None
+    ) -> 'Backtest':
         """
         Open a backtest report from a directory and return a Backtest instance.
 
         Args:
             directory_path (str): The path to the directory containing the
                 backtest report files.
+            backtest_date_ranges (List[BacktestDateRange], optional): A list of
+                date ranges to filter the backtest runs. If provided, only
+                backtest runs matching these date ranges will be loaded.
 
         Returns:
             Backtest: An instance of Backtest with the loaded metrics
@@ -214,13 +221,59 @@ class Backtest:
                 except json.JSONDecodeError as e:
                     logger.error(f"Error decoding id JSON: {e}")
                     id = None
-        # Load combined backtest metrics if available
 
-        summary_file = os.path.join(directory_path, "summary.json")
+        # Load all backtest runs
+        runs_dir = os.path.join(directory_path, "runs")
+
+        if os.path.isdir(runs_dir):
+            for dir_name in os.listdir(runs_dir):
+                run_path = os.path.join(runs_dir, dir_name)
+                if os.path.isdir(run_path):
+
+                    if backtest_date_ranges is not None:
+                        temp_run = BacktestRun.open(run_path)
+                        match_found = False
+
+                        for date_range in backtest_date_ranges:
+                            if (
+                                temp_run.backtest_start_date ==
+                                date_range.start_date and
+                                temp_run.backtest_end_date ==
+                                date_range.end_date
+                            ):
+
+                                if date_range.name is not None:
+                                    if (
+                                        temp_run.backtest_date_range_name ==
+                                        date_range.name
+                                    ):
+                                        match_found = True
+                                        break
+                                else:
+                                    match_found = True
+                                    break
+
+                        if not match_found:
+                            continue
+
+                    backtest_runs.append(BacktestRun.open(run_path))
+
+        # Load combined backtests summary
+        if backtest_date_ranges is not None:
+            summary_file = os.path.join(directory_path, "summary.json")
+
+            if os.path.isfile(summary_file):
+                backtest_summary_metrics = \
+                    BacktestSummaryMetrics.open(summary_file)
+        else:
+            # Generate new summary from loaded backtest runs
+            temp_metrics = []
+            for br in backtest_runs:
+                if br.backtest_metrics:
+                    temp_metrics.append(br.backtest_metrics)
 
-        if os.path.isfile(summary_file):
             backtest_summary_metrics = \
-                BacktestSummaryMetrics.open(summary_file)
+                generate_backtest_summary_metrics(temp_metrics)
 
         # Load backtest permutation test metrics
         perm_test_dir = os.path.join(directory_path, "permutation_tests")
@@ -233,15 +286,6 @@ class Backtest:
                         BacktestPermutationTest.open(perm_test_file)
                     )
 
-        # Load all backtest runs
-        runs_dir = os.path.join(directory_path, "runs")
-
-        if os.path.isdir(runs_dir):
-            for dir_name in os.listdir(runs_dir):
-                run_path = os.path.join(runs_dir, dir_name)
-                if os.path.isdir(run_path):
-                    backtest_runs.append(BacktestRun.open(run_path))
-
         # Load metadata if available
         meta_file = os.path.join(directory_path, "metadata.json")
 

investing_algorithm_framework/domain/backtesting/backtest_run.py

@@ -251,17 +251,41 @@ class BacktestRun:
             # Remove backtest_metrics to avoid redundancy
             data.pop("backtest_metrics", None)
 
-            data["backtest_start_date"] = self.backtest_start_date.strftime(
+            # Ensure datetime objects are in UTC before formatting
+            backtest_start_date = self.backtest_start_date
+
+            if backtest_start_date.tzinfo is None:
+                # Naive datetime - treat as UTC
+                backtest_start_date = backtest_start_date.replace(
+                    tzinfo=timezone.utc
+                )
+            else:
+                # Timezone-aware - convert to UTC
+                backtest_start_date = backtest_start_date.astimezone(
+                    timezone.utc
+                )
+
+            backtest_end_date = self.backtest_end_date
+            if backtest_end_date.tzinfo is None:
+                backtest_end_date = backtest_end_date.replace(
+                    tzinfo=timezone.utc
+                )
+            else:
+                backtest_end_date = backtest_end_date.astimezone(timezone.utc)
+
+            created_at = self.created_at
+            if created_at.tzinfo is None:
+                created_at = created_at.replace(tzinfo=timezone.utc)
+            else:
+                created_at = created_at.astimezone(timezone.utc)
+
+            data["backtest_start_date"] = backtest_start_date.strftime(
                 "%Y-%m-%d %H:%M:%S"
             )
-            data["backtest_end_date"] = self.backtest_end_date.strftime(
+            data["backtest_end_date"] = backtest_end_date.strftime(
                 "%Y-%m-%d %H:%M:%S"
             )
-
-            if self.created_at.tzinfo is None:
-                self.created_at = self.created_at.replace(tzinfo=timezone.utc)
-
-            data["created_at"] = self.created_at.strftime(
+            data["created_at"] = created_at.strftime(
                 "%Y-%m-%d %H:%M:%S"
             )
             json.dump(data, f, default=str)

investing_algorithm_framework/domain/backtesting/combine_backtests.py

@@ -1,6 +1,5 @@
 from typing import List
 
-from .backtest import Backtest
 from .backtest_summary_metrics import BacktestSummaryMetrics
 from .backtest_metrics import BacktestMetrics
 
@@ -27,9 +26,7 @@ def safe_weighted_mean(values, weights):
     ) / total_weight if total_weight > 0 else None
 
 
-def combine_backtests(
-    backtests: List[Backtest],
-) -> Backtest:
+def combine_backtests(backtests):
     """
     Combine multiple backtests into a single backtest by aggregating
     their results.
@@ -72,6 +69,8 @@ def combine_backtests(
             risk_free_rate = backtest.risk_free_rate
             break
 
+    from .backtest import Backtest
+
     backtest = Backtest(
         backtest_summary=summary,
         metadata=metadata,

investing_algorithm_framework/domain/data_provider.py

@@ -240,6 +240,7 @@ class DataProvider(ABC):
         backtest_index_date: datetime,
         backtest_start_date: datetime = None,
         backtest_end_date: datetime = None,
+        data_source: DataSource = None,
     ) -> Any:
         """
         Fetches backtest data for a given datasource
@@ -251,6 +252,10 @@ class DataProvider(ABC):
                 backtest data.
             backtest_end_date (datetime): The end date for the
                 backtest data.
+            data_source (Optional[DataSource]): The data source
+                specification that is used to fetch the data.
+                This param is optional and can be used to
+                help identify errors in data fetching.
 
         Returns:
             Any: The data for the given symbol and date range.

investing_algorithm_framework/infrastructure/data_providers/ccxt.py

@@ -386,7 +386,8 @@ class CCXTOHLCVDataProvider(DataProvider):
         self,
         backtest_index_date: datetime,
         backtest_start_date: datetime = None,
-        backtest_end_date: datetime = None
+        backtest_end_date: datetime = None,
+        data_source: DataSource = None
     ) -> None:
         """
         Fetches backtest data for a given datasource
@@ -398,6 +399,8 @@ class CCXTOHLCVDataProvider(DataProvider):
                 backtest data.
             backtest_end_date (datetime): The end date for the
                 backtest data.
+            data_source (Optional[Datasource]): The data source for which to
+                fetch backtest data. Defaults to None.
 
         Returns:
             pl.DataFrame: The backtest data for the given datasource.
@@ -407,6 +410,17 @@ class CCXTOHLCVDataProvider(DataProvider):
                 backtest_end_date is not None:
 
             if backtest_start_date < self._start_date_data_source:
+
+                if data_source is not None:
+                    raise OperationalException(
+                        f"Request data date {backtest_start_date} "
+                        f"is before the range of "
+                        f"the available data "
+                        f"{self._start_date_data_source} "
+                        f"- {self._end_date_data_source}."
+                        f" for data source {data_source.identifier}."
+                    )
+
                 raise OperationalException(
                     f"Request data date {backtest_start_date} "
                     f"is before the range of "
@@ -416,6 +430,17 @@ class CCXTOHLCVDataProvider(DataProvider):
                 )
 
             if backtest_end_date > self._end_date_data_source:
+
+                if data_source is not None:
+                    raise OperationalException(
+                        f"Request data date {backtest_end_date} "
+                        f"is after the range of "
+                        f"the available data "
+                        f"{self._start_date_data_source} "
+                        f"- {self._end_date_data_source}."
+                        f" for data source {data_source.identifier}."
+                    )
+
                 raise OperationalException(
                     f"Request data date {backtest_end_date} "
                     f"is after the range of "
@@ -442,6 +467,15 @@ class CCXTOHLCVDataProvider(DataProvider):
                     )
                     data = self.window_cache[closest_key]
                 except ValueError:
+
+                    if data_source is not None:
+                        raise OperationalException(
+                            "No OHLCV data available for the "
+                            f"date: {backtest_index_date} "
+                            f"within the prepared backtest data "
+                            f"for data source {data_source.identifier}. "
+                        )
+
                     raise OperationalException(
                         "No OHLCV data available for the "
                         f"date: {backtest_index_date} "

investing_algorithm_framework/infrastructure/data_providers/csv.py

@@ -267,18 +267,25 @@ class CSVOHLCVDataProvider(DataProvider):
         self,
         backtest_index_date: datetime,
         backtest_start_date: datetime = None,
-        backtest_end_date: datetime = None
+        backtest_end_date: datetime = None,
+        data_source: DataSource = None
     ) -> None:
         """
         Fetches backtest data for a given datasource
 
         Args:
-           backtest_index_date (datetime): The date for which to fetch
+            backtest_index_date (datetime): The date for which to fetch
                backtest data.
-           backtest_start_date (datetime): The start date for the
+            backtest_start_date (datetime): The start date for the
                backtest data.
-           backtest_end_date (datetime): The end date for the
+            backtest_end_date (datetime): The end date for the
                backtest data.
+            data_source (Optional[DataSource]): The data source specification
+               that matches a data provider.
+
+        Raises:
+            OperationalException: If the requested backtest date range
+                is outside the available data range.
 
         Returns:
            pl.DataFrame: The backtest data for the given datasource.
@@ -287,6 +294,17 @@ class CSVOHLCVDataProvider(DataProvider):
                 backtest_end_date is not None:
 
             if backtest_start_date < self._start_date_data_source:
+
+                if data_source is not None:
+                    raise OperationalException(
+                        f"Request data date {backtest_end_date} "
+                        f"is after the range of "
+                        f"the available data "
+                        f"{self._start_date_data_source} "
+                        f"- {self._end_date_data_source}."
+                        f" for data source {data_source.identifier}."
+                    )
+
                 raise OperationalException(
                     f"Request data date {backtest_start_date} "
                     f"is before the range of "
@@ -296,6 +314,17 @@ class CSVOHLCVDataProvider(DataProvider):
                 )
 
             if backtest_end_date > self._end_date_data_source:
+
+                if data_source is not None:
+                    raise OperationalException(
+                        f"Request data date {backtest_end_date} "
+                        f"is after the range of "
+                        f"the available data "
+                        f"{self._start_date_data_source} "
+                        f"- {self._end_date_data_source}."
+                        f" for data source {data_source.identifier}."
+                    )
+
                 raise OperationalException(
                     f"Request data date {backtest_end_date} "
                     f"is after the range of "
@@ -322,6 +351,15 @@ class CSVOHLCVDataProvider(DataProvider):
                     )
                     data = self.window_cache[closest_key]
                 except ValueError:
+
+                    if data_source is not None:
+                        raise OperationalException(
+                            "No data available for the "
+                            f"date: {backtest_index_date} "
+                            "within the prepared backtest data "
+                            f"for data source {data_source.identifier}."
+                        )
+
                     raise OperationalException(
                         "No data available for the "
                         f"date: {backtest_index_date} "

investing_algorithm_framework/infrastructure/data_providers/pandas.py

@@ -290,17 +290,20 @@ class PandasOHLCVDataProvider(DataProvider):
         backtest_index_date: datetime = None,
         backtest_start_date: datetime = None,
         backtest_end_date: datetime = None,
+        data_source: DataSource = None
     ) -> None:
         """
         Fetches backtest data for a given datasource
 
         Args:
-           backtest_index_date (datetime): The date for which to fetch
+            backtest_index_date (datetime): The date for which to fetch
                backtest data.
-           backtest_start_date (datetime): The start date for the
+            backtest_start_date (datetime): The start date for the
                backtest data.
-           backtest_end_date (datetime): The end date for the
+            backtest_end_date (datetime): The end date for the
                backtest data.
+            data_source (Optional[DataSource]): The data source for which to
+                fetch backtest data.
 
         Returns:
            pl.DataFrame: The backtest data for the given datasource.
@@ -310,6 +313,17 @@ class PandasOHLCVDataProvider(DataProvider):
                 backtest_end_date is not None:
 
             if backtest_start_date < self._start_date_data_source:
+
+                if data_source is not None:
+                    raise OperationalException(
+                        f"Request data date {backtest_end_date} "
+                        f"is after the range of "
+                        f"the available data "
+                        f"{self._start_date_data_source} "
+                        f"- {self._end_date_data_source}."
+                        f" for data source {data_source.identifier}."
+                    )
+
                 raise OperationalException(
                     f"Request data date {backtest_start_date} "
                     f"is before the range of "
@@ -319,6 +333,17 @@ class PandasOHLCVDataProvider(DataProvider):
                 )
 
             if backtest_end_date > self._end_date_data_source:
+
+                if data_source is not None:
+                    raise OperationalException(
+                        f"Request data date {backtest_end_date} "
+                        f"is after the range of "
+                        f"the available data "
+                        f"{self._start_date_data_source} "
+                        f"- {self._end_date_data_source}."
+                        f" for data source {data_source.identifier}."
+                    )
+
                 raise OperationalException(
                     f"Request data date {backtest_end_date} "
                     f"is after the range of "
@@ -345,6 +370,15 @@ class PandasOHLCVDataProvider(DataProvider):
                     )
                     data = self.window_cache[closest_key]
                 except ValueError:
+
+                    if data_source is not None:
+                        raise OperationalException(
+                            "No data available for the "
+                            f"date: {backtest_index_date} "
+                            "within the prepared backtest data "
+                            f"for data source {data_source.identifier}."
+                        )
+
                     raise OperationalException(
                         "No data available for the "
                         f"date: {backtest_index_date} "

investing_algorithm_framework/services/data_providers/data_provider_service.py

@@ -156,7 +156,6 @@ class DataProviderIndex:
                 f"provider for the defined datasource. If you are using a "
                 "custom data provider, make sure it has a "
                 "data_provider_identifier set"
-
             )
 
         # Sort by priority and pick the best one (lowest priority first)
@@ -553,6 +552,7 @@ class DataProviderService:
             backtest_index_date=backtest_index_date,
             backtest_start_date=start_date,
             backtest_end_date=end_date,
+            data_source=data_source
         )
 
     def get_vectorized_backtest_data(

{investing_algorithm_framework-7.16.20.dist-info → investing_algorithm_framework-7.18.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.20
+Version: 7.18.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.20.dist-info → investing_algorithm_framework-7.18.0.dist-info}/RECORD

@@ -1,13 +1,14 @@
-investing_algorithm_framework/__init__.py,sha256=rYv3eJDD0QbOPXCvK-Ye8oml63MYM_QLqXrt6vFpHk8,6857
-investing_algorithm_framework/app/__init__.py,sha256=x683g8hvp5yERywt0CFWLavMcTDnCwVVUW_g3o5kyOc,1539
+investing_algorithm_framework/__init__.py,sha256=ACNFUkjEf2UxGoBoci9JHeT6hGFISFyy4U-rLnZW8_E,6989
+investing_algorithm_framework/app/__init__.py,sha256=BjVkBQvVuI7ovTpR2Bn8YOHL2p5vsX-LRqpe-aS3ImM,1671
 investing_algorithm_framework/app/algorithm/__init__.py,sha256=-a9o9bTfAhW9qSW-bKvlLQuMCf-YXxIztudo2TxMjCI,136
 investing_algorithm_framework/app/algorithm/algorithm.py,sha256=v8AZZ7hr5ZKJbavk242xCUpGHv3mKZ4sqfGV7BwPgdU,6854
 investing_algorithm_framework/app/algorithm/algorithm_factory.py,sha256=Z6El6ErAEEljVGEM0Hkd2VXSMM9qkSCfkp-Ht-WEy3w,3549
-investing_algorithm_framework/app/analysis/__init__.py,sha256=hstMgI9_FufhUqHHphBTSS_KgKpktB_aBBvu-61whU8,343
+investing_algorithm_framework/app/analysis/__init__.py,sha256=hISKshN-FQchLBasWX5raMG-IXVJP43t5fXEdrL6M9U,508
 investing_algorithm_framework/app/analysis/backtest_data_ranges.py,sha256=pt8vUjhyqCN5JspihlzMWW4n5BULWcy0E9SlkEM2Fo4,3960
+investing_algorithm_framework/app/analysis/backtest_utils.py,sha256=W_X1T8f1UOllUUkaO4ZiQlQ7dSEGi9TqVo_ROyv7XNE,2121
 investing_algorithm_framework/app/analysis/permutation.py,sha256=NHzyMQ9aCqLiLXyw1CpRZfITLzsRwHmMn8Uj8oV5_1E,3941
 investing_algorithm_framework/app/analysis/ranking.py,sha256=-XEWmU3rxLvkC9GOW6Zci7E3Y7H2xKwU3id8ljf0n9k,10888
-investing_algorithm_framework/app/app.py,sha256=6OCoiSM4HXhbR4fY_pFOrhkPR_oEifprnb1I8dP2dIM,82040
+investing_algorithm_framework/app/app.py,sha256=saAfkfWJg-in7qKCOIpN1HljMU2YCuvdqSTWi4a-Ub0,83223
 investing_algorithm_framework/app/app_hook.py,sha256=cDiY4x2n06tljpx-fcbIM1oPnjTnEthibvqxUvfEppo,834
 investing_algorithm_framework/app/context.py,sha256=kWOBZq7E45xoAPbMfn9HPhDQmEcyCqBYWi-NJK5nMXk,58874
 investing_algorithm_framework/app/eventloop.py,sha256=w9zufVpiHrgsxuh4_AW2DXxOfI4LVcScNHTLfL9-Tws,21736
@@ -84,17 +85,17 @@ investing_algorithm_framework/create_app.py,sha256=HN_45Bza5Ro3o-v364m2mjSVjjZny
 investing_algorithm_framework/dependency_container.py,sha256=LIqK4fH2OdIKpvixzI2eSCXp6EtvEcWAJxJo-7a9qp4,6699
 investing_algorithm_framework/domain/__init__.py,sha256=PASQlRGcU_MDIwnLppanXGo-BUXdkhajvpRvcwqxdL0,4903
 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.py,sha256=eRSaujcoggYdX3jmGO8KL4a2gOdYUeWH7Jx5vcLkeYg,17514
 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=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_run.py,sha256=Pozrx4zUBDOHDn6jFY9sHUksMya3AGsgboIOUeBbKxk,15267
 investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py,sha256=Dt3gFz-MNmxtOhYxVPN8lI_7rXtE9PK10lULDFuCHlU,7131
-investing_algorithm_framework/domain/backtesting/combine_backtests.py,sha256=O2tv59Ak9Jy25w47Iz2b2pdtr2uDmkb8OUeoEMihq2o,9993
+investing_algorithm_framework/domain/backtesting/combine_backtests.py,sha256=E6MHctsSaiQdDPLQtXSU9Exf_yYLUc2oAD3vKMeNM20,9963
 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
+investing_algorithm_framework/domain/data_provider.py,sha256=yMr7RWxHh6I9kSHsrwwukXi0k6UHLwmntIQGv0V0Q1w,11018
 investing_algorithm_framework/domain/data_structures.py,sha256=ePtdGhVaB16QLUvKQn5MiWM_TBOcBBTj5M0llW8tGEE,989
 investing_algorithm_framework/domain/decimal_parsing.py,sha256=NtMNkxZyWrFHxGKd6gLIDmWF88BYcTl8tYaAaKO1tlg,823
 investing_algorithm_framework/domain/exceptions.py,sha256=CjMPVqA5_hPoyeThH0vP-grGpmWXrKU_Tb19wWUJGqM,2359
@@ -157,9 +158,9 @@ investing_algorithm_framework/domain/utils/synchronized.py,sha256=YjvutHxMh5r1WE
 investing_algorithm_framework/download_data.py,sha256=VSnXiHOSyIXwUrFuXHlvJb-YMUrXBTQN2P2r4qcQsCI,3956
 investing_algorithm_framework/infrastructure/__init__.py,sha256=-ekyHXcQzGSIp3HYOxqV2W2Wt5JiLxazmkEE-jOV7qA,1774
 investing_algorithm_framework/infrastructure/data_providers/__init__.py,sha256=7uhvfzs5eAoARD_f36d7xmns9JSpQX843pyplQF6f0A,742
-investing_algorithm_framework/infrastructure/data_providers/ccxt.py,sha256=nrtRObKCxDxlCb-ZnE-n40aXvmR1aimwMPWH-SRQzQk,36735
-investing_algorithm_framework/infrastructure/data_providers/csv.py,sha256=V7rKm41ixdhU2PXJ76dVCflH0qwOUffzNE_gRjkHGg0,16282
-investing_algorithm_framework/infrastructure/data_providers/pandas.py,sha256=JZy6l3xD5bLbJ8jbvlpb7NzyL-71OC7IjtSOFnqmjHo,17542
+investing_algorithm_framework/infrastructure/data_providers/ccxt.py,sha256=sFyV3qHUK1rHLXMw6nt8yzdOnHwrPE6ImVC1rORjPe8,38235
+investing_algorithm_framework/infrastructure/data_providers/csv.py,sha256=V1mpOYmBeC93HYQBUwgdH0Gj-57tIg5g9LOtxXSfXn4,17906
+investing_algorithm_framework/infrastructure/data_providers/pandas.py,sha256=KIDYbStexDSbkmQzalTu36Qoxb68miR7Uzv_Y1acYt8,19015
 investing_algorithm_framework/infrastructure/database/__init__.py,sha256=Zf986kazO5O-NPC2nF0dmy0EAkwi93P-R_Amun-ig3w,214
 investing_algorithm_framework/infrastructure/database/sql_alchemy.py,sha256=kZpUaWQiGqtilsGpMkl7ZE8LygoWAU6t2HhwO6niimE,3509
 investing_algorithm_framework/infrastructure/models/__init__.py,sha256=Xtcy4dHqrItaTpSfPfD0ztz3rH56yE_viFEzrtV79H0,441
@@ -205,7 +206,7 @@ investing_algorithm_framework/services/backtesting/__init__.py,sha256=sD6JMQVuUT
 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
+investing_algorithm_framework/services/data_providers/data_provider_service.py,sha256=KOhxQEdU1VxE5MXl713Lo4lzv3J8kuSxCa025Ywyr20,28455
 investing_algorithm_framework/services/market_credential_service.py,sha256=syitQ61sECzK0i0Wd-Hc8xaTv4tpRYRFbCjyw9pWMeA,1197
 investing_algorithm_framework/services/metrics/__init__.py,sha256=kQaAw5r-hXCsaEY9fQ5Fch8CfjltdjKrGFn6gNSWWdA,4322
 investing_algorithm_framework/services/metrics/alpha.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -252,8 +253,8 @@ 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-7.16.20.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.16.20.dist-info/METADATA,sha256=rliJwEZyg3ys51tNtm4YGRyC9mFHIABzG90ZNDJx0J8,19636
-investing_algorithm_framework-7.16.20.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.16.20.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.16.20.dist-info/RECORD,,
+investing_algorithm_framework-7.18.0.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.18.0.dist-info/METADATA,sha256=_8KvJKynhbGR8VmlZzsG6tY6D2u_EzA8iApv5zCkTjE,19635
+investing_algorithm_framework-7.18.0.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.18.0.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.18.0.dist-info/RECORD,,