investing-algorithm-framework 7.16.2__tar.gz → 7.16.4__tar.gz

{investing_algorithm_framework-7.16.2 → investing_algorithm_framework-7.16.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.2
+Version: 7.16.4
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.2 → investing_algorithm_framework-7.16.4}/investing_algorithm_framework/services/backtesting/backtest_service.py

@@ -375,9 +375,9 @@ class BacktestService:
                 ohlcv = granular_ohlcv_data_order_by_symbol[
                     f"{open_trade.target_symbol}/{trading_symbol}"
                 ]
-
                 try:
                     price = ohlcv.loc[:ts, "Close"].iloc[-1]
+                    open_trade.last_reported_price = price
                 except IndexError:
                     continue  # skip if no price yet
 

{investing_algorithm_framework-7.16.2 → investing_algorithm_framework-7.16.4}/investing_algorithm_framework/services/metrics/trades.py

@@ -27,7 +27,7 @@ def get_positive_trades(
     ]
 
     positive_trades = [
-        trade for trade in closed_trades if trade.net_gain > 0
+        trade for trade in closed_trades if trade.net_gain_absolute > 0
     ]
     number_of_positive_trades = len(positive_trades)
     percentage_positive_trades = (
@@ -60,7 +60,7 @@ def get_negative_trades(
     ]
 
     negative_trades = [
-        trade for trade in closed_trades if trade.net_gain < 0
+        trade for trade in closed_trades if trade.net_gain_absolute < 0
     ]
     number_of_negative_trades = len(negative_trades)
     percentage_negative_trades = (
@@ -241,11 +241,11 @@ def get_average_trade_return(trades: List[Trade]) -> Tuple[float, float]:
     if not closed_trades:
         return 0.0, 0.0
 
-    total_return = sum(t.net_gain for t in closed_trades)
+    total_return = sum(t.net_gain_absolute for t in closed_trades)
     average_return = total_return / len(closed_trades)
 
     percentage_returns = [
-        (t.net_gain / t.cost) * 100.0 for t in closed_trades if t.cost > 0
+        (t.net_gain_absolute / t.cost) for t in closed_trades if t.cost > 0
     ]
     average_return_percentage = (
         sum(percentage_returns) / len(percentage_returns)
@@ -274,11 +274,11 @@ def get_current_average_trade_return(
             "Trades list is empty, cannot compute average return."
         )
 
-    total_return = sum(t.net_gain for t in trades)
+    total_return = sum(t.net_gain_absolute for t in trades)
     average_return = total_return / len(trades)
 
     percentage_returns = [
-        (t.net_gain / t.cost) * 100.0 for t in trades if t.cost > 0
+        (t.net_gain_absolute / t.cost) for t in trades if t.cost > 0
     ]
     average_return_percentage = (
         sum(percentage_returns) / len(percentage_returns)
@@ -306,8 +306,8 @@ def get_average_trade_gain(trades: List[Trade]) -> Tuple[float, float]:
             "Trades list is empty or None, cannot calculate average gain."
         )
 
-    gains = [t.net_gain for t in trades if t.net_gain > 0]
-    cost = sum(t.cost for t in trades if t.net_gain > 0)
+    gains = [t.net_gain_absolute for t in trades if t.net_gain_absolute > 0]
+    cost = sum(t.cost for t in trades if t.net_gain_absolute > 0)
 
     if not gains:
         return 0.0, 0.0
@@ -337,8 +337,8 @@ def get_current_average_trade_gain(
             "Trades list is empty or None, cannot calculate average gain."
         )
 
-    gains = [t.net_gain for t in trades if t.net_gain > 0]
-    cost = sum(t.cost for t in trades if t.net_gain > 0)
+    gains = [t.net_gain_absolute for t in trades if t.net_gain_absolute > 0]
+    cost = sum(t.cost for t in trades if t.net_gain_absolute > 0)
 
     if not gains:
         return 0.0, 0.0
@@ -371,10 +371,10 @@ def get_average_trade_loss(trades: List[Trade]) -> Tuple[float, float]:
     if not losing_trades or len(losing_trades) == 0:
         return 0.0, 0.0
 
-    losses = [t.net_gain for t in losing_trades]
+    losses = [t.net_gain_absolute for t in losing_trades]
     average_loss = sum(losses) / len(losses)
     percentage_returns = [
-        (t.net_gain / t.cost) * 100.0 for t in losing_trades if t.cost > 0
+        (t.net_gain_absolute / t.cost) for t in losing_trades if t.cost > 0
     ]
     average_return_percentage = (
         sum(percentage_returns) / len(percentage_returns)
@@ -404,15 +404,15 @@ def get_current_average_trade_loss(
             "Trades list is empty or None, cannot calculate average loss."
         )
 
-    losing_trades = [t for t in trades if t.net_gain < 0]
+    losing_trades = [t for t in trades if t.net_gain_absolute < 0]
 
     if not losing_trades or len(losing_trades) == 0:
         return 0.0, 0.0
 
-    losses = [t.net_gain for t in losing_trades]
+    losses = [t.net_gain_absolute for t in losing_trades]
     average_loss = sum(losses) / len(losses)
     percentage_returns = [
-        (t.net_gain / t.cost) * 100.0 for t in losing_trades if t.cost > 0
+        (t.net_gain_absolute / t.cost) for t in losing_trades if t.cost > 0
     ]
     average_return_percentage = (
         sum(percentage_returns) / len(percentage_returns)
@@ -438,7 +438,7 @@ def get_median_trade_return(trades: List[Trade]) -> Tuple[float, float]:
     if not trades:
         return 0.0, 0.0
 
-    sorted_returns = sorted(t.net_gain for t in trades)
+    sorted_returns = sorted(t.net_gain_absolute for t in trades)
     n = len(sorted_returns)
     mid = n // 2
 
@@ -466,7 +466,7 @@ def get_best_trade(trades: List[Trade]) -> Trade:
     if not trades:
         return None
 
-    return max(trades, key=lambda t: t.net_gain)
+    return max(trades, key=lambda t: t.net_gain_absolute)
 
 
 def get_worst_trade(trades: List[Trade]) -> Trade:

{investing_algorithm_framework-7.16.2 → investing_algorithm_framework-7.16.4}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v7.16.2"
+version = "v7.16.4"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"