investing-algorithm-framework 7.16.3__py3-none-any.whl → 7.16.5__py3-none-any.whl

investing_algorithm_framework/domain/models/trade/trade.py

@@ -208,7 +208,7 @@ class Trade(BaseModel):
 
             if self.last_reported_price is not None:
                 gain = (
-                    self.remaining *
+                    self.available_amount *
                     (self.last_reported_price - self.open_price)
                 )
 
@@ -228,7 +228,7 @@ class Trade(BaseModel):
 
             if self.last_reported_price is not None:
                 gain = (
-                    self.remaining *
+                    self.available_amount *
                     (self.last_reported_price - self.open_price)
                 )
 

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) 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) 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) 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) 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-7.16.3.dist-info → investing_algorithm_framework-7.16.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.3
+Version: 7.16.5
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.3.dist-info → investing_algorithm_framework-7.16.5.dist-info}/RECORD

@@ -127,7 +127,7 @@ investing_algorithm_framework/domain/models/time_unit.py,sha256=dCi1lcVK-QGlOt6y
 investing_algorithm_framework/domain/models/tracing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 investing_algorithm_framework/domain/models/tracing/trace.py,sha256=iAVEN102-y_7Wj9Qg7kdti8-2I63Y8UG0SF3V2pkHj8,699
 investing_algorithm_framework/domain/models/trade/__init__.py,sha256=2hX5zmAodsEuFeFghsQhinNobXVuc4oYcMeczY2sbsc,308
-investing_algorithm_framework/domain/models/trade/trade.py,sha256=NLpMjWfazavOigjgym4hDDbVRRZttEWEhAnrrBN1RZw,12841
+investing_algorithm_framework/domain/models/trade/trade.py,sha256=lsiBYs_cJKrSCoprag6hhhL9uGmgi--hBycIPXMLGHM,12855
 investing_algorithm_framework/domain/models/trade/trade_risk_type.py,sha256=f-1bOc2GkdphPL3ewPzgsZ5OLX2_fc2e1DVARDl1RRc,839
 investing_algorithm_framework/domain/models/trade/trade_status.py,sha256=9b5QDwg8vsu_iRtGWatJ1rJFubjIWslKHTG3cK0zVQ4,1004
 investing_algorithm_framework/domain/models/trade/trade_stop_loss.py,sha256=B9mBALaqOu2VI9v_PTv6C2ZrP6afTEi7seBD8kZi7bw,10366
@@ -225,7 +225,7 @@ investing_algorithm_framework/services/metrics/risk_free_rate.py,sha256=bATheWxy
 investing_algorithm_framework/services/metrics/sharpe_ratio.py,sha256=XDEiTUBoK-qpoeqmbhrcy1v-AuNagWhTWx_Myn0g8-A,5497
 investing_algorithm_framework/services/metrics/sortino_ratio.py,sha256=WA8uTkyk8RMG6uMplCvV8okAlKG_aeTP4ZAX2VyNkpA,2993
 investing_algorithm_framework/services/metrics/standard_deviation.py,sha256=oObshTljORuE3x1cS0wej8QCqmDzAwHQgOA5u_HdfbU,4533
-investing_algorithm_framework/services/metrics/trades.py,sha256=TOczZW4pZYf2WF4ccp6ufFnlSFxXdtbeo7pzLvy0qU8,13461
+investing_algorithm_framework/services/metrics/trades.py,sha256=BR-9jcgVq9vXxfborngS7gYWwbDkcS2HikjYjQwnjRQ,13632
 investing_algorithm_framework/services/metrics/treynor_ratio.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 investing_algorithm_framework/services/metrics/ulcer.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 investing_algorithm_framework/services/metrics/value_at_risk.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -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-7.16.3.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.16.3.dist-info/METADATA,sha256=RKh3AaFX3QaIN6A6tIvFdygbstwgtAnsalPapACERvA,19635
-investing_algorithm_framework-7.16.3.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.16.3.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.16.3.dist-info/RECORD,,
+investing_algorithm_framework-7.16.5.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.16.5.dist-info/METADATA,sha256=PDdQOPVtpBaJR049eQ2TRI4iNvN-_76E74zrCoT1HdI,19635
+investing_algorithm_framework-7.16.5.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.16.5.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.16.5.dist-info/RECORD,,