investing-algorithm-framework 7.16.5__py3-none-any.whl → 7.16.7__py3-none-any.whl

investing_algorithm_framework/domain/backtesting/backtest_run.py

@@ -1,5 +1,6 @@
 import json
 import os
+from typing import Dict
 from pathlib import Path
 from datetime import datetime, timezone
 from dataclasses import dataclass, field
@@ -82,7 +83,8 @@ class BacktestRun:
     number_of_positions: int = 0
     backtest_metrics: BacktestMetrics = None
     backtest_date_range_name: str = None
-    data_sources: List[dict] = field(default_factory=list)
+    data_sources: List[Dict] = field(default_factory=list)
+    metadata: Dict[str, str] = field(default_factory=dict)
 
     def to_dict(self) -> dict:
         """
@@ -114,7 +116,8 @@ class BacktestRun:
             "number_of_trades_closed": self.number_of_trades_closed,
             "number_of_trades_open": self.number_of_trades_open,
             "number_of_orders": self.number_of_orders,
-            "number_of_positions": self.number_of_positions
+            "number_of_positions": self.number_of_positions,
+            "metadata": self.metadata,
         }
 
     @staticmethod

investing_algorithm_framework/services/metrics/trades.py

@@ -298,8 +298,7 @@ def get_average_trade_gain(trades: List[Trade]) -> Tuple[float, float]:
         trades (List[Trade]): List of trades.
 
     Returns:
-        Tuple[float, float]: The average gain
-        percentage of the average loss
+        Tuple[float, float]: The average gain and average gain percentage
     """
     if trades is None or len(trades) == 0:
         raise OperationalException(
@@ -307,19 +306,26 @@ def get_average_trade_gain(trades: List[Trade]) -> Tuple[float, float]:
         )
 
     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
 
     average_gain = sum(gains) / len(gains)
-    percentage = (average_gain / cost) if cost > 0 else 0.0
-    return average_gain, percentage
 
+    # Updated percentage calculation to match other functions
+    percentage_returns = [
+        (t.net_gain_absolute / t.cost) for t in trades
+        if t.net_gain_absolute > 0 and t.cost > 0
+    ]
+    average_gain_percentage = (
+        sum(percentage_returns) / len(percentage_returns)
+        if percentage_returns else 0.0
+    )
 
-def get_current_average_trade_gain(
-    trades: List[Trade]
-) -> Tuple[float, float]:
+    return average_gain, average_gain_percentage
+
+
+def get_current_average_trade_gain(trades: List[Trade]) -> Tuple[float, float]:
     """
     Calculate the average gain from a list of trades,
     including both closed and open trades.
@@ -329,8 +335,7 @@ def get_current_average_trade_gain(
     Args:
         trades (List[Trade]): List of trades.
     Returns:
-        Tuple[float, float]: The average gain
-        percentage of the average loss
+        Tuple[float, float]: The average gain and average gain percentage
     """
     if trades is None or len(trades) == 0:
         raise OperationalException(
@@ -338,14 +343,23 @@ def get_current_average_trade_gain(
         )
 
     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
 
     average_gain = sum(gains) / len(gains)
-    percentage = (average_gain / cost) if cost > 0 else 0.0
-    return average_gain, percentage
+
+    # Updated percentage calculation to match other functions
+    percentage_returns = [
+        (t.net_gain_absolute / t.cost) for t in trades
+        if t.net_gain_absolute > 0 and t.cost > 0
+    ]
+    average_gain_percentage = (
+        sum(percentage_returns) / len(percentage_returns)
+        if percentage_returns else 0.0
+    )
+
+    return average_gain, average_gain_percentage
 
 
 def get_average_trade_loss(trades: List[Trade]) -> Tuple[float, float]:

{investing_algorithm_framework-7.16.5.dist-info → investing_algorithm_framework-7.16.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.5
+Version: 7.16.7
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.5.dist-info → investing_algorithm_framework-7.16.7.dist-info}/RECORD

@@ -89,7 +89,7 @@ investing_algorithm_framework/domain/backtesting/backtest_date_range.py,sha256=e
 investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py,sha256=ZGfJm-zjsWudQMOdYKfW_2T7K3SBy-JjaMoJp9zijWE,3010
 investing_algorithm_framework/domain/backtesting/backtest_metrics.py,sha256=HR0bEDT3xh-TQq50PLDcKhYggjtnE-JTRuY2TlXz54w,19552
 investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py,sha256=8JXdu3EgFh2f2Yc41OYwIBwlYtjFiumyAJUrN5kL078,6703
-investing_algorithm_framework/domain/backtesting/backtest_run.py,sha256=JOGmTuzMkRlr_s41TpdISSKQZrhmurhcXLDIVQoyk_Y,14187
+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/config.py,sha256=_VkaJvrdqIKAT3_l-Y8XTEKNEaw5uVIwQ7vxomuCpUw,3003
@@ -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=BR-9jcgVq9vXxfborngS7gYWwbDkcS2HikjYjQwnjRQ,13632
+investing_algorithm_framework/services/metrics/trades.py,sha256=SFp3Zc71xzjux06dNUm9H352OGO2XBXk8W_WrQ8-kd4,14052
 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-7.16.5.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,,
+investing_algorithm_framework-7.16.7.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.16.7.dist-info/METADATA,sha256=lxKOB3Dv7NGVbPO2C9aoG3UBLzKJxVzopwGe1wp00Gc,19635
+investing_algorithm_framework-7.16.7.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.16.7.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.16.7.dist-info/RECORD,,