investing-algorithm-framework 7.16.6__py3-none-any.whl → 7.16.8__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/win_rate.py

@@ -85,7 +85,7 @@ def get_current_win_rate(trades: List[Trade]) -> float:
     if not trades:
         return 0.0
 
-    positive_trades = sum(1 for trade in trades if trade.net_gain > 0)
+    positive_trades = sum(1 for trade in trades if trade.net_gain_absolute > 0)
     total_trades = len(trades)
 
     return positive_trades / total_trades
@@ -159,16 +159,16 @@ def get_current_win_loss_ratio(trades: List[Trade]) -> float:
         return 0.0
 
     # Separate winning and losing trades
-    winning_trades = [t for t in trades if t.net_gain > 0]
-    losing_trades = [t for t in trades if t.net_gain < 0]
+    winning_trades = [t for t in trades if t.net_gain_absolute > 0]
+    losing_trades = [t for t in trades if t.net_gain_absolute < 0]
 
     if not winning_trades or not losing_trades:
         return 0.0
 
     # Compute averages
-    avg_win = sum(t.net_gain for t in winning_trades) / len(winning_trades)
+    avg_win = sum(t.net_gain_absolute for t in winning_trades) / len(winning_trades)
     avg_loss = abs(
-        sum(t.net_gain for t in losing_trades) / len(losing_trades))
+        sum(t.net_gain_absolute for t in losing_trades) / len(losing_trades))
 
     # Avoid division by zero
     if avg_loss == 0:

{investing_algorithm_framework-7.16.6.dist-info → investing_algorithm_framework-7.16.8.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.6
+Version: 7.16.8
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.6.dist-info → investing_algorithm_framework-7.16.8.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
@@ -230,7 +230,7 @@ investing_algorithm_framework/services/metrics/treynor_ratio.py,sha256=47DEQpj8H
 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
 investing_algorithm_framework/services/metrics/volatility.py,sha256=LzeNEkjXrUzzYSWlO8MffJKgFAXY3aaxIH9w4QQKYsc,3275
-investing_algorithm_framework/services/metrics/win_rate.py,sha256=t69nL0quSUmcDLPR_-m5PlkKuYbg2Wwg3hvv-dizDUQ,5749
+investing_algorithm_framework/services/metrics/win_rate.py,sha256=9SXI6E7JS7XQY3qVwARhr-Wti2ZKfd1n3yNXxGL1hIY,5794
 investing_algorithm_framework/services/order_service/__init__.py,sha256=B-9kb7AWnMHCYkT3C7lvUADPWC8uP8cg6ymj3Ngabf0,242
 investing_algorithm_framework/services/order_service/order_backtest_service.py,sha256=20rVRGSX1IRVRrjCgnM3H7gg4MGZdQconJ9tEE_pZzg,6534
 investing_algorithm_framework/services/order_service/order_executor_lookup.py,sha256=QNZr-EiKofPGgYHHBESfxdMXGuLOAT8BlufHx92LkoM,3601
@@ -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-7.16.6.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.16.6.dist-info/METADATA,sha256=w6BMuWR2lWxlgiUwyzAmdYUdOlAQUke8pdO46Dp7uWY,19635
-investing_algorithm_framework-7.16.6.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.16.6.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.16.6.dist-info/RECORD,,
+investing_algorithm_framework-7.16.8.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.16.8.dist-info/METADATA,sha256=-NZwxEpvpk8FUOtfAsuCK6QpIu1BC8rEP4B-wSPgFaM,19635
+investing_algorithm_framework-7.16.8.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.16.8.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.16.8.dist-info/RECORD,,