investing-algorithm-framework 7.16.6__tar.gz → 7.16.7__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Potentially problematic release.
This version of investing-algorithm-framework might be problematic. Click here for more details.
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/PKG-INFO +1 -1
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/backtesting/backtest_run.py +5 -2
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/pyproject.toml +1 -1
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/LICENSE +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/README.md +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/algorithm/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/algorithm/algorithm.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/algorithm/algorithm_factory.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/analysis/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/analysis/backtest_data_ranges.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/analysis/permutation.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/analysis/ranking.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/app.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/app_hook.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/context.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/eventloop.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/ascii.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/backtest_report.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/charts/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/charts/entry_exist_signals.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/charts/equity_curve.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/charts/equity_curve_drawdown.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/charts/line_chart.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/charts/monthly_returns_heatmap.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/charts/ohlcv_data_completeness.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/charts/rolling_sharp_ratio.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/charts/yearly_returns_barchart.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/generate.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/tables/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/tables/key_metrics_table.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/tables/stop_loss_table.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/tables/time_metrics_table.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/tables/trade_metrics_table.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/tables/trades_table.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/tables/utils.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/reporting/templates/report_template.html.j2 +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/stateless/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/stateless/action_handlers/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/stateless/exception_handler.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/strategy.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/task.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/controllers/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/controllers/orders.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/controllers/portfolio.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/controllers/positions.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/create_app.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/error_handler.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/responses.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/run_strategies.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/schemas/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/schemas/order.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/schemas/portfolio.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/schemas/position.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/app/web/setup_cors.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/cli.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/deploy_to_aws_lambda.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/deploy_to_azure_function.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/initialize_app.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/.gitignore.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/app.py.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/app_aws_lambda_function.py.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/app_azure_function.py.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/app_web.py.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/aws_lambda_dockerfile.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/aws_lambda_dockerignore.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/aws_lambda_readme.md.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/aws_lambda_requirements.txt.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/azure_function_function_app.py.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/azure_function_host.json.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/azure_function_local.settings.json.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/azure_function_requirements.txt.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/data_providers.py.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/env.example.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/env_azure_function.example.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/market_data_providers.py.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/readme.md.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/requirements.txt.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/run_backtest.py.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/cli/templates/strategy.py.template +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/create_app.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/dependency_container.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/backtesting/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/backtesting/backtest.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/backtesting/backtest_date_range.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/backtesting/backtest_metrics.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/backtesting/combine_backtests.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/config.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/constants.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/data_provider.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/data_structures.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/decimal_parsing.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/exceptions.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/app_mode.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/base_model.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/data/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/data/data_source.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/data/data_type.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/event.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/market/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/market/market_credential.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/order/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/order/order.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/order/order_side.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/order/order_status.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/order/order_type.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/portfolio/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/portfolio/portfolio.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/position/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/position/position.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/position/position_snapshot.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/snapshot_interval.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/strategy_profile.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/time_frame.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/time_interval.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/time_unit.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/tracing/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/tracing/trace.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/trade/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/trade/trade.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/trade/trade_risk_type.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/trade/trade_status.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/trade/trade_stop_loss.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/models/trade/trade_take_profit.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/order_executor.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/portfolio_provider.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/positions/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/positions/position_size.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/services/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/services/market_credential_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/services/portfolios/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/services/portfolios/portfolio_sync_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/services/rounding_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/services/state_handler.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/stateless_actions.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/strategy.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/csv.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/custom_tqdm.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/dates.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/jupyter_notebook_detection.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/polars.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/random.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/signatures.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/stoppable_thread.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/domain/utils/synchronized.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/download_data.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/data_providers/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/data_providers/ccxt.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/data_providers/csv.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/data_providers/pandas.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/database/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/database/sql_alchemy.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/decimal_parser.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/model_extension.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/order/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/order/order.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/order/order_metadata.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/order_trade_association.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/portfolio/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/portfolio/sql_portfolio.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/position/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/position/position.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/position/position_snapshot.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/trades/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/trades/trade.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/trades/trade_stop_loss.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/models/trades/trade_take_profit.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/order_executors/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/order_executors/backtest_oder_executor.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/order_executors/ccxt_order_executor.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/portfolio_providers/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/portfolio_providers/ccxt_portfolio_provider.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/order_metadata_repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/order_repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/portfolio_snapshot_repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/position_repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/position_snapshot_repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/trade_repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/trade_stop_loss_repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/repositories/trade_take_profit_repository.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/services/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/services/aws/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/services/aws/state_handler.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/services/azure/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/infrastructure/services/azure/state_handler.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/backtesting/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/backtesting/backtest_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/configuration_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/data_providers/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/data_providers/data_provider_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/market_credential_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/alpha.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/beta.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/cagr.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/calmar_ratio.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/drawdown.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/equity_curve.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/exposure.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/generate.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/mean_daily_return.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/price_efficiency.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/profit_factor.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/recovery.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/returns.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/risk_free_rate.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/sharpe_ratio.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/sortino_ratio.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/standard_deviation.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/trades.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/treynor_ratio.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/ulcer.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/value_at_risk.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/volatility.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/metrics/win_rate.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/order_service/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/order_service/order_backtest_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/order_service/order_executor_lookup.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/order_service/order_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/portfolios/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/portfolios/portfolio_configuration_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/portfolios/portfolio_provider_lookup.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/portfolios/portfolio_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/portfolios/portfolio_snapshot_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/portfolios/portfolio_sync_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/positions/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/positions/position_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/positions/position_snapshot_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/repository_service.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/trade_order_evaluator/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/trade_order_evaluator/backtest_trade_oder_evaluator.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/trade_order_evaluator/default_trade_order_evaluator.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/trade_service/__init__.py +0 -0
- {investing_algorithm_framework-7.16.6 → investing_algorithm_framework-7.16.7}/investing_algorithm_framework/services/trade_service/trade_service.py +0 -0
|
@@ -1,5 +1,6 @@
|
|
|
1
1
|
import json
|
|
2
2
|
import os
|
|
3
|
+
from typing import Dict
|
|
3
4
|
from pathlib import Path
|
|
4
5
|
from datetime import datetime, timezone
|
|
5
6
|
from dataclasses import dataclass, field
|
|
@@ -82,7 +83,8 @@ class BacktestRun:
|
|
|
82
83
|
number_of_positions: int = 0
|
|
83
84
|
backtest_metrics: BacktestMetrics = None
|
|
84
85
|
backtest_date_range_name: str = None
|
|
85
|
-
data_sources: List[
|
|
86
|
+
data_sources: List[Dict] = field(default_factory=list)
|
|
87
|
+
metadata: Dict[str, str] = field(default_factory=dict)
|
|
86
88
|
|
|
87
89
|
def to_dict(self) -> dict:
|
|
88
90
|
"""
|
|
@@ -114,7 +116,8 @@ class BacktestRun:
|
|
|
114
116
|
"number_of_trades_closed": self.number_of_trades_closed,
|
|
115
117
|
"number_of_trades_open": self.number_of_trades_open,
|
|
116
118
|
"number_of_orders": self.number_of_orders,
|
|
117
|
-
"number_of_positions": self.number_of_positions
|
|
119
|
+
"number_of_positions": self.number_of_positions,
|
|
120
|
+
"metadata": self.metadata,
|
|
118
121
|
}
|
|
119
122
|
|
|
120
123
|
@staticmethod
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|