investing-algorithm-framework 7.16.7__py3-none-any.whl → 7.16.9__py3-none-any.whl

investing_algorithm_framework/services/metrics/generate.py

@@ -139,7 +139,7 @@ def create_backtest_metrics(
                 else:
                     setattr(backtest_metrics, metric_name, value)
             except OperationalException as e:
-                logger.warning(f"{metric_name} failed: {e}")
+                logger.error(f"{metric_name} failed: {e}")
 
     # Grouped metrics needing special handling
     if "total_net_gain" in metrics or "total_net_gain_percentage" in metrics:
@@ -150,7 +150,7 @@ def create_backtest_metrics(
             if "total_net_gain_percentage" in metrics:
                 backtest_metrics.total_net_gain_percentage = total_return[1]
         except OperationalException as e:
-            logger.warning(f"total_return failed: {e}")
+            logger.error(f"total_return failed: {e}")
 
     if "total_growth" in metrics or "total_growth_percentage" in metrics:
         try:
@@ -160,7 +160,7 @@ def create_backtest_metrics(
             if "total_growth_percentage" in metrics:
                 backtest_metrics.total_growth_percentage = total_growth[1]
         except OperationalException as e:
-            logger.warning(f"total_growth failed: {e}")
+            logger.error(f"total_growth failed: {e}")
 
     if "total_loss" in metrics or "total_loss_percentage" in metrics:
         try:
@@ -170,7 +170,7 @@ def create_backtest_metrics(
             if "total_loss_percentage" in metrics:
                 backtest_metrics.total_loss_percentage = total_loss[1]
         except OperationalException as e:
-            logger.warning(f"total_loss failed: {e}")
+            logger.error(f"total_loss failed: {e}")
 
     if ("average_trade_return" in metrics
             or "average_trade_return_percentage" in metrics):
@@ -182,7 +182,7 @@ def create_backtest_metrics(
                 backtest_metrics.average_trade_return_percentage = \
                     avg_return[1]
         except OperationalException as e:
-            logger.warning(f"average_trade_return failed: {e}")
+            logger.error(f"average_trade_return failed: {e}")
 
     if ("average_trade_gain" in metrics
             or "average_trade_gain_percentage" in metrics):
@@ -193,7 +193,7 @@ def create_backtest_metrics(
             if "average_trade_gain_percentage" in metrics:
                 backtest_metrics.average_trade_gain_percentage = avg_gain[1]
         except OperationalException as e:
-            logger.warning(f"average_trade_gain failed: {e}")
+            logger.error(f"average_trade_gain failed: {e}")
 
     if ("average_trade_loss" in metrics
             or "average_trade_loss_percentage" in metrics):
@@ -204,7 +204,7 @@ def create_backtest_metrics(
             if "average_trade_loss_percentage" in metrics:
                 backtest_metrics.average_trade_loss_percentage = avg_loss[1]
         except OperationalException as e:
-            logger.warning(f"average_trade_loss failed: {e}")
+            logger.error(f"average_trade_loss failed: {e}")
 
     if ("current_average_trade_gain" in metrics
             or "get_current_average_trade_gain_percentage" in metrics):
@@ -221,7 +221,7 @@ def create_backtest_metrics(
                 backtest_metrics.current_average_trade_gain_percentage = \
                     current_avg_gain[1]
         except OperationalException as e:
-            logger.warning(f"current_average_trade_gain failed: {e}")
+            logger.error(f"current_average_trade_gain failed: {e}")
 
     if ("current_average_trade_return" in metrics
             or "current_average_trade_return_percentage" in metrics):
@@ -237,7 +237,7 @@ def create_backtest_metrics(
                 backtest_metrics.current_average_trade_return_percentage =\
                     current_avg_return[1]
         except OperationalException as e:
-            logger.warning(f"current_average_trade_return failed: {e}")
+            logger.error(f"current_average_trade_return failed: {e}")
 
     if "current_average_trade_duration" in metrics:
         try:
@@ -247,7 +247,7 @@ def create_backtest_metrics(
             backtest_metrics.current_average_trade_duration = \
                 current_avg_duration
         except OperationalException as e:
-            logger.warning(f"current_average_trade_duration failed: {e}")
+            logger.error(f"current_average_trade_duration failed: {e}")
 
     if ("current_average_trade_loss" in metrics
             or "current_average_trade_loss_percentage" in metrics):
@@ -262,7 +262,7 @@ def create_backtest_metrics(
                 backtest_metrics.current_average_trade_loss_percentage = \
                     current_avg_loss[1]
         except OperationalException as e:
-            logger.warning(f"current_average_trade_loss failed: {e}")
+            logger.error(f"current_average_trade_loss failed: {e}")
 
     safe_set("number_of_positive_trades", get_positive_trades, backtest_run.trades)
     safe_set("percentage_positive_trades", get_positive_trades, backtest_run.trades, index=1)

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-7.16.7.dist-info → investing_algorithm_framework-7.16.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.7
+Version: 7.16.9
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.7.dist-info → investing_algorithm_framework-7.16.9.dist-info}/RECORD

@@ -215,7 +215,7 @@ investing_algorithm_framework/services/metrics/calmar_ratio.py,sha256=clZTkG6bjZ
 investing_algorithm_framework/services/metrics/drawdown.py,sha256=VWkPXOm9CSdq6LHL6Pa9JnDObsu-1OOqgC4XRZqZO3Q,6193
 investing_algorithm_framework/services/metrics/equity_curve.py,sha256=Z3YdqEJ7x9N-RKOC4bt-1LuiKAYTCxhuE6Fx1lJyAS0,702
 investing_algorithm_framework/services/metrics/exposure.py,sha256=kQPreO5RR72DgTRdSdMPiG6onZTAWvyYTrp3hsI6vYw,6234
-investing_algorithm_framework/services/metrics/generate.py,sha256=vpWxspLSjdf450horKxHPWi2Xh4jxtS940HAxgCCGv8,15931
+investing_algorithm_framework/services/metrics/generate.py,sha256=DLruPIPFjgR7Pjp2hFhJfFSJ3mo3ubkXD68m0Pf46k0,15909
 investing_algorithm_framework/services/metrics/mean_daily_return.py,sha256=_e5GCD5xppa_GrYMEeQB9or1WLkJIF-mdmDfes8CRjQ,2384
 investing_algorithm_framework/services/metrics/price_efficiency.py,sha256=hpt1Nyk7s_jxFeqEVeQV9FH5N4RzJx6SP072L4z9fYw,1844
 investing_algorithm_framework/services/metrics/profit_factor.py,sha256=6OMC2yx1stMrJKaVSCMWyVbVMgfurYTiue7P7QeCEHs,5178
@@ -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-7.16.7.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,,
+investing_algorithm_framework-7.16.9.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.16.9.dist-info/METADATA,sha256=vdOz-pFs9hQYqaCugGS8xaJZP1Qde7GWzldn2ACa_Lw,19635
+investing_algorithm_framework-7.16.9.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.16.9.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.16.9.dist-info/RECORD,,