investing-algorithm-framework 7.16.9__py3-none-any.whl → 7.16.11__py3-none-any.whl
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/domain/backtesting/backtest_evaluation_focuss.py +193 -67
- investing_algorithm_framework/services/backtesting/backtest_service.py +5 -0
- investing_algorithm_framework/services/metrics/generate.py +11 -11
- {investing_algorithm_framework-7.16.9.dist-info → investing_algorithm_framework-7.16.11.dist-info}/METADATA +1 -1
- {investing_algorithm_framework-7.16.9.dist-info → investing_algorithm_framework-7.16.11.dist-info}/RECORD +8 -8
- {investing_algorithm_framework-7.16.9.dist-info → investing_algorithm_framework-7.16.11.dist-info}/LICENSE +0 -0
- {investing_algorithm_framework-7.16.9.dist-info → investing_algorithm_framework-7.16.11.dist-info}/WHEEL +0 -0
- {investing_algorithm_framework-7.16.9.dist-info → investing_algorithm_framework-7.16.11.dist-info}/entry_points.txt +0 -0
|
@@ -1,33 +1,79 @@
|
|
|
1
1
|
from enum import Enum
|
|
2
2
|
|
|
3
3
|
|
|
4
|
-
default_weights = {
|
|
5
|
-
# Profitability
|
|
6
|
-
"total_net_gain": 3.0,
|
|
7
|
-
"gross_loss": 0.0,
|
|
8
|
-
"growth": 0.0,
|
|
9
|
-
"trades_average_return": 0.0,
|
|
10
|
-
|
|
11
|
-
# Risk-adjusted returns
|
|
12
|
-
"sharpe_ratio": 1.0,
|
|
13
|
-
"sortino_ratio": 1.0,
|
|
14
|
-
"profit_factor": 1.0,
|
|
15
|
-
|
|
16
|
-
# Risk
|
|
17
|
-
"max_drawdown": -2.0,
|
|
18
|
-
"max_drawdown_duration": -0.5,
|
|
19
|
-
|
|
20
|
-
# Trading activity
|
|
21
|
-
"number_of_trades": 2.0,
|
|
22
|
-
"win_rate": 3.0,
|
|
23
|
-
|
|
24
|
-
# Exposure
|
|
25
|
-
"cumulative_exposure": 0.5,
|
|
26
|
-
"exposure_ratio": 0.0,
|
|
27
|
-
}
|
|
28
|
-
|
|
29
|
-
|
|
30
4
|
class BacktestEvaluationFocus(Enum):
|
|
5
|
+
"""
|
|
6
|
+
Enumeration for backtest evaluation focus areas.
|
|
7
|
+
|
|
8
|
+
The available metrics are:
|
|
9
|
+
- backtest_start_date
|
|
10
|
+
- backtest_end_date
|
|
11
|
+
- equity_curve
|
|
12
|
+
- final_value
|
|
13
|
+
- total_growth
|
|
14
|
+
- total_growth_percentage
|
|
15
|
+
- total_net_gain
|
|
16
|
+
- total_net_gain_percentage
|
|
17
|
+
- total_loss
|
|
18
|
+
- total_loss_percentage
|
|
19
|
+
- cumulative_return
|
|
20
|
+
- cumulative_return_series
|
|
21
|
+
- cagr
|
|
22
|
+
- sharpe_ratio
|
|
23
|
+
- rolling_sharpe_ratio
|
|
24
|
+
- sortino_ratio
|
|
25
|
+
- calmar_ratio
|
|
26
|
+
- profit_factor
|
|
27
|
+
- annual_volatility
|
|
28
|
+
- monthly_returns
|
|
29
|
+
- yearly_returns
|
|
30
|
+
- drawdown_series
|
|
31
|
+
- max_drawdown
|
|
32
|
+
- max_drawdown_absolute
|
|
33
|
+
- max_daily_drawdown
|
|
34
|
+
- max_drawdown_duration
|
|
35
|
+
- trades_per_year
|
|
36
|
+
- trade_per_day
|
|
37
|
+
- exposure_ratio
|
|
38
|
+
- cumulative_exposure
|
|
39
|
+
- best_trade
|
|
40
|
+
- worst_trade
|
|
41
|
+
- number_of_positive_trades
|
|
42
|
+
- percentage_positive_trades
|
|
43
|
+
- number_of_negative_trades
|
|
44
|
+
- percentage_negative_trades
|
|
45
|
+
- average_trade_duration
|
|
46
|
+
- average_trade_size
|
|
47
|
+
- average_trade_loss
|
|
48
|
+
- average_trade_loss_percentage
|
|
49
|
+
- average_trade_gain
|
|
50
|
+
- average_trade_gain_percentage
|
|
51
|
+
- average_trade_return
|
|
52
|
+
- average_trade_return_percentage
|
|
53
|
+
- median_trade_return
|
|
54
|
+
- number_of_trades
|
|
55
|
+
- number_of_trades_closed
|
|
56
|
+
- number_of_trades_opened
|
|
57
|
+
- number_of_trades_open_at_end
|
|
58
|
+
- win_rate
|
|
59
|
+
- current_win_rate
|
|
60
|
+
- win_loss_ratio
|
|
61
|
+
- current_win_loss_ratio
|
|
62
|
+
- percentage_winning_months
|
|
63
|
+
- percentage_winning_years
|
|
64
|
+
- average_monthly_return
|
|
65
|
+
- average_monthly_return_losing_months
|
|
66
|
+
- average_monthly_return_winning_months
|
|
67
|
+
- best_month
|
|
68
|
+
- best_year
|
|
69
|
+
- worst_month
|
|
70
|
+
- worst_year
|
|
71
|
+
- total_number_of_days
|
|
72
|
+
- current_average_trade_gain
|
|
73
|
+
- current_average_trade_return
|
|
74
|
+
- current_average_trade_duration
|
|
75
|
+
- current_average_trade_loss
|
|
76
|
+
"""
|
|
31
77
|
BALANCED = "balanced"
|
|
32
78
|
PROFIT = "profit"
|
|
33
79
|
FREQUENCY = "frequency"
|
|
@@ -73,44 +119,124 @@ class BacktestEvaluationFocus(Enum):
|
|
|
73
119
|
return BacktestEvaluationFocus.from_string(other) == self
|
|
74
120
|
|
|
75
121
|
def get_weights(self):
|
|
76
|
-
|
|
77
|
-
|
|
78
|
-
|
|
79
|
-
|
|
80
|
-
|
|
81
|
-
|
|
82
|
-
|
|
83
|
-
|
|
84
|
-
|
|
85
|
-
|
|
86
|
-
|
|
87
|
-
|
|
88
|
-
|
|
89
|
-
|
|
90
|
-
|
|
91
|
-
|
|
92
|
-
|
|
93
|
-
|
|
94
|
-
|
|
95
|
-
|
|
96
|
-
|
|
97
|
-
|
|
98
|
-
|
|
99
|
-
|
|
100
|
-
|
|
101
|
-
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
|
|
105
|
-
|
|
106
|
-
|
|
107
|
-
|
|
108
|
-
|
|
109
|
-
|
|
110
|
-
|
|
111
|
-
|
|
112
|
-
|
|
113
|
-
|
|
114
|
-
|
|
115
|
-
|
|
116
|
-
|
|
122
|
+
"""
|
|
123
|
+
Get evaluation weights for different focus areas.
|
|
124
|
+
Returns a dictionary with metric weights where:
|
|
125
|
+
- Positive weights favor higher values
|
|
126
|
+
- Negative weights favor lower values (penalties)
|
|
127
|
+
- Zero weights ignore the metric
|
|
128
|
+
"""
|
|
129
|
+
|
|
130
|
+
if self == BacktestEvaluationFocus.BALANCED:
|
|
131
|
+
return {
|
|
132
|
+
# Core profitability metrics (moderate weight)
|
|
133
|
+
"total_net_gain_percentage": 2.0,
|
|
134
|
+
"cagr": 1.5,
|
|
135
|
+
"average_trade_return_percentage": 1.0,
|
|
136
|
+
|
|
137
|
+
# Risk-adjusted returns (important for balance)
|
|
138
|
+
"sharpe_ratio": 2.0,
|
|
139
|
+
"sortino_ratio": 1.5,
|
|
140
|
+
"calmar_ratio": 1.0,
|
|
141
|
+
"profit_factor": 1.5,
|
|
142
|
+
|
|
143
|
+
# Risk management (penalties for bad metrics)
|
|
144
|
+
"max_drawdown": -1.5,
|
|
145
|
+
"max_drawdown_duration": -0.5,
|
|
146
|
+
"annual_volatility": -0.8,
|
|
147
|
+
|
|
148
|
+
# Trading consistency
|
|
149
|
+
"win_rate": 1.5,
|
|
150
|
+
"win_loss_ratio": 1.0,
|
|
151
|
+
"number_of_trades": 0.8, # Some activity needed
|
|
152
|
+
|
|
153
|
+
# Efficiency metrics
|
|
154
|
+
"exposure_ratio": 0.5,
|
|
155
|
+
"trades_per_year": 0.3,
|
|
156
|
+
}
|
|
157
|
+
|
|
158
|
+
elif self == BacktestEvaluationFocus.PROFIT:
|
|
159
|
+
return {
|
|
160
|
+
# Maximize absolute and relative profits
|
|
161
|
+
"total_net_gain_percentage": 3.0,
|
|
162
|
+
"cagr": 2.5,
|
|
163
|
+
"total_net_gain": 2.0,
|
|
164
|
+
"average_trade_return_percentage": 1.5,
|
|
165
|
+
"best_trade": 1.0,
|
|
166
|
+
|
|
167
|
+
# Profit consistency
|
|
168
|
+
"win_rate": 2.0,
|
|
169
|
+
"profit_factor": 2.0,
|
|
170
|
+
"percentage_positive_trades": 1.0,
|
|
171
|
+
|
|
172
|
+
# Risk secondary (but still important)
|
|
173
|
+
"sharpe_ratio": 1.0,
|
|
174
|
+
"max_drawdown": -1.0,
|
|
175
|
+
|
|
176
|
+
# Activity level (need some trades)
|
|
177
|
+
"number_of_trades": 0.5,
|
|
178
|
+
|
|
179
|
+
# Monthly/yearly consistency
|
|
180
|
+
"percentage_winning_months": 0.8,
|
|
181
|
+
"average_monthly_return": 1.0,
|
|
182
|
+
}
|
|
183
|
+
|
|
184
|
+
elif self == BacktestEvaluationFocus.FREQUENCY:
|
|
185
|
+
return {
|
|
186
|
+
# High trading activity with good results
|
|
187
|
+
"number_of_trades": 3.0,
|
|
188
|
+
"trades_per_year": 2.5,
|
|
189
|
+
"exposure_ratio": 2.0,
|
|
190
|
+
|
|
191
|
+
# Profitability per trade (scaled for frequency)
|
|
192
|
+
"average_trade_return_percentage": 2.0,
|
|
193
|
+
"win_rate": 2.5,
|
|
194
|
+
"total_net_gain_percentage": 1.5,
|
|
195
|
+
|
|
196
|
+
# Consistency across many trades
|
|
197
|
+
"win_loss_ratio": 1.5,
|
|
198
|
+
"percentage_positive_trades": 1.0,
|
|
199
|
+
|
|
200
|
+
# Risk management for frequent trading
|
|
201
|
+
"max_drawdown": -1.5,
|
|
202
|
+
"sharpe_ratio": 1.0,
|
|
203
|
+
"profit_factor": 1.2,
|
|
204
|
+
|
|
205
|
+
# Duration efficiency
|
|
206
|
+
"average_trade_duration": -0.3, # Prefer shorter trades
|
|
207
|
+
}
|
|
208
|
+
|
|
209
|
+
elif self == BacktestEvaluationFocus.RISK_ADJUSTED:
|
|
210
|
+
return {
|
|
211
|
+
# Risk-adjusted performance metrics (highest priority)
|
|
212
|
+
"sharpe_ratio": 3.0,
|
|
213
|
+
"sortino_ratio": 2.5,
|
|
214
|
+
"calmar_ratio": 2.0,
|
|
215
|
+
|
|
216
|
+
# Risk management (strong penalties)
|
|
217
|
+
"max_drawdown": -3.0,
|
|
218
|
+
"max_drawdown_duration": -1.5,
|
|
219
|
+
"annual_volatility": -2.0,
|
|
220
|
+
"worst_trade": -1.0,
|
|
221
|
+
|
|
222
|
+
# Consistent performance
|
|
223
|
+
"win_rate": 2.0,
|
|
224
|
+
"win_loss_ratio": 1.5,
|
|
225
|
+
"percentage_winning_months": 1.5,
|
|
226
|
+
|
|
227
|
+
# Stable returns
|
|
228
|
+
"average_trade_return_percentage": 1.5,
|
|
229
|
+
"total_net_gain_percentage": 1.0,
|
|
230
|
+
"profit_factor": 1.8,
|
|
231
|
+
|
|
232
|
+
# Reasonable activity
|
|
233
|
+
"number_of_trades": 0.5,
|
|
234
|
+
|
|
235
|
+
# Downside protection
|
|
236
|
+
"average_trade_loss_percentage": -1.0,
|
|
237
|
+
"percentage_negative_trades": -1.0,
|
|
238
|
+
}
|
|
239
|
+
|
|
240
|
+
# Fallback to balanced if unknown focus
|
|
241
|
+
return self.get_weights() \
|
|
242
|
+
if self != BacktestEvaluationFocus.BALANCED else {}
|
|
@@ -268,6 +268,11 @@ class BacktestService:
|
|
|
268
268
|
# Trade generation
|
|
269
269
|
last_trade = None
|
|
270
270
|
|
|
271
|
+
# Align signals with most granular OHLCV data
|
|
272
|
+
close = df["Close"].reindex(index, method='ffill')
|
|
273
|
+
buy_signal = buy_signals[symbol].reindex(index, fill_value=False)
|
|
274
|
+
sell_signal = sell_signals[symbol].reindex(index, fill_value=False)
|
|
275
|
+
|
|
271
276
|
# Loop over all timestamps in the backtest
|
|
272
277
|
for i in range(len(index)):
|
|
273
278
|
|
|
@@ -139,7 +139,7 @@ def create_backtest_metrics(
|
|
|
139
139
|
else:
|
|
140
140
|
setattr(backtest_metrics, metric_name, value)
|
|
141
141
|
except OperationalException as e:
|
|
142
|
-
logger.
|
|
142
|
+
logger.warning(f"{metric_name} failed: {e}")
|
|
143
143
|
|
|
144
144
|
# Grouped metrics needing special handling
|
|
145
145
|
if "total_net_gain" in metrics or "total_net_gain_percentage" in metrics:
|
|
@@ -150,7 +150,7 @@ def create_backtest_metrics(
|
|
|
150
150
|
if "total_net_gain_percentage" in metrics:
|
|
151
151
|
backtest_metrics.total_net_gain_percentage = total_return[1]
|
|
152
152
|
except OperationalException as e:
|
|
153
|
-
logger.
|
|
153
|
+
logger.warning(f"total_return failed: {e}")
|
|
154
154
|
|
|
155
155
|
if "total_growth" in metrics or "total_growth_percentage" in metrics:
|
|
156
156
|
try:
|
|
@@ -160,7 +160,7 @@ def create_backtest_metrics(
|
|
|
160
160
|
if "total_growth_percentage" in metrics:
|
|
161
161
|
backtest_metrics.total_growth_percentage = total_growth[1]
|
|
162
162
|
except OperationalException as e:
|
|
163
|
-
logger.
|
|
163
|
+
logger.warning(f"total_growth failed: {e}")
|
|
164
164
|
|
|
165
165
|
if "total_loss" in metrics or "total_loss_percentage" in metrics:
|
|
166
166
|
try:
|
|
@@ -170,7 +170,7 @@ def create_backtest_metrics(
|
|
|
170
170
|
if "total_loss_percentage" in metrics:
|
|
171
171
|
backtest_metrics.total_loss_percentage = total_loss[1]
|
|
172
172
|
except OperationalException as e:
|
|
173
|
-
logger.
|
|
173
|
+
logger.warning(f"total_loss failed: {e}")
|
|
174
174
|
|
|
175
175
|
if ("average_trade_return" in metrics
|
|
176
176
|
or "average_trade_return_percentage" in metrics):
|
|
@@ -182,7 +182,7 @@ def create_backtest_metrics(
|
|
|
182
182
|
backtest_metrics.average_trade_return_percentage = \
|
|
183
183
|
avg_return[1]
|
|
184
184
|
except OperationalException as e:
|
|
185
|
-
logger.
|
|
185
|
+
logger.warning(f"average_trade_return failed: {e}")
|
|
186
186
|
|
|
187
187
|
if ("average_trade_gain" in metrics
|
|
188
188
|
or "average_trade_gain_percentage" in metrics):
|
|
@@ -193,7 +193,7 @@ def create_backtest_metrics(
|
|
|
193
193
|
if "average_trade_gain_percentage" in metrics:
|
|
194
194
|
backtest_metrics.average_trade_gain_percentage = avg_gain[1]
|
|
195
195
|
except OperationalException as e:
|
|
196
|
-
logger.
|
|
196
|
+
logger.warning(f"average_trade_gain failed: {e}")
|
|
197
197
|
|
|
198
198
|
if ("average_trade_loss" in metrics
|
|
199
199
|
or "average_trade_loss_percentage" in metrics):
|
|
@@ -204,7 +204,7 @@ def create_backtest_metrics(
|
|
|
204
204
|
if "average_trade_loss_percentage" in metrics:
|
|
205
205
|
backtest_metrics.average_trade_loss_percentage = avg_loss[1]
|
|
206
206
|
except OperationalException as e:
|
|
207
|
-
logger.
|
|
207
|
+
logger.warning(f"average_trade_loss failed: {e}")
|
|
208
208
|
|
|
209
209
|
if ("current_average_trade_gain" in metrics
|
|
210
210
|
or "get_current_average_trade_gain_percentage" in metrics):
|
|
@@ -221,7 +221,7 @@ def create_backtest_metrics(
|
|
|
221
221
|
backtest_metrics.current_average_trade_gain_percentage = \
|
|
222
222
|
current_avg_gain[1]
|
|
223
223
|
except OperationalException as e:
|
|
224
|
-
logger.
|
|
224
|
+
logger.warning(f"current_average_trade_gain failed: {e}")
|
|
225
225
|
|
|
226
226
|
if ("current_average_trade_return" in metrics
|
|
227
227
|
or "current_average_trade_return_percentage" in metrics):
|
|
@@ -237,7 +237,7 @@ def create_backtest_metrics(
|
|
|
237
237
|
backtest_metrics.current_average_trade_return_percentage =\
|
|
238
238
|
current_avg_return[1]
|
|
239
239
|
except OperationalException as e:
|
|
240
|
-
logger.
|
|
240
|
+
logger.warning(f"current_average_trade_return failed: {e}")
|
|
241
241
|
|
|
242
242
|
if "current_average_trade_duration" in metrics:
|
|
243
243
|
try:
|
|
@@ -247,7 +247,7 @@ def create_backtest_metrics(
|
|
|
247
247
|
backtest_metrics.current_average_trade_duration = \
|
|
248
248
|
current_avg_duration
|
|
249
249
|
except OperationalException as e:
|
|
250
|
-
logger.
|
|
250
|
+
logger.warning(f"current_average_trade_duration failed: {e}")
|
|
251
251
|
|
|
252
252
|
if ("current_average_trade_loss" in metrics
|
|
253
253
|
or "current_average_trade_loss_percentage" in metrics):
|
|
@@ -262,7 +262,7 @@ def create_backtest_metrics(
|
|
|
262
262
|
backtest_metrics.current_average_trade_loss_percentage = \
|
|
263
263
|
current_avg_loss[1]
|
|
264
264
|
except OperationalException as e:
|
|
265
|
-
logger.
|
|
265
|
+
logger.warning(f"current_average_trade_loss failed: {e}")
|
|
266
266
|
|
|
267
267
|
safe_set("number_of_positive_trades", get_positive_trades, backtest_run.trades)
|
|
268
268
|
safe_set("percentage_positive_trades", get_positive_trades, backtest_run.trades, index=1)
|
|
@@ -86,7 +86,7 @@ investing_algorithm_framework/domain/__init__.py,sha256=PASQlRGcU_MDIwnLppanXGo-
|
|
|
86
86
|
investing_algorithm_framework/domain/backtesting/__init__.py,sha256=q-NejGHzE233w5jXPhSsuLpBZ_yl3m-qb2g6FnxZaps,699
|
|
87
87
|
investing_algorithm_framework/domain/backtesting/backtest.py,sha256=mS7JdPTXhw5AQrQ-krXWtpNsBbVVYkxc1lBSoPhCqoQ,15617
|
|
88
88
|
investing_algorithm_framework/domain/backtesting/backtest_date_range.py,sha256=e_V7HMdtln4uu87jwwa_Yr7ZesgrpFqsEqtr0e0DTto,3186
|
|
89
|
-
investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py,sha256=
|
|
89
|
+
investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py,sha256=D__3I_TSxDVnGtlddmWt4wHcqut8MGyYMf1IfQZXYJ0,7547
|
|
90
90
|
investing_algorithm_framework/domain/backtesting/backtest_metrics.py,sha256=HR0bEDT3xh-TQq50PLDcKhYggjtnE-JTRuY2TlXz54w,19552
|
|
91
91
|
investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py,sha256=8JXdu3EgFh2f2Yc41OYwIBwlYtjFiumyAJUrN5kL078,6703
|
|
92
92
|
investing_algorithm_framework/domain/backtesting/backtest_run.py,sha256=ffQgilEkyixGrGvKeCZF670OPoY3ljixlgsXPajHpZY,14310
|
|
@@ -202,7 +202,7 @@ investing_algorithm_framework/infrastructure/services/azure/__init__.py,sha256=P
|
|
|
202
202
|
investing_algorithm_framework/infrastructure/services/azure/state_handler.py,sha256=EUk4PdVl6RQ19DuWdrC4DzgOhGcL3qiZKWgWh_obT4E,5240
|
|
203
203
|
investing_algorithm_framework/services/__init__.py,sha256=9p0Y2enp6UMOlU4qJgVoojHBRARLGefNzbPxgSCN0wI,4999
|
|
204
204
|
investing_algorithm_framework/services/backtesting/__init__.py,sha256=sD6JMQVuUT8NRKV77VC9jyGnHcGox0W2n9eA-4ydeHY,84
|
|
205
|
-
investing_algorithm_framework/services/backtesting/backtest_service.py,sha256=
|
|
205
|
+
investing_algorithm_framework/services/backtesting/backtest_service.py,sha256=jNd3s0qc9_PGMZAKnW0PB8kQ8Mub05n7UMcq2eB1s-8,23707
|
|
206
206
|
investing_algorithm_framework/services/configuration_service.py,sha256=BCgiBlrLjMjfU4afmjYaHu9gOWNmgaxhf6RBN2XJkw0,2853
|
|
207
207
|
investing_algorithm_framework/services/data_providers/__init__.py,sha256=OHVccpIYGc-1B2AkCI_2Nhsb9KMaAUrng4DHhIbFD8Y,96
|
|
208
208
|
investing_algorithm_framework/services/data_providers/data_provider_service.py,sha256=Tv5W38rshK7sG7XEhp7L-McdiNWAAlvU_1ScSdt1NCE,28420
|
|
@@ -215,7 +215,7 @@ investing_algorithm_framework/services/metrics/calmar_ratio.py,sha256=clZTkG6bjZ
|
|
|
215
215
|
investing_algorithm_framework/services/metrics/drawdown.py,sha256=VWkPXOm9CSdq6LHL6Pa9JnDObsu-1OOqgC4XRZqZO3Q,6193
|
|
216
216
|
investing_algorithm_framework/services/metrics/equity_curve.py,sha256=Z3YdqEJ7x9N-RKOC4bt-1LuiKAYTCxhuE6Fx1lJyAS0,702
|
|
217
217
|
investing_algorithm_framework/services/metrics/exposure.py,sha256=kQPreO5RR72DgTRdSdMPiG6onZTAWvyYTrp3hsI6vYw,6234
|
|
218
|
-
investing_algorithm_framework/services/metrics/generate.py,sha256=
|
|
218
|
+
investing_algorithm_framework/services/metrics/generate.py,sha256=vpWxspLSjdf450horKxHPWi2Xh4jxtS940HAxgCCGv8,15931
|
|
219
219
|
investing_algorithm_framework/services/metrics/mean_daily_return.py,sha256=_e5GCD5xppa_GrYMEeQB9or1WLkJIF-mdmDfes8CRjQ,2384
|
|
220
220
|
investing_algorithm_framework/services/metrics/price_efficiency.py,sha256=hpt1Nyk7s_jxFeqEVeQV9FH5N4RzJx6SP072L4z9fYw,1844
|
|
221
221
|
investing_algorithm_framework/services/metrics/profit_factor.py,sha256=6OMC2yx1stMrJKaVSCMWyVbVMgfurYTiue7P7QeCEHs,5178
|
|
@@ -252,8 +252,8 @@ investing_algorithm_framework/services/trade_order_evaluator/default_trade_order
|
|
|
252
252
|
investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py,sha256=pNnmgaKMR9RY6Kxq7xS0nURKoaQDe2ehrP5GfElkkcI,1328
|
|
253
253
|
investing_algorithm_framework/services/trade_service/__init__.py,sha256=AcwPyJjDRdiREnl_MWMkDSc-V-ZjXtvpHD6eQT9mc1o,68
|
|
254
254
|
investing_algorithm_framework/services/trade_service/trade_service.py,sha256=OtzIS5EebByGcqDvV2AFeBjXSarvrgubMXDaVKg6Rbw,41193
|
|
255
|
-
investing_algorithm_framework-7.16.
|
|
256
|
-
investing_algorithm_framework-7.16.
|
|
257
|
-
investing_algorithm_framework-7.16.
|
|
258
|
-
investing_algorithm_framework-7.16.
|
|
259
|
-
investing_algorithm_framework-7.16.
|
|
255
|
+
investing_algorithm_framework-7.16.11.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
|
|
256
|
+
investing_algorithm_framework-7.16.11.dist-info/METADATA,sha256=2zYYO7C5y7OYuUwcIVSOdmJVGIanjNbIohwd7c9cl4M,19636
|
|
257
|
+
investing_algorithm_framework-7.16.11.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
|
|
258
|
+
investing_algorithm_framework-7.16.11.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
|
|
259
|
+
investing_algorithm_framework-7.16.11.dist-info/RECORD,,
|
|
File without changes
|
|
File without changes
|
|
File without changes
|