investing-algorithm-framework 7.17.0__py3-none-any.whl → 7.18.0__py3-none-any.whl

investing_algorithm_framework/__init__.py

@@ -1,9 +1,9 @@
 from .app import App, Algorithm, \
     TradingStrategy, StatelessAction, Task, AppHook, Context, \
-    add_html_report, BacktestReport, \
+    add_html_report, BacktestReport, save_backtests_to_directory, \
     pretty_print_trades, pretty_print_positions, \
     pretty_print_orders, pretty_print_backtest, select_backtest_date_ranges, \
-    get_equity_curve_with_drawdown_chart, \
+    get_equity_curve_with_drawdown_chart, load_backtests_from_directory, \
     get_rolling_sharpe_ratio_chart, rank_results, \
     get_monthly_returns_heatmap_chart, create_weights, \
     get_yearly_returns_bar_chart, get_entry_and_exit_signals, \
@@ -189,5 +189,7 @@ __all__ = [
     "get_negative_trades",
     "get_positive_trades",
     "get_number_of_trades",
-    "BacktestRun"
+    "BacktestRun",
+    "load_backtests_from_directory",
+    "save_backtests_to_directory"
 ]

investing_algorithm_framework/app/__init__.py

@@ -14,7 +14,7 @@ from .reporting import add_html_report, \
     get_yearly_returns_bar_chart, get_equity_curve_chart, \
     get_ohlcv_data_completeness_chart, get_entry_and_exit_signals
 from .analysis import select_backtest_date_ranges, rank_results, \
-    create_weights
+    create_weights, load_backtests_from_directory, save_backtests_to_directory
 
 
 __all__ = [
@@ -41,5 +41,7 @@ __all__ = [
     "rank_results",
     "create_weights",
     "get_entry_and_exit_signals",
-    "get_equity_curve_chart"
+    "get_equity_curve_chart",
+    "load_backtests_from_directory",
+    "save_backtests_to_directory"
 ]

investing_algorithm_framework/app/analysis/__init__.py

@@ -1,11 +1,15 @@
 from .backtest_data_ranges import select_backtest_date_ranges
 from .ranking import rank_results, create_weights, combine_backtest_metrics
 from .permutation import create_ohlcv_permutation
+from .backtest_utils import load_backtests_from_directory, \
+    save_backtests_to_directory
 
 __all__ = [
     "select_backtest_date_ranges",
     "rank_results",
     "create_weights",
     "create_ohlcv_permutation",
-    "combine_backtest_metrics"
+    "combine_backtest_metrics",
+    "load_backtests_from_directory",
+    "save_backtests_to_directory"
 ]

investing_algorithm_framework/app/analysis/backtest_utils.py

@@ -0,0 +1,80 @@
+import os
+from pathlib import Path
+from typing import List, Union
+from logging import getLogger
+from random import Random
+
+from investing_algorithm_framework.domain import Backtest
+
+
+logger = getLogger("investing_algorithm_framework")
+
+
+def save_backtests_to_directory(
+    backtests: List[Backtest],
+    directory_path: Union[str, Path]
+) -> None:
+    """
+    Saves a list of Backtest objects to the specified directory.
+
+    Args:
+        backtests (List[Backtest]): List of Backtest objects to save.
+        directory_path (str): Path to the directory where backtests
+            will be saved.
+
+    Returns:
+        None
+    """
+
+    if not os.path.exists(directory_path):
+        os.makedirs(directory_path)
+
+    for backtest in backtests:
+        # Check if there is an ID in the backtest metadata
+        backtest_id = backtest.metadata.get('id')
+
+        if backtest_id is None:
+            logger.warning(
+                "Backtest is missing 'id' in metadata. "
+                "Generating a random ID as name for backtest file."
+            )
+            backtest_id = str(Random().randint(100000, 999999))
+
+        backtest.save(os.path.join(directory_path, backtest_id))
+
+
+def load_backtests_from_directory(
+    directory_path: Union[str, Path]
+) -> List[Backtest]:
+    """
+    Loads Backtest objects from the specified directory.
+
+    Args:
+        directory_path (str): Path to the directory from which backtests
+            will be loaded.
+
+    Returns:
+        List[Backtest]: List of loaded Backtest objects.
+    """
+
+    backtests = []
+
+    if not os.path.exists(directory_path):
+        logger.warning(
+            f"Directory {directory_path} does not exist. "
+            "No backtests loaded."
+        )
+        return backtests
+
+    for file_name in os.listdir(directory_path):
+        file_path = os.path.join(directory_path, file_name)
+
+        try:
+            backtest = Backtest.open(file_path)
+            backtests.append(backtest)
+        except Exception as e:
+            logger.error(
+                f"Failed to load backtest from {file_path}: {e}"
+            )
+
+    return backtests

investing_algorithm_framework/app/app.py

@@ -1070,13 +1070,12 @@ class App:
         except Exception as e:
             logger.error(
                 f"Error occurred during vector backtest for strategy "
-                f"{strategy.name}: {str(e)}"
+                f"{strategy.strategy_id}: {str(e)}"
             )
             if continue_on_error:
                 backtest = Backtest(
                     backtest_runs=[],
                     risk_free_rate=risk_free_rate,
-                    backtest_summary={}
                 )
             else:
                 raise e

investing_algorithm_framework/domain/backtesting/backtest_run.py

@@ -251,17 +251,41 @@ class BacktestRun:
             # Remove backtest_metrics to avoid redundancy
             data.pop("backtest_metrics", None)
 
-            data["backtest_start_date"] = self.backtest_start_date.strftime(
+            # Ensure datetime objects are in UTC before formatting
+            backtest_start_date = self.backtest_start_date
+
+            if backtest_start_date.tzinfo is None:
+                # Naive datetime - treat as UTC
+                backtest_start_date = backtest_start_date.replace(
+                    tzinfo=timezone.utc
+                )
+            else:
+                # Timezone-aware - convert to UTC
+                backtest_start_date = backtest_start_date.astimezone(
+                    timezone.utc
+                )
+
+            backtest_end_date = self.backtest_end_date
+            if backtest_end_date.tzinfo is None:
+                backtest_end_date = backtest_end_date.replace(
+                    tzinfo=timezone.utc
+                )
+            else:
+                backtest_end_date = backtest_end_date.astimezone(timezone.utc)
+
+            created_at = self.created_at
+            if created_at.tzinfo is None:
+                created_at = created_at.replace(tzinfo=timezone.utc)
+            else:
+                created_at = created_at.astimezone(timezone.utc)
+
+            data["backtest_start_date"] = backtest_start_date.strftime(
                 "%Y-%m-%d %H:%M:%S"
             )
-            data["backtest_end_date"] = self.backtest_end_date.strftime(
+            data["backtest_end_date"] = backtest_end_date.strftime(
                 "%Y-%m-%d %H:%M:%S"
             )
-
-            if self.created_at.tzinfo is None:
-                self.created_at = self.created_at.replace(tzinfo=timezone.utc)
-
-            data["created_at"] = self.created_at.strftime(
+            data["created_at"] = created_at.strftime(
                 "%Y-%m-%d %H:%M:%S"
             )
             json.dump(data, f, default=str)

{investing_algorithm_framework-7.17.0.dist-info → investing_algorithm_framework-7.18.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.17.0
+Version: 7.18.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.17.0.dist-info → investing_algorithm_framework-7.18.0.dist-info}/RECORD

@@ -1,13 +1,14 @@
-investing_algorithm_framework/__init__.py,sha256=rYv3eJDD0QbOPXCvK-Ye8oml63MYM_QLqXrt6vFpHk8,6857
-investing_algorithm_framework/app/__init__.py,sha256=x683g8hvp5yERywt0CFWLavMcTDnCwVVUW_g3o5kyOc,1539
+investing_algorithm_framework/__init__.py,sha256=ACNFUkjEf2UxGoBoci9JHeT6hGFISFyy4U-rLnZW8_E,6989
+investing_algorithm_framework/app/__init__.py,sha256=BjVkBQvVuI7ovTpR2Bn8YOHL2p5vsX-LRqpe-aS3ImM,1671
 investing_algorithm_framework/app/algorithm/__init__.py,sha256=-a9o9bTfAhW9qSW-bKvlLQuMCf-YXxIztudo2TxMjCI,136
 investing_algorithm_framework/app/algorithm/algorithm.py,sha256=v8AZZ7hr5ZKJbavk242xCUpGHv3mKZ4sqfGV7BwPgdU,6854
 investing_algorithm_framework/app/algorithm/algorithm_factory.py,sha256=Z6El6ErAEEljVGEM0Hkd2VXSMM9qkSCfkp-Ht-WEy3w,3549
-investing_algorithm_framework/app/analysis/__init__.py,sha256=hstMgI9_FufhUqHHphBTSS_KgKpktB_aBBvu-61whU8,343
+investing_algorithm_framework/app/analysis/__init__.py,sha256=hISKshN-FQchLBasWX5raMG-IXVJP43t5fXEdrL6M9U,508
 investing_algorithm_framework/app/analysis/backtest_data_ranges.py,sha256=pt8vUjhyqCN5JspihlzMWW4n5BULWcy0E9SlkEM2Fo4,3960
+investing_algorithm_framework/app/analysis/backtest_utils.py,sha256=W_X1T8f1UOllUUkaO4ZiQlQ7dSEGi9TqVo_ROyv7XNE,2121
 investing_algorithm_framework/app/analysis/permutation.py,sha256=NHzyMQ9aCqLiLXyw1CpRZfITLzsRwHmMn8Uj8oV5_1E,3941
 investing_algorithm_framework/app/analysis/ranking.py,sha256=-XEWmU3rxLvkC9GOW6Zci7E3Y7H2xKwU3id8ljf0n9k,10888
-investing_algorithm_framework/app/app.py,sha256=-RG4r1cfghkx-yXoWe9xUMQeEUEvXCOUblhIvXYX5Lw,83256
+investing_algorithm_framework/app/app.py,sha256=saAfkfWJg-in7qKCOIpN1HljMU2YCuvdqSTWi4a-Ub0,83223
 investing_algorithm_framework/app/app_hook.py,sha256=cDiY4x2n06tljpx-fcbIM1oPnjTnEthibvqxUvfEppo,834
 investing_algorithm_framework/app/context.py,sha256=kWOBZq7E45xoAPbMfn9HPhDQmEcyCqBYWi-NJK5nMXk,58874
 investing_algorithm_framework/app/eventloop.py,sha256=w9zufVpiHrgsxuh4_AW2DXxOfI4LVcScNHTLfL9-Tws,21736
@@ -89,7 +90,7 @@ investing_algorithm_framework/domain/backtesting/backtest_date_range.py,sha256=e
 investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py,sha256=D__3I_TSxDVnGtlddmWt4wHcqut8MGyYMf1IfQZXYJ0,7547
 investing_algorithm_framework/domain/backtesting/backtest_metrics.py,sha256=gfiuNhT15UpY5l02onknf7D5wHJfeUKodlnG9FV5I1E,20120
 investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py,sha256=8JXdu3EgFh2f2Yc41OYwIBwlYtjFiumyAJUrN5kL078,6703
-investing_algorithm_framework/domain/backtesting/backtest_run.py,sha256=ffQgilEkyixGrGvKeCZF670OPoY3ljixlgsXPajHpZY,14310
+investing_algorithm_framework/domain/backtesting/backtest_run.py,sha256=Pozrx4zUBDOHDn6jFY9sHUksMya3AGsgboIOUeBbKxk,15267
 investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py,sha256=Dt3gFz-MNmxtOhYxVPN8lI_7rXtE9PK10lULDFuCHlU,7131
 investing_algorithm_framework/domain/backtesting/combine_backtests.py,sha256=E6MHctsSaiQdDPLQtXSU9Exf_yYLUc2oAD3vKMeNM20,9963
 investing_algorithm_framework/domain/config.py,sha256=_VkaJvrdqIKAT3_l-Y8XTEKNEaw5uVIwQ7vxomuCpUw,3003
@@ -252,8 +253,8 @@ 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-7.17.0.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.17.0.dist-info/METADATA,sha256=nxUTvzV-vZgjVC-lQBBld8S0QVX4J4GUMZPPxMg3acQ,19635
-investing_algorithm_framework-7.17.0.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.17.0.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.17.0.dist-info/RECORD,,
+investing_algorithm_framework-7.18.0.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.18.0.dist-info/METADATA,sha256=_8KvJKynhbGR8VmlZzsG6tY6D2u_EzA8iApv5zCkTjE,19635
+investing_algorithm_framework-7.18.0.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.18.0.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.18.0.dist-info/RECORD,,