investing-algorithm-framework 7.9.1__tar.gz → 7.10.0__tar.gz

{investing_algorithm_framework-7.9.1 → investing_algorithm_framework-7.10.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.9.1
+Version: 7.10.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.9.1 → investing_algorithm_framework-7.10.0}/investing_algorithm_framework/domain/backtesting/backtest_run.py

@@ -1,7 +1,7 @@
 import json
 import os
 from pathlib import Path
-from datetime import datetime
+from datetime import datetime, timezone
 from dataclasses import dataclass, field
 from logging import getLogger
 from typing import Union, List, Optional
@@ -167,6 +167,12 @@ class BacktestRun:
         data["created_at"] = datetime.strptime(
             data["created_at"], "%Y-%m-%d %H:%M:%S"
         )
+        # Convert all to utc timezone
+        data["backtest_start_date"] = data[
+            "backtest_start_date"].replace(tzinfo=timezone.utc)
+        data["backtest_end_date"] = data[
+            "backtest_end_date"].replace(tzinfo=timezone.utc)
+        data["created_at"] = data["created_at"].replace(tzinfo=timezone.utc)
 
         # Parse orders
         data["orders"] = [

{investing_algorithm_framework-7.9.1 → investing_algorithm_framework-7.10.0}/investing_algorithm_framework/services/backtesting/backtest_service.py

@@ -4,6 +4,7 @@ import sys
 from collections import defaultdict
 from datetime import datetime, timedelta, timezone
 from typing import Dict, List, Union
+from uuid import uuid4
 
 import numpy as np
 import pandas as pd
@@ -124,6 +125,8 @@ class BacktestService:
             strategy: The strategy to backtest.
             backtest_date_range: The date range for the backtest.
             initial_amount: The initial amount to use for the backtest.
+            risk_free_rate: The risk-free rate to use for the backtest
+                metrics. Default is 0.027 (2.7%).
 
         Returns:
             BacktestRun: The backtest run containing the results and metrics.
@@ -257,7 +260,7 @@ class BacktestService:
                 if current_signal == 1 and last_trade is None:
                     amount = float(capital_for_trade / current_price)
                     order = Order(
-                        id=len(orders) + 1,
+                        id=uuid4(),
                         target_symbol=symbol,
                         trading_symbol=trading_symbol,
                         order_type=OrderType.LIMIT,

{investing_algorithm_framework-7.9.1 → investing_algorithm_framework-7.10.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v7.9.1"
+version = "v7.10.0"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"