investing-algorithm-framework 8.3.0__tar.gz → 8.5.0__tar.gz

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 8.3.0
+Version: 8.5.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10,<4.0
@@ -13,7 +13,7 @@ Provides-Extra: alpha-vantage
 Provides-Extra: polygon
 Provides-Extra: yahoo
 Requires-Dist: Flask (>=3.1.0)
-Requires-Dist: Flask-Cors (>=3.0.9,<5.0.0)
+Requires-Dist: Flask-Cors (>=3.0.9,<7.0.0)
 Requires-Dist: Flask-Migrate (>=2.6.0)
 Requires-Dist: SQLAlchemy (>=2.0.18)
 Requires-Dist: alpha_vantage (>=3.0.0,<4.0.0) ; extra == "alpha-vantage" or extra == "all"
@@ -44,12 +44,18 @@ Description-Content-Type: text/markdown
 </h1>
 
 <p align="center">
-  <i align="center">Create trading strategies. Compare them side by side. Pick the best one. 🚀</i>
+  <i align="center">Create trading strategies. Compare them side by side. Pick the best one and Deploy 🚀</i>
 </p>
 
 <h4 align="center">
-  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml">
-    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=master&label=tests&style=flat-square" alt="tests" style="height: 20px;">
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=linux&style=flat-square&logo=linux&logoColor=white" alt="linux main" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=macos&style=flat-square&logo=apple&logoColor=white" alt="macos main" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=windows&style=flat-square&logo=windows&logoColor=white" alt="windows main" style="height: 20px;">
   </a>
   <a href="https://pypi.org/project/investing-algorithm-framework/">
     <img src="https://img.shields.io/pypi/v/investing-algorithm-framework.svg?style=flat-square" alt="pypi" style="height: 20px;">
@@ -102,7 +108,7 @@ Description-Content-Type: text/markdown
 
 Most quant frameworks stop at "here's your backtest result." You get a number, maybe a chart, and then you're on your own figuring out which strategy is actually better.
 
-This framework is built around the full loop: **create strategies → backtest them → compare them in a single report → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
+This framework is built around the full loop: **create strategies → vector backtest for signals analysis → compare them in a single report → event backtest the most promising strategies → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
 
 <details open>
 <summary>
@@ -110,6 +116,10 @@ This framework is built around the full loop: **create strategies → backtest t
 </summary> <br>
 
 - 📊 **30+ Metrics** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
+- ⚡ **Vector Backtesting for Signal Analysis** — Quickly test your strategy logic on historical data to see how signals would have behaved before committing to full event-driven backtests
+- 🏃 **Event-Driven Backtesting** — Once promising strategies are identified via vector backtests, run full event-driven backtests to simulate realistic execution and portfolio management
+- 🔀 **Permutation Testing / Monte Carlo Simulations** — Assess the statistical robustness of your strategies by running them across randomized market scenarios to see how often your results could occur by chance
+- 🚀 **Deployment** — Once the best strategy is identified through backtesting and comparison, deploy it to production locally or in the cloud (AWS Lambda / Azure Functions) to start live trading
 - ⚔️ **Multi-Strategy Comparison** — Rank, filter & compare strategies in a single interactive report
 - 🪟 **Multi-Window Robustness** — Test across different time periods with window coverage analysis
 - 📈 **Equity & Drawdown Charts** — Overlay equity curves, rolling Sharpe, drawdown & return distributions
@@ -118,7 +128,8 @@ This framework is built around the full loop: **create strategies → backtest t
 - 📉 **Benchmark Comparison** — Beat-rate analysis vs Buy & Hold, DCA, risk-free & custom benchmarks
 - 📄 **One-Click HTML Report** — Self-contained file, no server, dark & light theme, shareable
 - 🌐 **Load External Data** — Fetch CSV, JSON, or Parquet from any URL with caching and auto-refresh
-- 🚀 **Build → Backtest → Deploy** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
+- � **[Record Custom Variables](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/recording-variables)** — Track any indicator or metric during backtests with `context.record()`
+- �🚀 **Build → Backtest → Deploy** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
 
 </details>
 
@@ -306,13 +317,14 @@ report.save("my_report.html")
 |---|---|
 | **[Backtest Report Dashboard](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** | Self-contained HTML report with ranking tables, equity curves, metric charts, heatmaps, and strategy comparison |
 | **[Event-Driven Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtesting)** | Realistic, order-by-order simulation |
-| **[Vectorized Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/vector-backtesting)** | Fast signal research and prototyping |
+| **[Vectorized Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/vector-backtesting)** | Fast signal research and prototyping |
 | **50+ Metrics** | CAGR, Sharpe, Sortino, max drawdown, win rate, profit factor, recovery factor, volatility, and more |
 | **[Live Trading](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/application-setup)** | Connect to exchanges via CCXT for real-time execution |
 | **[Portfolio Management](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/portfolio-configuration)** | Position tracking, trade management, persistence |
 | **[Cloud Deployment](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/deployment)** | Deploy to AWS Lambda, Azure Functions, or run as a web service |
 | **[Market Data Providers](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/custom-data-providers)** | Built-in providers for CCXT, Yahoo Finance, Alpha Vantage, and Polygon — or build your own |
 | **[Load External Data](https://coding-kitties.github.io/investing-algorithm-framework/Data/external-data)** | Fetch CSV, JSON, or Parquet from any URL with caching, date parsing, and pre/post-processing |
+| **[Record Custom Variables](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/recording-variables)** | Track any indicator or metric during backtests with `context.record()` |
 | **[Strategies](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/strategies)** | OHLCV, tickers, custom data — Polars and Pandas native |
 | **[Extensible](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/custom-data-providers)** | Custom data providers, order executors, and strategy classes |
 
@@ -347,7 +359,7 @@ python -m unittest discover -s tests
 
 - [Open an issue](https://github.com/coding-kitties/investing-algorithm-framework/issues/new) for bugs or ideas
 - Read the [Contributing Guide](https://coding-kitties.github.io/investing-algorithm-framework/Contributing%20Guide/contributing)
-- PRs go against the `develop` branch
+- PRs go against the `dev` branch
 
 ## Risk Disclaimer
 

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/README.md

@@ -3,12 +3,18 @@
 </h1>
 
 <p align="center">
-  <i align="center">Create trading strategies. Compare them side by side. Pick the best one. 🚀</i>
+  <i align="center">Create trading strategies. Compare them side by side. Pick the best one and Deploy 🚀</i>
 </p>
 
 <h4 align="center">
-  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml">
-    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=master&label=tests&style=flat-square" alt="tests" style="height: 20px;">
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=linux&style=flat-square&logo=linux&logoColor=white" alt="linux main" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=macos&style=flat-square&logo=apple&logoColor=white" alt="macos main" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=windows&style=flat-square&logo=windows&logoColor=white" alt="windows main" style="height: 20px;">
   </a>
   <a href="https://pypi.org/project/investing-algorithm-framework/">
     <img src="https://img.shields.io/pypi/v/investing-algorithm-framework.svg?style=flat-square" alt="pypi" style="height: 20px;">
@@ -61,7 +67,7 @@
 
 Most quant frameworks stop at "here's your backtest result." You get a number, maybe a chart, and then you're on your own figuring out which strategy is actually better.
 
-This framework is built around the full loop: **create strategies → backtest them → compare them in a single report → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
+This framework is built around the full loop: **create strategies → vector backtest for signals analysis → compare them in a single report → event backtest the most promising strategies → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
 
 <details open>
 <summary>
@@ -69,6 +75,10 @@ This framework is built around the full loop: **create strategies → backtest t
 </summary> <br>
 
 - 📊 **30+ Metrics** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
+- ⚡ **Vector Backtesting for Signal Analysis** — Quickly test your strategy logic on historical data to see how signals would have behaved before committing to full event-driven backtests
+- 🏃 **Event-Driven Backtesting** — Once promising strategies are identified via vector backtests, run full event-driven backtests to simulate realistic execution and portfolio management
+- 🔀 **Permutation Testing / Monte Carlo Simulations** — Assess the statistical robustness of your strategies by running them across randomized market scenarios to see how often your results could occur by chance
+- 🚀 **Deployment** — Once the best strategy is identified through backtesting and comparison, deploy it to production locally or in the cloud (AWS Lambda / Azure Functions) to start live trading
 - ⚔️ **Multi-Strategy Comparison** — Rank, filter & compare strategies in a single interactive report
 - 🪟 **Multi-Window Robustness** — Test across different time periods with window coverage analysis
 - 📈 **Equity & Drawdown Charts** — Overlay equity curves, rolling Sharpe, drawdown & return distributions
@@ -77,7 +87,8 @@ This framework is built around the full loop: **create strategies → backtest t
 - 📉 **Benchmark Comparison** — Beat-rate analysis vs Buy & Hold, DCA, risk-free & custom benchmarks
 - 📄 **One-Click HTML Report** — Self-contained file, no server, dark & light theme, shareable
 - 🌐 **Load External Data** — Fetch CSV, JSON, or Parquet from any URL with caching and auto-refresh
-- 🚀 **Build → Backtest → Deploy** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
+- � **[Record Custom Variables](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/recording-variables)** — Track any indicator or metric during backtests with `context.record()`
+- �🚀 **Build → Backtest → Deploy** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
 
 </details>
 
@@ -265,13 +276,14 @@ report.save("my_report.html")
 |---|---|
 | **[Backtest Report Dashboard](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** | Self-contained HTML report with ranking tables, equity curves, metric charts, heatmaps, and strategy comparison |
 | **[Event-Driven Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtesting)** | Realistic, order-by-order simulation |
-| **[Vectorized Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/vector-backtesting)** | Fast signal research and prototyping |
+| **[Vectorized Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/vector-backtesting)** | Fast signal research and prototyping |
 | **50+ Metrics** | CAGR, Sharpe, Sortino, max drawdown, win rate, profit factor, recovery factor, volatility, and more |
 | **[Live Trading](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/application-setup)** | Connect to exchanges via CCXT for real-time execution |
 | **[Portfolio Management](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/portfolio-configuration)** | Position tracking, trade management, persistence |
 | **[Cloud Deployment](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/deployment)** | Deploy to AWS Lambda, Azure Functions, or run as a web service |
 | **[Market Data Providers](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/custom-data-providers)** | Built-in providers for CCXT, Yahoo Finance, Alpha Vantage, and Polygon — or build your own |
 | **[Load External Data](https://coding-kitties.github.io/investing-algorithm-framework/Data/external-data)** | Fetch CSV, JSON, or Parquet from any URL with caching, date parsing, and pre/post-processing |
+| **[Record Custom Variables](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/recording-variables)** | Track any indicator or metric during backtests with `context.record()` |
 | **[Strategies](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/strategies)** | OHLCV, tickers, custom data — Polars and Pandas native |
 | **[Extensible](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/custom-data-providers)** | Custom data providers, order executors, and strategy classes |
 
@@ -306,7 +318,7 @@ python -m unittest discover -s tests
 
 - [Open an issue](https://github.com/coding-kitties/investing-algorithm-framework/issues/new) for bugs or ideas
 - Read the [Contributing Guide](https://coding-kitties.github.io/investing-algorithm-framework/Contributing%20Guide/contributing)
-- PRs go against the `develop` branch
+- PRs go against the `dev` branch
 
 ## Risk Disclaimer
 

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/__init__.py

@@ -254,4 +254,13 @@ __all__ = [
     "VolumeBasedFill",
     "FXRateProvider",
     "StaticFXRateProvider",
+    "load_ipython_extension",
 ]
+
+
+def load_ipython_extension(ipython):
+    """Allow ``%load_ext investing_algorithm_framework`` to register
+    the ``%backtest`` / ``%%backtest`` magic commands."""
+    from investing_algorithm_framework.notebook import load_ipython_extension \
+        as _load
+    _load(ipython)

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/app/app.py

@@ -279,10 +279,11 @@ class App:
 
         if SQLALCHEMY_DATABASE_URI not in config \
                 or config[SQLALCHEMY_DATABASE_URI] is None:
-            path = "sqlite:///" + os.path.join(
+            db_path = os.path.join(
                 configuration_service.config[DATABASE_DIRECTORY_PATH],
                 configuration_service.config[DATABASE_NAME]
             )
+            path = "sqlite:///" + db_path.replace("\\", "/")
             configuration_service.add_value(SQLALCHEMY_DATABASE_URI, path)
 
     def initialize_backtest_config(
@@ -368,10 +369,33 @@ class App:
                 logger.info(
                     f"Removing existing database at {database_path}"
                 )
+
+                # Dispose the existing engine to release file locks
+                # (required on Windows where locks are mandatory)
+                from investing_algorithm_framework.infrastructure.database \
+                    import Session
+                from sqlalchemy.orm import close_all_sessions
+                close_all_sessions()
+                bind = Session.kw.get("bind")
+
+                if bind is not None:
+
+                    try:
+                        conn = bind.connect()
+                        conn.invalidate()
+                        conn.close()
+                    except Exception:
+                        pass
+
+                    bind.dispose()
+
+                import gc
+                gc.collect()
+
                 os.remove(database_path)
 
         # Create the sqlalchemy database uri
-        path = f"sqlite:///{database_path}"
+        path = "sqlite:///" + database_path.replace("\\", "/")
         self.set_config(SQLALCHEMY_DATABASE_URI, path)
 
         # Setup sql if needed

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/app/context.py

@@ -53,6 +53,7 @@ class Context:
         self._blotter = None
         self._fx_rate_provider = None
         self._base_currency = None
+        self._recorded_values = {}  # key -> list of (datetime, value)
 
     def _validate_target_symbol(self, target_symbol, market=None):
         """
@@ -2334,3 +2335,64 @@ class Context:
             list[Transaction]: Recorded transactions.
         """
         return self._blotter.get_transactions()
+
+    def record(self, **kwargs):
+        """
+        Record arbitrary key-value pairs at the current backtest timestamp.
+
+        This method allows you to store any custom indicator, metric, or
+        variable during a backtest. Each key creates a time series of
+        values that can be retrieved after the backtest completes via
+        ``BacktestRun.recorded_values``.
+
+        The values are stored as a list of ``(datetime, value)`` tuples
+        per key, allowing you to track any indicator over time.
+
+        This method only records during backtesting. In live mode it is
+        a no-op.
+
+        Args:
+            **kwargs: Arbitrary key-value pairs to record. Keys are
+                strings, values can be any type (float, int, str,
+                dict, list, etc.).
+
+        Example::
+
+            def on_run(self, context, data):
+                context.record(
+                    rsi=compute_rsi(data),
+                    sma_20=compute_sma(data, 20),
+                    signal_strength=0.85,
+                )
+        """
+        is_backtest = self.configuration_service.config.get(
+            BACKTESTING_FLAG, False
+        )
+
+        if not is_backtest:
+            return
+
+        current_datetime = self.configuration_service.config.get(
+            INDEX_DATETIME
+        )
+
+        for key, value in kwargs.items():
+            if key not in self._recorded_values:
+                self._recorded_values[key] = []
+            self._recorded_values[key].append((current_datetime, value))
+
+    def get_recorded_values(self):
+        """
+        Get all recorded values from the context.
+
+        Returns:
+            dict: A dictionary mapping keys to lists of
+                ``(datetime, value)`` tuples.
+        """
+        return self._recorded_values
+
+    def clear_recorded_values(self):
+        """
+        Clear all recorded values from the context.
+        """
+        self._recorded_values = {}

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/app/reporting/backtest_report.py

@@ -1,9 +1,11 @@
 import os
 import csv
 import base64
+import tempfile
 import webbrowser
 import logging
 from dataclasses import dataclass, field
+from pathlib import Path
 from typing import List, Union
 from datetime import datetime, timedelta
 
@@ -185,12 +187,14 @@ class BacktestReport:
         if not self.html_report:
             self.html_report = self._build_html()
 
-        path = "/tmp/backtest_report.html"
+        path = os.path.join(tempfile.gettempdir(), "backtest_report.html")
         with open(path, "w", encoding="utf-8") as f:
             f.write(self.html_report)
 
+        file_uri = Path(path).as_uri()
+
         if browser:
-            webbrowser.open(f"file://{path}")
+            webbrowser.open(file_uri)
             return
 
         try:
@@ -203,7 +207,7 @@ class BacktestReport:
         except (NameError, ImportError):
             pass
 
-        webbrowser.open(f"file://{path}")
+        webbrowser.open(file_uri)
 
     def save(self, path):
         if not self.html_report:

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/app/reporting/backtest_report_old.py

@@ -1,5 +1,6 @@
 import logging
 import os
+import tempfile
 from pathlib import Path
 import webbrowser
 from dataclasses import dataclass
@@ -117,12 +118,14 @@ class BacktestReport:
             self._create_html_report(backtest_date_range)
 
         # Save the html report to a tmp location
-        path = "/tmp/backtest_report.html"
+        path = os.path.join(tempfile.gettempdir(), "backtest_report.html")
         with open(path, "w") as html_file:
             html_file.write(self.html_report)
 
+        file_uri = Path(path).as_uri()
+
         if browser:
-            webbrowser.open(f"file://{path}")
+            webbrowser.open(file_uri)
 
         def in_jupyter_notebook():
             try:
@@ -134,7 +137,7 @@ class BacktestReport:
         if in_jupyter_notebook():
             display(HTML(self.html_report))
         else:
-            webbrowser.open(f"file://{path}")
+            webbrowser.open(file_uri)
 
     def _create_html_report(self, backtest_date_range: BacktestDateRange):
         """

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/app/reporting/templates/dashboard.css

@@ -262,6 +262,10 @@ body { font-family:'Inter',-apple-system,sans-serif; background:var(--bg); color
 .fin-hero-sub { font-size:0.88rem; color:var(--text-secondary); line-height:1.7; max-width:560px; margin:0 auto; }
 .finterion-cta { display:inline-block; margin-top:1.25rem; padding:0.65rem 1.75rem; background:var(--accent); color:#000; font-weight:600; font-size:0.82rem; border-radius:8px; text-decoration:none; transition:opacity 0.15s; }
 .finterion-cta:hover { opacity:0.85; }
+.finterion-connect-btn { display:inline-block; margin-top:0.5rem; padding:0.55rem 1.5rem; background:transparent; color:var(--accent); font-weight:600; font-size:0.82rem; border-radius:8px; border:2px solid var(--accent); cursor:pointer; transition:all 0.15s; font-family:'Inter',sans-serif; }
+.finterion-connect-btn:hover { background:var(--accent); color:#000; }
+.fin-user-info { display:inline-flex; align-items:center; gap:0.5rem; margin-top:1rem; padding:0.5rem 1rem; background:var(--surface2); border:1px solid var(--border); border-radius:8px; font-size:0.8rem; color:var(--text-secondary); }
+.fin-user-dot { width:8px; height:8px; border-radius:50%; background:#22c55e; flex-shrink:0; }
 
 /* feature cards */
 .fin-features { display:grid; grid-template-columns:repeat(auto-fill,minmax(220px,1fr)); gap:1rem; margin-bottom:0.5rem; }

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/app/reporting/templates/dashboard_template.html.j2

@@ -7,6 +7,7 @@
 <style>
 {{ css }}
 </style>
+<script src="https://finterion.com/sdk/finterion-auth.js"></script>
 </head>
 <body>
 
@@ -479,6 +480,13 @@
     </p>
     <a class="finterion-cta" href="https://finterion.com" target="_blank"
        rel="noopener noreferrer">Get Started &rarr;</a>
+    <div style="margin-top:1.25rem">
+      <button id="connect-btn" class="finterion-connect-btn">Connect to Finterion</button>
+    </div>
+    <div id="finterion-user-info" class="fin-user-info" style="display:none">
+      <span class="fin-user-dot"></span>
+      Connected as <strong id="finterion-username"></strong>
+    </div>
   </div>
 
   {# Features #}
@@ -559,6 +567,29 @@ const RUN_LABELS = {{ run_labels | tojson }};
 const BENCHMARKS = {{ benchmarks | tojson }};
 // ===== STATIC JS =====
 {{ js }}
+
+// ===== FINTERION AUTH =====
+(function() {
+  if (typeof FinterionAuth === 'undefined') return;
+  var auth = new FinterionAuth();
+  var btn = document.getElementById('connect-btn');
+  if (!btn) return;
+  btn.addEventListener('click', function() {
+    auth.login()
+      .then(function(user) {
+        var info = document.getElementById('finterion-user-info');
+        var name = document.getElementById('finterion-username');
+        if (info && name) {
+          name.textContent = user.username;
+          info.style.display = 'inline-flex';
+        }
+        btn.style.display = 'none';
+      })
+      .catch(function(err) {
+        console.log('Auth flow cancelled');
+      });
+  });
+})();
 </script>
 
 <button class="compare-btn" id="compare-btn"

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/app/strategy.py

@@ -850,6 +850,32 @@ class TradingStrategy:
         """
         return None
 
+    def generate_recorded_values(
+        self, data: Dict[str, Any]
+    ) -> Union[Dict[str, pd.Series], None]:
+        """
+        Optional method to generate recorded values for vectorized
+        backtesting. Override this to record arbitrary indicators,
+        metrics, or variables as time series during a vectorized
+        backtest.
+
+        Each key in the returned dict becomes a recorded variable
+        with the Series index as timestamps and the Series values
+        as the recorded data.
+
+        This is the vectorized equivalent of calling
+        ``context.record()`` in event-driven backtests.
+
+        Args:
+            data (Dict[str, Any]): The market data for the strategy.
+
+        Returns:
+            Dict[str, Series] | None: A dictionary where keys are
+                variable names and values are pandas Series with the
+                recorded values. Return None to not record anything.
+        """
+        return None
+
     def on_trade_closed(self, context: Context, trade: Trade):
         pass
 

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/cli/validate_backtest_checkpoints.py

@@ -50,7 +50,7 @@ def validate_and_create_checkpoints(
     verbose_file_handle = None
 
     if verbose_output_file is not None:
-        verbose_file_handle = open(verbose_output_file, 'w')
+        verbose_file_handle = open(verbose_output_file, 'w', encoding='utf-8')
 
         def echo(msg):
             verbose_file_handle.write(msg + "\n")

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/domain/backtesting/backtest_run.py

@@ -112,6 +112,7 @@ class BacktestRun:
     metadata: Dict[str, str] = field(default_factory=dict)
     signals: Dict[str, Dict[str, Any]] = field(default_factory=dict)
     signal_events: List[Dict[str, Any]] = field(default_factory=list)
+    recorded_values: Dict[str, List] = field(default_factory=dict)
 
     def to_dict(self) -> dict:
         """
@@ -167,6 +168,16 @@ class BacktestRun:
                     "date": ensure_iso(evt["date"])
                 } for evt in self.signal_events
             ],
+            "recorded_values": {
+                key: [
+                    {
+                        "datetime": ensure_iso(entry[0]),
+                        "value": entry[1]
+                    }
+                    for entry in entries
+                ]
+                for key, entries in self.recorded_values.items()
+            },
         }
 
     @staticmethod
@@ -330,10 +341,26 @@ class BacktestRun:
                     pass
             signal_events.append(parsed)
 
+        # Parse recorded_values
+        raw_recorded = data.pop("recorded_values", {})
+        recorded_values = {}
+        for key, entries in raw_recorded.items():
+            parsed_entries = []
+            for entry in entries:
+                dt = entry.get("datetime")
+                if isinstance(dt, str):
+                    try:
+                        dt = datetime.fromisoformat(dt)
+                    except (ValueError, TypeError):
+                        pass
+                parsed_entries.append((dt, entry.get("value")))
+            recorded_values[key] = parsed_entries
+
         return BacktestRun(
             backtest_metrics=backtest_metrics,
             signals=signals,
             signal_events=signal_events,
+            recorded_values=recorded_values,
             **data
         )
 

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/infrastructure/database/__init__.py

@@ -1,5 +1,5 @@
 from .sql_alchemy import Session, setup_sqlalchemy, SQLBaseModel, \
-    create_all_tables, clear_db, SqliteDecimal
+    create_all_tables, clear_db, teardown_sqlalchemy, SqliteDecimal
 
 __all__ = [
     "Session",
@@ -7,5 +7,6 @@ __all__ = [
     "SQLBaseModel",
     "create_all_tables",
     "clear_db",
+    "teardown_sqlalchemy",
     "SqliteDecimal"
 ]

{investing_algorithm_framework-8.3.0 → investing_algorithm_framework-8.5.0}/investing_algorithm_framework/infrastructure/database/sql_alchemy.py

@@ -3,7 +3,7 @@ from decimal import Decimal
 
 from sqlalchemy import create_engine, StaticPool, String
 from sqlalchemy import inspect
-from sqlalchemy.orm import DeclarativeBase, sessionmaker
+from sqlalchemy.orm import DeclarativeBase, sessionmaker, close_all_sessions
 from sqlalchemy import TypeDecorator
 
 from investing_algorithm_framework.domain import SQLALCHEMY_DATABASE_URI, \
@@ -83,6 +83,34 @@ def create_all_tables():
     SQLBaseModel.metadata.create_all(bind=Session().bind)
 
 
+def teardown_sqlalchemy():
+    """
+    Dispose the engine and close all sessions to release file locks.
+    This is essential on Windows where file locks are mandatory and
+    prevent deletion of SQLite database files while connections are open.
+    """
+    close_all_sessions()
+    bind = Session.kw.get("bind")
+
+    if bind is not None:
+
+        # StaticPool._close_connection() is a no-op, so
+        # engine.dispose() alone won't close the underlying DBAPI
+        # connection. Use invalidate() which bypasses the pool's
+        # _close_connection and calls dialect.do_close() directly,
+        # ensuring the sqlite3 file lock is released on Windows.
+        try:
+            conn = bind.connect()
+            conn.invalidate()
+            conn.close()
+        except Exception:
+            pass
+
+        bind.dispose()
+
+    Session.configure(bind=None)
+
+
 from sqlalchemy import event
 from sqlalchemy.orm import mapper
 from datetime import timezone
@@ -98,6 +126,7 @@ def clear_db(db_uri):
     Returns:
         None
     """
+    engine = None
     # Drop all tables before deleting file
     try:
         engine = create_engine(db_uri)
@@ -107,12 +136,9 @@ def clear_db(db_uri):
             SQLBaseModel.metadata.drop_all(bind=engine)
     except Exception as e:
         logger.error(f"Error dropping tables: {e}")
-
-    # # Clear mappers (if using classical mappings)
-    # try:
-    #     clear_mappers()
-    # except Exception:
-    #     pass  # ignore if not needed
+    finally:
+        if engine is not None:
+            engine.dispose()
 
 
 @event.listens_for(mapper, "load")