ivolatility-backtesting 0.1.0__tar.gz

ivolatility_backtesting-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2025 Your Name
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

ivolatility_backtesting-0.1.0/PKG-INFO

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+Metadata-Version: 2.1
+Name: ivolatility_backtesting
+Version: 0.1.0
+Summary: Universal Backtest Framework with One-Command Runner for IVolatility API
+Author-email: Your Name <your.email@example.com>
+License: MIT License
+        
+        Copyright (c) 2025 Your Name
+        
+        Permission is hereby granted, free of charge, to any person obtaining a copy
+        of this software and associated documentation files (the "Software"), to deal
+        in the Software without restriction, including without limitation the rights
+        to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+        copies of the Software, and to permit persons to whom the Software is
+        furnished to do so, subject to the following conditions:
+        
+        The above copyright notice and this permission notice shall be included in all
+        copies or substantial portions of the Software.
+        
+        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+        FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+        AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+        LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+        OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+        SOFTWARE.
+Project-URL: Homepage, https://github.com/yourusername/ivolatility_backtesting
+Project-URL: Bug Tracker, https://github.com/yourusername/ivolatility_backtesting/issues
+Keywords: backtesting,finance,trading,ivolatility
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas>=1.5.0
+Requires-Dist: numpy>=1.21.0
+Requires-Dist: matplotlib>=3.5.0
+Requires-Dist: seaborn>=0.11.0
+Requires-Dist: ivolatility
+
+# IVolatility Backtesting
+A universal backtesting framework for financial strategies using the IVolatility API.
+
+## Installation
+```bash
+pip install ivolatility_backtesting
+```
+
+**Note**: The `ivolatility` package is required but may not be available on PyPI. Contact IVolatility to obtain their SDK and install it manually before using this package.
+
+## Usage
+```python
+from ivolatility_backtesting import run_backtest, init_api
+
+# Initialize API
+init_api("your-api-key")
+
+# Define your strategy
+def my_strategy(config):
+    # Strategy logic
+    return BacktestResults(
+        equity_curve=[100000, 110000],
+        equity_dates=["2023-01-01", "2023-01-02"],
+        trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
+        initial_capital=100000,
+        config=config
+    )
+
+# Run backtest
+CONFIG = {
+    "initial_capital": 100000,
+    "start_date": "2023-01-01",
+    "end_date": "2024-01-01",
+    "strategy_name": "My Strategy"
+}
+analyzer = run_backtest(my_strategy, CONFIG)
+
+# Access metrics
+print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
+```
+
+## Requirements
+- Python >= 3.10
+- pandas >= 1.5.0
+- numpy >= 1.21.0
+- matplotlib >= 3.5.0
+- seaborn >= 0.11.0
+- ivolatility (contact IVolatility for SDK)
+
+## License
+MIT License

ivolatility_backtesting-0.1.0/README.md

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+# IVolatility Backtesting
+A universal backtesting framework for financial strategies using the IVolatility API.
+
+## Installation
+```bash
+pip install ivolatility_backtesting
+```
+
+**Note**: The `ivolatility` package is required but may not be available on PyPI. Contact IVolatility to obtain their SDK and install it manually before using this package.
+
+## Usage
+```python
+from ivolatility_backtesting import run_backtest, init_api
+
+# Initialize API
+init_api("your-api-key")
+
+# Define your strategy
+def my_strategy(config):
+    # Strategy logic
+    return BacktestResults(
+        equity_curve=[100000, 110000],
+        equity_dates=["2023-01-01", "2023-01-02"],
+        trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
+        initial_capital=100000,
+        config=config
+    )
+
+# Run backtest
+CONFIG = {
+    "initial_capital": 100000,
+    "start_date": "2023-01-01",
+    "end_date": "2024-01-01",
+    "strategy_name": "My Strategy"
+}
+analyzer = run_backtest(my_strategy, CONFIG)
+
+# Access metrics
+print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
+```
+
+## Requirements
+- Python >= 3.10
+- pandas >= 1.5.0
+- numpy >= 1.21.0
+- matplotlib >= 3.5.0
+- seaborn >= 0.11.0
+- ivolatility (contact IVolatility for SDK)
+
+## License
+MIT License

ivolatility_backtesting-0.1.0/ivolatility_backtesting/___init__.py

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+from .ivolatility_backtesting import (
+    BacktestResults, BacktestAnalyzer, ResultsReporter, 
+    ChartGenerator, ResultsExporter, run_backtest, 
+    init_api, get_api_method, APIManager
+)
+
+__all__ = [
+    'BacktestResults',
+    'BacktestAnalyzer',
+    'ResultsReporter',
+    'ChartGenerator',
+    'ResultsExporter',
+    'run_backtest',
+    'init_api',
+    'get_api_method',
+    'APIManager'
+]

ivolatility_backtesting-0.1.0/ivolatility_backtesting/ivolatility_backtesting.py

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+"""
+ivolatility_backtesting.py
+Universal Backtest Framework with One-Command Runner
+
+Usage:
+    from ivolatility_backtesting import *
+    
+    # Initialize API once
+    init_api(os.getenv("API_KEY"))
+    
+    CONFIG = {...}
+    analyzer = run_backtest(my_strategy, CONFIG)
+"""
+
+import pandas as pd
+import numpy as np
+import matplotlib.pyplot as plt
+import seaborn as sns
+from datetime import datetime, timedelta
+import ivolatility as ivol
+import os
+
+# Set style
+sns.set_style('darkgrid')
+plt.rcParams['figure.figsize'] = (15, 8)
+
+
+# ============================================================
+# GLOBAL API MANAGER
+# ============================================================
+class APIManager:
+    """
+    Centralized API key management for IVolatility API
+    
+    Usage:
+        from ivolatility_backtesting import init_api, get_api_method
+        
+        # Initialize once at the start
+        init_api(os.getenv("API_KEY"))
+        
+        # Use anywhere in your code
+        getOptionsData = get_api_method('/equities/eod/stock-opts-by-param')
+        data = getOptionsData(symbol='SPY', tradeDate='2024-01-01', ...)
+    """
+    _api_key = None
+    _methods = {}
+    
+    @classmethod
+    def initialize(cls, api_key):
+        """Set API key globally - call this once at startup"""
+        if not api_key:
+            raise ValueError("API key cannot be empty")
+        cls._api_key = api_key
+        ivol.setLoginParams(apiKey=api_key)
+        print(f"[API] Initialized with key: {api_key[:10]}...{api_key[-5:]}")
+    
+    @classmethod
+    def get_method(cls, endpoint):
+        """
+        Get API method with automatic key injection
+        
+        Args:
+            endpoint: API endpoint path (e.g. '/equities/eod/stock-opts-by-param')
+        
+        Returns:
+            Callable API method
+        """
+        if cls._api_key is None:
+            # Auto-initialize from environment if not set
+            api_key = os.getenv("API_KEY")
+            if not api_key:
+                raise ValueError(
+                    "API key not initialized. Call init_api(key) first or set API_KEY environment variable"
+                )
+            cls.initialize(api_key)
+        
+        # Cache methods to avoid recreation
+        if endpoint not in cls._methods:
+            # Re-set login params before creating method
+            ivol.setLoginParams(apiKey=cls._api_key)
+            cls._methods[endpoint] = ivol.setMethod(endpoint)
+        
+        return cls._methods[endpoint]
+    
+    @classmethod
+    def is_initialized(cls):
+        """Check if API is initialized"""
+        return cls._api_key is not None
+
+
+# Public API functions
+def init_api(api_key=None):
+    """
+    Initialize IVolatility API with key
+    
+    Args:
+        api_key: API key string. If None, tries to load from API_KEY env variable
+    
+    Example:
+        init_api("your-api-key")
+        # or
+        init_api()  # Auto-loads from environment
+    """
+    if api_key is None:
+        api_key = os.getenv("API_KEY")
+    APIManager.initialize(api_key)
+
+
+def get_api_method(endpoint):
+    """
+    Get API method for specified endpoint
+    
+    Args:
+        endpoint: API endpoint path
+    
+    Returns:
+        Callable API method with key already configured
+    
+    Example:
+        getOptionsData = get_api_method('/equities/eod/stock-opts-by-param')
+        data = getOptionsData(symbol='SPY', tradeDate='2024-01-01', cp='C')
+    """
+    return APIManager.get_method(endpoint)
+
+
+class BacktestResults:
+    """
+    Universal container for backtest results
+    ANY strategy must return this format
+    """
+    def __init__(self, 
+                 equity_curve,           # List of equity values
+                 equity_dates,           # List of dates (matching equity_curve)
+                 trades,                 # List of dicts with trade info
+                 initial_capital,        # Starting capital
+                 config,                 # Strategy config dict
+                 benchmark_prices=None,  # Optional: dict {date: price}
+                 benchmark_symbol='SPY', # Optional: benchmark ticker
+                 daily_returns=None,     # Optional: if not provided, calculated
+                 debug_info=None):       # Optional: debug information
+        
+        self.equity_curve = equity_curve
+        self.equity_dates = equity_dates
+        self.trades = trades
+        self.initial_capital = initial_capital
+        self.final_capital = equity_curve[-1] if len(equity_curve) > 0 else initial_capital
+        self.config = config
+        self.benchmark_prices = benchmark_prices
+        self.benchmark_symbol = benchmark_symbol
+        self.debug_info = debug_info if debug_info else []
+        
+        # Calculate daily returns if not provided
+        if daily_returns is None and len(equity_curve) > 1:
+            self.daily_returns = [
+                (equity_curve[i] - equity_curve[i-1]) / equity_curve[i-1]
+                for i in range(1, len(equity_curve))
+            ]
+        else:
+            self.daily_returns = daily_returns if daily_returns else []
+        
+        # Calculate max drawdown
+        self.max_drawdown = self._calculate_max_drawdown()
+    
+    def _calculate_max_drawdown(self):
+        if len(self.equity_curve) < 2:
+            return 0
+        running_max = np.maximum.accumulate(self.equity_curve)
+        drawdowns = (np.array(self.equity_curve) - running_max) / running_max * 100
+        return abs(np.min(drawdowns))
+
+
+class BacktestAnalyzer:
+    """
+    Universal metrics calculator
+    Works with any BacktestResults object
+    """
+    def __init__(self, results):
+        self.results = results
+        self.metrics = {}
+        
+    def calculate_all_metrics(self):
+        """Calculate all available metrics"""
+        r = self.results
+        
+        # Basic profitability
+        self.metrics['total_pnl'] = r.final_capital - r.initial_capital
+        self.metrics['total_return'] = (self.metrics['total_pnl'] / r.initial_capital) * 100
+        
+        # CAGR - WITH PROTECTION AGAINST DIVISION BY ZERO
+        if len(r.equity_dates) > 0:
+            start_date = min(r.equity_dates)
+            end_date = max(r.equity_dates)
+            days_diff = (end_date - start_date).days
+            
+            # PROTECTION: если даты одинаковые или разница < 1 день
+            if days_diff <= 0:
+                self.metrics['cagr'] = 0
+                self.metrics['show_cagr'] = False
+            else:
+                years = days_diff / 365.25
+                
+                if years >= 1.0:
+                    self.metrics['cagr'] = ((r.final_capital / r.initial_capital) ** (1/years) - 1) * 100
+                    self.metrics['show_cagr'] = True
+                else:
+                    self.metrics['cagr'] = self.metrics['total_return'] * (365.25 / days_diff)
+                    self.metrics['show_cagr'] = False
+        else:
+            self.metrics['cagr'] = 0
+            self.metrics['show_cagr'] = False
+        
+        # Risk metrics
+        self.metrics['sharpe'] = self._sharpe_ratio(r.daily_returns)
+        self.metrics['sortino'] = self._sortino_ratio(r.daily_returns)
+        self.metrics['max_drawdown'] = r.max_drawdown
+        
+        if len(r.daily_returns) > 0:
+            self.metrics['volatility'] = np.std(r.daily_returns) * np.sqrt(252) * 100
+        else:
+            self.metrics['volatility'] = 0
+            
+        self.metrics['calmar'] = abs(self.metrics['total_return'] / r.max_drawdown) if r.max_drawdown > 0 else 0
+        self.metrics['omega'] = self._omega_ratio(r.daily_returns)
+        self.metrics['ulcer'] = self._ulcer_index(r.equity_curve)
+        
+        # VaR
+        self.metrics['var_95'], self.metrics['var_95_pct'] = self._calculate_var(r.daily_returns, 0.95)
+        self.metrics['var_99'], self.metrics['var_99_pct'] = self._calculate_var(r.daily_returns, 0.99)
+        self.metrics['cvar_95'], self.metrics['cvar_95_pct'] = self._calculate_cvar(r.daily_returns, 0.95)
+        
+        avg_equity = np.mean(r.equity_curve) if len(r.equity_curve) > 0 else r.initial_capital
+        self.metrics['var_95_dollar'] = self.metrics['var_95'] * avg_equity
+        self.metrics['var_99_dollar'] = self.metrics['var_99'] * avg_equity
+        self.metrics['cvar_95_dollar'] = self.metrics['cvar_95'] * avg_equity
+        
+        # Distribution
+        self.metrics['tail_ratio'] = self._tail_ratio(r.daily_returns)
+        self.metrics['skewness'], self.metrics['kurtosis'] = self._skewness_kurtosis(r.daily_returns)
+        
+        # Alpha/Beta
+        self.metrics['alpha'], self.metrics['beta'], self.metrics['r_squared'] = self._alpha_beta(r)
+        
+        # Trading stats
+        if len(r.trades) > 0:
+            trades_df = pd.DataFrame(r.trades)
+            winning = trades_df[trades_df['pnl'] > 0]
+            losing = trades_df[trades_df['pnl'] <= 0]
+            
+            self.metrics['total_trades'] = len(trades_df)
+            self.metrics['winning_trades'] = len(winning)
+            self.metrics['losing_trades'] = len(losing)
+            self.metrics['win_rate'] = (len(winning) / len(trades_df)) * 100 if len(trades_df) > 0 else 0
+            
+            wins_sum = winning['pnl'].sum() if len(winning) > 0 else 0
+            losses_sum = abs(losing['pnl'].sum()) if len(losing) > 0 else 0
+            self.metrics['profit_factor'] = wins_sum / losses_sum if losses_sum > 0 else float('inf')
+            
+            self.metrics['avg_win'] = winning['pnl'].mean() if len(winning) > 0 else 0
+            self.metrics['avg_loss'] = losing['pnl'].mean() if len(losing) > 0 else 0
+            self.metrics['best_trade'] = trades_df['pnl'].max()
+            self.metrics['worst_trade'] = trades_df['pnl'].min()
+            
+            if len(winning) > 0 and len(losing) > 0:
+                self.metrics['avg_win_loss_ratio'] = abs(self.metrics['avg_win'] / self.metrics['avg_loss'])
+            else:
+                self.metrics['avg_win_loss_ratio'] = 0
+            
+            self.metrics['max_win_streak'], self.metrics['max_loss_streak'] = self._win_loss_streaks(r.trades)
+        else:
+            self.metrics.update({
+                'total_trades': 0, 'winning_trades': 0, 'losing_trades': 0,
+                'win_rate': 0, 'profit_factor': 0, 'avg_win': 0, 'avg_loss': 0,
+                'best_trade': 0, 'worst_trade': 0, 'avg_win_loss_ratio': 0,
+                'max_win_streak': 0, 'max_loss_streak': 0
+            })
+        
+        # Efficiency
+        running_max = np.maximum.accumulate(r.equity_curve)
+        max_dd_dollars = np.min(np.array(r.equity_curve) - running_max)
+        self.metrics['recovery_factor'] = self.metrics['total_pnl'] / abs(max_dd_dollars) if max_dd_dollars != 0 else 0
+        
+        # Exposure time
+        if len(r.trades) > 0 and 'start_date' in r.config and 'end_date' in r.config:
+            total_days = (pd.to_datetime(r.config['end_date']) - pd.to_datetime(r.config['start_date'])).days
+            self.metrics['exposure_time'] = self._exposure_time(r.trades, total_days)
+        else:
+            self.metrics['exposure_time'] = 0
+        
+        return self.metrics
+    
+    def _sharpe_ratio(self, returns):
+        if len(returns) < 2:
+            return 0
+        return np.sqrt(252) * np.mean(returns) / np.std(returns) if np.std(returns) > 0 else 0
+    
+    def _sortino_ratio(self, returns):
+        if len(returns) < 2:
+            return 0
+        returns_array = np.array(returns)
+        downside = returns_array[returns_array < 0]
+        if len(downside) == 0 or np.std(downside) == 0:
+            return 0
+        return np.sqrt(252) * np.mean(returns_array) / np.std(downside)
+    
+    def _omega_ratio(self, returns, threshold=0):
+        if len(returns) < 2:
+            return 0
+        returns_array = np.array(returns)
+        gains = np.sum(np.maximum(returns_array - threshold, 0))
+        losses = np.sum(np.maximum(threshold - returns_array, 0))
+        return gains / losses if losses > 0 else float('inf')
+    
+    def _ulcer_index(self, equity_curve):
+        if len(equity_curve) < 2:
+            return 0
+        equity_array = np.array(equity_curve)
+        running_max = np.maximum.accumulate(equity_array)
+        drawdown = (equity_array - running_max) / running_max
+        return np.sqrt(np.mean(drawdown ** 2)) * 100
+    
+    def _calculate_var(self, returns, confidence=0.95):
+        if len(returns) < 10:
+            return 0, 0
+        returns_array = np.array(returns)
+        returns_array = returns_array[~np.isnan(returns_array)]
+        if len(returns_array) < 10:
+            return 0, 0
+        var_percentile = (1 - confidence) * 100
+        var_return = np.percentile(returns_array, var_percentile)
+        return var_return, var_return * 100
+    
+    def _calculate_cvar(self, returns, confidence=0.95):
+        if len(returns) < 10:
+            return 0, 0
+        returns_array = np.array(returns)
+        returns_array = returns_array[~np.isnan(returns_array)]
+        if len(returns_array) < 10:
+            return 0, 0
+        var_percentile = (1 - confidence) * 100
+        var_threshold = np.percentile(returns_array, var_percentile)
+        tail_losses = returns_array[returns_array <= var_threshold]
+        if len(tail_losses) == 0:
+            return 0, 0
+        cvar_return = np.mean(tail_losses)
+        return cvar_return, cvar_return * 100
+    
+    def _tail_ratio(self, returns):
+        if len(returns) < 20:
+            return 0
+        returns_array = np.array(returns)
+        right = np.percentile(returns_array, 95)
+        left = abs(np.percentile(returns_array, 5))
+        return right / left if left > 0 else 0
+    
+    def _skewness_kurtosis(self, returns):
+        if len(returns) < 10:
+            return 0, 0
+        returns_array = np.array(returns)
+        mean = np.mean(returns_array)
+        std = np.std(returns_array)
+        if std == 0:
+            return 0, 0
+        skew = np.mean(((returns_array - mean) / std) ** 3)
+        kurt = np.mean(((returns_array - mean) / std) ** 4) - 3
+        return skew, kurt
+    
+    def _alpha_beta(self, results):
+        if not hasattr(results, 'benchmark_prices') or not results.benchmark_prices:
+            return 0, 0, 0
+        if len(results.equity_dates) < 10:
+            return 0, 0, 0
+        
+        benchmark_returns = []
+        sorted_dates = sorted(results.equity_dates)
+        
+        for i in range(1, len(sorted_dates)):
+            prev_date = sorted_dates[i-1]
+            curr_date = sorted_dates[i]
+            
+            if prev_date in results.benchmark_prices and curr_date in results.benchmark_prices:
+                prev_price = results.benchmark_prices[prev_date]
+                curr_price = results.benchmark_prices[curr_date]
+                bench_return = (curr_price - prev_price) / prev_price
+                benchmark_returns.append(bench_return)
+            else:
+                benchmark_returns.append(0)
+        
+        if len(benchmark_returns) != len(results.daily_returns):
+            return 0, 0, 0
+        
+        port_ret = np.array(results.daily_returns)
+        bench_ret = np.array(benchmark_returns)
+        
+        bench_mean = np.mean(bench_ret)
+        port_mean = np.mean(port_ret)
+        
+        covariance = np.mean((bench_ret - bench_mean) * (port_ret - port_mean))
+        benchmark_variance = np.mean((bench_ret - bench_mean) ** 2)
+        
+        if benchmark_variance == 0:
+            return 0, 0, 0
+        
+        beta = covariance / benchmark_variance
+        alpha_daily = port_mean - beta * bench_mean
+        alpha_annualized = alpha_daily * 252 * 100
+        
+        ss_res = np.sum((port_ret - (alpha_daily + beta * bench_ret)) ** 2)
+        ss_tot = np.sum((port_ret - port_mean) ** 2)
+        r_squared = 1 - (ss_res / ss_tot) if ss_tot > 0 else 0
+        
+        return alpha_annualized, beta, r_squared
+    
+    def _win_loss_streaks(self, trades):
+        if len(trades) == 0:
+            return 0, 0
+        max_win = max_loss = current_win = current_loss = 0
+        for trade in trades:
+            if trade['pnl'] > 0:
+                current_win += 1
+                current_loss = 0
+                max_win = max(max_win, current_win)
+            else:
+                current_loss += 1
+                current_win = 0
+                max_loss = max(max_loss, current_loss)
+        return max_win, max_loss
+    
+    def _exposure_time(self, trades, total_days):
+        if total_days <= 0 or len(trades) == 0:
+            return 0
+        days_with_positions = set()
+        for trade in trades:
+            entry = pd.to_datetime(trade['entry_date'])
+            exit = pd.to_datetime(trade['exit_date'])
+            date_range = pd.date_range(start=entry, end=exit, freq='D')
+            days_with_positions.update(date_range.date)
+        exposure_pct = (len(days_with_positions) / total_days) * 100
+        return min(exposure_pct, 100.0)
+
+
+class ResultsReporter:
+    """Universal results printer"""
+    
+    @staticmethod
+    def print_full_report(analyzer):
+        m = analyzer.metrics
+        r = analyzer.results
+        
+        print("="*80)
+        print(" "*25 + "BACKTEST RESULTS")
+        print("="*80)
+        print()
+        
+        # PRINT DEBUG INFO IF AVAILABLE
+        if hasattr(r, 'debug_info') and len(r.debug_info) > 0:
+            print("DEBUG INFORMATION")
+            print("-"*80)
+            for debug_msg in r.debug_info[:10]:  # First 10 messages
+                print(debug_msg)
+            if len(r.debug_info) > 10:
+                print(f"... and {len(r.debug_info) - 10} more debug messages")
+            print()
+        
+        # Profitability
+        print("PROFITABILITY METRICS")
+        print("-"*80)
+        print(f"Initial Capital:        ${r.initial_capital:>15,.2f}")
+        print(f"Final Equity:           ${r.final_capital:>15,.2f}")
+        print(f"Total P&L:              ${m['total_pnl']:>15,.2f}  (absolute profit/loss)")
+        print(f"Total Return:            {m['total_return']:>15.2f}%  (% gain/loss)")
+        if m['cagr'] != 0:
+            if m['show_cagr']:
+                print(f"CAGR:                    {m['cagr']:>15.2f}%  (annualized compound growth)")
+            else:
+                print(f"Annualized Return:       {m['cagr']:>15.2f}%  (extrapolated to 1 year)")
+        print()
+        
+        # Risk
+        print("RISK METRICS")
+        print("-"*80)
+        print(f"Sharpe Ratio:            {m['sharpe']:>15.2f}  (>1 good, >2 excellent)")
+        print(f"Sortino Ratio:           {m['sortino']:>15.2f}  (downside risk, >2 good)")
+        print(f"Calmar Ratio:            {m['calmar']:>15.2f}  (return/drawdown, >3 good)")
+        if m['omega'] != 0:
+            omega_display = f"{m['omega']:.2f}" if m['omega'] < 999 else "inf"
+            print(f"Omega Ratio:             {omega_display:>15s}  (gains/losses, >1 good)")
+        print(f"Maximum Drawdown:        {m['max_drawdown']:>15.2f}%  (peak to trough)")
+        if m['ulcer'] != 0:
+            print(f"Ulcer Index:             {m['ulcer']:>15.2f}%  (pain of drawdowns, lower better)")
+        print(f"Volatility (ann.):       {m['volatility']:>15.2f}%  (annualized std dev)")
+        
+        if len(r.daily_returns) >= 10:
+            print(f"VaR (95%, 1-day):        {m['var_95_pct']:>15.2f}% (${m['var_95_dollar']:>,.0f})  (max loss 95% confidence)")
+            print(f"VaR (99%, 1-day):        {m['var_99_pct']:>15.2f}% (${m['var_99_dollar']:>,.0f})  (max loss 99% confidence)")
+            print(f"CVaR (95%, 1-day):       {m['cvar_95_pct']:>15.2f}% (${m['cvar_95_dollar']:>,.0f})  (avg loss in worst 5%)")
+        
+        if m['tail_ratio'] != 0:
+            print(f"Tail Ratio (95/5):       {m['tail_ratio']:>15.2f}  (big wins/losses, >1 good)")
+        
+        if m['skewness'] != 0 or m['kurtosis'] != 0:
+            print(f"Skewness:                {m['skewness']:>15.2f}  (>0 positive tail)")
+            print(f"Kurtosis (excess):       {m['kurtosis']:>15.2f}  (>0 fat tails)")
+        
+        if m['beta'] != 0 or m['alpha'] != 0:
+            print(f"Alpha (vs {r.benchmark_symbol}):     {m['alpha']:>15.2f}%  (excess return)")
+            print(f"Beta (vs {r.benchmark_symbol}):      {m['beta']:>15.2f}  (<1 defensive, >1 aggressive)")
+            print(f"R^2 (vs {r.benchmark_symbol}):        {m['r_squared']:>15.2f}  (market correlation 0-1)")
+        
+        # Warning for unrealistic results
+        if abs(m['total_return']) > 200 or m['volatility'] > 150:
+            print()
+            print("UNREALISTIC RESULTS DETECTED:")
+            if abs(m['total_return']) > 200:
+                print(f"  Total return {m['total_return']:.1f}% is extremely high")
+            if m['volatility'] > 150:
+                print(f"  Volatility {m['volatility']:.1f}% is higher than leveraged ETFs")
+            print("  Review configuration before trusting results")
+        
+        print()
+        
+        # Efficiency
+        print("EFFICIENCY METRICS")
+        print("-"*80)
+        if m['recovery_factor'] != 0:
+            print(f"Recovery Factor:         {m['recovery_factor']:>15.2f}  (profit/max DD, >3 good)")
+        if m['exposure_time'] != 0:
+            print(f"Exposure Time:           {m['exposure_time']:>15.1f}%  (time in market)")
+        print()
+        
+        # Trading stats
+        print("TRADING STATISTICS")
+        print("-"*80)
+        print(f"Total Trades:            {m['total_trades']:>15}")
+        print(f"Winning Trades:          {m['winning_trades']:>15}")
+        print(f"Losing Trades:           {m['losing_trades']:>15}")
+        print(f"Win Rate:                {m['win_rate']:>15.2f}%  (% profitable trades)")
+        print(f"Profit Factor:           {m['profit_factor']:>15.2f}  (gross profit/loss, >1.5 good)")
+        if m['max_win_streak'] > 0 or m['max_loss_streak'] > 0:
+            print(f"Max Win Streak:          {m['max_win_streak']:>15}  (consecutive wins)")
+            print(f"Max Loss Streak:         {m['max_loss_streak']:>15}  (consecutive losses)")
+        print(f"Average Win:            ${m['avg_win']:>15,.2f}")
+        print(f"Average Loss:           ${m['avg_loss']:>15,.2f}")
+        print(f"Best Trade:             ${m['best_trade']:>15,.2f}")
+        print(f"Worst Trade:            ${m['worst_trade']:>15,.2f}")
+        if m['avg_win_loss_ratio'] != 0:
+            print(f"Avg Win/Loss Ratio:      {m['avg_win_loss_ratio']:>15.2f}  (avg win / avg loss)")
+        print()
+        print("="*80)
+
+
+class ChartGenerator:
+    """Universal chart creator"""
+    
+    @staticmethod
+    def create_all_charts(analyzer, filename='backtest_results.png'):
+        r = analyzer.results
+        m = analyzer.metrics
+        
+        if len(r.trades) == 0:
+            print("No trades to visualize")
+            return
+        
+        trades_df = pd.DataFrame(r.trades)
+        fig, axes = plt.subplots(3, 2, figsize=(18, 14))
+        fig.suptitle('Backtest Results - Comprehensive Analysis', 
+                     fontsize=16, fontweight='bold', y=0.995)
+        
+        dates = pd.to_datetime(r.equity_dates)
+        equity_array = np.array(r.equity_curve)
+        
+        # Equity Curve
+        ax1 = axes[0, 0]
+        ax1.plot(dates, equity_array, linewidth=2.5, color='#2196F3')
+        ax1.axhline(y=r.initial_capital, color='gray', linestyle='--', alpha=0.7)
+        ax1.fill_between(dates, r.initial_capital, equity_array,
+                         where=(equity_array >= r.initial_capital), 
+                         alpha=0.3, color='green', interpolate=True)
+        ax1.fill_between(dates, r.initial_capital, equity_array,
+                         where=(equity_array < r.initial_capital), 
+                         alpha=0.3, color='red', interpolate=True)
+        ax1.set_title('Portfolio Equity Curve', fontsize=12, fontweight='bold')
+        ax1.set_ylabel('Equity ($)')
+        ax1.grid(True, alpha=0.3)
+        ax1.yaxis.set_major_formatter(plt.FuncFormatter(lambda x, p: f'${x/1000:.0f}K'))
+        
+        # Drawdown
+        ax2 = axes[0, 1]
+        running_max = np.maximum.accumulate(equity_array)
+        drawdown = (equity_array - running_max) / running_max * 100
+        ax2.fill_between(dates, 0, drawdown, alpha=0.6, color='#f44336')
+        ax2.plot(dates, drawdown, color='#d32f2f', linewidth=2)
+        max_dd_idx = np.argmin(drawdown)
+        ax2.scatter(dates[max_dd_idx], drawdown[max_dd_idx], color='darkred', s=100, zorder=5, marker='v')
+        ax2.set_title('Drawdown Over Time', fontsize=12, fontweight='bold')
+        ax2.set_ylabel('Drawdown (%)')
+        ax2.grid(True, alpha=0.3)
+        
+        # P&L Distribution
+        ax3 = axes[1, 0]
+        pnl_values = trades_df['pnl'].values
+        ax3.hist(pnl_values, bins=40, color='#4CAF50', alpha=0.7, edgecolor='black')
+        ax3.axvline(x=0, color='red', linestyle='--', linewidth=2)
+        ax3.axvline(x=np.median(pnl_values), color='blue', linestyle='--', linewidth=2)
+        ax3.set_title('Trade P&L Distribution', fontsize=12, fontweight='bold')
+        ax3.set_xlabel('P&L ($)')
+        ax3.set_ylabel('Frequency')
+        ax3.grid(True, alpha=0.3, axis='y')
+        
+        # Signal Performance
+        ax4 = axes[1, 1]
+        if 'signal' in trades_df.columns:
+            signal_pnl = trades_df.groupby('signal')['pnl'].sum()
+            colors = ['#4CAF50' if x > 0 else '#f44336' for x in signal_pnl.values]
+            bars = ax4.bar(signal_pnl.index, signal_pnl.values, color=colors, alpha=0.7, edgecolor='black')
+            for bar in bars:
+                height = bar.get_height()
+                ax4.text(bar.get_x() + bar.get_width()/2., height,
+                        f'${height:,.0f}', ha='center', va='bottom' if height > 0 else 'top', fontweight='bold')
+            ax4.set_title('P&L by Signal Type', fontsize=12, fontweight='bold')
+        else:
+            ax4.text(0.5, 0.5, 'No signal data', ha='center', va='center', transform=ax4.transAxes)
+        ax4.set_ylabel('Total P&L ($)')
+        ax4.axhline(y=0, color='black', linestyle='-', linewidth=1)
+        ax4.grid(True, alpha=0.3, axis='y')
+        
+        # Monthly Returns
+        ax5 = axes[2, 0]
+        trades_df['exit_date'] = pd.to_datetime(trades_df['exit_date'])
+        trades_df['month'] = trades_df['exit_date'].dt.to_period('M')
+        monthly_pnl = trades_df.groupby('month')['pnl'].sum()
+        colors_monthly = ['#4CAF50' if x > 0 else '#f44336' for x in monthly_pnl.values]
+        ax5.bar(range(len(monthly_pnl)), monthly_pnl.values, color=colors_monthly, alpha=0.7, edgecolor='black')
+        ax5.set_title('Monthly P&L', fontsize=12, fontweight='bold')
+        ax5.set_ylabel('P&L ($)')
+        ax5.set_xticks(range(len(monthly_pnl)))
+        ax5.set_xticklabels([str(m) for m in monthly_pnl.index], rotation=45, ha='right')
+        ax5.axhline(y=0, color='black', linestyle='-', linewidth=1)
+        ax5.grid(True, alpha=0.3, axis='y')
+        
+        # Top Symbols
+        ax6 = axes[2, 1]
+        if 'symbol' in trades_df.columns:
+            symbol_pnl = trades_df.groupby('symbol')['pnl'].sum().sort_values(ascending=True).tail(10)
+            colors_symbols = ['#4CAF50' if x > 0 else '#f44336' for x in symbol_pnl.values]
+            ax6.barh(range(len(symbol_pnl)), symbol_pnl.values, color=colors_symbols, alpha=0.7, edgecolor='black')
+            ax6.set_yticks(range(len(symbol_pnl)))
+            ax6.set_yticklabels(symbol_pnl.index, fontsize=9)
+            ax6.set_title('Top 10 Symbols by P&L', fontsize=12, fontweight='bold')
+        else:
+            ax6.text(0.5, 0.5, 'No symbol data', ha='center', va='center', transform=ax6.transAxes)
+        ax6.set_xlabel('Total P&L ($)')
+        ax6.axvline(x=0, color='black', linestyle='-', linewidth=1)
+        ax6.grid(True, alpha=0.3, axis='x')
+        
+        plt.tight_layout()
+        plt.savefig(filename, dpi=300, bbox_inches='tight')
+        plt.show()
+        
+        print(f"Chart saved: {filename}")
+
+
+class ResultsExporter:
+    """Universal results exporter"""
+    
+    @staticmethod
+    def export_all(analyzer, prefix='backtest'):
+        r = analyzer.results
+        m = analyzer.metrics
+        
+        if len(r.trades) == 0:
+            print("No trades to export")
+            return
+        
+        # Export trades
+        trades_df = pd.DataFrame(r.trades)
+        trades_df['entry_date'] = pd.to_datetime(trades_df['entry_date']).dt.strftime('%Y-%m-%d')
+        trades_df['exit_date'] = pd.to_datetime(trades_df['exit_date']).dt.strftime('%Y-%m-%d')
+        trades_df.to_csv(f'{prefix}_trades.csv', index=False)
+        print(f"Trades exported: {prefix}_trades.csv")
+        
+        # Export equity curve
+        equity_df = pd.DataFrame({
+            'date': pd.to_datetime(r.equity_dates).strftime('%Y-%m-%d'),
+            'equity': r.equity_curve
+        })
+        equity_df.to_csv(f'{prefix}_equity.csv', index=False)
+        print(f"Equity exported: {prefix}_equity.csv")
+        
+        # Export summary
+        with open(f'{prefix}_summary.txt', 'w') as f:
+            f.write("BACKTEST SUMMARY\n")
+            f.write("="*70 + "\n\n")
+            f.write(f"Strategy: {r.config.get('strategy_name', 'Unknown')}\n")
+            f.write(f"Period: {r.config.get('start_date', 'N/A')} to {r.config.get('end_date', 'N/A')}\n\n")
+            
+            f.write("PERFORMANCE\n")
+            f.write("-"*70 + "\n")
+            f.write(f"Initial Capital: ${r.initial_capital:,.2f}\n")
+            f.write(f"Final Equity: ${r.final_capital:,.2f}\n")
+            f.write(f"Total Return: {m['total_return']:.2f}%\n")
+            f.write(f"Sharpe Ratio: {m['sharpe']:.2f}\n")
+            f.write(f"Max Drawdown: {m['max_drawdown']:.2f}%\n")
+            f.write(f"Win Rate: {m['win_rate']:.2f}%\n")
+            f.write(f"Total Trades: {m['total_trades']}\n")
+        
+        print(f"Summary exported: {prefix}_summary.txt")
+
+
+# ============================================================
+# ONE-COMMAND RUNNER
+# ============================================================
+def run_backtest(strategy_function, config, 
+                 print_report=True,
+                 create_charts=True, 
+                 export_results=True,
+                 chart_filename='backtest_results.png',
+                 export_prefix='backtest'):
+    """
+    Run complete backtest with one command
+    
+    Args:
+        strategy_function: Your strategy function that returns BacktestResults
+        config: Configuration dictionary for the strategy
+        print_report: Print full metrics report (default: True)
+        create_charts: Generate 6 charts (default: True)
+        export_results: Export to CSV files (default: True)
+        chart_filename: Name for chart file (default: 'backtest_results.png')
+        export_prefix: Prefix for exported files (default: 'backtest')
+    
+    Returns:
+        BacktestAnalyzer object with all metrics
+    
+    Example:
+        from ivolatility_backtesting import run_backtest
+        
+        def my_strategy(config):
+            # ... your strategy logic
+            return BacktestResults(...)
+        
+        CONFIG = {'initial_capital': 100000, ...}
+        
+        # Run everything with one command!
+        analyzer = run_backtest(my_strategy, CONFIG)
+        
+        # Access metrics
+        print(f"Sharpe: {analyzer.metrics['sharpe']:.2f}")
+    """
+    
+    print("="*80)
+    print(" "*25 + "STARTING BACKTEST")
+    print("="*80)
+    print(f"Strategy: {config.get('strategy_name', 'Unknown')}")
+    print(f"Period: {config.get('start_date', 'N/A')} to {config.get('end_date', 'N/A')}")
+    print(f"Capital: ${config.get('initial_capital', 0):,.0f}")
+    print("="*80 + "\n")
+    
+    # Run strategy
+    results = strategy_function(config)
+    
+    # Calculate metrics
+    print("\n[*] Calculating metrics...")
+    analyzer = BacktestAnalyzer(results)
+    analyzer.calculate_all_metrics()
+    
+    # Print report
+    if print_report:
+        print("\n" + "="*80)
+        ResultsReporter.print_full_report(analyzer)
+    
+    # Create charts
+    if create_charts and len(results.trades) > 0:
+        print(f"\n[*] Creating charts: {chart_filename}")
+        try:
+            ChartGenerator.create_all_charts(analyzer, chart_filename)
+            print(f"[OK] Charts saved: {chart_filename}")
+        except Exception as e:
+            print(f"[ERROR] Chart creation failed: {e}")
+    elif create_charts and len(results.trades) == 0:
+        print("\n[!] No trades - skipping charts")
+    
+    # Export results
+    if export_results and len(results.trades) > 0:
+        print(f"\n[*] Exporting results: {export_prefix}_*.csv")
+        try:
+            ResultsExporter.export_all(analyzer, export_prefix)
+            print(f"[OK] Files exported:")
+            print(f"  - {export_prefix}_trades.csv")
+            print(f"  - {export_prefix}_equity.csv")
+            print(f"  - {export_prefix}_summary.txt")
+        except Exception as e:
+            print(f"[ERROR] Export failed: {e}")
+    elif export_results and len(results.trades) == 0:
+        print("\n[!] No trades - skipping export")
+    
+    # Final summary
+    #print("\n" + "="*80)
+    #print(" "*30 + "SUMMARY")
+    #print("="*80)
+    #print(f"Total Return:    {analyzer.metrics['total_return']:>10.2f}%")
+    #print(f"Sharpe Ratio:    {analyzer.metrics['sharpe']:>10.2f}")
+    #print(f"Max Drawdown:    {analyzer.metrics['max_drawdown']:>10.2f}%")
+    #print(f"Win Rate:        {analyzer.metrics['win_rate']:>10.1f}%")
+    #print(f"Total Trades:    {analyzer.metrics['total_trades']:>10}")
+    #print(f"Profit Factor:   {analyzer.metrics['profit_factor']:>10.2f}")
+    #print("="*80)
+    
+    return analyzer
+
+
+# Export all classes and functions
+__all__ = [
+    'BacktestResults',
+    'BacktestAnalyzer', 
+    'ResultsReporter',
+    'ChartGenerator',
+    'ResultsExporter',
+    'run_backtest',
+    'init_api',
+    'get_api_method',
+    'APIManager'
+]

ivolatility_backtesting-0.1.0/ivolatility_backtesting.egg-info/PKG-INFO

@@ -0,0 +1,93 @@
+Metadata-Version: 2.1
+Name: ivolatility_backtesting
+Version: 0.1.0
+Summary: Universal Backtest Framework with One-Command Runner for IVolatility API
+Author-email: Your Name <your.email@example.com>
+License: MIT License
+        
+        Copyright (c) 2025 Your Name
+        
+        Permission is hereby granted, free of charge, to any person obtaining a copy
+        of this software and associated documentation files (the "Software"), to deal
+        in the Software without restriction, including without limitation the rights
+        to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+        copies of the Software, and to permit persons to whom the Software is
+        furnished to do so, subject to the following conditions:
+        
+        The above copyright notice and this permission notice shall be included in all
+        copies or substantial portions of the Software.
+        
+        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+        FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+        AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+        LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+        OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+        SOFTWARE.
+Project-URL: Homepage, https://github.com/yourusername/ivolatility_backtesting
+Project-URL: Bug Tracker, https://github.com/yourusername/ivolatility_backtesting/issues
+Keywords: backtesting,finance,trading,ivolatility
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas>=1.5.0
+Requires-Dist: numpy>=1.21.0
+Requires-Dist: matplotlib>=3.5.0
+Requires-Dist: seaborn>=0.11.0
+Requires-Dist: ivolatility
+
+# IVolatility Backtesting
+A universal backtesting framework for financial strategies using the IVolatility API.
+
+## Installation
+```bash
+pip install ivolatility_backtesting
+```
+
+**Note**: The `ivolatility` package is required but may not be available on PyPI. Contact IVolatility to obtain their SDK and install it manually before using this package.
+
+## Usage
+```python
+from ivolatility_backtesting import run_backtest, init_api
+
+# Initialize API
+init_api("your-api-key")
+
+# Define your strategy
+def my_strategy(config):
+    # Strategy logic
+    return BacktestResults(
+        equity_curve=[100000, 110000],
+        equity_dates=["2023-01-01", "2023-01-02"],
+        trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
+        initial_capital=100000,
+        config=config
+    )
+
+# Run backtest
+CONFIG = {
+    "initial_capital": 100000,
+    "start_date": "2023-01-01",
+    "end_date": "2024-01-01",
+    "strategy_name": "My Strategy"
+}
+analyzer = run_backtest(my_strategy, CONFIG)
+
+# Access metrics
+print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
+```
+
+## Requirements
+- Python >= 3.10
+- pandas >= 1.5.0
+- numpy >= 1.21.0
+- matplotlib >= 3.5.0
+- seaborn >= 0.11.0
+- ivolatility (contact IVolatility for SDK)
+
+## License
+MIT License

ivolatility_backtesting-0.1.0/ivolatility_backtesting.egg-info/SOURCES.txt

@@ -0,0 +1,10 @@
+LICENSE
+README.md
+pyproject.toml
+ivolatility_backtesting/___init__.py
+ivolatility_backtesting/ivolatility_backtesting.py
+ivolatility_backtesting.egg-info/PKG-INFO
+ivolatility_backtesting.egg-info/SOURCES.txt
+ivolatility_backtesting.egg-info/dependency_links.txt
+ivolatility_backtesting.egg-info/requires.txt
+ivolatility_backtesting.egg-info/top_level.txt

ivolatility_backtesting-0.1.0/ivolatility_backtesting.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

ivolatility_backtesting-0.1.0/ivolatility_backtesting.egg-info/requires.txt

@@ -0,0 +1,5 @@
+pandas>=1.5.0
+numpy>=1.21.0
+matplotlib>=3.5.0
+seaborn>=0.11.0
+ivolatility

ivolatility_backtesting-0.1.0/ivolatility_backtesting.egg-info/top_level.txt

@@ -0,0 +1 @@
+ivolatility_backtesting

ivolatility_backtesting-0.1.0/pyproject.toml

@@ -0,0 +1,32 @@
+[build-system]
+requires = ["setuptools>=61.0", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "ivolatility_backtesting"
+version = "0.1.0"
+description = "Universal Backtest Framework with One-Command Runner for IVolatility API"
+readme = "README.md"
+authors = [
+    { name = "Your Name", email = "your.email@example.com" }
+]
+license = { file = "LICENSE" }
+requires-python = ">=3.8"
+dependencies = [
+    "pandas>=1.5.0",
+    "numpy>=1.21.0",
+    "matplotlib>=3.5.0",
+    "seaborn>=0.11.0",
+    "ivolatility"  # Note: Not available on PyPI, must be installed manually
+]
+keywords = ["backtesting", "finance", "trading", "ivolatility"]
+classifiers = [
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.8",
+    "License :: OSI Approved :: MIT License",
+    "Operating System :: OS Independent",
+]
+
+[project.urls]
+"Homepage" = "https://github.com/yourusername/ivolatility_backtesting"
+"Bug Tracker" = "https://github.com/yourusername/ivolatility_backtesting/issues"

ivolatility_backtesting-0.1.0/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+