ivolatility-backtesting 1.1.0__py3-none-any.whl → 1.39__py3-none-any.whl

{ivolatility_backtesting-1.1.0.dist-info → ivolatility_backtesting-1.39.dist-info}/METADATA

@@ -1,70 +1,72 @@
-Metadata-Version: 2.1
-Name: ivolatility_backtesting
-Version: 1.1.0
-Summary: A universal backtesting framework for financial strategies using the IVolatility API.
-Author-email: IVolatility <support@ivolatility.com>
-Project-URL: Homepage, https://ivolatility.com
-Keywords: backtesting,finance,trading,ivolatility
-Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.8
-Classifier: Programming Language :: Python :: 3.9
-Classifier: Programming Language :: Python :: 3.10
-Classifier: Programming Language :: Python :: 3.11
-Classifier: Programming Language :: Python :: 3.12
-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>=1.8.2
-
-# IVolatility Backtesting
-A universal backtesting framework for financial strategies using the IVolatility API.
-
-## Installation
-```bash
-pip install ivolatility_backtesting
-```
-
-## 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 >= 3.8
-- pandas >= 1.5.0
-- numpy >= 1.21.0
-- matplotlib >= 3.5.0
-- seaborn >= 0.11.0
-- ivolatility >= 1.8.2
+Metadata-Version: 2.4
+Name: ivolatility_backtesting
+Version: 1.39
+Summary: A universal backtesting framework for financial strategies using the IVolatility API.
+Author-email: IVolatility <support@ivolatility.com>
+Project-URL: Homepage, https://ivolatility.com
+Keywords: backtesting,finance,trading,ivolatility
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+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>=1.8.2
+Requires-Dist: psutil>=7.1.0
+Dynamic: license-file
+
+# IVolatility Backtesting
+A universal backtesting framework for financial strategies using the IVolatility API.
+
+## Installation
+```bash
+pip install ivolatility_backtesting
+```
+
+## 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 >= 3.8
+- pandas >= 1.5.0
+- numpy >= 1.21.0
+- matplotlib >= 3.5.0
+- seaborn >= 0.11.0
+- ivolatility >= 1.8.2

ivolatility_backtesting-1.39.dist-info/RECORD

@@ -0,0 +1,7 @@
+ivolatility_backtesting/__init__.py,sha256=w48qgO4M15DobRW2pXQoxwG6mTtJVZtYYvCMxiaOm58,2920
+ivolatility_backtesting/ivolatility_backtesting.py,sha256=_gMRnMwiudoAsYP1KxfGtKymGeRKrIEFz1X7869Zwxo,556316
+ivolatility_backtesting-1.39.dist-info/licenses/LICENSE,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+ivolatility_backtesting-1.39.dist-info/METADATA,sha256=v74wGj1Z1uPFG6-GnBZAnFgmva6qgLjmc2Rm1hfLiA8,2051
+ivolatility_backtesting-1.39.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+ivolatility_backtesting-1.39.dist-info/top_level.txt,sha256=Qv3irUBntr8b11WIKNN6zzCSguwaWC4nWR-ZKq8NsjY,24
+ivolatility_backtesting-1.39.dist-info/RECORD,,

{ivolatility_backtesting-1.1.0.dist-info → ivolatility_backtesting-1.39.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (75.3.2)
+Generator: setuptools (80.9.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

ivolatility_backtesting-1.1.0.dist-info/RECORD

@@ -1,7 +0,0 @@
-ivolatility_backtesting/__init__.py,sha256=-VS3l4sUlmlMjVDwPY2BoXOVoYa5oVGYH9cscK5NLzw,395
-ivolatility_backtesting/ivolatility_backtesting.py,sha256=GLO_h72_mPmLDoknBIH6_rRWXxrZ0BSAr7Q85QTFBkk,35661
-ivolatility_backtesting-1.1.0.dist-info/LICENSE,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-ivolatility_backtesting-1.1.0.dist-info/METADATA,sha256=d8vKlXZcuCGCiXzwbJ2DQncLGnFdP844f4NXi0aDG18,2071
-ivolatility_backtesting-1.1.0.dist-info/WHEEL,sha256=iAkIy5fosb7FzIOwONchHf19Qu7_1wCWyFNR5gu9nU0,91
-ivolatility_backtesting-1.1.0.dist-info/top_level.txt,sha256=Qv3irUBntr8b11WIKNN6zzCSguwaWC4nWR-ZKq8NsjY,24
-ivolatility_backtesting-1.1.0.dist-info/RECORD,,