ivolatility-backtesting 1.1.0__tar.gz → 1.3.0__tar.gz

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  1. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/PKG-INFO +72 -70
  2. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/ivolatility_backtesting/__init__.py +10 -4
  3. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/ivolatility_backtesting/ivolatility_backtesting.py +424 -258
  4. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/ivolatility_backtesting.egg-info/PKG-INFO +72 -70
  5. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/ivolatility_backtesting.egg-info/requires.txt +1 -0
  6. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/pyproject.toml +3 -2
  7. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/setup.cfg +4 -4
  8. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/LICENSE +0 -0
  9. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/README.md +0 -0
  10. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/ivolatility_backtesting.egg-info/SOURCES.txt +0 -0
  11. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/ivolatility_backtesting.egg-info/dependency_links.txt +0 -0
  12. {ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/ivolatility_backtesting.egg-info/top_level.txt +0 -0
{ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/PKG-INFO RENAMED
@@ -1,70 +1,72 @@
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- Metadata-Version: 2.1
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- Name: ivolatility_backtesting
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- Version: 1.1.0
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- Summary: A universal backtesting framework for financial strategies using the IVolatility API.
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- Author-email: IVolatility <support@ivolatility.com>
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- Project-URL: Homepage, https://ivolatility.com
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- Keywords: backtesting,finance,trading,ivolatility
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- Classifier: Programming Language :: Python :: 3
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- Classifier: Programming Language :: Python :: 3.8
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- Classifier: Programming Language :: Python :: 3.9
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- Classifier: Programming Language :: Python :: 3.10
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- Classifier: Programming Language :: Python :: 3.11
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- Classifier: Programming Language :: Python :: 3.12
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- Classifier: License :: OSI Approved :: MIT License
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- Classifier: Operating System :: OS Independent
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- Requires-Python: >=3.8
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- Description-Content-Type: text/markdown
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- License-File: LICENSE
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- Requires-Dist: pandas>=1.5.0
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- Requires-Dist: numpy>=1.21.0
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- Requires-Dist: matplotlib>=3.5.0
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- Requires-Dist: seaborn>=0.11.0
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- Requires-Dist: ivolatility>=1.8.2
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-
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- # IVolatility Backtesting
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- A universal backtesting framework for financial strategies using the IVolatility API.
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-
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- ## Installation
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- ```bash
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- pip install ivolatility_backtesting
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- ```
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-
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- ## Usage
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- ```python
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- from ivolatility_backtesting import run_backtest, init_api
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-
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- # Initialize API
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- init_api("your-api-key")
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-
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- # Define your strategy
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- def my_strategy(config):
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- # Strategy logic
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- return BacktestResults(
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- equity_curve=[100000, 110000],
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- equity_dates=["2023-01-01", "2023-01-02"],
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- trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
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- initial_capital=100000,
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- config=config
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- )
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-
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- # Run backtest
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- CONFIG = {
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- "initial_capital": 100000,
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- "start_date": "2023-01-01",
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- "end_date": "2024-01-01",
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- "strategy_name": "My Strategy"
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- }
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- analyzer = run_backtest(my_strategy, CONFIG)
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-
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- # Access metrics
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- print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
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- ```
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-
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- ## Requirements
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- - Python >= 3.8
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- - pandas >= 1.5.0
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- - numpy >= 1.21.0
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- - matplotlib >= 3.5.0
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- - seaborn >= 0.11.0
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- - ivolatility >= 1.8.2
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+ Metadata-Version: 2.4
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+ Name: ivolatility_backtesting
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+ Version: 1.3.0
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+ Summary: A universal backtesting framework for financial strategies using the IVolatility API.
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+ Author-email: IVolatility <support@ivolatility.com>
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+ Project-URL: Homepage, https://ivolatility.com
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+ Keywords: backtesting,finance,trading,ivolatility
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Programming Language :: Python :: 3.8
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+ Classifier: Programming Language :: Python :: 3.9
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+ Classifier: Programming Language :: Python :: 3.10
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+ Classifier: Programming Language :: Python :: 3.11
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+ Classifier: Programming Language :: Python :: 3.12
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+ Classifier: License :: OSI Approved :: MIT License
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+ Classifier: Operating System :: OS Independent
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+ Requires-Python: >=3.8
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+ Description-Content-Type: text/markdown
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+ License-File: LICENSE
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+ Requires-Dist: pandas>=1.5.0
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+ Requires-Dist: numpy>=1.21.0
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+ Requires-Dist: matplotlib>=3.5.0
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+ Requires-Dist: seaborn>=0.11.0
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+ Requires-Dist: ivolatility>=1.8.2
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+ Requires-Dist: psutil>=7.1.0
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+ Dynamic: license-file
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+
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+ # IVolatility Backtesting
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+ A universal backtesting framework for financial strategies using the IVolatility API.
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+
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+ ## Installation
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+ ```bash
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+ pip install ivolatility_backtesting
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+ ```
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+
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+ ## Usage
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+ ```python
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+ from ivolatility_backtesting import run_backtest, init_api
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+
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+ # Initialize API
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+ init_api("your-api-key")
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+
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+ # Define your strategy
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+ def my_strategy(config):
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+ # Strategy logic
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+ return BacktestResults(
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+ equity_curve=[100000, 110000],
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+ equity_dates=["2023-01-01", "2023-01-02"],
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+ trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
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+ initial_capital=100000,
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+ config=config
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+ )
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+
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+ # Run backtest
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+ CONFIG = {
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+ "initial_capital": 100000,
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+ "start_date": "2023-01-01",
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+ "end_date": "2024-01-01",
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+ "strategy_name": "My Strategy"
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+ }
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+ analyzer = run_backtest(my_strategy, CONFIG)
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+
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+ # Access metrics
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+ print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
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+ ```
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+
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+ ## Requirements
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+ - Python >= 3.8
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+ - pandas >= 1.5.0
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+ - numpy >= 1.21.0
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+ - matplotlib >= 3.5.0
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+ - seaborn >= 0.11.0
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+ - ivolatility >= 1.8.2
{ivolatility_backtesting-1.1.0 → ivolatility_backtesting-1.3.0}/ivolatility_backtesting/__init__.py RENAMED
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  from .ivolatility_backtesting import (
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  BacktestResults, BacktestAnalyzer, ResultsReporter,
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  ChartGenerator, ResultsExporter, run_backtest,
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- init_api, get_api_method, APIManager
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+ init_api, api_call, APIHelper, APIManager,
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+ ResourceMonitor, create_progress_bar, update_progress, format_time
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  )
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  __all__ = [
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  'BacktestResults',
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- 'BacktestAnalyzer',
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+ 'BacktestAnalyzer',
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  'ResultsReporter',
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  'ChartGenerator',
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  'ResultsExporter',
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  'run_backtest',
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  'init_api',
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- 'get_api_method',
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- 'APIManager'
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+ 'api_call',
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+ 'APIHelper',
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+ 'APIManager',
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+ 'ResourceMonitor',
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+ 'create_progress_bar',
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+ 'update_progress',
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+ 'format_time'
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  ]