ivolatility-backtesting 1.10.0__tar.gz → 1.12.0__tar.gz

{ivolatility_backtesting-1.10.0 → ivolatility_backtesting-1.12.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 1.10.0
+Version: 1.12.0
 Summary: A universal backtesting framework for financial strategies using the IVolatility API.
 Author-email: IVolatility <support@ivolatility.com>
 Project-URL: Homepage, https://ivolatility.com

{ivolatility_backtesting-1.10.0 → ivolatility_backtesting-1.12.0}/ivolatility_backtesting/__init__.py

@@ -12,7 +12,8 @@ from .ivolatility_backtesting import (
     preload_data_universal, 
     apply_optimization_preset, list_optimization_presets, 
     calculate_combinations_count, print_preset_info,
-    get_cache_config, UniversalCacheManager
+    get_cache_config, UniversalCacheManager,
+    _process_options_df 
 )
 
 __all__ = [
@@ -29,5 +30,6 @@ __all__ = [
     'preload_data_universal', 
     'apply_optimization_preset', 'list_optimization_presets', 
     'calculate_combinations_count', 'print_preset_info',
-    'get_cache_config', 'UniversalCacheManager'
+    'get_cache_config', 'UniversalCacheManager',
+    '_process_options_df'
 ]

{ivolatility_backtesting-1.10.0 → ivolatility_backtesting-1.12.0}/ivolatility_backtesting/ivolatility_backtesting.py

@@ -19,6 +19,7 @@ import psutil
 import warnings
 from itertools import product
 import sys
+import gc
 from typing import Dict, List, Optional, Tuple, Union, Any
 warnings.filterwarnings('ignore', category=pd.errors.SettingWithCopyWarning)
 warnings.filterwarnings('ignore', message='.*SettingWithCopyWarning.*')
@@ -1622,12 +1623,13 @@ class ChartGenerator:
     """Generate 6 professional charts"""
     
     @staticmethod
-    def create_all_charts(analyzer, filename='backtest_results.png', show_plots=True):
+    def create_all_charts(analyzer, filename='backtest_results.png', show_plots=True, silent=False):
         r = analyzer.results
         
         if len(r.trades) == 0:
-            print("No trades to visualize")
-            return
+            if not silent:
+                print("No trades to visualize")
+            return None
         
         trades_df = pd.DataFrame(r.trades)
         fig, axes = plt.subplots(3, 2, figsize=(18, 14))
@@ -1710,7 +1712,10 @@ class ChartGenerator:
         else:
             plt.close()  # Close without displaying
         
-        print(f"Chart saved: {filename}")
+        if not silent:
+            print(f"Chart saved: {filename}")
+        
+        return filename
 
 
 def create_stoploss_charts(analyzer, filename='stoploss_analysis.png', show_plots=True):
@@ -1806,13 +1811,14 @@ class ResultsExporter:
     """Export results to CSV"""
     
     @staticmethod
-    def export_all(analyzer, prefix='backtest'):
+    def export_all(analyzer, prefix='backtest', silent=False):
         r = analyzer.results
         m = analyzer.metrics
         
         if len(r.trades) == 0:
-            print("No trades to export")
-            return
+            if not silent:
+                print("No trades to export")
+            return []
         
         trades_df = pd.DataFrame(r.trades)
         
@@ -1882,8 +1888,12 @@ class ResultsExporter:
         for col in numeric_columns:
             trades_df[col] = trades_df[col].round(5)
         
+        exported_files = []
+        
         trades_df.to_csv(f'{prefix}_trades.csv', index=False)
-        print(f"Exported: {prefix}_trades.csv ({len(ordered_columns)} columns)")
+        exported_files.append((f'{prefix}_trades.csv', f"({len(ordered_columns)} columns)"))
+        if not silent:
+            print(f"Exported: {prefix}_trades.csv ({len(ordered_columns)} columns)")
         
         equity_df = pd.DataFrame({
             'date': pd.to_datetime(r.equity_dates).strftime('%Y-%m-%d'),
@@ -1891,7 +1901,9 @@ class ResultsExporter:
         })
         equity_df['equity'] = equity_df['equity'].round(5)
         equity_df.to_csv(f'{prefix}_equity.csv', index=False)
-        print(f"Exported: {prefix}_equity.csv")
+        exported_files.append((f'{prefix}_equity.csv', ""))
+        if not silent:
+            print(f"Exported: {prefix}_equity.csv")
         
         with open(f'{prefix}_summary.txt', 'w') as f:
             f.write("BACKTEST SUMMARY\n")
@@ -1905,7 +1917,9 @@ class ResultsExporter:
             f.write(f"Max DD: {m['max_drawdown']:.2f}%\n")
             f.write(f"Trades: {m['total_trades']}\n")
         
-        print(f"Exported: {prefix}_summary.txt")
+        exported_files.append((f'{prefix}_summary.txt', ""))
+        if not silent:
+            print(f"Exported: {prefix}_summary.txt")
         
         # Export metrics as JSON with rounded values
         import json
@@ -1919,7 +1933,11 @@ class ResultsExporter:
         with open(f'{prefix}_metrics.json', 'w') as f:
             json.dump(metrics_rounded, f, indent=2)
         
-        print(f"Exported: {prefix}_metrics.json")
+        exported_files.append((f'{prefix}_metrics.json', ""))
+        if not silent:
+            print(f"Exported: {prefix}_metrics.json")
+        
+        return exported_files
 
 
 # ============================================================
@@ -1961,13 +1979,22 @@ def run_backtest(strategy_function, config, print_report=True,
         print("\n" + "="*80)
         ResultsReporter.print_full_report(analyzer)
     
+    # Store file info for later printing (in optimization mode)
+    analyzer.chart_file = None
+    analyzer.exported_files = []
+    
     # Export charts during optimization if requested
     if create_charts and len(results.trades) > 0:
         if not is_optimization:
             print(f"\n[*] Creating charts: {chart_filename}")
         try:
             # Don't show plots during optimization, just save them
-            ChartGenerator.create_all_charts(analyzer, chart_filename, show_plots=not is_optimization)
+            chart_file = ChartGenerator.create_all_charts(
+                analyzer, chart_filename, 
+                show_plots=not is_optimization,
+                silent=is_optimization  # ← Silent in optimization
+            )
+            analyzer.chart_file = chart_file
         except Exception as e:
             if not is_optimization:
                 print(f"[ERROR] Charts failed: {e}")
@@ -1977,7 +2004,11 @@ def run_backtest(strategy_function, config, print_report=True,
         if not is_optimization:
             print(f"\n[*] Exporting: {export_prefix}_*")
         try:
-            ResultsExporter.export_all(analyzer, export_prefix)
+            exported = ResultsExporter.export_all(
+                analyzer, export_prefix,
+                silent=is_optimization  # ← Silent in optimization
+            )
+            analyzer.exported_files = exported
         except Exception as e:
             if not is_optimization:
                 print(f"[ERROR] Export failed: {e}")
@@ -3159,8 +3190,24 @@ def optimize_parameters(base_config, param_grid, strategy_function,
             status_symbol = "✓" if is_valid else "✗"
             status_color = "#00cc00" if is_valid else "#ff6666"
             
-            print(f"\n[{idx}/{total_combinations}] {param_str}")
-            print("-" * 80)
+            # Print combination header
+            print(f"[{idx}/{total_combinations}] {param_str}")
+            print("-" * 100)
+            
+            # Print chart file if created
+            if hasattr(analyzer, 'chart_file') and analyzer.chart_file:
+                print(f"Chart saved: {analyzer.chart_file}")
+            
+            # Print exported files
+            if hasattr(analyzer, 'exported_files') and analyzer.exported_files:
+                for file_path, extra_info in analyzer.exported_files:
+                    if extra_info:
+                        print(f"Exported: {file_path} {extra_info}")
+                    else:
+                        print(f"Exported: {file_path}")
+            
+            # Print metrics with separator
+            print("+" * 100)
             if is_valid:
                 print(f"  {status_symbol} Return: {analyzer.metrics['total_return']:>7.2f}% | "
                       f"Sharpe: {analyzer.metrics['sharpe']:>6.2f} | "
@@ -3170,6 +3217,7 @@ def optimize_parameters(base_config, param_grid, strategy_function,
                       f"PF: {analyzer.metrics['profit_factor']:>5.2f}")
             else:
                 print(f"  {status_symbol} INVALID: {invalid_reason}")
+            print("+" * 100 + "\n")
             
             # Update widget status with last result
             if has_widgets:
@@ -3208,6 +3256,11 @@ def optimize_parameters(base_config, param_grid, strategy_function,
             
             results.append(result)
             
+            # ═══ MEMORY CLEANUP AFTER EACH TEST ═══
+            # Delete large objects to free RAM for next iteration
+            del analyzer, test_config
+            gc.collect()
+            
             # Show intermediate summary every 10 combinations (or at end)
             if idx % 10 == 0 or idx == total_combinations:
                 valid_so_far = [r for r in results if r['is_valid']]

{ivolatility_backtesting-1.10.0 → ivolatility_backtesting-1.12.0}/ivolatility_backtesting.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 1.10.0
+Version: 1.12.0
 Summary: A universal backtesting framework for financial strategies using the IVolatility API.
 Author-email: IVolatility <support@ivolatility.com>
 Project-URL: Homepage, https://ivolatility.com

{ivolatility_backtesting-1.10.0 → ivolatility_backtesting-1.12.0}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "ivolatility_backtesting"
-version = "1.10.0"
+version = "1.12.0"
 description = "A universal backtesting framework for financial strategies using the IVolatility API."
 readme = "README.md"
 authors = [