ivolatility-backtesting 1.29__tar.gz → 1.30__tar.gz

{ivolatility_backtesting-1.29 → ivolatility_backtesting-1.30}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 1.29
+Version: 1.30
 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-1.29 → ivolatility_backtesting-1.30}/ivolatility_backtesting/ivolatility_backtesting.py

@@ -4472,6 +4472,16 @@ class PositionManager:
             if key in kwargs:
                 trade[key] = kwargs[key]
         
+        # ========================================================
+        # AUTO-COPY ALL CUSTOM ENTRY FIELDS
+        # ========================================================
+        # Universal mechanism: copy ANY field with 'entry' from position to trade
+        # This allows strategies to add custom fields without modifying the framework
+        # Matches: entry_*, *_entry, *entry* (e.g., entry_earnings_date, long_delta_entry, etc.)
+        for key in position.keys():
+            if 'entry' in key and key not in trade:
+                trade[key] = position[key]
+        
         self.closed_trades.append(trade)
         
         if self.sl_enabled and self.sl_manager:
@@ -6019,10 +6029,12 @@ OPTIMAL_COLUMN_ORDER = [
     'short_put_entry_bid', 'short_put_entry_ask', 'short_put_entry_mid',
     'long_put_entry_bid', 'long_put_entry_ask', 'long_put_entry_mid',
     
-    # 6. ENTRY METRICS (11) - Added Iron Condor IV
+    # 6. ENTRY METRICS (15) - Added Iron Condor IV & Spread Greeks
     'entry_z_score', 'entry_lean', 'iv_lean_entry',
     'call_iv_entry', 'put_iv_entry', 'iv_entry',
     'iv_rank_entry', 'iv_percentile_entry',
+    # ✅ Spread strategies (BULL_CALL_SPREAD, BEAR_PUT_SPREAD, etc.)
+    'long_delta_entry', 'short_delta_entry', 'long_iv_entry', 'short_iv_entry',
     # ✅ Iron Condor entry IV (4 legs)
     'short_call_iv_entry', 'long_call_iv_entry',
     'short_put_iv_entry', 'long_put_iv_entry',
@@ -6037,7 +6049,7 @@ OPTIMAL_COLUMN_ORDER = [
     'short_put_delta_entry', 'short_put_gamma_entry', 'short_put_vega_entry', 'short_put_theta_entry',
     'long_put_delta_entry', 'long_put_gamma_entry', 'long_put_vega_entry', 'long_put_theta_entry',
     
-    # 8. ENTRY CRITERIA (15) - Added Iron Condor signals
+    # 8. ENTRY CRITERIA (20) - Added Iron Condor signals & Earnings data
     'target_delta_entry', 'delta_threshold_entry',
     'entry_price_pct', 'distance_from_strike_entry',
     'dte_entry', 'target_dte_entry',
@@ -6045,6 +6057,9 @@ OPTIMAL_COLUMN_ORDER = [
     'entry_criteria', 'entry_signal', 'entry_reason',
     # ✅ Iron Condor strategy signals
     'entry_iv_rank', 'entry_signal_type', 'entry_wing_width',
+    # ✅ Earnings Momentum strategy data
+    'entry_earnings_date', 'entry_earnings_surprise_pct', 'entry_earnings_estimate',
+    'entry_earnings_reported', 'entry_earnings_direction',
     
     # 9. STOP-LOSS (2)
     'stop_threshold', 'actual_value',

{ivolatility_backtesting-1.29 → ivolatility_backtesting-1.30}/ivolatility_backtesting.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 1.29
+Version: 1.30
 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-1.29 → ivolatility_backtesting-1.30}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "ivolatility_backtesting"
-version = "1.29"
+version = "1.30"
 description = "A universal backtesting framework for financial strategies using the IVolatility API."
 readme = "README.md"
 authors = [