Organized project

__init__.py

@@ -11,13 +11,12 @@
     calculateSharpeRatio,
     calculateVolatility,
     calculateBeta,
-    calculateReturnStats,
-    detectCrossover,
-    detectCrossunder,
-    getCrossSignals
+    calculateReturnStats
 )
+from .commissions import calculate_commission
+from .orders import cancel_order, submit_gtc_order
 
-__version__ = "1.0.1"
+__version__ = "1.1.3"
 __author__ = "Ben Bell"
 
 __all__ = [
@@ -37,7 +36,7 @@
     "calculateVolatility",
     "calculateBeta",
     "calculateReturnStats",
-    "detectCrossover",
-    "detectCrossunder",
-    "getCrossSignals"
+    "calculate_commission",
+    "cancel_order",
+    "submit_gtc_order"
 ]

backtest.py

@@ -7,7 +7,9 @@
 from pandas.tseries.offsets import DateOffset
 from typing import TYPE_CHECKING
 from pyBacktest.trades import execute_buy, execute_sell, execute_market_buy, execute_market_sell, execute_short_sell, execute_short_cover
-from pyBacktest.tradeTypes import TradeType, Holding, Transaction, Order, InvalidCommissionTypeError, InvalidOrderError
+from pyBacktest.tradeTypes import TradeType, Holding, Transaction, Order, InvalidOrderError
+from pyBacktest.commissions import calculate_commission
+from pyBacktest.orders import cancel_order, submit_gtc_order
 from enum import Enum
 
 if TYPE_CHECKING:
@@ -74,48 +76,13 @@ def formatDate(self, date: datetime) -> pd.Timestamp:
         return self.getValidDate(date)
 
     def calculateCommision(self, price: float, numShares: int) -> float:
-        if self.commisionType == "FLAT":
-            return self.commision
-        elif self.commisionType == "PERCENTAGE":
-            return price * self.commision * numShares
-        elif self.commisionType == "PERCENTAGE_PER_SHARE":
-            return self.commision * numShares
-        elif self.commisionType == "PER_SHARE":
-            return self.commision * numShares
-        else:
-            raise InvalidCommissionTypeError(f"Invalid commission type: {self.commisionType}")
+        return calculate_commission(self.commisionType, self.commision, price, numShares)
 
     def cancelOrder(self, order_index: int) -> bool:
-        if 0 <= order_index < len(self.pending_orders):
-            order = self.pending_orders[order_index]
-            order.active = False
-            self.transactions.append(
-                Transaction(
-                    tradeType=TradeType.Cancel,
-                    ticker=order.ticker,
-                    commission=0,
-                    executedSuccessfully=True,
-                    numShares=order.numShares,
-                    pricePerShare=order.targetPrice,
-                    totalCost=0,
-                    date=self.date,
-                    notes="Order canceled"
-                )
-            )
-            return True
-        return False
+        return cancel_order(self, order_index)
 
     def submitGTCOrder(self, tradeType: TradeType, numShares: int, targetPrice: float) -> Order:
-        order = Order(
-            tradeType=tradeType,
-            ticker=self.ticker,
-            numShares=numShares,
-            targetPrice=targetPrice,
-            duration='GTC',
-            orderDate=self.date
-        )
-        self.pending_orders.append(order)
-        return order
+        return submit_gtc_order(self, tradeType, numShares, targetPrice)
 
     def _check_pending_orders(self, current_price: float):
         for order in self.pending_orders[:]:  # Use slice copy to modify safely
@@ -163,7 +130,7 @@ def run(self) -> Dict[str, Any]:
         return {
             "final_value": self.totalValue(),
             "transactions": self.transactions,
-            "strategy": self.strategy  # Add strategy to results
+            "strategy": self.strategy
         }
 
     def _execute_buy(self, price: float, numShares: int, valid_date: pd.Timestamp, trade_type: TradeType = TradeType.BUY) -> Holding:

commissions.py

@@ -0,0 +1,13 @@
+from pyBacktest.tradeTypes import InvalidCommissionTypeError
+
+def calculate_commission(commisionType: str, commision: float, price: float, numShares: int) -> float:
+    if commisionType == "FLAT":
+        return commision
+    elif commisionType == "PERCENTAGE":
+        return price * commision * numShares
+    elif commisionType == "PERCENTAGE_PER_SHARE":
+        return commision * numShares
+    elif commisionType == "PER_SHARE":
+        return commision * numShares
+    else:
+        raise InvalidCommissionTypeError(f"Invalid commission type: {commisionType}")

orders.py

@@ -0,0 +1,34 @@
+from pyBacktest.tradeTypes import TradeType, Order, Transaction
+from datetime import datetime
+
+def cancel_order(backtest, order_index: int) -> bool:
+    if 0 <= order_index < len(backtest.pending_orders):
+        order = backtest.pending_orders[order_index]
+        order.active = False
+        backtest.transactions.append(
+            Transaction(
+                tradeType=TradeType.Cancel,
+                ticker=order.ticker,
+                commission=0,
+                executedSuccessfully=True,
+                numShares=order.numShares,
+                pricePerShare=order.targetPrice,
+                totalCost=0,
+                date=backtest.date,
+                notes="Order canceled"
+            )
+        )
+        return True
+    return False
+
+def submit_gtc_order(backtest, tradeType: TradeType, numShares: int, targetPrice: float) -> Order:
+    order = Order(
+        tradeType=tradeType,
+        ticker=backtest.ticker,
+        numShares=numShares,
+        targetPrice=targetPrice,
+        duration='GTC',
+        orderDate=backtest.date
+    )
+    backtest.pending_orders.append(order)
+    return order

pyproject.toml

@@ -11,7 +11,8 @@ authors = [
 ]
 dependencies = [
     "pandas",
-    "numpy"
+    "numpy",
+    "yfinance"
 ]
 requires-python = ">=3.8"
 license = { text = "LGPL-3.0-only" }
@@ -23,4 +24,4 @@ classifiers = [
 readme = "readme.md"
 
 [project.urls]
-Home = "https://github.com/yourusername/pyBacktest"
+Home = "https://github.com/slowpoke111/pyBacktest"

setup.py

@@ -8,11 +8,12 @@
     description="A backtesting framework for stock price prediction strategies",
     long_description=open('readme.md').read(),
     long_description_content_type='text/markdown',
-    url="https://github.com/slowpoke111/pyBacktest",  
+    url="https://github.com/slowpoke111/pyBacktest",
     packages=find_packages(include=['pyBacktest', 'pyBacktest.*']),
     install_requires=[
         "pandas",
         "numpy",
+        "yfinance"
     ],
     classifiers=[
         "Programming Language :: Python :: 3",

trades.py

@@ -25,7 +25,7 @@ def execute_buy(backtest: Backtest, price: float, numShares: int, valid_date: pd
         numShares,
         numShares * price,
         shortPosition=False,
-        entryPrice=price  # Set entry price
+        entryPrice=price
     )
     backtest.holdings.append(holding)
 
@@ -199,7 +199,7 @@ def execute_short_sell(backtest: Backtest, price: float, numShares: int, valid_d
         numShares=numShares,
         totalCost=numShares * price,
         shortPosition=True,
-        entryPrice=price  # Set entry price
+        entryPrice=price
     )
     backtest.holdings.append(holding)
 

utils.py

@@ -59,21 +59,3 @@ def calculateReturnStats(returns: pd.Series) -> dict:
         "sharpeRatio": calculateSharpeRatio(returns),
         "maxDrawdown": calculateDrawdown(returns)[0]
     }
-
-def detectCrossover(series1: pd.Series, series2: pd.Series) -> pd.Series:
-    previousDiff = (series1 - series2).shift(1)
-    currentDiff = series1 - series2
-    return (previousDiff < 0) & (currentDiff > 0)
-
-def detectCrossunder(series1: pd.Series, series2: pd.Series) -> pd.Series:
-    previousDiff = (series1 - series2).shift(1)
-    currentDiff = series1 - series2
-    return (previousDiff > 0) & (currentDiff < 0)
-
-def getCrossSignals(fastMA: pd.Series, slowMA: pd.Series) -> pd.Series:
-    crossovers = detectCrossover(fastMA, slowMA)
-    crossunders = detectCrossunder(fastMA, slowMA)
-    signals = pd.Series(0, index=fastMA.index)
-    signals[crossovers] = 1
-    signals[crossunders] = -1
-    return signals