Fix ranking

Author: MDUYN

investing_algorithm_framework/app/analysis/ranking.py

@@ -34,10 +34,10 @@ def compute_score(metrics, weights, ranges):
         if not hasattr(metrics, key):
             continue
         value = getattr(metrics, key)
-        if value is None or (
-            isinstance(value, float) and
-            (math.isnan(value) or math.isinf(value))
-        ):
+        # Skip non-numeric values (e.g., Trade objects for best_trade/worst_trade)
+        if not isinstance(value, (int, float)):
+            continue
+        if value is None or math.isnan(value) or math.isinf(value):
             continue
         if key in ranges:
             value = normalize(value, ranges[key][0], ranges[key][1])

investing_algorithm_framework/app/eventloop.py

@@ -553,6 +553,14 @@ def _run_iteration(
             else:
                 data = {}
 
+            for on_strategy_run_hook in \
+                self._algorithm.on_strategy_run_hooks:
+                on_strategy_run_hook.execute(
+                    strategy=strategy,
+                    context=self.context,
+                    data=data
+                )
+
             logger.info(f"Running strategy {strategy.strategy_id}")
             strategy.run_strategy(context=self.context, data=data)
 

investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py

@@ -162,7 +162,7 @@ def get_weights(self):
                 "cagr": 2.5,
                 "total_net_gain": 2.0,
                 "average_trade_return_percentage": 1.5,
-                "best_trade": 1.0,
+                "average_trade_gain_percentage": 1.0,
 
                 # Profit consistency
                 "win_rate": 2.0,
@@ -217,7 +217,6 @@ def get_weights(self):
                 "max_drawdown": -3.0,
                 "max_drawdown_duration": -1.5,
                 "annual_volatility": -2.0,
-                "worst_trade": -1.0,
 
                 # Consistent performance
                 "win_rate": 2.0,