finterion-investing-algorithm-framework 0.23.0__tar.gz

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+ Metadata-Version: 2.1
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+ Name: finterion-investing-algorithm-framework
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+ Version: 0.23.0
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+ Summary: This is the official finterion plugin for the investing algorithm framework open source project.
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+ Author: Marc van Duyn
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+ Author-email: marc@finterion.com
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+ Requires-Python: >=3.10,<4.0
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+ Classifier: Programming Language :: Python :: 3
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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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+ Requires-Dist: finterion (>=0.8.9,<0.9.0)
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+ Requires-Dist: investing-algorithm-framework (>=6.5.2)
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+ Description-Content-Type: text/markdown
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+
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+ # Finterion Investing Algorithm Framework Plugin
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+
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+ <a href="https://www.finterion.com/" target="_blank">
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+ <picture style="height: 30px;">
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+ <source media="(prefers-color-scheme: dark)" srcset="static/sponsors/finterion-dark.png">
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+ <source media="(prefers-color-scheme: light)" srcset="static/sponsors/finterion-light.png">
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+ <img src="static/sponsors/finterion-light.png" alt="Finterion Logo" width="200px" height="50px">
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+ </picture>
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+ </a>
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+
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+ This is the official plugin for the [investing algorithm framework](https://investing-algorithm-framework.com) open source project.
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+
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+ ## Installation
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+ You can install the plugin with pip.
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+ ```shell
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+ pip install finterion-investing-algorithm-framework
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+ ```
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+
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+ ## Usage
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+ In order to use the plugin you must register the following components in your investing algorithm framework application:
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+ - **FinterionOrderExecutor**: This component is responsible for executing orders on the finterion platform.
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+ - **FinterionPortfolioProvider**: This component is responsible for connecting the portfolio and syncing positions.
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+ - **FinterionPingHook**: This component is responsible for pinging the finterion platform.
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+
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+ > **Note:** You must provide the API key of your algorithm in order to use
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+ > the plugin. You can find your API keys in the developer dashboard of
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+ > your algorithm on the finterion platform.
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+
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+ ## Example
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+ ```python
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+ import logging.config
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+ from dotenv import load_dotenv
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+
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+ from investing_algorithm_framework import create_app, DEFAULT_LOGGING_CONFIG
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+
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+ from finterion_investing_algorithm_framework import \
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+ FinterionPortfolioProvider, FinterionOrderExecutor, FinterionPingAction
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+
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+
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+ load_dotenv()
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+ logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
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+
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+ app = create_app()
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+ app.on_strategy_run(FinterionPingAction)
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+ app.add_order_executor(FinterionOrderExecutor)
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+ app.add_portfolio_provider(FinterionPortfolioProvider)
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+ app.add_market(
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+ market="Finterion",
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+ api_key="<FINTERION_API_KEY>", # Or set the environment variable FINTERION_API_KEY
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+ trading_symbol="EUR",
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+ )
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+ ```
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+
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+ ## Documentation
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+ You can find the official documentation at our [documentation website](https://docs.finterion.com/)
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+ # Finterion Investing Algorithm Framework Plugin
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+
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+ <a href="https://www.finterion.com/" target="_blank">
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+ <picture style="height: 30px;">
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+ <source media="(prefers-color-scheme: dark)" srcset="static/sponsors/finterion-dark.png">
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+ <source media="(prefers-color-scheme: light)" srcset="static/sponsors/finterion-light.png">
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+ <img src="static/sponsors/finterion-light.png" alt="Finterion Logo" width="200px" height="50px">
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+ </picture>
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+ </a>
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+
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+ This is the official plugin for the [investing algorithm framework](https://investing-algorithm-framework.com) open source project.
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+
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+ ## Installation
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+ You can install the plugin with pip.
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+ ```shell
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+ pip install finterion-investing-algorithm-framework
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+ ```
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+
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+ ## Usage
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+ In order to use the plugin you must register the following components in your investing algorithm framework application:
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+ - **FinterionOrderExecutor**: This component is responsible for executing orders on the finterion platform.
22
+ - **FinterionPortfolioProvider**: This component is responsible for connecting the portfolio and syncing positions.
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+ - **FinterionPingHook**: This component is responsible for pinging the finterion platform.
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+
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+ > **Note:** You must provide the API key of your algorithm in order to use
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+ > the plugin. You can find your API keys in the developer dashboard of
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+ > your algorithm on the finterion platform.
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+
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+ ## Example
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+ ```python
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+ import logging.config
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+ from dotenv import load_dotenv
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+
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+ from investing_algorithm_framework import create_app, DEFAULT_LOGGING_CONFIG
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+
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+ from finterion_investing_algorithm_framework import \
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+ FinterionPortfolioProvider, FinterionOrderExecutor, FinterionPingAction
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+
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+
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+ load_dotenv()
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+ logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
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+
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+ app = create_app()
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+ app.on_strategy_run(FinterionPingAction)
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+ app.add_order_executor(FinterionOrderExecutor)
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+ app.add_portfolio_provider(FinterionPortfolioProvider)
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+ app.add_market(
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+ market="Finterion",
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+ api_key="<FINTERION_API_KEY>", # Or set the environment variable FINTERION_API_KEY
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+ trading_symbol="EUR",
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+ )
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+ ```
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+
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+ ## Documentation
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+ You can find the official documentation at our [documentation website](https://docs.finterion.com/)
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+ from .order_executor import FinterionOrderExecutor
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+ from .portfolio_provider import FinterionPortfolioProvider
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+ from .ping_hook import FinterionPingAction
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+
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+ __all__ = [
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+ "FinterionOrderExecutor",
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+ "FinterionPortfolioProvider",
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+ "FinterionPingAction"
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+ ]
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+ from logging import getLogger
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+
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+ from investing_algorithm_framework import OrderExecutor, OrderType, \
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+ OrderSide, Order, OperationalException
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+ from finterion import Finterion
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+
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+ from .utils import convert_finterion_order_to_order
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+
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+ logger = getLogger("investing_algorithm_framework")
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+
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+
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+ class FinterionOrderExecutor(OrderExecutor):
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+ """
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+ FinterionOrderExecutor is a class that implements the OrderExecutor
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+ interface for executing and canceling orders using the Finterion API.
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+ """
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+
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+ def execute_order(self, portfolio, order, market_credential) -> Order:
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+ """
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+ Executes an order for a given portfolio on Finterion.
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+
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+ Args:
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+ order: The order to be executed
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+ portfolio: The portfolio in which the order will be executed
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+ market_credential: The market credential to use for the order
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+
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+ Returns:
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+ Order: Instance of the executed order. The order instance
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+ should copy the id of the order that has been provided as a
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+ """
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+ finterion_client = self.initialize(market_credential)
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+ target_symbol = order.get_target_symbol()
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+ amount = order.get_amount()
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+ price = order.get_price()
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+ order_type = order.get_order_type()
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+ order_side = order.get_order_side()
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+
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+ try:
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+ if OrderType.LIMIT.equals(order_type):
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+ if OrderSide.BUY.equals(order_side):
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+ external_order = finterion_client.create_limit_order(
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+ order_side="buy",
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+ amount=str(amount),
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+ target_symbol=target_symbol,
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+ price=price
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+ )
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+ external_order = (
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+ convert_finterion_order_to_order(external_order)
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+ )
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+ else:
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+ external_order = finterion_client.create_limit_order(
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+ order_side="sell",
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+ amount=str(amount),
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+ target_symbol=target_symbol,
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+ price=price
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+ )
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+ external_order = (
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+ convert_finterion_order_to_order(external_order)
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+ )
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+ else:
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+ raise OperationalException(
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+ f"Order type {order_type} not supported "
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+ f"by CCXT OrderExecutor"
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+ )
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+
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+ external_order.id = order.id
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+ return external_order
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+ except Exception as e:
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+ logger.exception(e)
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+ raise OperationalException("Could not create finterion order")
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+
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+ def cancel_order(self, portfolio, order, market_credential) -> Order:
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+ """
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+ Cancels an order for a given portfolio on a CCXT exchange.
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+
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+ Args:
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+ order: The order to be canceled
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+ portfolio: The portfolio in which the order was executed
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+ market_credential: The market credential to use for the order
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+
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+ Returns:
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+ Order: Instance of the canceled order.
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+ """
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+ raise OperationalException("Cancel order not supported")
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+
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+ @staticmethod
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+ def initialize(market_credential) -> Finterion:
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+ """
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+ Function to initialize the finterion api client.
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+
91
+ Args:
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+ market_credential (MarketCredential): The market credential to use
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+ with the finterion api client
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+
95
+ Returns:
96
+ Finterion: Instance of the Finterion API client
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+ """
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+ api_key = market_credential.api_key
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+ return Finterion(api_key)
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+
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+ def supports_market(self, market):
102
+ """
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+ Function to check if the market is supported by the portfolio
104
+ provider.
105
+
106
+ Args:
107
+ market: Market object
108
+
109
+ Returns:
110
+ bool: True if the market is supported, False otherwise
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+ """
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+ return market.lower() == "finterion"
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+ from logging import getLogger
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+ from investing_algorithm_framework import AppHook
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+ from finterion import Finterion
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+
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+ logger = getLogger("investing_algorithm_framework")
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+
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+
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+ class FinterionPingAction(AppHook):
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+ """
10
+ A class that implements the AppHook interface to perform a ping action
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+ on the Finterion API.
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+ """
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+ def on_run(self, context):
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+ """
15
+ Method to be called when the algorithm is run.
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+ It pings the Finterion API and prints the response.
17
+
18
+ Args:
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+ context: The context of the framework
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+ """
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+ logger.info("Pinging Finterion")
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+ market_credential = context.get_market_credential("finterion")
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+ finterion_client = self.initialize(market_credential)
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+ finterion_client.ping()
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+
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+ @staticmethod
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+ def initialize(market_credential) -> Finterion:
28
+ """
29
+ Function to initialize the finterion api client.
30
+
31
+ Args:
32
+ market_credential (MarketCredential): The market credential to use
33
+ with the finterion api client
34
+
35
+ Returns:
36
+ Finterion: Instance of the Finterion API client
37
+ """
38
+ api_key = market_credential.api_key
39
+ return Finterion(api_key)
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+ from logging import getLogger
2
+ from typing import Union
3
+
4
+ from investing_algorithm_framework.domain import PortfolioProvider, \
5
+ OperationalException, Order, Position
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+ from finterion import Finterion
7
+
8
+ from .utils import convert_finterion_order_to_order, \
9
+ convert_finterion_position_to_position
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+
11
+ logger = getLogger("investing_algorithm_framework")
12
+
13
+
14
+ class FinterionPortfolioProvider(PortfolioProvider):
15
+ """
16
+ Implementation of Portfolio Provider for Finterion.
17
+ """
18
+
19
+ def get_order(
20
+ self, portfolio, order, market_credential
21
+ ) -> Union[Order, None]:
22
+ """
23
+ Method to check if there are any pending orders for the portfolio.
24
+ This method will retrieve the open orders from the exchange and
25
+ check if there are any pending orders for the portfolio.
26
+
27
+ !IMPORTANT: This function should return None if the order is
28
+ not found or if the order is not available on the
29
+ exchange or broker. Please do not throw an exception if the
30
+ order is not found.
31
+
32
+ Args:
33
+ portfolio: Portfolio object
34
+ order: Order object from the database
35
+ market_credential: Market credential object
36
+
37
+ Returns:
38
+ None
39
+ """
40
+ finterion_client = self.initialize(market_credential)
41
+
42
+ try:
43
+ external_order = finterion_client.get_order(
44
+ order.get_external_id()
45
+ )
46
+ external_order = (
47
+ convert_finterion_order_to_order(external_order)
48
+ )
49
+ external_order.id = order.id
50
+ return external_order
51
+ except Exception as e:
52
+ logger.exception(e)
53
+ raise OperationalException(
54
+ "Could not retrieve order from Finterion"
55
+ )
56
+
57
+ def get_position(
58
+ self, portfolio, symbol, market_credential
59
+ ) -> Union[Position, None]:
60
+ """
61
+ Function to get the position for a given symbol in the portfolio.
62
+ The returned position should be an object that reflects the current
63
+ state of the position on the exchange or broker.
64
+
65
+ !IMPORTANT: This function should return None if the position is
66
+ not found or if the position is not available on the
67
+ exchange or broker. Please do not throw an exception if the
68
+ position is not found.
69
+
70
+ Args:
71
+ portfolio (Portfolio): Portfolio object
72
+ symbol (str): Symbol object
73
+ market_credential (MarketCredential): MarketCredential object
74
+
75
+ Returns:
76
+ Position: Position for the given symbol in the portfolio
77
+ """
78
+
79
+ finterion_client = self.initialize(market_credential)
80
+ symbol = symbol
81
+
82
+ try:
83
+ external_positions = finterion_client.get_positions(
84
+ symbol=symbol
85
+ )
86
+ external_position = (
87
+ convert_finterion_position_to_position(external_positions[0])
88
+ )
89
+ external_position.portfolio_id = portfolio.id
90
+ return external_position
91
+ except Exception as e:
92
+ logger.exception(e)
93
+ raise OperationalException(
94
+ "Could not retrieve position from Finterion"
95
+ )
96
+
97
+ @staticmethod
98
+ def initialize(market_credential) -> Finterion:
99
+ """
100
+ Function to initialize the finterion api client.
101
+
102
+ Args:
103
+ market_credential (MarketCredential): The market credential to use
104
+ with the finterion api client
105
+
106
+ Returns:
107
+ Finterion: Instance of the Finterion API client
108
+ """
109
+ api_key = market_credential.api_key
110
+ return Finterion(api_key)
111
+
112
+ def supports_market(self, market):
113
+ """
114
+ Function to check if the market is supported by the portfolio
115
+ provider.
116
+
117
+ Args:
118
+ market: Market object
119
+
120
+ Returns:
121
+ bool: True if the market is supported, False otherwise
122
+ """
123
+ return market.lower() == "finterion"
@@ -0,0 +1,56 @@
1
+ from dateutil import parser
2
+ from investing_algorithm_framework import Order, Position
3
+
4
+
5
+ def convert_finterion_order_to_order(finterion_order):
6
+ """
7
+ Convert a Finterion order to an Order object from the
8
+ investing_algorithm_framework.
9
+
10
+ Args:
11
+ finterion_order (dict): The Finterion order data.
12
+
13
+ Returns:
14
+ Order: An Order object populated with the data
15
+ from the Finterion order.
16
+ """
17
+ order = Order(
18
+ external_id=finterion_order.get("id"),
19
+ order_type=finterion_order.get("order_type"),
20
+ order_side=finterion_order.get("order_side"),
21
+ status=finterion_order.get("status"),
22
+ amount=float(finterion_order.get("amount")),
23
+ target_symbol=finterion_order.get("target_symbol"),
24
+ trading_symbol=finterion_order.get("trading_symbol"),
25
+ price=float(finterion_order.get("price")),
26
+ filled=float(finterion_order.get("filled")),
27
+ remaining=float(finterion_order.get("remaining")),
28
+ cost=float(finterion_order.get("cost")),
29
+ )
30
+
31
+ if finterion_order.get("created_at") is not None:
32
+ order.created_at = parser.parse(finterion_order.get("created_at"))
33
+
34
+ if finterion_order.get("updated_at") is not None:
35
+ order.updated_at = parser.parse(finterion_order.get("updated_at"))
36
+
37
+ return order
38
+
39
+
40
+ def convert_finterion_position_to_position(finterion_position) -> Position:
41
+ """
42
+ Convert a Finterion position to a Position object from the
43
+ investing_algorithm_framework.
44
+
45
+ Args:
46
+ finterion_position (dict): The Finterion position data.
47
+
48
+ Returns:
49
+ Position: An Position object populated with the data
50
+ from the Finterion position.
51
+ """
52
+ return Position(
53
+ symbol=finterion_position.get("symbol"),
54
+ amount=float(finterion_position.get("amount")),
55
+ cost=float(finterion_position.get("cost")),
56
+ )
@@ -0,0 +1,19 @@
1
+ [tool.poetry]
2
+ name = "finterion-investing-algorithm-framework"
3
+ version = "v0.23.0"
4
+ description = "This is the official finterion plugin for the investing algorithm framework open source project."
5
+ authors = ["Marc van Duyn <marc@finterion.com>"]
6
+ readme = "README.md"
7
+
8
+ [tool.poetry.dependencies]
9
+ python = "^3.10"
10
+ investing-algorithm-framework = ">=6.5.2"
11
+ finterion = "^0.8.9"
12
+
13
+ [tool.poetry.group.test.dependencies]
14
+ coverage= "7.4.2"
15
+ flake8 = "7.0.0"
16
+
17
+ [build-system]
18
+ requires = ["poetry-core"]
19
+ build-backend = "poetry.core.masonry.api"