investfly-sdk 1.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- investfly/__init__.py +0 -0
- investfly/api/InvestflyApiClient.py +23 -0
- investfly/api/MarketDataApiClient.py +16 -0
- investfly/api/PortfolioApiClient.py +37 -0
- investfly/api/RestApiClient.py +81 -0
- investfly/api/__init__.py +0 -0
- investfly/cli/CliApiClient.py +46 -0
- investfly/cli/__init__.py +0 -0
- investfly/cli/commands.py +78 -0
- investfly/models/CommonModels.py +70 -0
- investfly/models/Indicator.py +164 -0
- investfly/models/MarketData.py +177 -0
- investfly/models/MarketDataIds.py +119 -0
- investfly/models/ModelUtils.py +34 -0
- investfly/models/PortfolioModels.py +270 -0
- investfly/models/SecurityFilterModels.py +167 -0
- investfly/models/SecurityUniverseSelector.py +202 -0
- investfly/models/StrategyModels.py +124 -0
- investfly/models/TradingStrategy.py +59 -0
- investfly/models/__init__.py +10 -0
- investfly/samples/__init__.py +0 -0
- investfly/samples/indicators/IndicatorTemplate.py +80 -0
- investfly/samples/indicators/NewsSentiment.py +41 -0
- investfly/samples/indicators/RsiOfSma.py +42 -0
- investfly/samples/indicators/SmaEmaAverage.py +40 -0
- investfly/samples/indicators/__init__.py +0 -0
- investfly/samples/strategies/SmaCrossOverStrategy.py +35 -0
- investfly/samples/strategies/SmaCrossOverTemplate.py +131 -0
- investfly/samples/strategies/__init__.py +0 -0
- investfly/utils/CommonUtils.py +79 -0
- investfly/utils/PercentBasedPortfolioAllocator.py +35 -0
- investfly/utils/__init__.py +2 -0
- investfly_sdk-1.0.dist-info/LICENSE.txt +21 -0
- investfly_sdk-1.0.dist-info/METADATA +53 -0
- investfly_sdk-1.0.dist-info/RECORD +38 -0
- investfly_sdk-1.0.dist-info/WHEEL +5 -0
- investfly_sdk-1.0.dist-info/entry_points.txt +2 -0
- investfly_sdk-1.0.dist-info/top_level.txt +1 -0
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from datetime import datetime
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from typing import Dict, Any, List
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from investfly.api.InvestflyApiClient import InvestflyApiClient
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from investfly.models import *
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# Note wildcard "*" imports are not allowed in restricted environment
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class NewsSentiment:
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POSITIVE = "abounds,abundance,abundant,accessable,accessible,acclaim,acclaimed,acclamation,accolade,accolades,accommodative,accomodative,accomplish,accomplished,accomplishment,accomplishments,accurate,accurately,achievable,achievement,achievements,achievible,acumen,adaptable,adaptive,adequate,adjustable,admirable,admirably,admiration,admire,admirer,admiring,admiringly,adorable,adore,adored,adorer,adoring,adoringly,adroit,adroitly,adulate,adulation,adulatory,advanced,advantage,advantageous,advantageously,advantages,adventuresome,adventurous,advocate,advocated,advocates,affability,affable,affably,affectation,affection,affectionate,affinity,affirm,affirmation,affirmative,affluence,affluent,afford,affordable,affordably,afordable,agile,agilely,agility,agreeable,agreeableness,agreeably,all-around,alluring,alluringly,altruistic,altruistically,amaze,amazed,amazement,amazes,amazing,amazingly,ambitious,ambitiously,ameliorate,amenable,amenity,amiability,amiabily,amiable,amicability,amicable,amicably,amity,ample,amply,amuse,amusing,amusingly,angel,angelic,apotheosis,appeal,appealing,applaud,appreciable,appreciate,appreciated,appreciates,appreciative,appreciatively,appropriate,approval,approve,ardent,ardently,ardor,articulate,aspiration,aspirations,aspire,assurance,assurances,assure,assuredly,assuring,astonish,astonished,astonishing,astonishingly,astonishment,astound,astounded,astounding,astoundingly,astutely,attentive,attraction,attractive,attractively,attune,audible,audibly,auspicious,authentic,authoritative,autonomous,available,aver,avid,avidly,award,awarded,awards,awe,awed,awesome,awesomely,awesomeness,awestruck,awsome,backbone,balanced,bargain,beauteous,beautiful,beautifullly,beautifully,beautify,beauty,beckon,beckoned,beckoning,beckons,believable,believeable,beloved,benefactor,beneficent,beneficial,beneficially,beneficiary,benefit,benefits,benevolence,benevolent,benifits,best,best-known,best-performing,best-selling,better,better-known,better-than-expected,beutifully,blameless,bless,blessing,bliss,blissful,blissfully,blithe,blockbuster,bloom,blossom,bolster,bonny,bonus,bonuses,boom,booming,boost,boundless,bountiful,brainiest,brainy,brand-new,brave,bravery,bravo,breakthrough,breakthroughs,breathlessness,breathtaking,breathtakingly,breeze,bright,brighten,brighter,brightest,brilliance,brilliances,brilliant,brilliantly,brisk,brotherly,bullish,buoyant,cajole,calm,calming,calmness,capability,capable,capably,captivate,captivating,carefree,cashback,cashbacks,catchy,celebrate,celebrated,celebration,celebratory,champ,champion,charisma,charismatic,charitable,charm,charming,charmingly,chaste,cheaper,cheapest,cheer,cheerful,cheery,cherish,cherished,cherub,chic,chivalrous,chivalry,civility,civilize,clarity,classic,classy,clean,cleaner,cleanest,cleanliness,cleanly,clear,clear-cut,cleared,clearer,clearly,clears,clever,cleverly,cohere,coherence,coherent,cohesive,colorful,comely,comfort,comfortable,comfortably,comforting,comfy,commend,commendable,commendably,commitment,commodious,compact,compactly,compassion,compassionate,compatible,competitive,complement,complementary,complemented,complements,compliant,compliment,complimentary,comprehensive,conciliate,conciliatory,concise,confidence,confident,congenial,congratulate,congratulation,congratulations,congratulatory,conscientious,considerate,consistent,consistently,constructive,consummate,contentment,continuity,contrasty,contribution,convenience,convenient,conveniently,convience,convienient,convient,convincing,convincingly,cool,coolest,cooperative,cooperatively,cornerstone,correct,correctly,cost-effective,cost-saving,counter-attack,counter-attacks,courage,courageous,courageously,courageousness,courteous,courtly,covenant,cozy,creative,credence,credible,crisp,crisper,cure,cure-all,cushy,cute,cuteness,danke,danken,daring,daringly,darling,dashing,dauntless,dawn,dazzle,dazzled,dazzling,dead-cheap,dead-on,decency,decent,decisive,decisiveness,dedicated,defeat,defeated,defeating,defeats,defender,deference,deft,deginified,delectable,delicacy,delicate,delicious,delight,delighted,delightful,delightfully,delightfulness,dependable,dependably,deservedly,deserving,desirable,desiring,desirous,destiny,detachable,devout,dexterous,dexterously,dextrous,dignified,dignify,dignity,diligence,diligent,diligently,diplomatic,dirt-cheap,distinction,distinctive,distinguished,diversified,divine,divinely,dominate,dominated,dominates,dote,dotingly,doubtless,dreamland,dumbfounded,dumbfounding,dummy-proof,durable,dynamic,eager,eagerly,eagerness,earnest,earnestly,earnestness,ease,eased,eases,easier,easiest,easiness,easing,easy,easy-to-use,easygoing,ebullience,ebullient,ebulliently,ecenomical,economical,ecstasies,ecstasy,ecstatic,ecstatically,edify,educated,effective,effectively,effectiveness,effectual,efficacious,efficient,efficiently,effortless,effortlessly,effusion,effusive,effusively,effusiveness,elan,elate,elated,elatedly,elation,electrify,elegance,elegant,elegantly,elevate,elite,eloquence,eloquent,eloquently,embolden,eminence,eminent,empathize,empathy,empower,empowerment,enchant,enchanted,enchanting,enchantingly,encourage,encouragement,encouraging,encouragingly,endear,endearing,endorse,endorsed,endorsement,endorses,endorsing,energetic,energize,energy-efficient,energy-saving,engaging,engrossing,enhance,enhanced,enhancement,enhances,enjoy,enjoyable,enjoyably,enjoyed,enjoying,enjoyment,enjoys,enlighten,enlightenment,enliven,ennoble,enough,enrapt,enrapture,enraptured,enrich,enrichment,enterprising,entertain,entertaining,entertains,enthral,enthrall,enthralled,enthuse,enthusiasm,enthusiast,enthusiastic,enthusiastically,entice,enticed,enticing,enticingly,entranced,entrancing,entrust,enviable,enviably,envious,enviously,enviousness,envy,equitable,ergonomical,err-free,erudite,ethical,eulogize,euphoria,euphoric,euphorically,evaluative,evenly,eventful,everlasting,evocative,exalt,exaltation,exalted,exaltedly,exalting,exaltingly,examplar,examplary,excallent,exceed,exceeded,exceeding,exceedingly,exceeds,excel,exceled,excelent,excellant,excelled,excellence,excellency,excellent,excellently,excels,exceptional,exceptionally,excite,excited,excitedly,excitedness,excitement,excites,exciting,excitingly,exellent,exemplar,exemplary,exhilarate,exhilarating,exhilaratingly,exhilaration,exonerate,expansive,expeditiously,expertly,exquisite,exquisitely,extol,extoll,extraordinarily,extraordinary,exuberance,exuberant,exuberantly,exult,exultant,exultation,exultingly,eye-catch,eye-catching,eyecatch,eyecatching,fabulous,fabulously,facilitate,fair,fairly,fairness,faith,faithful,faithfully,faithfulness,fame,famed,famous,famously,fancier,fancinating,fancy,fanfare,fans,fantastic,fantastically,fascinate,fascinating,fascinatingly,fascination,fashionable,fashionably,fast,fast-growing,fast-paced,faster,fastest,fastest-growing,faultless,fav,fave,favor,favorable,favored,favorite,favorited,favour,fearless,fearlessly,feasible,feasibly,feat,feature-rich,fecilitous,feisty,felicitate,felicitous,felicity,fertile,fervent,fervently,fervid,fervidly,fervor,festive,fidelity,fiery,fine,fine-looking,finely,finer,finest,firmer,first-class,first-in-class,first-rate,flashy,flatter,flattering,flatteringly,flawless,flawlessly,flexibility,flexible,flourish,flourishing,fluent,flutter,fond,fondly,fondness,foolproof,foremost,foresight,formidable,fortitude,fortuitous,fortuitously,fortunate,fortunately,fortune,fragrant,free,freed,freedom,freedoms,fresh,fresher,freshest,friendliness,friendly,frolic,frugal,fruitful,ftw,fulfillment,fun,futurestic,futuristic,gaiety,gaily,gain,gained,gainful,gainfully,gaining,gains,gallant,gallantly,galore,geekier,geeky,gem,gems,generosity,generous,generously,genial,genius,gentle,gentlest,genuine,gifted,glad,gladden,gladly,gladness,glamorous,glee,gleeful,gleefully,glimmer,glimmering,glisten,glistening,glitter,glitz,glorify,glorious,gloriously,glory,glow,glowing,glowingly,god-given,god-send,godlike,godsend,gold,golden,good,goodly,goodness,goodwill,goood,gooood,gorgeous,gorgeously,grace,graceful,gracefully,gracious,graciously,graciousness,grand,grandeur,grateful,gratefully,gratification,gratified,gratifies,gratify,gratifying,gratifyingly,gratitude,great,greatest,greatness,grin,groundbreaking,guarantee,guidance,guiltless,gumption,gush,gusto,gutsy,hail,halcyon,hale,hallmark,hallmarks,hallowed,handier,handily,hands-down,handsome,handsomely,handy,happier,happily,happiness,happy,hard-working,hardier,hardy,harmless,harmonious,harmoniously,harmonize,harmony,headway,heal,healthful,healthy,hearten,heartening,heartfelt,heartily,heartwarming,heaven,heavenly,helped,helpful,helping,hero,heroic,heroically,heroine,heroize,heros,high-quality,high-spirited,hilarious,holy,homage,honest,honesty,honor,honorable,honored,honoring,hooray,hopeful,hospitable,hot,hotcake,hotcakes,hottest,hug,humane,humble,humility,humor,humorous,humorously,humour,humourous,ideal,idealize,ideally,idol,idolize,idolized,idyllic,illuminate,illuminati,illuminating,illumine,illustrious,ilu,imaculate,imaginative,immaculate,immaculately,immense,impartial,impartiality,impartially,impassioned,impeccable,impeccably,important,impress,impressed,impresses,impressive,impressively,impressiveness,improve,improved,improvement,improvements,improves,improving,incredible,incredibly,indebted,individualized,indulgence,indulgent,industrious,inestimable,inestimably,inexpensive,infallibility,infallible,infallibly,influential,ingenious,ingeniously,ingenuity,ingenuous,ingenuously,innocuous,innovation,innovative,inpressed,insightful,insightfully,inspiration,inspirational,inspire,inspiring,instantly,instructive,instrumental,integral,integrated,intelligence,intelligent,intelligible,interesting,interests,intimacy,intimate,intricate,intrigue,intriguing,intriguingly,intuitive,invaluable,invaluablely,inventive,invigorate,invigorating,invincibility,invincible,inviolable,inviolate,invulnerable,irreplaceable,irreproachable,irresistible,irresistibly,issue-free,jaw-droping,jaw-dropping,jollify,jolly,jovial,joy,joyful,joyfully,joyous,joyously,jubilant,jubilantly,jubilate,jubilation,jubiliant,judicious,justly,keen,keenly,keenness,kid-friendly,kindliness,kindly,kindness,knowledgeable,kudos,large-capacity,laud,laudable,laudably,lavish,lavishly,law-abiding,lawful,lawfully,lead,leading,leads,lean,led,legendary,leverage,levity,liberate,liberation,liberty,lifesaver,light-hearted,lighter,likable,like,liked,likes,liking,lionhearted,lively,logical,long-lasting,lovable,lovably,love,loved,loveliness,lovely,lover,loves,loving,low-cost,low-price,low-priced,low-risk,lower-priced,loyal,loyalty,lucid,lucidly,luck,luckier,luckiest,luckiness,lucky,lucrative,luminous,lush,luster,lustrous,luxuriant,luxuriate,luxurious,luxuriously,luxury,lyrical,magic,magical,magnanimous,magnanimously,magnificence,magnificent,magnificently,majestic,majesty,manageable,maneuverable,marvel,marveled,marvelled,marvellous,marvelous,marvelously,marvelousness,marvels,master,masterful,masterfully,masterpiece,masterpieces,masters,mastery,matchless,mature,maturely,maturity,meaningful,memorable,merciful,mercifully,mercy,merit,meritorious,merrily,merriment,merriness,merry,mesmerize,mesmerized,mesmerizes,mesmerizing,mesmerizingly,meticulous,meticulously,mightily,mighty,mind-blowing,miracle,miracles,miraculous,miraculously,miraculousness,modern,modest,modesty,momentous,monumental,monumentally,morality,motivated,multi-purpose,navigable,neat,neatest,neatly,nice,nicely,nicer,nicest,nifty,nimble,noble,nobly,noiseless,non-violence,non-violent,notably,noteworthy,nourish,nourishing,nourishment,novelty,nurturing,oasis,obsession,obsessions,obtainable,openly,openness,optimal,optimism,optimistic,opulent,orderly,originality,outdo,outdone,outperform,outperformed,outperforming,outperforms,outshine,outshone,outsmart,outstanding,outstandingly,outstrip,outwit,ovation,overjoyed,overtake,overtaken,overtakes,overtaking,overtook,overture,pain-free,painless,painlessly,palatial,pamper,pampered,pamperedly,pamperedness,pampers,panoramic,paradise,paramount,pardon,passion,passionate,passionately,patience,patient,patiently,patriot,patriotic,peace,peaceable,peaceful,peacefully,peacekeepers,peach,peerless,pep,pepped,pepping,peppy,peps,perfect,perfection,perfectly,permissible,perseverance,persevere,personages,personalized,phenomenal,phenomenally,picturesque,piety,pinnacle,playful,playfully,pleasant,pleasantly,pleased,pleases,pleasing,pleasingly,pleasurable,pleasurably,pleasure,plentiful,pluses,plush,plusses,poetic,poeticize,poignant,poise,poised,polished,polite,politeness,popular,portable,posh,positive,positively,positives,powerful,powerfully,praise,praiseworthy,praising,pre-eminent,precious,precise,precisely,preeminent,prefer,preferable,preferably,prefered,preferes,preferring,prefers,premier,prestige,prestigious,prettily,pretty,priceless,pride,principled,privilege,privileged,prize,proactive,problem-free,problem-solver,prodigious,prodigiously,prodigy,productive,productively,proficient,proficiently,profound,profoundly,profuse,profusion,progress,progressive,prolific,prominence,prominent,promise,promised,promises,promising,promoter,prompt,promptly,proper,properly,propitious,propitiously,pros,prosper,prosperity,prosperous,prospros,protect,protection,protective,proud,proven,proves,providence,proving,prowess,prudence,prudent,prudently,punctual,pure,purify,purposeful,quaint,qualified,qualify,quicker,quiet,quieter,radiance,radiant,rapid,rapport,rapt,rapture,raptureous,raptureously,rapturous,rapturously,rational,razor-sharp,reachable,readable,readily,ready,reaffirm,reaffirmation,realistic,realizable,reasonable,reasonably,reasoned,reassurance,reassure,receptive,reclaim,recomend,recommend,recommendation,recommendations,recommended,reconcile,reconciliation,record-setting,recover,recovery,rectification,rectify,rectifying,redeem,redeeming,redemption,refine,refined,refinement,reform,reformed,reforming,reforms,refresh,refreshed,refreshing,refund,refunded,regal,regally,regard,rejoice,rejoicing,rejoicingly,rejuvenate,rejuvenated,rejuvenating,relaxed,relent,reliable,reliably,relief,relish,remarkable,remarkably,remedy,remission,remunerate,renaissance,renewed,renown,renowned,replaceable,reputable,reputation,resilient,resolute,resound,resounding,resourceful,resourcefulness,respect,respectable,respectful,respectfully,respite,resplendent,responsibly,responsive,restful,restored,restructure,restructured,restructuring,retractable,revel,revelation,revere,reverence,reverent,reverently,revitalize,revival,revive,revives,revolutionary,revolutionize,revolutionized,revolutionizes,reward,rewarding,rewardingly,rich,richer,richly,richness,right,righten,righteous,righteously,righteousness,rightful,rightfully,rightly,rightness,risk-free,robust,rock-star,rock-stars,rockstar,rockstars,romantic,romantically,romanticize,roomier,roomy,rosy,safe,safely,sagacity,sagely,saint,saintliness,saintly,salutary,salute,sane,satisfactorily,satisfactory,satisfied,satisfies,satisfy,satisfying,satisified,saver,savings,savior,savvy,scenic,seamless,seasoned,secure,securely,selective,self-determination,self-respect,self-satisfaction,self-sufficiency,self-sufficient,sensation,sensational,sensationally,sensations,sensible,sensibly,sensitive,serene,serenity,sexy,sharp,sharper,sharpest,shimmering,shimmeringly,shine,shiny,significant,silent,simpler,simplest,simplified,simplifies,simplify,simplifying,sincere,sincerely,sincerity,skill,skilled,skillful,skillfully,slammin,sleek,slick,smart,smarter,smartest,smartly,smile,smiles,smiling,smilingly,smitten,smooth,smoother,smoothes,smoothest,smoothly,snappy,snazzy,sociable,soft,softer,solace,solicitous,solicitously,solid,solidarity,soothe,soothingly,sophisticated,soulful,soundly,soundness,spacious,sparkle,sparkling,spectacular,spectacularly,speedily,speedy,spellbind,spellbinding,spellbindingly,spellbound,spirited,spiritual,splendid,splendidly,splendor,spontaneous,sporty,spotless,sprightly,stability,stabilize,stable,stainless,standout,state-of-the-art,stately,statuesque,staunch,staunchly,staunchness,steadfast,steadfastly,steadfastness,steadiest,steadiness,steady,stellar,stellarly,stimulate,stimulates,stimulating,stimulative,stirringly,straighten,straightforward,streamlined,striking,strikingly,striving,strong,stronger,strongest,stunned,stunning,stunningly,stupendous,stupendously,sturdier,sturdy,stylish,stylishly,stylized,suave,suavely,sublime,subsidize,subsidized,subsidizes,subsidizing,substantive,succeed,succeeded,succeeding,succeeds,succes,success,successes,successful,successfully,suffice,sufficed,suffices,sufficient,sufficiently,suitable,sumptuous,sumptuously,sumptuousness,super,superb,superbly,superior,superiority,supple,support,supported,supporter,supporting,supportive,supports,supremacy,supreme,supremely,supurb,supurbly,surmount,surpass,surreal,survival,survivor,sustainability,sustainable,swank,swankier,swankiest,swanky,sweeping,sweet,sweeten,sweetheart,sweetly,sweetness,swift,swiftness,talent,talented,talents,tantalize,tantalizing,tantalizingly,tempt,tempting,temptingly,tenacious,tenaciously,tenacity,tender,tenderly,terrific,terrifically,thank,thankful,thinner,thoughtful,thoughtfully,thoughtfulness,thrift,thrifty,thrill,thrilled,thrilling,thrillingly,thrills,thrive,thriving,thumb-up,thumbs-up,tickle,tidy,time-honored,timely,tingle,titillate,titillating,titillatingly,togetherness,tolerable,toll-free,top,top-notch,top-quality,topnotch,tops,tough,tougher,toughest,traction,tranquil,tranquility,transparent,treasure,tremendously,trendy,triumph,triumphal,triumphant,triumphantly,trivially,trophy,trouble-free,trump,trumpet,trust,trusted,trusting,trustingly,trustworthiness,trustworthy,trusty,truthful,truthfully,truthfulness,twinkly,ultra-crisp,unabashed,unabashedly,unaffected,unassailable,unbeatable,unbiased,unbound,uncomplicated,unconditional,undamaged,undaunted,understandable,undisputable,undisputably,undisputed,unencumbered,unequivocal,unequivocally,unfazed,unfettered,unforgettable,unity,unlimited,unmatched,unparalleled,unquestionable,unquestionably,unreal,unrestricted,unrivaled,unselfish,unwavering,upbeat,upgradable,upgradeable,upgraded,upheld,uphold,uplift,uplifting,upliftingly,upliftment,upscale,usable,useable,useful,user-friendly,user-replaceable,valiant,valiantly,valor,valuable,variety,venerate,verifiable,veritable,versatile,versatility,vibrant,vibrantly,victorious,victory,viewable,vigilance,vigilant,virtue,virtuous,virtuously,visionary,vivacious,vivid,vouch,vouchsafe,warm,warmer,warmhearted,warmly,warmth,wealthy,welcome,well,well-backlit,well-balanced,well-behaved,well-being,well-bred,well-connected,well-educated,well-established,well-informed,well-intentioned,well-known,well-made,well-managed,well-mannered,well-positioned,well-received,well-regarded,well-rounded,well-run,well-wishers,wellbeing,whoa,wholeheartedly,wholesome,whooa,whoooa,wieldy,willing,willingly,willingness,win,windfall,winnable,winner,winners,winning,wins,wisdom,wise,wisely,witty,won,wonder,wonderful,wonderfully,wonderous,wonderously,wonders,wondrous,woo,work,workable,worked,works,world-famous,worth,worth-while,worthiness,worthwhile,worthy,wow,wowed,wowing,wows,yay,youthful,zeal,zenith,zest,zippy"
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+
NEGATIVE = "abnormal,abolish,abominable,abominably,abominate,abomination,abort,aborted,aborts,abrade,abrasive,abrupt,abruptly,abscond,absence,absent-minded,absentee,absurd,absurdity,absurdly,absurdness,abuse,abused,abuses,abusive,abysmal,abysmally,abyss,accidental,accost,accursed,accusation,accusations,accuse,accuses,accusing,accusingly,acerbate,acerbic,acerbically,ache,ached,aches,achey,aching,acrid,acridly,acridness,acrimonious,acrimoniously,acrimony,adamant,adamantly,addict,addicted,addicting,addicts,admonish,admonisher,admonishingly,admonishment,admonition,adulterate,adulterated,adulteration,adulterier,adversarial,adversary,adverse,adversity,afflict,affliction,afflictive,affront,afraid,aggravate,aggravating,aggravation,aggression,aggressive,aggressiveness,aggressor,aggrieve,aggrieved,aggrivation,aghast,agonies,agonize,agonizing,agonizingly,agony,aground,ail,ailing,ailment,aimless,alarm,alarmed,alarming,alarmingly,alienate,alienated,alienation,allegation,allegations,allege,allergic,allergies,allergy,aloof,altercation,ambiguity,ambiguous,ambivalence,ambivalent,ambush,amiss,amputate,anarchism,anarchist,anarchistic,anarchy,anemic,anger,angrily,angriness,angry,anguish,animosity,annihilate,annihilation,annoy,annoyance,annoyances,annoyed,annoying,annoyingly,annoys,anomalous,anomaly,antagonism,antagonist,antagonistic,antagonize,anti-,anti-american,anti-israeli,anti-occupation,anti-proliferation,anti-semites,anti-social,anti-us,anti-white,antipathy,antiquated,antithetical,anxieties,anxiety,anxious,anxiously,anxiousness,apathetic,apathetically,apathy,apocalypse,apocalyptic,apologist,apologists,appal,appall,appalled,appalling,appallingly,apprehension,apprehensions,apprehensive,apprehensively,arbitrary,arcane,archaic,arduous,arduously,argumentative,arrogance,arrogant,arrogantly,ashamed,asinine,asininely,asinininity,askance,asperse,aspersion,aspersions,assail,assassin,assassinate,assault,assult,astray,asunder,atrocious,atrocities,atrocity,atrophy,attack,attacks,audacious,audaciously,audaciousness,audacity,audiciously,austere,authoritarian,autocrat,autocratic,avalanche,avarice,avaricious,avariciously,avenge,averse,aversion,aweful,awful,awfully,awfulness,awkward,awkwardness,ax,babble,back-logged,back-wood,back-woods,backache,backaches,backaching,backbite,backbiting,backward,backwardness,backwood,backwoods,bad,badly,baffle,baffled,bafflement,baffling,bait,balk,banal,banalize,bane,banish,banishment,bankrupt,barbarian,barbaric,barbarically,barbarity,barbarous,barbarously,barren,baseless,bash,bashed,bashful,bashing,bastard,bastards,battered,battering,batty,bearish,beastly,bedlam,bedlamite,befoul,beg,beggar,beggarly,begging,beguile,belabor,belated,beleaguer,belie,belittle,belittled,belittling,bellicose,belligerence,belligerent,belligerently,bemoan,bemoaning,bemused,bent,berate,bereave,bereavement,bereft,berserk,beseech,beset,besiege,besmirch,bestial,betray,betrayal,betrayals,betrayer,betraying,betrays,bewail,beware,bewilder,bewildered,bewildering,bewilderingly,bewilderment,bewitch,bias,biased,biases,bicker,bickering,bid-rigging,bigotries,bigotry,bitch,bitchy,biting,bitingly,bitter,bitterly,bitterness,bizarre,blab,blabber,blackmail,blah,blame,blameworthy,bland,blandish,blaspheme,blasphemous,blasphemy,blasted,blatant,blatantly,blather,bleak,bleakly,bleakness,bleed,bleeding,bleeds,blemish,blind,blinding,blindingly,blindside,blister,blistering,bloated,blockage,blockhead,bloodshed,bloodthirsty,bloody,blotchy,blow,blunder,blundering,blunders,blunt,blur,bluring,blurred,blurring,blurry,blurs,blurt,boastful,boggle,bogus,boil,boiling,boisterous,bomb,bombard,bombardment,bombastic,bondage,bonkers,bore,bored,boredom,bores,boring,botch,bother,bothered,bothering,bothers,bothersome,bowdlerize,boycott,braggart,bragger,brainless,brainwash,brash,brashly,brashness,brat,bravado,brazen,brazenly,brazenness,breach,break,break-up,break-ups,breakdown,breaking,breaks,breakup,breakups,bribery,brimstone,bristle,brittle,broke,broken,broken-hearted,brood,browbeat,bruise,bruised,bruises,bruising,brusque,brutal,brutalising,brutalities,brutality,brutalize,brutalizing,brutally,brute,brutish,bs,buckle,bug,bugging,buggy,bugs,bulkier,bulkiness,bulky,bulkyness,bull****,bull----,bullies,bullshit,bullshyt,bully,bullying,bullyingly,bum,bump,bumped,bumping,bumpping,bumps,bumpy,bungle,bungler,bungling,bunk,burden,burdensome,burdensomely,burn,burned,burning,burns,bust,busts,busybody,butcher,butchery,buzzing,byzantine,cackle,calamities,calamitous,calamitously,calamity,callous,calumniate,calumniation,calumnies,calumnious,calumniously,calumny,cancer,cancerous,cannibal,cannibalize,capitulate,capricious,capriciously,capriciousness,capsize,careless,carelessness,caricature,carnage,carp,cartoonish,cash-strapped,castigate,castrated,casualty,cataclysm,cataclysmal,cataclysmic,cataclysmically,catastrophe,catastrophes,catastrophic,catastrophically,catastrophies,caustic,caustically,cautionary,cave,censure,chafe,chaff,chagrin,challenging,chaos,chaotic,chasten,chastise,chastisement,chatter,chatterbox,cheap,cheapen,cheaply,cheat,cheated,cheater,cheating,cheats,checkered,cheerless,cheesy,chide,childish,chill,chilly,chintzy,choke,choleric,choppy,chore,chronic,chunky,clamor,clamorous,clash,cliche,cliched,clique,clog,clogged,clogs,cloud,clouding,cloudy,clueless,clumsy,clunky,coarse,cocky,coerce,coercion,coercive,cold,coldly,collapse,collude,collusion,combative,combust,comical,commiserate,commonplace,commotion,commotions,complacent,complain,complained,complaining,complains,complaint,complaints,complex,complicated,complication,complicit,compulsion,compulsive,concede,conceded,conceit,conceited,concen,concens,concern,concerned,concerns,concession,concessions,condemn,condemnable,condemnation,condemned,condemns,condescend,condescending,condescendingly,condescension,confess,confession,confessions,confined,conflict,conflicted,conflicting,conflicts,confound,confounded,confounding,confront,confrontation,confrontational,confuse,confused,confuses,confusing,confusion,confusions,congested,congestion,cons,conscons,conservative,conspicuous,conspicuously,conspiracies,conspiracy,conspirator,conspiratorial,conspire,consternation,contagious,contaminate,contaminated,contaminates,contaminating,contamination,contempt,contemptible,contemptuous,contemptuously,contend,contention,contentious,contort,contortions,contradict,contradiction,contradictory,contrariness,contravene,contrive,contrived,controversial,controversy,convoluted,corrode,corrosion,corrosions,corrosive,corrupt,corrupted,corrupting,corruption,corrupts,corruptted,costlier,costly,counter-productive,counterproductive,coupists,covetous,coward,cowardly,crabby,crack,cracked,cracks,craftily,craftly,crafty,cramp,cramped,cramping,cranky,crap,crappy,craps,crash,crashed,crashes,crashing,crass,craven,cravenly,craze,crazily,craziness,crazy,creak,creaking,creaks,credulous,creep,creeping,creeps,creepy,crept,crime,criminal,cringe,cringed,cringes,cripple,crippled,cripples,crippling,crisis,critic,critical,criticism,criticisms,criticize,criticized,criticizing,critics,cronyism,crook,crooked,crooks,crowded,crowdedness,crude,cruel,crueler,cruelest,cruelly,cruelness,cruelties,cruelty,crumble,crumbling,crummy,crumple,crumpled,crumples,crush,crushed,crushing,cry,culpable,culprit,cumbersome,cunt,cunts,cuplrit,curse,cursed,curses,curt,cuss,cussed,cutthroat,cynical,cynicism,d*mn,damage,damaged,damages,damaging,damn,damnable,damnably,damnation,damned,damning,damper,danger,dangerous,dangerousness,dark,darken,darkened,darker,darkness,dastard,dastardly,daunt,daunting,dauntingly,dawdle,daze,dazed,dead,deadbeat,deadlock,deadly,deadweight,deaf,dearth,death,debacle,debase,debasement,debaser,debatable,debauch,debaucher,debauchery,debilitate,debilitating,debility,debt,debts,decadence,decadent,decay,decayed,deceit,deceitful,deceitfully,deceitfulness,deceive,deceiver,deceivers,deceiving,deception,deceptive,deceptively,declaim,decline,declines,declining,decrement,decrepit,decrepitude,decry,defamation,defamations,defamatory,defame,defect,defective,defects,defensive,defiance,defiant,defiantly,deficiencies,deficiency,deficient,defile,defiler,deform,deformed,defrauding,defunct,defy,degenerate,degenerately,degeneration,degradation,degrade,degrading,degradingly,dehumanization,dehumanize,deign,deject,dejected,dejectedly,dejection,delay,delayed,delaying,delays,delinquency,delinquent,delirious,delirium,delude,deluded,deluge,delusion,delusional,delusions,demean,demeaning,demise,demolish,demolisher,demon,demonic,demonize,demonized,demonizes,demonizing,demoralize,demoralizing,demoralizingly,denial,denied,denies,denigrate,denounce,dense,dent,dented,dents,denunciate,denunciation,denunciations,deny,denying,deplete,deplorable,deplorably,deplore,deploring,deploringly,deprave,depraved,depravedly,deprecate,depress,depressed,depressing,depressingly,depression,depressions,deprive,deprived,deride,derision,derisive,derisively,derisiveness,derogatory,desecrate,desert,desertion,desiccate,desiccated,desititute,desolate,desolately,desolation,despair,despairing,despairingly,desperate,desperately,desperation,despicable,despicably,despise,despised,despoil,despoiler,despondence,despondency,despondent,despondently,despot,despotic,despotism,destabilisation,destains,destitute,destitution,destroy,destroyer,destruction,destructive,desultory,deter,deteriorate,deteriorating,deterioration,deterrent,detest,detestable,detestably,detested,detesting,detests,detract,detracted,detracting,detraction,detracts,detriment,detrimental,devastate,devastated,devastates,devastating,devastatingly,devastation,deviate,deviation,devil,devilish,devilishly,devilment,devilry,devious,deviously,deviousness,devoid,diabolic,diabolical,diabolically,diametrically,diappointed,diatribe,diatribes,dick,dictator,dictatorial,die,die-hard,died,dies,difficult,difficulties,difficulty,diffidence,dilapidated,dilemma,dilly-dally,dim,dimmer,din,ding,dings,dinky,dire,direly,direness,dirt,dirtbag,dirtbags,dirts,dirty,disable,disabled,disaccord,disadvantage,disadvantaged,disadvantageous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traduce,tragedy,tragic,tragically,traitor,traitorous,traitorously,tramp,trample,transgress,transgression,trap,traped,trapped,trash,trashed,trashy,trauma,traumatic,traumatically,traumatize,traumatized,travesties,travesty,treacherous,treacherously,treachery,treason,treasonous,trick,tricked,trickery,tricky,trivial,trivialize,trouble,troubled,troublemaker,troubles,troublesome,troublesomely,troubling,troublingly,truant,tumble,tumbled,tumbles,tumultuous,turbulent,turmoil,twist,twisted,twists,two-faced,two-faces,tyrannical,tyrannically,tyranny,tyrant,ugh,uglier,ugliest,ugliness,ugly,ulterior,ultimatum,ultimatums,ultra-hardline,un-viewable,unable,unacceptable,unacceptablely,unacceptably,unaccessible,unaccustomed,unachievable,unaffordable,unappealing,unattractive,unauthentic,unavailable,unavoidably,unbearable,unbearablely,unbelievable,unbelievably,uncaring,uncertain,uncivil,uncivilized,unclean,unclear,uncollectible,uncomfortable,uncomfortably,uncomfy,uncompetitive,uncompromising,uncompromisingly,unconfirmed,unconstitutional,uncontrolled,unconvincing,unconvincingly,uncooperative,uncouth,uncreative,undecided,undefined,undependability,undependable,undercut,undercuts,undercutting,underdog,underestimate,underlings,undermine,undermined,undermines,undermining,underpaid,underpowered,undersized,undesirable,undetermined,undid,undignified,undissolved,undocumented,undone,undue,unease,uneasily,uneasiness,uneasy,uneconomical,unemployed,unequal,unethical,uneven,uneventful,unexpected,unexpectedly,unexplained,unfairly,unfaithful,unfaithfully,unfamiliar,unfavorable,unfeeling,unfinished,unfit,unforeseen,unforgiving,unfortunate,unfortunately,unfounded,unfriendly,unfulfilled,unfunded,ungovernable,ungrateful,unhappily,unhappiness,unhappy,unhealthy,unhelpful,unilateralism,unimaginable,unimaginably,unimportant,uninformed,uninsured,unintelligible,unintelligile,unipolar,unjust,unjustifiable,unjustifiably,unjustified,unjustly,unkind,unkindly,unknown,unlamentable,unlamentably,unlawful,unlawfully,unlawfulness,unleash,unlicensed,unlikely,unlucky,unmoved,unnatural,unnaturally,unnecessary,unneeded,unnerve,unnerved,unnerving,unnervingly,unnoticed,unobserved,unorthodox,unorthodoxy,unpleasant,unpleasantries,unpopular,unpredictable,unprepared,unproductive,unprofitable,unprove,unproved,unproven,unproves,unproving,unqualified,unravel,unraveled,unreachable,unreadable,unrealistic,unreasonable,unreasonably,unrelenting,unrelentingly,unreliability,unreliable,unresolved,unresponsive,unrest,unruly,unsafe,unsatisfactory,unsavory,unscrupulous,unscrupulously,unsecure,unseemly,unsettle,unsettled,unsettling,unsettlingly,unskilled,unsophisticated,unsound,unspeakable,unspeakablely,unspecified,unstable,unsteadily,unsteadiness,unsteady,unsuccessful,unsuccessfully,unsupported,unsupportive,unsure,unsuspecting,unsustainable,untenable,untested,unthinkable,unthinkably,untimely,untouched,untrue,untrustworthy,untruthful,unusable,unusably,unuseable,unuseably,unusual,unusually,unviewable,unwanted,unwarranted,unwatchable,unwelcome,unwell,unwieldy,unwilling,unwillingly,unwillingness,unwise,unwisely,unworkable,unworthy,unyielding,upbraid,upheaval,uprising,uproar,uproarious,uproariously,uproarous,uproarously,uproot,upset,upseting,upsets,upsetting,upsettingly,urgent,useless,usurp,usurper,utterly,vagrant,vague,vagueness,vain,vainly,vanity,vehement,vehemently,vengeance,vengeful,vengefully,vengefulness,venom,venomous,venomously,vent,vestiges,vex,vexation,vexing,vexingly,vibrate,vibrated,vibrates,vibrating,vibration,vice,vicious,viciously,viciousness,victimize,vile,vileness,vilify,villainous,villainously,villains,villian,villianous,villianously,villify,vindictive,vindictively,vindictiveness,violate,violation,violator,violators,violent,violently,viper,virulence,virulent,virulently,virus,vociferous,vociferously,volatile,volatility,vomit,vomited,vomiting,vomits,vulgar,vulnerable,wack,wail,wallow,wane,waning,wanton,war-like,warily,wariness,warlike,warned,warning,warp,warped,wary,washed-out,waste,wasted,wasteful,wastefulness,wasting,water-down,watered-down,wayward,weak,weaken,weakening,weaker,weakness,weaknesses,weariness,wearisome,weary,wedge,weed,weep,weird,weirdly,wheedle,whimper,whine,whining,whiny,whips,whore,whores,wicked,wickedly,wickedness,wild,wildly,wiles,wilt,wily,wimpy,wince,wobble,wobbled,wobbles,woe,woebegone,woeful,woefully,womanizer,womanizing,worn,worried,worriedly,worrier,worries,worrisome,worry,worrying,worryingly,worse,worsen,worsening,worst,worthless,worthlessly,worthlessness,wound,wounds,wrangle,wrath,wreak,wreaked,wreaks,wreck,wrest,wrestle,wretch,wretched,wretchedly,wretchedness,wrinkle,wrinkled,wrinkles,wrip,wripped,wripping,writhe,wrong,wrongful,wrongly,wrought,yawn,zap,zapped,zaps,zealot,zealous,zealously,zombie"
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POSITIVE_SET = set(POSITIVE.split(","))
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NEGATIVE_SET = set(NEGATIVE.split(","))
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def getDefinition(self) -> IndicatorSpec:
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defn = IndicatorSpec("News Sentiment")
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defn.description = "Rough estimate on news sentiment based on positive and negative keywords"
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return defn
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def computeSeries(self, symbol: str, params: Dict[str, Any]) -> List[DatedValue]:
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client = InvestflyApiClient()
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news = client.marketApi.getNews(symbol)
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postiveCount = 0
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negativeCount = 0
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for n in news:
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if 'description' in n:
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words = n['description'].split()
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for w in words:
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if w.lower() in self.POSITIVE_SET:
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postiveCount = postiveCount + 1
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if w.lower() in self.NEGATIVE_SET:
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negativeCount = negativeCount + 1
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return [DatedValue(datetime.now(), float(postiveCount - negativeCount))]
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import datetime
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from typing import Any, List, Dict
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import numpy as np
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import talib
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from investfly.models import *
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from investfly.utils import *
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# This sample show how you can use pandas_ta module at https://github.com/twopirllc/pandas-ta
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# to compute implement your own custom indicator
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# This indicator computes RSI of SMA - it computes SMA and uses it as input to RSI.
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class RsiOfSma(Indicator):
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# To implement a price-based indicator (i.e. indicator that uses price bars [open,high,low,close,volume]),
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# you extend from PriceBasedIndicator and implement methods shown below
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def getIndicatorSpec(self) -> IndicatorSpec:
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# In this method, you must construct and return IndicatorDefinition object that specifies
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# indicator name, description and any parameters it needs. BarSize parameter is automatically
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# added from the parent class
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indicator = IndicatorSpec("RSI of SMA")
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indicator.addParam("sma_period", IndicatorParamSpec(ParamType.INTEGER, True, 5, IndicatorParamSpec.PERIOD_VALUES))
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indicator.addParam("rsi_period", IndicatorParamSpec(ParamType.INTEGER, True, 10, IndicatorParamSpec.PERIOD_VALUES))
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return indicator
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def getDataSourceType(self) -> DataSource:
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return DataSource.BARS
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def computeSeries(self, params: Dict[str, Any], bars: List[Bar]) -> List[DatedValue]:
|
34
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+
dates, close = CommonUtils.extractCloseSeries(bars)
|
35
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+
sma_period = params['sma_period']
|
36
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+
smaSeries = talib.SMA(np.array(close), timeperiod=sma_period)
|
37
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+
rsi_period = params['rsi_period']
|
38
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+
rsiSeries = talib.RSI(smaSeries, timeperiod=rsi_period)
|
39
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return CommonUtils.createListOfDatedValue(dates, rsiSeries)
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+
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41
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+
|
42
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@@ -0,0 +1,40 @@
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1
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from typing import Any, List, Dict
|
2
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+
|
3
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+
import numpy as np
|
4
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+
import talib
|
5
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+
|
6
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+
from investfly.models import *
|
7
|
+
from investfly.utils import *
|
8
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+
|
9
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+
# This sample show how you can use pandas_ta module at https://github.com/twopirllc/pandas-ta
|
10
|
+
# to compute over 100 technical indicators
|
11
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+
# This indicator computes average of SMA and EMA for given period
|
12
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+
|
13
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+
class SmaEmaAverage(Indicator):
|
14
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+
|
15
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+
# To implement a price-based indicator (i.e indicator that uses price bars [open,high,low,close,volume]) in
|
16
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+
# computation you extend from PriceBasedIndicator and implement methods shown below
|
17
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+
|
18
|
+
def getIndicatorSpec(self) -> IndicatorSpec:
|
19
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+
# In this method, you must construct and return IndicatorDefinition object that spefies
|
20
|
+
# indicator name, description and any parameters it needs. BarSize parameter is automatically
|
21
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+
# added from the parent class
|
22
|
+
indicator = IndicatorSpec("SMA EMA Average")
|
23
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+
indicator.addParam('period', IndicatorParamSpec(ParamType.INTEGER, True, 5, IndicatorParamSpec.PERIOD_VALUES))
|
24
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+
return indicator
|
25
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+
|
26
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+
def getDataSourceType(self) -> DataSource:
|
27
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+
return DataSource.BARS
|
28
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+
|
29
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+
|
30
|
+
def computeSeries(self, params: Dict[str, Any], bars: List[Bar]) -> List[DatedValue]:
|
31
|
+
# Load the bars into Pandas dataframe
|
32
|
+
dates, close = CommonUtils.extractCloseSeries(bars)
|
33
|
+
# Get supplied period
|
34
|
+
period = params['period']
|
35
|
+
# Call pandas_ta module to compute sma and ema
|
36
|
+
# see https://github.com/twopirllc/pandas-ta
|
37
|
+
smaSeries = talib.SMA(np.array(close), timeperiod=period)
|
38
|
+
emaSeries = talib.EMA(np.array(close), timeperiod=period)
|
39
|
+
avgSeries = (smaSeries + emaSeries) / 2
|
40
|
+
return CommonUtils.createListOfDatedValue(dates, avgSeries)
|
File without changes
|
@@ -0,0 +1,35 @@
|
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1
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+
from typing import Dict, Any, List
|
2
|
+
|
3
|
+
from investfly.models import *
|
4
|
+
from investfly.utils import PercentBasedPortfolioAllocator
|
5
|
+
|
6
|
+
|
7
|
+
class SmaCrossOverStrategy(TradingStrategy):
|
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+
|
9
|
+
|
10
|
+
def getSecurityUniverseSelector(self) -> SecurityUniverseSelector:
|
11
|
+
#return SecurityUniverseSelector.fromStockSymbols(["AAPL", "MSFT"])
|
12
|
+
return SecurityUniverseSelector.fromStandardList(StandardSymbolsList.SP_100)
|
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+
|
14
|
+
@DataParams({
|
15
|
+
"sma2": {"datatype": DataType.INDICATOR, "indicator": "SMA", "barinterval": BarInterval.ONE_MINUTE, "period": 2, "count": 2},
|
16
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+
"sma3": {"datatype": DataType.INDICATOR, "indicator": "SMA", "barinterval": BarInterval.ONE_MINUTE, "period": 3, "count": 2}
|
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|
+
})
|
18
|
+
def evaluateOpenTradeCondition(self, security: Security, data: Dict[str, Any]) -> TradeSignal | None:
|
19
|
+
# We asked for latest two values for each of these indicators so that we can implement a "crossover"
|
20
|
+
# semantics, i.e, we generate trade signal when sma2 crosses over sma3
|
21
|
+
sma2 = data["sma2"]
|
22
|
+
sma3 = data["sma3"]
|
23
|
+
if sma2[-1].value > sma3[-1].value and sma2[-2].value <= sma3[-2].value:
|
24
|
+
return TradeSignal(security, PositionType.LONG)
|
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+
else:
|
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|
+
return None
|
27
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+
|
28
|
+
def getStandardCloseCondition(self) -> StandardCloseCriteria:
|
29
|
+
return StandardCloseCriteria(targetProfit=1, stopLoss=-1, trailingStop=None, timeOut=TimeDelta(60, TimeUnit.MINUTES))
|
30
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+
|
31
|
+
|
32
|
+
def processOpenTradeSignals(self, portfolio: Portfolio, tradeSignals: List[TradeSignal]) -> List[TradeOrder]:
|
33
|
+
portfolioAllocator = PercentBasedPortfolioAllocator(5, PositionType.LONG)
|
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|
+
return portfolioAllocator.allocatePortfolio(portfolio, tradeSignals)
|
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+
|
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|
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1
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+
# This is a self-documenting starter template to define custom trading strategy in Python Programming Language
|
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+
# This code can be used as-it-is to try a new strategy
|
3
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+
|
4
|
+
# Following two imports are required
|
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|
+
from investfly.models import *
|
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|
+
from investfly.utils import *
|
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|
+
|
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# Import basic types, they aren't required but recommended
|
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+
from typing import Any, List, Dict
|
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+
|
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+
# Following numeric analysis imports are allowed
|
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+
import math
|
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+
import statistics
|
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|
+
import numpy as np
|
15
|
+
import talib
|
16
|
+
import pandas
|
17
|
+
# ! WARN ! Imports other than listed above are disallowed and won't pass validation
|
18
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+
|
19
|
+
# Create a class that extends TradingStrategy and implement 5 methods shown below
|
20
|
+
class SmaCrossOverTemplate(TradingStrategy):
|
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|
+
|
22
|
+
def getSecurityUniverseSelector(self) -> SecurityUniverseSelector:
|
23
|
+
# Narrow down the scope (or universe of stocks) against which to run this strategy. We support 3 options
|
24
|
+
# 1. Standard List: SP_100, SP_500, NASDAQ_100, NASDAQ_COMPOSITE, RUSSELL_1000,DOW_JONES_INDUSTRIALS, ETFS
|
25
|
+
# universe = SecurityUniverseSelector.fromStandardList(StandardSymbolsList.SP_100)
|
26
|
+
# 2. Custom List
|
27
|
+
# universe = SecurityUniverseSelector.fromStockSymbols(['AAPL', 'MSFT'])
|
28
|
+
# 3. Financial Query (Dynamic List)
|
29
|
+
financialQuery = FinancialQuery() # MARKETCAP > 1B AND PE > 20
|
30
|
+
financialQuery.addCondition(FinancialCondition(FinancialField.MARKET_CAP, ComparisonOperator.GREATER_THAN, "1B"))
|
31
|
+
financialQuery.addCondition(FinancialCondition(FinancialField.PRICE_TO_EARNINGS_RATIO, ComparisonOperator.GREATER_THAN, "20"))
|
32
|
+
universe = SecurityUniverseSelector.fromFinancialQuery(financialQuery)
|
33
|
+
return universe
|
34
|
+
|
35
|
+
|
36
|
+
"""
|
37
|
+
The function evaluateOpenTradeCondition below must be annotated with OnData to indicate when should this function be called and what values to pass
|
38
|
+
This function is called separately for each security
|
39
|
+
@WithData({
|
40
|
+
"sma2": {"datatype": DataType.INDICATOR, "indicator": "SMA", "barinterval": BarInterval.ONE_MINUTE, "period": 2, "count": 2},
|
41
|
+
"sma3": {"datatype": DataType.INDICATOR, "indicator": "SMA", "barinterval": BarInterval.ONE_MINUTE, "period": 3, "count": 2},
|
42
|
+
"allOneMinBars": {"datatype": DataType.BARS, "barinterval": BarInterval.ONE_MINUTE},
|
43
|
+
"latestDailyBar": {"datatype": DataType.BARS, "barinterval": BarInterval.ONE_DAY, "count":1},
|
44
|
+
"quote": {"datatype": DataType.QUOTE},
|
45
|
+
"lastprice": {"datatype": DataType.QUOTE, "field": QuoteField.LASTPRICE},
|
46
|
+
"allFinancials": {"datatype": DataType.FINANCIAL},
|
47
|
+
"revenue": {"datatype": DataType.FINANCIAL, "field": FinancialField.REVENUE}
|
48
|
+
})
|
49
|
+
"""
|
50
|
+
@DataParams({
|
51
|
+
"sma5": {"datatype": DataType.INDICATOR, "indicator": "SMA", "barinterval": BarInterval.ONE_MINUTE, "period": 2, "count": 2},
|
52
|
+
"ema14": {"datatype": DataType.INDICATOR, "indicator": "EMA", "barinterval": BarInterval.ONE_MINUTE, "period": 14, "count": 2}
|
53
|
+
})
|
54
|
+
def evaluateOpenTradeCondition(self, security: Security, data: Dict[str, Any]) -> TradeSignal | None:
|
55
|
+
"""
|
56
|
+
:param security: The stock security against which this is evaluated. You use it to construct TradeSignal
|
57
|
+
:param data: Dictionary with the requested data based on @DataParams annotation. The keys in the dictionary
|
58
|
+
match the keys specified in @DataParams annotation ('sma5', and 'ema14' in this case)
|
59
|
+
The data type of the value depends on datatype. Most common in DatedValue object which has two props: date and value
|
60
|
+
datatype=INDICATOR, value type = DatedValue
|
61
|
+
datatype=QUOTE, field is specified, value type = DatedValue
|
62
|
+
datatype=QUOTE, field is not specified, value type is Quote object (has dayOpen, dayHigh, dayLow, prevOpen etc)
|
63
|
+
datatype=BARS, value type is BAR
|
64
|
+
Further, if the count is specified and greater than 1, value is returned as a List
|
65
|
+
:return: TradeSignal if open condition matches and to signal open trade, None if open trade condition does not match
|
66
|
+
"""
|
67
|
+
|
68
|
+
# We asked for latest two values for each of these indicators so that we can implement a "crossover"
|
69
|
+
# semantics, i.e generate trade signal when sma2 crosses over ema14 (i.e sma5 was below ema14 at previous bar
|
70
|
+
# but it is higher in this bar).
|
71
|
+
|
72
|
+
# The other way to implement crossover effect is by storing previous result in state as described below
|
73
|
+
sma5 = data["sma5"]
|
74
|
+
ema14 = data["ema14"]
|
75
|
+
if sma5[-1].value > ema14[-1].value and sma5[-2].value <= ema14[-2].value:
|
76
|
+
# when current sma4 > ema14 and previous sma5 <= ema14, return a TradeSignal.
|
77
|
+
# TradeSignal can optionally set TradeSignal.strength to indicate strength of the signal
|
78
|
+
return TradeSignal(security, PositionType.LONG)
|
79
|
+
else:
|
80
|
+
return None
|
81
|
+
|
82
|
+
def processOpenTradeSignals(self, portfolio: Portfolio, tradeSignals: List[TradeSignal]) -> List[TradeOrder]:
|
83
|
+
"""
|
84
|
+
In this method, you convert the TradeSignals into TradeOrders. You must do this for couple reasons:
|
85
|
+
1. Assume 1000 stocks match the open trade condition and so you have 1000 TradeSignals, but that does not
|
86
|
+
mean that you want to open position for 1000 stocks in your portfolio. You may want to order those trade signals
|
87
|
+
by strength and limit to top 10 trade signals
|
88
|
+
2. Your portfolio may already have open position for a stock corresponding to particular trade signal. In that case,
|
89
|
+
you may wan to skip that trade signal, and prioritize opening new position for other stocks
|
90
|
+
3. Here, you also set TradeOrder speficiations such as order type, quantity etc
|
91
|
+
4. You may want to fully rebalance portfolio baseed on these new trade signals
|
92
|
+
:param portfolio: Current portfolio state
|
93
|
+
:param tradeSignals: Trade Signals correspoding to stocks matching open trade condition
|
94
|
+
:return: List of TradeOrders to execute
|
95
|
+
"""
|
96
|
+
|
97
|
+
# We provide a convenience utility that allocates given percent (10% set below) of portfolio in the given stock
|
98
|
+
portfolioAllocator = PercentBasedPortfolioAllocator(10, PositionType.LONG)
|
99
|
+
return portfolioAllocator.allocatePortfolio(portfolio, tradeSignals)
|
100
|
+
|
101
|
+
def getStandardCloseCondition(self) -> StandardCloseCriteria | None:
|
102
|
+
# TargetProfit, StopLoss, Timeout are standard close/exit criteria. TargetProfit and StopLoss are specified in percentages
|
103
|
+
return StandardCloseCriteria(targetProfit=5, stopLoss=-5, trailingStop=None, timeOut=TimeDelta(10, TimeUnit.DAYS))
|
104
|
+
|
105
|
+
|
106
|
+
@DataParams({
|
107
|
+
"sma5": {"datatype": DataType.INDICATOR, "indicator": "SMA", "barinterval": BarInterval.ONE_MINUTE, "period": 2},
|
108
|
+
"ema14": {"datatype": DataType.INDICATOR, "indicator": "EMA", "barinterval": BarInterval.ONE_MINUTE, "period": 14}
|
109
|
+
})
|
110
|
+
def evaluateCloseTradeCondition(self, openPos: OpenPosition, data: Dict[str, Any]) -> TradeOrder | None:
|
111
|
+
"""
|
112
|
+
Implementing this method is optional. But when implemented, it should be implemented similar to evaluateOpenTradeCondition
|
113
|
+
:param openPos: The open position
|
114
|
+
:param data: Requested data that corresponds to the open position's security symbol
|
115
|
+
:return: TradeOrder if the position is supposed to be closed, None otherwise
|
116
|
+
"""
|
117
|
+
|
118
|
+
# Note that unlike in evalOpenTradeCondition, "count" is omitted for both sma5 and ema14 DataParams. When
|
119
|
+
# count is omitted, it defaults to count=1, which means we will get a single DatedValue instead of List[DatedValue]
|
120
|
+
|
121
|
+
# For close conditions, implementing crossover effect is not required because the first time the condition
|
122
|
+
# defined below is met and TradeOrder is returned to close the position, closeOrder will be submitted and this
|
123
|
+
# method is never called on the same open position again
|
124
|
+
|
125
|
+
sma5 = data["sma5"]
|
126
|
+
ema14 = data["ema14"]
|
127
|
+
|
128
|
+
if sma5.value < 0.9 * ema14.value:
|
129
|
+
return TradeOrder(openPos.security, TradeType.SELL)
|
130
|
+
else:
|
131
|
+
return None
|
File without changes
|
@@ -0,0 +1,79 @@
|
|
1
|
+
import math
|
2
|
+
from datetime import datetime
|
3
|
+
from typing import List, Tuple, Any
|
4
|
+
|
5
|
+
import numpy
|
6
|
+
import pandas as pd
|
7
|
+
|
8
|
+
from investfly.models import DatedValue, Bar
|
9
|
+
|
10
|
+
|
11
|
+
def createPandasDf(bars: List[Bar]) -> pd.DataFrame:
|
12
|
+
df = pd.DataFrame(bars)
|
13
|
+
df.set_index("date", inplace=True)
|
14
|
+
return df
|
15
|
+
|
16
|
+
def extractCloseSeries(bars: List[Bar]) -> Tuple[List[datetime], List[float]]:
|
17
|
+
dates: List[datetime] = [b['date'] for b in bars]
|
18
|
+
closeSeries: List[float] = [b['close'] for b in bars]
|
19
|
+
return dates, closeSeries
|
20
|
+
|
21
|
+
def extractOHLCSeries(bars: List[Bar]) -> Tuple[List[datetime], List[float], List[float], List[float], List[float]]:
|
22
|
+
dates: List[datetime] = [b['date'] for b in bars]
|
23
|
+
openSeries: List[float] = [b['open'] for b in bars]
|
24
|
+
highSeries: List[float] = [b['high'] for b in bars]
|
25
|
+
lowSeries: List[float] = [b['low'] for b in bars]
|
26
|
+
closeSeries: List[float] = [b['close'] for b in bars]
|
27
|
+
return dates, openSeries, highSeries, lowSeries, closeSeries
|
28
|
+
|
29
|
+
|
30
|
+
def pandasSeriesToList(series: pd.Series) -> List[DatedValue]:
|
31
|
+
records = series.to_dict() # float64 is auto-converted to float by to_dict
|
32
|
+
result: List[DatedValue] = []
|
33
|
+
for key in records:
|
34
|
+
date = key.to_pydatetime() # type: ignore
|
35
|
+
val = records[key]
|
36
|
+
if not math.isnan(val):
|
37
|
+
result.append(DatedValue(date, val))
|
38
|
+
return result
|
39
|
+
|
40
|
+
def createListOfDatedValue(dates: List[datetime], values: numpy.ndarray[Any, numpy.dtype[numpy.float64]]):
|
41
|
+
result: List[DatedValue] = []
|
42
|
+
for i in range(len(dates)):
|
43
|
+
date: datetime = dates[i]
|
44
|
+
val = values[i]
|
45
|
+
if not numpy.isnan(val):
|
46
|
+
result.append(DatedValue(date, val.item()))
|
47
|
+
return result
|
48
|
+
|
49
|
+
def floatListToDatedValueList(dates: List[datetime], values: List[float]):
|
50
|
+
result: List[DatedValue] = []
|
51
|
+
for i in range(len(dates)):
|
52
|
+
date: datetime = dates[i]
|
53
|
+
val = values[i]
|
54
|
+
result.append(DatedValue(date, val))
|
55
|
+
return result
|
56
|
+
|
57
|
+
def toHeikinAshi(bars: List[Bar]) -> List[Bar]:
|
58
|
+
heiken: List[Bar] = []
|
59
|
+
for i in range(len(bars)):
|
60
|
+
b = bars[i]
|
61
|
+
h = Bar()
|
62
|
+
h['symbol'] = b['symbol']
|
63
|
+
h['date'] = b['date']
|
64
|
+
h['barinterval'] = b['barinterval']
|
65
|
+
h['volume'] = b['volume']
|
66
|
+
|
67
|
+
h['close'] = (b['open'] + b['high'] + b['low'] + b['close']) / 4
|
68
|
+
|
69
|
+
if i == 0:
|
70
|
+
h['open'] = (b['open'] + b['close'])/2
|
71
|
+
else:
|
72
|
+
h['open'] = (bars[i-1]['open'] + bars[i-1]['close'])/2
|
73
|
+
|
74
|
+
h['high'] = max(b['high'], h['open'], h['close'])
|
75
|
+
h['low'] = min(b['low'], h['open'], h['close'])
|
76
|
+
|
77
|
+
heiken.append(h)
|
78
|
+
|
79
|
+
return heiken
|
@@ -0,0 +1,35 @@
|
|
1
|
+
from typing import List
|
2
|
+
|
3
|
+
from investfly.models.PortfolioModels import Portfolio, PositionType, TradeOrder, TradeType
|
4
|
+
from investfly.models.StrategyModels import PortfolioSecurityAllocator, TradeSignal
|
5
|
+
|
6
|
+
|
7
|
+
class PercentBasedPortfolioAllocator(PortfolioSecurityAllocator):
|
8
|
+
|
9
|
+
BROKER_FEE = 5.0
|
10
|
+
|
11
|
+
def __init__(self, percent: float, positionType: PositionType) -> None:
|
12
|
+
self.percent = percent
|
13
|
+
self.positionType = positionType
|
14
|
+
|
15
|
+
def allocatePortfolio(self, portfolio: Portfolio, tradeSignals: List[TradeSignal]) -> List[TradeOrder]:
|
16
|
+
|
17
|
+
tradeType = TradeType.BUY if self.positionType == PositionType.LONG else TradeType.SHORT
|
18
|
+
openPositionSecurities = {p.security for p in portfolio.openPositions if p.position == self.positionType}
|
19
|
+
pendingOrdersSecurities = {o.security for o in portfolio.pendingOrders if o.tradeType == tradeType}
|
20
|
+
openAndPendingSecurities = openPositionSecurities.union(pendingOrdersSecurities)
|
21
|
+
|
22
|
+
tradeOrders: List[TradeOrder] = []
|
23
|
+
|
24
|
+
buyingPower = portfolio.balances.buyingPower
|
25
|
+
portfolioValue = portfolio.balances.currentValue
|
26
|
+
allocatedAmountPerSecurity = (self.percent/100) * portfolioValue
|
27
|
+
|
28
|
+
while buyingPower > allocatedAmountPerSecurity and len(tradeSignals) > 0:
|
29
|
+
tradeSignal = tradeSignals.pop(0)
|
30
|
+
if tradeSignal.security not in openAndPendingSecurities:
|
31
|
+
tradeOrder = TradeOrder(tradeSignal.security, tradeType, maxAmount=allocatedAmountPerSecurity)
|
32
|
+
tradeOrders.append(tradeOrder)
|
33
|
+
buyingPower = buyingPower - allocatedAmountPerSecurity - PercentBasedPortfolioAllocator.BROKER_FEE
|
34
|
+
|
35
|
+
return tradeOrders
|
@@ -0,0 +1,21 @@
|
|
1
|
+
The MIT License (MIT)
|
2
|
+
|
3
|
+
Copyright (c) 2023+ Investfly, Finverse LLC
|
4
|
+
|
5
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
6
|
+
of this software and associated documentation files (the "Software"), to deal
|
7
|
+
in the Software without restriction, including without limitation the rights
|
8
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
9
|
+
copies of the Software, and to permit persons to whom the Software is
|
10
|
+
furnished to do so, subject to the following conditions:
|
11
|
+
|
12
|
+
The above copyright notice and this permission notice shall be included in all
|
13
|
+
copies or substantial portions of the Software.
|
14
|
+
|
15
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
16
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
17
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
18
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
19
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
20
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
21
|
+
SOFTWARE.
|
@@ -0,0 +1,53 @@
|
|
1
|
+
Metadata-Version: 2.1
|
2
|
+
Name: investfly-sdk
|
3
|
+
Version: 1.0
|
4
|
+
Summary: Investfly SDK
|
5
|
+
Author-email: "Investfly.com" <admin@investfly.com>
|
6
|
+
License: The MIT License (MIT)
|
7
|
+
|
8
|
+
Copyright (c) 2023+ Investfly, Finverse LLC
|
9
|
+
|
10
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
11
|
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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Project-URL: Homepage, https://www.investfly.com
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Classifier: Programming Language :: Python :: 3
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Operating System :: OS Independent
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Requires-Python: >=3.7
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Description-Content-Type: text/markdown
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License-File: LICENSE.txt
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Requires-Dist: certifi ==2023.7.22
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Requires-Dist: charset-normalizer ==3.2.0
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Requires-Dist: idna ==3.4
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Requires-Dist: pandas ==2.0.3
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Requires-Dist: pandas-stubs ==2.0.3.230814
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Requires-Dist: pandas-ta ==0.3.14b0
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Requires-Dist: python-dateutil ==2.8.2
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Requires-Dist: pytz ==2023.3
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Requires-Dist: requests ==2.31.0
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Requires-Dist: types-requests ==2.31.0.2
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Requires-Dist: six ==1.16.0
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Requires-Dist: tzdata ==2023.3
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Requires-Dist: urllib3 ==1.26.15
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Requires-Dist: numpy ==1.26.4
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# About
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Python-SDK to work with Investfly API.
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[Investfly](https://www.investfly.com)
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