investfly-sdk 1.6__tar.gz → 1.8__tar.gz

{investfly_sdk-1.6 → investfly_sdk-1.8}/PKG-INFO

@@ -1,32 +1,11 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: investfly-sdk
-Version: 1.6
+Version: 1.8
 Summary: Investfly SDK
 Author-email: "Investfly.com" <admin@investfly.com>
-License: The MIT License (MIT)
-        
-        Copyright (c) 2023+ Investfly, Finverse LLC
-        
-        Permission is hereby granted, free of charge, to any person obtaining a copy
-        of this software and associated documentation files (the "Software"), to deal
-        in the Software without restriction, including without limitation the rights
-        to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
-        copies of the Software, and to permit persons to whom the Software is
-        furnished to do so, subject to the following conditions:
-        
-        The above copyright notice and this permission notice shall be included in all
-        copies or substantial portions of the Software.
-        
-        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
-        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
-        FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
-        AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
-        LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
-        OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
-        SOFTWARE.
+License: MIT
 Project-URL: Homepage, https://www.investfly.com
 Classifier: Programming Language :: Python :: 3
-Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: OS Independent
 Requires-Python: >=3.7
 Description-Content-Type: text/markdown
@@ -36,7 +15,6 @@ Requires-Dist: charset-normalizer==3.2.0
 Requires-Dist: idna==3.4
 Requires-Dist: pandas==2.0.3
 Requires-Dist: pandas-stubs==2.0.3.230814
-Requires-Dist: pandas-ta==0.3.14b0
 Requires-Dist: python-dateutil==2.8.2
 Requires-Dist: pytz==2023.3
 Requires-Dist: requests==2.31.0
@@ -45,7 +23,6 @@ Requires-Dist: six==1.16.0
 Requires-Dist: tzdata==2023.3
 Requires-Dist: urllib3==1.26.15
 Requires-Dist: numpy==1.26.4
-Requires-Dist: TA-Lib==0.4.28
 Requires-Dist: mypy==1.12.1
 
 # About
@@ -183,13 +160,24 @@ Using IDE editor will assist with auto-completion and type hints. Additionally,
 When using the IDE, open `investfly` directory created above as a project with your IDE. 
 Make sure that Python Interpreter is configured to the virtual environment `investfly/venv/bin/python` created above.
 
+### TA-Lib Stubs
+TA-Lib is a technical analysis library https://github.com/TA-Lib/ta-lib-python used to compute technical indicators by Investfly.
+This library can also be used in custom indicators and strategies. However, installing Python ta-lib wrapper requires installing native ta-lib, which is challenging based on the OS you are working with.
+So investfly-sdk ships with ta-lib stubs, so when you install investfly-sdk, pip does not try to install ta-lib. 
+This means that you can develop your code, but cannot run them locally if you are using ta-lib in your code. This is generally OK, because you will use the CLI
+to upload your code to Investfly server, where it will be run.
+If you want also want to run your code locally to test it, then follow the installation method described in the link above and then install ta-lib with the following command
+```commandline
+pip install ta-lib==0.4.28
+```
+
 
 # API Docs
 
-API Docs are published at https://www.investfly.com/guides/docs/index.html
+API Docs are published at https://www.investfly.com/apidocs/investfly.html
 
 # Getting Help
-Please email [admin@investfly.com](admin@investfly.com) for any support or bug report
+Please email support@investfly.com for any support or bug report
 
 
 

{investfly_sdk-1.6 → investfly_sdk-1.8}/README.md

@@ -133,13 +133,24 @@ Using IDE editor will assist with auto-completion and type hints. Additionally,
 When using the IDE, open `investfly` directory created above as a project with your IDE. 
 Make sure that Python Interpreter is configured to the virtual environment `investfly/venv/bin/python` created above.
 
+### TA-Lib Stubs
+TA-Lib is a technical analysis library https://github.com/TA-Lib/ta-lib-python used to compute technical indicators by Investfly.
+This library can also be used in custom indicators and strategies. However, installing Python ta-lib wrapper requires installing native ta-lib, which is challenging based on the OS you are working with.
+So investfly-sdk ships with ta-lib stubs, so when you install investfly-sdk, pip does not try to install ta-lib. 
+This means that you can develop your code, but cannot run them locally if you are using ta-lib in your code. This is generally OK, because you will use the CLI
+to upload your code to Investfly server, where it will be run.
+If you want also want to run your code locally to test it, then follow the installation method described in the link above and then install ta-lib with the following command
+```commandline
+pip install ta-lib==0.4.28
+```
+
 
 # API Docs
 
-API Docs are published at https://www.investfly.com/guides/docs/index.html
+API Docs are published at https://www.investfly.com/apidocs/investfly.html
 
 # Getting Help
-Please email [admin@investfly.com](admin@investfly.com) for any support or bug report
+Please email support@investfly.com for any support or bug report
 
 
 

{investfly_sdk-1.6 → investfly_sdk-1.8}/investfly/models/Indicator.py

@@ -27,6 +27,78 @@ class ParamType(str, Enum):
         return self.value
 
 
+class INDICATORS(str, Enum):
+    """
+    Enum listing all supported technical indicators in the system.
+    These indicators can be used in trading strategies for technical analysis.
+    """
+    
+    SMA = 'SMA'               # Simple Moving Average
+    EMA = 'EMA'               # Exponential Moving Average
+    TEMA = 'TEMA'             # Triple Exponential Moving Average
+    DEMA = 'DEMA'             # Double Exponential Moving Average
+    KAMA = 'KAMA'             # Kaufman Adaptive Moving Average
+    MAMA = 'MAMA'             # MESA Adaptive Moving Average
+    FAMA = 'FAMA'             # Following Adaptive Moving Average
+    UPPERBBAND = 'UPPERBBAND' # Upper Bollinger Band
+    LOWERBBAND = 'LOWERBBAND' # Lower Bollinger Band
+    ICHIMOKU = 'ICHIMOKU'     # Ichimoku Conversion Line
+    KELTNER = 'KELTNER'       # Keltner Channel Middle Line
+    MACD = 'MACD'             # Moving Average Convergence/Divergence
+    MACDS = 'MACDS'           # MACD Signal Line
+    RSI = 'RSI'               # Relative Strength Index
+    ROC = 'ROC'               # Rate of Change
+    CCI = 'CCI'               # Commodity Channel Index
+    ADX = 'ADX'               # Average Directional Index
+    ADXR = 'ADXR'             # Average Directional Movement Index Rating
+    AROONOSC = 'AROONOSC'     # Aroon Oscillator
+    AROON = 'AROON'           # Aroon Up
+    AROONDOWN = 'AROONDOWN'   # Aroon Down
+    MFI = 'MFI'               # Money Flow Index
+    CMO = 'CMO'               # Chande Momentum Oscillator
+    STOCH = 'STOCH'           # Stochastic
+    STOCHF = 'STOCHF'         # Stochastic Fast
+    STOCHRSI = 'STOCHRSI'     # Stochastic RSI
+    APO = 'APO'               # Absolute Price Oscillator
+    PPO = 'PPO'               # Percentage Price Oscillator
+    MINUS_DI = 'MINUS_DI'     # Minus Directional Indicator
+    PLUS_DI = 'PLUS_DI'       # Plus Directional Indicator
+    DX = 'DX'                 # Directional Movement Index
+    TRIX = 'TRIX'             # Triple Exponential Moving Average Oscillator
+    BOP = 'BOP'               # Balance of Power
+    OBV = 'OBV'               # On Balance Volume
+    CMF = 'CMF'               # Chaikin Money Flow
+    AVGVOL = 'AVGVOL'         # Average Volume
+    ATR = 'ATR'               # Average True Range
+    AVGPRICE = 'AVGPRICE'     # Average Price
+    MEDPRICE = 'MEDPRICE'     # Median Price
+    TYPPRICE = 'TYPPRICE'     # Typical Price
+    WCLPRICE = 'WCLPRICE'     # Weighted Close Price
+    BARPRICE = 'BARPRICE'     # Bar Price (custom)
+    MAX = 'MAX'               # Maximum value over period
+    MIN = 'MIN'               # Minimum value over period
+    CDLENGULFING = 'CDLENGULFING' # Engulfing Pattern
+    CDLDOJI = 'CDLDOJI'       # Doji
+    CDLHAMMER = 'CDLHAMMER'   # Hammer
+    CDLMORNINGSTAR = 'CDLMORNINGSTAR' # Morning Star
+    CDLEVENINGSTAR = 'CDLEVENINGSTAR' # Evening Star
+    CDLHARAMI = 'CDLHARAMI'   # Harami Pattern
+    CDLSHOOTINGSTAR = 'CDLSHOOTINGSTAR' # Shooting Star
+    CDL3BLACKCROWS = 'CDL3BLACKCROWS' # Three Black Crows
+    CDL3WHITESOLDIERS = 'CDL3WHITESOLDIERS' # Three White Soldiers
+    CDLMARUBOZU = 'CDLMARUBOZU' # Marubozu
+    PSAR = 'PSAR'             # Parabolic SAR
+    WILLIAMR = 'WILLIAMR'     # Williams' %R
+    VWAP = 'VWAP'             # Volume Weighted Average Price
+    RVOL = 'RVOL'             # Relative Volume
+    
+    def __str__(self):
+        return self.value
+    
+    def __repr__(self):
+        return self.value
+
+
 @dataclass
 class IndicatorParamSpec:
 
@@ -46,7 +118,7 @@ class IndicatorParamSpec:
     """ Valid value options (if any). If specified, then in the UI, this parameter renders as a dropdown select list.
     If left as None, parameter renders and freeform input text field. """
 
-    PERIOD_VALUES: ClassVar[List[int]] = [2, 3, 4, 5, 8, 9, 10, 12, 14, 15, 20, 26, 30, 40, 50, 60, 70, 80, 90, 100, 120, 130, 140, 150, 180, 200, 250, 300]
+    PERIOD_VALUES: ClassVar[List[int]] = [2, 3, 4, 5, 6, 7, 8,9, 10, 12, 14, 15, 20, 24, 26, 30, 40, 50, 60, 70, 80, 90, 100, 120, 130, 140, 150, 180, 200, 250, 300]
 
     def toDict(self) -> Dict[str, Any]:
         d = self.__dict__.copy()

{investfly_sdk-1.6 → investfly_sdk-1.8}/investfly/models/MarketData.py

@@ -23,6 +23,8 @@ class SecurityType(str, Enum):
 
     STOCK = "STOCK"
     ETF = "ETF"
+    CRYPTO = "CRYPTO"
+    FOREX = "FOREX"
 
     def __str__(self):
         return self.value
@@ -65,21 +67,22 @@ class Quote:
     lastPrice: float
     prevClose: float| None = None
     todayChange: float | None = None
-    todayChangePercent: float | None = None
+    todayChangePct: float | None = None
     dayOpen: float | None = None
     dayHigh: float | None = None
     dayLow: float | None = None
-    dayVolume: int | None = None
+    volume: int | None = None
 
     @staticmethod
     def fromDict(jsonDict: Dict[str, Any]) -> Quote:
         quote = Quote(jsonDict["symbol"], parseDatetime(jsonDict["date"]), jsonDict["lastPrice"])
         quote.prevClose = jsonDict.get('prevClose')
         quote.todayChange = jsonDict.get("todayChange")
-        quote.todayChangePercent = jsonDict.get('todayChangePercent')
+        quote.todayChangePct = jsonDict.get('todayChangePct')
         quote.dayOpen = jsonDict.get('dayOpen')
         quote.dayHigh = jsonDict.get('dayHigh')
         quote.dayLow = jsonDict.get('dayLow')
+        quote.volume = jsonDict.get('volume')
         return quote
 
     def toDict(self) -> Dict[str, Any]:
@@ -111,27 +114,31 @@ class Quote:
                 raise Exception("DAY_CHANGE not available in Quote")
             return DatedValue(self.date, self.todayChange)
         elif quoteField == QuoteField.DAY_CHANGE_PCT:
-            if self.todayChangePercent is None:
+            if self.todayChangePct is None:
                 raise Exception("DAY_CHANGE_PCT value not available in Quote")
-            return DatedValue(self.date, self.todayChangePercent)
+            return DatedValue(self.date, self.todayChangePct)
         elif quoteField == QuoteField.DAY_VOLUME:
-            if self.dayVolume is None:
+            if self.volume is None:
                 raise Exception("DAY_VOLUME not available in Quote")
-            return DatedValue(self.date, self.dayVolume)
+            return DatedValue(self.date, self.volume)
+        elif quoteField == QuoteField.DAY_CHANGE_OPEN:
+            if self.dayOpen is None or self.lastPrice is None:
+                raise Exception("DAY_CHANGE_OPEN not available in Quote")
+            return DatedValue(self.date, self.lastPrice - self.dayOpen)
         else:
             raise Exception("Invalid Quote Indicator ID: " + quoteField)
 
     def toEODBar(self) -> Bar:
-        bar = Bar()
-        bar['symbol'] = self.symbol
-        bar['barinterval'] = BarInterval.ONE_DAY
-        bar['date'] = self.date.replace(second=0, microsecond=0)
-        bar['open'] = cast(float, self.dayOpen)
-        bar['high'] = cast(float, self.dayHigh)
-        bar['low'] = cast(float, self.dayLow)
-        bar['close'] = cast(float, self.lastPrice)
-        bar['volume'] = cast(int, self.dayVolume)
-        return bar
+        return Bar(
+            symbol=self.symbol,
+            barinterval=BarInterval.ONE_DAY,
+            date=self.date.replace(second=0, microsecond=0),
+            open=cast(float, self.dayOpen),
+            high=cast(float, self.dayHigh),
+            low=cast(float, self.dayLow),
+            close=cast(float, self.lastPrice),
+            volume=cast(int, self.volume)
+        )
 
 
 class BarInterval(str, Enum):
@@ -167,8 +174,7 @@ Bar = TypedDict("Bar", {"symbol": str,
                         "high": float,
                         "low": float,
                         "volume": int
-                        },
-                total=False)
+                        })
 
 @dataclass
 class StockNews:

{investfly_sdk-1.6 → investfly_sdk-1.8}/investfly/models/ModelUtils.py

@@ -1,23 +1,26 @@
 from datetime import datetime
-import pytz
-
+from zoneinfo import ZoneInfo
 
 class ModelUtils:
 
     # In Java, using Date includes timezone offset in JSON whereas using LocalDateTime does not
 
-    est_tz = pytz.timezone('America/New_York')
+    est_zone = ZoneInfo("US/Eastern")
+
+    @staticmethod
+    def convertoToEst(dt: datetime) -> datetime:
+        return dt.astimezone(ModelUtils.est_zone)
 
     @staticmethod
     def localizeDateTime(dt: datetime) -> datetime:
-        return ModelUtils.est_tz.localize(dt)
+        return dt.replace(tzinfo=ModelUtils.est_zone)
 
 
     @staticmethod
     def parseDatetime(date_str: str) -> datetime:
         dateFormat = '%Y-%m-%dT%H:%M:%S.%f' if "." in date_str else '%Y-%m-%dT%H:%M:%S'
         dt = datetime.strptime(date_str, dateFormat)
-        dt = dt.astimezone(ModelUtils.est_tz)
+        dt = dt.astimezone(ModelUtils.est_zone)
         return dt
 
     @staticmethod
@@ -27,7 +30,7 @@ class ModelUtils:
     @staticmethod
     def parseZonedDatetime(date_str: str) -> datetime:
         dt = datetime.strptime(date_str, '%Y-%m-%dT%H:%M:%S.%f%z')
-        dt = dt.astimezone(ModelUtils.est_tz)
+        dt = dt.astimezone(ModelUtils.est_zone)
         return dt
 
     @staticmethod

{investfly_sdk-1.6 → investfly_sdk-1.8}/investfly/models/PortfolioModels.py

@@ -52,10 +52,12 @@ class Broker(str, Enum):
 
     """Broker Type Enum"""
 
-    INVESTFLY = "INVESTFLY"
     TRADIER = "TRADIER"
-    TDAMERITRADE = "TDAMERITRADE"
+    INVESTFLY = "INVESTFLY"
+    TASTYTRADE = "TASTYTRADE"
+    ALPACA = "ALPACA"
     BACKTEST = "BACKTEST"
+    OANDA = "OANDA"
 
     def __str__(self):
         return self.value
@@ -70,7 +72,7 @@ class TradeOrder:
     security: Security
     tradeType: TradeType
     orderType: OrderType = OrderType.MARKET_ORDER
-    quantity: int | None = None
+    quantity: float | None = None
     maxAmount: float | None = None
     limitPrice: float | None = None # If left empty, will use latest quote as limit price
 
@@ -133,7 +135,7 @@ class CompletedTrade:
     security: Security
     date: datetime
     price: float
-    quantity: int
+    quantity: float
     tradeType: TradeType
 
     @staticmethod
@@ -151,7 +153,7 @@ class ClosedPosition:
     closeDate: datetime
     openPrice: float
     closePrice: float
-    quantity: int
+    quantity: float
     profitLoss: float|None = None
     percentChange: float| None = None
 
@@ -186,7 +188,7 @@ class OpenPosition:
     security: Security
     position: PositionType
     avgPrice: float
-    quantity: int
+    quantity: float
     purchaseDate: datetime
     currentPrice: float | None = None
     currentValue: float | None = None

{investfly_sdk-1.6 → investfly_sdk-1.8}/investfly/models/SecurityUniverseSelector.py

@@ -5,19 +5,49 @@ from enum import Enum
 from numbers import Number
 from typing import List, Dict, Any, cast
 
-from investfly.models.MarketData import SecurityType
+from investfly.models.MarketData import SecurityType, Security
 from investfly.models.MarketDataIds import FinancialField
 
 
 class StandardSymbolsList(str, Enum):
+    # Stock lists
     SP_100 = "SP_100"
     SP_500 = "SP_500"
     NASDAQ_100 = "NASDAQ_100"
     NASDAQ_COMPOSITE = "NASDAQ_COMPOSITE"
     RUSSELL_1000 = "RUSSELL_1000"
+    RUSSELL_2000 = "RUSSELL_2000"
     DOW_JONES_INDUSTRIALS = "DOW_JONES_INDUSTRIALS"
+    
+    # General lists
+    STOCKS = "STOCKS"
     ETFS = "ETFS"
 
+    ALL_CRYPTO = "ALL_CRYPTO"
+    USD_CRYPTO = "USD_CRYPTO"
+
+    # Forex lists
+    ALL_FOREX = "ALL_FOREX"
+
+    @property
+    def securityType(self) -> SecurityType:
+        # Map each enum value to its corresponding security type
+        security_type_map = {
+            "SP_100": SecurityType.STOCK,
+            "SP_500": SecurityType.STOCK,
+            "NASDAQ_100": SecurityType.STOCK,
+            "NASDAQ_COMPOSITE": SecurityType.STOCK,
+            "RUSSELL_1000": SecurityType.STOCK,
+            "RUSSELL_2000": SecurityType.STOCK,
+            "DOW_JONES_INDUSTRIALS": SecurityType.STOCK,
+            "STOCKS": SecurityType.STOCK,
+            "ETFS": SecurityType.STOCK,
+            "ALL_CRYPTO": SecurityType.CRYPTO,
+            "USD_CRYPTO": SecurityType.CRYPTO,
+            "ALL_FOREX": SecurityType.FOREX
+        }
+        return security_type_map[self.value]
+
     def __str__(self):
         return self.value
 
@@ -26,8 +56,7 @@ class StandardSymbolsList(str, Enum):
 
 
 class CustomSecurityList:
-    def __init__(self, securityType: SecurityType):
-        self.securityType = securityType
+    def __init__(self):
         self.symbols: List[str] = []
 
     def addSymbol(self, symbol: str) -> None:
@@ -35,7 +64,7 @@ class CustomSecurityList:
 
     @staticmethod
     def fromJson(json_dict: Dict[str, Any]) -> CustomSecurityList:
-        securityList = CustomSecurityList(SecurityType(json_dict['securityType']))
+        securityList = CustomSecurityList()
         securityList.symbols = json_dict['symbols']
         return securityList
 
@@ -43,8 +72,6 @@ class CustomSecurityList:
         return self.__dict__.copy()
 
     def validate(self) -> None:
-        if self.securityType is None:
-            raise Exception("CustomSecurityList.securityType is required")
         if len(self.symbols) == 0:
             raise Exception("CustomSecurityList.symbols: At least one symbol is required")
 
@@ -133,6 +160,10 @@ class SecurityUniverseSelector:
     You can pick one of the standard list (e.g SP100) that we provide, provide your own list with comma separated symbols list,
     or provide a query based on fundamental metrics like MarketCap, PE Ratio etc.
     """
+
+    securityType: SecurityType
+    """The security type for the universe selector"""
+
     universeType: SecurityUniverseType
     """The approach used to specify the stocks. Depending on the universeType, one of the attribute below must be specified"""
 
@@ -142,16 +173,35 @@ class SecurityUniverseSelector:
     customList: CustomSecurityList | None = None
     financialQuery: FinancialQuery | None = None
 
+    @staticmethod
+    def getValidSymbolLists(securityType: SecurityType) -> List[StandardSymbolsList]:
+        if securityType == SecurityType.CRYPTO:
+            return [StandardSymbolsList.USD_CRYPTO]
+        elif securityType == SecurityType.FOREX:
+            return [StandardSymbolsList.ALL_FOREX]
+        else:
+            # For STOCK and other types, return only STOCK security type lists except STOCKS
+            return [symbol_list for symbol_list in StandardSymbolsList 
+                    if symbol_list.securityType == SecurityType.STOCK and symbol_list != StandardSymbolsList.STOCKS]
+
     @staticmethod
     def fromDict(json_dict: Dict[str, Any]) -> SecurityUniverseSelector:
-        scopeType = SecurityUniverseType[json_dict['universeType']]
-        standardList = StandardSymbolsList[json_dict['standardList']] if 'standardList' in json_dict else None
+        securityType = SecurityType[json_dict['securityType']]
+        universeType = SecurityUniverseType[json_dict['universeType']]
+        standardList = None
+        if 'standardList' in json_dict:
+            list_name = json_dict['standardList']
+            standardList = StandardSymbolsList(list_name)
         customList = CustomSecurityList.fromJson(json_dict['customList']) if 'customList' in json_dict else None
         fundamentalQuery = FinancialQuery.fromDict(json_dict['financialQuery']) if 'financialQuery' in json_dict else None
-        return SecurityUniverseSelector(scopeType, standardList, customList,  cast(FinancialQuery, fundamentalQuery))
+        
+        return SecurityUniverseSelector(securityType, universeType, standardList, customList, cast(FinancialQuery, fundamentalQuery))
 
     def toDict(self) -> Dict[str, Any]:
-        jsonDict: Dict[str, Any] = {'universeType': self.universeType.value}
+        jsonDict: Dict[str, Any] = {
+            'securityType': self.securityType.value,
+            'universeType': self.universeType.value
+        }
         if self.standardList is not None:
             jsonDict["standardList"] = self.standardList.value
         if self.customList is not None:
@@ -163,48 +213,74 @@ class SecurityUniverseSelector:
     @staticmethod
     def singleStock(symbol: str) -> SecurityUniverseSelector:
         scopeType = SecurityUniverseType.CUSTOM_LIST
-        customList = CustomSecurityList(SecurityType.STOCK)
+        customList = CustomSecurityList()
         customList.addSymbol(symbol)
-        return SecurityUniverseSelector(scopeType, customList=customList)
+        return SecurityUniverseSelector(SecurityType.STOCK, scopeType, customList=customList)
 
     @staticmethod
-    def fromStockSymbols(symbols: List[str]) -> SecurityUniverseSelector:
+    def fromSecurity(security: Security) -> SecurityUniverseSelector:
         scopeType = SecurityUniverseType.CUSTOM_LIST
-        customList = CustomSecurityList(SecurityType.STOCK)
+        customList = CustomSecurityList()
+        customList.addSymbol(security.symbol)
+        return SecurityUniverseSelector(security.securityType, scopeType, customList=customList)
+
+    @staticmethod
+    def fromSymbols(securityType: SecurityType, symbols: List[str]) -> SecurityUniverseSelector:
+        scopeType = SecurityUniverseType.CUSTOM_LIST
+        customList = CustomSecurityList()
         customList.symbols = symbols
-        return SecurityUniverseSelector(scopeType, customList=customList)
+        return SecurityUniverseSelector(SecurityType.STOCK, scopeType, customList=customList)
 
     @staticmethod
     def fromStandardList(standardListName: StandardSymbolsList) -> SecurityUniverseSelector:
-        universeType = SecurityUniverseType.STANDARD_LIST
-        return SecurityUniverseSelector(universeType, standardList=standardListName)
+        return SecurityUniverseSelector(standardListName.securityType, SecurityUniverseType.STANDARD_LIST, standardList=standardListName)
 
     @staticmethod
     def fromFinancialQuery(financialQuery: FinancialQuery) -> SecurityUniverseSelector:
         universeType = SecurityUniverseType.FUNDAMENTAL_QUERY
-        return SecurityUniverseSelector(universeType, financialQuery=financialQuery)
+        return SecurityUniverseSelector(SecurityType.STOCK, universeType, financialQuery=financialQuery)
 
-    def getSecurityType(self) -> SecurityType:
-        if self.universeType == SecurityUniverseType.STANDARD_LIST:
-            return SecurityType.ETF if self.standardList == StandardSymbolsList.ETFS else SecurityType.STOCK
-        elif self.universeType == SecurityUniverseType.CUSTOM_LIST:
-            return cast(CustomSecurityList, self.customList).securityType
-        else:
-            return SecurityType.STOCK
 
     def validate(self) -> None:
+        # Note - Python should have exact code to validate SecurityUniverseSelector because custom strategy also return SecurityUniverseSelector
+        # Technically, we could avoid duplicate validation here, but we keep it here to avoid sending network call to Python server to fail fast
+
+        # Validate securityType is not null
+        if self.securityType is None:
+            raise Exception("SecurityUniverseSelector.securityType is required")
+        
+        # Validate securityType is one of STOCK, CRYPTO, or FOREX
+        if self.securityType not in (SecurityType.STOCK, SecurityType.CRYPTO, SecurityType.FOREX):
+            raise Exception(f"SecurityUniverseSelector.securityType must be one of STOCK, CRYPTO, or FOREX, not {self.securityType}")
+        
+        # Validate universeType is not null
         if self.universeType is None:
             raise Exception("SecurityUniverseSelector.universeType is required")
+        
+        # For CRYPTO, ETF, CURRENCY - only STANDARD_LIST and CUSTOM_LIST are valid
+        if self.securityType != SecurityType.STOCK and self.universeType == SecurityUniverseType.FUNDAMENTAL_QUERY:
+            raise Exception(f"FUNDAMENTAL_QUERY universe type is only valid for SecurityType.STOCK, not for {self.securityType}")
+        
         if self.universeType == SecurityUniverseType.STANDARD_LIST:
             if self.standardList is None:
                 raise Exception("SecurityUniverseSelector.standardList is required for StandardList UniverseType")
+            
+            # If using STANDARD_LIST, StandardSymbolsList.security_type must match securityType
+            if self.standardList.securityType != self.securityType:
+                raise Exception(f"StandardSymbolsList security type ({self.standardList.securityType}) must match SecurityUniverseSelector security type ({self.securityType})")
+            
+            # Validate that the standardList is allowed for the given securityType
+            validLists = self.getValidSymbolLists(self.securityType)
+            if self.standardList not in validLists:
+                raise Exception(f"StandardSymbolsList ({self.standardList}) is not valid for SecurityType ({self.securityType}). Valid lists are: {validLists}")
+                
         elif self.universeType == SecurityUniverseType.CUSTOM_LIST:
             if self.customList is None:
                 raise Exception("SecurityUniverseSelector.customList is required for CustomList UniverseType")
             self.customList.validate()
+            
         elif self.universeType == SecurityUniverseType.FUNDAMENTAL_QUERY:
             if self.financialQuery is None:
-                raise Exception(
-                    "SecurityUniverseSelector.fundamentalQuery is required for FUNDAMENTAL_QUERY UniverseType")
+                raise Exception("SecurityUniverseSelector.fundamentalQuery is required for FUNDAMENTAL_QUERY UniverseType")
             self.financialQuery.validate()
 

{investfly_sdk-1.6 → investfly_sdk-1.8}/investfly/models/TradingStrategy.py

@@ -1,7 +1,7 @@
 from abc import ABC, abstractmethod
 from typing import List, Any, Dict
 
-from investfly.models.MarketData import Security
+from investfly.models.MarketData import SecurityType, Security
 from investfly.models.SecurityUniverseSelector import SecurityUniverseSelector
 from investfly.models.StrategyModels import TradeSignal, StandardCloseCriteria
 from investfly.models.PortfolioModels import TradeOrder, OpenPosition, Portfolio, PositionType
@@ -17,6 +17,10 @@ class TradingStrategy(ABC):
         self.state: Dict[str, int | float | bool] = {}
         """The persisted state of the strategy. """
 
+    def getSecurityType(self) -> SecurityType:
+        return self.getSecurityUniverseSelector().securityType
+        
+
     @abstractmethod
     def getSecurityUniverseSelector(self) -> SecurityUniverseSelector:
         """

{investfly_sdk-1.6 → investfly_sdk-1.8}/investfly/models/__init__.py

@@ -7,7 +7,7 @@ The main class for defining custom technical indicator is `investfly.models.Indi
 """
 
 from investfly.models.CommonModels import DatedValue, TimeUnit, TimeDelta, Session
-from investfly.models.Indicator import ParamType, IndicatorParamSpec, IndicatorValueType, IndicatorSpec, Indicator
+from investfly.models.Indicator import ParamType, IndicatorParamSpec, IndicatorValueType, IndicatorSpec, Indicator, INDICATORS
 from investfly.models.MarketData import SecurityType, Security, Quote, BarInterval, Bar
 from investfly.models.MarketDataIds import QuoteField, FinancialField, StandardIndicatorId
 from investfly.models.PortfolioModels import PositionType, TradeType, Broker, TradeOrder, OrderStatus, PendingOrder, Balances, CompletedTrade, OpenPosition, ClosedPosition, Portfolio, PortfolioPerformance
@@ -15,4 +15,5 @@ from investfly.models.SecurityUniverseSelector import StandardSymbolsList, Custo
 from investfly.models.StrategyModels import DataParams, ScheduleInterval, Schedule, TradeSignal, StandardCloseCriteria, PortfolioSecurityAllocator, BacktestStatus
 from investfly.models.TradingStrategy import TradingStrategy
 from investfly.models.SecurityFilterModels import DataType, DataParam, DataSource
+from investfly.models.ModelUtils import ModelUtils