investing-algorithm-framework 1.3.1__py3-none-any.whl → 7.25.6__py3-none-any.whl

investing_algorithm_framework/app/strategy.py

@@ -1,86 +1,907 @@
-from typing import List
-from investing_algorithm_framework.domain import \
-    TimeUnit, TradingTimeFrame, TradingDataType
+import logging
+from datetime import datetime
+from typing import List, Dict, Any, Union
+
+import pandas as pd
+
+from investing_algorithm_framework.domain import OperationalException, \
+    Position, PositionSize, TimeUnit, StrategyProfile, Trade, \
+    DataSource, OrderSide, StopLossRule, TakeProfitRule, Order, \
+    INDEX_DATETIME
+from .context import Context
+
+logger = logging.getLogger(__name__)
 
 
 class TradingStrategy:
-    symbols: List[str] = []
-    time_unit: str = None
+    """
+    TradingStrategy is the base class for all trading strategies. A trading
+    strategy is a set of rules that defines when to buy or sell an asset.
+
+    Attributes:
+        algorithm_id (string): the unique id for your
+            combined strategy instances. An algorithm consists out of one or
+            more strategy instances that run together. The algorithm_id
+            is used to uniquely indentify the combined strategy instances.
+            This is id is used in various places in the framework, e.g. for
+            backtesting results, logging, monitoring etc.
+        time_unit (TimeUnit): the time unit of the strategy that defines
+            when the strategy should run e.g. HOUR, DAY, WEEK, MONTH
+        interval (int): the interval of the strategy that defines how often
+            the strategy should run within the time unit e.g. every 5 hours,
+            every 2 days, every 3 weeks, every 4 months
+        worker_id ((optional) str): the id of the worker
+        strategy_id ((optional) str): the id of the strategy
+        decorated ((optional) bool): the decorated function
+        data_sources (List[DataSource] optional): the list of data
+            sources to use for the strategy. The data sources will be used
+            to indentify data providers that will be called to gather data
+            and pass to the strategy before its run.
+        metadata (optional): Dict[str, Any] - a dictionary
+            containing metadata about the strategy. This can be used to
+            store additional information about the strategy, such as its
+            author, version, description, params etc.
+    """
+    algorithm_id: str
+    time_unit: TimeUnit = None
     interval: int = None
-    market: str = None
-    trading_data_type = None
-    trading_data_types: list = None
-    trading_time_frame = None
-    trading_time_frame_start_date = None
-    worker_id: str = None
+    strategy_id: str = None
     decorated = None
+    data_sources: List[DataSource] = []
+    traces = None
+    context: Context = None
+    metadata: Dict[str, Any] = None
+    position_sizes: List[PositionSize] = []
+    stop_losses: List[StopLossRule] = []
+    take_profits: List[TakeProfitRule] = []
+    symbols: List[str] = []
+    trading_symbol: str = None
 
     def __init__(
         self,
+        algorithm_id=None,
+        strategy_id=None,
         time_unit=None,
         interval=None,
-        market=None,
+        data_sources=None,
+        metadata=None,
+        position_sizes=None,
+        stop_losses=None,
+        take_profits=None,
         symbols=None,
-        trading_data_type=None,
-        trading_data_types=None,
-        trading_time_frame=None,
-        trading_time_frame_start_date=None,
-        worker_id=None,
+        trading_symbol=None,
         decorated=None
     ):
+        if metadata is None:
+            metadata = {}
+
+        self.metadata = metadata
+
+        if strategy_id is not None:
+            self.strategy_id = strategy_id
+        else:
+            self.strategy_id = self.__class__.__name__
+
+        # Initialize algorithm_id: use provided value, fall back to class
+        # attribute if set, otherwise None
+        if algorithm_id is not None:
+            self.algorithm_id = algorithm_id
+        elif "algorithm_id" in self.metadata:
+            self.algorithm_id = self.metadata["algorithm_id"]
+        else:
+            # Check if class has algorithm_id defined as an actual value
+            # (not just a type hint). Type hints result in the type being
+            # returned (e.g., str, int), so we check for that.
+            class_algorithm_id = getattr(self.__class__, 'algorithm_id', None)
+
+            # If it's a type (like str, int) or None, it's just a type hint
+            # In that case, use the class name as the algorithm_id
+            if (class_algorithm_id is None
+                    or isinstance(class_algorithm_id, type)):
+                self.algorithm_id = None
+            else:
+                self.algorithm_id = class_algorithm_id
 
         if time_unit is not None:
             self.time_unit = TimeUnit.from_value(time_unit)
+        else:
+            # Check if time_unit is None
+            if self.time_unit is None:
+                raise OperationalException(
+                    f"Time unit attribute not set for "
+                    f"strategy instance {self.strategy_id}"
+                )
+
+            self.time_unit = TimeUnit.from_value(self.time_unit)
 
         if interval is not None:
             self.interval = interval
 
-        if market is not None:
-            self.market = market
+        # Initialize data_sources as a new list per instance
+        # to avoid sharing the class-level mutable default
+        if data_sources is not None:
+            self.data_sources = list(data_sources)
+        else:
+            # Check if class has data_sources defined, copy them
+            class_data_sources = getattr(self.__class__, 'data_sources', [])
+            self.data_sources = list(class_data_sources) \
+                if class_data_sources else []
 
-        if time_unit is not None:
-            self.time_unit = TimeUnit.from_value(time_unit)
+        if decorated is not None:
+            self.decorated = decorated
+
+        # Initialize position_sizes as a new list per instance
+        if position_sizes is not None:
+            self.position_sizes = list(position_sizes)
+        else:
+            class_position_sizes = getattr(
+                self.__class__, 'position_sizes', []
+            )
+            self.position_sizes = list(class_position_sizes) \
+                if class_position_sizes else []
 
+        # Initialize symbols as a new list per instance
         if symbols is not None:
-            self.symbols = symbols
+            self.symbols = list(symbols)
+        else:
+            class_symbols = getattr(self.__class__, 'symbols', [])
+            self.symbols = list(class_symbols) if class_symbols else []
 
-        if trading_time_frame_start_date is not None:
-            self.trading_time_frame_start_date = trading_time_frame_start_date
+        if trading_symbol is not None:
+            self.trading_symbol = trading_symbol
 
-        if trading_data_type is not None:
-            self.trading_data_types = [
-                TradingDataType.from_value(trading_data_type)
-            ]
+        # Check if interval is None
+        if self.interval is None:
+            raise OperationalException(
+                f"Interval not set for strategy instance {self.strategy_id}"
+            )
 
-        if trading_data_types is not None:
-            self.trading_data_types = [
-                TradingDataType.from_value(trading_data_type)
-                for trading_data_type in trading_data_types
-            ]
+        # Initialize stop_losses as a new list per instance
+        if stop_losses is not None:
+            self.stop_losses = list(stop_losses)
+        else:
+            class_stop_losses = getattr(self.__class__, 'stop_losses', [])
+            self.stop_losses = list(class_stop_losses) \
+                if class_stop_losses else []
 
-        if trading_time_frame is not None:
-            self.trading_time_frame = TradingTimeFrame\
-                .from_value(trading_time_frame)
+        # Initialize take_profits as a new list per instance
+        if take_profits is not None:
+            self.take_profits = list(take_profits)
+        else:
+            class_take_profits = getattr(self.__class__, 'take_profits', [])
+            self.take_profits = list(class_take_profits) \
+                if class_take_profits else []
 
-        if decorated is not None:
-            self.decorated = decorated
+        # context initialization
+        self._context = None
+        self._last_run = None
+        self.stop_loss_rules_lookup = {}
+        self.take_profit_rules_lookup = {}
+        self.position_sizes_lookup = {}
 
-        if worker_id is not None:
-            self.worker_id = worker_id
-        elif self.decorated:
-            self.worker_id = decorated.__name__
-        else:
-            self.worker_id = self.__class__.__name__
+    def generate_buy_signals(
+        self, data: Dict[str, Any]
+    ) -> Dict[str, pd.Series]:
+        """
+        Function that needs to be implemented by the user.
+        This function should return a pandas Series containing the buy signals.
 
-    def run_strategy(self, market_data, algorithm):
-        self.apply_strategy(algorithm=algorithm, market_data=market_data)
+        Args:
+            data (Dict[str, Any]): All the data that matched the
+                data sources of the strategy.
 
-    def apply_strategy(
-        self,
-        algorithm,
-        market_data,
-    ):
+        Returns:
+            Dict[str, Series]: A dictionary where the keys are the
+                symbols and the values are pandas Series containing
+                the buy signals. The series must be a pandas Series with
+                a boolean value for each row in the data source, e.g.
+                pd.Series([True, False, False, True, ...], index=data.index)
+                Also the return dictionary must look like:
+                {
+                    "BTC": pd.Series([...]),
+                    "ETH": pd.Series([...]),
+                    ...
+                }
+                where the symbols are exactly the same as defined in the
+                symbols attribute of the strategy.
+        """
+        raise NotImplementedError(
+            "generate_buy_signals method not implemented"
+        )
+
+    def generate_sell_signals(
+        self, data: Dict[str, Any]
+    ) -> Dict[str, pd.Series]:
+        """
+        Function that needs to be implemented by the user.
+        This function should return a pandas Series containing
+        the sell signals.
+
+        Args:
+            data (Dict[str, Any]): All the data that is defined in the
+                data sources of the strategy. E.g. if there is a data source
+                defined as DataSource(identifier="bitvavo_btc_eur_1h",
+                symbol="BTC/EUR", time_frame="1h", data_type=DataType.OHLCV,
+                window_size=100, market="BITVAVO"), the data dictionary
+                will contain a key "bitvavo_btc_eur_1h"
+                with the corresponding data as a polars DataFrame.
+
+        Returns:
+            Dict[str, Series]: A dictionary where the keys are the
+                symbols and the values are pandas Series containing
+                the sell signals. The series must be a pandas Series with
+                a boolean value for each row in the data source, e.g.
+                pd.Series([True, False, False, True, ...], index=data.index)
+                Also the return dictionary must look like:
+                {
+                    "BTC": pd.Series([...]),
+                    "ETH": pd.Series([...]),
+                    ...
+                }
+                where the symbols are exactly the same as defined in the
+                symbols attribute of the strategy.
+        """
+        raise NotImplementedError(
+            "generate_sell_signals method not implemented"
+        )
+
+    def run_strategy(self, context: Context, data: Dict[str, Any]):
+        """
+        Main function for running the strategy. This function will be called
+        by the framework when the trigger of your strategy is met.
+
+        The flow of this function is as follows:
+        1. Loop through all the symbols defined in the strategy.
+        2. For each symbol, check if there are any open orders.
+            A. If there are open orders, skip to the next symbol.
+        3. If there is no open position, generate buy signals
+            A. Generate buy signals
+            B. If there is a buy signal, retrieve the position size
+                defined for the symbol.
+            C. If there is a take profit or stop loss rule defined
+                for the symbol, register them for the trade that
+                has been created as part of the order execution.
+        4. If there is an open position, generate sell signals
+            A. Generate sell signals
+            B. If there is a sell signal, create a limit order to
+                sell the position.
+
+        During execution of this function, the context and market data
+        will be passed to the function. The context is an instance of
+        the Context class, this class has various methods to do operations
+        with your portfolio, orders, trades, positions and other components.
+
+        The market data is a dictionary containing all the data retrieved
+        from the specified data sources.
+
+        When buy or sell signals are generated, the strategy will create
+        limit orders to buy or sell the assets based on the generated signals.
+        For each symbol a corresponding position size must be defined. If
+        no position size is defined, an OperationalException will be raised.
+
+        Before creating new orders, the strategy will check if there are any
+        stop losses or take profits for symbol registered. It will
+        use the function get_stop_losses and get_take_profits, these functions
+        can be overridden by the user to provide custom stop losses and
+        take profits logic. The default functions will return the stop losses
+        and take profits that are registered for the symbol if any.
+
+        Args:
+            context (Context): The context of the strategy. This is an instance
+                of the Context class, this class has various methods to do
+                operations with your portfolio, orders, trades, positions and
+                other components.
+            data (Dict[str, Any]): The data for the strategy.
+                This is a dictionary containing all the data retrieved from the
+                specified data sources. The keys are either the
+                identifiers of the data sources or a generated key, usually
+                <target_symbol>_<trading_symbol>_<time_frame> e.g. BTC-EUR_1h.
+
+        Returns:
+            None
+        """
+        self.context = context
+        index_datetime = context.config[INDEX_DATETIME]
+        buy_signals = self.generate_buy_signals(data)
+        sell_signals = self.generate_sell_signals(data)
+
+        # Phase 1: Collect all pending buy orders
+        pending_buy_orders = []
+        portfolio = self.context.get_portfolio()
+        available_funds = self.context.get_unallocated()
+
+        for symbol in self.symbols:
+
+            if self.has_open_orders(symbol):
+                continue
+
+            if not self.has_position(symbol):
+
+                if symbol not in buy_signals:
+                    continue
+
+                signals = buy_signals[symbol]
+                last_row = signals.iloc[-1]
+
+                if last_row:
+                    position_size = self.get_position_size(symbol)
+                    full_symbol = (f"{symbol}/"
+                                   f"{self.context.get_trading_symbol()}")
+                    price = self.context.get_latest_price(full_symbol)
+                    amount = position_size.get_size(portfolio, price)
+
+                    pending_buy_orders.append({
+                        'symbol': symbol,
+                        'full_symbol': full_symbol,
+                        'price': price,
+                        'amount': amount,
+                    })
+
+        # Phase 2: Scale orders proportionally if total exceeds available
+        total_required = sum(o['amount'] for o in pending_buy_orders)
+
+        if total_required > available_funds and total_required > 0:
+            scale_factor = available_funds / total_required
+            logger.warning(
+                f"Total allocation ({total_required:.2f}) exceeds available "
+                f"funds ({available_funds:.2f}). Scaling all orders by "
+                f"{scale_factor:.2%} to maintain proportional allocation."
+            )
+            for order in pending_buy_orders:
+                order['amount'] *= scale_factor
+
+        # Phase 3: Execute all pending buy orders
+        for order_data in pending_buy_orders:
+            symbol = order_data['symbol']
+            amount = order_data['amount']
+            price = order_data['price']
+
+            # Skip if amount is too small after scaling
+            if amount <= 0.01:
+                logger.warning(
+                    f"Skipping buy order for {symbol}: "
+                    f"amount too small after scaling ({amount:.4f})"
+                )
+                continue
+
+            order_amount = amount / price
+            order = self.create_limit_order(
+                target_symbol=symbol,
+                order_side=OrderSide.BUY,
+                amount=order_amount,
+                price=price,
+                execute=True,
+                validate=True,
+                sync=True
+            )
+
+            # Retrieve and apply stop loss and take profit rules
+            stop_loss_rule = self.get_stop_loss_rule(symbol)
+            take_profit_rule = self.get_take_profit_rule(symbol)
+
+            if stop_loss_rule is not None:
+                trade = self.context.get_trade(order_id=order.id)
+                self.context.add_stop_loss(
+                    trade=trade,
+                    percentage=stop_loss_rule.percentage_threshold,
+                    trailing=stop_loss_rule.trailing,
+                    sell_percentage=stop_loss_rule.sell_percentage,
+                    created_at=index_datetime
+                )
+
+            if take_profit_rule is not None:
+                trade = self.context.get_trade(order_id=order.id)
+                self.context.add_take_profit(
+                    trade=trade,
+                    percentage=take_profit_rule.percentage_threshold,
+                    trailing=take_profit_rule.trailing,
+                    sell_percentage=take_profit_rule.sell_percentage,
+                    created_at=index_datetime
+                )
+
+        # Phase 4: Process sell signals
+        for symbol in self.symbols:
+
+            if self.has_open_orders(symbol):
+                continue
+
+            if self.has_position(symbol):
+                # Check in the last row if there is a sell signal
+                if symbol not in sell_signals:
+                    continue
+
+                signals = sell_signals[symbol]
+                last_row = signals.iloc[-1]
+
+                if last_row:
+                    position = self.get_position(symbol)
+
+                    if position is None:
+                        raise OperationalException(
+                            f"No position found for symbol {symbol} "
+                            f"in strategy {self.strategy_id}"
+                        )
+
+                    full_symbol = (f"{symbol}/"
+                                   f"{self.context.get_trading_symbol()}")
+                    price = self.context.get_latest_price(full_symbol)
+                    self.create_limit_order(
+                        target_symbol=symbol,
+                        order_side=OrderSide.SELL,
+                        amount=position.amount,
+                        execute=True,
+                        validate=True,
+                        sync=True,
+                        price=price
+                    )
+
+    def apply_strategy(self, context, data):
         if self.decorated:
-            self.decorated(algorithm=algorithm, market_data=market_data)
+            self.decorated(context=context, data=data)
         else:
             raise NotImplementedError("Apply strategy is not implemented")
+
+    @property
+    def strategy_profile(self):
+        return StrategyProfile(
+            strategy_id=self.strategy_id,
+            interval=self.interval,
+            time_unit=self.time_unit,
+            data_sources=self.data_sources
+        )
+
+    def get_take_profit_rule(self, symbol: str) -> Union[TakeProfitRule, None]:
+        """
+        Get the take profit definition for a given symbol.
+
+        Args:
+            symbol (str): The symbol of the asset.
+
+        Returns:
+            Union[TakeProfitRule, None]: The take profit rule if found,
+              None otherwise.
+        """
+
+        if self.take_profits is None or len(self.take_profits) == 0:
+            return None
+
+        if self.take_profit_rules_lookup == {}:
+            for tp in self.take_profits:
+                self.take_profit_rules_lookup[tp.symbol] = tp
+
+        return self.take_profit_rules_lookup.get(symbol, None)
+
+    def get_stop_loss_rule(self, symbol: str) -> Union[StopLossRule, None]:
+        """
+        Get the stop loss definition for a given symbol.
+
+        Args:
+            symbol (str): The symbol of the asset.
+
+        Returns:
+            Union[StopLossRule, None]: The stop loss rule if found,
+              None otherwise.
+        """
+
+        if self.stop_losses is None or len(self.stop_losses) == 0:
+            return None
+
+        if self.stop_loss_rules_lookup == {}:
+            for sl in self.stop_losses:
+                self.stop_loss_rules_lookup[sl.symbol] = sl
+
+        return self.stop_loss_rules_lookup.get(symbol, None)
+
+    def get_position_size(self, symbol: str) -> Union[PositionSize, None]:
+        """
+        Get the position size definition for a given symbol.
+
+        Args:
+            symbol (str): The symbol of the asset.
+
+        Returns:
+            Union[PositionSize, None]: The position size if found,
+              None otherwise.
+        """
+
+        if self.position_sizes is not None and len(self.position_sizes) == 0:
+            raise OperationalException(
+                f"No position size defined for symbol "
+                f"{symbol} in strategy "
+                f"{self.strategy_id}"
+            )
+
+        if self.position_sizes_lookup == {}:
+            for ps in self.position_sizes:
+                self.position_sizes_lookup[ps.symbol] = ps
+
+        position_size = self.position_sizes_lookup.get(symbol, None)
+
+        if position_size is None:
+            raise OperationalException(
+                f"No position size defined for symbol "
+                f"{symbol} in strategy "
+                f"{self.strategy_id}"
+            )
+
+        return position_size
+
+    def on_trade_closed(self, context: Context, trade: Trade):
+        pass
+
+    def on_trade_updated(self, context: Context, trade: Trade):
+        pass
+
+    def on_trade_created(self, context: Context, trade: Trade):
+        pass
+
+    def on_trade_opened(self, context: Context, trade: Trade):
+        pass
+
+    def on_trade_stop_loss_triggered(self, context: Context, trade: Trade):
+        pass
+
+    def on_trade_trailing_stop_loss_triggered(
+        self, context: Context, trade: Trade
+    ):
+        pass
+
+    def on_trade_take_profit_triggered(
+        self, context: Context, trade: Trade
+    ):
+        pass
+
+    def on_trade_stop_loss_updated(self, context: Context, trade: Trade):
+        pass
+
+    def on_trade_trailing_stop_loss_updated(
+        self, context: Context, trade: Trade
+    ):
+        pass
+
+    def on_trade_take_profit_updated(self, context: Context, trade: Trade):
+        pass
+
+    def on_trade_stop_loss_created(self, context: Context, trade: Trade):
+        pass
+
+    def on_trade_trailing_stop_loss_created(
+        self, context: Context, trade: Trade
+    ):
+        pass
+
+    def on_trade_take_profit_created(self, context: Context, trade: Trade):
+        pass
+
+    @property
+    def strategy_identifier(self):
+
+        if self.strategy_id is not None:
+            return self.strategy_id
+
+        return self.worker_id
+
+    def has_open_orders(
+        self, target_symbol=None, identifier=None, market=None
+    ) -> bool:
+        """
+        Check if there are open orders for a given symbol
+
+        Args:
+            target_symbol (str): The symbol of the asset e.g BTC if the
+              asset is BTC/USDT
+            identifier (str): The identifier of the portfolio
+            market (str): The market of the asset
+
+        Returns:
+            bool: True if there are open orders, False otherwise
+        """
+        return self.context.has_open_orders(
+            target_symbol=target_symbol, identifier=identifier, market=market
+        )
+
+    def create_limit_order(
+        self,
+        target_symbol,
+        price,
+        order_side,
+        amount=None,
+        amount_trading_symbol=None,
+        percentage=None,
+        percentage_of_portfolio=None,
+        percentage_of_position=None,
+        precision=None,
+        market=None,
+        execute=True,
+        validate=True,
+        sync=True
+    ) -> Order:
+        """
+        Function to create a limit order. This function will create
+        a limit order and execute it if the execute parameter is set to True.
+        If the validate parameter is set to True, the order will be validated
+
+        Args:
+            target_symbol: The symbol of the asset to trade
+            price: The price of the asset
+            order_side: The side of the order
+            amount (optional): The amount of the asset to trade
+            amount_trading_symbol (optional): The amount of the trading
+              symbol to trade
+            percentage (optional): The percentage of the portfolio to
+                allocate to the order
+            percentage_of_portfolio (optional): The percentage of
+              the portfolio to allocate to the order
+            percentage_of_position (optional): The percentage of
+              the position to allocate to the order.
+              (Only supported for SELL orders)
+            precision (optional): The precision of the amount
+            market (optional): The market to trade the asset
+            execute (optional): Default True. If set to True, the order
+              will be executed
+            validate (optional): Default True. If set to True, the order
+              will be validated
+            sync (optional): Default True. If set to True, the created
+              order will be synced with the portfolio of the context
+
+        Returns:
+            Order: Instance of the order created
+        """
+        return self.context.create_limit_order(
+            target_symbol=target_symbol,
+            price=price,
+            order_side=order_side,
+            amount=amount,
+            amount_trading_symbol=amount_trading_symbol,
+            percentage=percentage,
+            percentage_of_portfolio=percentage_of_portfolio,
+            percentage_of_position=percentage_of_position,
+            precision=precision,
+            market=market,
+            execute=execute,
+            validate=validate,
+            sync=sync
+        )
+
+    def close_position(
+        self, symbol, market=None, identifier=None, precision=None
+    ) -> Order:
+        """
+        Function to close a position. This function will close a position
+        by creating a market order to sell the position. If the precision
+        parameter is specified, the amount of the order will be rounded
+        down to the specified precision.
+
+        Args:
+            symbol: The symbol of the asset
+            market: The market of the asset
+            identifier: The identifier of the portfolio
+            precision: The precision of the amount
+
+        Returns:
+            None
+        """
+        return self.context.close_position(
+            symbol=symbol,
+            market=market,
+            identifier=identifier,
+            precision=precision
+        )
+
+    def get_positions(
+        self,
+        market=None,
+        identifier=None,
+        amount_gt=None,
+        amount_gte=None,
+        amount_lt=None,
+        amount_lte=None
+    ) -> List[Position]:
+        """
+        Function to get all positions. This function will return all
+        positions that match the specified query parameters. If the
+        market parameter is specified, the positions of the specified
+        market will be returned. If the identifier parameter is
+        specified, the positions of the specified portfolio will be
+        returned. If the amount_gt parameter is specified, the positions
+        with an amount greater than the specified amount will be returned.
+        If the amount_gte parameter is specified, the positions with an
+        amount greater than or equal to the specified amount will be
+        returned. If the amount_lt parameter is specified, the positions
+        with an amount less than the specified amount will be returned.
+        If the amount_lte parameter is specified, the positions with an
+        amount less than or equal to the specified amount will be returned.
+
+        Args:
+            market: The market of the portfolio where the positions are
+            identifier: The identifier of the portfolio
+            amount_gt: The amount of the asset must be greater than this
+            amount_gte: The amount of the asset must be greater than or
+                equal to this
+            amount_lt: The amount of the asset must be less than this
+            amount_lte: The amount of the asset must be less than or equal
+                to this
+
+        Returns:
+            List[Position]: A list of positions that match the query parameters
+        """
+        return self.context.get_positions(
+            market=market,
+            identifier=identifier,
+            amount_gt=amount_gt,
+            amount_gte=amount_gte,
+            amount_lt=amount_lt,
+            amount_lte=amount_lte
+        )
+
+    def get_trades(self, market=None) -> List[Trade]:
+        """
+        Function to get all trades. This function will return all trades
+        that match the specified query parameters. If the market parameter
+        is specified, the trades with the specified market will be returned.
+
+        Args:
+            market: The market of the asset
+
+        Returns:
+            List[Trade]: A list of trades that match the query parameters
+        """
+        return self.context.get_trades(market)
+
+    def get_closed_trades(self) -> List[Trade]:
+        """
+        Function to get all closed trades. This function will return all
+        closed trades of the context.
+
+        Returns:
+            List[Trade]: A list of closed trades
+        """
+        return self.context.get_closed_trades()
+
+    def get_open_trades(self, target_symbol=None, market=None) -> List[Trade]:
+        """
+        Function to get all open trades. This function will return all
+        open trades that match the specified query parameters. If the
+        target_symbol parameter is specified, the open trades with the
+        specified target symbol will be returned. If the market parameter
+        is specified, the open trades with the specified market will be
+        returned.
+
+        Args:
+            target_symbol: The symbol of the asset
+            market: The market of the asset
+
+        Returns:
+            List[Trade]: A list of open trades that match the query parameters
+        """
+        return self.context.get_open_trades(target_symbol, market)
+
+    def close_trade(self, trade, market=None, precision=None) -> None:
+        """
+        Function to close a trade. This function will close a trade by
+        creating a market order to sell the position. If the precision
+        parameter is specified, the amount of the order will be rounded
+        down to the specified precision.
+
+        Args:
+            trade: Trade - The trade to close
+            market: str - The market of the trade
+            precision: float - The precision of the amount
+
+        Returns:
+            None
+        """
+        self.context.close_trade(
+            trade=trade, market=market, precision=precision
+        )
+
+    def get_number_of_positions(self):
+        """
+        Returns the number of positions that have a positive amount.
+
+        Returns:
+            int: The number of positions
+        """
+        return self.context.get_number_of_positions()
+
+    def get_position(
+        self, symbol, market=None, identifier=None
+    ) -> Position:
+        """
+        Function to get a position. This function will return the
+        position that matches the specified query parameters. If the
+        market parameter is specified, the position of the specified
+        market will be returned. If the identifier parameter is
+        specified, the position of the specified portfolio will be
+        returned.
+
+        Args:
+            symbol: The symbol of the asset that represents the position
+            market: The market of the portfolio where the position is located
+            identifier: The identifier of the portfolio
+
+        Returns:
+            Position: The position that matches the query parameters
+        """
+        return self.context.get_position(
+            symbol=symbol,
+            market=market,
+            identifier=identifier
+        )
+
+    def has_position(
+        self,
+        symbol,
+        market=None,
+        identifier=None,
+        amount_gt=0,
+        amount_gte=None,
+        amount_lt=None,
+        amount_lte=None
+    ):
+        """
+        Function to check if a position exists. This function will return
+        True if a position exists, False otherwise. This function will check
+        if the amount > 0 condition by default.
+
+        Args:
+            param symbol: The symbol of the asset
+            param market: The market of the asset
+            param identifier: The identifier of the portfolio
+            param amount_gt: The amount of the asset must be greater than this
+            param amount_gte: The amount of the asset must be greater than
+            or equal to this
+            param amount_lt: The amount of the asset must be less than this
+            param amount_lte: The amount of the asset must be less than
+            or equal to this
+
+        Returns:
+            Boolean: True if a position exists, False otherwise
+        """
+        return self.context.has_position(
+            symbol=symbol,
+            market=market,
+            identifier=identifier,
+            amount_gt=amount_gt,
+            amount_gte=amount_gte,
+            amount_lt=amount_lt,
+            amount_lte=amount_lte
+        )
+
+    def has_balance(self, symbol, amount, market=None):
+        """
+        Function to check if the portfolio has enough balance to
+        create an order. This function will return True if the
+        portfolio has enough balance to create an order, False
+        otherwise.
+
+        Args:
+            symbol: The symbol of the asset
+            amount: The amount of the asset
+            market: The market of the asset
+
+        Returns:
+            Boolean: True if the portfolio has enough balance
+        """
+        return self.context.has_balance(symbol, amount, market)
+
+    def last_run(self) -> datetime:
+        """
+        Function to get the last run of the strategy
+
+        Returns:
+            DateTime: The last run of the strategy
+        """
+        return self.context.last_run()
+
+    def get_data_sources(self):
+        """
+        Function to get the data sources of the strategy
+
+        Returns:
+            List[DataSource]: The data sources of the strategy
+        """
+        return self.data_sources
+
+    def __repr__(self):
+        return f"<TradingStrategy(strategy_id={self.strategy_id})>"