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

investing_algorithm_framework/cli/templates/.gitignore.template

@@ -0,0 +1,178 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# UV
+#   Similar to Pipfile.lock, it is generally recommended to include uv.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#uv.lock
+
+# poetry
+#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
+#poetry.lock
+
+# pdm
+#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
+#pdm.lock
+#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
+#   in version control.
+#   https://pdm.fming.dev/latest/usage/project/#working-with-version-control
+.pdm.toml
+.pdm-python
+.pdm-build/
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# PyCharm
+#  JetBrains specific template is maintained in a separate JetBrains.gitignore that can
+#  be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
+#  and can be added to the global gitignore or merged into this file.  For a more nuclear
+#  option (not recommended) you can uncomment the following to ignore the entire idea folder.
+#.idea/
+
+# Ruff stuff:
+.ruff_cache/
+
+# PyPI configuration file
+.pypirc
+
+
+# Framework related files
+# The following files are related to the investing_algorithm_framework framework.

investing_algorithm_framework/cli/templates/app.py.template

@@ -0,0 +1,18 @@
+import logging.config
+from dotenv import load_dotenv
+
+from investing_algorithm_framework import create_app, \
+    DEFAULT_LOGGING_CONFIG, Algorithm, PortfolioConfiguration
+from strategies.strategy import MyTradingStrategy
+
+load_dotenv()
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+
+app = create_app()
+app.add_market(market="binance", initial_balance=1000, trading_symbol="EUR")
+algorithm = Algorithm(name="MyTradingBot")
+algorithm.add_strategy(MyTradingStrategy)
+app.add_algorithm(algorithm)
+
+if __name__ == "__main__":
+    app.run()

investing_algorithm_framework/cli/templates/app_aws_lambda_function.py.template

@@ -0,0 +1,48 @@
+import logging.config
+import os
+from logging import getLogger
+
+from dotenv import load_dotenv
+from finterion_investing_algorithm_framework import FinterionOrderExecutor, \
+    FinterionPingAction, FinterionPortfolioProvider
+from investing_algorithm_framework import create_app, RESOURCE_DIRECTORY, \
+    AWSS3StorageStateHandler, AWS_S3_STATE_BUCKET_NAME, AWS_LAMBDA_LOGGING_CONFIG
+
+from strategies.strategy import MyTradingStrategy
+
+
+# Make sure to set the resource directory to /tmp because this dir is writable
+app = create_app(config={RESOURCE_DIRECTORY: os.path.join("/tmp", "resources")})
+logging.config.dictConfig(AWS_LAMBDA_LOGGING_CONFIG)
+logger = logging.getLogger(__name__)
+
+# Get the s3 state bucket name from environment variables for database
+# state storage, this is set during the deployment
+# to AWS Lambda with the `deploy_aws_lambda` cli command.
+app.add_state_handler(
+    AWSS3StorageStateHandler(bucket_name=os.getenv(AWS_S3_STATE_BUCKET_NAME))
+)
+app.add_strategy(MyTradingStrategy)
+app.add_market(market="BITVAVO", trading_symbol="EUR")
+
+
+def lambda_handler(event, context):
+    """
+    AWS Lambda handler function for executing a trading strategy.
+
+    Args:
+        event: dict, the event data passed to the Lambda function.
+        context: object, the context object provided by AWS Lambda.
+
+    Returns:
+        dict: The result of the trading strategy execution.
+    """
+    try:
+        app.run(payload={"ACTION": "RUN_STRATEGY"})
+        return {
+            "statusCode": 200,
+            "body": "Trading strategy executed successfully."
+        }
+    except Exception as e:
+        logger.exception(e)
+        return {"statusCode": 500, "body": str(e)}

investing_algorithm_framework/cli/templates/app_azure_function.py.template

@@ -0,0 +1,14 @@
+from dotenv import load_dotenv
+
+from investing_algorithm_framework import create_app, PortfolioConfiguration, \
+    TimeUnit, CCXTOHLCVMarketDataSource, Algorithm, \
+    CCXTTickerMarketDataSource, MarketCredential, AzureBlobStorageStateHandler
+from strategies.strategy import MyTradingStrategy
+
+load_dotenv()
+
+app = create_app()
+app.add_market(market="binance", initial_balance=1000, trading_symbol="EUR")
+algorithm = Algorithm(name="MyTradingBot")
+algorithm.add_strategy(MyTradingStrategy)
+app.add_algorithm(algorithm)

investing_algorithm_framework/cli/templates/app_web.py.template

@@ -0,0 +1,18 @@
+import logging.config
+from dotenv import load_dotenv
+
+from investing_algorithm_framework import create_app, \
+    DEFAULT_LOGGING_CONFIG, Algorithm
+from strategies.strategy import MyTradingStrategy
+
+load_dotenv()
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+
+app = create_app(web=True)
+app.add_market(market="binance", initial_balance=1000, trading_symbol="EUR")
+algorithm = Algorithm(name="MyTradingBot")
+algorithm.add_strategy(MyTradingStrategy)
+app.add_algorithm(algorithm)
+
+if __name__ == "__main__":
+    app.run()

investing_algorithm_framework/cli/templates/aws_lambda_dockerfile.template

@@ -0,0 +1,22 @@
+FROM public.ecr.aws/lambda/python:3.10
+
+# Install build tools (add this block)
+RUN yum install -y \
+    gcc \
+    gcc-c++ \
+    make \
+    cmake \
+    && yum clean all
+
+# Set the working directory
+WORKDIR /var/task
+
+# Install Python dependencies
+COPY requirements.txt .
+RUN pip install --upgrade pip
+RUN pip install --no-cache-dir -r requirements.txt
+
+# Copy the function code
+COPY . .
+
+CMD ["aws_function.lambda_handler"]

investing_algorithm_framework/cli/templates/aws_lambda_dockerignore.template

@@ -0,0 +1,92 @@
+# Git
+.git
+.gitignore
+.gitattributes
+
+
+# CI
+.codeclimate.yml
+.travis.yml
+.taskcluster.yml
+
+# Docker
+docker-compose.yml
+Dockerfile
+.docker
+.dockerignore
+
+# Byte-compiled / optimized / DLL files
+**/__pycache__/
+**/*.py[cod]
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+env/
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.coverage
+.cache
+nosetests.xml
+coverage.xml
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+target/
+
+# Virtual environment
+.env
+.venv/
+venv/
+
+# PyCharm
+.idea
+
+# Python mode for VIM
+.ropeproject
+**/.ropeproject
+
+# Vim swap files
+**/*.swp
+
+# VS Code
+.vscode/
+
+# Investing algorithm specific files
+/resources

investing_algorithm_framework/cli/templates/aws_lambda_readme.md.template

@@ -0,0 +1,110 @@
+# README created by investing_algorithm_framework
+
+You can find the documentation for the investing_algorithm_framework
+[here](https://coding-kitties.github.io/investing-algorithm-framework).
+
+
+## Getting Started
+
+This project was created using the investing_algorithm_framework CLI. It provides a template for building a trading algorithm using the investing_algorithm_framework.
+
+This repository contains a simple trading algorithm that uses the
+`investing_algorithm_framework` to fetch data from [bitvavo](https://www.bitvavo.com/en/) and execute trades on the [bitvavo exchange](https://www.bitvavo.com/en/).
+
+The trading strategy is a simple moving average crossover strategy that uses the 50 and 100 day moving averages and the 200 day moving average as a trend filter. The strategy is implemented in the `strategy.py` file. The data provider is implemented in the `data_providers.py` file.
+
+All indicators are implemented with the [pyindicators](https://github.com/coding-kitties/PyIndicators) library.
+
+
+#### 1. Install the requirements
+
+You can install the requirements using the following command:
+```bash
+pip install -r requirements.txt
+```
+
+This will install the `investing_algorithm_framework`, `pyindicators`, and
+`python-dotenv` libraries. If you use the azure functions type option, it will also install the `azure-functions` library.
+
+
+#### 2. Create a `.env` file
+You need to create a `.env` file in the root of the project.
+You can use the `.env.example` file as a template. The `.env` file should
+contain the following environment variables:
+
+```bash
+<MARKET>_API_KEY=your_api_key
+<MARKET>_API_SECRET=your_api_secret
+```
+
+##### 2.1 Changing the exchange
+You can change the exchange in the `aws_function.py` file. The default is set to `bitvavo`,
+but you can change it to any exchange you want. You can find the list of supported exchanges [here](https://investing-algorithm-framework.com/Getting%20Started/markets).
+
+##### 2.2 AWS Lambda state handler
+Given that this project is created with the `aws_lambda` type option,
+it will use the AWS S3 state handler by default. This state handler
+will store the state of the trading bot in an AWS S3 bucket. When deploying
+the trading bot this bucket will be created automatically and configured
+with your Lambda function.
+
+#### 3. Deployment
+You can deploy your trading bot to aws lambda using the following command:
+
+This will deploy your trading bot to aws. You can find the
+deployment instructions [here](https://investing-algorithm-framework.com/Getting%20Started/deployment).
+
+> !Important: Make sure you have installed all your dependencies
+> from the `requirements.txt` file in a local virtual environment
+> before deploying. This is required for AWS Lambda to work correctly. The best
+> way to do this is to create a virtual environment name .venv in the
+> root of the project and install the requirements.txt file.
+
+```bash
+investing-algorithm-framework deploy_aws_lambda
+```
+
+#### 4. Backtesting
+You can run the backtest using the following command:
+
+```bash
+python run_backtest.py
+```
+
+## Project Structure
+
+> We highly recommend to keep the file structure as is, as it is
+> designed to work with the investing_algorithm_framework CLI.
+> You can add your own files and folders as needed, however, we
+> recommend to keep the `strategies` folder for your strategies
+> and the `app.py` file for your app entry point.
+
+```yaml
+.
+├── .venv
+├── aws_function.py
+├── run_backtest.py
+├── requirements.txt
+├── strategies
+│   ├── data_providers.py
+│   └── strategy.py
+├── .gitignore
+├── .env
+└── README.md
+```
+
+## Requirements
+
+The project requires Python 3.10 or higher. You can create a virtual
+environment and install the requirements using the following commands:
+
+```bash
+virtualenv venv
+source venv/bin/activate  # On Windows use `venv\Scripts\activate`
+pip install -r requirements.txt
+```
+
+By default pyindicators is installed as its
+specified in the requirements.txt file. This is a requirement for the
+example strategy in the `strategy.py` file. You can always remove it from
+the requirements.txt file if you don't need it.

investing_algorithm_framework/cli/templates/aws_lambda_requirements.txt.template

@@ -0,0 +1,2 @@
+investing_algorithm_framework>=6.9.4
+pyindicators>=0.5.4

investing_algorithm_framework/cli/templates/azure_function_function_app.py.template

@@ -0,0 +1,65 @@
+import azure.functions as func
+import logging
+import logging.config
+from investing_algorithm_framework import DEFAULT_LOGGING_CONFIG,\
+    StatelessAction, AzureBlobStorageStateHandler
+from app import app as trading_bot_app
+
+trading_bot_app.add_state_handler(
+    state_handler=AzureBlobStorageStateHandler
+)
+
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+app = func.FunctionApp()
+
+@app.route(route="ping", auth_level=func.AuthLevel.ANONYMOUS)
+def trading_bot(req: func.HttpRequest) -> func.HttpResponse:
+    logging.info("Ping request received.")
+
+    try:
+        response = trading_bot_app.run(
+            payload={"action": StatelessAction.RUN_STRATEGY.value}
+        )
+        return func.HttpResponse(response, status_code=200)
+    except Exception as e:
+        return func.HttpResponse(
+            f"Error running ping action: {e}",
+            status_code=500
+        )
+
+
+@app.route(route="run", auth_level=func.AuthLevel.ANONYMOUS)
+def run_trading_bot(req: func.HttpRequest) -> func.HttpResponse:
+    logging.info("Run request received.")
+    try:
+        trading_bot_app.run(
+            payload={"action": StatelessAction.RUN_STRATEGY.value}
+        )
+    except Exception as e:
+        return func.HttpResponse(
+            f"Error running trading bot: {e}",
+            status_code=500
+        )
+
+    return func.HttpResponse(
+        "Trading bot executed successfully.",
+        status_code=200
+    )
+
+@app.function_name(name="scheduled_trading_bot_run")
+@app.schedule(
+    schedule="*/30 * * * * *",  # Every 30 seconds Change as needed
+    arg_name="timer",
+    auth_level=func.AuthLevel.ANONYMOUS,
+    run_on_startup=True
+)
+def scheduled_trading_bot(timer: func.TimerRequest) -> None:
+    logging.info("Scheduled trading bot triggered.")
+    try:
+        trading_bot_app.run(
+            payload={"action": StatelessAction.RUN_STRATEGY.value}
+        )
+    except Exception as e:
+        logging.error(f"Error running scheduled trading bot: {e}")
+        raise e
+    logging.info("Scheduled trading bot executed successfully.")

investing_algorithm_framework/cli/templates/azure_function_host.json.template

@@ -0,0 +1,15 @@
+{
+  "version": "2.0",
+  "logging": {
+    "applicationInsights": {
+      "samplingSettings": {
+        "isEnabled": true,
+        "excludedTypes": "Request"
+      }
+    }
+  },
+  "extensionBundle": {
+    "id": "Microsoft.Azure.Functions.ExtensionBundle",
+    "version": "[4.*, 5.0.0)"
+  }
+}

investing_algorithm_framework/cli/templates/azure_function_local.settings.json.template

@@ -0,0 +1,8 @@
+{
+  "IsEncrypted": false,
+  "Values": {
+    "FUNCTIONS_WORKER_RUNTIME": "python",
+    "AzureWebJobsFeatureFlags": "EnableWorkerIndexing",
+    "AzureWebJobsStorage": ""
+  }
+}

investing_algorithm_framework/cli/templates/azure_function_requirements.txt.template

@@ -0,0 +1,3 @@
+azure-functions==1.17.0
+investing_algorithm_framework>=6.9.4
+pyindicators>=0.5.4

investing_algorithm_framework/cli/templates/data_providers.py.template

@@ -0,0 +1,17 @@
+from investing_algorithm_framework import CCXTOHLCVMarketDataSource, \
+    CCXTTickerMarketDataSource
+
+btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
+    identifier="BTC/EUR-ohlcv-2h",
+    market="BITVAVO",
+    symbol="BTC/EUR",
+    time_frame="2h",
+    window_size=200
+)
+
+btc_eur_ticker = CCXTTickerMarketDataSource(
+    identifier="BTC/EUR-ticker",
+    market="BITVAVO",
+    symbol="BTC/EUR",
+    backtest_time_frame="2h",
+)

investing_algorithm_framework/cli/templates/env.example.template

@@ -0,0 +1,2 @@
+<MARKET>_API_KEY=your_api_key
+<MARKET>_API_SECRET=your_api_secret

investing_algorithm_framework/cli/templates/env_azure_function.example.template

@@ -0,0 +1,4 @@
+BITVAVO_API_KEY=<YOUR_BITVAVO_API_KEY>
+BITVAVO_SECRET_KEY=<YOUR_BITVAVO_API_SECRET>
+AZURE_STORAGE_CONNECTION_STRING=<YOUR_AZURE_STORAGE_CONNECTION_STRING>
+AZURE_STORAGE_CONTAINER_NAME=<YOUR_AZURE_STORAGE_CONTAINER_NAME>

investing_algorithm_framework/cli/templates/market_data_providers.py.template

@@ -0,0 +1,9 @@
+from investing_algorithm_framework import CCXTOHLCVMarketDataSource
+
+btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
+    identifier="BTC/EUR-ohlcv",
+    market="BINANCE",
+    symbol="BTC/EUR",
+    time_frame="2h",
+    window_size=200
+)