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

investing_algorithm_framework/domain/models/order/order_fee.py

@@ -1,45 +0,0 @@
-from investing_algorithm_framework.domain.models.base_model import BaseModel
-
-
-class OrderFee(BaseModel):
-    def __init__(self, currency, cost, rate):
-        self.currency = currency
-        self.cost = cost
-        self.rate = rate
-
-    def get_currency(self):
-        return self.currency
-
-    def set_currency(self, currency):
-        self.currency = currency
-
-    def get_cost(self):
-        return self.cost
-
-    def set_cost(self, cost):
-        self.cost = cost
-
-    def get_rate(self):
-        return self.rate
-
-    @staticmethod
-    def from_ccxt_fee(ccxt_fee):
-        return OrderFee(
-            currency=ccxt_fee.get('currency'),
-            cost=ccxt_fee.get('cost'),
-            rate=ccxt_fee.get('rate'),
-        )
-
-    def to_dict(self):
-        return {
-            "currency": self.currency,
-            "cost": self.cost,
-            "rate": self.rate
-        }
-
-    def __repr__(self):
-        return self.repr(
-            currency=self.get_currency(),
-            cost=self.get_cost(),
-            rate=self.get_rate(),
-        )

investing_algorithm_framework/domain/models/trading_data_types.py

@@ -1,47 +0,0 @@
-from enum import Enum
-
-
-class TradingDataType(Enum):
-    TICKER = 'TICKER'
-    ORDER_BOOK = 'ORDER_BOOK'
-    OHLCV = "OHLCV"
-
-    @staticmethod
-    def from_value(value):
-
-        if isinstance(value, TradingDataType):
-            for trading_data_type in TradingDataType:
-
-                if value == trading_data_type:
-                    return trading_data_type
-
-        elif isinstance(value, str):
-            return TradingDataType.from_string(value)
-
-        raise ValueError(
-            "Could not convert value to trading data type"
-        )
-
-    @staticmethod
-    def from_string(value: str):
-
-        if isinstance(value, str):
-            for order_type in TradingDataType:
-
-                if value.upper() == order_type.value:
-                    return order_type
-
-        raise ValueError(
-            "Could not convert value to trading data type"
-        )
-
-    def equals(self, other):
-
-        if other is None:
-            return False
-
-        if isinstance(other, Enum):
-            return self.value == other.value
-
-        else:
-            return TradingDataType.from_string(other) == self

investing_algorithm_framework/domain/models/trading_time_frame.py

@@ -1,205 +0,0 @@
-from enum import Enum
-from datetime import timedelta, datetime
-
-from investing_algorithm_framework.domain.exceptions import \
-    OperationalException
-
-
-class TradingTimeFrame(Enum):
-    ONE_MINUTE = "ONE_MINUTE"
-    FIFTEEN_MINUTE = "FIFTEEN_MINUTE"
-    ONE_HOUR = "ONE_HOUR"
-    ONE_DAY = 'ONE_DAY'
-    ONE_MONTH = "ONE_MONTH"
-    ONE_YEAR = "ONE_YEAR"
-
-    def create_time_frame_from_limit(self, limit: int = 50):
-
-        if TradingTimeFrame.ONE_MINUTE.equals(self):
-            hold = 1
-            start_date = datetime.now() - timedelta(minutes=limit)
-        elif TradingTimeFrame.FIFTEEN_MINUTE.equals(self):
-            hold = 15
-            start_date = datetime.now() - timedelta(minutes=(limit * 15))
-        elif TradingTimeFrame.ONE_HOUR.equals(self):
-            hold = 60
-            start_date = datetime.now() - timedelta(hours=limit)
-        elif TradingTimeFrame.ONE_DAY.equals(self):
-            hold = 60 * 24
-            start_date = datetime.now() - timedelta(days=limit)
-        elif TradingTimeFrame.ONE_MONTH.equals(self):
-            hold = 60 * 24 * 30
-            start_date = datetime.now() - timedelta(weeks=(4 * limit))
-        else:
-            hold = 60 * 24 * 365
-            start_date = datetime.now() - timedelta(days=(limit * 365))
-
-        iteration = 1
-        dates = []
-        while iteration < limit or \
-                start_date + timedelta(minutes=hold) < datetime.now():
-            dates.append(start_date + timedelta(minutes=hold))
-            start_date += timedelta(minutes=hold)
-            iteration += 1
-
-        dates.append(datetime.now())
-        return dates
-
-    def create_time_frame_from_start_date(self, start_date: datetime):
-
-        if start_date > datetime.now():
-            raise OperationalException("Start date cannot be in the future")
-
-        if TradingTimeFrame.ONE_MINUTE.equals(self):
-            hold = 1
-        elif TradingTimeFrame.FIFTEEN_MINUTE.equals(self):
-            hold = 15
-        elif TradingTimeFrame.ONE_HOUR.equals(self):
-            hold = 60
-        elif TradingTimeFrame.ONE_DAY.equals(self):
-            hold = 60 * 24
-        elif TradingTimeFrame.ONE_MONTH.equals(self):
-            hold = 60 * 24 * 30
-        else:
-            hold = 60 * 24 * 365
-
-        iteration = 1
-        dates = []
-
-        while start_date < datetime.now():
-            dates.append(start_date + timedelta(minutes=hold))
-            start_date += timedelta(minutes=hold)
-            iteration += 1
-
-        dates.append(datetime.now())
-        return dates
-
-    def to_ccxt_string(self):
-
-        if TradingTimeFrame.ONE_MINUTE.equals(self):
-            return "1m"
-
-        if TradingTimeFrame.FIFTEEN_MINUTE.equals(self):
-            return "15m"
-
-        if TradingTimeFrame.ONE_HOUR.equals(self):
-            return "1h"
-
-        if TradingTimeFrame.ONE_DAY.equals(self):
-            return "1d"
-
-        if TradingTimeFrame.ONE_MONTH.equals(self):
-            return "1m"
-
-        if TradingTimeFrame.ONE_YEAR.equals(self):
-            return "1y"
-
-        raise OperationalException("Data time unit value is not supported")
-
-    @staticmethod
-    def from_value(value):
-
-        if isinstance(value, TradingTimeFrame):
-            for data_time_unit in TradingTimeFrame:
-
-                if value == data_time_unit:
-                    return data_time_unit
-
-        elif isinstance(value, str):
-            return TradingTimeFrame.from_string(value)
-
-        raise ValueError(
-            "Could not convert value to data time unit"
-        )
-
-    @staticmethod
-    def from_string(value: str):
-
-        if isinstance(value, str):
-            for data_time_unit in TradingTimeFrame:
-
-                if value.upper() == data_time_unit.value:
-                    return data_time_unit
-
-        raise ValueError(
-            "Could not convert value to data time unit"
-        )
-
-    def equals(self, other):
-
-        if other is None:
-            return False
-
-        if isinstance(other, Enum):
-            return self.value == other.value
-
-        else:
-            return TradingTimeFrame.from_string(other) == self
-
-    def create_start_date(self, limit=50):
-
-        if TradingTimeFrame.ONE_MINUTE.equals(self):
-            return datetime.now() - timedelta(minutes=limit)
-
-        if TradingTimeFrame.FIFTEEN_MINUTE.equals(self):
-            return datetime.now() - timedelta(minutes=(limit * 15))
-
-        if TradingTimeFrame.ONE_HOUR.equals(self):
-            return datetime.now() - timedelta(hours=limit)
-
-        if TradingTimeFrame.ONE_DAY.equals(self):
-            return datetime.now() - timedelta(days=limit)
-
-        if TradingTimeFrame.ONE_MONTH.equals(self):
-            return datetime.now() - timedelta(weeks=(4 * limit))
-
-        if TradingTimeFrame.ONE_YEAR.equals(self):
-            return datetime.now() - timedelta(days=(limit * 365))
-
-        raise OperationalException("Data time unit value is not supported")
-
-    @property
-    def minutes(self):
-
-        if TradingTimeFrame.ONE_MINUTE.equals(self):
-            return 1
-
-        if TradingTimeFrame.FIFTEEN_MINUTE.equals(self):
-            return 15
-
-        if TradingTimeFrame.ONE_HOUR.equals(self):
-            return 60
-
-        if TradingTimeFrame.ONE_DAY.equals(self):
-            return 60 * 24
-
-        if TradingTimeFrame.ONE_MONTH.equals(self):
-            return 60 * 24 * 30
-
-        if TradingTimeFrame.ONE_YEAR.equals(self):
-            return 60 * 24 * 365
-
-        raise OperationalException("Data time frame value is not supported")
-
-    @property
-    def milliseconds(self):
-
-        if TradingTimeFrame.ONE_MINUTE.equals(self):
-            return 60 * 1000
-
-        if TradingTimeFrame.FIFTEEN_MINUTE.equals(self):
-            return 15 * 60 * 1000
-
-        if TradingTimeFrame.ONE_HOUR.equals(self):
-            return 60 * 60 * 1000
-
-        if TradingTimeFrame.ONE_DAY.equals(self):
-            return 60 * 60 * 24 * 1000
-
-        if TradingTimeFrame.ONE_MONTH.equals(self):
-            return 60 * 60 * 24 * 30 * 1000
-
-        if TradingTimeFrame.ONE_YEAR.equals(self):
-            return 60 * 60 * 24 * 365 * 1000
-
-        raise OperationalException("Data time frame value is not supported")

investing_algorithm_framework/domain/singleton.py

@@ -1,9 +0,0 @@
-class Singleton(type):
-    _instances = {}
-
-    def __call__(cls, *args, **kwargs):
-        if cls not in cls._instances:
-            cls._instances[cls] = \
-                super(Singleton, cls).__call__(*args, **kwargs)
-
-        return cls._instances[cls]

investing_algorithm_framework/infrastructure/models/order/order_fee.py

@@ -1,21 +0,0 @@
-from sqlalchemy import Column, Integer, String, Float, ForeignKey
-from sqlalchemy.orm import relationship
-
-from investing_algorithm_framework.domain import OrderFee
-from investing_algorithm_framework.infrastructure.database import SQLBaseModel
-from investing_algorithm_framework.infrastructure.models.model_extension \
-    import SQLAlchemyModelExtension
-
-
-class SQLOrderFee(OrderFee, SQLBaseModel, SQLAlchemyModelExtension):
-    __tablename__ = "order_fees"
-    id = Column(Integer, primary_key=True, unique=True)
-    currency = Column(String)
-    cost = Column(Float)
-    rate = Column(Float)
-    order_id = Column(Integer, ForeignKey('orders.id'))
-    order = relationship("SQLOrder", back_populates="fee")
-
-    def __init__(self, currency, cost, rate, order_id):
-        super().__init__(currency, cost, rate)
-        self.order_id = order_id

investing_algorithm_framework/infrastructure/models/position/position_cost.py

@@ -1,32 +0,0 @@
-from datetime import datetime
-
-from sqlalchemy import Column, Integer, Float, ForeignKey, DateTime
-from sqlalchemy.orm import relationship
-
-from investing_algorithm_framework.domain import PositionCost
-from investing_algorithm_framework.infrastructure.database import SQLBaseModel
-from investing_algorithm_framework.infrastructure.models.model_extension \
-    import SQLAlchemyModelExtension
-
-
-class SQLPositionCost(SQLBaseModel, PositionCost, SQLAlchemyModelExtension):
-    __tablename__ = "position_costs"
-    id = Column(Integer, primary_key=True, unique=True)
-    price = Column(Float)
-    amount = Column(Float)
-    created_at = Column(DateTime)
-    position_id = Column(Integer, ForeignKey('positions.id'))
-    position = relationship("SQLPosition", back_populates="position_costs")
-
-    def __init__(
-        self,
-        price=0,
-        amount=0,
-        position_id=None,
-        created_at=None,
-    ):
-        super(SQLPositionCost, self).__init__()
-        self.amount = amount
-        self.price = price
-        self.position_id = position_id
-        self.created_at = created_at

investing_algorithm_framework/infrastructure/repositories/order_fee_repository.py

@@ -1,15 +0,0 @@
-from investing_algorithm_framework.infrastructure.models import SQLOrderFee
-from .repository import Repository
-
-
-class SQLOrderFeeRepository(Repository):
-    base_class = SQLOrderFee
-    DEFAULT_NOT_FOUND_MESSAGE = "Order fee not found"
-
-    def _apply_query_params(self, db, query, query_params):
-        order_query_param = self.get_query_param("order", query_params)
-
-        if order_query_param:
-            query = query.filter_by(order_id=order_query_param)
-
-        return query

investing_algorithm_framework/infrastructure/repositories/position_cost_repository.py

@@ -1,16 +0,0 @@
-from investing_algorithm_framework.infrastructure.models import SQLPositionCost
-from .repository import Repository
-
-
-class SQLPositionCostRepository(Repository):
-    base_class = SQLPositionCost
-    DEFAULT_NOT_FOUND_MESSAGE = "Position cost not found"
-
-    def _apply_query_params(self, db, query, query_params):
-        position_query_param = self.get_query_param("position", query_params)
-
-        if position_query_param:
-            query = query.filter_by(position_id=position_query_param)
-
-        query = query.order_by(SQLPositionCost.created_at.desc())
-        return query