investing-algorithm-framework 1.5__py3-none-any.whl → 7.25.6__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- investing_algorithm_framework/__init__.py +192 -16
- investing_algorithm_framework/analysis/__init__.py +16 -0
- investing_algorithm_framework/analysis/backtest_data_ranges.py +202 -0
- investing_algorithm_framework/analysis/data.py +170 -0
- investing_algorithm_framework/analysis/markdown.py +91 -0
- investing_algorithm_framework/analysis/ranking.py +298 -0
- investing_algorithm_framework/app/__init__.py +29 -4
- investing_algorithm_framework/app/algorithm/__init__.py +7 -0
- investing_algorithm_framework/app/algorithm/algorithm.py +193 -0
- investing_algorithm_framework/app/algorithm/algorithm_factory.py +118 -0
- investing_algorithm_framework/app/app.py +2220 -379
- investing_algorithm_framework/app/app_hook.py +28 -0
- investing_algorithm_framework/app/context.py +1724 -0
- investing_algorithm_framework/app/eventloop.py +620 -0
- investing_algorithm_framework/app/reporting/__init__.py +27 -0
- investing_algorithm_framework/app/reporting/ascii.py +921 -0
- investing_algorithm_framework/app/reporting/backtest_report.py +349 -0
- investing_algorithm_framework/app/reporting/charts/__init__.py +19 -0
- investing_algorithm_framework/app/reporting/charts/entry_exist_signals.py +66 -0
- investing_algorithm_framework/app/reporting/charts/equity_curve.py +37 -0
- investing_algorithm_framework/app/reporting/charts/equity_curve_drawdown.py +74 -0
- investing_algorithm_framework/app/reporting/charts/line_chart.py +11 -0
- investing_algorithm_framework/app/reporting/charts/monthly_returns_heatmap.py +70 -0
- investing_algorithm_framework/app/reporting/charts/ohlcv_data_completeness.py +51 -0
- investing_algorithm_framework/app/reporting/charts/rolling_sharp_ratio.py +79 -0
- investing_algorithm_framework/app/reporting/charts/yearly_returns_barchart.py +55 -0
- investing_algorithm_framework/app/reporting/generate.py +185 -0
- investing_algorithm_framework/app/reporting/tables/__init__.py +11 -0
- investing_algorithm_framework/app/reporting/tables/key_metrics_table.py +217 -0
- investing_algorithm_framework/app/reporting/tables/time_metrics_table.py +80 -0
- investing_algorithm_framework/app/reporting/tables/trade_metrics_table.py +147 -0
- investing_algorithm_framework/app/reporting/tables/trades_table.py +75 -0
- investing_algorithm_framework/app/reporting/tables/utils.py +29 -0
- investing_algorithm_framework/app/reporting/templates/report_template.html.j2 +154 -0
- investing_algorithm_framework/app/stateless/action_handlers/__init__.py +6 -3
- investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py +1 -1
- investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py +2 -1
- investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py +14 -7
- investing_algorithm_framework/app/strategy.py +867 -60
- investing_algorithm_framework/app/task.py +5 -3
- investing_algorithm_framework/app/web/__init__.py +2 -1
- investing_algorithm_framework/app/web/controllers/__init__.py +2 -2
- investing_algorithm_framework/app/web/controllers/orders.py +3 -2
- investing_algorithm_framework/app/web/controllers/positions.py +2 -2
- investing_algorithm_framework/app/web/create_app.py +4 -2
- investing_algorithm_framework/app/web/schemas/position.py +1 -0
- investing_algorithm_framework/cli/__init__.py +0 -0
- investing_algorithm_framework/cli/cli.py +231 -0
- investing_algorithm_framework/cli/deploy_to_aws_lambda.py +501 -0
- investing_algorithm_framework/cli/deploy_to_azure_function.py +718 -0
- investing_algorithm_framework/cli/initialize_app.py +603 -0
- investing_algorithm_framework/cli/templates/.gitignore.template +178 -0
- investing_algorithm_framework/cli/templates/app.py.template +18 -0
- investing_algorithm_framework/cli/templates/app_aws_lambda_function.py.template +48 -0
- investing_algorithm_framework/cli/templates/app_azure_function.py.template +14 -0
- investing_algorithm_framework/cli/templates/app_web.py.template +18 -0
- investing_algorithm_framework/cli/templates/aws_lambda_dockerfile.template +22 -0
- investing_algorithm_framework/cli/templates/aws_lambda_dockerignore.template +92 -0
- investing_algorithm_framework/cli/templates/aws_lambda_readme.md.template +110 -0
- investing_algorithm_framework/cli/templates/aws_lambda_requirements.txt.template +2 -0
- investing_algorithm_framework/cli/templates/azure_function_function_app.py.template +65 -0
- investing_algorithm_framework/cli/templates/azure_function_host.json.template +15 -0
- investing_algorithm_framework/cli/templates/azure_function_local.settings.json.template +8 -0
- investing_algorithm_framework/cli/templates/azure_function_requirements.txt.template +3 -0
- investing_algorithm_framework/cli/templates/data_providers.py.template +17 -0
- investing_algorithm_framework/cli/templates/env.example.template +2 -0
- investing_algorithm_framework/cli/templates/env_azure_function.example.template +4 -0
- investing_algorithm_framework/cli/templates/market_data_providers.py.template +9 -0
- investing_algorithm_framework/cli/templates/readme.md.template +135 -0
- investing_algorithm_framework/cli/templates/requirements.txt.template +2 -0
- investing_algorithm_framework/cli/templates/run_backtest.py.template +20 -0
- investing_algorithm_framework/cli/templates/strategy.py.template +124 -0
- investing_algorithm_framework/cli/validate_backtest_checkpoints.py +197 -0
- investing_algorithm_framework/create_app.py +40 -7
- investing_algorithm_framework/dependency_container.py +100 -47
- investing_algorithm_framework/domain/__init__.py +97 -30
- investing_algorithm_framework/domain/algorithm_id.py +69 -0
- investing_algorithm_framework/domain/backtesting/__init__.py +25 -0
- investing_algorithm_framework/domain/backtesting/backtest.py +548 -0
- investing_algorithm_framework/domain/backtesting/backtest_date_range.py +113 -0
- investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py +241 -0
- investing_algorithm_framework/domain/backtesting/backtest_metrics.py +470 -0
- investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py +275 -0
- investing_algorithm_framework/domain/backtesting/backtest_run.py +663 -0
- investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py +162 -0
- investing_algorithm_framework/domain/backtesting/backtest_utils.py +198 -0
- investing_algorithm_framework/domain/backtesting/combine_backtests.py +392 -0
- investing_algorithm_framework/domain/config.py +59 -136
- investing_algorithm_framework/domain/constants.py +18 -37
- investing_algorithm_framework/domain/data_provider.py +334 -0
- investing_algorithm_framework/domain/data_structures.py +42 -0
- investing_algorithm_framework/domain/exceptions.py +51 -1
- investing_algorithm_framework/domain/models/__init__.py +26 -19
- investing_algorithm_framework/domain/models/app_mode.py +34 -0
- investing_algorithm_framework/domain/models/data/__init__.py +7 -0
- investing_algorithm_framework/domain/models/data/data_source.py +222 -0
- investing_algorithm_framework/domain/models/data/data_type.py +46 -0
- investing_algorithm_framework/domain/models/event.py +35 -0
- investing_algorithm_framework/domain/models/market/__init__.py +5 -0
- investing_algorithm_framework/domain/models/market/market_credential.py +88 -0
- investing_algorithm_framework/domain/models/order/__init__.py +3 -4
- investing_algorithm_framework/domain/models/order/order.py +198 -65
- investing_algorithm_framework/domain/models/order/order_status.py +2 -2
- investing_algorithm_framework/domain/models/order/order_type.py +1 -3
- investing_algorithm_framework/domain/models/portfolio/__init__.py +6 -2
- investing_algorithm_framework/domain/models/portfolio/portfolio.py +98 -3
- investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py +37 -43
- investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py +108 -11
- investing_algorithm_framework/domain/models/position/__init__.py +2 -1
- investing_algorithm_framework/domain/models/position/position.py +20 -0
- investing_algorithm_framework/domain/models/position/position_size.py +41 -0
- investing_algorithm_framework/domain/models/position/position_snapshot.py +0 -2
- investing_algorithm_framework/domain/models/risk_rules/__init__.py +7 -0
- investing_algorithm_framework/domain/models/risk_rules/stop_loss_rule.py +51 -0
- investing_algorithm_framework/domain/models/risk_rules/take_profit_rule.py +55 -0
- investing_algorithm_framework/domain/models/snapshot_interval.py +45 -0
- investing_algorithm_framework/domain/models/strategy_profile.py +19 -141
- investing_algorithm_framework/domain/models/time_frame.py +94 -98
- investing_algorithm_framework/domain/models/time_interval.py +33 -0
- investing_algorithm_framework/domain/models/time_unit.py +66 -2
- investing_algorithm_framework/domain/models/tracing/__init__.py +0 -0
- investing_algorithm_framework/domain/models/tracing/trace.py +23 -0
- investing_algorithm_framework/domain/models/trade/__init__.py +11 -0
- investing_algorithm_framework/domain/models/trade/trade.py +389 -0
- investing_algorithm_framework/domain/models/trade/trade_status.py +40 -0
- investing_algorithm_framework/domain/models/trade/trade_stop_loss.py +332 -0
- investing_algorithm_framework/domain/models/trade/trade_take_profit.py +365 -0
- investing_algorithm_framework/domain/order_executor.py +112 -0
- investing_algorithm_framework/domain/portfolio_provider.py +118 -0
- investing_algorithm_framework/domain/services/__init__.py +11 -0
- investing_algorithm_framework/domain/services/market_credential_service.py +37 -0
- investing_algorithm_framework/domain/services/portfolios/__init__.py +5 -0
- investing_algorithm_framework/domain/services/portfolios/portfolio_sync_service.py +9 -0
- investing_algorithm_framework/domain/services/rounding_service.py +27 -0
- investing_algorithm_framework/domain/services/state_handler.py +38 -0
- investing_algorithm_framework/domain/strategy.py +1 -29
- investing_algorithm_framework/domain/utils/__init__.py +15 -5
- investing_algorithm_framework/domain/utils/csv.py +22 -0
- investing_algorithm_framework/domain/utils/custom_tqdm.py +22 -0
- investing_algorithm_framework/domain/utils/dates.py +57 -0
- investing_algorithm_framework/domain/utils/jupyter_notebook_detection.py +19 -0
- investing_algorithm_framework/domain/utils/polars.py +53 -0
- investing_algorithm_framework/domain/utils/random.py +29 -0
- investing_algorithm_framework/download_data.py +244 -0
- investing_algorithm_framework/infrastructure/__init__.py +37 -11
- investing_algorithm_framework/infrastructure/data_providers/__init__.py +36 -0
- investing_algorithm_framework/infrastructure/data_providers/ccxt.py +1152 -0
- investing_algorithm_framework/infrastructure/data_providers/csv.py +568 -0
- investing_algorithm_framework/infrastructure/data_providers/pandas.py +599 -0
- investing_algorithm_framework/infrastructure/database/__init__.py +6 -2
- investing_algorithm_framework/infrastructure/database/sql_alchemy.py +86 -12
- investing_algorithm_framework/infrastructure/models/__init__.py +7 -3
- investing_algorithm_framework/infrastructure/models/order/__init__.py +2 -2
- investing_algorithm_framework/infrastructure/models/order/order.py +53 -53
- investing_algorithm_framework/infrastructure/models/order/order_metadata.py +44 -0
- investing_algorithm_framework/infrastructure/models/order_trade_association.py +10 -0
- investing_algorithm_framework/infrastructure/models/portfolio/__init__.py +1 -1
- investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py +8 -2
- investing_algorithm_framework/infrastructure/models/portfolio/{portfolio.py → sql_portfolio.py} +17 -6
- investing_algorithm_framework/infrastructure/models/position/position_snapshot.py +3 -1
- investing_algorithm_framework/infrastructure/models/trades/__init__.py +9 -0
- investing_algorithm_framework/infrastructure/models/trades/trade.py +130 -0
- investing_algorithm_framework/infrastructure/models/trades/trade_stop_loss.py +59 -0
- investing_algorithm_framework/infrastructure/models/trades/trade_take_profit.py +55 -0
- investing_algorithm_framework/infrastructure/order_executors/__init__.py +21 -0
- investing_algorithm_framework/infrastructure/order_executors/backtest_oder_executor.py +28 -0
- investing_algorithm_framework/infrastructure/order_executors/ccxt_order_executor.py +200 -0
- investing_algorithm_framework/infrastructure/portfolio_providers/__init__.py +19 -0
- investing_algorithm_framework/infrastructure/portfolio_providers/ccxt_portfolio_provider.py +199 -0
- investing_algorithm_framework/infrastructure/repositories/__init__.py +10 -4
- investing_algorithm_framework/infrastructure/repositories/order_metadata_repository.py +17 -0
- investing_algorithm_framework/infrastructure/repositories/order_repository.py +16 -5
- investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py +2 -2
- investing_algorithm_framework/infrastructure/repositories/position_repository.py +11 -0
- investing_algorithm_framework/infrastructure/repositories/repository.py +84 -30
- investing_algorithm_framework/infrastructure/repositories/trade_repository.py +71 -0
- investing_algorithm_framework/infrastructure/repositories/trade_stop_loss_repository.py +29 -0
- investing_algorithm_framework/infrastructure/repositories/trade_take_profit_repository.py +29 -0
- investing_algorithm_framework/infrastructure/services/__init__.py +9 -4
- investing_algorithm_framework/infrastructure/services/aws/__init__.py +6 -0
- investing_algorithm_framework/infrastructure/services/aws/state_handler.py +193 -0
- investing_algorithm_framework/infrastructure/services/azure/__init__.py +5 -0
- investing_algorithm_framework/infrastructure/services/azure/state_handler.py +158 -0
- investing_algorithm_framework/infrastructure/services/backtesting/__init__.py +9 -0
- investing_algorithm_framework/infrastructure/services/backtesting/backtest_service.py +2596 -0
- investing_algorithm_framework/infrastructure/services/backtesting/event_backtest_service.py +285 -0
- investing_algorithm_framework/infrastructure/services/backtesting/vector_backtest_service.py +468 -0
- investing_algorithm_framework/services/__init__.py +123 -15
- investing_algorithm_framework/services/configuration_service.py +77 -11
- investing_algorithm_framework/services/data_providers/__init__.py +5 -0
- investing_algorithm_framework/services/data_providers/data_provider_service.py +1058 -0
- investing_algorithm_framework/services/market_credential_service.py +40 -0
- investing_algorithm_framework/services/metrics/__init__.py +119 -0
- investing_algorithm_framework/services/metrics/alpha.py +0 -0
- investing_algorithm_framework/services/metrics/beta.py +0 -0
- investing_algorithm_framework/services/metrics/cagr.py +60 -0
- investing_algorithm_framework/services/metrics/calmar_ratio.py +40 -0
- investing_algorithm_framework/services/metrics/drawdown.py +218 -0
- investing_algorithm_framework/services/metrics/equity_curve.py +24 -0
- investing_algorithm_framework/services/metrics/exposure.py +210 -0
- investing_algorithm_framework/services/metrics/generate.py +358 -0
- investing_algorithm_framework/services/metrics/mean_daily_return.py +84 -0
- investing_algorithm_framework/services/metrics/price_efficiency.py +57 -0
- investing_algorithm_framework/services/metrics/profit_factor.py +165 -0
- investing_algorithm_framework/services/metrics/recovery.py +113 -0
- investing_algorithm_framework/services/metrics/returns.py +452 -0
- investing_algorithm_framework/services/metrics/risk_free_rate.py +28 -0
- investing_algorithm_framework/services/metrics/sharpe_ratio.py +137 -0
- investing_algorithm_framework/services/metrics/sortino_ratio.py +74 -0
- investing_algorithm_framework/services/metrics/standard_deviation.py +156 -0
- investing_algorithm_framework/services/metrics/trades.py +473 -0
- investing_algorithm_framework/services/metrics/treynor_ratio.py +0 -0
- investing_algorithm_framework/services/metrics/ulcer.py +0 -0
- investing_algorithm_framework/services/metrics/value_at_risk.py +0 -0
- investing_algorithm_framework/services/metrics/volatility.py +118 -0
- investing_algorithm_framework/services/metrics/win_rate.py +177 -0
- investing_algorithm_framework/services/order_service/__init__.py +9 -0
- investing_algorithm_framework/services/order_service/order_backtest_service.py +178 -0
- investing_algorithm_framework/services/order_service/order_executor_lookup.py +110 -0
- investing_algorithm_framework/services/order_service/order_service.py +826 -0
- investing_algorithm_framework/services/portfolios/__init__.py +16 -0
- investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py +54 -0
- investing_algorithm_framework/services/{portfolio_configuration_service.py → portfolios/portfolio_configuration_service.py} +27 -12
- investing_algorithm_framework/services/portfolios/portfolio_provider_lookup.py +106 -0
- investing_algorithm_framework/services/portfolios/portfolio_service.py +188 -0
- investing_algorithm_framework/services/portfolios/portfolio_snapshot_service.py +136 -0
- investing_algorithm_framework/services/portfolios/portfolio_sync_service.py +182 -0
- investing_algorithm_framework/services/positions/__init__.py +7 -0
- investing_algorithm_framework/services/positions/position_service.py +210 -0
- investing_algorithm_framework/services/repository_service.py +8 -2
- investing_algorithm_framework/services/trade_order_evaluator/__init__.py +9 -0
- investing_algorithm_framework/services/trade_order_evaluator/backtest_trade_oder_evaluator.py +117 -0
- investing_algorithm_framework/services/trade_order_evaluator/default_trade_order_evaluator.py +51 -0
- investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py +80 -0
- investing_algorithm_framework/services/trade_service/__init__.py +9 -0
- investing_algorithm_framework/services/trade_service/trade_service.py +1099 -0
- investing_algorithm_framework/services/trade_service/trade_stop_loss_service.py +39 -0
- investing_algorithm_framework/services/trade_service/trade_take_profit_service.py +41 -0
- investing_algorithm_framework-7.25.6.dist-info/METADATA +535 -0
- investing_algorithm_framework-7.25.6.dist-info/RECORD +268 -0
- {investing_algorithm_framework-1.5.dist-info → investing_algorithm_framework-7.25.6.dist-info}/WHEEL +1 -2
- investing_algorithm_framework-7.25.6.dist-info/entry_points.txt +3 -0
- investing_algorithm_framework/app/algorithm.py +0 -630
- investing_algorithm_framework/domain/models/backtest_profile.py +0 -414
- investing_algorithm_framework/domain/models/market_data/__init__.py +0 -11
- investing_algorithm_framework/domain/models/market_data/asset_price.py +0 -50
- investing_algorithm_framework/domain/models/market_data/ohlcv.py +0 -105
- investing_algorithm_framework/domain/models/market_data/order_book.py +0 -63
- investing_algorithm_framework/domain/models/market_data/ticker.py +0 -92
- investing_algorithm_framework/domain/models/order/order_fee.py +0 -45
- investing_algorithm_framework/domain/models/trade.py +0 -78
- investing_algorithm_framework/domain/models/trading_data_types.py +0 -47
- investing_algorithm_framework/domain/models/trading_time_frame.py +0 -223
- investing_algorithm_framework/domain/singleton.py +0 -9
- investing_algorithm_framework/domain/utils/backtesting.py +0 -82
- investing_algorithm_framework/infrastructure/models/order/order_fee.py +0 -21
- investing_algorithm_framework/infrastructure/repositories/order_fee_repository.py +0 -15
- investing_algorithm_framework/infrastructure/services/market_backtest_service.py +0 -360
- investing_algorithm_framework/infrastructure/services/market_service.py +0 -410
- investing_algorithm_framework/infrastructure/services/performance_service.py +0 -192
- investing_algorithm_framework/services/backtest_service.py +0 -268
- investing_algorithm_framework/services/market_data_service.py +0 -77
- investing_algorithm_framework/services/order_backtest_service.py +0 -122
- investing_algorithm_framework/services/order_service.py +0 -752
- investing_algorithm_framework/services/portfolio_service.py +0 -164
- investing_algorithm_framework/services/portfolio_snapshot_service.py +0 -68
- investing_algorithm_framework/services/position_cost_service.py +0 -5
- investing_algorithm_framework/services/position_service.py +0 -63
- investing_algorithm_framework/services/strategy_orchestrator_service.py +0 -225
- investing_algorithm_framework-1.5.dist-info/AUTHORS.md +0 -8
- investing_algorithm_framework-1.5.dist-info/METADATA +0 -230
- investing_algorithm_framework-1.5.dist-info/RECORD +0 -119
- investing_algorithm_framework-1.5.dist-info/top_level.txt +0 -1
- /investing_algorithm_framework/{infrastructure/services/performance_backtest_service.py → app/reporting/tables/stop_loss_table.py} +0 -0
- /investing_algorithm_framework/services/{position_snapshot_service.py → positions/position_snapshot_service.py} +0 -0
- {investing_algorithm_framework-1.5.dist-info → investing_algorithm_framework-7.25.6.dist-info}/LICENSE +0 -0
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<img alt="Finterion" src="https://logicfunds-web-app-images.s3.eu-central-1.amazonaws.com/finterion.png" width="200px" />
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# [Investing Algorithm Framework](https://github.com/coding-kitties/investing-algorithm-framework)
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The Investing Algorithm Framework is a Python tool that enables swift and
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## Example implementation
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```python
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app = create_app({RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()})
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PortfolioConfiguration(
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@app.strategy(
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interval=2,
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market="BITVAVO", # Will retrieve trading data from binance
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symbols=["BTC/EUR", "ETH/EUR", "DOT/EUR"],
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# Symbols must be in the format of TARGET/TRADE symbol (e.g. BTC/USDT)
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trading_data_types=[TradingDataType.OHLCV, TradingDataType.TICKER],
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trading_time_frame_start_date=datetime.utcnow() - timedelta(days=1),
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# Will retrieve data from the last 24 hours
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trading_time_frame=TradingTimeFrame.ONE_MINUTE
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# Will retrieve data on 1m interval (OHLCV)
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)
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def perform_strategy(algorithm, market_data):
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target_symbol = "BTC"
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price = market_data[TradingDataType.TICKER]["BTC/EUR"]["bid"]
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if not algorithm.has_open_orders(target_symbol) and \
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algorithm.create_limit_order(
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target_symbol,
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order_side=OrderSide.BUY,
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percentage_of_portfolio=25,
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price=price
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app.run()
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```
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> You can find more examples [here](./examples) folder.
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## Backtesting
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The framework also supports backtesting. You can use the same code as above,
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but instead of running the algorithm, you can run a backtest.
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```python
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import pathlib
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from datetime import datetime, timedelta
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from investing_algorithm_framework import create_app, OrderSide, \
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RESOURCE_DIRECTORY, TimeUnit, TradingTimeFrame, TradingDataType, \
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pretty_print_backtest
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app = create_app({RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()})
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@app.strategy(
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interval=2,
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market="BITVAVO", # Will retrieve trading data from binance
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symbols=["BTC/EUR", "ETH/EUR", "DOT/EUR"],
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# Symbols must be in the format of TARGET/TRADE symbol (e.g. BTC/USDT)
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trading_data_types=[TradingDataType.OHLCV, TradingDataType.TICKER],
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trading_time_frame_start_date=datetime.utcnow() - timedelta(days=1),
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# Will retrieve data from the last 24 hours
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trading_time_frame=TradingTimeFrame.ONE_MINUTE
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# Will retrieve data on 1m interval (OHLCV)
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)
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def perform_strategy(algorithm, market_data):
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target_symbol = "BTC"
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price = market_data[TradingDataType.TICKER]["BTC/EUR"]["bid"]
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if not algorithm.has_open_orders(target_symbol) and \
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not algorithm.has_position(target_symbol):
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algorithm.create_limit_order(
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target_symbol,
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order_side=OrderSide.BUY,
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percentage_of_portfolio=25,
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# You can also use amount instead of percentage_of_portfolio
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price=price
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)
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if __name__ == "__main__":
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|
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backtest_report = app.backtest(
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start_date=datetime(2023, 11, 12) - timedelta(days=10),
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end_date=datetime(2023, 11, 12),
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unallocated=400,
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trading_symbol="EUR"
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)
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|
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|
-
pretty_print_backtest(backtest_report)
|
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|
-
```
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|
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|
-
For more examples, check out the [examples](./examples/backtesting) folder.
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|
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|
-
|
|
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|
-
## Broker/Exchange configuration
|
|
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|
-
The framework has by default support for [ccxt](https://github.com/ccxt/ccxt).
|
|
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|
-
This should allow you to connect to a lot of brokers/exchanges.
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|
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|
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|
|
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|
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```python
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|
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|
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from investing_algorithm_framework import App, PortfolioConfiguration
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app = App()
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app.add_portfolio_configuration(
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PortfolioConfiguration(
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market="BITVAVO",
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api_key="xxxx",
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secret_key="xxxx",
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track_from="01/01/2022",
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trading_symbol="EUR"
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|
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)
|
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)
|
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|
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```
|
|
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|
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|
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## Download
|
|
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|
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You can download the framework with pypi.
|
|
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|
-
|
|
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|
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```bash
|
|
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|
-
pip install investing-algorithm-framework
|
|
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|
-
```
|
|
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|
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|
|
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|
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## Disclaimer
|
|
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|
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If you use this framework for your investments, do not risk money
|
|
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|
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which you are afraid to lose, until you have clear understanding how
|
|
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|
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the framework works. We can't stress this enough:
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|
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|
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|
|
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|
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BEFORE YOU START USING MONEY WITH THE FRAMEWORK, MAKE SURE THAT YOU TESTED
|
|
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|
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YOUR COMPONENTS THOROUGHLY. USE THE SOFTWARE AT YOUR OWN RISK.
|
|
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|
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THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR INVESTMENT RESULTS.
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Also, make sure that you read the source code of any plugin you use or
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|
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|
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implementation of an algorithm made with this framework.
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|
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|
|
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|
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For further information regarding usage and licensing we recommend going
|
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|
-
to the licensing page at the website.
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## Documentation
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All the documentation can be found online
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|
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at the [documentation webstie](https://investing-algorithm-framework.com)
|
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|
-
|
|
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|
-
In most cases, you'll probably never have to change code on this repo directly
|
|
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|
-
if you are building your algorithm/bot. But if you do, check out the
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|
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contributing page at the website.
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If you'd like to chat with investing-algorithm-framework users
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and developers, [join us on Slack](https://inv-algo-framework.slack.com) or [join us on reddit](https://www.reddit.com/r/InvestingBots/)
|
|
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|
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|
|
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## Acknowledgements
|
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We want to thank all contributors to this project. A full list of all
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the people that contributed to the project can be
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found [here](https://github.com/investing-algorithms/investing-algorithm-framework/blob/master/AUTHORS.md)
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### [Bugs / Issues](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
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If you discover a bug in the framework, please [search our issue tracker](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
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first. If it hasn't been reported, please [create a new issue](https://github.com/investing-algorithms/investing-algorithm-framework/issues/new).
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Feel like the framework is missing a feature? We welcome your pull requests!
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**Note** before starting any major new feature work, *please open an issue describing what you are planning to do*.
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This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
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**Important:** Always create your feature or hotfix against the `develop` branch, not `master`.
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investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py,sha256=DII_zHrL-IaxyfmbKDWMnmlEr0AbFGuhUkv5qHuqlsQ,451
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investing_algorithm_framework/domain/models/backtest_profile.py,sha256=F_n1jJBOx9edyrKig0oH3gMgo-a3mzVZJ-xu2IuqZW8,10901
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