investing-algorithm-framework 1.6__tar.gz → 1.6.2__tar.gz

{investing_algorithm_framework-1.6 → investing_algorithm_framework-1.6.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing_algorithm_framework
-Version: 1.6
+Version: 1.6.2
 Summary: A framework for creating an investment algorithm
 Home-page: https://github.com/coding-kitties/investing-algorithm-framework.git
 Download-URL: https://github.com/coding-kitties/investing-algorithm-framework/archive/v0.1.1.tar.gz

{investing_algorithm_framework-1.6 → investing_algorithm_framework-1.6.2}/investing_algorithm_framework/app/app.py

@@ -19,7 +19,7 @@ from investing_algorithm_framework.domain import DATABASE_NAME, TimeUnit, \
     SQLALCHEMY_DATABASE_URI, OperationalException, PortfolioConfiguration, \
     BACKTESTING_FLAG, BACKTESTING_START_DATE, BACKTEST_DATA_DIRECTORY_NAME
 from investing_algorithm_framework.infrastructure import setup_sqlalchemy, \
-    create_all_tables, MarketBacktestService, MarketService
+    create_all_tables, MarketBacktestService, MarketService, CCXTMarketService
 from investing_algorithm_framework.services import OrderBacktestService
 
 logger = logging.getLogger("investing_algorithm_framework")
@@ -513,6 +513,8 @@ class App:
             self.algorithm, start_date, end_date
         )
         configuration_service.config[BACKTESTING_FLAG] = False
+        self.container.market_service.override(CCXTMarketService)
+        self.container.order_service.override(Order)
         return report
 
     def get_ohclv(

{investing_algorithm_framework-1.6 → investing_algorithm_framework-1.6.2}/investing_algorithm_framework/dependency_container.py

@@ -2,9 +2,9 @@ from dependency_injector import containers, providers
 
 from investing_algorithm_framework.app.algorithm import Algorithm
 from investing_algorithm_framework.infrastructure import SQLOrderRepository, \
-    SQLPositionRepository, MarketService, SQLPortfolioRepository, \
+    SQLPositionRepository, SQLPortfolioRepository, \
     SQLOrderFeeRepository, SQLPortfolioSnapshotRepository, \
-    SQLPositionSnapshotRepository, PerformanceService
+    SQLPositionSnapshotRepository, PerformanceService, CCXTMarketService
 from investing_algorithm_framework.services import OrderService, \
     PositionService, PortfolioService, StrategyOrchestratorService, \
     PortfolioConfigurationService, MarketDataService, BackTestService, \
@@ -33,7 +33,7 @@ class DependencyContainer(containers.DeclarativeContainer):
     portfolio_snapshot_repository = providers.Factory(
         SQLPortfolioSnapshotRepository
     )
-    market_service = providers.Factory(MarketService)
+    market_service = providers.Factory(CCXTMarketService)
     market_data_service = providers.Factory(
         MarketDataService,
         market_service=market_service

{investing_algorithm_framework-1.6 → investing_algorithm_framework-1.6.2}/investing_algorithm_framework/infrastructure/models/market_data_sources/ccxt.py

@@ -279,15 +279,15 @@ class CCXTTickerBacktestMarketDataSource(
                     if backtest_index_date == row_date:
                         return {
                             "symbol": self.symbol,
-                            "bid": row[4],
-                            "ask": row[4],
+                            "bid": float(row[4]),
+                            "ask": float(row[4]),
                             "datetime": row[0],
                         }
                     elif previous_row is not None:
                         return {
                             "symbol": self.symbol,
-                            "bid": previous_row[4],
-                            "ask": previous_row[4],
+                            "bid": float(previous_row[4]),
+                            "ask": float(previous_row[4]),
                             "datetime": previous_row[0],
                         }
                     else:

{investing_algorithm_framework-1.6 → investing_algorithm_framework-1.6.2}/investing_algorithm_framework/infrastructure/services/ccxt_market_service.py

@@ -360,7 +360,7 @@ class CCXTMarketService(MarketService):
             )
         data = []
 
-        while from_time_stamp <= to_timestamp:
+        while from_time_stamp < to_timestamp:
             ohlcv = self.exchange.fetch_ohlcv(
                 symbol, time_frame, from_time_stamp
             )

{investing_algorithm_framework-1.6 → investing_algorithm_framework-1.6.2}/investing_algorithm_framework.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 1.6
+Version: 1.6.2
 Summary: A framework for creating an investment algorithm
 Home-page: https://github.com/coding-kitties/investing-algorithm-framework.git
 Download-URL: https://github.com/coding-kitties/investing-algorithm-framework/archive/v0.1.1.tar.gz