investing-algorithm-framework 1.7.1__tar.gz → 1.7.2__tar.gz

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Files changed (130) hide show
  1. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/PKG-INFO +1 -1
  2. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/market_data_sources/ccxt.py +4 -4
  3. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework.egg-info/PKG-INFO +1 -1
  4. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/AUTHORS.md +0 -0
  5. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/LICENSE +0 -0
  6. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/README.md +0 -0
  7. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/__init__.py +0 -0
  8. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/__init__.py +0 -0
  9. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/algorithm.py +0 -0
  10. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/app.py +0 -0
  11. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/stateless/__init__.py +0 -0
  12. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/stateless/action_handlers/__init__.py +0 -0
  13. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py +0 -0
  14. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py +0 -0
  15. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py +0 -0
  16. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/stateless/exception_handler.py +0 -0
  17. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/strategy.py +0 -0
  18. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/task.py +0 -0
  19. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/__init__.py +0 -0
  20. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/controllers/__init__.py +0 -0
  21. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/controllers/orders.py +0 -0
  22. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/controllers/portfolio.py +0 -0
  23. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/controllers/positions.py +0 -0
  24. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/create_app.py +0 -0
  25. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/error_handler.py +0 -0
  26. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/responses.py +0 -0
  27. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/run_strategies.py +0 -0
  28. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/schemas/__init__.py +0 -0
  29. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/schemas/order.py +0 -0
  30. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/schemas/portfolio.py +0 -0
  31. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/schemas/position.py +0 -0
  32. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/app/web/setup_cors.py +0 -0
  33. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/create_app.py +0 -0
  34. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/dependency_container.py +0 -0
  35. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/__init__.py +0 -0
  36. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/config.py +0 -0
  37. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/constants.py +0 -0
  38. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/decimal_parsing.py +0 -0
  39. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/exceptions.py +0 -0
  40. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/__init__.py +0 -0
  41. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/backtest_profile.py +0 -0
  42. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/base_model.py +0 -0
  43. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/market_data/__init__.py +0 -0
  44. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/market_data/asset_price.py +0 -0
  45. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/market_data/ohlcv.py +0 -0
  46. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/market_data/order_book.py +0 -0
  47. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/market_data/ticker.py +0 -0
  48. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/order/__init__.py +0 -0
  49. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/order/order.py +0 -0
  50. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/order/order_fee.py +0 -0
  51. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/order/order_side.py +0 -0
  52. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/order/order_status.py +0 -0
  53. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/order/order_type.py +0 -0
  54. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/portfolio/__init__.py +0 -0
  55. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/portfolio/portfolio.py +0 -0
  56. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py +0 -0
  57. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py +0 -0
  58. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/position/__init__.py +0 -0
  59. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/position/position.py +0 -0
  60. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/position/position_snapshot.py +0 -0
  61. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/strategy_profile.py +0 -0
  62. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/time_frame.py +0 -0
  63. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/time_interval.py +0 -0
  64. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/time_unit.py +0 -0
  65. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/trade.py +0 -0
  66. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/trading_data_types.py +0 -0
  67. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/models/trading_time_frame.py +0 -0
  68. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/services/__init__.py +0 -0
  69. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/services/market_data_sources.py +0 -0
  70. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/singleton.py +0 -0
  71. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/stateless_actions.py +0 -0
  72. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/strategy.py +0 -0
  73. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/utils/__init__.py +0 -0
  74. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/utils/backtesting.py +0 -0
  75. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/utils/csv.py +0 -0
  76. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/utils/random.py +0 -0
  77. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/utils/signatures.py +0 -0
  78. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/utils/stoppable_thread.py +0 -0
  79. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/domain/utils/synchronized.py +0 -0
  80. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/__init__.py +0 -0
  81. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/database/__init__.py +0 -0
  82. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/database/sql_alchemy.py +0 -0
  83. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/__init__.py +0 -0
  84. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/decimal_parser.py +0 -0
  85. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/market_data_sources/__init__.py +0 -0
  86. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/model_extension.py +0 -0
  87. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/order/__init__.py +0 -0
  88. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/order/order.py +0 -0
  89. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/order/order_fee.py +0 -0
  90. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/portfolio/__init__.py +0 -0
  91. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/portfolio/portfolio.py +0 -0
  92. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py +0 -0
  93. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/position/__init__.py +0 -0
  94. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/position/position.py +0 -0
  95. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/models/position/position_snapshot.py +0 -0
  96. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/repositories/__init__.py +0 -0
  97. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/repositories/order_fee_repository.py +0 -0
  98. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/repositories/order_repository.py +0 -0
  99. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py +0 -0
  100. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/repositories/portfolio_snapshot_repository.py +0 -0
  101. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/repositories/position_repository.py +0 -0
  102. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/repositories/position_snapshot_repository.py +0 -0
  103. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/repositories/repository.py +0 -0
  104. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/services/__init__.py +0 -0
  105. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/services/ccxt_market_service.py +0 -0
  106. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/services/market_backtest_service.py +0 -0
  107. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/services/market_service.py +0 -0
  108. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/services/performance_backtest_service.py +0 -0
  109. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/infrastructure/services/performance_service.py +0 -0
  110. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/__init__.py +0 -0
  111. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/backtest_service.py +0 -0
  112. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/configuration_service.py +0 -0
  113. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/market_data_service.py +0 -0
  114. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/order_backtest_service.py +0 -0
  115. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/order_service.py +0 -0
  116. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/portfolio_configuration_service.py +0 -0
  117. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/portfolio_service.py +0 -0
  118. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/portfolio_snapshot_service.py +0 -0
  119. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/position_cost_service.py +0 -0
  120. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/position_service.py +0 -0
  121. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/position_snapshot_service.py +0 -0
  122. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/repository_service.py +0 -0
  123. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework/services/strategy_orchestrator_service.py +0 -0
  124. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework.egg-info/SOURCES.txt +0 -0
  125. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework.egg-info/dependency_links.txt +0 -0
  126. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework.egg-info/requires.txt +0 -0
  127. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/investing_algorithm_framework.egg-info/top_level.txt +0 -0
  128. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/setup.cfg +0 -0
  129. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/setup.py +0 -0
  130. {investing_algorithm_framework-1.7.1 → investing_algorithm_framework-1.7.2}/tests/test_create_app.py +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: investing_algorithm_framework
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- Version: 1.7.1
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+ Version: 1.7.2
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  Summary: A framework for creating an investment algorithm
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  Home-page: https://github.com/coding-kitties/investing-algorithm-framework.git
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  Download-URL: https://github.com/coding-kitties/investing-algorithm-framework/archive/v0.1.1.tar.gz
@@ -172,7 +172,7 @@ class CCXTTickerBacktestMarketDataSource(
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  backtest_data_index_date = None
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  backtest_data_start_date = None
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  backtest_data_end_date = None
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- total_minutes_timeframe = 1440
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+ total_minutes_timeframe = 15
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  def __init__(
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  self,
@@ -221,7 +221,7 @@ class CCXTTickerBacktestMarketDataSource(
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  market_service.market = self.market
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  ohlcv = market_service.get_ohlcv(
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  symbol=self.symbol,
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- time_frame="4h",
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+ time_frame="15m",
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  from_timestamp=backtest_data_start_date,
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  to_timestamp=backtest_end_date
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  )
@@ -309,8 +309,8 @@ class CCXTTickerBacktestMarketDataSource(
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  if difference_in_minutes <= 240:
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  return {
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  "symbol": self.symbol,
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- "bid": float(previous_row[4]),
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- "ask": float(previous_row[4]),
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+ "bid": float(previous_row[3]) + float(previous_row[2]) / 2,
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+ "ask": float(previous_row[3]) + float(previous_row[2]) / 2,
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  "datetime": previous_row[0],
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  }
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@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: investing-algorithm-framework
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- Version: 1.7.1
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+ Version: 1.7.2
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  Summary: A framework for creating an investment algorithm
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  Home-page: https://github.com/coding-kitties/investing-algorithm-framework.git
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  Download-URL: https://github.com/coding-kitties/investing-algorithm-framework/archive/v0.1.1.tar.gz