investing-algorithm-framework 1.7.8__tar.gz → 1.7.10__tar.gz

{investing_algorithm_framework-1.7.8 → investing_algorithm_framework-1.7.10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing_algorithm_framework
-Version: 1.7.8
+Version: 1.7.10
 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
@@ -169,63 +169,83 @@ if __name__ == "__main__":
 For more examples, check out the [examples](./examples/backtesting) folder.
 
 ### Backtesting report
-You can use the ```pretty_print_backtest``` function to print a backtesting report.
+You can use the ```pretty_print_backtest``` function to print a backtest report.
 For example if you run the [moving average example trading bot](./examples/backtesting/moving_average.py)
 you will get the following backtesting report:
  
 ```bash
 ====================Backtest report===============================
-* Start date: 2021-04-03 00:00:00
-* End date: 2021-06-26 00:00:00
-* Number of days: 84
-* Number of runs: 1009
+* Start date: 2023-08-24 00:00:00
+* End date: 2023-12-02 00:00:00
+* Number of days: 100
+* Number of runs: 1201
 ====================Portfolio overview============================
-* Number of orders: 24
+* Number of orders: 41
 * Initial balance: 400.0000 EUR
-* Final balance: 380.7132 EUR
-* Total net gain: -19.2868 EUR
-* Total net gain percentage: -4.8217%
-* Growth rate: -4.8217%
-* Growth -19.2868 EUR
+* Final balance: 440.9081 EUR
+* Total net gain: 40.4219 EUR
+* Total net gain percentage: 10.1055%
+* Growth rate: 10.2270%
+* Growth 40.9081 EUR
 ====================Positions overview========================
 ╭────────────┬──────────┬──────────────────┬──────────────┬───────────────┬───────────────────────────┬────────────────┬───────────────╮
 │ Position   │   Amount │   Pending amount │   Cost (EUR) │   Value (EUR) │ Percentage of portfolio   │   Growth (EUR) │ Growth_rate   │
 ├────────────┼──────────┼──────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ EUR        │  380.713 │                0 │      380.713 │       380.713 │ 100.0000%                 │              0 │ 0.0000%       │
+│ EUR        │ 330.317  │                0 │      330.317 │       330.317 │ 74.9174%                  │         0      │ 0.0000%       │
+├────────────┼──────────┼──────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
+│ DOT        │  22.0034 │                0 │      110.105 │       110.591 │ 25.0826%                  │         0.4863 │ 0.4416%       │
 ╰────────────┴──────────┴──────────────────┴──────────────┴───────────────┴───────────────────────────┴────────────────┴───────────────╯
 ====================Trades overview===========================
-* Number of trades closed: 12
-* Number of trades open: 0
-* Percentage of positive trades: 25.0%
-* Percentage of negative trades: 75.0%
-* Average trade size: 96.9068 EUR
-* Average trade duration: 69.16666666666667 hours
+* Number of trades closed: 20
+* Number of trades open: 1
+* Percentage of positive trades: 39.02439024390244%
+* Percentage of negative trades: 58.536585365853654%
+* Average trade size: 101.5585 EUR
+* Average trade duration: 92.5 hours
 ╭─────────┬─────────────────────┬─────────────────────┬────────────────────┬──────────────┬──────────────────┬───────────────────────┬────────────────────┬─────────────────────╮
 │ Pair    │ Open date           │ Close date          │   Duration (hours) │   Size (EUR) │   Net gain (EUR) │ Net gain percentage   │   Open price (EUR) │   Close price (EUR) │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-06-24 14:00:00 │ 2021-06-25 22:00:00 │                 32 │      93.786  │          -5.0787 │ -5.4152%              │              28420 │               26881 │
+│ DOT-EUR │ 2023-11-30 16:00:00 │                     │            259.148 │     110.105  │           0      │ 0.0000%               │             5.004  │                     │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-11-24 12:00:00 │ 2023-11-27 14:00:00 │             74     │     110.725  │          -2.4793 │ -2.2392%              │             4.7964 │              4.689  │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-11-20 00:00:00 │ 2023-11-21 08:00:00 │             32     │     111.695  │          -3.8798 │ -3.4735%              │             4.9805 │              4.8075 │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ BTC-EUR │ 2023-11-16 20:00:00 │ 2023-11-20 00:00:00 │             76     │     109.263  │           2.5245 │ 2.3105%               │         33110      │          33875      │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ BTC-EUR │ 2023-11-06 10:00:00 │ 2023-11-13 14:00:00 │            172     │     107.996  │           5.7387 │ 5.3138%               │         32726      │          34465      │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-10-20 12:00:00 │ 2023-10-27 08:00:00 │            164     │     100.652  │          11.2336 │ 11.1608%              │             3.5526 │              3.9491 │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ BTC-EUR │ 2023-10-14 04:00:00 │ 2023-10-27 22:00:00 │            330     │      99.957  │          24.6753 │ 24.6859%              │         25630      │          31957      │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-10-14 04:00:00 │ 2023-10-17 14:00:00 │             82     │     100.946  │          -1.1753 │ -1.1643%              │             3.5643 │              3.5228 │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-10-07 08:00:00 │ 2023-10-08 06:00:00 │             22     │     101.211  │          -1.0607 │ -1.0480%              │             3.874  │              3.8334 │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ BTC-EUR │ 2023-09-27 10:00:00 │ 2023-10-05 20:00:00 │            202     │      97.4688 │           4.0365 │ 4.1413%               │         24992      │          26027      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-06-23 16:00:00 │ 2021-06-23 20:00:00 │                  4 │      95.9956 │          -1.3022 │ -1.3565%              │              28234 │               27851 │
+│ DOT-EUR │ 2023-09-27 10:00:00 │ 2023-10-03 22:00:00 │            156     │      99.7074 │           1.9774 │ 1.9832%               │             3.8271 │              3.903  │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-06-13 20:00:00 │ 2021-06-17 06:00:00 │                 82 │      96.501  │           1.014  │ 1.0508%               │              32167 │               32505 │
+│ DOT-EUR │ 2023-09-25 12:00:00 │ 2023-09-27 04:00:00 │             40     │      99.7994 │          -0.3672 │ -0.3679%              │             3.8052 │              3.7912 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-06-09 20:00:00 │ 2021-06-12 18:00:00 │                 70 │      95.3472 │          -1.424  │ -1.4935%              │              29796 │               29351 │
+│ DOT-EUR │ 2023-09-14 18:00:00 │ 2023-09-18 02:00:00 │             80     │      99.4298 │          -0.1612 │ -0.1621%              │             3.8244 │              3.8182 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-05-31 20:00:00 │ 2021-06-04 18:00:00 │                 94 │      96.4384 │           1.0432 │ 1.0817%               │              30137 │               30463 │
+│ BTC-EUR │ 2023-09-12 16:00:00 │ 2023-09-21 18:00:00 │            218     │      98.008  │           1.64   │ 1.6733%               │         24502      │          24912      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-05-24 20:00:00 │ 2021-05-28 10:00:00 │                 86 │      97.476  │          -6.732  │ -6.9063%              │              32492 │               30248 │
+│ BTC-EUR │ 2023-09-07 02:00:00 │ 2023-09-10 16:00:00 │             86     │      98.4656 │           0.4592 │ 0.4664%               │         24016      │          24128      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-05-07 16:00:00 │ 2021-05-10 22:00:00 │                 78 │      95.296  │          -4.578  │ -4.8040%              │              47648 │               45359 │
+│ DOT-EUR │ 2023-09-07 00:00:00 │ 2023-09-09 02:00:00 │             50     │      99.3915 │          -0.307  │ -0.3089%              │             3.982  │              3.9697 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-05-05 22:00:00 │ 2021-05-07 06:00:00 │                 32 │      99.4392 │          -2.4423 │ -2.4561%              │              47352 │               46189 │
+│ BTC-EUR │ 2023-09-06 00:00:00 │ 2023-09-06 12:00:00 │             12     │      98.5558 │          -0.3116 │ -0.3162%              │         24038      │          23962      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-04-30 14:00:00 │ 2021-05-04 06:00:00 │                 88 │      97.4694 │          -0.1974 │ -0.2025%              │              46414 │               46320 │
+│ DOT-EUR │ 2023-09-05 12:00:00 │ 2023-09-06 16:00:00 │             28     │      99.6655 │          -0.7846 │ -0.7872%              │             3.9759 │              3.9446 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-04-26 10:00:00 │ 2021-04-29 20:00:00 │                 82 │      97.3544 │          -1.6874 │ -1.7333%              │              44252 │               43485 │
+│ BTC-EUR │ 2023-09-04 18:00:00 │ 2023-09-04 22:00:00 │              4     │      98.2565 │          -0.0164 │ -0.0167%              │         23965      │          23961      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-04-09 10:00:00 │ 2021-04-16 12:00:00 │                170 │      98.1    │           3.82   │ 3.8940%               │              49050 │               50960 │
+│ DOT-EUR │ 2023-09-04 08:00:00 │ 2023-09-04 22:00:00 │             14     │      99.9766 │          -1.2274 │ -1.2277%              │             3.9748 │              3.926  │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-04-06 04:00:00 │ 2021-04-06 16:00:00 │                 12 │      99.678  │          -1.722  │ -1.7276%              │              49839 │               48978 │
+│ DOT-EUR │ 2023-08-25 02:00:00 │ 2023-08-25 10:00:00 │              8     │      99.9996 │          -0.0928 │ -0.0928%              │             4.0968 │              4.093  │
 ╰─────────┴─────────────────────┴─────────────────────┴────────────────────┴──────────────┴──────────────────┴───────────────────────┴────────────────────┴─────────────────────╯
 ==================================================================
 ```

{investing_algorithm_framework-1.7.8 → investing_algorithm_framework-1.7.10}/README.md

@@ -132,63 +132,83 @@ if __name__ == "__main__":
 For more examples, check out the [examples](./examples/backtesting) folder.
 
 ### Backtesting report
-You can use the ```pretty_print_backtest``` function to print a backtesting report.
+You can use the ```pretty_print_backtest``` function to print a backtest report.
 For example if you run the [moving average example trading bot](./examples/backtesting/moving_average.py)
 you will get the following backtesting report:
  
 ```bash
 ====================Backtest report===============================
-* Start date: 2021-04-03 00:00:00
-* End date: 2021-06-26 00:00:00
-* Number of days: 84
-* Number of runs: 1009
+* Start date: 2023-08-24 00:00:00
+* End date: 2023-12-02 00:00:00
+* Number of days: 100
+* Number of runs: 1201
 ====================Portfolio overview============================
-* Number of orders: 24
+* Number of orders: 41
 * Initial balance: 400.0000 EUR
-* Final balance: 380.7132 EUR
-* Total net gain: -19.2868 EUR
-* Total net gain percentage: -4.8217%
-* Growth rate: -4.8217%
-* Growth -19.2868 EUR
+* Final balance: 440.9081 EUR
+* Total net gain: 40.4219 EUR
+* Total net gain percentage: 10.1055%
+* Growth rate: 10.2270%
+* Growth 40.9081 EUR
 ====================Positions overview========================
 ╭────────────┬──────────┬──────────────────┬──────────────┬───────────────┬───────────────────────────┬────────────────┬───────────────╮
 │ Position   │   Amount │   Pending amount │   Cost (EUR) │   Value (EUR) │ Percentage of portfolio   │   Growth (EUR) │ Growth_rate   │
 ├────────────┼──────────┼──────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ EUR        │  380.713 │                0 │      380.713 │       380.713 │ 100.0000%                 │              0 │ 0.0000%       │
+│ EUR        │ 330.317  │                0 │      330.317 │       330.317 │ 74.9174%                  │         0      │ 0.0000%       │
+├────────────┼──────────┼──────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
+│ DOT        │  22.0034 │                0 │      110.105 │       110.591 │ 25.0826%                  │         0.4863 │ 0.4416%       │
 ╰────────────┴──────────┴──────────────────┴──────────────┴───────────────┴───────────────────────────┴────────────────┴───────────────╯
 ====================Trades overview===========================
-* Number of trades closed: 12
-* Number of trades open: 0
-* Percentage of positive trades: 25.0%
-* Percentage of negative trades: 75.0%
-* Average trade size: 96.9068 EUR
-* Average trade duration: 69.16666666666667 hours
+* Number of trades closed: 20
+* Number of trades open: 1
+* Percentage of positive trades: 39.02439024390244%
+* Percentage of negative trades: 58.536585365853654%
+* Average trade size: 101.5585 EUR
+* Average trade duration: 92.5 hours
 ╭─────────┬─────────────────────┬─────────────────────┬────────────────────┬──────────────┬──────────────────┬───────────────────────┬────────────────────┬─────────────────────╮
 │ Pair    │ Open date           │ Close date          │   Duration (hours) │   Size (EUR) │   Net gain (EUR) │ Net gain percentage   │   Open price (EUR) │   Close price (EUR) │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-06-24 14:00:00 │ 2021-06-25 22:00:00 │                 32 │      93.786  │          -5.0787 │ -5.4152%              │              28420 │               26881 │
+│ DOT-EUR │ 2023-11-30 16:00:00 │                     │            259.148 │     110.105  │           0      │ 0.0000%               │             5.004  │                     │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-11-24 12:00:00 │ 2023-11-27 14:00:00 │             74     │     110.725  │          -2.4793 │ -2.2392%              │             4.7964 │              4.689  │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-11-20 00:00:00 │ 2023-11-21 08:00:00 │             32     │     111.695  │          -3.8798 │ -3.4735%              │             4.9805 │              4.8075 │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ BTC-EUR │ 2023-11-16 20:00:00 │ 2023-11-20 00:00:00 │             76     │     109.263  │           2.5245 │ 2.3105%               │         33110      │          33875      │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ BTC-EUR │ 2023-11-06 10:00:00 │ 2023-11-13 14:00:00 │            172     │     107.996  │           5.7387 │ 5.3138%               │         32726      │          34465      │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-10-20 12:00:00 │ 2023-10-27 08:00:00 │            164     │     100.652  │          11.2336 │ 11.1608%              │             3.5526 │              3.9491 │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ BTC-EUR │ 2023-10-14 04:00:00 │ 2023-10-27 22:00:00 │            330     │      99.957  │          24.6753 │ 24.6859%              │         25630      │          31957      │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-10-14 04:00:00 │ 2023-10-17 14:00:00 │             82     │     100.946  │          -1.1753 │ -1.1643%              │             3.5643 │              3.5228 │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ DOT-EUR │ 2023-10-07 08:00:00 │ 2023-10-08 06:00:00 │             22     │     101.211  │          -1.0607 │ -1.0480%              │             3.874  │              3.8334 │
+├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
+│ BTC-EUR │ 2023-09-27 10:00:00 │ 2023-10-05 20:00:00 │            202     │      97.4688 │           4.0365 │ 4.1413%               │         24992      │          26027      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-06-23 16:00:00 │ 2021-06-23 20:00:00 │                  4 │      95.9956 │          -1.3022 │ -1.3565%              │              28234 │               27851 │
+│ DOT-EUR │ 2023-09-27 10:00:00 │ 2023-10-03 22:00:00 │            156     │      99.7074 │           1.9774 │ 1.9832%               │             3.8271 │              3.903  │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-06-13 20:00:00 │ 2021-06-17 06:00:00 │                 82 │      96.501  │           1.014  │ 1.0508%               │              32167 │               32505 │
+│ DOT-EUR │ 2023-09-25 12:00:00 │ 2023-09-27 04:00:00 │             40     │      99.7994 │          -0.3672 │ -0.3679%              │             3.8052 │              3.7912 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-06-09 20:00:00 │ 2021-06-12 18:00:00 │                 70 │      95.3472 │          -1.424  │ -1.4935%              │              29796 │               29351 │
+│ DOT-EUR │ 2023-09-14 18:00:00 │ 2023-09-18 02:00:00 │             80     │      99.4298 │          -0.1612 │ -0.1621%              │             3.8244 │              3.8182 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-05-31 20:00:00 │ 2021-06-04 18:00:00 │                 94 │      96.4384 │           1.0432 │ 1.0817%               │              30137 │               30463 │
+│ BTC-EUR │ 2023-09-12 16:00:00 │ 2023-09-21 18:00:00 │            218     │      98.008  │           1.64   │ 1.6733%               │         24502      │          24912      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-05-24 20:00:00 │ 2021-05-28 10:00:00 │                 86 │      97.476  │          -6.732  │ -6.9063%              │              32492 │               30248 │
+│ BTC-EUR │ 2023-09-07 02:00:00 │ 2023-09-10 16:00:00 │             86     │      98.4656 │           0.4592 │ 0.4664%               │         24016      │          24128      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-05-07 16:00:00 │ 2021-05-10 22:00:00 │                 78 │      95.296  │          -4.578  │ -4.8040%              │              47648 │               45359 │
+│ DOT-EUR │ 2023-09-07 00:00:00 │ 2023-09-09 02:00:00 │             50     │      99.3915 │          -0.307  │ -0.3089%              │             3.982  │              3.9697 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-05-05 22:00:00 │ 2021-05-07 06:00:00 │                 32 │      99.4392 │          -2.4423 │ -2.4561%              │              47352 │               46189 │
+│ BTC-EUR │ 2023-09-06 00:00:00 │ 2023-09-06 12:00:00 │             12     │      98.5558 │          -0.3116 │ -0.3162%              │         24038      │          23962      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-04-30 14:00:00 │ 2021-05-04 06:00:00 │                 88 │      97.4694 │          -0.1974 │ -0.2025%              │              46414 │               46320 │
+│ DOT-EUR │ 2023-09-05 12:00:00 │ 2023-09-06 16:00:00 │             28     │      99.6655 │          -0.7846 │ -0.7872%              │             3.9759 │              3.9446 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-04-26 10:00:00 │ 2021-04-29 20:00:00 │                 82 │      97.3544 │          -1.6874 │ -1.7333%              │              44252 │               43485 │
+│ BTC-EUR │ 2023-09-04 18:00:00 │ 2023-09-04 22:00:00 │              4     │      98.2565 │          -0.0164 │ -0.0167%              │         23965      │          23961      │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-04-09 10:00:00 │ 2021-04-16 12:00:00 │                170 │      98.1    │           3.82   │ 3.8940%               │              49050 │               50960 │
+│ DOT-EUR │ 2023-09-04 08:00:00 │ 2023-09-04 22:00:00 │             14     │      99.9766 │          -1.2274 │ -1.2277%              │             3.9748 │              3.926  │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2021-04-06 04:00:00 │ 2021-04-06 16:00:00 │                 12 │      99.678  │          -1.722  │ -1.7276%              │              49839 │               48978 │
+│ DOT-EUR │ 2023-08-25 02:00:00 │ 2023-08-25 10:00:00 │              8     │      99.9996 │          -0.0928 │ -0.0928%              │             4.0968 │              4.093  │
 ╰─────────┴─────────────────────┴─────────────────────┴────────────────────┴──────────────┴──────────────────┴───────────────────────┴────────────────────┴─────────────────────╯
 ==================================================================
 ```

{investing_algorithm_framework-1.7.8 → investing_algorithm_framework-1.7.10}/investing_algorithm_framework/app/algorithm.py

@@ -1,5 +1,6 @@
 import logging
 from typing import List
+from queue import Queue
 
 from investing_algorithm_framework.domain import OrderStatus, OrderFee, \
     Position, Order, Portfolio, OrderType, OrderSide, ApiException, \
@@ -9,6 +10,49 @@ from investing_algorithm_framework.domain import OrderStatus, OrderFee, \
 logger = logging.getLogger("investing_algorithm_framework")
 
 
+class PeekableQueue:
+    def __init__(self):
+        self.queue = []
+        self.index = 0
+
+    def enqueue(self, item):
+        self.queue.append(item)
+
+    def dequeue(self):
+        if not self.is_empty():
+            return self.queue.pop(0)
+        else:
+            raise IndexError("Queue is empty")
+
+    def peek(self):
+        if not self.is_empty():
+            return self.queue[0]
+        else:
+            raise IndexError("Queue is empty")
+
+    def is_empty(self):
+        return len(self.queue) == 0
+
+    def __len__(self):
+        return len(self.queue)
+
+    def size(self):
+        return len(self.queue)
+
+    def __iter__(self):
+        self.index = 0
+        return self
+
+    def __next__(self):
+        if self.index < len(self.queue):
+            result = self.queue[self.index]
+            self.index += 1
+            return result
+        else:
+            self.index = 0  # Reset index for next iteration
+            raise StopIteration
+
+
 class Algorithm:
 
     def __init__(
@@ -726,6 +770,7 @@ class Algorithm:
     def get_open_trades(self, target_symbol=None):
         portfolios = self.portfolio_service.get_all()
         trades = []
+
         for portfolio in portfolios:
 
             if target_symbol is not None:
@@ -735,38 +780,51 @@ class Algorithm:
                     "portfolio_id": portfolio.id,
                     "target_symbol": target_symbol
                 })
+                sell_orders = self.order_service.get_all({
+                    "status": OrderStatus.OPEN.value,
+                    "order_side": OrderSide.SELL.value,
+                    "portfolio_id": portfolio.id,
+                    "target_symbol": target_symbol
+                })
             else:
                 buy_orders = self.order_service.get_all({
                     "status": OrderStatus.CLOSED.value,
                     "order_side": OrderSide.BUY.value,
                     "portfolio_id": portfolio.id
                 })
+                sell_orders = self.order_service.get_all({
+                    "status": OrderStatus.OPEN.value,
+                    "order_side": OrderSide.SELL.value,
+                    "portfolio_id": portfolio.id
+                })
+
             buy_orders = [
                 buy_order for buy_order in buy_orders
                 if buy_order.get_trade_closed_at() is None
             ]
-            sell_orders = self.order_service.get_all({
-                "status": OrderStatus.OPEN.value,
-                "order_side": OrderSide.SELL.value,
-                "portfolio_id": portfolio.id
-            })
-            sell_amount = sum([order.get_amount() for order in sell_orders])
+            sell_amount = sum([order.amount for order in sell_orders])
 
             # Subtract the amount of the open sell orders
             # from the amount of the buy orders
-            while sell_amount > 0 and len(buy_orders) > 0:
-                first_order = buy_orders[0]
+            buy_orders_queue = PeekableQueue()
 
-                if first_order.get_available_amount() > sell_amount:
-                    first_order.set_available_amount(
-                        first_order.get_available_amount() - sell_amount
-                    )
+            for buy_order in buy_orders:
+                buy_orders_queue.enqueue(buy_order)
+
+            while sell_amount > 0 and not buy_orders_queue.is_empty():
+                first_buy_order = buy_orders_queue.peek()
+                available = first_buy_order.get_filled() \
+                    - first_buy_order.get_trade_closed_amount()
+
+                if available > sell_amount:
+                    remaining = available - sell_amount
                     sell_amount = 0
+                    first_buy_order.set_filled(remaining)
                 else:
-                    sell_amount = sell_amount - first_order.get_available_amount()
-                    buy_orders.pop(0)
+                    sell_amount = sell_amount - available
+                    buy_orders_queue.dequeue()
 
-            for buy_order in buy_orders:
+            for buy_order in buy_orders_queue:
                 symbol = buy_order.get_symbol()
 
                 try:
@@ -792,7 +850,8 @@ class Algorithm:
                         buy_order_id=buy_order.id,
                         target_symbol=buy_order.get_target_symbol(),
                         trading_symbol=buy_order.get_trading_symbol(),
-                        amount=buy_order.get_amount(),
+                        amount=buy_order.get_filled()
+                               - buy_order.get_trade_closed_amount(),
                         open_price=buy_order.get_price(),
                         opened_at=buy_order.get_created_at(),
                         current_price=ticker["bid"]

{investing_algorithm_framework-1.7.8 → investing_algorithm_framework-1.7.10}/investing_algorithm_framework/domain/__init__.py

@@ -12,7 +12,8 @@ from .constants import ITEMIZE, ITEMIZED, PER_PAGE, PAGE, ENVIRONMENT, \
     DEFAULT_PAGE_VALUE, SQLALCHEMY_DATABASE_URI, RESOURCE_DIRECTORY, \
     DATETIME_FORMAT, DATETIME_FORMAT_BACKTESTING, BACKTESTING_FLAG, \
     BACKTESTING_INDEX_DATETIME, BACKTESTING_START_DATE, CCXT_DATETIME_FORMAT, \
-    BACKTEST_DATA_DIRECTORY_NAME, TICKER_DATA_TYPE, OHLCV_DATA_TYPE
+    BACKTEST_DATA_DIRECTORY_NAME, TICKER_DATA_TYPE, OHLCV_DATA_TYPE, \
+    CURRENT_UTC_DATETIME
 from .singleton import Singleton
 from .utils import random_string, append_dict_as_row_to_csv, \
     add_column_headers_to_csv, get_total_amount_of_rows, \
@@ -90,5 +91,6 @@ __all__ = [
     "OHLCVMarketDataSource",
     "BacktestMarketDataSource",
     "BacktestPortfolioConfiguration",
-    "MarketDataSource"
+    "MarketDataSource",
+    "CURRENT_UTC_DATETIME"
 ]

{investing_algorithm_framework-1.7.8 → investing_algorithm_framework-1.7.10}/investing_algorithm_framework/domain/constants.py

@@ -69,3 +69,4 @@ BACKTESTING_INDEX_DATETIME = "BACKTESTING_INDEX_DATETIME"
 BACKTESTING_START_DATE = "BACKTESTING_START_DATE"
 TICKER_DATA_TYPE = "TICKER"
 OHLCV_DATA_TYPE = "OHLCV"
+CURRENT_UTC_DATETIME = "CURRENT_UTC_DATETIME"

{investing_algorithm_framework-1.7.8 → investing_algorithm_framework-1.7.10}/investing_algorithm_framework/services/order_backtest_service.py

@@ -79,7 +79,7 @@ class OrderBacktestService(OrderService):
                         break
 
     def cancel_order(self, order):
-        self.check_pending_orders(ohlcvs={})
+        self.check_pending_orders()
         order = self.order_repository.get(order.id)
 
         if order is not None:

{investing_algorithm_framework-1.7.8 → investing_algorithm_framework-1.7.10}/investing_algorithm_framework/services/order_service.py

@@ -651,12 +651,8 @@ class OrderService(RepositoryService):
 
         while amount_to_close > 0 and not order_queue.empty():
             buy_order = order_queue.get()
-
-            if buy_order.get_trade_closed_amount() != None:
-                available_to_close = buy_order.get_filled() \
-                                     - buy_order.get_trade_closed_amount()
-            else:
-                available_to_close = buy_order.get_filled()
+            available_to_close = buy_order.get_filled() \
+                - buy_order.get_trade_closed_amount()
 
             if amount_to_close >= available_to_close:
                 to_be_closed = available_to_close
@@ -682,7 +678,8 @@ class OrderService(RepositoryService):
                 self.order_repository.update(
                     buy_order.id,
                     {
-                        "trade_closed_amount": buy_order.get_trade_closed_amount() + to_be_closed,
+                        "trade_closed_amount":
+                            buy_order.get_trade_closed_amount() + to_be_closed,
                         "trade_closed_price": sell_order.get_price(),
                         "net_gain": buy_order.get_net_gain() + net_gain
                     }