investing-algorithm-framework 1.7.9__tar.gz → 1.7.10__tar.gz

{investing_algorithm_framework-1.7.9 → investing_algorithm_framework-1.7.10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing_algorithm_framework
-Version: 1.7.9
+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

{investing_algorithm_framework-1.7.9 → 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-1.7.9 → 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-1.7.9 → 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-1.7.9 → 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
                     }

{investing_algorithm_framework-1.7.9 → investing_algorithm_framework-1.7.10}/investing_algorithm_framework.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 1.7.9
+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

{investing_algorithm_framework-1.7.9 → investing_algorithm_framework-1.7.10}/investing_algorithm_framework/domain/models/trade.py

@@ -160,10 +160,10 @@ class Trade(BaseModel):
             trading_symbol=self.trading_symbol,
             amount=self.amount,
             open_price=self.open_price,
+            current_price=self.current_price,
             closed_price=self.closed_price,
             opened_at=self.opened_at,
             closed_at=self.closed_at,
-            current_price=self.current_price,
             value=self.value,
             change=self.percentage_change,
             absolute_change=self.absolute_change,