investing-algorithm-framework 2.0.1__tar.gz → 2.0.3__tar.gz

{investing_algorithm_framework-2.0.1 → investing_algorithm_framework-2.0.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing_algorithm_framework
-Version: 2.0.1
+Version: 2.0.3
 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-2.0.1 → investing_algorithm_framework-2.0.3}/investing_algorithm_framework/app/algorithm.py

@@ -1,4 +1,5 @@
 import logging
+import decimal
 from typing import List
 
 from investing_algorithm_framework.domain import OrderStatus, OrderFee, \
@@ -718,9 +719,22 @@ class Algorithm:
             if order.get_trade_closed_at() is not None
         ]
 
-    def round_down(self, value, decimals):
-        factor = 1 / (10 ** decimals)
-        return (value // factor) * factor
+    def round_down(self, value, amount_of_decimals):
+
+        if self.count_decimals(value) <= amount_of_decimals:
+            return value
+
+        with decimal.localcontext() as ctx:
+            d = decimal.Decimal(value)
+            ctx.rounding = decimal.ROUND_DOWN
+            return float(round(d, amount_of_decimals))
+
+    def count_decimals(self, number):
+        decimal_str = str(number)
+        if '.' in decimal_str:
+            return len(decimal_str.split('.')[1])
+        else:
+            return 0
 
     def get_open_trades(self, target_symbol=None):
         portfolios = self.portfolio_service.get_all()

{investing_algorithm_framework-2.0.1 → investing_algorithm_framework-2.0.3}/investing_algorithm_framework/app/app.py

@@ -84,13 +84,11 @@ class App:
         portfolio_configurations = portfolio_configuration_service.get_all()
         portfolio_service = self.container.portfolio_service()
 
-        print("caiogjieajigoea")
-        print(portfolio_configurations)
         for portfolio_configuration in portfolio_configurations:
             portfolio_service.create_portfolio_from_configuration(
                 portfolio_configuration
             )
-        print("done")
+
     def _initialize_stateless(self):
         configuration_service = self.container.configuration_service()
         configuration_service.config[SQLALCHEMY_DATABASE_URI] = "sqlite://"

{investing_algorithm_framework-2.0.1 → investing_algorithm_framework-2.0.3}/investing_algorithm_framework/domain/services/market_data_sources.py

@@ -1,4 +1,5 @@
 from abc import abstractmethod, ABC
+from typing import Callable
 from datetime import datetime
 
 
@@ -30,7 +31,14 @@ class BacktestMarketDataSource(ABC):
         pass
 
     @abstractmethod
-    def get_data(self, market_credential_service, backtest_index_date, **kwargs):
+    def get_data(
+        self,
+        market_credential_service,
+        backtest_index_date,
+        from_time_stamp=None,
+        to_time_stamp=None,
+        **kwargs
+    ):
         pass
 
     @property
@@ -162,6 +170,22 @@ class OHLCVMarketDataSource(MarketDataSource, ABC):
     def end_date_func(self):
         return self._end_date_func
 
+    @end_date.setter
+    def end_date(self, value):
+        self._end_date = value
+
+    @start_date.setter
+    def start_date(self, value):
+        self._start_date = value
+
+    @end_date_func.setter
+    def end_date_func(self, func: Callable):
+        self._end_date_func = func
+
+    @start_date_func.setter
+    def start_date_func(self, func: Callable):
+        self._start_date_func = func
+
 
 class TickerMarketDataSource(MarketDataSource, ABC):
 

{investing_algorithm_framework-2.0.1 → investing_algorithm_framework-2.0.3}/investing_algorithm_framework/services/order_service/order_service.py

@@ -153,7 +153,7 @@ class OrderService(RepositoryService):
             if OrderType.LIMIT.equals(order.get_order_type()):
 
                 if OrderSide.BUY.equals(order.get_order_side()):
-                    self.market_service.create_limit_buy_order(
+                    external_order = self.market_service.create_limit_buy_order(
                         target_symbol=order.get_target_symbol(),
                         trading_symbol=order.get_trading_symbol(),
                         amount=order.get_amount(),
@@ -161,33 +161,30 @@ class OrderService(RepositoryService):
                         market=portfolio.get_market()
                     )
                 else:
-                    self.market_service.create_limit_sell_order(
-                        target_symbol=order.get_target_symbol(),
-                        trading_symbol=order.get_trading_symbol(),
-                        amount=order.get_amount(),
-                        price=order.get_price(),
-                        market=portfolio.get_market()
-                    )
+                    external_order = self.market_service\
+                        .create_limit_sell_order(
+                            target_symbol=order.get_target_symbol(),
+                            trading_symbol=order.get_trading_symbol(),
+                            amount=order.get_amount(),
+                            price=order.get_price(),
+                            market=portfolio.get_market()
+                        )
             else:
                 if OrderSide.BUY.equals(order.get_order_side()):
                     raise OperationalException("Market buy order not supported")
                 else:
-                    self.market_service.create_market_sell_order(
-                        target_symbol=order.get_target_symbol(),
-                        trading_symbol=order.get_trading_symbol(),
-                        amount=order.get_amount(),
-                        market=portfolio.get_market()
-                    )
-
-            order = self.update(
-                order_id,
-                {
-                    "status": OrderStatus.OPEN.value,
-                    "remaining": order.remaining,
-                    "updated_at": datetime.now()
-                }
-            )
-            return order
+                    external_order = self.market_service\
+                        .create_market_sell_order(
+                            target_symbol=order.get_target_symbol(),
+                            trading_symbol=order.get_trading_symbol(),
+                            amount=order.get_amount(),
+                            market=portfolio.get_market()
+                        )
+
+            data = external_order.to_dict()
+            data["status"] = OrderStatus.OPEN.value
+            data["updated_at"] = datetime.now()
+            return self.update(order_id, data)
         except Exception as e:
             logger.error("Error executing order: {}".format(e))
             return self.update(

{investing_algorithm_framework-2.0.1 → investing_algorithm_framework-2.0.3}/investing_algorithm_framework/services/portfolio_service/portfolio_service.py

@@ -99,7 +99,6 @@ class PortfolioService(RepositoryService):
                             }
                         )
 
-
             for position in self.position_repository.get_all(
                 {"portfolio_id": portfolio.id}
             ):

{investing_algorithm_framework-2.0.1 → investing_algorithm_framework-2.0.3}/investing_algorithm_framework.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
-Name: investing-algorithm-framework
-Version: 2.0.1
+Name: investing_algorithm_framework
+Version: 2.0.3
 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