investing-algorithm-framework 2.0__tar.gz → 2.0.2__tar.gz

{investing_algorithm_framework-2.0 → investing_algorithm_framework-2.0.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing_algorithm_framework
-Version: 2.0
+Version: 2.0.2
 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
@@ -259,9 +259,9 @@ The framework has by default support for [ccxt](https://github.com/ccxt/ccxt).
 This should allow you to connect to a lot of brokers/exchanges.
 
 ```python
-from investing_algorithm_framework import App, PortfolioConfiguration, \
-    MarketCredential
-app = App()
+from investing_algorithm_framework import PortfolioConfiguration, \
+    MarketCredential, create_app
+app = create_app()
 app.add_market_credential(
     MarketCredential(
         market="<your market>", 

{investing_algorithm_framework-2.0 → investing_algorithm_framework-2.0.2}/README.md

@@ -222,9 +222,9 @@ The framework has by default support for [ccxt](https://github.com/ccxt/ccxt).
 This should allow you to connect to a lot of brokers/exchanges.
 
 ```python
-from investing_algorithm_framework import App, PortfolioConfiguration, \
-    MarketCredential
-app = App()
+from investing_algorithm_framework import PortfolioConfiguration, \
+    MarketCredential, create_app
+app = create_app()
 app.add_market_credential(
     MarketCredential(
         market="<your market>", 

{investing_algorithm_framework-2.0 → investing_algorithm_framework-2.0.2}/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 → investing_algorithm_framework-2.0.2}/investing_algorithm_framework/domain/services/market_service.py

@@ -123,7 +123,7 @@ class MarketService(ABC):
             return None
 
         for market_data_credentials in self.market_credentials:
-            if market_data_credentials.market == market:
+            if market_data_credentials.market.lower() == market.lower():
                 return market_data_credentials
 
         return None

{investing_algorithm_framework-2.0 → investing_algorithm_framework-2.0.2}/investing_algorithm_framework/infrastructure/models/market_data_sources/ccxt.py

@@ -405,8 +405,8 @@ class CCXTTickerBacktestMarketDataSource(
 
 class CCXTOHLCVMarketDataSource(OHLCVMarketDataSource):
 
-    def get_data(self, **kwargs):
-        market_service = CCXTMarketService(None)
+    def get_data(self, market_credential_service, **kwargs):
+        market_service = CCXTMarketService(market_credential_service)
 
         if self.start_date is None:
             raise OperationalException(

{investing_algorithm_framework-2.0 → investing_algorithm_framework-2.0.2}/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 → investing_algorithm_framework-2.0.2}/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}
             ):
@@ -168,9 +167,11 @@ class PortfolioService(RepositoryService):
         if self.repository.exists(
             {"identifier": portfolio_configuration.identifier}
         ):
-            return self.repository.find(
+            portfolio = self.repository.find(
                 {"identifier": portfolio_configuration.identifier}
             )
+            self.sync_portfolio(portfolio, portfolio_configuration)
+            return portfolio
 
         balances = self.market_service\
             .get_balance(market=portfolio_configuration.market)
@@ -185,6 +186,19 @@ class PortfolioService(RepositoryService):
             balances[portfolio_configuration.trading_symbol.upper()]
             ["free"]
         )
+
+        if portfolio_configuration.initial_balance is not None and \
+                unallocated < portfolio_configuration.initial_balance:
+            raise OperationalException(
+                f"Insufficient balance on market "
+                f"{portfolio_configuration.market} "
+                f"for trading symbol "
+                f"{portfolio_configuration.trading_symbol}. "
+                f"Portfolio configuration initial balance: "
+                f"{portfolio_configuration.initial_balance} "
+                f"Available balance: {unallocated}"
+            )
+
         creation_data = {
             "unallocated": unallocated,
             "identifier": portfolio_configuration.identifier,
@@ -202,3 +216,32 @@ class PortfolioService(RepositoryService):
             }
         )
         self.create_snapshot(portfolio.id, created_at=portfolio.created_at)
+
+    def sync_portfolio(self, portfolio, portfolio_configuration):
+        balances = self.market_service \
+            .get_balance(market=portfolio_configuration.market)
+
+        if portfolio_configuration.trading_symbol.upper() not in balances:
+            raise OperationalException(
+                f"Trading symbol balance not available "
+                f"in portfolio on market {portfolio_configuration.market}"
+            )
+
+        unallocated = float(
+            balances[portfolio_configuration.trading_symbol.upper()]
+            ["free"]
+        )
+
+        if unallocated < portfolio.unallocated:
+            raise OperationalException(
+                "There seems to be a mismatch between the portfolio of this "
+                "algorithm and the portfolio on the exchange. "
+                f"Please make sure that the available "
+                f"{portfolio.trading_symbol} "
+                f"of your portfolio on the market {portfolio.market} "
+                "matches the portfolio of this algorithm."
+                f"Current portfolio: {portfolio.unallocated} "
+                f"{portfolio.trading_symbol}"
+                f"Available on market: {unallocated} "
+                f"{portfolio.trading_symbol}"
+            )

{investing_algorithm_framework-2.0 → investing_algorithm_framework-2.0.2}/investing_algorithm_framework.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
-Name: investing-algorithm-framework
-Version: 2.0
+Name: investing_algorithm_framework
+Version: 2.0.2
 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
@@ -259,9 +259,9 @@ The framework has by default support for [ccxt](https://github.com/ccxt/ccxt).
 This should allow you to connect to a lot of brokers/exchanges.
 
 ```python
-from investing_algorithm_framework import App, PortfolioConfiguration, \
-    MarketCredential
-app = App()
+from investing_algorithm_framework import PortfolioConfiguration, \
+    MarketCredential, create_app
+app = create_app()
 app.add_market_credential(
     MarketCredential(
         market="<your market>", 

{investing_algorithm_framework-2.0 → investing_algorithm_framework-2.0.2}/investing_algorithm_framework.egg-info/SOURCES.txt

@@ -117,7 +117,6 @@ investing_algorithm_framework/services/backtest_service.py
 investing_algorithm_framework/services/configuration_service.py
 investing_algorithm_framework/services/market_credential_service.py
 investing_algorithm_framework/services/portfolio_configuration_service.py
-investing_algorithm_framework/services/portfolio_service.py
 investing_algorithm_framework/services/portfolio_snapshot_service.py
 investing_algorithm_framework/services/position_service.py
 investing_algorithm_framework/services/position_snapshot_service.py

investing_algorithm_framework-2.0/investing_algorithm_framework/services/portfolio_service.py

@@ -1,207 +0,0 @@
-import logging
-from datetime import datetime
-
-from investing_algorithm_framework.domain import OrderSide, OrderStatus, \
-    OperationalException, MarketService
-from investing_algorithm_framework.services.repository_service \
-    import RepositoryService
-
-logger = logging.getLogger("investing_algorithm_framework")
-
-
-class PortfolioService(RepositoryService):
-
-    def __init__(
-        self,
-        market_service: MarketService,
-        market_credential_service,
-        position_repository,
-        order_service,
-        portfolio_repository,
-        portfolio_configuration_service,
-        portfolio_snapshot_service,
-    ):
-        self.market_service = market_service
-        self.position_repository = position_repository
-        self.portfolio_configuration_service = portfolio_configuration_service
-        self.order_service = order_service
-        self.portfolio_snapshot_service = portfolio_snapshot_service
-        self.market_credentials_service = market_credential_service
-        super(PortfolioService, self).__init__(portfolio_repository)
-
-    def find(self, query_params):
-        portfolio = self.repository.find(query_params)
-        portfolio_configuration = self.portfolio_configuration_service\
-            .get(portfolio.identifier)
-        portfolio.configuration = portfolio_configuration
-        return portfolio
-
-    def create(self, data):
-        unallocated = data.get("unallocated", 0)
-        portfolio = super(PortfolioService, self).create(data)
-        self.position_repository.create(
-            {
-                "symbol": portfolio.get_trading_symbol(),
-                "amount": unallocated,
-                "portfolio_id": portfolio.id,
-                "cost": unallocated
-            }
-        )
-        self.create_snapshot(portfolio.id, created_at=portfolio.created_at)
-        return portfolio
-
-    def sync_portfolios(self):
-
-        for portfolio in self.get_all():
-            portfolio_configuration = self.portfolio_configuration_service\
-                .get(portfolio.identifier)
-
-            self.market_service.market_data_credentials = \
-                self.market_credentials_service.get_all()
-            balances = self.market_service.get_balance(portfolio.market)
-
-            for symbol in balances["free"]:
-                balance = balances["free"][symbol]
-                logger.info(f"Syncing {symbol} balance")
-
-                if self.position_repository.exists(
-                    {"portfolio_id": portfolio.id, "symbol": symbol}
-                ):
-                    position = self.position_repository.find(
-                        {
-                            "portfolio_id": portfolio.id,
-                            "symbol": symbol
-                        }
-                    )
-                    self.position_repository.update(
-                        position.id,
-                        {"amount": balance}
-                    )
-                else:
-                    self.position_repository.create(
-                        {
-                            "symbol": symbol,
-                            "amount": balance,
-                            "portfolio_id": portfolio.id
-                        }
-                    )
-
-                if symbol == portfolio.trading_symbol:
-                    if portfolio.unallocated != balance:
-                        logger.info(
-                            "Updating unallocated balance "
-                            f"from {portfolio.unallocated} "
-                            f"to {balance}"
-                        )
-                        difference = balance - portfolio.get_unallocated()
-                        self.update(
-                            portfolio.id,
-                            {
-                                "unallocated": portfolio.get_unallocated() + difference,
-                                "net_size": portfolio.get_net_size() + difference
-                            }
-                        )
-
-
-            for position in self.position_repository.get_all(
-                {"portfolio_id": portfolio.id}
-            ):
-                if position.symbol == portfolio.trading_symbol:
-                    continue
-
-                logger.info(f"Syncing {position.symbol} orders")
-
-                external_orders = self.market_service\
-                    .get_orders(
-                        f"{position.symbol}/{portfolio.trading_symbol}",
-                        since=portfolio_configuration.track_from,
-                        market=portfolio.market
-                    )
-
-                logger.info(
-                    f"Found {len(external_orders)} external orders "
-                    f"for position {position.symbol}"
-                )
-
-                for external_order in external_orders:
-
-                    if self.order_service.exists(
-                        {"external_id": external_order.external_id}
-                    ):
-                        logger.info("Updating existing order")
-                        order = self.order_service.find(
-                            {"external_id": external_order.external_id}
-                        )
-                        self.order_service.update(
-                            order.id, external_order.to_dict()
-                        )
-                    else:
-                        logger.info(
-                            "Creating new order based on external order"
-                        )
-                        data = external_order.to_dict()
-                        data["position_id"] = position.id
-                        data["portfolio_id"] = portfolio.id
-                        self.order_service.create(
-                            data, execute=False, validate=False, sync=False
-                        )
-
-    def create_snapshot(self, portfolio_id, created_at=None):
-
-        if created_at is None:
-            created_at = datetime.utcnow()
-
-        portfolio = self.get(portfolio_id)
-        pending_orders = self.order_service.get_all(
-            {
-                "order_side": OrderSide.BUY.value,
-                "status": OrderStatus.OPEN.value,
-                "portfolio_id": portfolio.id
-            }
-        )
-        return self.portfolio_snapshot_service.create_snapshot(
-            portfolio,
-            pending_orders=pending_orders,
-            created_at=created_at
-        )
-
-    def create_portfolio_from_configuration(self, portfolio_configuration):
-        logger.info("Creating portfolios")
-
-        if self.repository.exists(
-            {"identifier": portfolio_configuration.identifier}
-        ):
-            return self.repository.find(
-                {"identifier": portfolio_configuration.identifier}
-            )
-
-        balances = self.market_service\
-            .get_balance(market=portfolio_configuration.market)
-
-        if portfolio_configuration.trading_symbol.upper() not in balances:
-            raise OperationalException(
-                f"Trading symbol balance not available "
-                f"in portfolio on market {portfolio_configuration.market}"
-            )
-
-        unallocated = float(
-            balances[portfolio_configuration.trading_symbol.upper()]
-            ["free"]
-        )
-        creation_data = {
-            "unallocated": unallocated,
-            "identifier": portfolio_configuration.identifier,
-            "trading_symbol": portfolio_configuration.trading_symbol.upper(),
-            "market": portfolio_configuration.market.upper(),
-        }
-
-        portfolio = self.repository.create(creation_data)
-        self.position_repository.create(
-            {
-                "symbol": portfolio.get_trading_symbol(),
-                "amount": unallocated,
-                "portfolio_id": portfolio.id,
-                "cost": unallocated
-            }
-        )
-        self.create_snapshot(portfolio.id, created_at=portfolio.created_at)