investing-algorithm-framework 2.2__tar.gz → 2.2.2__tar.gz

{investing_algorithm_framework-2.2/investing_algorithm_framework.egg-info → investing_algorithm_framework-2.2.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing_algorithm_framework
-Version: 2.2
+Version: 2.2.2
 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

{investing_algorithm_framework-2.2 → investing_algorithm_framework-2.2.2}/investing_algorithm_framework/app/algorithm.py

@@ -421,11 +421,9 @@ class Algorithm:
         )
         full_symbol = f"{position.symbol.upper()}/" \
                       f"{portfolio.trading_symbol.upper()}"
-        ticker = self.get_ticker_market_data_source(portfolio.market, full_symbol)\
-            .get_data(
-                backtest_index_date=self.config
-                .get(BACKTESTING_INDEX_DATETIME)
-            )
+        ticker = self._market_data_source_service.get_ticker(
+            symbol=full_symbol, market=market
+        )
         total = self.get_unallocated() + self.get_allocated()
         return (position.amount * ticker["bid"] / total) * 100
 
@@ -481,8 +479,9 @@ class Algorithm:
             self.order_service.cancel_order(order)
 
         symbol = f"{symbol.upper()}/{portfolio.trading_symbol.upper()}"
-        ticker = self._market_data_source_service\
-            .get_ticker(market=portfolio.market, symbol=symbol)
+        ticker = self._market_data_source_service.get_ticker(
+            symbol=symbol, market=market
+        )
         self.create_limit_order(
             target_symbol=position.symbol,
             amount=position.get_amount(),
@@ -550,8 +549,8 @@ class Algorithm:
 
                 symbol = f"{position.symbol.upper()}/" \
                          f"{portfolio.trading_symbol.upper()}"
-                ticker = self.get_ticker_market_data_source(
-                    portfolio.market, symbol
+                ticker = self._market_data_source_service.get_ticker(
+                    symbol=symbol, market=market,
                 ).get_data(
                     backtest_index_date=self.config
                     .get(BACKTESTING_INDEX_DATETIME)
@@ -670,7 +669,7 @@ class Algorithm:
     def check_pending_orders(self):
         self.order_service.check_pending_orders()
 
-    def get_trades(self):
+    def get_trades(self, market=None):
         portfolios = self.portfolio_service.get_all()
         trades = []
 
@@ -684,7 +683,7 @@ class Algorithm:
             for buy_order in buy_orders:
                 symbol = buy_order.get_symbol()
                 ticker = self._market_data_source_service.get_ticker(
-                    symbol=symbol, market=portfolio.market
+                    symbol=symbol, market=market
                 )
                 trades.append(
                     Trade(
@@ -738,7 +737,7 @@ class Algorithm:
         else:
             return 0
 
-    def get_open_trades(self, target_symbol=None):
+    def get_open_trades(self, target_symbol=None, market=None):
         portfolios = self.portfolio_service.get_all()
         trades = []
 
@@ -800,7 +799,7 @@ class Algorithm:
 
                 try:
                     ticker = self._market_data_source_service.get_ticker(
-                        symbol=symbol, market=portfolio.market
+                        symbol=symbol, market=market
                     )
                 except Exception as e:
                     logger.error(e)
@@ -828,7 +827,7 @@ class Algorithm:
 
         return trades
 
-    def close_trade(self, trade):
+    def close_trade(self, trade, market):
 
         if trade.closed_at is not None:
             raise ApiException("Trade already closed.")
@@ -856,8 +855,9 @@ class Algorithm:
 
         symbol = f"{order.get_target_symbol().upper()}" \
                  f"/{order.get_trading_symbol().upper()}"
-        ticker = self._market_data_source_service\
-            .get_ticker(symbol=symbol, market=portfolio.market)
+        ticker = self._market_data_source_service.get_ticker(
+            symbol=symbol, market=market
+        )
         self.create_limit_order(
             target_symbol=order.target_symbol,
             amount=amount,

{investing_algorithm_framework-2.2 → investing_algorithm_framework-2.2.2}/investing_algorithm_framework/dependency_container.py

@@ -25,7 +25,7 @@ class DependencyContainer(containers.DeclarativeContainer):
         ConfigurationService,
     )
     market_credential_service = providers.ThreadSafeSingleton(
-        MarketCredentialService,
+        MarketCredentialService
     )
     order_repository = providers.Factory(SQLOrderRepository)
     order_fee_repository = providers.Factory(SQLOrderFeeRepository)

{investing_algorithm_framework-2.2 → investing_algorithm_framework-2.2.2}/investing_algorithm_framework/domain/services/market_service.py

@@ -7,10 +7,7 @@ logger = logging.getLogger("investing_algorithm_framework")
 
 class MarketService(ABC):
 
-    def __init__(
-        self,
-        market_credential_service
-    ):
+    def __init__(self, market_credential_service):
         self._market_credential_service = market_credential_service
 
     @abstractmethod

{investing_algorithm_framework-2.2 → investing_algorithm_framework-2.2.2}/investing_algorithm_framework/services/market_data_source_service/market_data_source_service.py

@@ -8,6 +8,15 @@ from investing_algorithm_framework.services.market_credential_service \
 
 
 class MarketDataSourceService:
+    """
+    This class is responsible for managing the market data sources.
+
+    It is used by the algorithm to get market data from different sources.
+    The MarketDataSourceService will first check if there is a market data
+    source that matches the symbol, market and time frame provided by the user.
+    If there is, it will use that market data source to get the data. If there
+    is not, it will use the MarketService to get the data.
+    """
     _market_data_sources: List[MarketDataSource] = []
 
     def __init__(
@@ -25,7 +34,7 @@ class MarketDataSourceService:
         self._market_credential_service: MarketCredentialService = \
             market_credential_service
 
-    def get_ticker(self, symbol, market):
+    def get_ticker(self, symbol, market=None):
         ticker_market_data_source = self.get_ticker_market_data_source(
             symbol=symbol, market=market
         )
@@ -37,7 +46,7 @@ class MarketDataSourceService:
 
         return self._market_service.get_ticker(symbol, market)
 
-    def get_order_book(self, symbol, market):
+    def get_order_book(self, symbol, market=None):
         order_book_market_data_source = self.get_order_book_market_data_source(
             symbol=symbol, market=market
         )
@@ -50,7 +59,12 @@ class MarketDataSourceService:
         return self._market_service.get_order_book(symbol, market)
 
     def get_ohlcv(
-        self, symbol, time_frame, from_timestamp, market, to_timestamp=None
+        self,
+        symbol,
+        time_frame,
+        from_timestamp,
+        market=None,
+        to_timestamp=None
     ):
         ohlcv_market_data_source = self.get_ohlcv_market_data_source(
             symbol=symbol, market=market, time_frame=time_frame
@@ -79,40 +93,60 @@ class MarketDataSourceService:
                     market_credential_service=self._market_credential_service
                 )
 
-    def get_ticker_market_data_source(self, symbol, market):
+    def get_ticker_market_data_source(self, symbol, market=None):
 
         if self.market_data_sources is not None:
             for market_data_source in self._market_data_sources:
                 if isinstance(market_data_source, TickerMarketDataSource):
-                    if market_data_source.market.lower() == market.lower() \
-                            and market_data_source.symbol.lower() \
-                            == symbol.lower():
-                        return market_data_source
+
+                    if market is not None:
+                        if market_data_source.market.lower() == market.lower()\
+                                and market_data_source.symbol.lower() \
+                                == symbol.lower():
+                            return market_data_source
+                    else:
+                        if market_data_source.symbol.lower() \
+                                == symbol.lower():
+                            return market_data_source
 
         return None
 
-    def get_ohlcv_market_data_source(self, symbol, market, time_frame):
+    def get_ohlcv_market_data_source(self, symbol, time_frame, market=None):
 
         if self.market_data_sources is not None:
             for market_data_source in self._market_data_sources:
                 if isinstance(market_data_source, OHLCVMarketDataSource):
-                    if market_data_source.market.lower() == market.lower() \
-                            and market_data_source.symbol.lower() \
-                            == symbol.lower() and \
-                            market_data_source.timeframe == time_frame:
-                        return market_data_source
+
+                    if market is not None:
+
+                        if market_data_source.market.lower() == market.lower()\
+                                and market_data_source.symbol.lower() \
+                                == symbol.lower() and \
+                                market_data_source.timeframe == time_frame:
+                            return market_data_source
+                    else:
+                        if market_data_source.symbol.lower() \
+                                == symbol.lower() and \
+                                market_data_source.timeframe == time_frame:
+                            return market_data_source
 
         return None
 
-    def get_order_book_market_data_source(self, symbol, market):
+    def get_order_book_market_data_source(self, symbol, market=None):
 
         if self.market_data_sources is not None:
             for market_data_source in self._market_data_sources:
                 if isinstance(market_data_source, OrderBookMarketDataSource):
-                    if market_data_source.market.lower() == market.lower() \
-                            and market_data_source.symbol.lower() \
-                            == symbol.lower():
-                        return market_data_source
+
+                    if market is not None:
+                        if market_data_source.market.lower() == market.lower()\
+                                and market_data_source.symbol.lower() \
+                                == symbol.lower():
+                            return market_data_source
+                    else:
+                        if market_data_source.symbol.lower() \
+                                == symbol.lower():
+                            return market_data_source
 
         return None
 

{investing_algorithm_framework-2.2 → investing_algorithm_framework-2.2.2/investing_algorithm_framework.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing_algorithm_framework
-Version: 2.2
+Version: 2.2.2
 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