investing-algorithm-framework 3.1.0__tar.gz → 3.3.0__tar.gz

{investing_algorithm_framework-3.1.0 → investing_algorithm_framework-3.3.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 3.1.0
+Version: 3.3.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.8.1,<4.0.0
@@ -26,7 +26,7 @@ Requires-Dist: wrapt (>=1.16.0,<2.0.0)
 Description-Content-Type: text/markdown
 
 <a href=https://investing-algorithm-framework.com><img src="https://img.shields.io/badge/docs-website-brightgreen"></a>
-[![Build](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/build.yml/badge.svg)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/build.yml)
+[![Build](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml/badge.svg)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml)
 [![Tests](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml/badge.svg?branch=master)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml)
 [![Downloads](https://pepy.tech/badge/investing-algorithm-framework)](https://pepy.tech/badge/investing-algorithm-framework)
 [![Current Version](https://img.shields.io/pypi/v/investing_algorithm_framework.svg)](https://img.shields.io/pypi/v/investing_algorithm_framework.svg)
@@ -67,13 +67,19 @@ from investing_algorithm_framework import create_app, PortfolioConfiguration, \
     RESOURCE_DIRECTORY, TimeUnit, CCXTOHLCVMarketDataSource, Algorithm, \
     CCXTTickerMarketDataSource, MarketCredential, SYMBOLS
 
+# Define the symbols you want to trade for optimization, otherwise the 
+# algorithm will check if you have orders and balances on all available 
+# symbols on the market
+symbols = ["BTC/EUR"]
+
 # Define resource directory and the symbols you want to trade
 config = {
     RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()
-    SYMBOLS: ["BTC/EUR"]
+    SYMBOLS: symbols
 }
 
 # Define market data sources
+# OHLCV data for candles
 bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
     identifier="BTC-ohlcv",
     market="BITVAVO",
@@ -122,7 +128,13 @@ def perform_strategy(algorithm: Algorithm, market_data: dict):
 
     # Ticker data is passed as {"<identifier>": <ticker dict>}
     ticker_data = market_data["BTC-ticker"]
+    unallocated_balance = algorithm.get_unallocated()
+    positions = algorithm.get_positions()
+    trades = algorithm.get_trades()
+    open_trades = algorithm.get_open_trades()
+    closed_trades = algorithm.get_closed_trades()
     
+    # Create a buy oder 
     algorithm.create_limit_order(
         target_symbol="BTC/EUR",
         order_side="buy",
@@ -130,6 +142,12 @@ def perform_strategy(algorithm: Algorithm, market_data: dict):
         price=ticker_data["ask"],
     )
     
+    # Close a trade
+    algorithm.close_trade(trades[0].id)
+    
+    # Close a position
+    algorithm.close_position(positions[0].get_symbol())
+    
 if __name__ == "__main__":
     app.run()
 ```
@@ -154,72 +172,44 @@ you will get the following backtesting report:
 * Number of days: 100
 * Number of runs: 1201
 ====================Portfolio overview============================
-* Number of orders: 40
+* Number of orders: 10
 * Initial balance: 400.0000 EUR
-* Final balance: 425.9722 EUR
-* Total net gain: 25.9722 EUR
-* Total net gain percentage: 6.4931%
-* Growth rate: 6.4931%
-* Growth 25.9722 EUR
+* Final balance: 431.8837 EUR
+* Total net gain: 28.4171 EUR
+* Total net gain percentage: 7.1043%
+* Growth rate: 7.9709%
+* Growth 31.8837 EUR
 ====================Positions overview========================
 ╭────────────┬──────────┬──────────────────────┬───────────────────────┬──────────────┬───────────────┬───────────────────────────┬────────────────┬───────────────╮
 │ Position   │   Amount │   Pending buy amount │   Pending sell amount │   Cost (EUR) │   Value (EUR) │ Percentage of portfolio   │   Growth (EUR) │ Growth_rate   │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ EUR        │  425.972 │                    0 │                     0 │      425.972 │       425.972 │ 100.0000%                 │              0 │ 0.0000%       │
+│ EUR        │ 214.219  │                    0 │                     0 │      214.219 │       214.219 │ 49.6010%                  │         0      │ 0.0000%       │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ DOT        │    0     │                    0 │                     0 │        0     │         0     │ 0.0000%                   │              0 │ 0.0000%       │
+│ BTC        │   0.0031 │                    0 │                     0 │      107.095 │       110.401 │ 25.5627%                  │         3.3066 │ 3.0875%       │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ BTC        │    0     │                    0 │                     0 │        0     │         0     │ 0.0000%                   │              0 │ 0.0000%       │
+│ DOT        │  21.3291 │                    0 │                     0 │      107.104 │       107.264 │ 24.8363%                  │         0.16   │ 0.1494%       │
 ╰────────────┴──────────┴──────────────────────┴───────────────────────┴──────────────┴───────────────┴───────────────────────────┴────────────────┴───────────────╯
 ====================Trades overview===========================
-* Number of trades closed: 20
-* Number of trades open: 0
-* Percentage of positive trades: 40.0%
-* Percentage of negative trades: 60.0%
-* Average trade size: 100.4738 EUR
-* Average trade duration: 83.6 hours
+* Number of trades closed: 4
+* Number of trades open: 2
+* Percentage of positive trades: 60.0%
+* Percentage of negative trades: 20.0%
+* Average trade size: 98.8728 EUR
+* Average trade duration: 183.5 hours
 ╭─────────┬─────────────────────┬─────────────────────┬────────────────────┬──────────────┬──────────────────┬───────────────────────┬────────────────────┬─────────────────────╮
 │ Pair    │ Open date           │ Close date          │   Duration (hours) │   Size (EUR) │   Net gain (EUR) │ Net gain percentage   │   Open price (EUR) │   Close price (EUR) │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-11-24 14:00:00 │ 2023-11-27 16:00:00 │                 74 │     107.061  │          -2.2734 │ -2.1234%              │             4.78   │              4.6785 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-11-20 02:00:00 │ 2023-11-21 10:00:00 │                 32 │     109.269  │          -4.933  │ -4.5145%              │             4.995  │              4.7695 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-11-20 00:00:00 │ 2023-11-22 02:00:00 │                 50 │     105.992  │          -3.8994 │ -3.6789%              │         34190.9    │          32933.1    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-11-06 14:00:00 │ 2023-11-13 16:00:00 │                170 │     104.838  │           5.4049 │ 5.1555%               │         32761.8    │          34450.9    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-10-20 14:00:00 │ 2023-10-27 10:00:00 │                164 │      98.8999 │          11.4752 │ 11.6028%              │             3.525  │              3.934  │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-10-14 06:00:00 │ 2023-10-28 00:00:00 │                330 │      97.2734 │          24.5982 │ 25.2876%              │         25598.3    │          32071.5    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-10-14 06:00:00 │ 2023-10-17 16:00:00 │                 82 │      99.2141 │          -1.2575 │ -1.2674%              │             3.5505 │              3.5055 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-10-07 10:00:00 │ 2023-10-08 10:00:00 │                 24 │      99.6325 │          -1.6732 │ -1.6794%              │             3.8705 │              3.8055 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-09-27 12:00:00 │ 2023-10-05 22:00:00 │                202 │      96.3253 │           2.7092 │ 2.8126%               │         25348.8    │          26061.7    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-27 12:00:00 │ 2023-10-03 22:00:00 │                154 │      98.6987 │           1.0253 │ 1.0388%               │             3.8505 │              3.8905 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-25 14:00:00 │ 2023-09-27 06:00:00 │                 40 │      99.0277 │          -1.315  │ -1.3280%              │             3.8405 │              3.7895 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-14 18:00:00 │ 2023-09-18 04:00:00 │                 82 │      98.9598 │           0.2715 │ 0.2744%               │             3.8265 │              3.837  │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-09-07 08:00:00 │ 2023-09-10 18:00:00 │                 82 │      98.5979 │           0.1801 │ 0.1827%               │         24048.3    │          24092.2    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-07 02:00:00 │ 2023-09-09 04:00:00 │                 50 │      99.0076 │          -0.3719 │ -0.3757%              │             3.993  │              3.978  │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-05 16:00:00 │ 2023-09-06 14:00:00 │                 22 │      99.1603 │          -0.61   │ -0.6152%              │             3.9825 │              3.958  │
+│ DOT-EUR │ 2023-11-30 20:00:00 │                     │            2976.65 │     107.104  │           0      │ 0.0000%               │             5.0215 │                     │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-04 18:00:00 │ 2023-09-05 00:00:00 │                  6 │      99.3611 │          -0.8044 │ -0.8096%              │             3.9525 │              3.9205 │
+│ BTC-EUR │ 2023-11-29 14:00:00 │                     │            3006.65 │     107.095  │           0      │ 0.0000%               │         34546.6    │                     │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-04 12:00:00 │ 2023-09-04 16:00:00 │                  4 │      99.5219 │          -0.6427 │ -0.6458%              │             3.9485 │              3.923  │
+│ BTC-EUR │ 2023-11-08 00:00:00 │ 2023-11-14 16:00:00 │             160    │      99.2265 │           1.3352 │ 1.3456%               │         33075.5    │          33520.6    │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-08-26 12:00:00 │ 2023-08-26 20:00:00 │                  8 │      98.9954 │           0.0268 │ 0.0271%               │         24145.2    │          24151.8    │
+│ BTC-EUR │ 2023-11-06 16:00:00 │ 2023-11-06 20:00:00 │               4    │      97.8607 │          -0.0026 │ -0.0026%              │         32620.2    │          32619.4    │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-08-25 12:00:00 │ 2023-08-28 12:00:00 │                 72 │      99.6416 │          -0.5051 │ -0.5069%              │             4.1425 │              4.1215 │
+│ DOT-EUR │ 2023-10-30 06:00:00 │ 2023-11-14 00:00:00 │             354    │     100.551  │          24.8794 │ 24.7430%              │             4.0375 │              5.0365 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-08-24 02:00:00 │ 2023-08-25 02:00:00 │                 24 │      99.9997 │          -1.4334 │ -1.4334%              │             4.151  │              4.0915 │
+│ BTC-EUR │ 2023-09-13 16:00:00 │ 2023-09-22 16:00:00 │             216    │      97.8529 │           2.2051 │ 2.2534%               │         24463.2    │          25014.5    │
 ╰─────────┴─────────────────────┴─────────────────────┴────────────────────┴──────────────┴──────────────────┴───────────────────────┴────────────────────┴─────────────────────╯
 ==================================================================
 ```

{investing_algorithm_framework-3.1.0 → investing_algorithm_framework-3.3.0}/README.md

@@ -1,5 +1,5 @@
 <a href=https://investing-algorithm-framework.com><img src="https://img.shields.io/badge/docs-website-brightgreen"></a>
-[![Build](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/build.yml/badge.svg)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/build.yml)
+[![Build](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml/badge.svg)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml)
 [![Tests](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml/badge.svg?branch=master)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml)
 [![Downloads](https://pepy.tech/badge/investing-algorithm-framework)](https://pepy.tech/badge/investing-algorithm-framework)
 [![Current Version](https://img.shields.io/pypi/v/investing_algorithm_framework.svg)](https://img.shields.io/pypi/v/investing_algorithm_framework.svg)
@@ -40,13 +40,19 @@ from investing_algorithm_framework import create_app, PortfolioConfiguration, \
     RESOURCE_DIRECTORY, TimeUnit, CCXTOHLCVMarketDataSource, Algorithm, \
     CCXTTickerMarketDataSource, MarketCredential, SYMBOLS
 
+# Define the symbols you want to trade for optimization, otherwise the 
+# algorithm will check if you have orders and balances on all available 
+# symbols on the market
+symbols = ["BTC/EUR"]
+
 # Define resource directory and the symbols you want to trade
 config = {
     RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()
-    SYMBOLS: ["BTC/EUR"]
+    SYMBOLS: symbols
 }
 
 # Define market data sources
+# OHLCV data for candles
 bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
     identifier="BTC-ohlcv",
     market="BITVAVO",
@@ -95,7 +101,13 @@ def perform_strategy(algorithm: Algorithm, market_data: dict):
 
     # Ticker data is passed as {"<identifier>": <ticker dict>}
     ticker_data = market_data["BTC-ticker"]
+    unallocated_balance = algorithm.get_unallocated()
+    positions = algorithm.get_positions()
+    trades = algorithm.get_trades()
+    open_trades = algorithm.get_open_trades()
+    closed_trades = algorithm.get_closed_trades()
     
+    # Create a buy oder 
     algorithm.create_limit_order(
         target_symbol="BTC/EUR",
         order_side="buy",
@@ -103,6 +115,12 @@ def perform_strategy(algorithm: Algorithm, market_data: dict):
         price=ticker_data["ask"],
     )
     
+    # Close a trade
+    algorithm.close_trade(trades[0].id)
+    
+    # Close a position
+    algorithm.close_position(positions[0].get_symbol())
+    
 if __name__ == "__main__":
     app.run()
 ```
@@ -127,72 +145,44 @@ you will get the following backtesting report:
 * Number of days: 100
 * Number of runs: 1201
 ====================Portfolio overview============================
-* Number of orders: 40
+* Number of orders: 10
 * Initial balance: 400.0000 EUR
-* Final balance: 425.9722 EUR
-* Total net gain: 25.9722 EUR
-* Total net gain percentage: 6.4931%
-* Growth rate: 6.4931%
-* Growth 25.9722 EUR
+* Final balance: 431.8837 EUR
+* Total net gain: 28.4171 EUR
+* Total net gain percentage: 7.1043%
+* Growth rate: 7.9709%
+* Growth 31.8837 EUR
 ====================Positions overview========================
 ╭────────────┬──────────┬──────────────────────┬───────────────────────┬──────────────┬───────────────┬───────────────────────────┬────────────────┬───────────────╮
 │ Position   │   Amount │   Pending buy amount │   Pending sell amount │   Cost (EUR) │   Value (EUR) │ Percentage of portfolio   │   Growth (EUR) │ Growth_rate   │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ EUR        │  425.972 │                    0 │                     0 │      425.972 │       425.972 │ 100.0000%                 │              0 │ 0.0000%       │
+│ EUR        │ 214.219  │                    0 │                     0 │      214.219 │       214.219 │ 49.6010%                  │         0      │ 0.0000%       │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ DOT        │    0     │                    0 │                     0 │        0     │         0     │ 0.0000%                   │              0 │ 0.0000%       │
+│ BTC        │   0.0031 │                    0 │                     0 │      107.095 │       110.401 │ 25.5627%                  │         3.3066 │ 3.0875%       │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ BTC        │    0     │                    0 │                     0 │        0     │         0     │ 0.0000%                   │              0 │ 0.0000%       │
+│ DOT        │  21.3291 │                    0 │                     0 │      107.104 │       107.264 │ 24.8363%                  │         0.16   │ 0.1494%       │
 ╰────────────┴──────────┴──────────────────────┴───────────────────────┴──────────────┴───────────────┴───────────────────────────┴────────────────┴───────────────╯
 ====================Trades overview===========================
-* Number of trades closed: 20
-* Number of trades open: 0
-* Percentage of positive trades: 40.0%
-* Percentage of negative trades: 60.0%
-* Average trade size: 100.4738 EUR
-* Average trade duration: 83.6 hours
+* Number of trades closed: 4
+* Number of trades open: 2
+* Percentage of positive trades: 60.0%
+* Percentage of negative trades: 20.0%
+* Average trade size: 98.8728 EUR
+* Average trade duration: 183.5 hours
 ╭─────────┬─────────────────────┬─────────────────────┬────────────────────┬──────────────┬──────────────────┬───────────────────────┬────────────────────┬─────────────────────╮
 │ Pair    │ Open date           │ Close date          │   Duration (hours) │   Size (EUR) │   Net gain (EUR) │ Net gain percentage   │   Open price (EUR) │   Close price (EUR) │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-11-24 14:00:00 │ 2023-11-27 16:00:00 │                 74 │     107.061  │          -2.2734 │ -2.1234%              │             4.78   │              4.6785 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-11-20 02:00:00 │ 2023-11-21 10:00:00 │                 32 │     109.269  │          -4.933  │ -4.5145%              │             4.995  │              4.7695 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-11-20 00:00:00 │ 2023-11-22 02:00:00 │                 50 │     105.992  │          -3.8994 │ -3.6789%              │         34190.9    │          32933.1    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-11-06 14:00:00 │ 2023-11-13 16:00:00 │                170 │     104.838  │           5.4049 │ 5.1555%               │         32761.8    │          34450.9    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-10-20 14:00:00 │ 2023-10-27 10:00:00 │                164 │      98.8999 │          11.4752 │ 11.6028%              │             3.525  │              3.934  │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-10-14 06:00:00 │ 2023-10-28 00:00:00 │                330 │      97.2734 │          24.5982 │ 25.2876%              │         25598.3    │          32071.5    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-10-14 06:00:00 │ 2023-10-17 16:00:00 │                 82 │      99.2141 │          -1.2575 │ -1.2674%              │             3.5505 │              3.5055 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-10-07 10:00:00 │ 2023-10-08 10:00:00 │                 24 │      99.6325 │          -1.6732 │ -1.6794%              │             3.8705 │              3.8055 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-09-27 12:00:00 │ 2023-10-05 22:00:00 │                202 │      96.3253 │           2.7092 │ 2.8126%               │         25348.8    │          26061.7    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-27 12:00:00 │ 2023-10-03 22:00:00 │                154 │      98.6987 │           1.0253 │ 1.0388%               │             3.8505 │              3.8905 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-25 14:00:00 │ 2023-09-27 06:00:00 │                 40 │      99.0277 │          -1.315  │ -1.3280%              │             3.8405 │              3.7895 │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-14 18:00:00 │ 2023-09-18 04:00:00 │                 82 │      98.9598 │           0.2715 │ 0.2744%               │             3.8265 │              3.837  │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-09-07 08:00:00 │ 2023-09-10 18:00:00 │                 82 │      98.5979 │           0.1801 │ 0.1827%               │         24048.3    │          24092.2    │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-07 02:00:00 │ 2023-09-09 04:00:00 │                 50 │      99.0076 │          -0.3719 │ -0.3757%              │             3.993  │              3.978  │
-├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-05 16:00:00 │ 2023-09-06 14:00:00 │                 22 │      99.1603 │          -0.61   │ -0.6152%              │             3.9825 │              3.958  │
+│ DOT-EUR │ 2023-11-30 20:00:00 │                     │            2976.65 │     107.104  │           0      │ 0.0000%               │             5.0215 │                     │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-04 18:00:00 │ 2023-09-05 00:00:00 │                  6 │      99.3611 │          -0.8044 │ -0.8096%              │             3.9525 │              3.9205 │
+│ BTC-EUR │ 2023-11-29 14:00:00 │                     │            3006.65 │     107.095  │           0      │ 0.0000%               │         34546.6    │                     │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-09-04 12:00:00 │ 2023-09-04 16:00:00 │                  4 │      99.5219 │          -0.6427 │ -0.6458%              │             3.9485 │              3.923  │
+│ BTC-EUR │ 2023-11-08 00:00:00 │ 2023-11-14 16:00:00 │             160    │      99.2265 │           1.3352 │ 1.3456%               │         33075.5    │          33520.6    │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-08-26 12:00:00 │ 2023-08-26 20:00:00 │                  8 │      98.9954 │           0.0268 │ 0.0271%               │         24145.2    │          24151.8    │
+│ BTC-EUR │ 2023-11-06 16:00:00 │ 2023-11-06 20:00:00 │               4    │      97.8607 │          -0.0026 │ -0.0026%              │         32620.2    │          32619.4    │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-08-25 12:00:00 │ 2023-08-28 12:00:00 │                 72 │      99.6416 │          -0.5051 │ -0.5069%              │             4.1425 │              4.1215 │
+│ DOT-EUR │ 2023-10-30 06:00:00 │ 2023-11-14 00:00:00 │             354    │     100.551  │          24.8794 │ 24.7430%              │             4.0375 │              5.0365 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-08-24 02:00:00 │ 2023-08-25 02:00:00 │                 24 │      99.9997 │          -1.4334 │ -1.4334%              │             4.151  │              4.0915 │
+│ BTC-EUR │ 2023-09-13 16:00:00 │ 2023-09-22 16:00:00 │             216    │      97.8529 │           2.2051 │ 2.2534%               │         24463.2    │          25014.5    │
 ╰─────────┴─────────────────────┴─────────────────────┴────────────────────┴──────────────┴──────────────────┴───────────────────────┴────────────────────┴─────────────────────╯
 ==================================================================
 ```

{investing_algorithm_framework-3.1.0 → investing_algorithm_framework-3.3.0}/investing_algorithm_framework/__init__.py

@@ -7,7 +7,8 @@ from investing_algorithm_framework.domain import ApiException, \
     PortfolioConfiguration, RESOURCE_DIRECTORY, pretty_print_backtest, \
     Trade, OHLCVMarketDataSource, OrderBookMarketDataSource, SYMBOLS, \
     TickerMarketDataSource, MarketService, BacktestReportsEvaluation, \
-    pretty_print_backtest_reports_evaluation, load_backtest_reports
+    pretty_print_backtest_reports_evaluation, load_backtest_reports, \
+    RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT
 from investing_algorithm_framework.app import TradingStrategy, \
     StatelessAction, Task
 from investing_algorithm_framework.infrastructure import \
@@ -55,5 +56,9 @@ __all__ = [
     "pretty_print_backtest_reports_evaluation",
     "BacktestReportsEvaluation",
     "load_backtest_reports",
-    "SYMBOLS"
+    "SYMBOLS",
+    "RESERVED_BALANCES",
+    "APP_MODE",
+    "AppMode",
+    "DATETIME_FORMAT",
 ]

{investing_algorithm_framework-3.1.0 → investing_algorithm_framework-3.3.0}/investing_algorithm_framework/app/algorithm.py

@@ -727,12 +727,17 @@ class Algorithm:
                 .get_all()
 
         else:
-            query_params = {
-                "market": market,
-                "identifier": identifier
-            }
-            portfolio_configurations = [self.portfolio_configuration_service
-                                        .find(query_params)]
+            query_params = {"market": market, "identifier": identifier}
+            portfolio_configuration = self.portfolio_configuration_service \
+                .find(query_params)
+
+            if not portfolio_configuration:
+                raise OperationalException("No portfolio found.")
+
+            portfolio_configurations = [portfolio_configuration]
+
+        if len(portfolio_configurations) == 0:
+            raise OperationalException("No portfolio found.")
 
         portfolios = []