investing-algorithm-framework 3.3.1__tar.gz → 3.4.0__tar.gz

{investing_algorithm_framework-3.3.1 → investing_algorithm_framework-3.4.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 3.3.1
+Version: 3.4.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.8.1,<4.0.0

{investing_algorithm_framework-3.3.1 → investing_algorithm_framework-3.4.0}/investing_algorithm_framework/app/algorithm.py

@@ -1,12 +1,11 @@
-import decimal
+import inspect
 import logging
 from typing import List
-import inspect
 
 from investing_algorithm_framework.domain import OrderStatus, OrderFee, \
     Position, Order, Portfolio, OrderType, OrderSide, \
     BACKTESTING_FLAG, BACKTESTING_INDEX_DATETIME, MarketService, TimeUnit, \
-    OperationalException, random_string
+    OperationalException, random_string, RoundingService
 from investing_algorithm_framework.services import MarketCredentialService, \
     MarketDataSourceService, PortfolioService, PositionService, TradeService, \
     OrderService, ConfigurationService, StrategyOrchestratorService, \
@@ -218,7 +217,7 @@ class Algorithm:
             amount = position.get_amount() * (percentage_of_position / 100)
 
         if precision is not None:
-            amount = self.round_down(amount, precision)
+            amount = RoundingService.round_down(amount, precision)
 
         order_data = {
             "target_symbol": target_symbol,
@@ -594,7 +593,9 @@ class Algorithm:
         net_size = portfolio.get_net_size()
         return (position.cost / net_size) * 100
 
-    def close_position(self, symbol, market=None, identifier=None):
+    def close_position(
+        self, symbol, market=None, identifier=None, precision=None
+    ):
         portfolio = self.portfolio_service.find(
             {"market": market, "identifier": identifier}
         )
@@ -623,6 +624,7 @@ class Algorithm:
             amount=position.get_amount(),
             order_side=OrderSide.SELL.value,
             price=ticker["bid"],
+            precision=precision,
         )
 
     def add_strategies(self, strategies):
@@ -886,28 +888,13 @@ class Algorithm:
     def get_closed_trades(self):
         return self.trade_service.get_closed_trades()
 
-    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, market=None):
         return self.trade_service.get_open_trades(target_symbol, market)
 
-    def close_trade(self, trade, market=None):
-        self.trade_service.close_trade(trade, market)
+    def close_trade(self, trade, market=None, precision=None) -> None:
+        self.trade_service.close_trade(
+            trade=trade, market=market, precision=precision
+        )
 
     def get_number_of_positions(self):
         """

{investing_algorithm_framework-3.3.1 → investing_algorithm_framework-3.4.0}/investing_algorithm_framework/domain/__init__.py

@@ -26,7 +26,8 @@ from .stateless_actions import StatelessActions
 from .decimal_parsing import parse_decimal_to_string, parse_string_to_decimal
 from .services import TickerMarketDataSource, OrderBookMarketDataSource, \
     OHLCVMarketDataSource, BacktestMarketDataSource, MarketDataSource, \
-    MarketService, MarketCredentialService, AbstractPortfolioSyncService
+    MarketService, MarketCredentialService, AbstractPortfolioSyncService, \
+    RoundingService
 from .data_structures import PeekableQueue
 
 __all__ = [
@@ -109,5 +110,6 @@ __all__ = [
     "RESERVED_BALANCES",
     "AbstractPortfolioSyncService",
     "APP_MODE",
-    "AppMode"
+    "AppMode",
+    "RoundingService",
 ]

{investing_algorithm_framework-3.3.1 → investing_algorithm_framework-3.4.0}/investing_algorithm_framework/domain/services/__init__.py

@@ -3,6 +3,7 @@ from .market_data_sources import MarketDataSource, TickerMarketDataSource, \
 from .market_service import MarketService
 from .market_credential_service import MarketCredentialService
 from .portfolios import AbstractPortfolioSyncService
+from .rounding_service import RoundingService
 
 __all__ = [
     "MarketDataSource",
@@ -12,5 +13,6 @@ __all__ = [
     "BacktestMarketDataSource",
     "MarketService",
     "MarketCredentialService",
-    "AbstractPortfolioSyncService"
+    "AbstractPortfolioSyncService",
+    "RoundingService",
 ]

investing_algorithm_framework-3.4.0/investing_algorithm_framework/domain/services/rounding_service.py

@@ -0,0 +1,27 @@
+import decimal
+
+
+class RoundingService:
+    """
+    Service to round numbers to a certain amount of decimals.
+    It will always round down.
+    """
+
+    @staticmethod
+    def round_down(value, amount_of_decimals):
+
+        if RoundingService.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))
+
+    @staticmethod
+    def count_decimals(number):
+        decimal_str = str(number)
+        if '.' in decimal_str:
+            return len(decimal_str.split('.')[1])
+        else:
+            return 0

{investing_algorithm_framework-3.3.1 → investing_algorithm_framework-3.4.0}/investing_algorithm_framework/services/trade_service/trade_service.py

@@ -1,14 +1,14 @@
 import logging
-from typing import List
 from queue import PriorityQueue
+from typing import List
 
 from investing_algorithm_framework.domain import OrderStatus, OrderSide, \
     Trade, PeekableQueue, OrderType, TradeStatus, \
-    OperationalException, Order
-from investing_algorithm_framework.services.position_service import \
-    PositionService
+    OperationalException, Order, RoundingService
 from investing_algorithm_framework.services.market_data_source_service import \
     MarketDataSourceService
+from investing_algorithm_framework.services.position_service import \
+    PositionService
 
 logger = logging.getLogger(__name__)
 
@@ -199,7 +199,7 @@ class TradeService:
             if order.get_trade_closed_at() is not None
         ]
 
-    def close_trade(self, trade, market=None) -> None:
+    def close_trade(self, trade, market=None, precision=None) -> None:
         """
         Close trade method
 
@@ -210,6 +210,7 @@ class TradeService:
 
         return: None
         """
+
         if trade.closed_at is not None:
             raise OperationalException("Trade already closed.")
 
@@ -227,6 +228,9 @@ class TradeService:
         )
         amount = order.get_amount()
 
+        if precision is not None:
+            amount = RoundingService.round_down(amount, precision)
+
         if position.get_amount() < amount:
             logger.warning(
                 f"Order amount {amount} is larger then amount "

{investing_algorithm_framework-3.3.1 → investing_algorithm_framework-3.4.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v3.3.1"
+version = "v3.4.0"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"