investing-algorithm-framework 3.4.0__tar.gz → 3.4.1__tar.gz

{investing_algorithm_framework-3.4.0 → investing_algorithm_framework-3.4.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 3.4.0
+Version: 3.4.1
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.8.1,<4.0.0

{investing_algorithm_framework-3.4.0 → investing_algorithm_framework-3.4.1}/investing_algorithm_framework/domain/models/trade/trade.py

@@ -209,12 +209,21 @@ class Trade(BaseModel):
             # If dataframes are provided, we use the dataframe to calculate
             # the stop loss price
             if ohlcv_df is not None:
-                filtered_df = ohlcv_df.filter(
-                    pl.col('Datetime') >= self.opened_at.strftime(
-                        DATETIME_FORMAT
+                column_type = ohlcv_df['Datetime'].dtype
+
+                if isinstance(column_type, pl.Datetime):
+                    filtered_df = ohlcv_df.filter(
+                        pl.col('Datetime') >= self.opened_at
+                    )
+                else:
+                    filtered_df = ohlcv_df.filter(
+                        pl.col('Datetime') >= self.opened_at.strftime(
+                            DATETIME_FORMAT
+                        )
                     )
-                )
+
                 prices = filtered_df['Close'].to_numpy()
+
             highest_price = max(prices)
             stop_loss_price = highest_price * (1 - stop_loss_percentage / 100)
             return current_price <= stop_loss_price

{investing_algorithm_framework-3.4.0 → investing_algorithm_framework-3.4.1}/investing_algorithm_framework/services/order_service/order_backtest_service.py

@@ -1,6 +1,7 @@
 import logging
 
 import pandas as pd
+import polars as pl
 
 from investing_algorithm_framework.domain import BACKTESTING_INDEX_DATETIME, \
     OrderStatus, BACKTESTING_PENDING_ORDER_CHECK_INTERVAL, \
@@ -160,9 +161,18 @@ class OrderBacktestService(OrderService):
         created_at = order.get_created_at()
         order_side = order.get_order_side()
         order_price = order.get_price()
+        column_type = ohlcv_data_frame['Datetime'].dtype
 
-        # Filter OHLCV data after the order creation time
-        ohlcv_data_after_order = ohlcv_data_frame.loc[created_at:]
+        if isinstance(column_type, pl.Datetime):
+            ohlcv_data_after_order = ohlcv_data_frame.filter(
+                pl.col('Datetime') >= created_at
+            )
+        else:
+            ohlcv_data_after_order = ohlcv_data_frame.filter(
+                pl.col('Datetime') >= created_at.strftime(
+                    self.configuration_service.config["DATETIME_FORMAT"]
+                )
+            )
 
         # Check if the order execution conditions are met
         if OrderSide.BUY.equals(order_side):

{investing_algorithm_framework-3.4.0 → investing_algorithm_framework-3.4.1}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v3.4.0"
+version = "v3.4.1"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"