investing-algorithm-framework 3.4.3__tar.gz → 3.5.1__tar.gz

{investing_algorithm_framework-3.4.3 → investing_algorithm_framework-3.5.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 3.4.3
+Version: 3.5.1
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.8.1,<4.0.0
@@ -166,52 +166,66 @@ For example if you run the [moving average example trading bot](./examples/cross
 you will get the following backtesting report:
  
 ```bash
-====================Backtest report===============================
-* Start date: 2023-08-24 00:00:00
-* End date: 2023-12-02 00:00:00
-* Number of days: 100
-* Number of runs: 1201
-====================Portfolio overview============================
-* Number of orders: 10
-* Initial balance: 400.0000 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========================
+
+                          /&#                                      #&(                 Backtest report
+                          &&&&&&&&&&&#                       &&&&&&&&&&&&              ---------------------------
+                         &&&&&&&&&&&&&&&&                (&&&&&&&&&&&&&&&              Start date: 2023-08-24 00:00:00
+                         &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&              End date: 2023-12-02 00:00:00
+                         &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&              Number of days: 100 
+                          &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&              Number of runs: 1201
+                          .&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&               Number of orders: 10
+                           &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&.               Initial balance: 400.0
+                          &&&&&&&#  /(((   &&&&&&&&&&&&*(((     .&&&&&&&.              Final balance: 431.1499      
+              &&&&&&&&&&&&&&&&&&&    ((((    &&&&&&&&   ((((     &&&&&&&&&&&&&&&&&&&   Total net gain: 28.5542 7.139%  
+                       (((&&&&&&&&    ((((    &&&&&&     ((((   &&&&&&&&&((            Growth: 31.1499 7.787%             
+               /((((((((((&&&&&&&&&&   (((,   &&&&&&      (((**&&&&&&&&&(((((((((((    Number of trades closed: 4
+                     &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&          Number of trades open(end of backtest): 2
+                            &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&                 Percentage positive trades: 60.0%
+                              &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&                   Percentage negative trades: 20.0%
+                     (((((      &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&(                      Average trade size: 98.9886 EUR
+                    (((((           &&&&&&&&&&&&&&&&&&&&&&&&,                          Average trade duration: 184.0 hours
+                   (((((                 &&&&&&&&&&&&&#                            
+                  (((((                  #&&&&&&&&&&###                            
+                 (((((                   &&&&&&&&&&&###.                           
+               .(((((                   &&&&&&&&&&&&&&###(                          
+              (((((                   &&&&&&&&&&&&&&&&#(((/                        
+             (((((                  &&&&&&&&&&&&&&&&&&&@((((                       
+            (((((                  &&&&&&&&&&&&&&&&&&&&&&((((                      
+           (((((                  &&&&&&&&&&&&&&&&&&&&&&&&((((,                    
+         .(((((                   &&&&&&&&&&&&&&&&&&&&&&&&&&((((                    
+        (((((                   &&&&&&&&&&&&&&&&&&&&&&&&&&&&((((                   
+       (((((                    &&&&&&&&&&&&&&&&&&&&&&&&&&&&&((((                  
+      (((((                    &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&((((                  
+     (((((                     &&&&&&&&&&&&&&&&&&&&&&&&&&&&&#((((                  
+     (((((((((((((((((((#########&&&&&&&&&&&&&&&&&&&&&&&&&&&&(((((                  
+      (((((((((((((((((((((######&&&&&&&&&&&&&&&&&&&&&&&&&&&&((((                   
+        
+Positions overview
 ╭────────────┬──────────┬──────────────────────┬───────────────────────┬──────────────┬───────────────┬───────────────────────────┬────────────────┬───────────────╮
 │ Position   │   Amount │   Pending buy amount │   Pending sell amount │   Cost (EUR) │   Value (EUR) │ Percentage of portfolio   │   Growth (EUR) │ Growth_rate   │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ EUR        │ 214.219  │                    0 │                     0 │      214.219 │       214.219 │ 49.6010%                  │         0      │ 0.0000%       │
+│ EUR        │ 217.044  │                    0 │                     0 │      217.044 │       217.044 │ 50.3407%                  │         0      │ 0.0000%       │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ BTC        │   0.0031 │                    0 │                     0 │      107.095 │       110.401 │ 25.5627%                  │         3.3066 │ 3.0875%       │
+│ BTC        │   0.003  │                    0 │                     0 │      104.372 │       106.84  │ 24.7802%                  │         2.4678 │ 2.3644%       │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ DOT        │  21.3291 │                    0 │                     0 │      107.104 │       107.264 │ 24.8363%                  │         0.16   │ 0.1494%       │
+│ DOT        │  21.3295 │                    0 │                     0 │      107.138 │       107.266 │ 24.8791%                  │         0.128  │ 0.1195%       │
 ╰────────────┴──────────┴──────────────────────┴───────────────────────┴──────────────┴───────────────┴───────────────────────────┴────────────────┴───────────────╯
-====================Trades overview===========================
-* 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
+Trades overview
 ╭─────────┬─────────────────────┬─────────────────────┬────────────────────┬──────────────┬──────────────────┬───────────────────────┬────────────────────┬─────────────────────╮
 │ Pair    │ Open date           │ Close date          │   Duration (hours) │   Size (EUR) │   Net gain (EUR) │ Net gain percentage   │   Open price (EUR) │   Close price (EUR) │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-11-30 20:00:00 │                     │            2976.65 │     107.104  │           0      │ 0.0000%               │             5.0215 │                     │
+│ DOT-EUR │ 2023-11-30 18:00:00 │                     │            3207.26 │     107.138  │           0      │ 0.0000%               │             5.023  │                     │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-11-29 14:00:00 │                     │            3006.65 │     107.095  │           0      │ 0.0000%               │         34546.6    │                     │
+│ BTC-EUR │ 2023-11-29 12:00:00 │                     │            3237.26 │     104.372  │           0      │ 0.0000%               │         34790.7    │                     │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ 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 │ 2023-11-07 22:00:00 │ 2023-11-14 14:00:00 │             160    │      99.2337 │           2.5395 │ 2.5591%               │         33077.9    │          33924.4    │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ 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    │
+│ BTC-EUR │ 2023-11-06 14:00:00 │ 2023-11-06 18:00:00 │               4    │      98.2854 │          -0.4248 │ -0.4322%              │         32761.8    │          32620.2    │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ 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 │ 2023-10-30 04:00:00 │ 2023-11-14 00:00:00 │             356    │     100.537  │          24.2886 │ 24.1588%              │             4.0565 │              5.0365 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ 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    │
+│ BTC-EUR │ 2023-09-13 14:00:00 │ 2023-09-22 14:00:00 │             216    │      97.8976 │           2.1508 │ 2.1970%               │         24474.4    │          25012.1    │
 ╰─────────┴─────────────────────┴─────────────────────┴────────────────────┴──────────────┴──────────────────┴───────────────────────┴────────────────────┴─────────────────────╯
-==================================================================
 ```
 
 ### Backtest experiments

{investing_algorithm_framework-3.4.3 → investing_algorithm_framework-3.5.1}/README.md

@@ -139,52 +139,66 @@ For example if you run the [moving average example trading bot](./examples/cross
 you will get the following backtesting report:
  
 ```bash
-====================Backtest report===============================
-* Start date: 2023-08-24 00:00:00
-* End date: 2023-12-02 00:00:00
-* Number of days: 100
-* Number of runs: 1201
-====================Portfolio overview============================
-* Number of orders: 10
-* Initial balance: 400.0000 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========================
+
+                          /&#                                      #&(                 Backtest report
+                          &&&&&&&&&&&#                       &&&&&&&&&&&&              ---------------------------
+                         &&&&&&&&&&&&&&&&                (&&&&&&&&&&&&&&&              Start date: 2023-08-24 00:00:00
+                         &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&              End date: 2023-12-02 00:00:00
+                         &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&              Number of days: 100 
+                          &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&              Number of runs: 1201
+                          .&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&               Number of orders: 10
+                           &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&.               Initial balance: 400.0
+                          &&&&&&&#  /(((   &&&&&&&&&&&&*(((     .&&&&&&&.              Final balance: 431.1499      
+              &&&&&&&&&&&&&&&&&&&    ((((    &&&&&&&&   ((((     &&&&&&&&&&&&&&&&&&&   Total net gain: 28.5542 7.139%  
+                       (((&&&&&&&&    ((((    &&&&&&     ((((   &&&&&&&&&((            Growth: 31.1499 7.787%             
+               /((((((((((&&&&&&&&&&   (((,   &&&&&&      (((**&&&&&&&&&(((((((((((    Number of trades closed: 4
+                     &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&          Number of trades open(end of backtest): 2
+                            &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&                 Percentage positive trades: 60.0%
+                              &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&                   Percentage negative trades: 20.0%
+                     (((((      &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&(                      Average trade size: 98.9886 EUR
+                    (((((           &&&&&&&&&&&&&&&&&&&&&&&&,                          Average trade duration: 184.0 hours
+                   (((((                 &&&&&&&&&&&&&#                            
+                  (((((                  #&&&&&&&&&&###                            
+                 (((((                   &&&&&&&&&&&###.                           
+               .(((((                   &&&&&&&&&&&&&&###(                          
+              (((((                   &&&&&&&&&&&&&&&&#(((/                        
+             (((((                  &&&&&&&&&&&&&&&&&&&@((((                       
+            (((((                  &&&&&&&&&&&&&&&&&&&&&&((((                      
+           (((((                  &&&&&&&&&&&&&&&&&&&&&&&&((((,                    
+         .(((((                   &&&&&&&&&&&&&&&&&&&&&&&&&&((((                    
+        (((((                   &&&&&&&&&&&&&&&&&&&&&&&&&&&&((((                   
+       (((((                    &&&&&&&&&&&&&&&&&&&&&&&&&&&&&((((                  
+      (((((                    &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&((((                  
+     (((((                     &&&&&&&&&&&&&&&&&&&&&&&&&&&&&#((((                  
+     (((((((((((((((((((#########&&&&&&&&&&&&&&&&&&&&&&&&&&&&(((((                  
+      (((((((((((((((((((((######&&&&&&&&&&&&&&&&&&&&&&&&&&&&((((                   
+        
+Positions overview
 ╭────────────┬──────────┬──────────────────────┬───────────────────────┬──────────────┬───────────────┬───────────────────────────┬────────────────┬───────────────╮
 │ Position   │   Amount │   Pending buy amount │   Pending sell amount │   Cost (EUR) │   Value (EUR) │ Percentage of portfolio   │   Growth (EUR) │ Growth_rate   │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ EUR        │ 214.219  │                    0 │                     0 │      214.219 │       214.219 │ 49.6010%                  │         0      │ 0.0000%       │
+│ EUR        │ 217.044  │                    0 │                     0 │      217.044 │       217.044 │ 50.3407%                  │         0      │ 0.0000%       │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ BTC        │   0.0031 │                    0 │                     0 │      107.095 │       110.401 │ 25.5627%                  │         3.3066 │ 3.0875%       │
+│ BTC        │   0.003  │                    0 │                     0 │      104.372 │       106.84  │ 24.7802%                  │         2.4678 │ 2.3644%       │
 ├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
-│ DOT        │  21.3291 │                    0 │                     0 │      107.104 │       107.264 │ 24.8363%                  │         0.16   │ 0.1494%       │
+│ DOT        │  21.3295 │                    0 │                     0 │      107.138 │       107.266 │ 24.8791%                  │         0.128  │ 0.1195%       │
 ╰────────────┴──────────┴──────────────────────┴───────────────────────┴──────────────┴───────────────┴───────────────────────────┴────────────────┴───────────────╯
-====================Trades overview===========================
-* 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
+Trades overview
 ╭─────────┬─────────────────────┬─────────────────────┬────────────────────┬──────────────┬──────────────────┬───────────────────────┬────────────────────┬─────────────────────╮
 │ Pair    │ Open date           │ Close date          │   Duration (hours) │   Size (EUR) │   Net gain (EUR) │ Net gain percentage   │   Open price (EUR) │   Close price (EUR) │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ DOT-EUR │ 2023-11-30 20:00:00 │                     │            2976.65 │     107.104  │           0      │ 0.0000%               │             5.0215 │                     │
+│ DOT-EUR │ 2023-11-30 18:00:00 │                     │            3207.26 │     107.138  │           0      │ 0.0000%               │             5.023  │                     │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ BTC-EUR │ 2023-11-29 14:00:00 │                     │            3006.65 │     107.095  │           0      │ 0.0000%               │         34546.6    │                     │
+│ BTC-EUR │ 2023-11-29 12:00:00 │                     │            3237.26 │     104.372  │           0      │ 0.0000%               │         34790.7    │                     │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ 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 │ 2023-11-07 22:00:00 │ 2023-11-14 14:00:00 │             160    │      99.2337 │           2.5395 │ 2.5591%               │         33077.9    │          33924.4    │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ 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    │
+│ BTC-EUR │ 2023-11-06 14:00:00 │ 2023-11-06 18:00:00 │               4    │      98.2854 │          -0.4248 │ -0.4322%              │         32761.8    │          32620.2    │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ 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 │ 2023-10-30 04:00:00 │ 2023-11-14 00:00:00 │             356    │     100.537  │          24.2886 │ 24.1588%              │             4.0565 │              5.0365 │
 ├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
-│ 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    │
+│ BTC-EUR │ 2023-09-13 14:00:00 │ 2023-09-22 14:00:00 │             216    │      97.8976 │           2.1508 │ 2.1970%               │         24474.4    │          25012.1    │
 ╰─────────┴─────────────────────┴─────────────────────┴────────────────────┴──────────────┴──────────────────┴───────────────────────┴────────────────────┴─────────────────────╯
-==================================================================
 ```
 
 ### Backtest experiments

{investing_algorithm_framework-3.4.3 → investing_algorithm_framework-3.5.1}/investing_algorithm_framework/app/app.py

@@ -1,14 +1,14 @@
+import inspect
 import logging
 import os
 import shutil
 import threading
+from abc import abstractmethod
 from datetime import datetime
 from distutils.sysconfig import get_python_lib
 from time import sleep
-from typing import List
-import inspect
+from typing import List, Optional, Tuple
 
-from abc import abstractmethod
 from flask import Flask
 
 from investing_algorithm_framework.app.algorithm import Algorithm
@@ -28,6 +28,9 @@ from investing_algorithm_framework.services import OrderBacktestService, \
     MarketDataSourceService, MarketCredentialService
 
 logger = logging.getLogger("investing_algorithm_framework")
+COLOR_RESET = '\033[0m'
+COLOR_GREEN = '\033[92m'
+COLOR_YELLOW = '\033[93m'
 
 
 class AppHook:
@@ -236,7 +239,8 @@ class App:
         self,
         backtest_start_date,
         backtest_end_date,
-        pending_order_check_interval
+        market_data_sources,
+        pending_order_check_interval=None,
     ) -> None:
         """
         Initialize the app for backtesting by setting the configuration
@@ -257,9 +261,11 @@ class App:
         configuration_service.config[BACKTESTING_START_DATE] = \
             backtest_start_date
         configuration_service.config[BACKTESTING_END_DATE] = backtest_end_date
-        configuration_service.config[
-            BACKTESTING_PENDING_ORDER_CHECK_INTERVAL
-        ] = pending_order_check_interval
+
+        if pending_order_check_interval is not None:
+            configuration_service.config[
+                BACKTESTING_PENDING_ORDER_CHECK_INTERVAL
+            ] = pending_order_check_interval
 
         # Create resource dir if not exits
         self._create_resource_directory_if_not_exists()
@@ -267,12 +273,6 @@ class App:
         # Override the MarketDataSourceService service with the backtest
         # market data source service equivalent. Additionally, convert the
         # market data sources to backtest market data sources
-        # market_data_sources = self.get_market_data_sources()
-        # backtest_market_data_sources = []
-        market_data_source_service: MarketDataSourceService = \
-            self.container.market_data_source_service()
-        market_data_sources = market_data_source_service \
-            .get_market_data_sources()
 
         if market_data_sources is not None:
             backtest_market_data_sources = [
@@ -435,10 +435,10 @@ class App:
                 shutil.copy(management_commands_template, destination)
 
     def run(
-            self,
-            payload: dict = None,
-            number_of_iterations: int = None,
-            sync=False
+        self,
+        payload: dict = None,
+        number_of_iterations: int = None,
+        sync=False
     ):
         """
         Entry point to run the application. This method should be called to
@@ -500,7 +500,6 @@ class App:
             while self.algorithm.running:
                 if number_of_iterations_since_last_orders_check == 30:
                     logger.info("Checking pending orders")
-                    self.algorithm.check_pending_orders()
                     number_of_iterations_since_last_orders_check = 1
 
                 self.algorithm.run_jobs()
@@ -673,12 +672,12 @@ class App:
         return self.algorithm.get_portfolio_configurations()
 
     def run_backtest(
-            self,
-            algorithm,
-            start_date,
-            end_date,
-            pending_order_check_interval='1h',
-            output_directory=None
+        self,
+        algorithm,
+        start_date,
+        end_date,
+        pending_order_check_interval=None,
+        output_directory=None
     ) -> BacktestReport:
         """
         Run a backtest for an algorithm. This method should be called when
@@ -699,10 +698,14 @@ class App:
         if end_date is None:
             end_date = datetime.utcnow()
 
+        market_data_sources = self._market_data_source_service\
+            .get_market_data_sources()
+
         self._initialize_app_for_backtest(
             backtest_start_date=start_date,
             backtest_end_date=end_date,
-            pending_order_check_interval=pending_order_check_interval
+            pending_order_check_interval=pending_order_check_interval,
+            market_data_sources=market_data_sources
         )
 
         self._initialize_algorithm_for_backtest(
@@ -733,12 +736,13 @@ class App:
         return report
 
     def run_backtests(
-            self,
-            algorithms,
-            start_date,
-            end_date,
-            pending_order_check_interval='1h',
-            output_directory=None
+        self,
+        algorithms,
+        start_date: Optional[datetime] = None,
+        end_date: Optional[datetime] = None,
+        date_ranges: Optional[Tuple[datetime, datetime]] = None,
+        pending_order_check_interval=None,
+        output_directory=None
     ) -> List[BacktestReport]:
         """
         Run a backtest for a set algorithm. This method should be called when
@@ -749,6 +753,8 @@ class App:
         :param start_date: The start date of the backtest
         :param end_date: The end date of the backtest
         :param pending_order_check_interval: The interval at which to check
+        :param date_ranges: The date ranges to run the backtests for (list of
+        tuples of start and end dates)
         pending orders
         :param output_directory: The directory to write the backtest report to
         :return: List of BacktestReport intances
@@ -756,39 +762,61 @@ class App:
         logger.info("Initializing backtests")
         reports = []
 
-        if end_date is None:
-            end_date = datetime.utcnow()
+        if start_date is not None:
 
-        self._initialize_app_for_backtest(
-            backtest_start_date=start_date,
-            backtest_end_date=end_date,
-            pending_order_check_interval=pending_order_check_interval
-        )
+            if end_date is None:
+                end_date = datetime.utcnow()
 
-        for algorithm in algorithms:
-            self._initialize_algorithm_for_backtest(algorithm)
-            backtest_service = self.container.backtest_service()
-            backtest_service.resource_directory = self.config.get(
-                RESOURCE_DIRECTORY
+            date_ranges = [(start_date, end_date)]
+        else:
+            if date_ranges is None:
+                raise OperationalException("No date ranges specified")
+
+        market_data_sources = self._market_data_source_service\
+            .get_market_data_sources()
+
+        for date_range in date_ranges:
+            start_date, end_date = date_range
+            self._initialize_app_for_backtest(
+                backtest_start_date=start_date,
+                backtest_end_date=end_date,
+                pending_order_check_interval=pending_order_check_interval,
+                market_data_sources=market_data_sources
             )
 
-            # Run the backtest with the backtest_service and collect the report
-            report = backtest_service.run_backtest(
-                algorithm=algorithm, start_date=start_date, end_date=end_date
+            print(
+                f"{COLOR_YELLOW}Running backtests for date "
+                f"range:{COLOR_RESET} {COLOR_GREEN}{start_date} - "
+                f"{end_date} for a "
+                f"total of {len(algorithms)} algorithms.{COLOR_RESET}"
             )
-            backtest_report_writer_service = self.container \
-                .backtest_report_writer_service()
+            for algorithm in algorithms:
+                self._initialize_algorithm_for_backtest(algorithm)
+                backtest_service = self.container.backtest_service()
+                backtest_service.resource_directory = self.config.get(
+                    RESOURCE_DIRECTORY
+                )
 
-            if output_directory is None:
-                output_directory = os.path.join(
-                    self.config.get(RESOURCE_DIRECTORY),
-                    "backtest_reports"
+                # Run the backtest with the backtest_service
+                # and collect the report
+                report = backtest_service.run_backtest(
+                    algorithm=algorithm,
+                    start_date=start_date,
+                    end_date=end_date
                 )
+                backtest_report_writer_service = self.container \
+                    .backtest_report_writer_service()
 
-            backtest_report_writer_service.write_report_to_csv(
-                report=report, output_directory=output_directory
-            )
-            reports.append(report)
+                if output_directory is None:
+                    output_directory = os.path.join(
+                        self.config.get(RESOURCE_DIRECTORY),
+                        "backtest_reports"
+                    )
+
+                backtest_report_writer_service.write_report_to_csv(
+                    report=report, output_directory=output_directory
+                )
+                reports.append(report)
 
         return reports
 

{investing_algorithm_framework-3.4.3 → investing_algorithm_framework-3.5.1}/investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py

@@ -1,4 +1,5 @@
 import json
+
 from investing_algorithm_framework.app.stateless.action_handlers \
     .action_handler_strategy import ActionHandlerStrategy
 

{investing_algorithm_framework-3.4.3 → investing_algorithm_framework-3.5.1}/investing_algorithm_framework/app/strategy.py

@@ -1,7 +1,7 @@
+from investing_algorithm_framework.domain import OperationalException
 from investing_algorithm_framework.domain import \
     TimeUnit, StrategyProfile, Trade
 from .algorithm import Algorithm
-from investing_algorithm_framework.domain import OperationalException
 
 
 class TradingStrategy:
@@ -60,6 +60,10 @@ class TradingStrategy:
             )
 
     def run_strategy(self, algorithm, market_data):
+        # Check pending orders before running the strategy
+        algorithm.check_pending_orders()
+
+        # Run user defined strategy
         self.apply_strategy(algorithm=algorithm, market_data=market_data)
 
     def apply_strategy(self, algorithm, market_data):

{investing_algorithm_framework-3.4.3 → investing_algorithm_framework-3.5.1}/investing_algorithm_framework/app/web/controllers/orders.py

@@ -1,9 +1,10 @@
 import logging
 
-from flask import Blueprint, request
 from dependency_injector.wiring import inject, Provide
-from investing_algorithm_framework.app.web.schemas import OrderSerializer
+from flask import Blueprint, request
+
 from investing_algorithm_framework.app.web.responses import create_response
+from investing_algorithm_framework.app.web.schemas import OrderSerializer
 from investing_algorithm_framework.dependency_container import \
     DependencyContainer
 

{investing_algorithm_framework-3.4.3 → investing_algorithm_framework-3.5.1}/investing_algorithm_framework/app/web/schemas/position.py

@@ -1,4 +1,5 @@
 from marshmallow import Schema, fields
+
 from investing_algorithm_framework.dependency_container import \
     DependencyContainer
 

{investing_algorithm_framework-3.4.3 → investing_algorithm_framework-3.5.1}/investing_algorithm_framework/domain/__init__.py

@@ -1,34 +1,34 @@
 from .config import Config, Environment
-from .models import OrderStatus, OrderSide, OrderType, TimeInterval, \
-    TimeUnit, TimeFrame, TradingTimeFrame, TradingDataType, \
-    PortfolioConfiguration, Portfolio, Position, Order, TradeStatus, \
-    OrderFee, BacktestReport, PortfolioSnapshot, StrategyProfile, \
-    BacktestPosition, Trade, MarketCredential, PositionSnapshot, \
-    BacktestReportsEvaluation, AppMode
-from .exceptions import OperationalException, ApiException, \
-    PermissionDeniedApiException, ImproperlyConfigured
 from .constants import ITEMIZE, ITEMIZED, PER_PAGE, PAGE, ENVIRONMENT, \
     DATABASE_DIRECTORY_PATH, DATABASE_NAME, DEFAULT_PER_PAGE_VALUE, \
     DEFAULT_PAGE_VALUE, SQLALCHEMY_DATABASE_URI, RESOURCE_DIRECTORY, \
     DATETIME_FORMAT, DATETIME_FORMAT_BACKTESTING, BACKTESTING_FLAG, \
     BACKTESTING_INDEX_DATETIME, BACKTESTING_START_DATE, CCXT_DATETIME_FORMAT, \
     BACKTEST_DATA_DIRECTORY_NAME, TICKER_DATA_TYPE, OHLCV_DATA_TYPE, \
-    CURRENT_UTC_DATETIME, BACKTESTING_END_DATE,  SYMBOLS, \
+    CURRENT_UTC_DATETIME, BACKTESTING_END_DATE, SYMBOLS, \
     CCXT_DATETIME_FORMAT_WITH_TIMEZONE, RESERVED_BALANCES, \
     BACKTESTING_PENDING_ORDER_CHECK_INTERVAL, APP_MODE
-from .singleton import Singleton
-from .utils import random_string, append_dict_as_row_to_csv, \
-    add_column_headers_to_csv, get_total_amount_of_rows, \
-    csv_to_list, StoppableThread, pretty_print_backtest_reports_evaluation, \
-    pretty_print_backtest, load_csv_into_dict, load_backtest_reports
-from .strategy import Strategy
-from .stateless_actions import StatelessActions
+from .data_structures import PeekableQueue
 from .decimal_parsing import parse_decimal_to_string, parse_string_to_decimal
+from .exceptions import OperationalException, ApiException, \
+    PermissionDeniedApiException, ImproperlyConfigured
+from .models import OrderStatus, OrderSide, OrderType, TimeInterval, \
+    TimeUnit, TimeFrame, TradingTimeFrame, TradingDataType, \
+    PortfolioConfiguration, Portfolio, Position, Order, TradeStatus, \
+    OrderFee, BacktestReport, PortfolioSnapshot, StrategyProfile, \
+    BacktestPosition, Trade, MarketCredential, PositionSnapshot, \
+    BacktestReportsEvaluation, AppMode
 from .services import TickerMarketDataSource, OrderBookMarketDataSource, \
     OHLCVMarketDataSource, BacktestMarketDataSource, MarketDataSource, \
     MarketService, MarketCredentialService, AbstractPortfolioSyncService, \
     RoundingService
-from .data_structures import PeekableQueue
+from .singleton import Singleton
+from .stateless_actions import StatelessActions
+from .strategy import Strategy
+from .utils import random_string, append_dict_as_row_to_csv, \
+    add_column_headers_to_csv, get_total_amount_of_rows, \
+    csv_to_list, StoppableThread, pretty_print_backtest_reports_evaluation, \
+    pretty_print_backtest, load_csv_into_dict, load_backtest_reports
 
 __all__ = [
     'Config',

{investing_algorithm_framework-3.4.3 → investing_algorithm_framework-3.5.1}/investing_algorithm_framework/domain/models/backtesting/backtest_report.py

@@ -1,4 +1,5 @@
 from datetime import datetime
+
 from investing_algorithm_framework.domain.models.base_model import BaseModel
 from investing_algorithm_framework.domain.models.time_unit import TimeUnit
 
@@ -213,7 +214,7 @@ class BacktestReport(BaseModel):
 
     @property
     def percentage_positive_trades(self):
-        return self._percentage_positive_trades
+        return float(self._percentage_positive_trades)
 
     @percentage_positive_trades.setter
     def percentage_positive_trades(self, value):
@@ -221,7 +222,7 @@ class BacktestReport(BaseModel):
 
     @property
     def percentage_negative_trades(self):
-        return self._percentage_negative_trades
+        return float(self._percentage_negative_trades)
 
     @percentage_negative_trades.setter
     def percentage_negative_trades(self, value):