investing-algorithm-framework 3.7.0__py3-none-any.whl → 7.19.15__py3-none-any.whl
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- investing_algorithm_framework/__init__.py +168 -45
- investing_algorithm_framework/app/__init__.py +32 -1
- investing_algorithm_framework/app/algorithm/__init__.py +7 -0
- investing_algorithm_framework/app/algorithm/algorithm.py +239 -0
- investing_algorithm_framework/app/algorithm/algorithm_factory.py +114 -0
- investing_algorithm_framework/app/analysis/__init__.py +15 -0
- investing_algorithm_framework/app/analysis/backtest_data_ranges.py +121 -0
- investing_algorithm_framework/app/analysis/backtest_utils.py +107 -0
- investing_algorithm_framework/app/analysis/permutation.py +116 -0
- investing_algorithm_framework/app/analysis/ranking.py +297 -0
- investing_algorithm_framework/app/app.py +1933 -589
- investing_algorithm_framework/app/app_hook.py +28 -0
- investing_algorithm_framework/app/context.py +1725 -0
- investing_algorithm_framework/app/eventloop.py +590 -0
- investing_algorithm_framework/app/reporting/__init__.py +27 -0
- investing_algorithm_framework/app/reporting/ascii.py +921 -0
- investing_algorithm_framework/app/reporting/backtest_report.py +349 -0
- investing_algorithm_framework/app/reporting/charts/__init__.py +19 -0
- investing_algorithm_framework/app/reporting/charts/entry_exist_signals.py +66 -0
- investing_algorithm_framework/app/reporting/charts/equity_curve.py +37 -0
- investing_algorithm_framework/app/reporting/charts/equity_curve_drawdown.py +74 -0
- investing_algorithm_framework/app/reporting/charts/line_chart.py +11 -0
- investing_algorithm_framework/app/reporting/charts/monthly_returns_heatmap.py +70 -0
- investing_algorithm_framework/app/reporting/charts/ohlcv_data_completeness.py +51 -0
- investing_algorithm_framework/app/reporting/charts/rolling_sharp_ratio.py +79 -0
- investing_algorithm_framework/app/reporting/charts/yearly_returns_barchart.py +55 -0
- investing_algorithm_framework/app/reporting/generate.py +185 -0
- investing_algorithm_framework/app/reporting/tables/__init__.py +11 -0
- investing_algorithm_framework/app/reporting/tables/key_metrics_table.py +217 -0
- investing_algorithm_framework/app/reporting/tables/stop_loss_table.py +0 -0
- investing_algorithm_framework/app/reporting/tables/time_metrics_table.py +80 -0
- investing_algorithm_framework/app/reporting/tables/trade_metrics_table.py +147 -0
- investing_algorithm_framework/app/reporting/tables/trades_table.py +75 -0
- investing_algorithm_framework/app/reporting/tables/utils.py +29 -0
- investing_algorithm_framework/app/reporting/templates/report_template.html.j2 +154 -0
- investing_algorithm_framework/app/stateless/action_handlers/__init__.py +4 -2
- investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py +1 -1
- investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py +1 -1
- investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py +14 -7
- investing_algorithm_framework/app/strategy.py +664 -84
- investing_algorithm_framework/app/task.py +5 -3
- investing_algorithm_framework/app/web/__init__.py +2 -1
- investing_algorithm_framework/app/web/create_app.py +4 -2
- investing_algorithm_framework/cli/__init__.py +0 -0
- investing_algorithm_framework/cli/cli.py +226 -0
- investing_algorithm_framework/cli/deploy_to_aws_lambda.py +501 -0
- investing_algorithm_framework/cli/deploy_to_azure_function.py +718 -0
- investing_algorithm_framework/cli/initialize_app.py +603 -0
- investing_algorithm_framework/cli/templates/.gitignore.template +178 -0
- investing_algorithm_framework/cli/templates/app.py.template +18 -0
- investing_algorithm_framework/cli/templates/app_aws_lambda_function.py.template +48 -0
- investing_algorithm_framework/cli/templates/app_azure_function.py.template +14 -0
- investing_algorithm_framework/cli/templates/app_web.py.template +18 -0
- investing_algorithm_framework/cli/templates/aws_lambda_dockerfile.template +22 -0
- investing_algorithm_framework/cli/templates/aws_lambda_dockerignore.template +92 -0
- investing_algorithm_framework/cli/templates/aws_lambda_readme.md.template +110 -0
- investing_algorithm_framework/cli/templates/aws_lambda_requirements.txt.template +2 -0
- investing_algorithm_framework/cli/templates/azure_function_function_app.py.template +65 -0
- investing_algorithm_framework/cli/templates/azure_function_host.json.template +15 -0
- investing_algorithm_framework/cli/templates/azure_function_local.settings.json.template +8 -0
- investing_algorithm_framework/cli/templates/azure_function_requirements.txt.template +3 -0
- investing_algorithm_framework/cli/templates/data_providers.py.template +17 -0
- investing_algorithm_framework/cli/templates/env.example.template +2 -0
- investing_algorithm_framework/cli/templates/env_azure_function.example.template +4 -0
- investing_algorithm_framework/cli/templates/market_data_providers.py.template +9 -0
- investing_algorithm_framework/cli/templates/readme.md.template +135 -0
- investing_algorithm_framework/cli/templates/requirements.txt.template +2 -0
- investing_algorithm_framework/cli/templates/run_backtest.py.template +20 -0
- investing_algorithm_framework/cli/templates/strategy.py.template +124 -0
- investing_algorithm_framework/create_app.py +40 -6
- investing_algorithm_framework/dependency_container.py +72 -56
- investing_algorithm_framework/domain/__init__.py +71 -47
- investing_algorithm_framework/domain/backtesting/__init__.py +21 -0
- investing_algorithm_framework/domain/backtesting/backtest.py +503 -0
- investing_algorithm_framework/domain/backtesting/backtest_date_range.py +96 -0
- investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py +242 -0
- investing_algorithm_framework/domain/backtesting/backtest_metrics.py +459 -0
- investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py +275 -0
- investing_algorithm_framework/domain/backtesting/backtest_run.py +605 -0
- investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py +162 -0
- investing_algorithm_framework/domain/backtesting/combine_backtests.py +280 -0
- investing_algorithm_framework/domain/config.py +59 -91
- investing_algorithm_framework/domain/constants.py +13 -38
- investing_algorithm_framework/domain/data_provider.py +334 -0
- investing_algorithm_framework/domain/data_structures.py +3 -2
- investing_algorithm_framework/domain/exceptions.py +51 -1
- investing_algorithm_framework/domain/models/__init__.py +17 -12
- investing_algorithm_framework/domain/models/data/__init__.py +7 -0
- investing_algorithm_framework/domain/models/data/data_source.py +214 -0
- investing_algorithm_framework/domain/models/data/data_type.py +46 -0
- investing_algorithm_framework/domain/models/event.py +35 -0
- investing_algorithm_framework/domain/models/market/market_credential.py +55 -1
- investing_algorithm_framework/domain/models/order/order.py +77 -83
- investing_algorithm_framework/domain/models/order/order_status.py +2 -2
- investing_algorithm_framework/domain/models/order/order_type.py +1 -3
- investing_algorithm_framework/domain/models/portfolio/portfolio.py +81 -3
- investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py +26 -3
- investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py +108 -11
- investing_algorithm_framework/domain/models/position/__init__.py +2 -1
- investing_algorithm_framework/domain/models/position/position.py +12 -0
- investing_algorithm_framework/domain/models/position/position_size.py +41 -0
- investing_algorithm_framework/domain/models/risk_rules/__init__.py +7 -0
- investing_algorithm_framework/domain/models/risk_rules/stop_loss_rule.py +51 -0
- investing_algorithm_framework/domain/models/risk_rules/take_profit_rule.py +55 -0
- investing_algorithm_framework/domain/models/snapshot_interval.py +45 -0
- investing_algorithm_framework/domain/models/strategy_profile.py +19 -151
- investing_algorithm_framework/domain/models/time_frame.py +37 -0
- investing_algorithm_framework/domain/models/time_interval.py +33 -0
- investing_algorithm_framework/domain/models/time_unit.py +66 -2
- investing_algorithm_framework/domain/models/trade/__init__.py +8 -1
- investing_algorithm_framework/domain/models/trade/trade.py +295 -171
- investing_algorithm_framework/domain/models/trade/trade_status.py +9 -2
- investing_algorithm_framework/domain/models/trade/trade_stop_loss.py +332 -0
- investing_algorithm_framework/domain/models/trade/trade_take_profit.py +365 -0
- investing_algorithm_framework/domain/order_executor.py +112 -0
- investing_algorithm_framework/domain/portfolio_provider.py +118 -0
- investing_algorithm_framework/domain/services/__init__.py +2 -9
- investing_algorithm_framework/domain/services/portfolios/portfolio_sync_service.py +0 -6
- investing_algorithm_framework/domain/services/state_handler.py +38 -0
- investing_algorithm_framework/domain/strategy.py +1 -29
- investing_algorithm_framework/domain/utils/__init__.py +12 -7
- investing_algorithm_framework/domain/utils/custom_tqdm.py +22 -0
- investing_algorithm_framework/domain/utils/dates.py +57 -0
- investing_algorithm_framework/domain/utils/jupyter_notebook_detection.py +19 -0
- investing_algorithm_framework/domain/utils/polars.py +53 -0
- investing_algorithm_framework/domain/utils/random.py +29 -0
- investing_algorithm_framework/download_data.py +108 -0
- investing_algorithm_framework/infrastructure/__init__.py +31 -18
- investing_algorithm_framework/infrastructure/data_providers/__init__.py +36 -0
- investing_algorithm_framework/infrastructure/data_providers/ccxt.py +1143 -0
- investing_algorithm_framework/infrastructure/data_providers/csv.py +568 -0
- investing_algorithm_framework/infrastructure/data_providers/pandas.py +599 -0
- investing_algorithm_framework/infrastructure/database/__init__.py +6 -2
- investing_algorithm_framework/infrastructure/database/sql_alchemy.py +86 -12
- investing_algorithm_framework/infrastructure/models/__init__.py +6 -11
- investing_algorithm_framework/infrastructure/models/order/__init__.py +2 -1
- investing_algorithm_framework/infrastructure/models/order/order.py +35 -49
- investing_algorithm_framework/infrastructure/models/order/order_metadata.py +44 -0
- investing_algorithm_framework/infrastructure/models/order_trade_association.py +10 -0
- investing_algorithm_framework/infrastructure/models/portfolio/__init__.py +1 -1
- investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py +8 -0
- investing_algorithm_framework/infrastructure/models/portfolio/{portfolio.py → sql_portfolio.py} +17 -5
- investing_algorithm_framework/infrastructure/models/trades/__init__.py +9 -0
- investing_algorithm_framework/infrastructure/models/trades/trade.py +130 -0
- investing_algorithm_framework/infrastructure/models/trades/trade_stop_loss.py +59 -0
- investing_algorithm_framework/infrastructure/models/trades/trade_take_profit.py +55 -0
- investing_algorithm_framework/infrastructure/order_executors/__init__.py +21 -0
- investing_algorithm_framework/infrastructure/order_executors/backtest_oder_executor.py +28 -0
- investing_algorithm_framework/infrastructure/order_executors/ccxt_order_executor.py +200 -0
- investing_algorithm_framework/infrastructure/portfolio_providers/__init__.py +19 -0
- investing_algorithm_framework/infrastructure/portfolio_providers/ccxt_portfolio_provider.py +199 -0
- investing_algorithm_framework/infrastructure/repositories/__init__.py +8 -0
- investing_algorithm_framework/infrastructure/repositories/order_metadata_repository.py +17 -0
- investing_algorithm_framework/infrastructure/repositories/order_repository.py +5 -0
- investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py +1 -1
- investing_algorithm_framework/infrastructure/repositories/position_repository.py +11 -0
- investing_algorithm_framework/infrastructure/repositories/repository.py +81 -27
- investing_algorithm_framework/infrastructure/repositories/trade_repository.py +71 -0
- investing_algorithm_framework/infrastructure/repositories/trade_stop_loss_repository.py +29 -0
- investing_algorithm_framework/infrastructure/repositories/trade_take_profit_repository.py +29 -0
- investing_algorithm_framework/infrastructure/services/__init__.py +4 -4
- investing_algorithm_framework/infrastructure/services/aws/__init__.py +6 -0
- investing_algorithm_framework/infrastructure/services/aws/state_handler.py +113 -0
- investing_algorithm_framework/infrastructure/services/azure/__init__.py +5 -0
- investing_algorithm_framework/infrastructure/services/azure/state_handler.py +158 -0
- investing_algorithm_framework/services/__init__.py +113 -16
- investing_algorithm_framework/services/backtesting/__init__.py +0 -7
- investing_algorithm_framework/services/backtesting/backtest_service.py +566 -359
- investing_algorithm_framework/services/configuration_service.py +77 -11
- investing_algorithm_framework/services/data_providers/__init__.py +5 -0
- investing_algorithm_framework/services/data_providers/data_provider_service.py +850 -0
- investing_algorithm_framework/services/market_credential_service.py +16 -1
- investing_algorithm_framework/services/metrics/__init__.py +114 -0
- investing_algorithm_framework/services/metrics/alpha.py +0 -0
- investing_algorithm_framework/services/metrics/beta.py +0 -0
- investing_algorithm_framework/services/metrics/cagr.py +60 -0
- investing_algorithm_framework/services/metrics/calmar_ratio.py +40 -0
- investing_algorithm_framework/services/metrics/drawdown.py +181 -0
- investing_algorithm_framework/services/metrics/equity_curve.py +24 -0
- investing_algorithm_framework/services/metrics/exposure.py +210 -0
- investing_algorithm_framework/services/metrics/generate.py +358 -0
- investing_algorithm_framework/services/metrics/mean_daily_return.py +83 -0
- investing_algorithm_framework/services/metrics/profit_factor.py +165 -0
- investing_algorithm_framework/services/metrics/recovery.py +113 -0
- investing_algorithm_framework/services/metrics/returns.py +452 -0
- investing_algorithm_framework/services/metrics/risk_free_rate.py +28 -0
- investing_algorithm_framework/services/metrics/sharpe_ratio.py +137 -0
- investing_algorithm_framework/services/metrics/sortino_ratio.py +74 -0
- investing_algorithm_framework/services/metrics/standard_deviation.py +157 -0
- investing_algorithm_framework/services/metrics/trades.py +500 -0
- investing_algorithm_framework/services/metrics/treynor_ratio.py +0 -0
- investing_algorithm_framework/services/metrics/ulcer.py +0 -0
- investing_algorithm_framework/services/metrics/value_at_risk.py +0 -0
- investing_algorithm_framework/services/metrics/volatility.py +97 -0
- investing_algorithm_framework/services/metrics/win_rate.py +177 -0
- investing_algorithm_framework/services/order_service/__init__.py +3 -1
- investing_algorithm_framework/services/order_service/order_backtest_service.py +76 -89
- investing_algorithm_framework/services/order_service/order_executor_lookup.py +110 -0
- investing_algorithm_framework/services/order_service/order_service.py +407 -326
- investing_algorithm_framework/services/portfolios/__init__.py +3 -1
- investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py +37 -3
- investing_algorithm_framework/services/portfolios/portfolio_configuration_service.py +22 -8
- investing_algorithm_framework/services/portfolios/portfolio_provider_lookup.py +106 -0
- investing_algorithm_framework/services/portfolios/portfolio_service.py +96 -28
- investing_algorithm_framework/services/portfolios/portfolio_snapshot_service.py +97 -28
- investing_algorithm_framework/services/portfolios/portfolio_sync_service.py +116 -313
- investing_algorithm_framework/services/positions/__init__.py +7 -0
- investing_algorithm_framework/services/positions/position_service.py +210 -0
- investing_algorithm_framework/services/repository_service.py +8 -2
- investing_algorithm_framework/services/trade_order_evaluator/__init__.py +9 -0
- investing_algorithm_framework/services/trade_order_evaluator/backtest_trade_oder_evaluator.py +113 -0
- investing_algorithm_framework/services/trade_order_evaluator/default_trade_order_evaluator.py +51 -0
- investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py +80 -0
- investing_algorithm_framework/services/trade_service/__init__.py +7 -1
- investing_algorithm_framework/services/trade_service/trade_service.py +1013 -315
- investing_algorithm_framework/services/trade_service/trade_stop_loss_service.py +39 -0
- investing_algorithm_framework/services/trade_service/trade_take_profit_service.py +41 -0
- investing_algorithm_framework-7.19.15.dist-info/METADATA +537 -0
- investing_algorithm_framework-7.19.15.dist-info/RECORD +263 -0
- investing_algorithm_framework-7.19.15.dist-info/entry_points.txt +3 -0
- investing_algorithm_framework/app/algorithm.py +0 -1105
- investing_algorithm_framework/domain/graphs.py +0 -382
- investing_algorithm_framework/domain/metrics/__init__.py +0 -6
- investing_algorithm_framework/domain/models/backtesting/__init__.py +0 -11
- investing_algorithm_framework/domain/models/backtesting/backtest_date_range.py +0 -43
- investing_algorithm_framework/domain/models/backtesting/backtest_position.py +0 -120
- investing_algorithm_framework/domain/models/backtesting/backtest_report.py +0 -580
- investing_algorithm_framework/domain/models/backtesting/backtest_reports_evaluation.py +0 -243
- investing_algorithm_framework/domain/models/trading_data_types.py +0 -47
- investing_algorithm_framework/domain/models/trading_time_frame.py +0 -223
- investing_algorithm_framework/domain/services/market_data_sources.py +0 -344
- investing_algorithm_framework/domain/services/market_service.py +0 -153
- investing_algorithm_framework/domain/singleton.py +0 -9
- investing_algorithm_framework/domain/utils/backtesting.py +0 -472
- investing_algorithm_framework/infrastructure/models/market_data_sources/__init__.py +0 -12
- investing_algorithm_framework/infrastructure/models/market_data_sources/ccxt.py +0 -559
- investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py +0 -254
- investing_algorithm_framework/infrastructure/models/market_data_sources/us_treasury_yield.py +0 -47
- investing_algorithm_framework/infrastructure/services/market_service/__init__.py +0 -5
- investing_algorithm_framework/infrastructure/services/market_service/ccxt_market_service.py +0 -455
- investing_algorithm_framework/infrastructure/services/performance_service/__init__.py +0 -7
- investing_algorithm_framework/infrastructure/services/performance_service/backtest_performance_service.py +0 -2
- investing_algorithm_framework/infrastructure/services/performance_service/performance_service.py +0 -350
- investing_algorithm_framework/services/backtesting/backtest_report_writer_service.py +0 -53
- investing_algorithm_framework/services/backtesting/graphs.py +0 -61
- investing_algorithm_framework/services/market_data_source_service/__init__.py +0 -8
- investing_algorithm_framework/services/market_data_source_service/backtest_market_data_source_service.py +0 -150
- investing_algorithm_framework/services/market_data_source_service/market_data_source_service.py +0 -189
- investing_algorithm_framework/services/position_service.py +0 -31
- investing_algorithm_framework/services/strategy_orchestrator_service.py +0 -264
- investing_algorithm_framework-3.7.0.dist-info/METADATA +0 -339
- investing_algorithm_framework-3.7.0.dist-info/RECORD +0 -147
- /investing_algorithm_framework/{domain → services}/metrics/price_efficiency.py +0 -0
- /investing_algorithm_framework/services/{position_snapshot_service.py → positions/position_snapshot_service.py} +0 -0
- {investing_algorithm_framework-3.7.0.dist-info → investing_algorithm_framework-7.19.15.dist-info}/LICENSE +0 -0
- {investing_algorithm_framework-3.7.0.dist-info → investing_algorithm_framework-7.19.15.dist-info}/WHEEL +0 -0
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67
|
+
copy = self._config.copy()
|
|
68
|
+
return copy
|
|
15
69
|
|
|
16
|
-
def
|
|
17
|
-
|
|
70
|
+
def get_flask_config(self):
|
|
71
|
+
# Make a copy of the config to prevent external modifications
|
|
72
|
+
copy = self._flask_config.copy()
|
|
73
|
+
return copy
|
|
18
74
|
|
|
19
75
|
def add_value(self, key, value):
|
|
20
|
-
self._config
|
|
76
|
+
self._config[key] = value
|
|
21
77
|
|
|
22
|
-
def
|
|
23
|
-
|
|
78
|
+
def add_dict(self, dictionary):
|
|
79
|
+
self._config.update(dictionary)
|
|
24
80
|
|
|
25
81
|
def remove_value(self, key):
|
|
26
82
|
self._config.pop(key)
|
|
27
83
|
|
|
28
|
-
def initialize_from_dict(self, data):
|
|
29
|
-
|
|
84
|
+
def initialize_from_dict(self, data: dict):
|
|
85
|
+
"""
|
|
86
|
+
Initialize the configuration from a dictionary.
|
|
87
|
+
|
|
88
|
+
Args:
|
|
89
|
+
data (dict): The dictionary containing the configuration values.
|
|
90
|
+
|
|
91
|
+
Returns:
|
|
92
|
+
None
|
|
93
|
+
"""
|
|
94
|
+
|
|
95
|
+
self._config.update(data)
|