investing-algorithm-framework 3.7.0__py3-none-any.whl → 7.19.15__py3-none-any.whl

investing_algorithm_framework/services/trade_service/trade_stop_loss_service.py

@@ -0,0 +1,39 @@
+import logging
+from datetime import datetime
+
+from investing_algorithm_framework.services.repository_service import \
+    RepositoryService
+
+logger = logging.getLogger(__name__)
+
+
+class TradeStopLossService(RepositoryService):
+
+    def mark_triggered(
+        self,
+        stop_loss_ids,
+        trigger_date: datetime
+    ) -> None:
+        """
+        Mark stop losses as triggered.
+
+        Args:
+            stop_loss_ids (List[str]): List of stop loss IDs to
+                mark as triggered.
+            trigger_date (datetime): The date when the stop loss
+                was triggered.
+
+        Returns:
+            None
+        """
+        update_data = {
+            "triggered": True,
+            "triggered_at": trigger_date,
+            "updated_at":  trigger_date
+        }
+
+        for id in stop_loss_ids:
+            try:
+                self.update(id, update_data)
+            except Exception as e:
+                logger.error(f"Error marking stop loss {id} as triggered: {e}")

investing_algorithm_framework/services/trade_service/trade_take_profit_service.py

@@ -0,0 +1,41 @@
+import logging
+from datetime import datetime
+
+from investing_algorithm_framework.services.repository_service import \
+    RepositoryService
+
+logger = logging.getLogger(__name__)
+
+
+class TradeTakeProfitService(RepositoryService):
+
+    def mark_triggered(
+        self,
+        take_profit_ids,
+        trigger_date: datetime
+    ) -> None:
+        """
+        Mark take profits as triggered.
+
+        Args:
+            take_profit_ids (List[str]): List of take profit IDs to
+                mark as triggered.
+            trigger_date (datetime): The date and time when the
+                take profits were triggered.
+
+        Returns:
+            None
+        """
+        update_data = {
+            "triggered": True,
+            "triggered_at": trigger_date,
+            "updated_at": trigger_date
+        }
+
+        for id in take_profit_ids:
+            try:
+                self.update(id, update_data)
+            except Exception as e:
+                logger.error(
+                    f"Error marking take profit {id} as triggered: {e}"
+                )

investing_algorithm_framework-7.19.15.dist-info/METADATA

@@ -0,0 +1,537 @@
+Metadata-Version: 2.1
+Name: investing-algorithm-framework
+Version: 7.19.15
+Summary: A framework for creating trading bots
+Author: MDUYN
+Requires-Python: >=3.10
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Requires-Dist: Flask (>=3.1.0)
+Requires-Dist: Flask-Cors (>=3.0.9,<5.0.0)
+Requires-Dist: Flask-Migrate (>=2.6.0)
+Requires-Dist: SQLAlchemy (>=2.0.18)
+Requires-Dist: azure-identity (>=1.19.0,<2.0.0)
+Requires-Dist: azure-mgmt-resource (>=23.2.0,<24.0.0)
+Requires-Dist: azure-mgmt-storage (>=21.2.1,<22.0.0)
+Requires-Dist: azure-mgmt-web (>=7.3.1,<8.0.0)
+Requires-Dist: azure-storage-blob (>=12.24.0,<13.0.0)
+Requires-Dist: boto3 (>=1.38.41,<2.0.0)
+Requires-Dist: ccxt (>=4.2.48)
+Requires-Dist: dependency-injector (>=4.40.0)
+Requires-Dist: jupyter (>=1.0.0)
+Requires-Dist: marshmallow (>=3.5.0)
+Requires-Dist: plotly (>=6.1.2,<7.0.0)
+Requires-Dist: polars[numpy,pandas] (>=0.20.10)
+Requires-Dist: pyarrow (>=19.0.1)
+Requires-Dist: python-dateutil (>=2.8.2)
+Requires-Dist: python-dotenv (>=1.0.1,<2.0.0)
+Requires-Dist: schedule (>=1.1.0)
+Requires-Dist: tabulate (>=0.9.0)
+Requires-Dist: tqdm (>=4.66.1)
+Requires-Dist: wrapt (>=1.16.0)
+Requires-Dist: yfinance (>=0.2.61,<0.3.0)
+Description-Content-Type: text/markdown
+
+<div align="center">
+  <h1>⚡ Investing Algorithm Framework</h1>
+  
+  <p style="font-size: 18px; font-weight: 600; margin: 15px 0;">
+    🚀 <b>Build. Backtest. Deploy.</b> Quantitative Trading Strategies at Scale
+  </p>
+  
+  <p style="font-size: 14px; color: #666; margin-bottom: 25px;">
+    The fastest way to go from trading idea to production-ready trading bot
+  </p>
+
+  <!-- Quick Links -->
+  <div style="margin: 20px 0;">
+    <a target="_blank" href="https://coding-kitties.github.io/investing-algorithm-framework/">
+      <img src="https://img.shields.io/badge/📖_Documentation-blue?style=for-the-badge">
+    </a>
+    &nbsp;
+    <a href="https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/installation">
+      <img src="https://img.shields.io/badge/🚀_Quick_Start-green?style=for-the-badge">
+    </a>
+  </div>
+
+  <!-- Badges -->
+  <div style="margin-bottom: 20px;">
+    <a target="_blank" href="https://discord.gg/dQsRmGZP"><img src="https://img.shields.io/discord/1345358169777635410.svg?color=7289da&label=Discord&logo=discord&style=flat-square" alt="Discord"></a>
+    &nbsp;
+    <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml"><img src="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml/badge.svg?style=flat-square" alt="Tests"></a>
+    &nbsp;
+    <a href="https://pypi.org/project/investing-algorithm-framework/"><img src="https://img.shields.io/pypi/v/investing-algorithm-framework.svg?style=flat-square" alt="PyPI"></a>
+    &nbsp;
+    <a href="https://pepy.tech/project/investing-algorithm-framework"><img src="https://pepy.tech/badge/investing-algorithm-framework/month?style=flat-square" alt="Downloads"></a>
+    &nbsp;
+    <a href="https://github.com/coding-kitties/investing-algorithm-framework/stargazers"><img src="https://img.shields.io/github/stars/coding-kitties/investing-algorithm-framework?style=flat-square" alt="Stars"></a>
+  </div>
+
+  <img src="static/showcase.svg" alt="Investing Algorithm Framework" style="height: 400px; max-width: 100%; margin: 30px 0;">
+
+  <hr style="margin: 30px 0; border: none; border-top: 2px solid #ddd;">
+
+  > ⭐ **If you like this project, please consider [starring](https://github.com/coding-kitties/investing-algorithm-framework) it!** Your support helps us build better tools for the community.
+
+</div>
+
+---
+
+## 💡 Why Investing Algorithm Framework?
+
+Stop wasting time on boilerplate. The **Investing Algorithm Framework** handles all the heavy lifting:
+
+✨ **From Idea to Production** — Write your strategy once, deploy everywhere  
+📊 **Accurate Backtesting** — Event-driven and vectorized engines for realistic results  
+⚡ **Lightning Fast** — Optimized for speed and efficiency  
+🔧 **Extensible** — Connect any exchange, broker, or data source  
+📈 **Production Ready** — Built for real money trading
+
+## Sponsors
+
+<a href="https://www.finterion.com/" target="_blank">
+    <picture style="height: 30px;">
+    <source media="(prefers-color-scheme: dark)" srcset="static/sponsors/finterion-dark.png">
+    <source media="(prefers-color-scheme: light)" srcset="static/sponsors/finterion-light.png">
+    <img src="static/sponsors/finterion-light.png" alt="Finterion Logo" width="200px" height="50px">
+    </picture>
+</a>
+
+
+## 🔌 Plugins & Integrations
+
+Extend your trading bot with powerful plugins:
+
+| Plugin | Description                                                                 |
+|--------|-----------------------------------------------------------------------------|
+| 🎯 **[PyIndicators](https://github.com/coding-kitties/PyIndicators)** | Technical analysis indicators for strategy development                      |
+| 🏪 **[Finterion Plugin](https://github.com/Finterion/finterion-investing-algorithm-framework-plugin)** | Monetize & share your strategies with the public on Finterion's marketplace |
+
+## 🌟 Powerful Features
+
+| Feature | Description |
+|---------|-------------|
+| 🐍 **Python 3.10+** | Cross-platform support for Windows, macOS, and Linux |
+| ⚙️ **Event-Driven Backtest** | Accurate, realistic backtesting with event-driven architecture |
+| ⚡ **Vectorized Backtest** | Lightning-fast signal research and prototyping |
+| 📊 **Advanced Metrics** | CAGR, Sharpe ratio, max drawdown, win rate, and 50+ more metrics |
+| 📈 **Backtest Reports** | Generate detailed, comparison-ready reports |
+| 🎯 **Statistical Testing** | Permutation testing for strategy significance evaluation |
+| 💱 **Live Trading** | Real-time execution across multiple exchanges (via CCXT) |
+| 💼 **Portfolio Management** | Full position and trade management with persistence |
+| 📉 **Market Data** | OHLCV, tickers, custom data — Polars & Pandas native |
+| 🔗 **Data Integrations** | PyIndicators, multiple data sources, custom providers |
+| ☁️ **Cloud Deployment** | Azure Functions, AWS Lambda, and more |
+| 🌐 **Web API** | REST API for bot interaction and monitoring |
+| 🧩 **Fully Extensible** | Custom strategies, data providers, order executors |
+| 🏗️ **Modular Design** | Build with reusable, composable components |
+
+
+
+## 🚀 Quickstart
+
+### 📦 Installation
+
+Install the framework via [PyPI](https://pypi.org/project/investing-algorithm-framework/):
+
+```bash
+pip install investing-algorithm-framework
+```
+
+### 🎯 Initialize Your Project
+
+Run the following command to scaffold a new trading bot:
+
+```bash
+investing-algorithm-framework init
+```
+
+For an AWS Lambda-ready project:
+
+```bash
+investing-algorithm-framework init --type aws_lambda
+```
+
+This creates:
+- **app.py** — Your bot's entry point (keep as-is)
+- **strategy.py** — Your trading strategy (customize this!)
+
+> 💡 **Tip:** You can also create `default_web` or `azure_function` projects
+
+## 📈 Example: A Simple Trading Bot
+The following example trading bot implements a simple moving average strategy.
+The strategy will use data from bitvavo exchange and will calculate 
+the 20, 50 and 100 period exponential moving averages (EMA) and the 
+14 period relative strength index (RSI).
+
+> This example uses [PyIndicators](https://github.com/coding-kitties/pyindicators) for technical analysis.
+> This dependency is not part of the framework, but is used to perform technical analysis on the dataframes.
+> You can install it using pip: pip install pyindicators.
+
+```python
+from typing import Dict, Any
+from datetime import datetime, timezone
+
+import pandas as pd
+from pyindicators import ema, rsi, crossover, crossunder
+
+from investing_algorithm_framework import TradingStrategy, DataSource, \
+    TimeUnit, DataType, PositionSize, create_app, RESOURCE_DIRECTORY, \
+    BacktestDateRange, BacktestReport, TakeProfitRule, StopLossRule
+
+
+class RSIEMACrossoverStrategy(TradingStrategy):
+    time_unit = TimeUnit.HOUR
+    interval = 2
+    symbols = ["BTC"]
+    position_sizes = [
+        PositionSize(
+            symbol="BTC", percentage_of_portfolio=20.0
+        ),
+        PositionSize(
+            symbol="ETH", percentage_of_portfolio=20.0
+        )
+    ]
+    take_profits = [
+        TakeProfitRule(
+            symbol="BTC",
+            percentage_threshold=10,
+            trailing=True,
+            sell_percentage=100
+        ),
+        TakeProfitRule(
+            symbol="ETH",
+            percentage_threshold=10,
+            trailing=True,
+            sell_percentage=100
+        )
+    ]
+    stop_losses = [
+        StopLossRule(
+            symbol="BTC",
+            percentage_threshold=5,
+            trailing=False,
+            sell_percentage=100
+        ),
+        StopLossRule(
+            symbol="ETH",
+            percentage_threshold=5,
+            trailing=False,
+            sell_percentage=100
+        )
+    ]
+
+    def __init__(
+        self,
+        time_unit: TimeUnit,
+        interval: int,
+        market: str,
+        rsi_time_frame: str,
+        rsi_period: int,
+        rsi_overbought_threshold,
+        rsi_oversold_threshold,
+        ema_time_frame,
+        ema_short_period,
+        ema_long_period,
+        ema_cross_lookback_window: int = 10
+    ):
+        self.rsi_time_frame = rsi_time_frame
+        self.rsi_period = rsi_period
+        self.rsi_result_column = f"rsi_{self.rsi_period}"
+        self.rsi_overbought_threshold = rsi_overbought_threshold
+        self.rsi_oversold_threshold = rsi_oversold_threshold
+        self.ema_time_frame = ema_time_frame
+        self.ema_short_result_column = f"ema_{ema_short_period}"
+        self.ema_long_result_column = f"ema_{ema_long_period}"
+        self.ema_crossunder_result_column = "ema_crossunder"
+        self.ema_crossover_result_column = "ema_crossover"
+        self.ema_short_period = ema_short_period
+        self.ema_long_period = ema_long_period
+        self.ema_cross_lookback_window = ema_cross_lookback_window
+        data_sources = []
+
+        for symbol in self.symbols:
+            full_symbol = f"{symbol}/EUR"
+            data_sources.append(
+                DataSource(
+                    identifier=f"{symbol}_rsi_data",
+                    data_type=DataType.OHLCV,
+                    time_frame=self.rsi_time_frame,
+                    market=market,
+                    symbol=full_symbol,
+                    pandas=True,
+                    window_size=800
+                )
+            )
+            data_sources.append(
+                DataSource(
+                    identifier=f"{symbol}_ema_data",
+                    data_type=DataType.OHLCV,
+                    time_frame=self.ema_time_frame,
+                    market=market,
+                    symbol=full_symbol,
+                    pandas=True,
+                    window_size=800
+                )
+            )
+
+        super().__init__(
+            data_sources=data_sources, time_unit=time_unit, interval=interval
+        )
+
+    def _prepare_indicators(
+        self,
+        rsi_data,
+        ema_data
+    ):
+        """
+        Helper function to prepare the indicators 
+        for the strategy. The indicators are calculated
+        using the pyindicators library: https://github.com/coding-kitties/PyIndicators
+        """
+        ema_data = ema(
+            ema_data,
+            period=self.ema_short_period,
+            source_column="Close",
+            result_column=self.ema_short_result_column
+        )
+        ema_data = ema(
+            ema_data,
+            period=self.ema_long_period,
+            source_column="Close",
+            result_column=self.ema_long_result_column
+        )
+        # Detect crossover (short EMA crosses above long EMA)
+        ema_data = crossover(
+            ema_data,
+            first_column=self.ema_short_result_column,
+            second_column=self.ema_long_result_column,
+            result_column=self.ema_crossover_result_column
+        )
+        # Detect crossunder (short EMA crosses below long EMA)
+        ema_data = crossunder(
+            ema_data,
+            first_column=self.ema_short_result_column,
+            second_column=self.ema_long_result_column,
+            result_column=self.ema_crossunder_result_column
+        )
+        rsi_data = rsi(
+            rsi_data,
+            period=self.rsi_period,
+            source_column="Close",
+            result_column=self.rsi_result_column
+        )
+
+        return ema_data, rsi_data
+
+    def generate_buy_signals(self, data: Dict[str, Any]) -> Dict[str, pd.Series]:
+        """
+        Generate buy signals based on the moving average crossover.
+
+        data (Dict[str, Any]): Dictionary containing all the data for
+            the strategy data sources.
+
+        Returns:
+            Dict[str, pd.Series]: A dictionary where keys are symbols and values
+                are pandas Series indicating buy signals (True/False).
+        """
+
+        signals = {}
+
+        for symbol in self.symbols:
+            ema_data_identifier = f"{symbol}_ema_data"
+            rsi_data_identifier = f"{symbol}_rsi_data"
+            ema_data, rsi_data = self._prepare_indicators(
+                data[ema_data_identifier].copy(),
+                data[rsi_data_identifier].copy()
+            )
+
+            # crossover confirmed
+            ema_crossover_lookback = ema_data[
+                self.ema_crossover_result_column].rolling(
+                window=self.ema_cross_lookback_window
+            ).max().astype(bool)
+
+            # use only RSI column
+            rsi_oversold = rsi_data[self.rsi_result_column] \
+                < self.rsi_oversold_threshold
+
+            buy_signal = rsi_oversold & ema_crossover_lookback
+            buy_signals = buy_signal.fillna(False).astype(bool)
+            signals[symbol] = buy_signals
+        return signals
+
+    def generate_sell_signals(self, data: Dict[str, Any]) -> Dict[str, pd.Series]:
+        """
+        Generate sell signals based on the moving average crossover.
+
+        Args:
+            data (Dict[str, Any]): Dictionary containing all the data for
+                the strategy data sources.
+
+        Returns:
+            Dict[str, pd.Series]: A dictionary where keys are symbols and values
+                are pandas Series indicating sell signals (True/False).
+        """
+
+        signals = {}
+        for symbol in self.symbols:
+            ema_data_identifier = f"{symbol}_ema_data"
+            rsi_data_identifier = f"{symbol}_rsi_data"
+            ema_data, rsi_data = self._prepare_indicators(
+                data[ema_data_identifier].copy(),
+                data[rsi_data_identifier].copy()
+            )
+
+            # Confirmed by crossover between short-term EMA and long-term EMA
+            # within a given lookback window
+            ema_crossunder_lookback = ema_data[
+                self.ema_crossunder_result_column].rolling(
+                window=self.ema_cross_lookback_window
+            ).max().astype(bool)
+
+            # use only RSI column
+            rsi_overbought = rsi_data[self.rsi_result_column] \
+               >= self.rsi_overbought_threshold
+
+            # Combine both conditions
+            sell_signal = rsi_overbought & ema_crossunder_lookback
+            sell_signal = sell_signal.fillna(False).astype(bool)
+            signals[symbol] = sell_signal
+        return signals
+
+
+if __name__ == "__main__":
+    app = create_app()
+    app.add_strategy(
+        RSIEMACrossoverStrategy(
+            time_unit=TimeUnit.HOUR,
+            interval=2,
+            market="bitvavo",
+            rsi_time_frame="2h",
+            rsi_period=14,
+            rsi_overbought_threshold=70,
+            rsi_oversold_threshold=30,
+            ema_time_frame="2h",
+            ema_short_period=12,
+            ema_long_period=26,
+            ema_cross_lookback_window=10
+        )
+    )
+
+    # Market credentials for coinbase for both the portfolio connection and data sources will
+    # be read from .env file, when not registering a market credential object in the app.
+    app.add_market(
+        market="bitvavo",
+        trading_symbol="EUR",
+    )
+    backtest_range = BacktestDateRange(
+        start_date=datetime(2023, 1, 1, tzinfo=timezone.utc),
+        end_date=datetime(2024, 6, 1, tzinfo=timezone.utc)
+    )
+    backtest = app.run_backtest(
+        backtest_date_range=backtest_range, initial_amount=1000
+    )
+    report = BacktestReport(backtest)
+    report.show(backtest_date_range=backtest_range, browser=True)
+```
+
+> You can find more examples [here](./examples) folder.
+
+## 📚 Documentation
+Comprehensive documentation is available at [github pages](https://coding-kitties.github.io/investing-algorithm-framework/).
+
+## 🛠️ Development
+
+### Setup
+
+Clone the repository and install dependencies using Poetry:
+
+> Make sure you have [Poetry](https://python-poetry.org/docs/#installation) installed.
+
+```bash
+git clone https://github.com/coding-kitties/investing-algorithm-framework.git
+cd investing-algorithm-framework
+poetry install
+```
+
+### Running Tests
+
+```bash
+# Run all tests
+python -m unittest discover -s tests
+
+# Run specific test
+python -m unittest tests.services.test_trade_service.TestTradeService
+```
+
+## ⚠️ Risk Disclaimer
+
+🚨 **Use at Your Own Risk**
+
+If you use this framework for your investments, **do not risk money which you are afraid to lose** until you have a clear understanding of how the framework works. 
+
+**BEFORE YOU START USING MONEY WITH THE FRAMEWORK:**
+- ✅ Test your strategies thoroughly with backtesting
+- ✅ Review the source code of any plugins you use
+- ✅ Start with small amounts on paper trading first
+- ✅ Understand the risks involved
+
+**We assume no responsibility for your investment results. The authors and all affiliates disclaim any liability for losses.**
+
+---
+
+## 🤝 Contributing
+
+The investing algorithm framework is a **community-driven project**. We welcome contributions at all levels:
+
+- 🐛 **Found a bug?** [Open an issue](https://github.com/coding-kitties/investing-algorithm-framework/issues/new)
+- 💡 **Have an idea?** [Share it with us](https://github.com/coding-kitties/investing-algorithm-framework/issues/new)
+- 🔧 **Want to code?** Check the [project board](https://github.com/coding-kitties/investing-algorithm-framework/projects?query=is%3Aopen)
+
+**Guidelines:**
+- Read the [Contributing Guide](https://coding-kitties.github.io/investing-algorithm-framework/Contributing%20Guide/contributing)
+- Always create PRs against the `develop` branch, not `main`
+- Open an issue before starting major feature work
+
+---
+
+## 📚 Documentation
+
+Comprehensive documentation is available at [GitHub Pages](https://coding-kitties.github.io/investing-algorithm-framework/)
+
+---
+
+## 📬 Community
+
+Join us and connect with other traders and developers:
+
+* 💬 [Discord Community](https://discord.gg/dQsRmGZP) — Real-time chat and support
+* 🔗 [Reddit Community](https://www.reddit.com/r/InvestingBots/) — Share strategies and discuss
+* 📖 [Documentation](https://coding-kitties.github.io/investing-algorithm-framework/) — Guides and API references
+
+---
+
+## 🏆 Acknowledgements
+
+We want to thank all contributors to this project. A full list can be found in [AUTHORS.md](https://github.com/coding-kitties/investing-algorithm-framework/blob/master/AUTHORS.md)
+
+### Report Issues
+
+If you discover a bug in the framework, please [search our issue tracker](https://github.com/coding-kitties/investing-algorithm-framework/issues?q=is%3Aissue) first. If it hasn't been reported, please [create a new issue](https://github.com/coding-kitties/investing-algorithm-framework/issues/new).
+
+---
+
+<div align="center">
+  <p>
+    Made with ❤️ by the trading community
+  </p>
+  <p>
+    <a href="https://github.com/coding-kitties/investing-algorithm-framework/stargazers">⭐ Star us on GitHub</a> · 
+    <a href="https://discord.gg/dQsRmGZP">💬 Join Discord</a> · 
+    <a href="https://github.com/coding-kitties/investing-algorithm-framework/issues/new">🐛 Report Bug</a>
+  </p>
+</div>
+