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

investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py

@@ -1,254 +0,0 @@
-import logging
-from datetime import datetime
-
-import polars
-from dateutil.parser import parse
-
-from investing_algorithm_framework.domain import OHLCVMarketDataSource, \
-    BacktestMarketDataSource, OperationalException, TickerMarketDataSource, \
-    DATETIME_FORMAT
-
-logger = logging.getLogger(__name__)
-
-
-class CSVOHLCVMarketDataSource(OHLCVMarketDataSource):
-    """
-    Implementation of a OHLCV data source that reads OHLCV data
-    from a csv file. Market data source that reads OHLCV data from a csv file.
-    """
-
-    def empty(self, start_date, end_date=None):
-        if end_date is None:
-            end_date = self.create_end_date(
-                start_date, self.timeframe, self.window_size
-            )
-        data = self.get_data(start_date=start_date, end_date=end_date)
-        return len(data) == 0
-
-    def __init__(
-        self,
-        csv_file_path,
-        identifier=None,
-        market=None,
-        symbol=None,
-        timeframe=None,
-        window_size=None,
-    ):
-        super().__init__(
-            identifier=identifier,
-            market=market,
-            symbol=symbol,
-            timeframe=timeframe,
-            window_size=window_size,
-        )
-        self._csv_file_path = csv_file_path
-        self._columns = [
-            "Datetime", "Open", "High", "Low", "Close", "Volume"
-        ]
-        df = polars.read_csv(csv_file_path)
-
-        # Check if all column names are in the csv file
-        if not all(column in df.columns for column in self._columns):
-            # Identify missing columns
-            missing_columns = [column for column in self._columns if
-                               column not in df.columns]
-            raise OperationalException(
-                f"Csv file {self._csv_file_path} does not contain "
-                f"all required ohlcv columns. "
-                f"Missing columns: {missing_columns}"
-            )
-
-        first_row = df.head(1)
-        last_row = df.tail(1)
-        self._start_date_data_source = parse(first_row["Datetime"][0])
-        self._end_date_data_source = parse(last_row["Datetime"][0])
-
-    @property
-    def csv_file_path(self):
-        return self._csv_file_path
-
-    def get_data(self, **kwargs):
-        """
-        Get the data from the csv file. The data can be filtered by
-        the start_date and end_date in the kwargs. backtest_index_date
-        can also be provided to filter the data, where this will be used
-        as start_date.
-
-        Args:
-            **kwargs: Keyword arguments that can contain the following:
-                start_date (datetime): The start date to filter the data.
-                end_date (datetime): The end date to filter the data.
-                backtest_index_date (datetime): The backtest index date to
-                    filter the data. This will be used as start_date.
-
-        Returns:
-            df (polars.DataFrame): The data from the csv file.
-        """
-        start_date = kwargs.get("start_date")
-        end_date = kwargs.get("end_date")
-        backtest_index_date = kwargs.get("backtest_index_date")
-
-        if start_date is None \
-                and end_date is None \
-                and backtest_index_date is None:
-            return polars.read_csv(
-                self.csv_file_path, columns=self._columns, separator=","
-            )
-
-        if backtest_index_date is not None:
-            end_date = backtest_index_date
-            start_date = self.create_start_date(
-                end_date, self.timeframe, self.window_size
-            )
-        else:
-            if start_date is None:
-                start_date = self.create_start_date(
-                    end_date, self.timeframe, self.window_size
-                )
-
-            if end_date is None:
-                end_date = self.create_end_date(
-                    start_date, self.timeframe, self.window_size
-                )
-
-        # # Check if start or end date are out of range with
-        # # the dates of the datasource.
-        # if self._start_date_data_source > start_date:
-        #     raise OperationalException(
-        #         f"Given start date {start_date} is before the start date "
-        #         f"of the data source {self._start_date_data_source}"
-        #     )
-        #
-        # if self._end_date_data_source < end_date:
-        #     raise OperationalException(
-        #         f"End date {end_date} is after the end date "
-        #         f"of the data source {self._end_date_data_source}"
-        #     )
-
-        df = polars.read_csv(
-            self.csv_file_path, columns=self._columns, separator=","
-        )
-        df = df.filter(
-            (df['Datetime'] >= start_date.strftime(DATETIME_FORMAT))
-            & (df['Datetime'] <= end_date.strftime(DATETIME_FORMAT))
-        )
-        return df
-
-    def dataframe_to_list_of_lists(self, dataframe, columns):
-        # Extract selected columns from DataFrame and convert
-        # to a list of lists
-        data_list_of_lists = dataframe[columns].values.tolist()
-        return data_list_of_lists
-
-    def to_backtest_market_data_source(self) -> BacktestMarketDataSource:
-        pass
-
-
-class CSVTickerMarketDataSource(TickerMarketDataSource):
-
-    def __init__(
-        self,
-        identifier,
-        market,
-        symbol,
-        csv_file_path,
-    ):
-        super().__init__(
-            identifier=identifier,
-            market=market,
-            symbol=symbol,
-        )
-        self._csv_file_path = csv_file_path
-        self._columns = [
-            "Datetime", "Open", "High", "Low", "Close", "Volume"
-        ]
-        df = polars.read_csv(self._csv_file_path)
-
-        if not all(column in df.columns for column in self._columns):
-            # Identify missing columns
-            missing_columns = [column for column in self._columns if
-                               column not in df.columns]
-            raise OperationalException(
-                f"Csv file {self._csv_file_path} does not contain "
-                f"all required ohlcv columns. "
-                f"Missing columns: {missing_columns}"
-            )
-
-        first_row = df.head(1)
-        last_row = df.tail(1)
-        self._start_date_data_source = parse(first_row["Datetime"][0])
-        self._end_date_data_source = parse(last_row["Datetime"][0])
-
-    @property
-    def csv_file_path(self):
-        return self._csv_file_path
-
-    def get_data(self, **kwargs):
-        date = None
-
-        if "index_datetime" in kwargs:
-            date = kwargs["index_datetime"]
-
-        if "start_date" in kwargs:
-            date = kwargs["start_date"]
-
-        if 'date' in kwargs:
-            date = kwargs['date']
-
-        if date is None:
-            raise OperationalException("Date is required to get ticker data")
-
-        if not isinstance(date, datetime):
-
-            if isinstance(date, str):
-                date = parse(date)
-            else:
-                raise OperationalException(
-                    "Date value should be either a string or datetime object"
-                )
-
-        if date < self._start_date_data_source:
-            raise OperationalException(
-                f"Date {date} is before the start date "
-                f"of the data source {self._start_date_data_source}"
-            )
-
-        if date > self._end_date_data_source:
-            raise OperationalException(
-                f"Date {date} is after the end date "
-                f"of the data source {self._end_date_data_source}"
-            )
-
-        # Filter the data based on the backtest index date and the end date
-        df = polars.read_csv(self._csv_file_path)
-        df = df.filter(
-            (df['Datetime'] >= date.strftime(DATETIME_FORMAT))
-        )
-
-        # Check if the dataframe is empty
-        if df.shape[0] == 0:
-            raise OperationalException(
-                f"No ticker data found for {self.symbol} "
-                f"at {date.strftime(DATETIME_FORMAT)}"
-            )
-
-        first_row = df.head(1)[0]
-
-        # Calculate the bid and ask price based on the high and low price
-        return {
-            "symbol": self.symbol,
-            "bid": float((first_row["Low"][0])
-                         + float(first_row["High"][0])) / 2,
-            "ask": float((first_row["Low"][0])
-                         + float(first_row["High"][0])) / 2,
-            "datetime": first_row["Datetime"][0],
-        }
-
-    def dataframe_to_list_of_lists(self, dataframe, columns):
-        # Extract selected columns from DataFrame and convert
-        # to a list of lists
-        data_list_of_lists = dataframe[columns].values.tolist()
-        return data_list_of_lists
-
-    def to_backtest_market_data_source(self) -> BacktestMarketDataSource:
-        pass

investing_algorithm_framework/infrastructure/models/market_data_sources/us_treasury_yield.py

@@ -1,47 +0,0 @@
-import requests
-from investing_algorithm_framework.domain import MarketDataSource, \
-    BacktestMarketDataSource
-
-
-class UsTreasuryYieldDataSource(MarketDataSource):
-    """
-    UsTreasuryYield is a subclass of MarketDataSource.
-    It is used to get the US Treasury Yield data.
-    """
-
-    def to_backtest_market_data_source(self) -> BacktestMarketDataSource:
-        pass
-
-    URL = "https://api.fiscaldata.treasury.gov/services/api/fiscal_service/" \
-          "v2/accounting/od/avg_interest_rates?" \
-          "filter=record_date:gte:2024-01-01"
-
-    def get_data(
-        self,
-        time_stamp=None,
-        from_time_stamp=None,
-        to_time_stamp=None,
-        **kwargs
-    ):
-        response = requests.get(self.URL)
-
-        if response.status_code == 200:
-            # Extract risk-free rate from API response
-            # (e.g., 10-year Treasury yield)
-            treasury_yield_data = response.json()
-            entries = treasury_yield_data["data"]
-            for entry in entries:
-                print(entry)
-            print(entries[-1])
-            print(entries[-1]["avg_interest_rate_amt"])
-            # print(treasury_yield_data)
-            # ten_year_yield = treasury_yield_data["data"][0]["value"]
-            # risk_free_rate = ten_year_yield / 100  # Convert
-            # percentage to decimal
-            # print("10-Year Treasury Yield (Risk-Free Rate):", risk_free_rate)
-        else:
-            print("Failed to retrieve Treasury yield data. Status code:",
-                  response.status_code)
-
-        def to_backtest_market_data_source(self) -> BacktestMarketDataSource:
-            pass

investing_algorithm_framework/infrastructure/services/market_service/__init__.py

@@ -1,5 +0,0 @@
-from .ccxt_market_service import CCXTMarketService
-
-__all__ = [
-    "CCXTMarketService",
-]