investing-algorithm-framework 3.7.0__py3-none-any.whl → 7.19.15__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Potentially problematic release.
This version of investing-algorithm-framework might be problematic. Click here for more details.
- 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
|
@@ -1,339 +0,0 @@
|
|
|
1
|
-
Metadata-Version: 2.1
|
|
2
|
-
Name: investing-algorithm-framework
|
|
3
|
-
Version: 3.7.0
|
|
4
|
-
Summary: A framework for creating trading bots
|
|
5
|
-
Author: MDUYN
|
|
6
|
-
Requires-Python: >=3.8.1,<4.0.0
|
|
7
|
-
Classifier: Programming Language :: Python :: 3
|
|
8
|
-
Classifier: Programming Language :: Python :: 3.9
|
|
9
|
-
Classifier: Programming Language :: Python :: 3.10
|
|
10
|
-
Classifier: Programming Language :: Python :: 3.11
|
|
11
|
-
Classifier: Programming Language :: Python :: 3.12
|
|
12
|
-
Requires-Dist: Flask (>=2.3.2,<3.0.0)
|
|
13
|
-
Requires-Dist: Flask-Cors (>=3.0.9,<5.0.0)
|
|
14
|
-
Requires-Dist: Flask-Migrate (>=2.6.0,<3.0.0)
|
|
15
|
-
Requires-Dist: MarkupSafe (>=2.1.2,<3.0.0)
|
|
16
|
-
Requires-Dist: SQLAlchemy (>=2.0.18,<3.0.0)
|
|
17
|
-
Requires-Dist: ccxt (>=4.2.48,<5.0.0)
|
|
18
|
-
Requires-Dist: dependency-injector (>=4.40.0,<5.0.0)
|
|
19
|
-
Requires-Dist: jupyter (>=1.0.0,<2.0.0)
|
|
20
|
-
Requires-Dist: marshmallow (>=3.5.0,<4.0.0)
|
|
21
|
-
Requires-Dist: plotly (>=5.22.0,<6.0.0)
|
|
22
|
-
Requires-Dist: polars[numpy,pandas] (>=0.20.10,<0.21.0)
|
|
23
|
-
Requires-Dist: python-dateutil (>=2.8.2,<3.0.0)
|
|
24
|
-
Requires-Dist: schedule (>=1.1.0,<2.0.0)
|
|
25
|
-
Requires-Dist: tabulate (>=0.9.0,<0.10.0)
|
|
26
|
-
Requires-Dist: tqdm (>=4.66.1,<5.0.0)
|
|
27
|
-
Requires-Dist: wrapt (>=1.16.0,<2.0.0)
|
|
28
|
-
Description-Content-Type: text/markdown
|
|
29
|
-
|
|
30
|
-
<a href=https://investing-algorithm-framework.com><img src="https://img.shields.io/badge/docs-website-brightgreen"></a>
|
|
31
|
-
[](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml)
|
|
32
|
-
[](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml)
|
|
33
|
-
[](https://pepy.tech/badge/investing-algorithm-framework)
|
|
34
|
-
[](https://img.shields.io/pypi/v/investing_algorithm_framework.svg)
|
|
35
|
-
<a href="https://www.reddit.com/r/InvestingBots/"><img src="https://img.shields.io/reddit/subreddit-subscribers/investingbots?style=social"></a> <br/>
|
|
36
|
-
[](https://github.com/SeaQL/sea-orm/stargazers/) If you like what we do, consider starring, sharing and contributing!
|
|
37
|
-
|
|
38
|
-
###### Sponsors
|
|
39
|
-
<p align="left">
|
|
40
|
-
<a href="https://finterion.com">
|
|
41
|
-
<img alt="Finterion" src="static/sponsors/finterion.png" width="200px" />
|
|
42
|
-
</a>
|
|
43
|
-
</p>
|
|
44
|
-
|
|
45
|
-
# [Investing Algorithm Framework](https://github.com/coding-kitties/investing-algorithm-framework)
|
|
46
|
-
|
|
47
|
-
The Investing Algorithm Framework is a Python tool that enables swift and
|
|
48
|
-
elegant development of trading bots. It comes with all the necessary
|
|
49
|
-
components for creating algorithms, including data provisioning,
|
|
50
|
-
portfolio management, and order execution.
|
|
51
|
-
|
|
52
|
-
Features:
|
|
53
|
-
* Order execution and tracking
|
|
54
|
-
* Broker and exchange connections through [ccxt](https://github.com/ccxt/ccxt)
|
|
55
|
-
* Backtesting and performance analysis reports [example](./examples/backtest_example)
|
|
56
|
-
* Backtesting multiple algorithms with different backtest date ranges [example](./examples/backtests_example)
|
|
57
|
-
* Portfolio management and tracking
|
|
58
|
-
* Tracing for analyzing and debugging your trading bot
|
|
59
|
-
* Web API for interacting with your deployed trading bot
|
|
60
|
-
* Data persistence through sqlite db or an in-memory db
|
|
61
|
-
* Stateless running for cloud function deployments
|
|
62
|
-
* Polars dataframes support out of the box for fast data processing [pola.rs](https://pola.rs/)
|
|
63
|
-
|
|
64
|
-
## Example implementation
|
|
65
|
-
The following algorithm connects to binance and buys BTC every 5 seconds.
|
|
66
|
-
It also exposes an REST API that allows you to interact with the algorithm.
|
|
67
|
-
```python
|
|
68
|
-
import pathlib
|
|
69
|
-
from investing_algorithm_framework import create_app, PortfolioConfiguration, \
|
|
70
|
-
RESOURCE_DIRECTORY, TimeUnit, CCXTOHLCVMarketDataSource, Algorithm, \
|
|
71
|
-
CCXTTickerMarketDataSource, MarketCredential, SYMBOLS
|
|
72
|
-
|
|
73
|
-
# Define the symbols you want to trade for optimization, otherwise the
|
|
74
|
-
# algorithm will check if you have orders and balances on all available
|
|
75
|
-
# symbols on the market
|
|
76
|
-
symbols = ["BTC/EUR"]
|
|
77
|
-
|
|
78
|
-
# Define resource directory and the symbols you want to trade
|
|
79
|
-
config = {
|
|
80
|
-
RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()
|
|
81
|
-
SYMBOLS: symbols
|
|
82
|
-
}
|
|
83
|
-
|
|
84
|
-
# Define market data sources
|
|
85
|
-
# OHLCV data for candles
|
|
86
|
-
bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
|
|
87
|
-
identifier="BTC-ohlcv",
|
|
88
|
-
market="BITVAVO",
|
|
89
|
-
symbol="BTC/EUR",
|
|
90
|
-
timeframe="2h",
|
|
91
|
-
window_size=200
|
|
92
|
-
)
|
|
93
|
-
# Ticker data for orders, trades and positions
|
|
94
|
-
bitvavo_btc_eur_ticker = CCXTTickerMarketDataSource(
|
|
95
|
-
identifier="BTC-ticker",
|
|
96
|
-
market="BITVAVO",
|
|
97
|
-
symbol="BTC/EUR",
|
|
98
|
-
)
|
|
99
|
-
app = create_app(config=config)
|
|
100
|
-
algorithm = Algorithm()
|
|
101
|
-
app.add_market_credential(MarketCredential(
|
|
102
|
-
market="bitvavo",
|
|
103
|
-
api_key="<your api key>",
|
|
104
|
-
secret_key="<your secret key>",
|
|
105
|
-
))
|
|
106
|
-
app.add_portfolio_configuration(
|
|
107
|
-
PortfolioConfiguration(
|
|
108
|
-
market="bitvavo",
|
|
109
|
-
trading_symbol="EUR",
|
|
110
|
-
initial_balance=400
|
|
111
|
-
)
|
|
112
|
-
)
|
|
113
|
-
app.add_algorithm(algorithm)
|
|
114
|
-
|
|
115
|
-
@algorithm.strategy(
|
|
116
|
-
# Run every two hours
|
|
117
|
-
time_unit=TimeUnit.HOUR,
|
|
118
|
-
interval=2,
|
|
119
|
-
# Specify market data sources that need to be passed to the strategy
|
|
120
|
-
market_data_sources=[bitvavo_btc_eur_ticker, bitvavo_btc_eur_ohlcv_2h]
|
|
121
|
-
)
|
|
122
|
-
def perform_strategy(algorithm: Algorithm, market_data: dict):
|
|
123
|
-
# By default, ohlcv data is passed as polars df in the form of
|
|
124
|
-
# {"<identifier>": <dataframe>} https://pola.rs/,
|
|
125
|
-
# call to_pandas() to convert to pandas
|
|
126
|
-
polars_df = market_data["BTC-ohlcv"]
|
|
127
|
-
print(f"I have access to {len(polars_df)} candles of ohlcv data")
|
|
128
|
-
|
|
129
|
-
# Ticker data is passed as {"<identifier>": <ticker dict>}
|
|
130
|
-
ticker_data = market_data["BTC-ticker"]
|
|
131
|
-
unallocated_balance = algorithm.get_unallocated()
|
|
132
|
-
positions = algorithm.get_positions()
|
|
133
|
-
trades = algorithm.get_trades()
|
|
134
|
-
open_trades = algorithm.get_open_trades()
|
|
135
|
-
closed_trades = algorithm.get_closed_trades()
|
|
136
|
-
|
|
137
|
-
# Create a buy oder
|
|
138
|
-
algorithm.create_limit_order(
|
|
139
|
-
target_symbol="BTC/EUR",
|
|
140
|
-
order_side="buy",
|
|
141
|
-
amount=0.01,
|
|
142
|
-
price=ticker_data["ask"],
|
|
143
|
-
)
|
|
144
|
-
|
|
145
|
-
# Close a trade
|
|
146
|
-
algorithm.close_trade(trades[0].id)
|
|
147
|
-
|
|
148
|
-
# Close a position
|
|
149
|
-
algorithm.close_position(positions[0].get_symbol())
|
|
150
|
-
|
|
151
|
-
if __name__ == "__main__":
|
|
152
|
-
app.run()
|
|
153
|
-
```
|
|
154
|
-
|
|
155
|
-
> You can find more examples [here](./examples) folder.
|
|
156
|
-
|
|
157
|
-
## Backtesting and experiments
|
|
158
|
-
The framework also supports backtesting and performing backtest experiments. After
|
|
159
|
-
a backtest, you can print a report that shows the performance of your trading bot.
|
|
160
|
-
|
|
161
|
-
To run a single backtest you can use the example code that can be found [here](./examples/backtest).
|
|
162
|
-
|
|
163
|
-
### Backtesting report
|
|
164
|
-
You can use the ```pretty_print_backtest``` function to print a backtest report.
|
|
165
|
-
For example if you run the [moving average example trading bot](./examples/crossover_moving_average_trading_bot)
|
|
166
|
-
you will get the following backtesting report:
|
|
167
|
-
|
|
168
|
-
```bash
|
|
169
|
-
|
|
170
|
-
:%%%#+- .=*#%%% Backtest report
|
|
171
|
-
*%%%%%%%+------=*%%%%%%%- ---------------------------
|
|
172
|
-
*%%%%%%%%%%%%%%%%%%%%%%%- Start date: 2023-08-24 00:00:00
|
|
173
|
-
.%%%%%%%%%%%%%%%%%%%%%%# End date: 2023-12-02 00:00:00
|
|
174
|
-
#%%%####%%%%%%%%**#%%%+ Number of days: 100
|
|
175
|
-
.:-+*%%%%- -+..#%%%+.+- +%%%#*=-: Number of runs: 1201
|
|
176
|
-
.:-=*%%%%. += .%%# -+.-%%%%=-:.. Number of orders: 40
|
|
177
|
-
.:=+#%%%%%*###%%%%#*+#%%%%%%*+-: Initial balance: 400.0
|
|
178
|
-
+%%%%%%%%%%%%%%%%%%%= Final balance: 428.2434
|
|
179
|
-
:++ .=#%%%%%%%%%%%%%*- Total net gain: 28.2434 7.061%
|
|
180
|
-
:++: :+%%%%%%#-. Growth: 28.2434 7.061%
|
|
181
|
-
:++: .%%%%%#= Number of trades closed: 20
|
|
182
|
-
:++: .#%%%%%#*= Number of trades open(end of backtest): 0
|
|
183
|
-
:++- :%%%%%%%%%+= Percentage positive trades: 30.0%
|
|
184
|
-
.++- -%%%%%%%%%%%+= Percentage negative trades: 70.0%
|
|
185
|
-
.++- .%%%%%%%%%%%%%+= Average trade size: 100.9692 EUR
|
|
186
|
-
.++- *%%%%%%%%%%%%%*+: Average trade duration: 83.6 hours
|
|
187
|
-
.++- %%%%%%%%%%%%%%#+=
|
|
188
|
-
=++........:::%%%%%%%%%%%%%%*+-
|
|
189
|
-
.=++++++++++**#%%%%%%%%%%%%%++.
|
|
190
|
-
|
|
191
|
-
Price noise
|
|
192
|
-
|
|
193
|
-
Positions overview
|
|
194
|
-
╭────────────┬──────────┬──────────────────────┬───────────────────────┬──────────────┬───────────────┬───────────────────────────┬────────────────┬───────────────╮
|
|
195
|
-
│ Position │ Amount │ Pending buy amount │ Pending sell amount │ Cost (EUR) │ Value (EUR) │ Percentage of portfolio │ Growth (EUR) │ Growth_rate │
|
|
196
|
-
├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
|
|
197
|
-
│ EUR │ 428.243 │ 0 │ 0 │ 428.243 │ 428.243 │ 100.0000% │ 0 │ 0.0000% │
|
|
198
|
-
├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
|
|
199
|
-
│ DOT │ 0 │ 0 │ 0 │ 0 │ 0 │ 0.0000% │ 0 │ 0.0000% │
|
|
200
|
-
├────────────┼──────────┼──────────────────────┼───────────────────────┼──────────────┼───────────────┼───────────────────────────┼────────────────┼───────────────┤
|
|
201
|
-
│ BTC │ 0 │ 0 │ 0 │ 0 │ 0 │ 0.0000% │ 0 │ 0.0000% │
|
|
202
|
-
╰────────────┴──────────┴──────────────────────┴───────────────────────┴──────────────┴───────────────┴───────────────────────────┴────────────────┴───────────────╯
|
|
203
|
-
Trades overview
|
|
204
|
-
╭─────────┬─────────────────────┬─────────────────────┬────────────────────┬──────────────┬──────────────────┬───────────────────────┬────────────────────┬─────────────────────╮
|
|
205
|
-
│ Pair │ Open date │ Close date │ Duration (hours) │ Size (EUR) │ Net gain (EUR) │ Net gain percentage │ Open price (EUR) │ Close price (EUR) │
|
|
206
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
207
|
-
│ DOT-EUR │ 2023-11-24 12:00:00 │ 2023-11-27 14:00:00 │ 74 │ 107.55 │ -1.9587 │ -1.8212% │ 4.777 │ 4.69 │
|
|
208
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
209
|
-
│ DOT-EUR │ 2023-11-20 00:00:00 │ 2023-11-21 08:00:00 │ 32 │ 109.39 │ -4.5949 │ -4.2005% │ 4.9875 │ 4.778 │
|
|
210
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
211
|
-
│ BTC-EUR │ 2023-11-19 22:00:00 │ 2023-11-22 00:00:00 │ 50 │ 109.309 │ -2.7624 │ -2.5272% │ 34159.1 │ 33295.9 │
|
|
212
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
213
|
-
│ BTC-EUR │ 2023-11-06 12:00:00 │ 2023-11-13 14:00:00 │ 170 │ 107.864 │ 6.1015 │ 5.6567% │ 32685.9 │ 34534.9 │
|
|
214
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
215
|
-
│ DOT-EUR │ 2023-10-20 12:00:00 │ 2023-10-27 08:00:00 │ 164 │ 99.085 │ 10.9799 │ 11.0813% │ 3.5465 │ 3.9395 │
|
|
216
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
217
|
-
│ BTC-EUR │ 2023-10-14 04:00:00 │ 2023-10-27 22:00:00 │ 330 │ 97.4278 │ 24.137 │ 24.7742% │ 25638.9 │ 31990.7 │
|
|
218
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
219
|
-
│ DOT-EUR │ 2023-10-14 04:00:00 │ 2023-10-17 14:00:00 │ 82 │ 99.5572 │ -1.8877 │ -1.8961% │ 3.56 │ 3.4925 │
|
|
220
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
221
|
-
│ DOT-EUR │ 2023-10-07 08:00:00 │ 2023-10-08 08:00:00 │ 24 │ 99.9498 │ -1.5708 │ -1.5716% │ 3.8815 │ 3.8205 │
|
|
222
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
223
|
-
│ BTC-EUR │ 2023-09-27 10:00:00 │ 2023-10-05 20:00:00 │ 202 │ 98.2888 │ 3.433 │ 3.4927% │ 25202.2 │ 26082.5 │
|
|
224
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
225
|
-
│ DOT-EUR │ 2023-09-27 10:00:00 │ 2023-10-03 20:00:00 │ 154 │ 98.7893 │ 1.2085 │ 1.2233% │ 3.842 │ 3.889 │
|
|
226
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
227
|
-
│ DOT-EUR │ 2023-09-25 12:00:00 │ 2023-09-27 04:00:00 │ 40 │ 98.9193 │ -0.5194 │ -0.5251% │ 3.809 │ 3.789 │
|
|
228
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
229
|
-
│ DOT-EUR │ 2023-09-14 16:00:00 │ 2023-09-18 02:00:00 │ 82 │ 98.9419 │ -0.0912 │ -0.0921% │ 3.799 │ 3.7955 │
|
|
230
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
231
|
-
│ BTC-EUR │ 2023-09-07 06:00:00 │ 2023-09-10 16:00:00 │ 82 │ 98.6093 │ 0.3412 │ 0.3460% │ 24051 │ 24134.3 │
|
|
232
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
233
|
-
│ DOT-EUR │ 2023-09-07 00:00:00 │ 2023-09-09 02:00:00 │ 50 │ 98.9158 │ -0.2358 │ -0.2383% │ 3.986 │ 3.9765 │
|
|
234
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
235
|
-
│ DOT-EUR │ 2023-09-05 14:00:00 │ 2023-09-06 12:00:00 │ 22 │ 99.2132 │ -1.1909 │ -1.2003% │ 3.999 │ 3.951 │
|
|
236
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
237
|
-
│ DOT-EUR │ 2023-09-04 16:00:00 │ 2023-09-04 22:00:00 │ 6 │ 99.355 │ -0.5671 │ -0.5708% │ 3.942 │ 3.9195 │
|
|
238
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
239
|
-
│ DOT-EUR │ 2023-09-04 10:00:00 │ 2023-09-04 14:00:00 │ 4 │ 99.4774 │ -0.4889 │ -0.4914% │ 3.968 │ 3.9485 │
|
|
240
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
241
|
-
│ BTC-EUR │ 2023-08-26 10:00:00 │ 2023-08-26 18:00:00 │ 8 │ 99.0829 │ -0.03 │ -0.0302% │ 24166.6 │ 24159.3 │
|
|
242
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
243
|
-
│ DOT-EUR │ 2023-08-25 10:00:00 │ 2023-08-28 10:00:00 │ 72 │ 99.659 │ -0.6975 │ -0.6999% │ 4.1435 │ 4.1145 │
|
|
244
|
-
├─────────┼─────────────────────┼─────────────────────┼────────────────────┼──────────────┼──────────────────┼───────────────────────┼────────────────────┼─────────────────────┤
|
|
245
|
-
│ DOT-EUR │ 2023-08-24 00:00:00 │ 2023-08-25 00:00:00 │ 24 │ 99.9999 │ -1.3626 │ -1.3626% │ 4.1465 │ 4.09 │
|
|
246
|
-
╰─────────┴─────────────────────┴─────────────────────┴────────────────────┴──────────────┴──────────────────┴───────────────────────┴────────────────────┴─────────────────────╯
|
|
247
|
-
```
|
|
248
|
-
|
|
249
|
-
### Backtest experiments
|
|
250
|
-
The framework also supports backtest experiments. Backtest experiments allows you to
|
|
251
|
-
compare multiple algorithms and evaluate their performance. Ideally,
|
|
252
|
-
you would do this by parameterizing your strategy and creating a factory function that
|
|
253
|
-
creates the algorithm with the different parameters. You can find an example of this
|
|
254
|
-
in the [backtest experiments example](./examples/backtest_experiment).
|
|
255
|
-
|
|
256
|
-
## Broker/Exchange configuration
|
|
257
|
-
The framework has by default support for [ccxt](https://github.com/ccxt/ccxt).
|
|
258
|
-
This should allow you to connect to a lot of brokers/exchanges.
|
|
259
|
-
|
|
260
|
-
```python
|
|
261
|
-
from investing_algorithm_framework import PortfolioConfiguration, \
|
|
262
|
-
MarketCredential, create_app
|
|
263
|
-
app = create_app()
|
|
264
|
-
app.add_market_credential(
|
|
265
|
-
MarketCredential(
|
|
266
|
-
market="<your market>",
|
|
267
|
-
api_key="<your api key>",
|
|
268
|
-
secret_key="<your secret key>",
|
|
269
|
-
)
|
|
270
|
-
)
|
|
271
|
-
app.add_portfolio_configuration(
|
|
272
|
-
PortfolioConfiguration(
|
|
273
|
-
market="<your market>",
|
|
274
|
-
initial_balance=400,
|
|
275
|
-
track_from="01/01/2022",
|
|
276
|
-
trading_symbol="EUR"
|
|
277
|
-
)
|
|
278
|
-
)
|
|
279
|
-
```
|
|
280
|
-
|
|
281
|
-
## Performance
|
|
282
|
-
We are continuously working on improving the performance of the framework. If
|
|
283
|
-
you have any suggestions, please let us know.
|
|
284
|
-
|
|
285
|
-
## Download
|
|
286
|
-
You can download the framework with pypi.
|
|
287
|
-
|
|
288
|
-
```bash
|
|
289
|
-
pip install investing-algorithm-framework
|
|
290
|
-
```
|
|
291
|
-
|
|
292
|
-
## Disclaimer
|
|
293
|
-
If you use this framework for your investments, do not risk money
|
|
294
|
-
which you are afraid to lose, until you have clear understanding how
|
|
295
|
-
the framework works. We can't stress this enough:
|
|
296
|
-
|
|
297
|
-
BEFORE YOU START USING MONEY WITH THE FRAMEWORK, MAKE SURE THAT YOU TESTED
|
|
298
|
-
YOUR COMPONENTS THOROUGHLY. USE THE SOFTWARE AT YOUR OWN RISK.
|
|
299
|
-
THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR INVESTMENT RESULTS.
|
|
300
|
-
|
|
301
|
-
Also, make sure that you read the source code of any plugin you use or
|
|
302
|
-
implementation of an algorithm made with this framework.
|
|
303
|
-
|
|
304
|
-
## Documentation
|
|
305
|
-
|
|
306
|
-
All the documentation can be found online
|
|
307
|
-
at the [documentation webstie](https://investing-algorithm-framework.com)
|
|
308
|
-
|
|
309
|
-
In most cases, you'll probably never have to change code on this repo directly
|
|
310
|
-
if you are building your algorithm/bot. But if you do, check out the
|
|
311
|
-
contributing page at the website.
|
|
312
|
-
|
|
313
|
-
If you'd like to chat with investing-algorithm-framework users
|
|
314
|
-
and developers, [join us on Slack](https://inv-algo-framework.slack.com) or [join us on reddit](https://www.reddit.com/r/InvestingBots/)
|
|
315
|
-
|
|
316
|
-
## Acknowledgements
|
|
317
|
-
We want to thank all contributors to this project. A full list of all
|
|
318
|
-
the people that contributed to the project can be
|
|
319
|
-
found [here](https://github.com/investing-algorithms/investing-algorithm-framework/blob/master/AUTHORS.md)
|
|
320
|
-
|
|
321
|
-
### [Bugs / Issues](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
|
|
322
|
-
|
|
323
|
-
If you discover a bug in the framework, please [search our issue tracker](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
|
|
324
|
-
first. If it hasn't been reported, please [create a new issue](https://github.com/investing-algorithms/investing-algorithm-framework/issues/new).
|
|
325
|
-
|
|
326
|
-
### Contributing
|
|
327
|
-
The investing algorithm framework is a community driven project.
|
|
328
|
-
We welcome you to participate, contribute and together help build
|
|
329
|
-
the future trading bots developed in python.
|
|
330
|
-
|
|
331
|
-
Feel like the framework is missing a feature? We welcome your pull requests!
|
|
332
|
-
If you want to contribute to the project roadmap, please take a look at the [project board](https://github.com/coding-kitties/investing-algorithm-framework/projects?query=is%3Aopen).
|
|
333
|
-
You can pick up a task by assigning yourself to it.
|
|
334
|
-
|
|
335
|
-
**Note** before starting any major new feature work, *please open an issue describing what you are planning to do*.
|
|
336
|
-
This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
|
|
337
|
-
|
|
338
|
-
**Important:** Always create your feature or hotfix against the `develop` branch, not `master`.
|
|
339
|
-
|
|
@@ -1,147 +0,0 @@
|
|
|
1
|
-
investing_algorithm_framework/__init__.py,sha256=Zb8jDyYDFjBvEZhjmoH83MDGy2nAwvIuVcKBRCi2qR8,2585
|
|
2
|
-
investing_algorithm_framework/app/__init__.py,sha256=MsdCLd2Z6a-xMk3U1ExPPAhxg-DvvHELsIRbsumxcek,501
|
|
3
|
-
investing_algorithm_framework/app/algorithm.py,sha256=qF47kOdFmeSOLY0eJrdwLmUCEsOUHW9WqbRd7YuahbI,36933
|
|
4
|
-
investing_algorithm_framework/app/app.py,sha256=Ge1YsoKtnVXk0fjIN-pTtUAgCramQbCerpzS1zgbFYQ,32400
|
|
5
|
-
investing_algorithm_framework/app/stateless/__init__.py,sha256=VuEfb7QqDsfpFCnZdpvw8vvpNMRqOb-3w0yOpHiYlWg,1092
|
|
6
|
-
investing_algorithm_framework/app/stateless/action_handlers/__init__.py,sha256=fn3Cz-Yr3NuHc5sW4A7Cjma2jrCx6Y8LG7zunyvQSgI,2362
|
|
7
|
-
investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py,sha256=Ws687Syr1ytQFXaOMpp2CGKqw2ru22elTdWuVA5IiMc,154
|
|
8
|
-
investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py,sha256=kpU7vG9zMjRi8q335MT7qov_SW0GHu1Sz0YLPHZrzUM,452
|
|
9
|
-
investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py,sha256=2DF3EKmvVe04wrOuilRppNDyJFC8GmdOdeqc4DZP6h8,1062
|
|
10
|
-
investing_algorithm_framework/app/stateless/exception_handler.py,sha256=EoujrXd_TJ0cXLsEukRgdT7bw_kAH6OiCpZGcV8bVhc,1085
|
|
11
|
-
investing_algorithm_framework/app/strategy.py,sha256=p7Tn9TlUHk1b6TXq357ecFkYK0b8zmvRpDOVgpu_zgU,6047
|
|
12
|
-
investing_algorithm_framework/app/task.py,sha256=O8CnJT-cJfQVvC0ZG_w489KLLAemSrkyihHvQsuDvoE,963
|
|
13
|
-
investing_algorithm_framework/app/web/__init__.py,sha256=vtmNhjqhbO69A51H-Gwgrr6-M_aErO4EOFjPbCM5Wzg,134
|
|
14
|
-
investing_algorithm_framework/app/web/controllers/__init__.py,sha256=qTw0_R49TYrSsmGGodeFd_f9EaJZn0cOjK6hIiwKo9g,587
|
|
15
|
-
investing_algorithm_framework/app/web/controllers/orders.py,sha256=aCqS58I7ClNHIapimYFJYzQh7JGM_SW0nTMKB1V6-0A,694
|
|
16
|
-
investing_algorithm_framework/app/web/controllers/portfolio.py,sha256=oS9NTgZR_JmEcxfcRJ4EmKe85xcx9ucdzl8tDM5UmRs,727
|
|
17
|
-
investing_algorithm_framework/app/web/controllers/positions.py,sha256=4NgJFPQqcootqMzJT_jUaicPp9DRGcc_TFU9V8iGxBQ,617
|
|
18
|
-
investing_algorithm_framework/app/web/create_app.py,sha256=cyCvTSuM7FtUQNc3xnBH459qJUZKXWNd3QVhKRaPYIw,506
|
|
19
|
-
investing_algorithm_framework/app/web/error_handler.py,sha256=cDvJn8r9ShIEqnAsaPBVRymow_sZ3Xcpc3DUXtTbd34,2020
|
|
20
|
-
investing_algorithm_framework/app/web/responses.py,sha256=xbipQc0vcXHK6ouinsPdDHMHTxeLPebg-8uyeCG7zxQ,585
|
|
21
|
-
investing_algorithm_framework/app/web/run_strategies.py,sha256=H3EHtFORA9MX3CYc7F0csCY2dTEt48FCRP5Wp-1V28U,158
|
|
22
|
-
investing_algorithm_framework/app/web/schemas/__init__.py,sha256=pSkgN5AGiW48BD0vaQDdQQ6N90ryxGIimgEYJ-elSGY,361
|
|
23
|
-
investing_algorithm_framework/app/web/schemas/order.py,sha256=MwDJ-5vWwBEr21JqL-WuZfttAhyFP7_8qp5QMYiCyco,442
|
|
24
|
-
investing_algorithm_framework/app/web/schemas/portfolio.py,sha256=COXC_kpBUgPOBWy5ENtcfEs5U7lVrN8zxQYBqH9trfo,743
|
|
25
|
-
investing_algorithm_framework/app/web/schemas/position.py,sha256=vLAFaXlPtlhmMaB_Jai9xRCvCM_5lLuiaDQ_2Z39TfE,438
|
|
26
|
-
investing_algorithm_framework/app/web/setup_cors.py,sha256=ASCon0U0d7cedI-s37fdztDJozVvbNiYWYDLTHDydv8,80
|
|
27
|
-
investing_algorithm_framework/create_app.py,sha256=E6bIvmQfeSKkTZ7piRkJD65hA62Hr-hOAZhKJ_ZIekE,603
|
|
28
|
-
investing_algorithm_framework/dependency_container.py,sha256=z4jEkr8Rq_gnzVOUAP_vdyAhkirKQ5I4WFZGNtCo3D0,6170
|
|
29
|
-
investing_algorithm_framework/domain/__init__.py,sha256=us0g4S4jPfJuGLmEMrdzclFfbSxH_HiftvP9K0im-e0,4218
|
|
30
|
-
investing_algorithm_framework/domain/config.py,sha256=EdLrij0FMaMYu9KwbKr4qyV3Txi5JtWF3xCOGg3SavA,3728
|
|
31
|
-
investing_algorithm_framework/domain/constants.py,sha256=OdLku4ukgiR0Ns1X4HPxqtlukwFsRlxXbDUdn5J3fE8,2293
|
|
32
|
-
investing_algorithm_framework/domain/data_structures.py,sha256=xYaZJCdm1vweo9OoRvR4RNt_A3TxiG4Nd4bQz2K5_9s,962
|
|
33
|
-
investing_algorithm_framework/domain/decimal_parsing.py,sha256=NtMNkxZyWrFHxGKd6gLIDmWF88BYcTl8tYaAaKO1tlg,823
|
|
34
|
-
investing_algorithm_framework/domain/exceptions.py,sha256=3Er4UFN5oSUrJUbgEmcaZGtYJwW5WPbxWzT3BrZNHZk,1628
|
|
35
|
-
investing_algorithm_framework/domain/graphs.py,sha256=xrabzNN3XyWiADAbLmwboOPwlHHxiMRQBik1ij-dUDo,12084
|
|
36
|
-
investing_algorithm_framework/domain/metrics/__init__.py,sha256=e2nZ1UNihBZ0VjDXivmd6sxz0VL1cPwQ9yESn0w-zvc,106
|
|
37
|
-
investing_algorithm_framework/domain/metrics/price_efficiency.py,sha256=hpt1Nyk7s_jxFeqEVeQV9FH5N4RzJx6SP072L4z9fYw,1844
|
|
38
|
-
investing_algorithm_framework/domain/models/__init__.py,sha256=kF5yQfyofxICBZYqyfmr9Mj7DHNTUDwrttgKtM84vvg,1139
|
|
39
|
-
investing_algorithm_framework/domain/models/app_mode.py,sha256=V1p9QMSNLlz6KjPib8d1J2EaSZh7jmXjZ1V2DFOrIaU,812
|
|
40
|
-
investing_algorithm_framework/domain/models/backtesting/__init__.py,sha256=abUeBmDxjPOnyvh06a-0TAabQrS1om3Fe88ojqBGsl4,328
|
|
41
|
-
investing_algorithm_framework/domain/models/backtesting/backtest_date_range.py,sha256=CG0qfkoriXq6d0yKGIgieRUrcqVvFAIL0qBz9WaCgmQ,1048
|
|
42
|
-
investing_algorithm_framework/domain/models/backtesting/backtest_position.py,sha256=sevPiTwWlUI0hd1MfBYuX933rPcqQTC79pEKhBw1LjE,2860
|
|
43
|
-
investing_algorithm_framework/domain/models/backtesting/backtest_report.py,sha256=GOaS2EWve9-9WTXpRNhVzGo3sQf1dq3EqErl-kIq5-U,17232
|
|
44
|
-
investing_algorithm_framework/domain/models/backtesting/backtest_reports_evaluation.py,sha256=03BdF0Ts7tkBANjI8np0zgUoxu45-gfIwEt7YKgZq-A,8303
|
|
45
|
-
investing_algorithm_framework/domain/models/base_model.py,sha256=1_DMaDR13gc6l5yWpMgKaAK7OJstc4lmvZV5DhwYM6o,659
|
|
46
|
-
investing_algorithm_framework/domain/models/market/__init__.py,sha256=FUZOmpJgtCn7IM-5Kn464kY-_JLJQGCtwv5HLjlOrvk,87
|
|
47
|
-
investing_algorithm_framework/domain/models/market/market_credential.py,sha256=82K3tZHD9opEgIHIzLvhJU0QJWOvvT6p0TwYZd1CbMk,779
|
|
48
|
-
investing_algorithm_framework/domain/models/order/__init__.py,sha256=ELj0kT4YAhBOECQJBMTZzQ80yatrbbPf_A5iNAMN4X8,193
|
|
49
|
-
investing_algorithm_framework/domain/models/order/order.py,sha256=_lJR2J2Q2g0x61OaeXTV_ZPVOeO3Bvbx2SXpkx8kal0,11833
|
|
50
|
-
investing_algorithm_framework/domain/models/order/order_side.py,sha256=lMSTM8rb_Q3qgApryI0RXKiAAeGKDDlyu3q9bbuAQ-w,814
|
|
51
|
-
investing_algorithm_framework/domain/models/order/order_status.py,sha256=7BpFOcJ1NEeOZfolmE32mHRrI_afkBUBLR2gh-aGfA0,937
|
|
52
|
-
investing_algorithm_framework/domain/models/order/order_type.py,sha256=xL8YVlcwCNKv44MRNAwSVs_ZGemfMSYYwxkNMp7ai-M,751
|
|
53
|
-
investing_algorithm_framework/domain/models/portfolio/__init__.py,sha256=gMMZG6Owvbsq7jL9PhhRbqV8tM9oebGUY8Yc6zedHj4,230
|
|
54
|
-
investing_algorithm_framework/domain/models/portfolio/portfolio.py,sha256=1w-lYO6Y01DFmQ77OxIK3bXsXAIEphJ_x4oWwWNZT5o,2495
|
|
55
|
-
investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py,sha256=ztl6DeD4DGpekZvB4ApIoKwx9gdQtVkVyRthbtjEu7I,1752
|
|
56
|
-
investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py,sha256=8eDg4HSGuhAve1cslNxvRZqra8Kw8Psl6lkEJ9EQYlU,3141
|
|
57
|
-
investing_algorithm_framework/domain/models/position/__init__.py,sha256=Iv4-DUwgwf521P5qCu6R3WSVZxPeEtGoHP8WsS3qNUU,123
|
|
58
|
-
investing_algorithm_framework/domain/models/position/position.py,sha256=Eul8AoPkDUNwmmIgE6dFob4qodtYU69J-mDpB46aEGo,1251
|
|
59
|
-
investing_algorithm_framework/domain/models/position/position_snapshot.py,sha256=BpMhUTn--oUVXQHi62uOb4Ac7yuBwHW3iUCFpBPOtW0,1131
|
|
60
|
-
investing_algorithm_framework/domain/models/strategy_profile.py,sha256=7-dmzr4YbStntIPz5SEPddThAGsLJH_Fo_jRexAnFTQ,4598
|
|
61
|
-
investing_algorithm_framework/domain/models/time_frame.py,sha256=IfdaIhqX6FgjQV3g78meyhGod93dU7qeBLwHQ4CzNmc,2659
|
|
62
|
-
investing_algorithm_framework/domain/models/time_interval.py,sha256=PyA0JeGgV51kf0sZ1yeQ52BCLsrJqlqD1FxGm53qioY,2798
|
|
63
|
-
investing_algorithm_framework/domain/models/time_unit.py,sha256=r_K1aOmak5Z9UtZ-TTjGPWct1KOdR6SdRiD0IaqkqBI,2011
|
|
64
|
-
investing_algorithm_framework/domain/models/tracing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
65
|
-
investing_algorithm_framework/domain/models/tracing/trace.py,sha256=iAVEN102-y_7Wj9Qg7kdti8-2I63Y8UG0SF3V2pkHj8,699
|
|
66
|
-
investing_algorithm_framework/domain/models/trade/__init__.py,sha256=nDlk5m0q4DcA7SX53vQoqrkdtzMbvm_E2GPNg2WVjf4,99
|
|
67
|
-
investing_algorithm_framework/domain/models/trade/trade.py,sha256=srYrxjsIcUUu9q698otxrU83F_qmU04KhXiRFv8XnSo,7787
|
|
68
|
-
investing_algorithm_framework/domain/models/trade/trade_status.py,sha256=dB0kdO_WJqJ9wgnR4mG7QjRNPqBVJVr7ivYwNBX868A,807
|
|
69
|
-
investing_algorithm_framework/domain/models/trading_data_types.py,sha256=sVk8ATXllJDIvRluqm08O_UkgDzCJO6l02k0C-kJwyg,1119
|
|
70
|
-
investing_algorithm_framework/domain/models/trading_time_frame.py,sha256=DrFDjxJ1K5LgCnSi5q4ZrDCugfq6n_ETbxhaCbYVf1o,6791
|
|
71
|
-
investing_algorithm_framework/domain/services/__init__.py,sha256=uXReS56GjKpvrE-aG0BaGh8ALaC8_qSxAlQi2akw7Ho,634
|
|
72
|
-
investing_algorithm_framework/domain/services/market_credential_service.py,sha256=Ib_lFd0R7oumtuEf4YR8nX8oAH1pKa0AOk4WKPbiU0c,1047
|
|
73
|
-
investing_algorithm_framework/domain/services/market_data_sources.py,sha256=Jk7vhIxB9t5MJKW7jrSGCGsZ7Pw34o7PvDsJeNa-56A,8682
|
|
74
|
-
investing_algorithm_framework/domain/services/market_service.py,sha256=rou3pWVuR7DTLb1nj-HcPCuolOw2HA_Cvzh6YrkrLQ8,3693
|
|
75
|
-
investing_algorithm_framework/domain/services/portfolios/__init__.py,sha256=8N1Dh9GESzE7AN776F8Duql5yblKf9SjcwZAX0C6RaE,115
|
|
76
|
-
investing_algorithm_framework/domain/services/portfolios/portfolio_sync_service.py,sha256=h5xCvlC6Ie2HHKlNrI3lwMKzQXDTiillxHeYxXBIXZ0,320
|
|
77
|
-
investing_algorithm_framework/domain/services/rounding_service.py,sha256=aY2H5nNVxAsc1JRdA2Qwoe8LmGVjf1UaQ0R-hqYgXu8,699
|
|
78
|
-
investing_algorithm_framework/domain/singleton.py,sha256=lgWZOWFBU4WlIe-h6p_MHd2MNOQSICtFR9HvdtVNqbQ,258
|
|
79
|
-
investing_algorithm_framework/domain/stateless_actions.py,sha256=DHhuI_3oL6JqWWucsZNvB3a9vFthZAk20Rg89_lc9o8,156
|
|
80
|
-
investing_algorithm_framework/domain/strategy.py,sha256=bLiMll_hoOjCjgeSnTN5a9sriPgL8N4qULqDxD9zsQk,1805
|
|
81
|
-
investing_algorithm_framework/domain/utils/__init__.py,sha256=NxBU78OEvDbsCxjsxHxTMTImVS987ZE25Drsa0tIhA8,750
|
|
82
|
-
investing_algorithm_framework/domain/utils/backtesting.py,sha256=RvkFXTBCayJmwHXuwcUc4s5fjzW64vG2L4cpCerobso,19991
|
|
83
|
-
investing_algorithm_framework/domain/utils/csv.py,sha256=QK7EC_jY4u9s97OFOcoxwZsBPGTnO79Z4qx07ms4MWI,2746
|
|
84
|
-
investing_algorithm_framework/domain/utils/random.py,sha256=vnebSD_MeZfn-tRRzJ1SIe4ChHAZWbk4HhHPlWvEeLI,275
|
|
85
|
-
investing_algorithm_framework/domain/utils/signatures.py,sha256=MO2hCrrnQjbsT6guX4AdeJfcAP55pRXtjJ73uX1cjaI,417
|
|
86
|
-
investing_algorithm_framework/domain/utils/stoppable_thread.py,sha256=z3-OGZ-wrygfYn4zhB3COHdB43qQYa65TeShyVokSp0,608
|
|
87
|
-
investing_algorithm_framework/domain/utils/synchronized.py,sha256=YjvutHxMh5r1WEpOYPAXm7_xHRaDzj5YTj7HqfKqJm0,253
|
|
88
|
-
investing_algorithm_framework/infrastructure/__init__.py,sha256=bGujBxdNAMG7eUbNO1MLE0qqCS2lGKliT1tBhNFpSN0,1277
|
|
89
|
-
investing_algorithm_framework/infrastructure/database/__init__.py,sha256=6t-_-w0RuQLRkbUIN1lL0N4MzJePmcjRuV96Kzo3_n4,176
|
|
90
|
-
investing_algorithm_framework/infrastructure/database/sql_alchemy.py,sha256=0-U82pBl59UP1-a3gYq169T94gwMtutmZu2V3uzx0jM,1386
|
|
91
|
-
investing_algorithm_framework/infrastructure/models/__init__.py,sha256=HGVWg4vlj59hjuXIZnCLLRglHdEHZNOJ7y6DiM7vdnE,700
|
|
92
|
-
investing_algorithm_framework/infrastructure/models/decimal_parser.py,sha256=s19k4gUh5qhZg-PcPzGFKqQ8xK4Z9OtefnTT2YgRojY,327
|
|
93
|
-
investing_algorithm_framework/infrastructure/models/market_data_sources/__init__.py,sha256=F6ACSFTGebWOQTs8dyA3JBHfMPI6gsuysdIQvZwrsEI,437
|
|
94
|
-
investing_algorithm_framework/infrastructure/models/market_data_sources/ccxt.py,sha256=gX5LukH5KuNDDpb9-MdI2FYU_yPnfTisGYdL1v8x5Ck,18940
|
|
95
|
-
investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py,sha256=LOXnMZ-Doe5vYSSOIdh8lLvzGI0sVO8imORXGmgcAvg,8730
|
|
96
|
-
investing_algorithm_framework/infrastructure/models/market_data_sources/us_treasury_yield.py,sha256=myxKObB2w4gQYQ9PFwXIYEoTwwP0c_VXBd42lZmyo9M,1641
|
|
97
|
-
investing_algorithm_framework/infrastructure/models/model_extension.py,sha256=EiSSs-Jq27gBhLnlIKvEjDoJz7iMPFxkFBg5cesU694,142
|
|
98
|
-
investing_algorithm_framework/infrastructure/models/order/__init__.py,sha256=GsODcaQAOz9ezWNoDhtb3zv2X4k09yerw18BzkeOgdw,52
|
|
99
|
-
investing_algorithm_framework/infrastructure/models/order/order.py,sha256=KsVn4AIH4Piaw46OsTYbvDxReLp5P1_sA--XuBp9jM8,5387
|
|
100
|
-
investing_algorithm_framework/infrastructure/models/portfolio/__init__.py,sha256=Eth4uKjIerR99GnjTXihxJzFsudxVcHdO4M_v6TgE7M,141
|
|
101
|
-
investing_algorithm_framework/infrastructure/models/portfolio/portfolio.py,sha256=SgK9fOrmlJAuEdMmH1nUvFAvZyYx6Ayq0-6LSTmRXjE,3226
|
|
102
|
-
investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py,sha256=4FW3AdaYkYpR6nAwGieqdkEFp9hxxALRVjK3jI6t4CI,1238
|
|
103
|
-
investing_algorithm_framework/infrastructure/models/position/__init__.py,sha256=nNEWciIXWZyFIYZVEkAGB21Kf9QXkWzcdcL4uKiHjFo,135
|
|
104
|
-
investing_algorithm_framework/infrastructure/models/position/position.py,sha256=CmSX7KNKJ0vkJ8Z7eq2DzARCdPGYGHH6sChJ0aS2nfM,1898
|
|
105
|
-
investing_algorithm_framework/infrastructure/models/position/position_snapshot.py,sha256=F8pcpppTIH89JAPSqDlp7zCVRvElUKcH3odGELlh1w8,842
|
|
106
|
-
investing_algorithm_framework/infrastructure/repositories/__init__.py,sha256=mcitbd3wEzQsdAAjROgMCyasVL462yW_4jH-TowUqzI,482
|
|
107
|
-
investing_algorithm_framework/infrastructure/repositories/order_repository.py,sha256=dD8nXnXlHZUqefYoqxurg0jFt2rCCzBzfGa8NBniC78,3351
|
|
108
|
-
investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py,sha256=2hkp7fIxst9pMJEDj-rG_sd0be9ZfyqQyl75fG7Eg4w,1073
|
|
109
|
-
investing_algorithm_framework/infrastructure/repositories/portfolio_snapshot_repository.py,sha256=K24hMQQpryLnnKE5YPqLBuj5cMaLdAr-O6vS6wdwECU,1967
|
|
110
|
-
investing_algorithm_framework/infrastructure/repositories/position_repository.py,sha256=7pbk-sul_M1Rv535NOhNaWbp9lAGz8jv4oUKm623IW8,1994
|
|
111
|
-
investing_algorithm_framework/infrastructure/repositories/position_snapshot_repository.py,sha256=GT1TkoHdy1L7ZNspDsMqWY8R2tjINz7XBYunuebzLAg,680
|
|
112
|
-
investing_algorithm_framework/infrastructure/repositories/repository.py,sha256=A4J0sd40S3V-d-ufXegsi2-Tkg1V_ySeytT0_UkG-JA,7661
|
|
113
|
-
investing_algorithm_framework/infrastructure/services/__init__.py,sha256=NjyvvSXd0mMNRAkNpGg9me0t_kpTy-x5gl7g6pClozc,163
|
|
114
|
-
investing_algorithm_framework/infrastructure/services/market_service/__init__.py,sha256=9FfnY6mZBqQpN0dC0PH4IpzW1D1daoGBQGOhxuqAqUA,91
|
|
115
|
-
investing_algorithm_framework/infrastructure/services/market_service/ccxt_market_service.py,sha256=ahC3y1I0a2kVCE-6cV8IfjUMkXTCagXCnoOL7WrMVY0,15545
|
|
116
|
-
investing_algorithm_framework/infrastructure/services/performance_service/__init__.py,sha256=9xmu6jE4umF8MUTfCGr5ZZzDkqpKpDTLiERV1Aals3E,195
|
|
117
|
-
investing_algorithm_framework/infrastructure/services/performance_service/backtest_performance_service.py,sha256=ZnhrkRUPKbVimBvbhFl8yBDINIEFkqSoylYHMxI1kG8,43
|
|
118
|
-
investing_algorithm_framework/infrastructure/services/performance_service/performance_service.py,sha256=fyr5LVVaM2txeIDmloe5i3SXlVGGTDiuK7P_51RVRBA,11933
|
|
119
|
-
investing_algorithm_framework/services/__init__.py,sha256=2m241MqFi0Y8x3Co4QRztmcvrgV__yQakZQ_B2vUKnk,1470
|
|
120
|
-
investing_algorithm_framework/services/backtesting/__init__.py,sha256=uur8kTBK1QanVFCrNeSWVQavbOhiCR5ag7EEIhbdG_Q,362
|
|
121
|
-
investing_algorithm_framework/services/backtesting/backtest_report_writer_service.py,sha256=HN_phAL4xXjX9TSlRh8iqDVPvWt6hjQIas9vLbDvqhA,1998
|
|
122
|
-
investing_algorithm_framework/services/backtesting/backtest_service.py,sha256=YXMHGUiuZK2IDyK4vtJTVEPOyaL17hqoGG-Sm5r9hU8,17899
|
|
123
|
-
investing_algorithm_framework/services/backtesting/graphs.py,sha256=JBqvmeBYWo_WfQdAXZ8ukhahvArrZVcH2zHMWjr-5X0,1550
|
|
124
|
-
investing_algorithm_framework/services/configuration_service.py,sha256=ebSZAVETJ3VPTyB7ya1-ymrc88bJZAe8WBm-tcyOkx8,624
|
|
125
|
-
investing_algorithm_framework/services/market_credential_service.py,sha256=HQ0AAD31jtPknSe4sMPEAvkNxFGDmE99EWWp_wF1sS8,821
|
|
126
|
-
investing_algorithm_framework/services/market_data_source_service/__init__.py,sha256=OHcq-NQdGICzlbLmBk9eM2Lp6IiJYJpsCqkuc35e4jM,235
|
|
127
|
-
investing_algorithm_framework/services/market_data_source_service/backtest_market_data_source_service.py,sha256=FvxHxWTZQiFNZo_1olXx5D9wi-cb2nSqhAIw1wR3-CU,5809
|
|
128
|
-
investing_algorithm_framework/services/market_data_source_service/market_data_source_service.py,sha256=Vlwvgumfh46GE-trHNHjs0DIbDXJo4zdFjBOkqCSzwQ,7391
|
|
129
|
-
investing_algorithm_framework/services/order_service/__init__.py,sha256=lT_DPbnIZKFBgYMIRi3yAekzYrQQgwlmOIX6cNs04wE,159
|
|
130
|
-
investing_algorithm_framework/services/order_service/order_backtest_service.py,sha256=pM0zjF5jHdegT0Sqt0Ny7nutCcVAUUwA_SUkSMp-ZMk,7747
|
|
131
|
-
investing_algorithm_framework/services/order_service/order_service.py,sha256=dF77G4KeVYHzb7icohQ9VDpZDdwPm2yWf2w9KDKi71Y,26845
|
|
132
|
-
investing_algorithm_framework/services/portfolios/__init__.py,sha256=6WZ46a2bY22MS_ZhOdJpzmoMDdm7WwSYnSXkOt-TuVo,509
|
|
133
|
-
investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py,sha256=7DOsQPepbeX9snhIYKyKvCBiYuc76oZJEosv0p95Hgc,825
|
|
134
|
-
investing_algorithm_framework/services/portfolios/portfolio_configuration_service.py,sha256=X6ZMiSnBipTMGGzOyn2dVgHPRmXez3PvMv9PfCVP5w0,2055
|
|
135
|
-
investing_algorithm_framework/services/portfolios/portfolio_service.py,sha256=fG-HixbeWb-Vgq6d_6Ok0R2w9GthmP5onaihLndKtaM,4493
|
|
136
|
-
investing_algorithm_framework/services/portfolios/portfolio_snapshot_service.py,sha256=MkZXZY9bwAi-OcwL-GAYyDcYKMVfgXxDoJjuHqSCSuE,1984
|
|
137
|
-
investing_algorithm_framework/services/portfolios/portfolio_sync_service.py,sha256=d83gd59Qj5Izdq3iq4wXtSVVhBP8g9D6d5ztbmuLnrw,16127
|
|
138
|
-
investing_algorithm_framework/services/position_service.py,sha256=PR4EdT7AmlMa-RSh1ve_XP5yF6GHzvubHSycXsXdjXo,1052
|
|
139
|
-
investing_algorithm_framework/services/position_snapshot_service.py,sha256=QPY0xp3ky5rJgGev3PBpIalvS2xKlRLGXr-3TyA2zng,525
|
|
140
|
-
investing_algorithm_framework/services/repository_service.py,sha256=1GTnWHImgQyyVpPyX6-yo1T7d-09v4uRWBtfKbZfoFY,995
|
|
141
|
-
investing_algorithm_framework/services/strategy_orchestrator_service.py,sha256=gS7Va7H_2lX9d3oxltBQqR_O3-dm6Ya6IEEEMm1Lq84,8077
|
|
142
|
-
investing_algorithm_framework/services/trade_service/__init__.py,sha256=AcwPyJjDRdiREnl_MWMkDSc-V-ZjXtvpHD6eQT9mc1o,68
|
|
143
|
-
investing_algorithm_framework/services/trade_service/trade_service.py,sha256=b0KP47tDWLuET7_qlPkSBkLre9TZfq2RSlRtveeH0o8,14761
|
|
144
|
-
investing_algorithm_framework-3.7.0.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
|
|
145
|
-
investing_algorithm_framework-3.7.0.dist-info/METADATA,sha256=lnWFEMk6LuI59x4tSa18tHOOOrBggfBXnz0mQTLlAkU,31593
|
|
146
|
-
investing_algorithm_framework-3.7.0.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
|
|
147
|
-
investing_algorithm_framework-3.7.0.dist-info/RECORD,,
|
|
File without changes
|
|
File without changes
|
|
File without changes
|
|
File without changes
|