investing-algorithm-framework 3.7.0__tar.gz → 3.7.1__tar.gz
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.
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/PKG-INFO +1 -1
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/market_data_sources/ccxt.py +11 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py +19 -14
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/pyproject.toml +1 -1
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/LICENSE +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/README.md +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/algorithm.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/app.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/stateless/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/stateless/action_handlers/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/stateless/exception_handler.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/strategy.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/task.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/controllers/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/controllers/orders.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/controllers/portfolio.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/controllers/positions.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/create_app.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/error_handler.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/responses.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/run_strategies.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/schemas/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/schemas/order.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/schemas/portfolio.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/schemas/position.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/app/web/setup_cors.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/create_app.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/dependency_container.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/config.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/constants.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/data_structures.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/decimal_parsing.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/exceptions.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/graphs.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/metrics/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/metrics/price_efficiency.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/app_mode.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/backtesting/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/backtesting/backtest_date_range.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/backtesting/backtest_position.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/backtesting/backtest_report.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/backtesting/backtest_reports_evaluation.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/base_model.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/market/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/market/market_credential.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/order/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/order/order.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/order/order_side.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/order/order_status.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/order/order_type.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/portfolio/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/portfolio/portfolio.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/position/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/position/position.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/position/position_snapshot.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/strategy_profile.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/time_frame.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/time_interval.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/time_unit.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/tracing/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/tracing/trace.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/trade/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/trade/trade.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/trade/trade_status.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/trading_data_types.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/models/trading_time_frame.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/services/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/services/market_credential_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/services/market_data_sources.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/services/market_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/services/portfolios/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/services/portfolios/portfolio_sync_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/services/rounding_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/singleton.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/stateless_actions.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/strategy.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/utils/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/utils/backtesting.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/utils/csv.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/utils/random.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/utils/signatures.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/utils/stoppable_thread.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/domain/utils/synchronized.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/database/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/database/sql_alchemy.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/decimal_parser.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/market_data_sources/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/market_data_sources/us_treasury_yield.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/model_extension.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/order/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/order/order.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/portfolio/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/portfolio/portfolio.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/position/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/position/position.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/models/position/position_snapshot.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/repositories/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/repositories/order_repository.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/repositories/portfolio_snapshot_repository.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/repositories/position_repository.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/repositories/position_snapshot_repository.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/repositories/repository.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/services/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/services/market_service/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/services/market_service/ccxt_market_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/services/performance_service/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/services/performance_service/backtest_performance_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/infrastructure/services/performance_service/performance_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/backtesting/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/backtesting/backtest_report_writer_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/backtesting/backtest_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/backtesting/graphs.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/configuration_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/market_credential_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/market_data_source_service/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/market_data_source_service/backtest_market_data_source_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/market_data_source_service/market_data_source_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/order_service/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/order_service/order_backtest_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/order_service/order_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/portfolios/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/portfolios/portfolio_configuration_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/portfolios/portfolio_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/portfolios/portfolio_snapshot_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/portfolios/portfolio_sync_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/position_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/position_snapshot_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/repository_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/strategy_orchestrator_service.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/trade_service/__init__.py +0 -0
- {investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.1}/investing_algorithm_framework/services/trade_service/trade_service.py +0 -0
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+
if "window_size" in kwargs:
|
|
92
|
+
self.window_size = kwargs["window_size"]
|
|
93
|
+
|
|
91
94
|
if start_date is None \
|
|
92
95
|
and end_date is None \
|
|
93
96
|
and backtest_index_date is None:
|
|
@@ -97,11 +100,27 @@ class CSVOHLCVMarketDataSource(OHLCVMarketDataSource):
|
|
|
97
100
|
|
|
98
101
|
if backtest_index_date is not None:
|
|
99
102
|
end_date = backtest_index_date
|
|
103
|
+
|
|
104
|
+
if self.window_size is None:
|
|
105
|
+
raise OperationalException(
|
|
106
|
+
"Either end_date or window_size "
|
|
107
|
+
"should be passed as a "
|
|
108
|
+
"parameter for CCXTOHLCVMarketDataSource"
|
|
109
|
+
)
|
|
110
|
+
|
|
100
111
|
start_date = self.create_start_date(
|
|
101
112
|
end_date, self.timeframe, self.window_size
|
|
102
113
|
)
|
|
103
114
|
else:
|
|
104
115
|
if start_date is None:
|
|
116
|
+
|
|
117
|
+
if self.window_size is None:
|
|
118
|
+
raise OperationalException(
|
|
119
|
+
"Either end_date or window_size "
|
|
120
|
+
"should be passed as a "
|
|
121
|
+
"parameter for CCXTOHLCVMarketDataSource"
|
|
122
|
+
)
|
|
123
|
+
|
|
105
124
|
start_date = self.create_start_date(
|
|
106
125
|
end_date, self.timeframe, self.window_size
|
|
107
126
|
)
|
|
@@ -111,20 +130,6 @@ class CSVOHLCVMarketDataSource(OHLCVMarketDataSource):
|
|
|
111
130
|
start_date, self.timeframe, self.window_size
|
|
112
131
|
)
|
|
113
132
|
|
|
114
|
-
# # Check if start or end date are out of range with
|
|
115
|
-
# # the dates of the datasource.
|
|
116
|
-
# if self._start_date_data_source > start_date:
|
|
117
|
-
# raise OperationalException(
|
|
118
|
-
# f"Given start date {start_date} is before the start date "
|
|
119
|
-
# f"of the data source {self._start_date_data_source}"
|
|
120
|
-
# )
|
|
121
|
-
#
|
|
122
|
-
# if self._end_date_data_source < end_date:
|
|
123
|
-
# raise OperationalException(
|
|
124
|
-
# f"End date {end_date} is after the end date "
|
|
125
|
-
# f"of the data source {self._end_date_data_source}"
|
|
126
|
-
# )
|
|
127
|
-
|
|
128
133
|
df = polars.read_csv(
|
|
129
134
|
self.csv_file_path, columns=self._columns, separator=","
|
|
130
135
|
)
|
|
File without changes
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File without changes
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File without changes
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File without changes
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File without changes
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File without changes
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File without changes
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File without changes
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File without changes
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File without changes
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File without changes
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File without changes
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File without changes
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File without changes
|