investing-algorithm-framework 3.7.0__tar.gz → 3.7.2__tar.gz

{investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 3.7.0
+Version: 3.7.2
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.8.1,<4.0.0

{investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.2}/investing_algorithm_framework/domain/models/time_frame.py

@@ -36,6 +36,15 @@ class TimeFrame(Enum):
                     if value == entry.value.replace("H", "h"):
                         return entry
 
+                # For hour timeframes compare with and without H
+                if "d" in entry.value:
+
+                    if value == entry.value:
+                        return entry
+
+                    if value == entry.value.replace("d", "D"):
+                        return entry
+
                 if value == entry.value:
                     return entry
 

{investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.2}/investing_algorithm_framework/domain/services/market_data_sources.py

@@ -243,9 +243,7 @@ class OHLCVMarketDataSource(MarketDataSource, ABC):
             symbol=symbol,
         )
         self._window_size = window_size
-
-        if timeframe is not None:
-            self._timeframe = TimeFrame.from_value(timeframe)
+        self._timeframe = timeframe
 
     @property
     def timeframe(self):
@@ -266,6 +264,16 @@ class OHLCVMarketDataSource(MarketDataSource, ABC):
     def window_size(self):
         return self._window_size
 
+    @window_size.setter
+    def window_size(self, value):
+
+        if not isinstance(value, int):
+            raise OperationalException(
+                "Window size must be an integer"
+            )
+
+        self._window_size = value
+
     def get_date_ranges(
         self,
         start_date: datetime,

{investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.2}/investing_algorithm_framework/infrastructure/models/market_data_sources/ccxt.py

@@ -119,7 +119,7 @@ class CCXTOHLCVBacktestMarketDataSource(
             market_service.config = config
             ohlcv = market_service.get_ohlcv(
                 symbol=self.symbol,
-                time_frame=self.timeframe.value,
+                time_frame=self.timeframe,
                 from_timestamp=backtest_data_start_date,
                 to_timestamp=backtest_end_date,
                 market=self.market
@@ -142,7 +142,7 @@ class CCXTOHLCVBacktestMarketDataSource(
         OHLCV_{symbol}_{market}_{timeframe}_{start_date}_{end_date}.csv
         """
         symbol_string = self.symbol.replace("/", "-")
-        time_frame_string = self.timeframe.value.replace("_", "")
+        time_frame_string = self.timeframe.replace("_", "")
         backtest_data_start_date = \
             self.backtest_data_start_date.strftime(DATETIME_FORMAT_BACKTESTING)
         backtest_data_end_date = \
@@ -438,6 +438,9 @@ class CCXTOHLCVMarketDataSource(OHLCVMarketDataSource):
         if self.config is not None:
             market_service.config = self.config
 
+        if "window_size" in kwargs:
+            self.window_size = kwargs["window_size"]
+
         if "start_date" in kwargs:
             start_date = kwargs["start_date"]
 
@@ -451,6 +454,14 @@ class CCXTOHLCVMarketDataSource(OHLCVMarketDataSource):
             )
 
         if "end_date" not in kwargs:
+
+            if self.window_size is None:
+                raise OperationalException(
+                    "Either end_date or window_size "
+                    "should be passed as a "
+                    "parameter for CCXTOHLCVMarketDataSource"
+                )
+
             end_date = self.create_end_date(
                 start_date, self.timeframe, self.window_size
             )

{investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.2}/investing_algorithm_framework/infrastructure/models/market_data_sources/csv.py

@@ -88,6 +88,9 @@ class CSVOHLCVMarketDataSource(OHLCVMarketDataSource):
         end_date = kwargs.get("end_date")
         backtest_index_date = kwargs.get("backtest_index_date")
 
+        if "window_size" in kwargs:
+            self.window_size = kwargs["window_size"]
+
         if start_date is None \
                 and end_date is None \
                 and backtest_index_date is None:
@@ -97,11 +100,27 @@ class CSVOHLCVMarketDataSource(OHLCVMarketDataSource):
 
         if backtest_index_date is not None:
             end_date = backtest_index_date
+
+            if self.window_size is None:
+                raise OperationalException(
+                    "Either end_date or window_size "
+                    "should be passed as a "
+                    "parameter for CCXTOHLCVMarketDataSource"
+                )
+
             start_date = self.create_start_date(
                 end_date, self.timeframe, self.window_size
             )
         else:
             if start_date is None:
+
+                if self.window_size is None:
+                    raise OperationalException(
+                        "Either end_date or window_size "
+                        "should be passed as a "
+                        "parameter for CCXTOHLCVMarketDataSource"
+                    )
+
                 start_date = self.create_start_date(
                     end_date, self.timeframe, self.window_size
                 )
@@ -111,20 +130,6 @@ class CSVOHLCVMarketDataSource(OHLCVMarketDataSource):
                     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=","
         )

{investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.2}/investing_algorithm_framework/infrastructure/services/market_service/ccxt_market_service.py

@@ -8,7 +8,7 @@ import polars as pl
 from dateutil import parser
 
 from investing_algorithm_framework.domain import OperationalException, Order, \
-    MarketService, DATETIME_FORMAT, TimeFrame
+    MarketService, DATETIME_FORMAT
 
 logger = logging.getLogger(__name__)
 
@@ -356,7 +356,6 @@ class CCXTMarketService(MarketService):
     def get_ohlcv(
         self, symbol, time_frame, from_timestamp, market, to_timestamp=None
     ) -> pl.DataFrame:
-        time_frame = TimeFrame.from_value(time_frame).value
 
         if self.config is not None and "DATETIME_FORMAT" in self.config:
             datetime_format = self.config["DATETIME_FORMAT"]
@@ -414,6 +413,10 @@ class CCXTMarketService(MarketService):
         # Combine the Series into a DataFrame with given column names
         df = pl.DataFrame(data)
 
+        # Check if width is 0
+        if len(df) == 0:
+            return df
+
         # Assign column names after DataFrame creation
         df.columns = col_names
         return df
@@ -427,7 +430,6 @@ class CCXTMarketService(MarketService):
         to_timestamp=None
     ) -> Dict[str, pl.DataFrame]:
         ohlcvs = {}
-        time_frame = TimeFrame.from_value(time_frame).value
 
         for symbol in symbols:
 

{investing_algorithm_framework-3.7.0 → investing_algorithm_framework-3.7.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v3.7.0"
+version = "v3.7.2"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"