investing-algorithm-framework 3.7.1__tar.gz → 3.7.3__tar.gz

{investing_algorithm_framework-3.7.1 → investing_algorithm_framework-3.7.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 3.7.1
+Version: 3.7.3
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.8.1,<4.0.0

{investing_algorithm_framework-3.7.1 → investing_algorithm_framework-3.7.3}/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-3.7.1 → investing_algorithm_framework-3.7.3}/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-3.7.1 → investing_algorithm_framework-3.7.3}/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 = \

{investing_algorithm_framework-3.7.1 → investing_algorithm_framework-3.7.3}/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 +356,20 @@ 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
+        """
+        Function to retrieve ohlcv data for a symbol, time frame and market
+
+        Args:
+            symbol: The symbol to retrieve ohlcv data for
+            time_frame: The time frame to retrieve ohlcv data for
+            from_timestamp: The start date to retrieve ohlcv data from
+            market: The market to retrieve ohlcv data from
+            to_timestamp: The end date to retrieve ohlcv data to
+
+        Returns:
+            DataFrame: The ohlcv data for the symbol, time frame and market
+            in polars DataFrame format
+        """
 
         if self.config is not None and "DATETIME_FORMAT" in self.config:
             datetime_format = self.config["DATETIME_FORMAT"]
@@ -414,6 +427,10 @@ class CCXTMarketService(MarketService):
         # Combine the Series into a DataFrame with given column names
         df = pl.DataFrame(data)
 
+        # Check if DataFrame is empty (either rows or columns)
+        if df.shape[0] == 0 or df.shape[1] == 0:
+            return df
+
         # Assign column names after DataFrame creation
         df.columns = col_names
         return df
@@ -427,7 +444,6 @@ 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-3.7.1 → investing_algorithm_framework-3.7.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v3.7.1"
+version = "v3.7.3"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"