investing-algorithm-framework 3.7.2__tar.gz → 3.8__tar.gz

{investing_algorithm_framework-3.7.2 → investing_algorithm_framework-3.8}/PKG-INFO

@@ -1,11 +1,10 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 3.7.2
+Version: 3.8
 Summary: A framework for creating trading bots
 Author: MDUYN
-Requires-Python: >=3.8.1,<4.0.0
+Requires-Python: >=3.10
 Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
@@ -18,12 +17,15 @@ Requires-Dist: ccxt (>=4.2.48,<5.0.0)
 Requires-Dist: dependency-injector (>=4.40.0,<5.0.0)
 Requires-Dist: jupyter (>=1.0.0,<2.0.0)
 Requires-Dist: marshmallow (>=3.5.0,<4.0.0)
+Requires-Dist: numpy (>=2.1.3,<3.0.0)
 Requires-Dist: plotly (>=5.22.0,<6.0.0)
 Requires-Dist: polars[numpy,pandas] (>=0.20.10,<0.21.0)
 Requires-Dist: python-dateutil (>=2.8.2,<3.0.0)
 Requires-Dist: schedule (>=1.1.0,<2.0.0)
+Requires-Dist: scipy (>=1.14.1,<2.0.0)
 Requires-Dist: tabulate (>=0.9.0,<0.10.0)
 Requires-Dist: tqdm (>=4.66.1,<5.0.0)
+Requires-Dist: tulipy (>=0.4.0,<0.5.0)
 Requires-Dist: wrapt (>=1.16.0,<2.0.0)
 Description-Content-Type: text/markdown
 
@@ -61,6 +63,9 @@ Features:
 * Stateless running for cloud function deployments
 * Polars dataframes support out of the box for fast data processing [pola.rs](https://pola.rs/)
 
+Additional features:
+* Indicators (python >= 3.10 required): Set of indicators that can be used in your trading bot. You can donwload the package with `pip install investing-algorithm-framework[indicators]` or `poetry add investing-algorithm-framework[indicators]]`
+ 
 ## Example implementation
 The following algorithm connects to binance and buys BTC every 5 seconds. 
 It also exposes an REST API that allows you to interact with the algorithm.
@@ -77,7 +82,7 @@ symbols = ["BTC/EUR"]
 
 # Define resource directory and the symbols you want to trade
 config = {
-    RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()
+    RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve(),
     SYMBOLS: symbols
 }
 
@@ -87,7 +92,7 @@ bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
     identifier="BTC-ohlcv",
     market="BITVAVO",
     symbol="BTC/EUR",
-    timeframe="2h",
+    time_frame="2h",
     window_size=200
 )
 # Ticker data for orders, trades and positions

{investing_algorithm_framework-3.7.2 → investing_algorithm_framework-3.8}/README.md

@@ -32,6 +32,9 @@ Features:
 * Stateless running for cloud function deployments
 * Polars dataframes support out of the box for fast data processing [pola.rs](https://pola.rs/)
 
+Additional features:
+* Indicators (python >= 3.10 required): Set of indicators that can be used in your trading bot. You can donwload the package with `pip install investing-algorithm-framework[indicators]` or `poetry add investing-algorithm-framework[indicators]]`
+ 
 ## Example implementation
 The following algorithm connects to binance and buys BTC every 5 seconds. 
 It also exposes an REST API that allows you to interact with the algorithm.
@@ -48,7 +51,7 @@ symbols = ["BTC/EUR"]
 
 # Define resource directory and the symbols you want to trade
 config = {
-    RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()
+    RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve(),
     SYMBOLS: symbols
 }
 
@@ -58,7 +61,7 @@ bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
     identifier="BTC-ohlcv",
     market="BITVAVO",
     symbol="BTC/EUR",
-    timeframe="2h",
+    time_frame="2h",
     window_size=200
 )
 # Ticker data for orders, trades and positions

{investing_algorithm_framework-3.7.2 → investing_algorithm_framework-3.8}/investing_algorithm_framework/__init__.py

@@ -10,15 +10,13 @@ from investing_algorithm_framework.domain import ApiException, \
     TickerMarketDataSource, MarketService, BacktestReportsEvaluation, \
     pretty_print_backtest_reports_evaluation, load_backtest_reports, \
     RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT, \
-    load_backtest_report, BacktestDateRange, create_ema_graph, \
-    create_prices_graph, create_rsi_graph, get_price_efficiency_ratio
+    load_backtest_report, BacktestDateRange, convert_polars_to_pandas, \
+    DateRange
 from investing_algorithm_framework.infrastructure import \
     CCXTOrderBookMarketDataSource, CCXTOHLCVMarketDataSource, \
     CCXTTickerMarketDataSource, CSVOHLCVMarketDataSource, \
     CSVTickerMarketDataSource
 from .create_app import create_app
-from investing_algorithm_framework.services import \
-    create_trade_exit_markers_chart, create_trade_entry_markers_chart
 
 __all__ = [
     "Algorithm",
@@ -67,10 +65,6 @@ __all__ = [
     "DATETIME_FORMAT",
     "load_backtest_report",
     "BacktestDateRange",
-    "create_trade_exit_markers_chart",
-    "create_trade_entry_markers_chart",
-    "create_ema_graph",
-    "create_prices_graph",
-    "create_rsi_graph",
-    "get_price_efficiency_ratio"
+    "convert_polars_to_pandas",
+    "DateRange"
 ]

investing_algorithm_framework-3.8/investing_algorithm_framework/deployment/__init__.py

@@ -0,0 +1,3 @@
+# from .azure import deploy_to_azure_functions
+
+# __all__ = ['deploy_to_azure_functions']

investing_algorithm_framework-3.8/investing_algorithm_framework/deployment/azure/__init__.py

@@ -0,0 +1,3 @@
+# from .azure_functions import deploy_to_azure_functions
+
+# __all__ = ['deploy_to_azure_functions']

investing_algorithm_framework-3.8/investing_algorithm_framework/deployment/azure/azure_functions.py

@@ -0,0 +1,102 @@
+# import os
+# import json
+# from azure.identity import DefaultAzureCredential
+# from azure.mgmt.resource import ResourceManagementClient
+# from azure.mgmt.storage import StorageManagementClient
+# from azure.mgmt.web import WebSiteManagementClient
+# import shutil
+
+
+# def deploy_to_azure_functions(azure_credentials_json, azure_function_path):
+#     """
+#     This function deploys a Python function app to Azure Functions.
+
+#     Parameters:
+#         - azure_credentials_json (str): Path to the Azure credentials
+#         JSON file.
+#         - azure_function_path (str): Path to the Python function
+#         app directory.
+
+#     Returns:
+#         None
+#     """
+
+#     # Load Azure credentials
+#     with open('azure_credentials.json') as f:
+#         credentials = json.load(f)
+
+#     SUBSCRIPTION_ID = credentials['subscriptionId']
+#     RESOURCE_GROUP_NAME = "myResourceGroup"
+#     LOCATION = "eastus"
+#     STORAGE_ACCOUNT_NAME = "mystorageaccount123"
+#     FUNCTION_APP_NAME = "my-python-function-app"
+
+#     # Authenticate using DefaultAzureCredential
+#     credential = DefaultAzureCredential()
+
+#     # Clients
+#     resource_client = ResourceManagementClient(credential, SUBSCRIPTION_ID)
+#     storage_client = StorageManagementClient(credential, SUBSCRIPTION_ID)
+#     web_client = WebSiteManagementClient(credential, SUBSCRIPTION_ID)
+
+#     # Create Resource Group
+#     resource_client.resource_groups.create_or_update(RESOURCE_GROUP_NAME,
+#                                                      {"location": LOCATION})
+
+#     # Create Storage Account
+#     storage_client.storage_accounts.begin_create(
+#         RESOURCE_GROUP_NAME,
+#         STORAGE_ACCOUNT_NAME,
+#         {
+#             "sku": {"name": "Standard_LRS"},
+#             "kind": "StorageV2",
+#             "location": LOCATION
+#         }
+#     ).result()
+
+#     # Create Function App (with a Consumption Plan)
+#     site_config = {
+#         "location": LOCATION,
+#         "server_farm_id": f"/subscriptions/{SUBSCRIPTION_ID}" +
+#         "/resourceGroups" +
+#         "/{RESOURCE_GROUP_NAME}/providers/Microsoft.Web/" +
+#         "serverfarms/{APP_SERVICE_PLAN_NAME}",
+#         "reserved": True,  # This is necessary for Linux-based function apps
+#         "site_config": {
+#             "app_settings": [
+#                 {
+#                     "name": "FUNCTIONS_WORKER_RUNTIME", "value": "python"
+#                 },
+#                 {
+#                     "name": "AzureWebJobsStorage",
+#                     "value": "DefaultEndpointsProtocol=https;" +
+#                     f"AccountName={STORAGE_ACCOUNT_NAME}" +
+#                     ";AccountKey=account_key>",
+#                 }
+#             ]
+#         },
+#         "kind": "functionapp",
+#     }
+
+#     web_client.web_apps.begin_create_or_update(RESOURCE_GROUP_NAME,
+#                                                FUNCTION_APP_NAME,
+#                                                site_config).result()
+
+#     # Zip Function Code
+#     def zipdir(path, zipfile):
+#         for root, dirs, files in os.walk(path):
+#             for file in files:
+#                 zipfile.write(os.path.join(root, file),
+#                 os.path.relpath(os.path.join(root, file), path))
+
+#     shutil.make_archive('myfunctionapp', 'zip', 'myfunctionapp/')
+
+#     # Deploy Function Code
+#     def deploy_function():
+#         with open("myfunctionapp.zip", "rb") as z:
+#             web_client.web_apps.begin_create_zip_deployment(
+#                 RESOURCE_GROUP_NAME, FUNCTION_APP_NAME, z).result()
+
+#     deploy_function()
+
+#     print(f"Function app '{FUNCTION_APP_NAME}' deployed to Azure.")

{investing_algorithm_framework-3.7.2 → investing_algorithm_framework-3.8}/investing_algorithm_framework/domain/__init__.py

@@ -17,7 +17,7 @@ from .models import OrderStatus, OrderSide, OrderType, TimeInterval, \
     PortfolioConfiguration, Portfolio, Position, Order, TradeStatus, \
     BacktestReport, PortfolioSnapshot, StrategyProfile, \
     BacktestPosition, Trade, MarketCredential, PositionSnapshot, \
-    BacktestReportsEvaluation, AppMode, BacktestDateRange
+    BacktestReportsEvaluation, AppMode, BacktestDateRange, DateRange
 from .services import TickerMarketDataSource, OrderBookMarketDataSource, \
     OHLCVMarketDataSource, BacktestMarketDataSource, MarketDataSource, \
     MarketService, MarketCredentialService, AbstractPortfolioSyncService, \
@@ -27,10 +27,9 @@ from .stateless_actions import StatelessActions
 from .strategy import Strategy
 from .utils import random_string, append_dict_as_row_to_csv, \
     add_column_headers_to_csv, get_total_amount_of_rows, \
-    load_backtest_report, \
+    load_backtest_report, convert_polars_to_pandas, \
     csv_to_list, StoppableThread, pretty_print_backtest_reports_evaluation, \
     pretty_print_backtest, load_csv_into_dict, load_backtest_reports
-from .graphs import create_prices_graph, create_ema_graph, create_rsi_graph
 from .metrics import get_price_efficiency_ratio
 
 __all__ = [
@@ -116,8 +115,7 @@ __all__ = [
     "RoundingService",
     "BacktestDateRange",
     "load_backtest_report",
-    "create_prices_graph",
-    "create_ema_graph",
-    "create_rsi_graph",
-    "get_price_efficiency_ratio"
+    "get_price_efficiency_ratio",
+    "convert_polars_to_pandas",
+    "DateRange"
 ]

{investing_algorithm_framework-3.7.2 → investing_algorithm_framework-3.8}/investing_algorithm_framework/domain/models/__init__.py

@@ -12,6 +12,7 @@ from .time_unit import TimeUnit
 from .trade import Trade, TradeStatus
 from .trading_data_types import TradingDataType
 from .trading_time_frame import TradingTimeFrame
+from .date_range import DateRange
 
 __all__ = [
     "OrderStatus",
@@ -36,5 +37,6 @@ __all__ = [
     "TradeStatus",
     "BacktestReportsEvaluation",
     "AppMode",
-    "BacktestDateRange"
+    "BacktestDateRange",
+    "DateRange",
 ]

investing_algorithm_framework-3.8/investing_algorithm_framework/domain/models/date_range.py

@@ -0,0 +1,56 @@
+from datetime import datetime
+from typing import Union
+
+
+class DateRange:
+    """
+    DateRange class. This class is used to define a date range and the name of
+    the range. Also, it can be used to store trading metadata such as
+    classification of the trend (Up or Down).
+    """
+
+    def __init__(
+        self,
+        start_date: datetime,
+        end_date: datetime,
+        name: str,
+        up_trend: bool = False,
+        down_trend: bool = False
+    ):
+        self.start_date = start_date
+        self.end_date = end_date
+        self.name = name
+        self._up_trend = up_trend
+        self._down_trend = down_trend
+
+    @property
+    def up_trend(self) -> Union[bool, None]:
+
+        if self._up_trend and not self._down_trend:
+            return True
+        else:
+            return None
+
+    @up_trend.setter
+    def up_trend(self, value: bool):
+        self._up_trend = value
+
+    @property
+    def down_trend(self) -> Union[bool, None]:
+
+        if self._down_trend and not self._up_trend:
+            return True
+        else:
+            return None
+
+    @down_trend.setter
+    def down_trend(self, value: bool):
+        self._down_trend = value
+
+    def __str__(self):
+        return f"DateRange({self.start_date}, {self.end_date}, {self.name})"
+
+    def __repr__(self):
+        return f"DateRange(Name: {self.name} " + \
+            f"Start date: {self.start_date} " + \
+            f"End date: {self.end_date})"

{investing_algorithm_framework-3.7.2 → investing_algorithm_framework-3.8}/investing_algorithm_framework/domain/services/market_data_sources.py

@@ -96,7 +96,7 @@ class BacktestMarketDataSource(ABC):
         :param kwargs: Additional arguments to get the data. Common arguments
         - start_date: datetime
         - end_date: datetime
-        - timeframe: str
+        - time_frame: str
         - backtest_start_date: datetime
         - backtest_end_date: datetime
         - backtest_data_index_date: datetime
@@ -160,12 +160,14 @@ class MarketDataSource(ABC):
         identifier,
         market,
         symbol,
+        storage_path=None
     ):
         self._identifier = identifier
         self._market = market
         self._symbol = symbol
         self._market_credential_service = None
         self._config = None
+        self._storage_path = storage_path
 
     @property
     def config(self):
@@ -199,6 +201,13 @@ class MarketDataSource(ABC):
     def get_symbol(self):
         return self.symbol
 
+    @property
+    def storage_path(self):
+        return self._storage_path
+
+    def get_storage_path(self):
+        return self.storage_path
+
     @abstractmethod
     def get_data(self, **kwargs):
         """
@@ -206,7 +215,7 @@ class MarketDataSource(ABC):
         :param kwargs: Additional arguments to get the data. Common arguments
         - start_date: datetime
         - end_date: datetime
-        - timeframe: str
+        - time_frame: str
 
         :return: Object with the data
         """
@@ -224,6 +233,147 @@ class MarketDataSource(ABC):
     def market_credential_service(self, value):
         self._market_credential_service = value
 
+    @staticmethod
+    def get_file_name_symbol(file_path):
+        """
+        Static function that extracts the symbol from a give data filepath,
+        given that the data file path is in the format
+        {DATA_TYPE}_{TARGET_SYMBOL}_{TRADING_SYMBOL}_{MARKET}_
+        {time_frame}_{START_DATETIME}_{END_DATETIME}.csv
+
+        Parameters:
+            file_path: str - the given file path of
+            the data storage file
+
+        Returns:
+            string representing the symbol
+        """
+        parts = file_path.split("_")
+
+        if len(parts) < 6:
+            return None
+
+        return "".join([parts[1], '/', parts[2]])
+
+    @staticmethod
+    def get_file_name_time_frame(file_path):
+        """
+        Static function that extracts the time_frame from a give data filepath,
+        given that the data file path is in the format
+        {DATA_TYPE}_{TARGET_SYMBOL}_{TRADING_SYMBOL}_{MARKET}_
+        {time_frame}_{START_DATETIME}_{END_DATETIME}.csv
+
+        Parameters:
+            file_path: str - the given file path of the data storage file
+
+        Returns:
+            string representing the time_frame
+        """
+        parts = file_path.split("_")
+
+        if len(parts) < 6:
+            return None
+
+        return TimeFrame.from_string(parts[4])
+
+    @staticmethod
+    def get_file_name_market(file_path):
+        """
+        Static function that extracts the time_frame from a give data filepath,
+        given that the data file path is in the format
+        {DATA_TYPE}_{TARGET_SYMBOL}_{TRADING_SYMBOL}_{MARKET}
+        _{time_frame}_{START_DATETIME}_{END_DATETIME}.csv
+
+        Parameters:
+            file_path: str - the given file path of the data storage file
+
+        Returns:
+            string representing the market
+        """
+        parts = file_path.split("_")
+
+        if len(parts) < 6:
+            return None
+
+        return TimeFrame.from_string(parts[3])
+
+    @staticmethod
+    def get_file_name_start_datetime(file_path):
+        """
+        Static function that extracts the time_frame from a give data filepath,
+        given that the data file path is in the format
+        {DATA_TYPE}_{TARGET_SYMBOL}_{TRADING_SYMBOL}_{MARKET}_
+        {time_frame}_{START_DATETIME}_{END_DATETIME}.csv
+
+        Parameters:
+            file_path: str - the given file path of the data storage file
+
+        Returns:
+            string representing the start datetime
+        """
+        parts = file_path.split("_")
+
+        if len(parts) < 6:
+            return None
+
+        return TimeFrame.from_string(parts[5])
+
+    @staticmethod
+    def get_file_name_end_datetime(file_path):
+        """
+        Static function that extracts the time_frame
+        from a give data filepath, given that the data file
+        path is in the format
+        {DATA_TYPE}_{TARGET_SYMBOL}_{TRADING_SYMBOL}_{MARKET}_
+        {time_frame}_{START_DATETIME}_{END_DATETIME}.csv
+
+        Parameters:
+            file_path: str - the given file path of the data storage file
+
+        Returns:
+            string representing the end datetime
+        """
+        parts = file_path.split("_")
+
+        if len(parts) < 6:
+            return None
+
+        return TimeFrame.from_string(parts[6])
+
+    @staticmethod
+    def create_storage_file_path(
+        storage_path,
+        data_type,
+        symbol,
+        market,
+        time_frame,
+        start_datetime,
+        end_datetime,
+    ):
+        """
+        Static function that creates a storage file path given the parameters
+
+        Parameters:
+            storage_path: str - the storage path of the data storage file
+            data_type: str - the type of data
+            symbol: str - the asset symbol
+            market: str - the market
+            time_frame: str - the time_frame
+            start_datetime: datetime - the start datetime
+            end_datetime: datetime - the end datetime
+
+        Returns:
+            string representing the storage file path
+        """
+
+        target_symbol, trading_symbol = symbol.split('/')
+        path = os.path.join(
+            storage_path,
+            f"{data_type}_{target_symbol}_{trading_symbol}_{market}_" +
+            f"{time_frame}_{start_datetime}_{end_datetime}.csv"
+        )
+        return path
+
 
 class OHLCVMarketDataSource(MarketDataSource, ABC):
     """
@@ -234,30 +384,32 @@ class OHLCVMarketDataSource(MarketDataSource, ABC):
         identifier,
         market,
         symbol,
-        timeframe,
+        time_frame,
         window_size=None,
+        storage_path=None,
     ):
         super().__init__(
             identifier=identifier,
             market=market,
             symbol=symbol,
+            storage_path=storage_path
         )
         self._window_size = window_size
-        self._timeframe = timeframe
+        self._time_frame = time_frame
 
     @property
-    def timeframe(self):
-        return self._timeframe
+    def time_frame(self):
+        return self._time_frame
 
-    def get_timeframe(self):
-        return self.timeframe
+    def get_time_frame(self):
+        return self.time_frame
 
-    def create_start_date(self, end_date, timeframe, window_size):
-        minutes = TimeFrame.from_value(timeframe).amount_of_minutes
+    def create_start_date(self, end_date, time_frame, window_size):
+        minutes = TimeFrame.from_value(time_frame).amount_of_minutes
         return end_date - timedelta(minutes=window_size * minutes)
 
-    def create_end_date(self, start_date, timeframe, window_size):
-        minutes = TimeFrame.from_value(timeframe).amount_of_minutes
+    def create_end_date(self, start_date, time_frame, window_size):
+        minutes = TimeFrame.from_value(time_frame).amount_of_minutes
         return start_date + timedelta(minutes=window_size * minutes)
 
     @property
@@ -279,11 +431,11 @@ class OHLCVMarketDataSource(MarketDataSource, ABC):
         start_date: datetime,
         end_date: datetime,
         window_size: int,
-        timeframe
+        time_frame
     ):
         """
         Function to get the date ranges of the market data source based
-        on the window size and the timeframe. The date ranges
+        on the window size and the time_frame. The date ranges
         will be calculated based on the start date and the end date.
         """
 
@@ -292,9 +444,9 @@ class OHLCVMarketDataSource(MarketDataSource, ABC):
                 "Start date must be before end date"
             )
 
-        timeframe = TimeFrame.from_value(timeframe)
+        time_frame = TimeFrame.from_value(time_frame)
         new_end_date = start_date + timedelta(
-            minutes=window_size * timeframe.amount_of_minutes
+            minutes=window_size * time_frame.amount_of_minutes
         )
         ranges = [(start_date, new_end_date)]
         start_date = new_end_date
@@ -304,7 +456,7 @@ class OHLCVMarketDataSource(MarketDataSource, ABC):
 
         while start_date < end_date:
             new_end_date = start_date + timedelta(
-                minutes=self.window_size * timeframe.amount_of_minutes
+                minutes=self.window_size * time_frame.amount_of_minutes
             )
 
             if new_end_date > end_date:

{investing_algorithm_framework-3.7.2 → investing_algorithm_framework-3.8}/investing_algorithm_framework/domain/utils/__init__.py

@@ -5,6 +5,7 @@ from .csv import get_total_amount_of_rows, append_dict_as_row_to_csv, \
 from .random import random_string
 from .stoppable_thread import StoppableThread
 from .synchronized import synchronized
+from .polars import convert_polars_to_pandas
 
 __all__ = [
     'synchronized',
@@ -19,4 +20,5 @@ __all__ = [
     'load_csv_into_dict',
     'load_backtest_report',
     'load_backtest_reports',
+    'convert_polars_to_pandas'
 ]

{investing_algorithm_framework-3.7.2 → investing_algorithm_framework-3.8}/investing_algorithm_framework/domain/utils/backtesting.py

@@ -345,7 +345,7 @@ def pretty_print_backtest(
         """
 
     print(ascii_art)
-    pretty_print_price_efficiency([backtest_report], precision=precision)
+    # pretty_print_price_efficiency([backtest_report], precision=precision)
 
     if show_positions:
         print(f"{COLOR_YELLOW}Positions overview{COLOR_RESET}")

investing_algorithm_framework-3.8/investing_algorithm_framework/domain/utils/polars.py

@@ -0,0 +1,41 @@
+from pandas import to_datetime
+from polars import DataFrame as PolarsDataFrame
+
+
+def convert_polars_to_pandas(
+    data: PolarsDataFrame,
+    remove_duplicates=True,
+    add_index=True,
+    datetime_column_name="Datetime"
+):
+    """
+    Function to convert polars dataframe to pandas dataframe.
+
+    Parameters:
+        data:Polars Dataframe - The original polars dataframe
+        remove_duplicates: Boolean - If set to true, all duplicate
+        dates will be removed from the dataframe
+        add_index: Boolean - If set to true, an index will
+            be added to the dataframe
+        datetime_column_name: String - the column name that has the
+            datetime object. By default this is set to column name Datetime
+            This is only used if add_index is set to True
+
+    Returns:
+        Pandas DataFrame that has been converted from a Polars DataFrame
+    """
+    data = data.to_pandas().copy()
+
+    if add_index:
+        # Convert 'Datetime' column to datetime format if it's not already
+        data[datetime_column_name] = to_datetime(data[datetime_column_name])
+
+        # Set 'Datetime' column as the index
+        data.set_index(datetime_column_name, inplace=True)
+
+    if remove_duplicates:
+
+        # Remove duplicate dates
+        data = data[~data.index.duplicated(keep='first')]
+
+    return data

investing_algorithm_framework-3.8/investing_algorithm_framework/indicators/__init__.py

@@ -0,0 +1,13 @@
+from .advanced import get_peaks
+from .trend import is_uptrend, is_downtrend, is_crossover, \
+    has_crossed_upward, get_sma, get_up_and_downtrends
+
+__all__ = [
+    "get_peaks",
+    "is_uptrend",
+    "is_downtrend",
+    "is_crossover",
+    "has_crossed_upward",
+    "get_sma",
+    "get_up_and_downtrends"
+]