investing-algorithm-framework 3.8.1__tar.gz → 4.0.0__tar.gz

{investing_algorithm_framework-3.8.1 → investing_algorithm_framework-4.0.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 3.8.1
+Version: 4.0.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10
@@ -13,6 +13,11 @@ Requires-Dist: Flask-Cors (>=3.0.9,<5.0.0)
 Requires-Dist: Flask-Migrate (>=2.6.0,<3.0.0)
 Requires-Dist: MarkupSafe (>=2.1.2,<3.0.0)
 Requires-Dist: SQLAlchemy (>=2.0.18,<3.0.0)
+Requires-Dist: azure-identity (>=1.19.0,<2.0.0)
+Requires-Dist: azure-mgmt-resource (>=23.2.0,<24.0.0)
+Requires-Dist: azure-mgmt-storage (>=21.2.1,<22.0.0)
+Requires-Dist: azure-mgmt-web (>=7.3.1,<8.0.0)
+Requires-Dist: azure-storage-blob (>=12.24.0,<13.0.0)
 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)
@@ -21,6 +26,7 @@ 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: python-dotenv (>=1.0.1,<2.0.0)
 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)
@@ -38,6 +44,7 @@ Description-Content-Type: text/markdown
 [![GitHub stars](https://img.shields.io/github/stars/coding-kitties/investing-algorithm-framework.svg?style=social&label=Star&maxAge=1)](https://github.com/SeaQL/sea-orm/stargazers/) If you like what we do, consider starring, sharing and contributing!
 
 ###### Sponsors
+
 <p align="left">
 <a href="https://finterion.com">
   <img alt="Finterion" src="static/sponsors/finterion.png" width="200px" />
@@ -50,7 +57,7 @@ The Investing Algorithm Framework is a Python framework that enables swift and e
 
 Features:
 
-* Indicators module: A collection of indicators and utility functions that can be used in your trading strategies. 
+* Indicators module: A collection of indicators and utility functions that can be used in your trading strategies.
 * Order execution and tracking
 * Broker and exchange connections through [ccxt](https://github.com/ccxt/ccxt)
 * Backtesting and performance analysis reports [example](./examples/backtest_example)
@@ -67,23 +74,13 @@ Features:
 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.
 
 ```python
-import pathlib
+import logging
 from investing_algorithm_framework import create_app, PortfolioConfiguration, \
-    RESOURCE_DIRECTORY, TimeUnit, CCXTOHLCVMarketDataSource, Algorithm, \
-    CCXTTickerMarketDataSource, MarketCredential, SYMBOLS
-
-# Define the symbols you want to trade for optimization, otherwise the 
-# algorithm will check if you have orders and balances on all available 
-# symbols on the market
-symbols = ["BTC/EUR"]
+    TimeUnit, CCXTOHLCVMarketDataSource, Algorithm, \
+    CCXTTickerMarketDataSource, MarketCredential, DEFAULT_LOGGING_CONFIG
 
-# Define resource directory and the symbols you want to trade
-config = {
-    RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve(),
-    SYMBOLS: symbols
-}
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
 
-# Define market data sources
 # OHLCV data for candles
 bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
     identifier="BTC-ohlcv",
@@ -98,13 +95,10 @@ bitvavo_btc_eur_ticker = CCXTTickerMarketDataSource(
     market="BITVAVO",
     symbol="BTC/EUR",
 )
-app = create_app(config=config)
+app = create_app()
 algorithm = Algorithm()
-app.add_market_credential(MarketCredential(
-    market="bitvavo",
-    api_key="<your api key>",
-    secret_key="<your secret key>",
-))
+# Bitvavo market credentials are read from .env file
+app.add_market_credential(MarketCredential(market="bitvavo"))
 app.add_portfolio_configuration(
     PortfolioConfiguration(
         market="bitvavo",
@@ -114,42 +108,39 @@ app.add_portfolio_configuration(
 )
 app.add_algorithm(algorithm)
 
+# Run every two hours and register the data sources
 @algorithm.strategy(
-    # Run every two hours
-    time_unit=TimeUnit.HOUR, 
-    interval=2, 
-    # Specify market data sources that need to be passed to the strategy
+    time_unit=TimeUnit.HOUR,
+    interval=2,
     market_data_sources=[bitvavo_btc_eur_ticker, bitvavo_btc_eur_ohlcv_2h]
 )
 def perform_strategy(algorithm: Algorithm, market_data: dict):
-    # By default, ohlcv data is passed as polars df in the form of
-    # {"<identifier>": <dataframe>}  https://pola.rs/, 
-    # call to_pandas() to convert to pandas
-    polars_df = market_data["BTC-ohlcv"]  
-    print(f"I have access to {len(polars_df)} candles of ohlcv data")
+    # Access the data sources with the indentifier
+    polars_df = market_data["BTC-ohlcv"]
 
-    # Ticker data is passed as {"<identifier>": <ticker dict>}
+    # Convert the polars dataframe to a pandas dataframe
+    pandas_df = polars_df.to_pandas()
     ticker_data = market_data["BTC-ticker"]
     unallocated_balance = algorithm.get_unallocated()
     positions = algorithm.get_positions()
     trades = algorithm.get_trades()
     open_trades = algorithm.get_open_trades()
     closed_trades = algorithm.get_closed_trades()
-    
-    # Create a buy oder 
+
+    # Create a buy oder
     algorithm.create_limit_order(
         target_symbol="BTC/EUR",
         order_side="buy",
         amount=0.01,
         price=ticker_data["ask"],
     )
-    
+
     # Close a trade
     algorithm.close_trade(trades[0].id)
-    
+
     # Close a position
     algorithm.close_position(positions[0].get_symbol())
-    
+
 if __name__ == "__main__":
     app.run()
 ```
@@ -167,14 +158,14 @@ To run a single backtest you can use the example code that can be found [here](.
 You can use the ```pretty_print_backtest``` function to print a backtest report.
 For example if you run the [moving average example trading bot](./examples/crossover_moving_average_trading_bot)
 you will get the following backtesting report:
- 
+
 ```bash
 
                   :%%%#+-          .=*#%%%        Backtest report
                   *%%%%%%%+------=*%%%%%%%-       ---------------------------
                   *%%%%%%%%%%%%%%%%%%%%%%%-       Start date: 2023-08-24 00:00:00
                   .%%%%%%%%%%%%%%%%%%%%%%#        End date: 2023-12-02 00:00:00
-                   #%%%####%%%%%%%%**#%%%+        Number of days: 100 
+                   #%%%####%%%%%%%%**#%%%+        Number of days: 100
              .:-+*%%%%- -+..#%%%+.+-  +%%%#*=-:   Number of runs: 1201
               .:-=*%%%%. += .%%#  -+.-%%%%=-:..   Number of orders: 40
               .:=+#%%%%%*###%%%%#*+#%%%%%%*+-:    Initial balance: 400.0
@@ -187,10 +178,10 @@ you will get the following backtesting report:
            .++-        -%%%%%%%%%%%+=             Percentage negative trades: 70.0%
           .++-        .%%%%%%%%%%%%%+=            Average trade size: 100.9692 EUR
          .++-         *%%%%%%%%%%%%%*+:           Average trade duration: 83.6 hours
-        .++-          %%%%%%%%%%%%%%#+=         
-        =++........:::%%%%%%%%%%%%%%*+-         
-        .=++++++++++**#%%%%%%%%%%%%%++.         
-        
+        .++-          %%%%%%%%%%%%%%#+=
+        =++........:::%%%%%%%%%%%%%%*+-
+        .=++++++++++**#%%%%%%%%%%%%%++.
+
 Price noise
 
 Positions overview
@@ -251,8 +242,8 @@ Trades overview
 
 ### Backtest experiments
 
-The framework also supports backtest experiments. Backtest experiments allows you to 
-compare multiple algorithms and evaluate their performance. Ideally, 
+The framework also supports backtest experiments. Backtest experiments allows you to
+compare multiple algorithms and evaluate their performance. Ideally,
 you would do this by parameterizing your strategy and creating a factory function that
 creates the algorithm with the different parameters. You can find an example of this
 in the [backtest experiments example](./examples/backtest_experiment).
@@ -268,16 +259,15 @@ from investing_algorithm_framework import PortfolioConfiguration, \
 app = create_app()
 app.add_market_credential(
     MarketCredential(
-        market="<your market>", 
+        market="<your market>",
         api_key="<your api key>",
         secret_key="<your secret key>",
     )
 )
 app.add_portfolio_configuration(
     PortfolioConfiguration(
-        market="<your market>", 
+        market="<your market>",
         initial_balance=400,
-        track_from="01/01/2022",
         trading_symbol="EUR"
     )
 )
@@ -298,27 +288,27 @@ pip install investing-algorithm-framework
 
 ## Disclaimer
 
-If you use this framework for your investments, do not risk money 
-which you are afraid to lose, until you have clear understanding how 
+If you use this framework for your investments, do not risk money
+which you are afraid to lose, until you have clear understanding how
 the framework works. We can't stress this enough:
 
-BEFORE YOU START USING MONEY WITH THE FRAMEWORK, MAKE SURE THAT YOU TESTED 
-YOUR COMPONENTS THOROUGHLY. USE THE SOFTWARE AT YOUR OWN RISK. 
+BEFORE YOU START USING MONEY WITH THE FRAMEWORK, MAKE SURE THAT YOU TESTED
+YOUR COMPONENTS THOROUGHLY. USE THE SOFTWARE AT YOUR OWN RISK.
 THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR INVESTMENT RESULTS.
 
-Also, make sure that you read the source code of any plugin you use or 
+Also, make sure that you read the source code of any plugin you use or
 implementation of an algorithm made with this framework.
 
 ## Documentation
 
-All the documentation can be found online 
+All the documentation can be found online
 at the [documentation webstie](https://investing-algorithm-framework.com)
 
-In most cases, you'll probably never have to change code on this repo directly 
-if you are building your algorithm/bot. But if you do, check out the 
+In most cases, you'll probably never have to change code on this repo directly
+if you are building your algorithm/bot. But if you do, check out the
 contributing page at the website.
 
-If you'd like to chat with investing-algorithm-framework users 
+If you'd like to chat with investing-algorithm-framework users
 and developers, [join us on Slack](https://inv-algo-framework.slack.com) or [join us on reddit](https://www.reddit.com/r/InvestingBots/)
 
 ## Acknowledgements
@@ -333,12 +323,12 @@ first. If it hasn't been reported, please [create a new issue](https://github.co
 
 ### Contributing
 
-The investing algorithm framework is a community driven project. 
+The investing algorithm framework is a community driven project.
 We welcome you to participate, contribute and together help build the future trading bots developed in python.
 
 Feel like the framework is missing a feature? We welcome your pull requests!
 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).
-You can pick up a task by assigning yourself to it. 
+You can pick up a task by assigning yourself to it.
 
 **Note** before starting any major new feature work, *please open an issue describing what you are planning to do*.
 This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.

{investing_algorithm_framework-3.8.1 → investing_algorithm_framework-4.0.0}/README.md

@@ -7,6 +7,7 @@
 [![GitHub stars](https://img.shields.io/github/stars/coding-kitties/investing-algorithm-framework.svg?style=social&label=Star&maxAge=1)](https://github.com/SeaQL/sea-orm/stargazers/) If you like what we do, consider starring, sharing and contributing!
 
 ###### Sponsors
+
 <p align="left">
 <a href="https://finterion.com">
   <img alt="Finterion" src="static/sponsors/finterion.png" width="200px" />
@@ -19,7 +20,7 @@ The Investing Algorithm Framework is a Python framework that enables swift and e
 
 Features:
 
-* Indicators module: A collection of indicators and utility functions that can be used in your trading strategies. 
+* Indicators module: A collection of indicators and utility functions that can be used in your trading strategies.
 * Order execution and tracking
 * Broker and exchange connections through [ccxt](https://github.com/ccxt/ccxt)
 * Backtesting and performance analysis reports [example](./examples/backtest_example)
@@ -36,23 +37,13 @@ Features:
 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.
 
 ```python
-import pathlib
+import logging
 from investing_algorithm_framework import create_app, PortfolioConfiguration, \
-    RESOURCE_DIRECTORY, TimeUnit, CCXTOHLCVMarketDataSource, Algorithm, \
-    CCXTTickerMarketDataSource, MarketCredential, SYMBOLS
-
-# Define the symbols you want to trade for optimization, otherwise the 
-# algorithm will check if you have orders and balances on all available 
-# symbols on the market
-symbols = ["BTC/EUR"]
+    TimeUnit, CCXTOHLCVMarketDataSource, Algorithm, \
+    CCXTTickerMarketDataSource, MarketCredential, DEFAULT_LOGGING_CONFIG
 
-# Define resource directory and the symbols you want to trade
-config = {
-    RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve(),
-    SYMBOLS: symbols
-}
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
 
-# Define market data sources
 # OHLCV data for candles
 bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
     identifier="BTC-ohlcv",
@@ -67,13 +58,10 @@ bitvavo_btc_eur_ticker = CCXTTickerMarketDataSource(
     market="BITVAVO",
     symbol="BTC/EUR",
 )
-app = create_app(config=config)
+app = create_app()
 algorithm = Algorithm()
-app.add_market_credential(MarketCredential(
-    market="bitvavo",
-    api_key="<your api key>",
-    secret_key="<your secret key>",
-))
+# Bitvavo market credentials are read from .env file
+app.add_market_credential(MarketCredential(market="bitvavo"))
 app.add_portfolio_configuration(
     PortfolioConfiguration(
         market="bitvavo",
@@ -83,42 +71,39 @@ app.add_portfolio_configuration(
 )
 app.add_algorithm(algorithm)
 
+# Run every two hours and register the data sources
 @algorithm.strategy(
-    # Run every two hours
-    time_unit=TimeUnit.HOUR, 
-    interval=2, 
-    # Specify market data sources that need to be passed to the strategy
+    time_unit=TimeUnit.HOUR,
+    interval=2,
     market_data_sources=[bitvavo_btc_eur_ticker, bitvavo_btc_eur_ohlcv_2h]
 )
 def perform_strategy(algorithm: Algorithm, market_data: dict):
-    # By default, ohlcv data is passed as polars df in the form of
-    # {"<identifier>": <dataframe>}  https://pola.rs/, 
-    # call to_pandas() to convert to pandas
-    polars_df = market_data["BTC-ohlcv"]  
-    print(f"I have access to {len(polars_df)} candles of ohlcv data")
+    # Access the data sources with the indentifier
+    polars_df = market_data["BTC-ohlcv"]
 
-    # Ticker data is passed as {"<identifier>": <ticker dict>}
+    # Convert the polars dataframe to a pandas dataframe
+    pandas_df = polars_df.to_pandas()
     ticker_data = market_data["BTC-ticker"]
     unallocated_balance = algorithm.get_unallocated()
     positions = algorithm.get_positions()
     trades = algorithm.get_trades()
     open_trades = algorithm.get_open_trades()
     closed_trades = algorithm.get_closed_trades()
-    
-    # Create a buy oder 
+
+    # Create a buy oder
     algorithm.create_limit_order(
         target_symbol="BTC/EUR",
         order_side="buy",
         amount=0.01,
         price=ticker_data["ask"],
     )
-    
+
     # Close a trade
     algorithm.close_trade(trades[0].id)
-    
+
     # Close a position
     algorithm.close_position(positions[0].get_symbol())
-    
+
 if __name__ == "__main__":
     app.run()
 ```
@@ -136,14 +121,14 @@ To run a single backtest you can use the example code that can be found [here](.
 You can use the ```pretty_print_backtest``` function to print a backtest report.
 For example if you run the [moving average example trading bot](./examples/crossover_moving_average_trading_bot)
 you will get the following backtesting report:
- 
+
 ```bash
 
                   :%%%#+-          .=*#%%%        Backtest report
                   *%%%%%%%+------=*%%%%%%%-       ---------------------------
                   *%%%%%%%%%%%%%%%%%%%%%%%-       Start date: 2023-08-24 00:00:00
                   .%%%%%%%%%%%%%%%%%%%%%%#        End date: 2023-12-02 00:00:00
-                   #%%%####%%%%%%%%**#%%%+        Number of days: 100 
+                   #%%%####%%%%%%%%**#%%%+        Number of days: 100
              .:-+*%%%%- -+..#%%%+.+-  +%%%#*=-:   Number of runs: 1201
               .:-=*%%%%. += .%%#  -+.-%%%%=-:..   Number of orders: 40
               .:=+#%%%%%*###%%%%#*+#%%%%%%*+-:    Initial balance: 400.0
@@ -156,10 +141,10 @@ you will get the following backtesting report:
            .++-        -%%%%%%%%%%%+=             Percentage negative trades: 70.0%
           .++-        .%%%%%%%%%%%%%+=            Average trade size: 100.9692 EUR
          .++-         *%%%%%%%%%%%%%*+:           Average trade duration: 83.6 hours
-        .++-          %%%%%%%%%%%%%%#+=         
-        =++........:::%%%%%%%%%%%%%%*+-         
-        .=++++++++++**#%%%%%%%%%%%%%++.         
-        
+        .++-          %%%%%%%%%%%%%%#+=
+        =++........:::%%%%%%%%%%%%%%*+-
+        .=++++++++++**#%%%%%%%%%%%%%++.
+
 Price noise
 
 Positions overview
@@ -220,8 +205,8 @@ Trades overview
 
 ### Backtest experiments
 
-The framework also supports backtest experiments. Backtest experiments allows you to 
-compare multiple algorithms and evaluate their performance. Ideally, 
+The framework also supports backtest experiments. Backtest experiments allows you to
+compare multiple algorithms and evaluate their performance. Ideally,
 you would do this by parameterizing your strategy and creating a factory function that
 creates the algorithm with the different parameters. You can find an example of this
 in the [backtest experiments example](./examples/backtest_experiment).
@@ -237,16 +222,15 @@ from investing_algorithm_framework import PortfolioConfiguration, \
 app = create_app()
 app.add_market_credential(
     MarketCredential(
-        market="<your market>", 
+        market="<your market>",
         api_key="<your api key>",
         secret_key="<your secret key>",
     )
 )
 app.add_portfolio_configuration(
     PortfolioConfiguration(
-        market="<your market>", 
+        market="<your market>",
         initial_balance=400,
-        track_from="01/01/2022",
         trading_symbol="EUR"
     )
 )
@@ -267,27 +251,27 @@ pip install investing-algorithm-framework
 
 ## Disclaimer
 
-If you use this framework for your investments, do not risk money 
-which you are afraid to lose, until you have clear understanding how 
+If you use this framework for your investments, do not risk money
+which you are afraid to lose, until you have clear understanding how
 the framework works. We can't stress this enough:
 
-BEFORE YOU START USING MONEY WITH THE FRAMEWORK, MAKE SURE THAT YOU TESTED 
-YOUR COMPONENTS THOROUGHLY. USE THE SOFTWARE AT YOUR OWN RISK. 
+BEFORE YOU START USING MONEY WITH THE FRAMEWORK, MAKE SURE THAT YOU TESTED
+YOUR COMPONENTS THOROUGHLY. USE THE SOFTWARE AT YOUR OWN RISK.
 THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR INVESTMENT RESULTS.
 
-Also, make sure that you read the source code of any plugin you use or 
+Also, make sure that you read the source code of any plugin you use or
 implementation of an algorithm made with this framework.
 
 ## Documentation
 
-All the documentation can be found online 
+All the documentation can be found online
 at the [documentation webstie](https://investing-algorithm-framework.com)
 
-In most cases, you'll probably never have to change code on this repo directly 
-if you are building your algorithm/bot. But if you do, check out the 
+In most cases, you'll probably never have to change code on this repo directly
+if you are building your algorithm/bot. But if you do, check out the
 contributing page at the website.
 
-If you'd like to chat with investing-algorithm-framework users 
+If you'd like to chat with investing-algorithm-framework users
 and developers, [join us on Slack](https://inv-algo-framework.slack.com) or [join us on reddit](https://www.reddit.com/r/InvestingBots/)
 
 ## Acknowledgements
@@ -302,12 +286,12 @@ first. If it hasn't been reported, please [create a new issue](https://github.co
 
 ### Contributing
 
-The investing algorithm framework is a community driven project. 
+The investing algorithm framework is a community driven project.
 We welcome you to participate, contribute and together help build the future trading bots developed in python.
 
 Feel like the framework is missing a feature? We welcome your pull requests!
 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).
-You can pick up a task by assigning yourself to it. 
+You can pick up a task by assigning yourself to it.
 
 **Note** before starting any major new feature work, *please open an issue describing what you are planning to do*.
 This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.

{investing_algorithm_framework-3.8.1 → investing_algorithm_framework-4.0.0}/investing_algorithm_framework/__init__.py

@@ -3,7 +3,7 @@ from investing_algorithm_framework.app import TradingStrategy, \
     StatelessAction, Task
 from investing_algorithm_framework.domain import ApiException, \
     TradingDataType, TradingTimeFrame, OrderType, OperationalException, \
-    OrderStatus, OrderSide, Config, TimeUnit, TimeInterval, Order, Portfolio, \
+    OrderStatus, OrderSide, TimeUnit, TimeInterval, Order, Portfolio, \
     Position, TimeFrame, BACKTESTING_INDEX_DATETIME, MarketCredential, \
     PortfolioConfiguration, RESOURCE_DIRECTORY, pretty_print_backtest, \
     Trade, OHLCVMarketDataSource, OrderBookMarketDataSource, SYMBOLS, \
@@ -11,12 +11,16 @@ from investing_algorithm_framework.domain import ApiException, \
     pretty_print_backtest_reports_evaluation, load_backtest_reports, \
     RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT, \
     load_backtest_report, BacktestDateRange, convert_polars_to_pandas, \
-    DateRange
+    DateRange, get_backtest_report, DEFAULT_LOGGING_CONFIG
 from investing_algorithm_framework.infrastructure import \
     CCXTOrderBookMarketDataSource, CCXTOHLCVMarketDataSource, \
     CCXTTickerMarketDataSource, CSVOHLCVMarketDataSource, \
-    CSVTickerMarketDataSource
+    CSVTickerMarketDataSource, AzureBlobStorageStateHandler
 from .create_app import create_app
+from investing_algorithm_framework.indicators import get_rsi, get_peaks, \
+    is_uptrend, is_downtrend, is_crossover, is_crossunder, is_above, \
+    is_below, has_crossed_upward, get_sma, get_up_and_downtrends, \
+    get_ema, get_adx, has_crossed_downward, get_willr, is_divergence
 
 __all__ = [
     "Algorithm",
@@ -30,7 +34,6 @@ __all__ = [
     "OrderType",
     "OrderStatus",
     "OrderSide",
-    "Config",
     "PortfolioConfiguration",
     "TimeUnit",
     "TimeInterval",
@@ -83,6 +86,8 @@ __all__ = [
     "get_adx",
     "has_crossed_downward",
     "get_willr",
-    "is_bearish_divergence",
-    "is_bullish_divergence",
+    "is_divergence",
+    "get_backtest_report",
+    "AzureBlobStorageStateHandler",
+    "DEFAULT_LOGGING_CONFIG"
 ]

{investing_algorithm_framework-3.8.1 → investing_algorithm_framework-4.0.0}/investing_algorithm_framework/app/algorithm.py

@@ -23,13 +23,13 @@ class Algorithm:
     class is responsible for managing the strategies and executing
     them in the correct order.
 
-    :param (optional) name: The name of the algorithm
-    :param (optional) description: The description of the algorithm
-    :param (optional) context: The context of the algorithm,
-    for backtest references
-    :param (optional) strategy: A single strategy to add to the algorithm
-    :param (optional) data_sources: The list of data sources to
-    add to the algorithm
+    Args:
+        name (str): The name of the algorithm
+        description (str): The description of the algorithm
+        context (dict): The context of the algorithm, for backtest
+          references
+        strategy: A single strategy to add to the algorithm
+        data_sources: The list of data sources to add to the algorithm
     """
     def __init__(
         self,
@@ -135,13 +135,25 @@ class Algorithm:
             self._strategies
         )
 
-    def start(self, number_of_iterations=None, stateless=False):
+    def start(self, number_of_iterations: int = None):
+        """
+        Function to start the algorithm.
+        This function will start the algorithm by scheduling all
+        jobs in the strategy orchestrator service. The jobs are not
+        run immediately, but are scheduled to run in the future by the
+        app.
 
-        if not stateless:
-            self.strategy_orchestrator_service.start(
-                algorithm=self,
-                number_of_iterations=number_of_iterations
-            )
+        Args:
+            number_of_iterations (int): (Optional) The number of
+              iterations to run the algorithm
+
+        Returns:
+            None
+        """
+        self.strategy_orchestrator_service.start(
+            algorithm=self,
+            number_of_iterations=number_of_iterations
+        )
 
     @property
     def name(self):
@@ -229,17 +241,20 @@ class Algorithm:
         and execute it if the execute parameter is set to True. If the
         validate parameter is set to True, the order will be validated
 
-        :param target_symbol: The symbol of the asset to trade
-        :param price: The price of the asset
-        :param order_type: The type of the order
-        :param order_side: The side of the order
-        :param amount: The amount of the asset to trade
-        :param market: The market to trade the asset
-        :param execute: If set to True, the order will be executed
-        :param validate: If set to True, the order will be validated
-        :param sync: If set to True, the created order will be synced
-        with the portfolio of the algorithm.
-        :return: The order created
+        Args:
+            target_symbol: The symbol of the asset to trade
+            price: The price of the asset
+            order_type: The type of the order
+            order_side: The side of the order
+            amount: The amount of the asset to trade
+            market: The market to trade the asset
+            execute: If set to True, the order will be executed
+            validate: If set to True, the order will be validated
+            sync: If set to True, the created order will be synced
+            with the portfolio of the algorithm.
+
+        Returns:
+            The order created
         """
         portfolio = self.portfolio_service.find({"market": market})
         order_data = {
@@ -345,9 +360,8 @@ class Algorithm:
                     "Percentage of portfolio is only supported for BUY orders."
                 )
 
-            percentage_of_portfolio = percentage_of_portfolio
             net_size = portfolio.get_net_size()
-            size = net_size * percentage_of_portfolio / 100
+            size = net_size * (percentage_of_portfolio / 100)
             amount = size / price
 
         elif percentage_of_position is not None: