investing-algorithm-framework 3.8__tar.gz → 4.0.0__tar.gz

{investing_algorithm_framework-3.8 → investing_algorithm_framework-4.0.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 3.8
+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" />
@@ -46,12 +53,11 @@ Description-Content-Type: text/markdown
 
 # [Investing Algorithm Framework](https://github.com/coding-kitties/investing-algorithm-framework)
 
-The Investing Algorithm Framework is a Python tool that enables swift and 
-elegant development of trading bots. It comes with all the necessary 
-components for creating algorithms, including data provisioning, 
-portfolio management, and order execution.
+The Investing Algorithm Framework is a Python framework that enables swift and elegant development of trading bots. It comes with all the necessary components for creating trading strategies, including data management, portfolio, order, position and trades management.
+
+Features:
 
-Features: 
+* 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)
@@ -63,30 +69,18 @@ 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.
+
+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",
@@ -101,13 +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",
@@ -117,42 +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()
 ```
@@ -160,23 +148,24 @@ if __name__ == "__main__":
 > You can find more examples [here](./examples) folder.
 
 ## Backtesting and experiments
-The framework also supports backtesting and performing backtest experiments. After 
-a backtest, you can print a report that shows the performance of your trading bot.
+
+The framework also supports backtesting and performing backtest experiments. After a backtest, you can print a report that shows the performance of your trading bot.
 
 To run a single backtest you can use the example code that can be found [here](./examples/backtest).
 
 ### Backtesting report
+
 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
@@ -189,10 +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
@@ -252,13 +241,15 @@ 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).
 
 ## Broker/Exchange configuration
+
 The framework has by default support for [ccxt](https://github.com/ccxt/ccxt).
 This should allow you to connect to a lot of brokers/exchanges.
 
@@ -268,26 +259,27 @@ 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"
     )
 )
 ```
 
 ## Performance
+
 We are continuously working on improving the performance of the framework. If
 you have any suggestions, please let us know.
 
 ## Download
+
 You can download the framework with pypi.
 
 ```bash
@@ -295,32 +287,33 @@ 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
-We want to thank all contributors to this project. A full list of all 
-the people that contributed to the project can be
+
+We want to thank all contributors to this project. A full list of all the people that contributed to the project can be
 found [here](https://github.com/investing-algorithms/investing-algorithm-framework/blob/master/AUTHORS.md)
 
 ### [Bugs / Issues](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
@@ -329,13 +322,13 @@ If you discover a bug in the framework, please [search our issue tracker](https:
 first. If it hasn't been reported, please [create a new issue](https://github.com/investing-algorithms/investing-algorithm-framework/issues/new).
 
 ### Contributing
-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.
+
+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 → 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" />
@@ -15,12 +16,11 @@
 
 # [Investing Algorithm Framework](https://github.com/coding-kitties/investing-algorithm-framework)
 
-The Investing Algorithm Framework is a Python tool that enables swift and 
-elegant development of trading bots. It comes with all the necessary 
-components for creating algorithms, including data provisioning, 
-portfolio management, and order execution.
+The Investing Algorithm Framework is a Python framework that enables swift and elegant development of trading bots. It comes with all the necessary components for creating trading strategies, including data management, portfolio, order, position and trades management.
+
+Features:
 
-Features: 
+* 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)
@@ -32,30 +32,18 @@ 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.
+
+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",
@@ -70,13 +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",
@@ -86,42 +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()
 ```
@@ -129,23 +111,24 @@ if __name__ == "__main__":
 > You can find more examples [here](./examples) folder.
 
 ## Backtesting and experiments
-The framework also supports backtesting and performing backtest experiments. After 
-a backtest, you can print a report that shows the performance of your trading bot.
+
+The framework also supports backtesting and performing backtest experiments. After a backtest, you can print a report that shows the performance of your trading bot.
 
 To run a single backtest you can use the example code that can be found [here](./examples/backtest).
 
 ### Backtesting report
+
 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
@@ -158,10 +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
@@ -221,13 +204,15 @@ 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).
 
 ## Broker/Exchange configuration
+
 The framework has by default support for [ccxt](https://github.com/ccxt/ccxt).
 This should allow you to connect to a lot of brokers/exchanges.
 
@@ -237,26 +222,27 @@ 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"
     )
 )
 ```
 
 ## Performance
+
 We are continuously working on improving the performance of the framework. If
 you have any suggestions, please let us know.
 
 ## Download
+
 You can download the framework with pypi.
 
 ```bash
@@ -264,32 +250,33 @@ 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
-We want to thank all contributors to this project. A full list of all 
-the people that contributed to the project can be
+
+We want to thank all contributors to this project. A full list of all the people that contributed to the project can be
 found [here](https://github.com/investing-algorithms/investing-algorithm-framework/blob/master/AUTHORS.md)
 
 ### [Bugs / Issues](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
@@ -298,13 +285,13 @@ If you discover a bug in the framework, please [search our issue tracker](https:
 first. If it hasn't been reported, please [create a new issue](https://github.com/investing-algorithms/investing-algorithm-framework/issues/new).
 
 ### Contributing
-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.
+
+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 → 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",
@@ -66,5 +69,25 @@ __all__ = [
     "load_backtest_report",
     "BacktestDateRange",
     "convert_polars_to_pandas",
-    "DateRange"
+    "DateRange",
+    "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_rsi",
+    "get_ema",
+    "get_adx",
+    "has_crossed_downward",
+    "get_willr",
+    "is_divergence",
+    "get_backtest_report",
+    "AzureBlobStorageStateHandler",
+    "DEFAULT_LOGGING_CONFIG"
 ]