investing-algorithm-framework 6.1.0__tar.gz → 6.2.0__tar.gz

{investing_algorithm_framework-6.1.0 → investing_algorithm_framework-6.2.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 6.1.0
+Version: 6.2.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.9
@@ -9,31 +9,26 @@ Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
-Requires-Dist: Flask (>=2.3.2,<3.0.0)
+Requires-Dist: Flask (>=2.3.2)
 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: Flask-Migrate (>=2.6.0)
+Requires-Dist: SQLAlchemy (>=2.0.18)
 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)
-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: ccxt (>=4.2.48)
+Requires-Dist: dependency-injector (>=4.40.0)
+Requires-Dist: jupyter (>=1.0.0)
+Requires-Dist: marshmallow (>=3.5.0)
+Requires-Dist: polars[numpy,pandas] (>=0.20.10)
+Requires-Dist: python-dateutil (>=2.8.2)
 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)
-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)
+Requires-Dist: schedule (>=1.1.0)
+Requires-Dist: tabulate (>=0.9.0)
+Requires-Dist: tqdm (>=4.66.1)
+Requires-Dist: wrapt (>=1.16.0)
 Description-Content-Type: text/markdown
 
 <a href=https://investing-algorithm-framework.com><img src="https://img.shields.io/badge/docs-website-brightgreen"></a>
@@ -377,4 +372,3 @@ You can pick up a task by assigning yourself to it.
 This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
 
 **Important:** Always create your feature or hotfix against the `develop` branch, not `main`.
-

{investing_algorithm_framework-6.1.0 → investing_algorithm_framework-6.2.0}/README.md

@@ -338,4 +338,4 @@ 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.
 
-**Important:** Always create your feature or hotfix against the `develop` branch, not `main`.
+**Important:** Always create your feature or hotfix against the `develop` branch, not `main`.

{investing_algorithm_framework-6.1.0 → investing_algorithm_framework-6.2.0}/investing_algorithm_framework/__init__.py

@@ -17,10 +17,6 @@ from investing_algorithm_framework.infrastructure import \
     CCXTTickerMarketDataSource, CSVOHLCVMarketDataSource, \
     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",
@@ -70,22 +66,6 @@ __all__ = [
     "BacktestDateRange",
     "convert_polars_to_pandas",
     "DateRange",
-    "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",

{investing_algorithm_framework-6.1.0 → investing_algorithm_framework-6.2.0}/investing_algorithm_framework/app/app.py

@@ -11,10 +11,11 @@ from flask import Flask
 from investing_algorithm_framework.app.algorithm import Algorithm
 from investing_algorithm_framework.app.stateless import ActionHandler
 from investing_algorithm_framework.app.task import Task
+from investing_algorithm_framework.app.strategy import TradingStrategy
 from investing_algorithm_framework.app.web import create_flask_app
 from investing_algorithm_framework.domain import DATABASE_NAME, TimeUnit, \
     DATABASE_DIRECTORY_PATH, RESOURCE_DIRECTORY, ENVIRONMENT, Environment, \
-    SQLALCHEMY_DATABASE_URI, OperationalException, \
+    SQLALCHEMY_DATABASE_URI, OperationalException, StateHandler, \
     BACKTESTING_START_DATE, BACKTESTING_END_DATE, BacktestReport, \
     BACKTESTING_PENDING_ORDER_CHECK_INTERVAL, APP_MODE, MarketCredential, \
     AppMode, BacktestDateRange, DATABASE_DIRECTORY_NAME, \
@@ -470,6 +471,7 @@ class App:
             # Load the state if a state handler is provided
             if self._state_handler is not None:
                 logger.info("Detected state handler, loading state")
+                self._state_handler.initialize()
                 config = self.container.configuration_service().get_config()
                 self._state_handler.load(config[RESOURCE_DIRECTORY])
 
@@ -518,14 +520,20 @@ class App:
                 exit(0)
         except Exception as e:
             logger.error(e)
+            raise e
         finally:
-            self.algorithm.stop()
 
-            # Upload state if state handler is provided
-            if self._state_handler is not None:
-                logger.info("Detected state handler, saving state")
-                config = self.container.configuration_service().get_config()
-                self._state_handler.save(config[RESOURCE_DIRECTORY])
+            try:
+                self.algorithm.stop()
+
+                # Upload state if state handler is provided
+                if self._state_handler is not None:
+                    logger.info("Detected state handler, saving state")
+                    config = \
+                        self.container.configuration_service().get_config()
+                    self._state_handler.save(config[RESOURCE_DIRECTORY])
+            except Exception as e:
+                logger.error(e)
 
     def reset(self):
         self._started = False
@@ -881,8 +889,47 @@ class App:
 
     def add_strategy(self, strategy):
         """
+        Function to add a strategy to the app. The strategy should be an
+        instance of TradingStrategy.
+
+        Args:
+            strategy: Instance of TradingStrategy
+
+        Returns:
+            None
         """
+
+        if inspect.isclass(strategy):
+            strategy = strategy()
+
+        if not isinstance(strategy, TradingStrategy):
+            raise OperationalException(
+                "Strategy should be an instance of TradingStrategy"
+            )
+
         if self.algorithm is None:
             self.algorithm = Algorithm(name=self._name)
 
         self.algorithm.add_strategy(strategy)
+
+    def add_state_handler(self, state_handler):
+        """
+        Function to add a state handler to the app. The state handler should
+        be an instance of StateHandler.
+
+        Args:
+            state_handler: Instance of StateHandler
+
+        Returns:
+            None
+        """
+
+        if inspect.isclass(state_handler):
+            state_handler = state_handler()
+
+        if not isinstance(state_handler, StateHandler):
+            raise OperationalException(
+                "State handler should be an instance of StateHandler"
+            )
+
+        self._state_handler = state_handler

investing_algorithm_framework-6.2.0/investing_algorithm_framework/cli/cli.py

@@ -0,0 +1,149 @@
+import click
+from investing_algorithm_framework.cli.initialize_app import \
+    command as initialize_app_command
+from investing_algorithm_framework.cli.deploy_to_azure_function import \
+    command as deploy_to_azure_function_command
+
+"""
+CLI for Investing Algorithm Framework
+
+This module provides a command-line interface (CLI) for the
+Investing Algorithm Framework.
+"""
+
+
+@click.group()
+def cli():
+    """CLI for Investing Algorithm Framework"""
+    pass
+
+
+@click.command()
+@click.option(
+    '--type',
+    default="default",
+    help="Type of app to create. "
+    "Options are: 'default', 'default-web', 'azure-function'."
+)
+@click.option(
+    '--path', default=None, help="Path to directory to initialize the app in"
+)
+@click.option(
+    '--replace',
+    is_flag=True,
+    default=False,
+    help="If True, duplicate files will be replaced."
+    "If False, files will not be replaced."
+)
+def init(type, path, replace):
+    """
+    Command-line tool for creating an app skeleton.
+
+    Args:
+        type (str): Type of app to create. Options are: 'default',
+            'default-web', 'azure-function'.
+        path (str): Path to directory to initialize the app in
+
+    Returns:
+        None
+    """
+    initialize_app_command(path=path, app_type=type, replace=replace)
+
+
+@click.command()
+@click.option(
+    '--resource_group',
+    required=True,
+    help='The name of the resource group.',
+)
+@click.option(
+    '--subscription_id',
+    required=False,
+    help='The subscription ID. If not provided, the default will be used.'
+)
+@click.option(
+    '--storage_account_name',
+    required=False,
+    help='The name of the storage account.',
+)
+@click.option(
+    '--container_name',
+    required=False,
+    help='The name of the blob container.',
+    default='iafcontainer'
+)
+@click.option(
+    '--deployment_name',
+    required=True,
+    help='The name of the deployment. This will be" + \
+        "used as the name of the Function App.'
+)
+@click.option(
+    '--region',
+    required=True,
+    help='The Azure region for the resources.'
+)
+@click.option(
+    '--create_resource_group_if_not_exists',
+    is_flag=True,
+    help='Flag to create the resource group if it does not exist.'
+)
+@click.option(
+    '--skip_login',
+    is_flag=True,
+    help='Flag to create the resource group if it does not exist.',
+    default=False
+)
+def deploy_azure_function(
+    resource_group,
+    subscription_id,
+    storage_account_name,
+    container_name,
+    deployment_name,
+    region,
+    create_resource_group_if_not_exists,
+    skip_login
+):
+    """
+    Command-line tool for deploying a trading bot to Azure Function.
+
+    Args:
+        path (str): Path to directory to initialize the app in
+        resource_group (str): The name of the resource group.
+        subscription_id (str): The subscription ID. If not provided,
+            the default will be used.
+        storage_account_name (str): The name of the storage account.
+        container_name (str): The name of the blob container.
+        deployment_name (str): The name of the deployment. This will be
+            used as the name of the Function App.
+        region (str): The Azure region for the resources.
+        create_resource_group_if_not_exists (bool): Flag to create the
+            resource group if it does not exist.
+        skip_login (bool): Flag to skip the login process. This is
+            useful for CI/CD pipelines where the login is handled
+            separately.
+        region (str): The Azure region for the resources.
+        create_resource_group_if_not_exists (bool): Flag to create the
+            resource group if it does not exist.
+        skip_login (bool): Flag to skip the login process. This is
+            useful for CI/CD pipelines where the login is handled
+            separately.
+
+    Returns:
+        None
+    """
+    crg = create_resource_group_if_not_exists
+    deploy_to_azure_function_command(
+        resource_group=resource_group,
+        subscription_id=subscription_id,
+        storage_account_name=storage_account_name,
+        container_name=container_name,
+        deployment_name=deployment_name,
+        region=region,
+        create_resource_group_if_not_exists=crg,
+        skip_login=skip_login
+    )
+
+
+cli.add_command(init)
+cli.add_command(deploy_azure_function)

{investing_algorithm_framework-6.1.0 → investing_algorithm_framework-6.2.0}/investing_algorithm_framework/cli/deploy_to_azure_function.py

@@ -1,10 +1,10 @@
 import os
 import subprocess
 import re
-import click
 import random
 import string
 import asyncio
+import time
 
 from azure.identity import DefaultAzureCredential
 from azure.mgmt.resource import ResourceManagementClient
@@ -52,6 +52,62 @@ def ensure_azure_functools():
         exit(1)
 
 
+async def read_env_file_and_set_function_env_variables(
+    function_app_name,
+    storage_connection_string,
+    storage_container_name,
+    resource_group_name
+):
+    """
+    Function to read the .env file in the working directory
+    and set the environment variables for the Function App.
+
+    Returns:
+        None
+    """
+    env_file_path = os.path.join(os.getcwd(), ".env")
+    entries = {}
+    if os.path.exists(env_file_path):
+        with open(env_file_path, "r") as file:
+            for line in file:
+                if "=" in line:
+                    key, value = line.strip().split("=", 1)
+                    entries[key] = value
+
+        # Convert dictionary to CLI format
+        settings = [f"{key}={value}" for key, value in entries.items()]
+
+        # Construct the command
+        command = [
+            "az", "functionapp", "config", "appsettings", "set",
+            "--name", function_app_name,
+            "--resource-group", resource_group_name,
+            "--settings"
+        ] + settings  # Append all settings
+
+        # Run the Azure CLI command asynchronously
+        process = await asyncio.create_subprocess_exec(
+            *command,
+            stdout=asyncio.subprocess.PIPE,
+            stderr=asyncio.subprocess.PIPE
+        )
+
+        stdout, stderr = await process.communicate()
+
+        if process.returncode == 0:
+            print(
+                "Environment variables successfully set for the function app."
+            )
+        else:
+            print(
+                "Error setting environment variables: " +
+                f"{stderr.decode().strip()}"
+            )
+
+    else:
+        print(f".env file not found at {env_file_path}")
+
+
 async def publish_function_app(
     function_app_name,
     storage_connection_string,
@@ -72,6 +128,9 @@ async def publish_function_app(
     """
     print(f"Publishing Function App {function_app_name}")
 
+    # Wait for 60 seconds to ensure the Function App is ready
+    time.sleep(60)
+
     try:
         # Step 1: Publish the Azure Function App
         process = await asyncio.create_subprocess_exec(
@@ -556,12 +615,6 @@ def create_storage_and_function(
         template_settings_path, os.path.join(cwd, "local.settings.json")
     )
 
-    # Ensure the user is logged in
-    ensure_az_login(skip_check=skip_login)
-
-    # ensure_azure_functools()
-    ensure_azure_functools()
-
     # Fetch default subscription ID if not provided
     if not subscription_id:
         subscription_id = get_default_subscription_id()
@@ -618,51 +671,7 @@ def create_storage_and_function(
     )
 
 
-@click.command()
-@click.option(
-    '--resource_group',
-    required=True,
-    help='The name of the resource group.',
-)
-@click.option(
-    '--subscription_id',
-    required=False,
-    help='The subscription ID. If not provided, the default will be used.'
-)
-@click.option(
-    '--storage_account_name',
-    required=False,
-    help='The name of the storage account.',
-)
-@click.option(
-    '--container_name',
-    required=False,
-    help='The name of the blob container.',
-    default='iafcontainer'
-)
-@click.option(
-    '--deployment_name',
-    required=True,
-    help='The name of the deployment. This will be" + \
-        "used as the name of the Function App.'
-)
-@click.option(
-    '--region',
-    required=True,
-    help='The Azure region for the resources.'
-)
-@click.option(
-    '--create_resource_group_if_not_exists',
-    is_flag=True,
-    help='Flag to create the resource group if it does not exist.'
-)
-@click.option(
-    '--skip_login',
-    is_flag=True,
-    help='Flag to create the resource group if it does not exist.',
-    default=False
-)
-def cli(
+def command(
     resource_group,
     subscription_id,
     storage_account_name,
@@ -689,6 +698,15 @@ def cli(
     Returns:
         None
     """
+
+    print("logging in to Azure...")
+    # Ensure the user is logged in
+    ensure_az_login(skip_check=skip_login)
+
+    print("Checking functools...")
+    # Ensure azure functions core tools are installed
+    ensure_azure_functools()
+
     create_storage_and_function(
         resource_group_name=resource_group,
         storage_account_name=storage_account_name,