investing-algorithm-framework 6.2.0__tar.gz → 6.3.0__tar.gz

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/PKG-INFO

@@ -1,11 +1,10 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 6.2.0
+Version: 6.3.0
 Summary: A framework for creating trading bots
 Author: MDUYN
-Requires-Python: >=3.9
+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
@@ -31,6 +30,24 @@ Requires-Dist: tqdm (>=4.66.1)
 Requires-Dist: wrapt (>=1.16.0)
 Description-Content-Type: text/markdown
 
+<br/>
+<div align="center">
+   <h1><a href="https://investing-algorithm-framework.com" target="_blank">Investing Algorithm Framework</a></h4>
+</div>
+<br/>
+
+<div align="center">
+  <b>Rapidly build and deploy quantitative strategies and trading bots</b>
+</div>
+<br/>
+
+<p align="center">
+    <a target="_blank" href="https://investing-algorithm-framework.com">View Docs</a>
+    <a href="https://investing-algorithm-framework.com/Getting%20Started/installation)">Getting Started</a>
+</p>
+
+---
+
 <a href=https://investing-algorithm-framework.com><img src="https://img.shields.io/badge/docs-website-brightgreen"></a>
 [![Build](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml/badge.svg)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml)
 [![Tests](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml/badge.svg?branch=master)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml)
@@ -39,10 +56,6 @@ Description-Content-Type: text/markdown
 <a href="https://www.reddit.com/r/InvestingBots/"><img src="https://img.shields.io/reddit/subreddit-subscribers/investingbots?style=social"></a> <br/>
 [![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!
 
-# [Investing Algorithm Framework](https://github.com/coding-kitties/investing-algorithm-framework)
-
-The Investing Algorithm Framework is a Python framework that enables swift and elegant development of trading bots.
-
 ## Sponsors
 
 <a href="https://www.finterion.com/" target="_blank">
@@ -55,7 +68,7 @@ The Investing Algorithm Framework is a Python framework that enables swift and e
 
 ## Features and planned features:
 
-- [x] **Based on Python 3.9+**: Windows, macOS and Linux.
+- [x] **Based on Python 3.10+**: Windows, macOS and Linux.
 - [x] **Documentation**: [Documentation](https://investing-algorithm-framework.com)
 - [x] **Persistence of portfolios, orders, positions and trades**: Persistence is achieved through sqlite.
 - [x] **Limit orders**: Create limit orders for buying and selling.
@@ -66,7 +79,7 @@ The Investing Algorithm Framework is a Python framework that enables swift and e
 - [x] **Live trading**: Live trading.
 - [x] **Backtesting and performance analysis reports** [example](./examples/backtest_example)
 - [x] **Backtesting multiple algorithms with different backtest date ranges** [example](./examples/backtests_example)
-- [x] **Backtest comparison and experiments**: Compare multiple backtests and run experiments.
+- [x] **Backtesting and results evaluation**: Compare multiple backtests and run experiments. Save and load backtests. Save strategies as part of the backtest. [docs](https://investing-algorithm-framework.com/Getting%20Started/backtesting)
 - [x] **Order execution**: Currently support for a wide range of crypto exchanges through [ccxt](https://github.com/ccxt/ccxt) (Support for traditional asset brokers is planned).
 - [x] **Web API**: Rest API for interacting with your deployed trading bot
 - [x] **PyIndicators**: Works natively with [PyIndicators](https://github.com/coding-kitties/PyIndicators) for technical analysis on your Pandas and Polars dataframes.
@@ -78,6 +91,38 @@ The Investing Algorithm Framework is a Python framework that enables swift and e
 - [ ] **AWS Lambda support (Planned)**: Stateless running for cloud function deployments in AWS.
 - [ ] **Azure App services support (Planned)**: deployments in Azure app services with Web UI.
 
+## Quickstart
+
+1. First install the framework using `pip`. The Investing Algorithm Framework is hosted on [PyPi](https://pypi.org/project/Blankly/).
+
+```bash
+$ pip install investing-algorithm-framework
+```
+
+2. Next, just run:
+
+```bash
+$ investing-algorithm-framewor init
+```
+
+or if you want the web version:
+
+```bash
+$ investing-algorithm-framework init --web
+```
+> You can always change the app to the web version by changing the `app.py` file.
+
+The command will create the file `app.py` and an example script called `strategy.py`.
+
+From there, you start building your trading bot in the `strategy.py`.
+
+More information can be found on our [docs](https://docs.blankly.finance)
+
+> Make sure you leave the `app.py` file as is, as it is the entry point for the framework.
+> You can change the `bot.py` file to your liking and add other files to the working directory.
+> The framework will automatically pick up the files in the working directory.
+```
+
 ## Example implementation
 
 The following algorithm connects to binance and buys BTC every 2 hours.
@@ -295,14 +340,6 @@ app.add_portfolio_configuration(
 We are continuously working on improving the performance of the framework. If
 you have any suggestions, please let us know.
 
-## How to install
-
-You can download the framework with pypi.
-
-```bash
-pip install investing-algorithm-framework
-```
-
 ## Installation for local development
 
 The framework is built with poetry. To install the framework for local development, you can run the following commands:

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/README.md

@@ -1,3 +1,21 @@
+<br/>
+<div align="center">
+   <h1><a href="https://investing-algorithm-framework.com" target="_blank">Investing Algorithm Framework</a></h4>
+</div>
+<br/>
+
+<div align="center">
+  <b>Rapidly build and deploy quantitative strategies and trading bots</b>
+</div>
+<br/>
+
+<p align="center">
+    <a target="_blank" href="https://investing-algorithm-framework.com">View Docs</a>
+    <a href="https://investing-algorithm-framework.com/Getting%20Started/installation)">Getting Started</a>
+</p>
+
+---
+
 <a href=https://investing-algorithm-framework.com><img src="https://img.shields.io/badge/docs-website-brightgreen"></a>
 [![Build](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml/badge.svg)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml)
 [![Tests](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml/badge.svg?branch=master)](https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml)
@@ -6,10 +24,6 @@
 <a href="https://www.reddit.com/r/InvestingBots/"><img src="https://img.shields.io/reddit/subreddit-subscribers/investingbots?style=social"></a> <br/>
 [![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!
 
-# [Investing Algorithm Framework](https://github.com/coding-kitties/investing-algorithm-framework)
-
-The Investing Algorithm Framework is a Python framework that enables swift and elegant development of trading bots.
-
 ## Sponsors
 
 <a href="https://www.finterion.com/" target="_blank">
@@ -22,7 +36,7 @@ The Investing Algorithm Framework is a Python framework that enables swift and e
 
 ## Features and planned features:
 
-- [x] **Based on Python 3.9+**: Windows, macOS and Linux.
+- [x] **Based on Python 3.10+**: Windows, macOS and Linux.
 - [x] **Documentation**: [Documentation](https://investing-algorithm-framework.com)
 - [x] **Persistence of portfolios, orders, positions and trades**: Persistence is achieved through sqlite.
 - [x] **Limit orders**: Create limit orders for buying and selling.
@@ -33,7 +47,7 @@ The Investing Algorithm Framework is a Python framework that enables swift and e
 - [x] **Live trading**: Live trading.
 - [x] **Backtesting and performance analysis reports** [example](./examples/backtest_example)
 - [x] **Backtesting multiple algorithms with different backtest date ranges** [example](./examples/backtests_example)
-- [x] **Backtest comparison and experiments**: Compare multiple backtests and run experiments.
+- [x] **Backtesting and results evaluation**: Compare multiple backtests and run experiments. Save and load backtests. Save strategies as part of the backtest. [docs](https://investing-algorithm-framework.com/Getting%20Started/backtesting)
 - [x] **Order execution**: Currently support for a wide range of crypto exchanges through [ccxt](https://github.com/ccxt/ccxt) (Support for traditional asset brokers is planned).
 - [x] **Web API**: Rest API for interacting with your deployed trading bot
 - [x] **PyIndicators**: Works natively with [PyIndicators](https://github.com/coding-kitties/PyIndicators) for technical analysis on your Pandas and Polars dataframes.
@@ -45,6 +59,38 @@ The Investing Algorithm Framework is a Python framework that enables swift and e
 - [ ] **AWS Lambda support (Planned)**: Stateless running for cloud function deployments in AWS.
 - [ ] **Azure App services support (Planned)**: deployments in Azure app services with Web UI.
 
+## Quickstart
+
+1. First install the framework using `pip`. The Investing Algorithm Framework is hosted on [PyPi](https://pypi.org/project/Blankly/).
+
+```bash
+$ pip install investing-algorithm-framework
+```
+
+2. Next, just run:
+
+```bash
+$ investing-algorithm-framewor init
+```
+
+or if you want the web version:
+
+```bash
+$ investing-algorithm-framework init --web
+```
+> You can always change the app to the web version by changing the `app.py` file.
+
+The command will create the file `app.py` and an example script called `strategy.py`.
+
+From there, you start building your trading bot in the `strategy.py`.
+
+More information can be found on our [docs](https://docs.blankly.finance)
+
+> Make sure you leave the `app.py` file as is, as it is the entry point for the framework.
+> You can change the `bot.py` file to your liking and add other files to the working directory.
+> The framework will automatically pick up the files in the working directory.
+```
+
 ## Example implementation
 
 The following algorithm connects to binance and buys BTC every 2 hours.
@@ -262,14 +308,6 @@ app.add_portfolio_configuration(
 We are continuously working on improving the performance of the framework. If
 you have any suggestions, please let us know.
 
-## How to install
-
-You can download the framework with pypi.
-
-```bash
-pip install investing-algorithm-framework
-```
-
 ## Installation for local development
 
 The framework is built with poetry. To install the framework for local development, you can run the following commands:

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/__init__.py

@@ -11,7 +11,8 @@ from investing_algorithm_framework.domain import ApiException, \
     RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT, \
     load_backtest_report, BacktestDateRange, convert_polars_to_pandas, \
     DateRange, get_backtest_report, DEFAULT_LOGGING_CONFIG, \
-    BacktestReport, TradeStatus, MarketDataType, TradeRiskType
+    BacktestReport, TradeStatus, MarketDataType, TradeRiskType, \
+    APPLICATION_DIRECTORY
 from investing_algorithm_framework.infrastructure import \
     CCXTOrderBookMarketDataSource, CCXTOHLCVMarketDataSource, \
     CCXTTickerMarketDataSource, CSVOHLCVMarketDataSource, \
@@ -73,5 +74,6 @@ __all__ = [
     "TradeStatus",
     "MarketDataType",
     "TradeRiskType",
-    "Context"
+    "Context",
+    "APPLICATION_DIRECTORY"
 ]

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/app/algorithm.py

@@ -22,7 +22,7 @@ class Algorithm:
     them in the correct order.
 
     Args:
-        name (str): The name of the algorithm
+        name (str): (Optional) The name of the algorithm
         description (str): The description of the algorithm
         context (dict): The context of the algorithm, for backtest
           references

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/app/app.py

@@ -17,9 +17,9 @@ from investing_algorithm_framework.domain import DATABASE_NAME, TimeUnit, \
     DATABASE_DIRECTORY_PATH, RESOURCE_DIRECTORY, ENVIRONMENT, Environment, \
     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, \
-    BACKTESTING_INITIAL_AMOUNT, MarketDataSource
+    APP_MODE, MarketCredential, AppMode, BacktestDateRange, \
+    DATABASE_DIRECTORY_NAME, BACKTESTING_INITIAL_AMOUNT, \
+    MarketDataSource, APPLICATION_DIRECTORY
 from investing_algorithm_framework.infrastructure import setup_sqlalchemy, \
     create_all_tables
 from investing_algorithm_framework.services import OrderBacktestService, \
@@ -56,7 +56,7 @@ class App:
         self._on_after_initialize_hooks = []
         self._state_handler = state_handler
         self._name = name
-        self._algorithm = Algorithm()
+        self._algorithm = Algorithm(name=self.name)
 
     @property
     def algorithm(self) -> Algorithm:
@@ -634,9 +634,11 @@ class App:
         self,
         backtest_date_range: BacktestDateRange,
         initial_amount=None,
-        pending_order_check_interval=None,
         output_directory=None,
-        algorithm: Algorithm = None
+        algorithm: Algorithm = None,
+        save_strategy=False,
+        save_in_memory_strategies: bool = False,
+        strategy_directory: str = None
     ) -> BacktestReport:
         """
         Run a backtest for an algorithm. This method should be called when
@@ -650,10 +652,13 @@ class App:
                 portfolio will start with.
             algorithm: The algorithm to run a backtest for (instance of
                 Algorithm)
-            pending_order_check_interval: str - pending_order_check_interval:
-              The interval at which to check pending orders (e.g. 1h, 1d, 1w)
             output_directory: str - The directory to
               write the backtest report to
+            save_strategy: bool - Whether to save the strategy
+            save_strategies_directory: bool - Whether to save the
+                strategies directory
+            strategies_directory_name: str - The name of the directory
+                that contains the strategies
 
         Returns:
             Instance of BacktestReport
@@ -664,6 +669,32 @@ class App:
         if self.algorithm is None:
             raise OperationalException("No algorithm registered")
 
+        if save_strategy:
+            # Check if the strategies directory exists
+            if not save_in_memory_strategies:
+
+                if strategy_directory is None:
+                    strategy_directory = os.path.join(
+                        self.config[APPLICATION_DIRECTORY], "strategies"
+                    )
+                else:
+                    strategy_directory = os.path.join(
+                        self.config[APPLICATION_DIRECTORY], strategy_directory
+                    )
+
+                if not os.path.isdir(strategy_directory):
+                    raise OperationalException(
+                        "The backtest run is enabled with the "
+                        "`include_strategy` flag  but the strategies"
+                        " directory: "
+                        f"{strategy_directory} does not exist. "
+                        "Please create the strategies directory or set "
+                        "include_strategy to False. If you want to save the "
+                        "strategies in memory, set save_in_memory_strategies "
+                        "to True. This can be helpfull when running your "
+                        "strategies in a notebook environment."
+                    )
+
         # Add backtest configuration to the config
         self.set_config_with_dict({
             ENVIRONMENT: Environment.BACKTEST.value,
@@ -671,9 +702,6 @@ class App:
             BACKTESTING_END_DATE: backtest_date_range.end_date,
             DATABASE_NAME: "backtest-database.sqlite3",
             DATABASE_DIRECTORY_NAME: "backtest_databases",
-            BACKTESTING_PENDING_ORDER_CHECK_INTERVAL: (
-                pending_order_check_interval
-            ),
             BACKTESTING_INITIAL_AMOUNT: initial_amount
         })
 
@@ -697,15 +725,14 @@ class App:
             initial_amount=initial_amount,
             backtest_date_range=backtest_date_range
         )
-        config = self.container.configuration_service().get_config()
 
-        if output_directory is None:
-            output_directory = os.path.join(
-                config[RESOURCE_DIRECTORY], "backtest_reports"
-            )
-
-        backtest_service.write_report_to_json(
-            report=report, output_directory=output_directory
+        backtest_service.save_report(
+            report=report,
+            algorithm=self.algorithm,
+            output_directory=output_directory,
+            save_strategy=save_strategy,
+            save_in_memory_strategies=save_in_memory_strategies,
+            strategy_directory=strategy_directory
         )
         return report
 
@@ -713,10 +740,10 @@ class App:
         self,
         algorithms,
         initial_amount=None,
-        date_ranges: List[BacktestDateRange] = None,
-        pending_order_check_interval=None,
+        backtest_date_ranges: List[BacktestDateRange] = None,
         output_directory=None,
-        checkpoint=False
+        checkpoint=False,
+        save_strategy=False,
     ) -> List[BacktestReport]:
         """
         Run a backtest for a set algorithm. This method should be called when
@@ -724,11 +751,9 @@ class App:
 
         Args:
             Algorithms: List[Algorithm] - The algorithms to run backtests for
-            date_ranges: List[BacktestDateRange] - The date ranges to run the
-                backtests for
+            backtest_date_ranges: List[BacktestDateRange] - The date ranges
+                to run the backtests for
             initial_amount: The initial amount to start the backtest with.
-            pending_order_check_interval: str - The interval at which to check
-                pending orders
             output_directory: str - The directory to write the backtest
               report to.
             checkpoint: bool - Whether to checkpoint the backtest,
@@ -738,6 +763,11 @@ class App:
                 when running backtests for a large number of algorithms
                 and date ranges where some of the backtests may fail
                 and you want to re-run only the failed backtests.
+            save_strategy: bool - Whether to save the strategy as part
+                of the backtest report. You can only save in-memory strategies
+                when running multiple backtests. This is because we can't
+                differentiate between which folders belong to a specific
+                strategy.
 
         Returns
             List of BacktestReport intances
@@ -745,8 +775,7 @@ class App:
         logger.info("Initializing backtests")
         reports = []
 
-        for date_range in date_ranges:
-            date_range: BacktestDateRange = date_range
+        for date_range in backtest_date_ranges:
             print(
                 f"{COLOR_YELLOW}Running backtests for date "
                 f"range:{COLOR_RESET} {COLOR_GREEN}{date_range.name} "
@@ -783,10 +812,7 @@ class App:
                     BACKTESTING_START_DATE: date_range.start_date,
                     BACKTESTING_END_DATE: date_range.end_date,
                     DATABASE_NAME: "backtest-database.sqlite3",
-                    DATABASE_DIRECTORY_NAME: "backtest_databases",
-                    BACKTESTING_PENDING_ORDER_CHECK_INTERVAL: (
-                        pending_order_check_interval
-                    )
+                    DATABASE_DIRECTORY_NAME: "backtest_databases"
                 })
                 self.initialize_config()
 
@@ -818,13 +844,12 @@ class App:
                 if date_range.name is not None:
                     report.date_range_name = date_range.name
 
-                if output_directory is None:
-                    output_directory = os.path.join(
-                        self.config[RESOURCE_DIRECTORY], "backtest_reports"
-                    )
-
-                backtest_service.write_report_to_json(
-                    report=report, output_directory=output_directory
+                backtest_service.save_report(
+                    report=report,
+                    algorithm=algorithm,
+                    output_directory=output_directory,
+                    save_strategy=save_strategy,
+                    save_in_memory_strategies=True,
                 )
                 reports.append(report)
 

investing_algorithm_framework-6.3.0/investing_algorithm_framework/cli/templates/app-web.py.template

@@ -0,0 +1,17 @@
+import logging.config
+from dotenv import load_dotenv
+
+from investing_algorithm_framework import create_app, \
+    DEFAULT_LOGGING_CONFIG, Algorithm
+from strategies.strategy import MyTradingStrategy
+
+load_dotenv()
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+
+app = create_app(web=True)
+algorithm = Algorithm(name="MyTradingBot")
+algorithm.add_strategy(MyTradingStrategy)
+app.add_algorithm(algorithm)
+
+if __name__ == "__main__":
+    app.run()

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/cli/templates/app.py.template

@@ -21,4 +21,4 @@ algorithm.add_strategy(MyTradingStrategy)
 app.add_algorithm(algorithm)
 
 if __name__ == "__main__":
-    app.run()
+    app.run()

investing_algorithm_framework-6.3.0/investing_algorithm_framework/cli/templates/market_data_providers.py.template

@@ -0,0 +1,9 @@
+from investing_algorithm_framework import CCXTOHLCVMarketDataSource
+
+btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
+    identifier="BTC/EUR-ohlcv",
+    market="BINANCE",
+    symbol="BTC/EUR",
+    time_frame="2h",
+    window_size=200
+)

investing_algorithm_framework-6.3.0/investing_algorithm_framework/cli/templates/requirements.txt.template

@@ -0,0 +1,2 @@
+investing-algorithm-framework>=6.2.1
+pyindicators>=0.5.4

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/cli/templates/run_backtest.py.template

@@ -10,4 +10,4 @@ if __name__ == "__main__":
         end_date=datetime(2023, 12, 31),
     )
     report = app.run_backtest(backtest_date_range=backtest_date_range)
-    pretty_print_backtest(report)
+    pretty_print_backtest(report)

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/create_app.py

@@ -1,9 +1,11 @@
+import os
 import logging
+import inspect
 from dotenv import load_dotenv
 
 from .app import App
 from .dependency_container import setup_dependency_container
-from .domain import AppMode
+from .domain import AppMode, APPLICATION_DIRECTORY
 
 logger = logging.getLogger("investing_algorithm_framework")
 
@@ -44,6 +46,10 @@ def create_app(
     if web:
         app.set_config("APP_MODE", AppMode.WEB.value)
 
-    logger.info("Investing algoritm framework app created")
+    # Add the application directory to the config
+    caller_frame = inspect.stack()[1]
+    caller_path = os.path.abspath(caller_frame.filename)
+    app.set_config(APPLICATION_DIRECTORY, caller_path)
 
+    logger.info("Investing algoritm framework app created")
     return app

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/domain/__init__.py

@@ -7,8 +7,8 @@ from .constants import ITEMIZE, ITEMIZED, PER_PAGE, PAGE, ENVIRONMENT, \
     BACKTEST_DATA_DIRECTORY_NAME, TICKER_DATA_TYPE, OHLCV_DATA_TYPE, \
     CURRENT_UTC_DATETIME, BACKTESTING_END_DATE, SYMBOLS, \
     CCXT_DATETIME_FORMAT_WITH_TIMEZONE, RESERVED_BALANCES, \
-    BACKTESTING_PENDING_ORDER_CHECK_INTERVAL, APP_MODE, \
-    DATABASE_DIRECTORY_NAME, BACKTESTING_INITIAL_AMOUNT
+    APP_MODE, DATABASE_DIRECTORY_NAME, BACKTESTING_INITIAL_AMOUNT, \
+    APPLICATION_DIRECTORY
 from .data_structures import PeekableQueue
 from .decimal_parsing import parse_decimal_to_string, parse_string_to_decimal
 from .exceptions import OperationalException, ApiException, \
@@ -100,7 +100,6 @@ __all__ = [
     "MarketService",
     "PeekableQueue",
     "BACKTESTING_END_DATE",
-    "BACKTESTING_PENDING_ORDER_CHECK_INTERVAL",
     "PositionSnapshot",
     "MarketCredentialService",
     "TradeStatus",
@@ -128,5 +127,6 @@ __all__ = [
     "TradeRiskType",
     "TradeTakeProfit",
     "TradeStopLoss",
-    "StateHandler"
+    "StateHandler",
+    "APPLICATION_DIRECTORY"
 ]

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/domain/constants.py

@@ -13,6 +13,7 @@ DATABASE_URL = 'DATABASE_URL'
 DEFAULT_DATABASE_NAME = "database"
 
 SYMBOLS = "SYMBOLS"
+APPLICATION_DIRECTORY = "APP_DIR"
 RESOURCE_DIRECTORY = "RESOURCE_DIRECTORY"
 BACKTEST_DATA_DIRECTORY_NAME = "BACKTEST_DATA_DIRECTORY_NAME"
 LOG_LEVEL = 'LOG_LEVEL'
@@ -69,8 +70,6 @@ BACKTESTING_FLAG = "BACKTESTING"
 BACKTESTING_INDEX_DATETIME = "BACKTESTING_INDEX_DATETIME"
 BACKTESTING_START_DATE = "BACKTESTING_START_DATE"
 BACKTESTING_END_DATE = "BACKTESTING_END_DATE"
-BACKTESTING_PENDING_ORDER_CHECK_INTERVAL \
-    = "BACKTESTING_PENDING_ORDER_CHECK_INTERVAL"
 BACKTESTING_INITIAL_AMOUNT = "BACKTESTING_INITIAL_AMOUNT"
 TICKER_DATA_TYPE = "TICKER"
 OHLCV_DATA_TYPE = "OHLCV"

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/infrastructure/models/market_data_sources/ccxt.py

@@ -472,6 +472,15 @@ class CCXTOHLCVMarketDataSource(OHLCVMarketDataSource):
                 if end_date is None:
                     end_date = datetime.now(tz=timezone.utc)
 
+                if self.window_size is None:
+                    raise OperationalException(
+                        "Window_size should be defined before the " +
+                        "get_data method can be called. Make sure to set " +
+                        "the window_size attribute on your " +
+                        "CCXTOHLCVMarketDataSource or provide a start_date " +
+                        "and end_date to the get_data method."
+                    )
+
                 start_date = self.create_start_date(
                     end_date=end_date,
                     time_frame=self.time_frame,

{investing_algorithm_framework-6.2.0 → investing_algorithm_framework-6.3.0}/investing_algorithm_framework/infrastructure/services/market_service/ccxt_market_service.py

@@ -432,8 +432,7 @@ class CCXTMarketService(MarketService):
         col_names = ["Datetime", "Open", "High", "Low", "Close", "Volume"]
 
         # Combine the Series into a DataFrame with given column names
-        df = pl.DataFrame(data, schema=col_names)
-
+        df = pl.DataFrame(data, schema=col_names, orient="row")
         return df
 
     def get_ohlcvs(