investing-algorithm-framework 6.5.1__tar.gz → 6.5.3__tar.gz

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 6.5.1
+Version: 6.5.3
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/app/app.py

@@ -24,8 +24,7 @@ from investing_algorithm_framework.domain import DATABASE_NAME, TimeUnit, \
 from investing_algorithm_framework.infrastructure import setup_sqlalchemy, \
     create_all_tables, CCXTOrderExecutor, CCXTPortfolioProvider
 from investing_algorithm_framework.services import OrderBacktestService, \
-    BacktestMarketDataSourceService, BacktestPortfolioService, \
-    MarketDataSourceService, MarketCredentialService
+    BacktestMarketDataSourceService, BacktestPortfolioService
 
 logger = logging.getLogger("investing_algorithm_framework")
 COLOR_RESET = '\033[0m'
@@ -85,12 +84,7 @@ class App:
         self.container = None
         self._started = False
         self._tasks = []
-        self._configuration_service = None
-        self._market_data_source_service: \
-            Optional[MarketDataSourceService] = None
         self._market_data_sources = []
-        self._market_credential_service: \
-            Optional[MarketCredentialService] = None
         self._on_initialize_hooks = []
         self._on_strategy_run_hooks = []
         self._on_after_initialize_hooks = []
@@ -161,10 +155,8 @@ class App:
         Returns:
             None
         """
-        self._market_data_source_service = \
-            self.container.market_data_source_service()
-        self._market_credential_service = \
-            self.container.market_credential_service()
+        self._initialize_default_order_executors()
+        self._initialize_default_portfolio_providers()
 
         strategy_orchestrator_service = \
             self.container.strategy_orchestrator_service()
@@ -172,6 +164,82 @@ class App:
         for app_hook in self._on_strategy_run_hooks:
             strategy_orchestrator_service.add_app_hook(app_hook)
 
+        # Initialize all market credentials
+        market_credential_service = self.container.market_credential_service()
+        market_credential_service.initialize()
+
+    def initialize_services_backtest(self) -> None:
+        """
+        Method to initialize the services for the app in backtest mode.
+        This method should be called before running the application.
+        This method initializes all services so that they are ready to
+        be used.
+
+        The method overrides the portfolio service, market data source
+        service and order service with the backtest equivalents.
+
+        App hooks are not added when running in backtest mode.
+        Returns:
+            None
+        """
+        configuration_service = self.container.configuration_service()
+        self._initialize_default_order_executors()
+        self._initialize_default_portfolio_providers()
+        portfolio_conf_service = self.container \
+            .portfolio_configuration_service()
+        portfolio_snap_service = self.container \
+            .portfolio_snapshot_service()
+        market_cred_service = self.container.market_credential_service()
+        portfolio_provider_lookup = \
+            self.container.portfolio_provider_lookup()
+        # Override the portfolio service with the backtest
+        # portfolio service
+        self.container.portfolio_service.override(
+            BacktestPortfolioService(
+                configuration_service=configuration_service,
+                market_credential_service=market_cred_service,
+                position_service=self.container.position_service(),
+                order_service=self.container.order_service(),
+                portfolio_repository=self.container.portfolio_repository(),
+                portfolio_configuration_service=portfolio_conf_service,
+                portfolio_snapshot_service=portfolio_snap_service,
+                portfolio_provider_lookup=portfolio_provider_lookup
+            )
+        )
+
+        # Override the market data source service with the backtest market
+        # data source service
+        self.container.market_data_source_service.override(
+            BacktestMarketDataSourceService(
+                market_service=self.container.market_service(),
+                market_credential_service=self.container
+                .market_credential_service(),
+                configuration_service=self.container
+                .configuration_service(),
+            )
+        )
+
+        portfolio_conf_service = self.container. \
+            portfolio_configuration_service()
+        portfolio_snap_service = self.container. \
+            portfolio_snapshot_service()
+        configuration_service = self.container.configuration_service()
+        market_data_source_service = self.container. \
+            market_data_source_service()
+        # Override the order service with the backtest order service
+        self.container.order_service.override(
+            OrderBacktestService(
+                trade_service=self.container.trade_service(),
+                order_repository=self.container.order_repository(),
+                position_service=self.container.position_service(),
+                portfolio_repository=self.container.portfolio_repository(),
+                portfolio_configuration_service=portfolio_conf_service,
+                portfolio_snapshot_service=portfolio_snap_service,
+                configuration_service=configuration_service,
+                market_data_source_service=market_data_source_service
+            )
+        )
+
     @algorithm.setter
     def algorithm(self, algorithm: Algorithm) -> None:
         self._algorithm = algorithm
@@ -251,6 +319,39 @@ class App:
         if APP_MODE not in config:
             configuration_service.add_value(APP_MODE, AppMode.DEFAULT.value)
 
+    def initialize_data_sources(self):
+        """
+        Function to initialize the data sources for the app. This method
+        should be called before running the algorithm. This method
+        initializes all data sources so that they are ready to be used.
+
+        Returns:
+            None
+        """
+        logger.info("Initializing data sources")
+        market_data_source_service = self.container \
+            .market_data_source_service()
+
+        # Add all market data sources of the strategies
+        # to the market data source service
+        market_data_source_service.market_data_sources = \
+            self._market_data_sources
+
+        for strategy in self.algorithm.strategies:
+
+            if strategy.market_data_sources is not None:
+                for market_data_source in strategy.market_data_sources:
+                    market_data_source_service.add(market_data_source)
+
+        # Check if the algorithm has data sources registered
+        if len(self.algorithm.data_sources) == 0:
+
+            for data_source in self.algorithm.data_sources:
+                self.add_market_data_source(data_source)
+
+        # Initialize the market data source service
+        market_data_source_service.initialize_market_data_sources()
+
     def initialize(self):
         """
         Method to initialize the app. This method should be called before
@@ -263,23 +364,14 @@ class App:
             None
         """
         logger.info("Initializing app")
-        self.initialize_services()
-        self._initialize_default_order_executors()
-        self._initialize_default_portfolio_providers()
 
         if self.algorithm is None:
             raise OperationalException("No algorithm registered")
 
-        # Check if the algorithm has data sources registered
-        if len(self.algorithm.data_sources) == 0:
-
-            for data_source in self.algorithm.data_sources:
-                self.add_market_data_source(data_source)
-
         # Ensure that all resource directories exist
         self._create_resources_if_not_exists()
 
-        # Setup the database
+        # Set up the database
         setup_sqlalchemy(self)
         create_all_tables()
 
@@ -288,88 +380,11 @@ class App:
 
         # Initialize services in backtest
         if Environment.BACKTEST.equals(config[ENVIRONMENT]):
-
-            configuration_service = self.container.configuration_service()
-            portfolio_conf_service = self.container \
-                .portfolio_configuration_service()
-            portfolio_snap_service = self.container \
-                .portfolio_snapshot_service()
-            market_cred_service = self.container.market_credential_service()
-            portfolio_provider_lookup = \
-                self.container.portfolio_provider_lookup()
-            # Override the portfolio service with the backtest
-            # portfolio service
-            self.container.portfolio_service.override(
-                BacktestPortfolioService(
-                    configuration_service=configuration_service,
-                    market_credential_service=market_cred_service,
-                    position_service=self.container.position_service(),
-                    order_service=self.container.order_service(),
-                    portfolio_repository=self.container.portfolio_repository(),
-                    portfolio_configuration_service=portfolio_conf_service,
-                    portfolio_snapshot_service=portfolio_snap_service,
-                    portfolio_provider_lookup=portfolio_provider_lookup
-                )
-            )
-
-            # Get all current market data sources
-            market_data_sources = self._market_data_source_service \
-                .get_market_data_sources()
-
-            # Override the market data source service with the backtest market
-            # data source service
-            self.container.market_data_source_service.override(
-                BacktestMarketDataSourceService(
-                    market_service=self.container.market_service(),
-                    market_credential_service=self.container
-                    .market_credential_service(),
-                    configuration_service=self.container
-                    .configuration_service(),
-                    market_data_sources=market_data_sources
-                )
-            )
-
-            portfolio_conf_service = self.container.\
-                portfolio_configuration_service()
-            portfolio_snap_service = self.container.\
-                portfolio_snapshot_service()
-            configuration_service = self.container.configuration_service()
-            market_data_source_service = self.container.\
-                market_data_source_service()
-            # Override the order service with the backtest order service
-            self.container.order_service.override(
-                OrderBacktestService(
-                    trade_service=self.container.trade_service(),
-                    order_repository=self.container.order_repository(),
-                    position_service=self.container.position_service(),
-                    portfolio_repository=self.container.portfolio_repository(),
-                    portfolio_configuration_service=portfolio_conf_service,
-                    portfolio_snapshot_service=portfolio_snap_service,
-                    configuration_service=configuration_service,
-                    market_data_source_service=market_data_source_service
-                )
-            )
+            self.initialize_services_backtest()
         else:
-            # Initialize all market credentials
-            self._market_credential_service = self.container.\
-                market_credential_service()
-            self._market_credential_service.initialize()
-
-        # Add all market data sources of the strategies to the market data
-        # source service
-        self._market_data_source_service = self.container.\
-            market_data_source_service()
-        self._market_data_source_service.market_data_sources = \
-            self._market_data_sources
-
-        for strategy in self.algorithm.strategies:
-
-            if strategy.market_data_sources is not None:
-                for market_data_source in strategy.market_data_sources:
-                    self._market_data_source_service.add(market_data_source)
+            self.initialize_services()
 
-        # Initialize the market data source service
-        self._market_data_source_service.initialize_market_data_sources()
+        self.initialize_data_sources()
 
         portfolio_configuration_service = self.container \
             .portfolio_configuration_service()
@@ -385,7 +400,8 @@ class App:
         self.algorithm.initialize_services(
             context=self.container.context(),
             configuration_service=self.container.configuration_service(),
-            market_data_source_service=self._market_data_source_service,
+            market_data_source_service=self.container
+            .market_data_source_service(),
             market_credential_service=self.container
             .market_credential_service(),
             portfolio_service=self.container.portfolio_service(),
@@ -399,12 +415,10 @@ class App:
             trade_service=self.container.trade_service(),
         )
 
-        config = self.container.configuration_service().get_config()
+        configuration_service = self.container.configuration_service()
 
         if config[APP_MODE] == AppMode.WEB.value:
-            self._configuration_service.add_value(
-                APP_MODE, AppMode.WEB.value
-            )
+            configuration_service.add_value(APP_MODE, AppMode.WEB.value)
             self._initialize_web()
 
         self._initialize_portfolios()
@@ -741,7 +755,8 @@ class App:
         })
 
         self.initialize_config()
-        config = self._configuration_service.get_config()
+        configuration_service = self.container.configuration_service()
+        config = configuration_service.get_config()
         path = os.path.join(
             config[DATABASE_DIRECTORY_PATH],
             config[DATABASE_NAME]
@@ -851,7 +866,8 @@ class App:
                 })
                 self.initialize_config()
 
-                config = self._configuration_service.get_config()
+                configuration_service = self.container.configuration_service()
+                config = configuration_service.get_config()
 
                 path = os.path.join(
                     config[DATABASE_DIRECTORY_PATH],
@@ -897,7 +913,7 @@ class App:
 
         This is a seperate function from the market data source service. This
         is because the market data source service can be re-initialized.
-        Therefore we need a persistent list of market data sources in the app.
+        Therefore, we need a persistent list of market data sources in the app.
 
         Args:
             market_data_source: Instance of MarketDataSource
@@ -917,18 +933,36 @@ class App:
                     market_data_source.get_identifier():
                 return
 
-        market_data_source.market_credential_service = \
-            self._market_credential_service
         self._market_data_sources.append(market_data_source)
 
-    def add_market_credential(self, market_credential: MarketCredential):
+    def add_market_credential(
+        self, market_credential: MarketCredential
+    ) -> None:
+        """
+        Function to add a market credential to the app. The market
+        credential should be an instance of MarketCredential.
+
+        Args:
+            market_credential:
+
+        Returns:
+            None
+        """
         market_credential.market = market_credential.market.upper()
-        self._market_credential_service.add(market_credential)
+        market_credential_service = self.container \
+            .market_credential_service()
+        market_credential_service.add(market_credential)
 
     def on_initialize(self, app_hook):
         """
         Function to add a hook that runs when the app is initialized. The hook
         should be an instance of AppHook.
+
+        Args:
+            app_hook: Instance of AppHook
+
+        Returns:
+            None
         """
 
         # Check if the app_hook inherits from AppHook
@@ -1242,7 +1276,8 @@ class App:
             portfolio_provider_lookup = \
                 self.container.portfolio_provider_lookup()
             order_executor_lookup = self.container.order_executor_lookup()
-
+            market_credential_service = \
+                self.container.market_credential_service()
             # Register portfolio providers and order executors
             for portfolio_configuration in portfolio_configurations:
 
@@ -1258,7 +1293,7 @@ class App:
                 )
 
                 market_credential = \
-                    self._market_credential_service.get(
+                    market_credential_service.get(
                         portfolio_configuration.market
                     )
 
@@ -1279,6 +1314,8 @@ class App:
 
             logger.info("Portfolio configurations complete")
             logger.info("Syncing portfolios")
+            portfolio_provider_lookup = \
+                self.container.portfolio_provider_lookup()
             portfolio_service = self.container.portfolio_service()
             portfolio_sync_service = self.container.portfolio_sync_service()
 
@@ -1300,7 +1337,7 @@ class App:
         logger.info("Adding default portfolio providers")
         portfolio_provider_lookup = self.container.portfolio_provider_lookup()
         portfolio_provider_lookup.add_portfolio_provider(
-            CCXTPortfolioProvider()
+            CCXTPortfolioProvider(priority=2)
         )
 
     def _initialize_default_order_executors(self):
@@ -1316,5 +1353,5 @@ class App:
         logger.info("Adding default order executors")
         order_executor_lookup = self.container.order_executor_lookup()
         order_executor_lookup.add_order_executor(
-            CCXTOrderExecutor()
+            CCXTOrderExecutor(priority=2)
         )

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/app/context.py

@@ -8,7 +8,7 @@ from investing_algorithm_framework.services import ConfigurationService, \
 from investing_algorithm_framework.domain import OrderStatus, OrderType, \
     OrderSide, OperationalException, Portfolio, RoundingService, \
     BACKTESTING_FLAG, BACKTESTING_INDEX_DATETIME, TradeRiskType, Order, \
-    Position, Trade, TradeStatus, MarketService
+    Position, Trade, TradeStatus, MarketService, MarketCredential
 
 logger = logging.getLogger("investing_algorithm_framework")
 
@@ -1205,7 +1205,7 @@ class Context:
         self,
         trade,
         percentage: float,
-        trade_risk_type: TradeRiskType = TradeRiskType.FIXED,
+        trade_risk_type=TradeRiskType.FIXED,
         sell_percentage: float = 100,
     ):
         """
@@ -1248,7 +1248,7 @@ class Context:
         self,
         trade,
         percentage: float,
-        trade_risk_type: TradeRiskType = TradeRiskType.FIXED,
+        trade_risk_type=TradeRiskType.FIXED,
         sell_percentage: float = 100,
     ) -> None:
         """
@@ -1431,7 +1431,7 @@ class Context:
         )
 
         return sum(
-            [order.get_amount() * order.get_price()
+            [order.get_remaining() * order.get_price()
              for order in pending_orders]
         )
 
@@ -1444,6 +1444,27 @@ class Context:
         )
 
         return sum(
-            [order.get_amount() * order.get_price()
+            [order.get_remaining() * order.get_price()
              for order in pending_orders]
         )
+
+    def get_market_credential(self, market) -> MarketCredential:
+        """
+        Function to get the market credential for a given market.
+
+        Args:
+            market: The market to get the credential for
+
+        Returns:
+            MarketCredential: The market credential for the given market
+        """
+        return self.market_credential_service.get(market)
+
+    def get_market_credentials(self) -> List[MarketCredential]:
+        """
+        Function to get all market credentials.
+
+        Returns:
+            List[MarketCredential]: A list of all market credentials
+        """
+        return self.market_credential_service.get_all()

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/cli/cli.py

@@ -23,7 +23,7 @@ def cli():
     '--type',
     default="default",
     help="Type of app to create. "
-    "Options are: 'default', 'default-web', 'azure-function'."
+    "Options are: 'default', 'default_web', 'azure_function'."
 )
 @click.option(
     '--path', default=None, help="Path to directory to initialize the app in"
@@ -43,6 +43,8 @@ def init(type, path, replace):
         type (str): Type of app to create. Options are: 'default',
             'default-web', 'azure-function'.
         path (str): Path to directory to initialize the app in
+        replace (bool): If True, existing files will be replaced.
+            If False, existing files will not be replaced.
 
     Returns:
         None

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/cli/templates/app-web.py.template

@@ -9,6 +9,7 @@ load_dotenv()
 logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
 
 app = create_app(web=True)
+app.add_market(market="binance", initial_balance=1000, trading_symbol="EUR")
 algorithm = Algorithm(name="MyTradingBot")
 algorithm.add_strategy(MyTradingStrategy)
 app.add_algorithm(algorithm)

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/cli/templates/app.py.template

@@ -9,13 +9,7 @@ load_dotenv()
 logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
 
 app = create_app()
-app.add_portfolio_configuration(
-    PortfolioConfiguration(
-        initial_balance=1000,
-        trading_symbol="EUR",
-        market="bitvavo"
-    )
-)
+app.add_market(market="binance", initial_balance=1000, trading_symbol="EUR")
 algorithm = Algorithm(name="MyTradingBot")
 algorithm.add_strategy(MyTradingStrategy)
 app.add_algorithm(algorithm)

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/cli/templates/app_azure_function.py.template

@@ -8,13 +8,7 @@ from strategies.strategy import MyTradingStrategy
 load_dotenv()
 
 app = create_app()
-app.add_portfolio_configuration(
-    PortfolioConfiguration(
-        initial_balance=1000,
-        trading_symbol="EUR",
-        market="bitvavo"
-    )
-)
+app.add_market(market="binance", initial_balance=1000, trading_symbol="EUR")
 algorithm = Algorithm(name="MyTradingBot")
 algorithm.add_strategy(MyTradingStrategy)
 app.add_algorithm(algorithm)

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/cli/templates/app_web.py.template

@@ -9,13 +9,7 @@ load_dotenv()
 logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
 
 app = create_app(web=True)
-app.add_portfolio_configuration(
-    PortfolioConfiguration(
-        initial_balance=1000,
-        trading_symbol="EUR",
-        market="bitvavo"
-    )
-)
+app.add_market(market="binance", initial_balance=1000, trading_symbol="EUR")
 algorithm = Algorithm(name="MyTradingBot")
 algorithm.add_strategy(MyTradingStrategy)
 app.add_algorithm(algorithm)

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/domain/order_executor.py

@@ -85,3 +85,9 @@ class OrderExecutor(ABC):
         raise NotImplementedError(
             "Subclasses must implement this method."
         )
+
+    def __repr__(self):
+        """
+        Returns a string representation of the order executor.
+        """
+        return f"{self.__class__.__name__}(priority={self._priority})"

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/domain/portfolio_provider.py

@@ -26,6 +26,13 @@ class PortfolioProvider(ABC):
         """
         return self._priority
 
+    @priority.setter
+    def priority(self, value: int):
+        """
+        Sets the priority of the portfolio provider.
+        """
+        self._priority = value
+
     @abstractmethod
     def get_order(
         self, portfolio, order, market_credential
@@ -87,3 +94,6 @@ class PortfolioProvider(ABC):
             bool: True if the market is supported, False otherwise
         """
         raise NotImplementedError("Subclasses must implement this method.")
+
+    def __repr__(self):
+        return f"{self.__class__.__name__}(priority={self.priority})"

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/services/market_data_source_service/market_data_source_service.py

@@ -20,6 +20,19 @@ class MarketDataSourceService:
     source that matches the symbol, market and time frame provided by the user.
     If there is, it will use that market data source to get the data. If there
     is not, it will use the MarketService to get the data.
+
+    Attributes:
+        market_service: MarketService - The market service to use to get
+          the data if there is no market data source that matches the
+          symbol, market and time frame provided by the user.
+        market_credential_service: MarketCredentialService - The market
+          credential service to use to get the credentials for the market
+          data sources.
+        configuration_service: ConfigurationService - The configuration
+          service to use to get the configuration for the market data
+          sources.
+        market_data_sources: List[MarketDataSource] - The list of market
+          data sources to use to get the data.
     """
     _market_data_sources: List[MarketDataSource] = []
 

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/investing_algorithm_framework/services/portfolios/portfolio_sync_service.py

@@ -87,7 +87,6 @@ class PortfolioSyncService(AbstractPortfolioSyncService):
 
         portfolio_provider = self.portfolio_provider_lookup\
             .get_portfolio_provider(portfolio.market)
-
         position = portfolio_provider.get_position(
             portfolio, portfolio.trading_symbol, market_credential
         )

{investing_algorithm_framework-6.5.1 → investing_algorithm_framework-6.5.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v6.5.1"
+version = "v6.5.3"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"