investing-algorithm-framework 6.8.1__tar.gz → 6.9.0__tar.gz

{investing_algorithm_framework-6.8.1 → investing_algorithm_framework-6.9.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 6.8.1
+Version: 6.9.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10
@@ -17,10 +17,12 @@ 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: boto3 (>=1.38.41,<2.0.0)
 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: plotly (>=6.1.2,<7.0.0)
 Requires-Dist: polars[numpy,pandas] (>=0.20.10)
 Requires-Dist: pyarrow (>=19.0.1)
 Requires-Dist: python-dateutil (>=2.8.2)
@@ -43,13 +45,20 @@ Description-Content-Type: text/markdown
 
 > If you like what we do, consider starring, sharing and contributing!
 
+<div align="center">
+<img src="static/showcase.svg" alt="Investing Algorithm Framework Logo" style="height: 50vh; max-height: 750px;">
+</div>
+
+The investing algorithm framework is a Python framework designed to help you build, backtest, and deploy quantitative trading strategies. It comes with a event-based backtesting engine, ensuring an accurate and realistic evaluation of your strategies. The framework supports live trading with multiple exchanges and has various deployment options including Azure Functions and AWS Lambda.
+The framework is designed to be extensible, allowing you to add custom strategies, data providers, and order executors. It also supports multiple data sources, including OHLCV, ticker, and custom data, with integration for both Polars and Pandas.
+
 ## Sponsors
 
 <a href="https://www.finterion.com/" target="_blank">
     <picture style="height: 30px;">
     <source media="(prefers-color-scheme: dark)" srcset="static/sponsors/finterion-dark.png">
     <source media="(prefers-color-scheme: light)" srcset="static/sponsors/finterion-light.png">
-    <img src="static/sponsors/finterion-light.svg" alt="Finterion Logo" width="200px" height="50px">
+    <img src="static/sponsors/finterion-light.png" alt="Finterion Logo" width="200px" height="50px">
     </picture>
 </a>
 
@@ -100,17 +109,30 @@ This will create:
 ---
 
 ## 📈 Example: A Simple Trading Bot
-The following example connects to Binance and buys BTC every 2 hours.
+The following example trading bot implements a simple moving average strategy.
+The strategy will use data from bitvavo exchange and will calculate 
+the 20, 50 and 100 period exponential moving averages (EMA) and the 
+14 period relative strength index (RSI).
+
+> This example uses [PyIndicators](https://github.com/coding-kitties/pyindicators) for technical analysis.
+> This dependency is not part of the framework, but is used to perform technical analysis on the dataframes.
+> You can install it using pip: pip install pyindicators.
+
+```bash
 
 ```python
 import logging.config
 from dotenv import load_dotenv
 
-from investing_algorithm_framework import create_app, TimeUnit, Context, \
-    CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, DEFAULT_LOGGING_CONFIG
+from pyindicators import ema, rsi
+
+from investing_algorithm_framework import create_app, TimeUnit, Context, BacktestDateRange, \
+    CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, DEFAULT_LOGGING_CONFIG, \
+    TradingStrategy, SnapshotInterval, convert_polars_to_pandas
 
 load_dotenv()
 logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+logger = logging.getLogger(__name__)
 
 # OHLCV data for candles
 bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
@@ -131,24 +153,64 @@ app = create_app()
 # Registered bitvavo market, credentials are read from .env file by default
 app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=100)
 
-# Define a strategy for the algorithm that will run every 10 seconds
-@app.strategy(
-    time_unit=TimeUnit.SECOND,
-    interval=10,
-    market_data_sources=[bitvavo_btc_eur_ticker, bitvavo_btc_eur_ohlcv_2h]
+class MyStrategy(TradingStrategy):
+    interval = 2
+    time_unit = TimeUnit.HOUR
+    data_sources = [bitvavo_btc_eur_ohlcv_2h, bitvavo_btc_eur_ticker]
+
+    def run_strategy(self, context: Context, market_data):
+
+        if context.has_open_orders(target_symbol="BTC"):
+            logger.info("There are open orders, skipping strategy iteration.")
+            return
+
+        print(market_data)
+
+        data = convert_polars_to_pandas(market_data["BTC-ohlcv"])
+        data = ema(data, source_column="Close", period=20, result_column="ema_20")
+        data = ema(data, source_column="Close", period=50, result_column="ema_50")
+        data = ema(data, source_column="Close", period=100, result_column="ema_100")
+        data = rsi(data, source_column="Close", period=14, result_column="rsi_14")
+
+        if context.has_position("BTC") and self.sell_signal(data):
+            context.create_limit_sell_order(
+                "BTC", percentage_of_position=100, price=data["Close"].iloc[-1]
+            )
+            return
+
+        if not context.has_position("BTC") and self.buy_signal(data):
+            context.create_limit_buy_order(
+                "BTC", percentage_of_portfolio=20, price=data["Close"].iloc[-1]
+            )
+            return
+
+    def buy_signal(self, data):
+        if len(data) < 100:
+            return False
+        last_row = data.iloc[-1]
+        if last_row["ema_20"] > last_row["ema_50"] and last_row["ema_50"] > last_row["ema_100"]:
+            return True
+        return False
+
+    def sell_signal(self, data):
+
+        if data["ema_20"].iloc[-1] < data["ema_50"].iloc[-1] and \
+           data["ema_20"].iloc[-2] >= data["ema_50"].iloc[-2]:
+            return True
+
+        return False
+
+date_range = BacktestDateRange(
+    start_date="2023-08-24 00:00:00", end_date="2023-12-02 00:00:00"
 )
-def perform_strategy(context: Context, market_data: dict):
-    # Access the data sources with the indentifier
-    polars_df = market_data["BTC-ohlcv"]
-    ticker_data = market_data["BTC-ticker"]
-    unallocated_balance = context.get_unallocated()
-    positions = context.get_positions()
-    trades = context.get_trades()
-    open_trades = context.get_open_trades()
-    closed_trades = context.get_closed_trades()
+app.add_strategy(MyStrategy)
 
 if __name__ == "__main__":
-    app.run()
+    # Run the backtest with a daily snapshot interval for end-of-day granular reporting
+    backtest_report = app.run_backtest(
+        backtest_date_range=date_range, initial_amount=100, snapshot_interval=SnapshotInterval.STRATEGY_ITERATION
+    )
+    backtest_report.show()
 ```
 
 > You can find more examples [here](./examples) folder.

{investing_algorithm_framework-6.8.1 → investing_algorithm_framework-6.9.0}/README.md

@@ -9,13 +9,20 @@
 
 > If you like what we do, consider starring, sharing and contributing!
 
+<div align="center">
+<img src="static/showcase.svg" alt="Investing Algorithm Framework Logo" style="height: 50vh; max-height: 750px;">
+</div>
+
+The investing algorithm framework is a Python framework designed to help you build, backtest, and deploy quantitative trading strategies. It comes with a event-based backtesting engine, ensuring an accurate and realistic evaluation of your strategies. The framework supports live trading with multiple exchanges and has various deployment options including Azure Functions and AWS Lambda.
+The framework is designed to be extensible, allowing you to add custom strategies, data providers, and order executors. It also supports multiple data sources, including OHLCV, ticker, and custom data, with integration for both Polars and Pandas.
+
 ## Sponsors
 
 <a href="https://www.finterion.com/" target="_blank">
     <picture style="height: 30px;">
     <source media="(prefers-color-scheme: dark)" srcset="static/sponsors/finterion-dark.png">
     <source media="(prefers-color-scheme: light)" srcset="static/sponsors/finterion-light.png">
-    <img src="static/sponsors/finterion-light.svg" alt="Finterion Logo" width="200px" height="50px">
+    <img src="static/sponsors/finterion-light.png" alt="Finterion Logo" width="200px" height="50px">
     </picture>
 </a>
 
@@ -66,17 +73,30 @@ This will create:
 ---
 
 ## 📈 Example: A Simple Trading Bot
-The following example connects to Binance and buys BTC every 2 hours.
+The following example trading bot implements a simple moving average strategy.
+The strategy will use data from bitvavo exchange and will calculate 
+the 20, 50 and 100 period exponential moving averages (EMA) and the 
+14 period relative strength index (RSI).
+
+> This example uses [PyIndicators](https://github.com/coding-kitties/pyindicators) for technical analysis.
+> This dependency is not part of the framework, but is used to perform technical analysis on the dataframes.
+> You can install it using pip: pip install pyindicators.
+
+```bash
 
 ```python
 import logging.config
 from dotenv import load_dotenv
 
-from investing_algorithm_framework import create_app, TimeUnit, Context, \
-    CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, DEFAULT_LOGGING_CONFIG
+from pyindicators import ema, rsi
+
+from investing_algorithm_framework import create_app, TimeUnit, Context, BacktestDateRange, \
+    CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, DEFAULT_LOGGING_CONFIG, \
+    TradingStrategy, SnapshotInterval, convert_polars_to_pandas
 
 load_dotenv()
 logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+logger = logging.getLogger(__name__)
 
 # OHLCV data for candles
 bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
@@ -97,24 +117,64 @@ app = create_app()
 # Registered bitvavo market, credentials are read from .env file by default
 app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=100)
 
-# Define a strategy for the algorithm that will run every 10 seconds
-@app.strategy(
-    time_unit=TimeUnit.SECOND,
-    interval=10,
-    market_data_sources=[bitvavo_btc_eur_ticker, bitvavo_btc_eur_ohlcv_2h]
+class MyStrategy(TradingStrategy):
+    interval = 2
+    time_unit = TimeUnit.HOUR
+    data_sources = [bitvavo_btc_eur_ohlcv_2h, bitvavo_btc_eur_ticker]
+
+    def run_strategy(self, context: Context, market_data):
+
+        if context.has_open_orders(target_symbol="BTC"):
+            logger.info("There are open orders, skipping strategy iteration.")
+            return
+
+        print(market_data)
+
+        data = convert_polars_to_pandas(market_data["BTC-ohlcv"])
+        data = ema(data, source_column="Close", period=20, result_column="ema_20")
+        data = ema(data, source_column="Close", period=50, result_column="ema_50")
+        data = ema(data, source_column="Close", period=100, result_column="ema_100")
+        data = rsi(data, source_column="Close", period=14, result_column="rsi_14")
+
+        if context.has_position("BTC") and self.sell_signal(data):
+            context.create_limit_sell_order(
+                "BTC", percentage_of_position=100, price=data["Close"].iloc[-1]
+            )
+            return
+
+        if not context.has_position("BTC") and self.buy_signal(data):
+            context.create_limit_buy_order(
+                "BTC", percentage_of_portfolio=20, price=data["Close"].iloc[-1]
+            )
+            return
+
+    def buy_signal(self, data):
+        if len(data) < 100:
+            return False
+        last_row = data.iloc[-1]
+        if last_row["ema_20"] > last_row["ema_50"] and last_row["ema_50"] > last_row["ema_100"]:
+            return True
+        return False
+
+    def sell_signal(self, data):
+
+        if data["ema_20"].iloc[-1] < data["ema_50"].iloc[-1] and \
+           data["ema_20"].iloc[-2] >= data["ema_50"].iloc[-2]:
+            return True
+
+        return False
+
+date_range = BacktestDateRange(
+    start_date="2023-08-24 00:00:00", end_date="2023-12-02 00:00:00"
 )
-def perform_strategy(context: Context, market_data: dict):
-    # Access the data sources with the indentifier
-    polars_df = market_data["BTC-ohlcv"]
-    ticker_data = market_data["BTC-ticker"]
-    unallocated_balance = context.get_unallocated()
-    positions = context.get_positions()
-    trades = context.get_trades()
-    open_trades = context.get_open_trades()
-    closed_trades = context.get_closed_trades()
+app.add_strategy(MyStrategy)
 
 if __name__ == "__main__":
-    app.run()
+    # Run the backtest with a daily snapshot interval for end-of-day granular reporting
+    backtest_report = app.run_backtest(
+        backtest_date_range=date_range, initial_amount=100, snapshot_interval=SnapshotInterval.STRATEGY_ITERATION
+    )
+    backtest_report.show()
 ```
 
 > You can find more examples [here](./examples) folder.

{investing_algorithm_framework-6.8.1 → investing_algorithm_framework-6.9.0}/investing_algorithm_framework/__init__.py

@@ -1,38 +1,29 @@
 from investing_algorithm_framework.app import App, Algorithm, \
-    TradingStrategy, StatelessAction, Task, AppHook, Context
+    TradingStrategy, StatelessAction, Task, AppHook, Context, \
+    add_html_report, add_metrics, BacktestReport, \
+    BacktestReportsEvaluation, pretty_print_trades, pretty_print_positions, \
+    pretty_print_orders, pretty_print_backtest
 from investing_algorithm_framework.domain import ApiException, \
     TradingDataType, TradingTimeFrame, OrderType, OperationalException, \
     OrderStatus, OrderSide, TimeUnit, TimeInterval, Order, Portfolio, \
     Position, TimeFrame, BACKTESTING_INDEX_DATETIME, MarketCredential, \
-    PortfolioConfiguration, RESOURCE_DIRECTORY, pretty_print_backtest, \
+    PortfolioConfiguration, RESOURCE_DIRECTORY, \
     Trade, OHLCVMarketDataSource, OrderBookMarketDataSource, SYMBOLS, \
-    TickerMarketDataSource, MarketService, BacktestReportsEvaluation, \
-    pretty_print_backtest_reports_evaluation, load_backtest_reports, \
+    TickerMarketDataSource, MarketService, \
     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, \
-    APPLICATION_DIRECTORY, pretty_print_orders, pretty_print_trades, \
-    pretty_print_positions, DataSource, OrderExecutor, PortfolioProvider, \
-    SnapshotInterval
+    BacktestDateRange, convert_polars_to_pandas, \
+    DateRange, DEFAULT_LOGGING_CONFIG, \
+    BacktestResult, TradeStatus, MarketDataType, TradeRiskType, \
+    APPLICATION_DIRECTORY, DataSource, OrderExecutor, PortfolioProvider, \
+    SnapshotInterval, AWS_S3_STATE_BUCKET_NAME
 from investing_algorithm_framework.infrastructure import \
     CCXTOrderBookMarketDataSource, CCXTOHLCVMarketDataSource, \
     CCXTTickerMarketDataSource, CSVOHLCVMarketDataSource, \
     CSVTickerMarketDataSource, AzureBlobStorageStateHandler, \
-    PandasOHLCVBacktestMarketDataSource, PandasOHLCVMarketDataSource
+    PandasOHLCVBacktestMarketDataSource, PandasOHLCVMarketDataSource, \
+    AWSS3StorageStateHandler
 from .create_app import create_app
 from .download_data import download
-from .overfitting import create_ohlcv_shuffle_permutation, \
-    create_ohlcv_shuffle_returns_and_reconstruct_permutation, \
-    create_ohlcv_shuffle_block_permutation
-from .metrics import get_volatility, get_sortino_ratio, get_profit_factor, \
-    get_cumulative_profit_factor_series, get_rolling_profit_factor_series, \
-    get_sharpe_ratio, get_price_efficiency_ratio, get_equity_curve, \
-    get_drawdown_series, get_max_drawdown, get_cagr, \
-    get_standard_deviation_returns, get_standard_deviation_downside_returns, \
-    get_max_drawdown_absolute, get_exposure_time, get_average_trade_duration, \
-    get_net_profit, get_win_rate, get_win_loss_ratio, get_calmar_ratio, \
-    get_trade_frequency
 
 __all__ = [
     "Algorithm",
@@ -70,19 +61,16 @@ __all__ = [
     "MarketCredential",
     "MarketService",
     "OperationalException",
-    "pretty_print_backtest_reports_evaluation",
     "BacktestReportsEvaluation",
-    "load_backtest_reports",
     "SYMBOLS",
     "RESERVED_BALANCES",
     "APP_MODE",
     "AppMode",
     "DATETIME_FORMAT",
-    "load_backtest_report",
+    "BacktestResult",
     "BacktestDateRange",
     "convert_polars_to_pandas",
     "DateRange",
-    "get_backtest_report",
     "AzureBlobStorageStateHandler",
     "DEFAULT_LOGGING_CONFIG",
     "BacktestReport",
@@ -98,31 +86,11 @@ __all__ = [
     "DataSource",
     "OrderExecutor",
     "PortfolioProvider",
-    "get_profit_factor",
-    "get_cumulative_profit_factor_series",
-    "get_rolling_profit_factor_series",
-    "get_sharpe_ratio",
-    "get_price_efficiency_ratio",
-    "get_equity_curve",
-    "get_drawdown_series",
-    "get_max_drawdown",
-    "create_ohlcv_shuffle_permutation",
-    "create_ohlcv_shuffle_returns_and_reconstruct_permutation",
-    "create_ohlcv_shuffle_block_permutation",
     "PandasOHLCVBacktestMarketDataSource",
     "PandasOHLCVMarketDataSource",
-    "get_volatility",
-    "get_sortino_ratio",
-    "get_cagr",
-    "get_standard_deviation_returns",
-    "get_standard_deviation_downside_returns",
     "SnapshotInterval",
-    "get_max_drawdown_absolute",
-    "get_exposure_time",
-    "get_average_trade_duration",
-    "get_net_profit",
-    "get_win_rate",
-    "get_win_loss_ratio",
-    "get_calmar_ratio",
-    "get_trade_frequency",
+    "add_metrics",
+    "add_html_report",
+    "AWSS3StorageStateHandler",
+    "AWS_S3_STATE_BUCKET_NAME"
 ]

{investing_algorithm_framework-6.8.1 → investing_algorithm_framework-6.9.0}/investing_algorithm_framework/app/__init__.py

@@ -5,6 +5,9 @@ from investing_algorithm_framework.app.task import Task
 from investing_algorithm_framework.app.web import create_flask_app
 from .algorithm import Algorithm
 from .context import Context
+from .reporting import add_html_report, add_metrics, \
+    BacktestReport, pretty_print_backtest, BacktestReportsEvaluation, \
+    pretty_print_trades, pretty_print_positions, pretty_print_orders
 
 
 __all__ = [
@@ -16,4 +19,12 @@ __all__ = [
     "Task",
     "AppHook",
     "Context",
+    "add_html_report",
+    "add_metrics",
+    "BacktestReport",
+    "pretty_print_backtest",
+    "BacktestReportsEvaluation",
+    "pretty_print_trades",
+    "pretty_print_positions",
+    "pretty_print_orders"
 ]

{investing_algorithm_framework-6.8.1 → investing_algorithm_framework-6.9.0}/investing_algorithm_framework/app/app.py

@@ -16,16 +16,18 @@ 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, StateHandler, \
-    BACKTESTING_START_DATE, BACKTESTING_END_DATE, BacktestReport, \
-    APP_MODE, MarketCredential, AppMode, BacktestDateRange, \
-    DATABASE_DIRECTORY_NAME, BACKTESTING_INITIAL_AMOUNT, SNAPSHOT_INTERVAL, \
+    BACKTESTING_START_DATE, BACKTESTING_END_DATE, APP_MODE, MarketCredential, \
+    AppMode, BacktestDateRange, DATABASE_DIRECTORY_NAME, \
+    BACKTESTING_INITIAL_AMOUNT, SNAPSHOT_INTERVAL, \
     MarketDataSource, PortfolioConfiguration, SnapshotInterval, \
     PortfolioProvider, OrderExecutor, ImproperlyConfigured
 from investing_algorithm_framework.infrastructure import setup_sqlalchemy, \
     create_all_tables, CCXTOrderExecutor, CCXTPortfolioProvider
 from investing_algorithm_framework.services import OrderBacktestService, \
-    BacktestMarketDataSourceService, BacktestPortfolioService
+    BacktestMarketDataSourceService, BacktestPortfolioService, \
+    BacktestService
 from .app_hook import AppHook
+from .reporting import BacktestReport
 
 logger = logging.getLogger("investing_algorithm_framework")
 COLOR_RESET = '\033[0m'
@@ -426,6 +428,7 @@ class App:
         Returns:
             None
         """
+        strategy_orchestrator_service = None
 
         try:
             configuration_service = self.container.configuration_service()
@@ -466,6 +469,8 @@ class App:
                 data_sources=self._market_data_sources,
                 on_strategy_run_hooks=self._on_strategy_run_hooks,
             )
+            self.initialize_data_sources(algorithm)
+
             strategy_orchestrator_service = \
                 self.container.strategy_orchestrator_service()
             strategy_orchestrator_service.initialize(algorithm)
@@ -709,8 +714,10 @@ class App:
         algorithm=None,
         strategy=None,
         strategies: List = None,
-        save_strategy=False,
-        snapshot_interval: SnapshotInterval = SnapshotInterval.TRADE_CLOSE
+        save_strategy=True,
+        snapshot_interval: SnapshotInterval = SnapshotInterval.TRADE_CLOSE,
+        strategy_directory_path: Optional[str] = None,
+        report_name: Optional[str] = None
     ) -> BacktestReport:
         """
         Run a backtest for an algorithm.
@@ -738,6 +745,15 @@ class App:
                 how often the portfolio snapshot should be taken during the
                 backtest. The default is TRADE_CLOSE, which means that the
                 portfolio snapshot will be taken at the end of each trade.
+            strategy_directory_path (Optional[str]): The directory path
+                where the strategy is located. This is used to save the
+                strategy if save_strategy is True. If not provided,
+                the framework tries to determine the path via the
+                algorithm or strategy object.
+            report_name (Optional[str]): The name of the report. If not
+                provided, the framework will generate a name based on the
+                algorithm name and the backtest date range and the current
+                date and time.
 
         Returns:
             Instance of BacktestReport
@@ -780,7 +796,6 @@ class App:
             on_strategy_run_hooks=self._on_strategy_run_hooks,
         )
         self.initialize_data_sources(algorithm)
-
         strategy_orchestrator_service = \
             self.container.strategy_orchestrator_service()
         strategy_orchestrator_service.initialize(algorithm)
@@ -801,19 +816,37 @@ class App:
 
         # Run the backtest with the backtest_service and collect and
         # save the report
-        report = backtest_service.run_backtest(
+        results = backtest_service.run_backtest(
             algorithm=algorithm,
             context=context,
             strategy_orchestrator_service=strategy_orchestrator_service,
             initial_amount=initial_amount,
             backtest_date_range=backtest_date_range
         )
-        backtest_service.save_report(
-            report=report,
+        report = BacktestReport(results=results)
+
+        if output_directory is None:
+            output_directory = os.path.join(
+                config[RESOURCE_DIRECTORY], "backtest_reports"
+            )
+
+        if report_name is None:
+            report_name = BacktestService.create_report_directory_name(report)
+
+        output_directory = os.path.join(output_directory, report_name)
+        report.save(
+            path=output_directory,
             algorithm=algorithm,
-            output_directory=output_directory,
-            save_strategy=save_strategy,
+            strategy_directory_path=strategy_directory_path,
+            save_strategy=save_strategy
         )
+        # print(report.html_report)
+        # backtest_service.save_report(
+        #     report=report,
+        #     algorithm=algorithm,
+        #     output_directory=output_directory,
+        #     save_strategy=save_strategy,
+        # )
         return report
 
     def run_backtests(
@@ -1154,6 +1187,8 @@ class App:
             None
         """
 
+        logger.info("Adding strategy")
+
         if inspect.isclass(strategy):
 
             if not issubclass(strategy, TradingStrategy):
@@ -1187,6 +1222,7 @@ class App:
             )
 
         if strategy.market_data_sources is not None:
+            logger.info("Adding market data sources from strategy")
             self.add_data_sources(strategy.market_data_sources)
 
         self._strategies.append(strategy)