investing-algorithm-framework 6.9.1__py3-none-any.whl → 7.19.15__py3-none-any.whl

investing_algorithm_framework/domain/order_executor.py

@@ -13,10 +13,12 @@ class OrderExecutor(ABC):
             other order executors. The lower the number, the higher the
             priority. The framework will use this priority when searching
             for an order executor for a specific market.
+        _config (dict): Reference to the application configuration.
     """
 
     def __init__(self, priority=1):
         self._priority = priority
+        self._config = None
 
     @property
     def priority(self):
@@ -25,6 +27,23 @@ class OrderExecutor(ABC):
         """
         return self._priority
 
+    @property
+    def config(self):
+        """
+        Returns the configuration of the order executor.
+        This can be used to store any configuration that is needed
+        for the order executor.
+        """
+        return self._config
+
+    @config.setter
+    def config(self, config):
+        """
+        Setter for the app config. This will be used to set a reference
+        to the config of the Application when the app is started.
+        """
+        self._config = config
+
     @abstractmethod
     def execute_order(self, portfolio, order, market_credential) -> Order:
         """

investing_algorithm_framework/domain/portfolio_provider.py

@@ -10,14 +10,16 @@ class PortfolioProvider(ABC):
     is responsible for managing and providing access to trading portfolios.
 
     Attributes:
-        priority (int): The priority of the portfolio provider compared to
+        _priority (int): The priority of the portfolio provider compared to
             other portfolio providers. The lower the number, the higher the
             priority. The framework will use this priority when searching
             for a portfolio provider for a specific symbol or market.
+        _config (dict): Reference to the application configuration.
     """
 
     def __init__(self, priority=1):
         self._priority = priority
+        self._config = None
 
     @property
     def priority(self):
@@ -33,6 +35,23 @@ class PortfolioProvider(ABC):
         """
         self._priority = value
 
+    @property
+    def config(self):
+        """
+        Returns the configuration of the order executor.
+        This can be used to store any configuration that is needed
+        for the order executor.
+        """
+        return self._config
+
+    @config.setter
+    def config(self, config):
+        """
+        Setter for the app config. This will be used to set a reference
+        to the config of the Application when the app is started.
+        """
+        self._config = config
+
     @abstractmethod
     def get_order(
         self, portfolio, order, market_credential

investing_algorithm_framework/domain/services/__init__.py

@@ -1,24 +1,11 @@
 from .market_credential_service import MarketCredentialService
-from .market_data_sources import MarketDataSource, TickerMarketDataSource, \
-    OHLCVMarketDataSource, OrderBookMarketDataSource, BacktestMarketDataSource
-from .market_service import MarketService
 from .portfolios import AbstractPortfolioSyncService
 from .rounding_service import RoundingService
 from .state_handler import StateHandler
-from .observer import Observer
-from .observable import Observable
 
 __all__ = [
-    "MarketDataSource",
-    "TickerMarketDataSource",
-    "OHLCVMarketDataSource",
-    "OrderBookMarketDataSource",
-    "BacktestMarketDataSource",
-    "MarketService",
     "MarketCredentialService",
     "AbstractPortfolioSyncService",
     "RoundingService",
     "StateHandler",
-    "Observer",
-    "Observable"
 ]

investing_algorithm_framework/domain/strategy.py

@@ -1,4 +1,4 @@
-from .models import TradingTimeFrame, TradingDataType, TimeUnit
+from .models import TimeUnit
 
 
 class Strategy:
@@ -11,9 +11,6 @@ class Strategy:
         worker_id=None,
         symbols=None,
         limit=None,
-        trading_data_type=None,
-        trading_data_types=None,
-        trading_time_frame=None,
     ):
         self._market = market
         self._time_unit = TimeUnit.from_value(time_unit).value
@@ -22,19 +19,6 @@ class Strategy:
         self._limit = limit
         self._worker_id = worker_id
 
-        if trading_data_type is not None:
-            self._trading_data_type = TradingDataType \
-                .from_value(trading_data_type)
-
-        if trading_data_types is not None:
-            trading_data_types = [TradingDataType.from_value(trading_data_type)
-                                  for trading_data_type in trading_data_types]
-            self._trading_data_types = trading_data_types
-
-        if trading_time_frame is not None:
-            self._trading_time_frame = TradingTimeFrame \
-                .from_value(trading_time_frame)
-
     @property
     def market(self):
         return self._market
@@ -55,18 +39,6 @@ class Strategy:
     def limit(self):
         return self._limit
 
-    @property
-    def trading_data_type(self):
-        return self._trading_data_type
-
-    @property
-    def trading_data_types(self):
-        return self._trading_data_types
-
-    @property
-    def trading_time_frame(self):
-        return self._trading_time_frame
-
     @property
     def worker_id(self):
         return self._worker_id

investing_algorithm_framework/domain/utils/__init__.py

@@ -5,6 +5,8 @@ from .stoppable_thread import StoppableThread
 from .synchronized import synchronized
 from .polars import convert_polars_to_pandas
 from .dates import is_timezone_aware, sync_timezones, get_timezone
+from .jupyter_notebook_detection import is_jupyter_notebook
+from .custom_tqdm import tqdm
 
 __all__ = [
     'synchronized',
@@ -19,5 +21,7 @@ __all__ = [
     'convert_polars_to_pandas',
     'is_timezone_aware',
     'sync_timezones',
-    'get_timezone'
+    'get_timezone',
+    'is_jupyter_notebook',
+    'tqdm'
 ]

investing_algorithm_framework/domain/utils/custom_tqdm.py

@@ -0,0 +1,22 @@
+from tqdm.notebook import tqdm as tqdm_notebook
+from tqdm import tqdm as tqdm_terminal
+
+from .jupyter_notebook_detection import is_jupyter_notebook
+
+
+def tqdm(*args, **kwargs):
+    """
+    Returns a tqdm progress bar that adapts to the
+    environment (Jupyter Notebook or terminal).
+
+    Args:
+        *args: Positional arguments for tqdm.
+        **kwargs: Keyword arguments for tqdm.
+
+    Returns:
+        tqdm object: A tqdm progress bar.
+    """
+    if is_jupyter_notebook():
+        return tqdm_notebook(*args, **kwargs)
+    else:
+        return tqdm_terminal(*args, **kwargs)

investing_algorithm_framework/domain/utils/jupyter_notebook_detection.py

@@ -0,0 +1,19 @@
+def is_jupyter_notebook():
+    """
+    Check if the code is running in a Jupyter Notebook environment.
+
+    Returns:
+        bool: True if running in a Jupyter Notebook, False otherwise.
+    """
+    try:
+        # Check for the presence of the 'IPython' module
+        from IPython import get_ipython
+        return 'IPKernelApp' in get_ipython().config
+    except ImportError:
+        return False
+    except AttributeError:
+        # If get_ipython() does not have 'config', it is not a Jupyter Notebook
+        return False
+    except Exception:
+        # Catch any other exceptions and return False
+        return False

investing_algorithm_framework/domain/utils/polars.py

@@ -1,4 +1,4 @@
-from pandas import to_datetime
+import pandas as pd
 from polars import DataFrame as PolarsDataFrame
 
 
@@ -6,17 +6,24 @@ def convert_polars_to_pandas(
     data: PolarsDataFrame,
     remove_duplicates=True,
     add_index=True,
+    add_datetime_column=True,
     datetime_column_name="Datetime"
 ):
     """
     Function to convert polars dataframe to pandas dataframe.
 
+    The function will set the index to the datetime column. The reason
+    for this is that You can filter with clean, readable code in a faster way
+    then with filtering on a column that is not the index.
+
     Args:
         data:Polars Dataframe - The original polars dataframe
         remove_duplicates: Boolean - If set to true, all duplicate
         dates will be removed from the dataframe
         add_index: Boolean - If set to true, an index will
             be added to the dataframe
+        add_datetime_column: Boolean - If set to true, a datetime
+            column will be added to the dataframe
         datetime_column_name: String - the column name that has the
             datetime object. By default this is set to column name Datetime
             This is only used if add_index is set to True
@@ -29,22 +36,18 @@ def convert_polars_to_pandas(
     if not isinstance(data, PolarsDataFrame):
         raise ValueError("Data must be a Polars DataFrame")
 
-    data = data.to_pandas().copy()
+    df = data.to_pandas().copy()
 
-    if add_index:
-        # Convert 'Datetime' column to datetime format if it's not already
-        data[datetime_column_name] = to_datetime(data[datetime_column_name])
+    if add_datetime_column and datetime_column_name not in df.columns:
+        df[datetime_column_name] = pd.to_datetime(df.index)
 
-        # Set 'Datetime' column as the index
-        data.set_index(datetime_column_name, inplace=True)
+    # Ensure datetime column is datetime type
+    df[datetime_column_name] = pd.to_datetime(df[datetime_column_name])
 
     if remove_duplicates:
+        df = df.drop_duplicates(subset=datetime_column_name, keep="first")
 
-        # Remove duplicate dates
-        data = data[~data.index.duplicated(keep='first')]
-
-    # Make sure that the datetime column is still in the dataframe
-    if datetime_column_name not in data.columns:
-        data[datetime_column_name] = data.index
+    if add_index:
+        df.set_index(datetime_column_name, inplace=True)
 
-    return data
+    return df

investing_algorithm_framework/download_data.py

@@ -1,25 +1,29 @@
+from pathlib import Path
 from dateutil import parser
+from datetime import timezone, datetime
 import pandas
 import polars
 from typing import Union
 from investing_algorithm_framework.services import DataProviderService, \
     ConfigurationService, MarketCredentialService
 from investing_algorithm_framework.infrastructure import \
-    get_default_data_providers, get_default_ohlcv_data_providers
+    get_default_data_providers
+from investing_algorithm_framework.domain import DataSource, \
+    OperationalException, DataType
 
 
 def download(
     symbol: str,
-    market=None,
-    date=None,
+    market: str = None,
+    date: Union[datetime, str] = None,
     time_frame: str = None,
-    data_type: str = "ohlcv",
-    start_date: str = None,
-    end_date: str = None,
+    data_type: Union[str, DataType] = DataType.OHLCV,
+    start_date: Union[datetime, str] = None,
+    end_date: Union[datetime, str] = None,
     window_size: int = 200,
     pandas: bool = True,
     save: bool = True,
-    storage_path: str = None,
+    storage_path: Union[str, Path] = None,
 ) -> Union[pandas.DataFrame, polars.DataFrame]:
     """
     Download market data from the specified source. This function
@@ -50,20 +54,37 @@ def download(
     data_provider_service = DataProviderService(
         default_data_providers=get_default_data_providers(),
         configuration_service=configuration_service,
-        market_credentials_service=market_credential_service,
-        default_ohlcv_data_providers=get_default_ohlcv_data_providers()
+        market_credential_service=market_credential_service,
     )
 
     if start_date is not None and isinstance(start_date, str):
         start_date = parser.parse(start_date)
+        start_date = start_date.replace(tzinfo=timezone.utc)
 
     if end_date is not None and isinstance(end_date, str):
         end_date = parser.parse(end_date)
+        end_date = end_date.replace(tzinfo=timezone.utc)
 
     if date is not None and isinstance(date, str):
         date = parser.parse(date)
+        date = date.replace(tzinfo=timezone.utc)
 
-    return data_provider_service.get_data(
+    # Check if all the datetime parameters are in UTC
+    if date is not None \
+            and (date.tzinfo is None or date.tzinfo != timezone.utc):
+        raise OperationalException("Date must be a UTC datetime object")
+
+    if start_date is not None \
+            and (
+                start_date.tzinfo is None or start_date.tzinfo != timezone.utc
+            ):
+        raise OperationalException("Start date must be a UTC datetime object")
+
+    if end_date is not None \
+            and (end_date.tzinfo is None or end_date.tzinfo != timezone.utc):
+        raise OperationalException("End date must be a UTC datetime object")
+
+    data_source = DataSource(
         symbol=symbol,
         market=market,
         data_type=data_type,
@@ -76,3 +97,12 @@ def download(
         save=save,
         storage_path=storage_path
     )
+    data_provider_service.index_data_providers(
+        data_sources=[data_source]
+    )
+    return data_provider_service.get_data(
+        data_source=data_source,
+        date=date,
+        start_date=start_date,
+        end_date=end_date,
+    )

investing_algorithm_framework/infrastructure/__init__.py

@@ -1,25 +1,22 @@
 from .database import setup_sqlalchemy, Session, \
-    create_all_tables
+    create_all_tables, clear_db
 from .models import SQLPortfolio, SQLOrder, SQLPosition, \
     SQLPortfolioSnapshot, SQLPositionSnapshot, SQLTrade, \
-    CCXTOHLCVBacktestMarketDataSource, CCXTOrderBookMarketDataSource, \
-    CCXTTickerMarketDataSource, CCXTOHLCVMarketDataSource, \
-    CSVOHLCVMarketDataSource, CSVTickerMarketDataSource, SQLTradeTakeProfit, \
-    SQLTradeStopLoss, PandasOHLCVBacktestMarketDataSource, \
-    PandasOHLCVMarketDataSource
+    SQLTradeTakeProfit, SQLTradeStopLoss
 from .repositories import SQLOrderRepository, SQLPositionRepository, \
     SQLPortfolioRepository, SQLTradeRepository, \
     SQLPortfolioSnapshotRepository, SQLPositionSnapshotRepository, \
     SQLTradeTakeProfitRepository, SQLTradeStopLossRepository, \
     SQLOrderMetadataRepository
-from .services import PerformanceService, CCXTMarketService, \
-    AzureBlobStorageStateHandler, AWSS3StorageStateHandler
-from .data_providers import CCXTDataProvider, get_default_data_providers, \
-    get_default_ohlcv_data_providers
-from .order_executors import CCXTOrderExecutor
+from .services import AzureBlobStorageStateHandler, AWSS3StorageStateHandler
+from .data_providers import CSVOHLCVDataProvider, get_default_data_providers, \
+    get_default_ohlcv_data_providers, CCXTOHLCVDataProvider, \
+    PandasOHLCVDataProvider
+from .order_executors import CCXTOrderExecutor, BacktestOrderExecutor
 from .portfolio_providers import CCXTPortfolioProvider
 
 __all__ = [
+    "clear_db",
     "create_all_tables",
     "SQLPositionRepository",
     "SQLPortfolioRepository",
@@ -32,18 +29,8 @@ __all__ = [
     "SQLTrade",
     "SQLOrder",
     "SQLPosition",
-    "PerformanceService",
     "SQLPortfolioSnapshot",
     "SQLPositionSnapshot",
-    "CCXTOHLCVMarketDataSource",
-    "CCXTOrderBookMarketDataSource",
-    "CCXTTickerMarketDataSource",
-    "CCXTOHLCVMarketDataSource",
-    "CCXTMarketService",
-    "CSVOHLCVMarketDataSource",
-    "CSVTickerMarketDataSource",
-    "CCXTOHLCVBacktestMarketDataSource",
-    "CCXTOrderBookMarketDataSource",
     "AzureBlobStorageStateHandler",
     "SQLTradeRepository",
     "SQLTradeTakeProfit",
@@ -51,12 +38,13 @@ __all__ = [
     "SQLTradeTakeProfitRepository",
     "SQLTradeStopLossRepository",
     "SQLOrderMetadataRepository",
-    "CCXTDataProvider",
+    "CSVOHLCVDataProvider",
     "CCXTOrderExecutor",
     "CCXTPortfolioProvider",
     "get_default_data_providers",
     "get_default_ohlcv_data_providers",
-    "PandasOHLCVBacktestMarketDataSource",
-    "PandasOHLCVMarketDataSource",
-    "AWSS3StorageStateHandler"
+    "AWSS3StorageStateHandler",
+    "CCXTOHLCVDataProvider",
+    "BacktestOrderExecutor",
+    "PandasOHLCVDataProvider",
 ]

investing_algorithm_framework/infrastructure/data_providers/__init__.py

@@ -1,4 +1,6 @@
-from .ccxt import CCXTDataProvider, CCXTOHLCVDataProvider
+from .ccxt import CCXTOHLCVDataProvider
+from .csv import CSVOHLCVDataProvider
+from .pandas import PandasOHLCVDataProvider
 
 
 def get_default_data_providers():
@@ -9,7 +11,7 @@ def get_default_data_providers():
         list: List of default data providers.
     """
     return [
-        CCXTDataProvider(),
+        CCXTOHLCVDataProvider(),
     ]
 
 
@@ -26,8 +28,9 @@ def get_default_ohlcv_data_providers():
 
 
 __all__ = [
-    'CCXTDataProvider',
+    'CSVOHLCVDataProvider',
     'CCXTOHLCVDataProvider',
     'get_default_data_providers',
-    'get_default_ohlcv_data_providers'
+    'get_default_ohlcv_data_providers',
+    'PandasOHLCVDataProvider',
 ]