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

investing_algorithm_framework/app/context.py

@@ -1,14 +1,16 @@
 import logging
+from datetime import datetime, timezone
 from typing import List
 
 from investing_algorithm_framework.services import ConfigurationService, \
-    MarketCredentialService, MarketDataSourceService, \
-    OrderService, PortfolioConfigurationService, PortfolioService, \
-    PositionService, TradeService
+    MarketCredentialService, OrderService, PortfolioConfigurationService, \
+    PortfolioService, PositionService, TradeService, DataProviderService, \
+    TradeStopLossService, TradeTakeProfitService
 from investing_algorithm_framework.domain import OrderStatus, OrderType, \
     OrderSide, OperationalException, Portfolio, RoundingService, \
-    BACKTESTING_FLAG, BACKTESTING_INDEX_DATETIME, TradeRiskType, Order, \
-    Position, Trade, TradeStatus, MarketService, MarketCredential
+    BACKTESTING_FLAG, INDEX_DATETIME, Order, \
+    Position, Trade, TradeStatus, MarketCredential, TradeStopLoss, \
+    TradeTakeProfit
 
 logger = logging.getLogger("investing_algorithm_framework")
 
@@ -28,9 +30,10 @@ class Context:
         position_service: PositionService,
         order_service: OrderService,
         market_credential_service: MarketCredentialService,
-        market_data_source_service: MarketDataSourceService,
-        market_service: MarketService,
         trade_service: TradeService,
+        trade_stop_loss_service: TradeStopLossService,
+        trade_take_profit_service: TradeTakeProfitService,
+        data_provider_service: DataProviderService
     ):
         self.configuration_service: ConfigurationService = \
             configuration_service
@@ -41,10 +44,12 @@ class Context:
         self.order_service: OrderService = order_service
         self.market_credential_service: MarketCredentialService = \
             market_credential_service
-        self.market_data_source_service: MarketDataSourceService = \
-            market_data_source_service
-        self.market_service: MarketService = market_service
+        self.data_provider_service: DataProviderService = data_provider_service
         self.trade_service: TradeService = trade_service
+        self.trade_stop_loss_service: TradeStopLossService = \
+            trade_stop_loss_service
+        self.trade_take_profit_service: TradeTakeProfitService = \
+            trade_take_profit_service
 
     @property
     def config(self):
@@ -110,7 +115,7 @@ class Context:
         if BACKTESTING_FLAG in self.configuration_service.config \
                 and self.configuration_service.config[BACKTESTING_FLAG]:
             order_data["created_at"] = \
-                self.configuration_service.config[BACKTESTING_INDEX_DATETIME]
+                self.configuration_service.config[INDEX_DATETIME]
 
         return self.order_service.create(
             order_data, execute=execute, validate=validate, sync=sync
@@ -255,7 +260,7 @@ class Context:
         if BACKTESTING_FLAG in self.configuration_service.config \
                 and self.configuration_service.config[BACKTESTING_FLAG]:
             order_data["created_at"] = \
-                self.configuration_service.config[BACKTESTING_INDEX_DATETIME]
+                self.configuration_service.config[INDEX_DATETIME]
 
         return self.order_service.create(
             order_data, execute=execute, validate=validate, sync=sync
@@ -333,7 +338,7 @@ class Context:
         if BACKTESTING_FLAG in self.configuration_service.config \
                 and self.configuration_service.config[BACKTESTING_FLAG]:
             order_data["created_at"] = \
-                self.configuration_service.config[BACKTESTING_INDEX_DATETIME]
+                self.configuration_service.config[INDEX_DATETIME]
 
         return self.order_service.create(order_data)
 
@@ -404,7 +409,7 @@ class Context:
         if BACKTESTING_FLAG in self.configuration_service.config \
                 and self.configuration_service.config[BACKTESTING_FLAG]:
             order_data["created_at"] = \
-                self.configuration_service.config[BACKTESTING_INDEX_DATETIME]
+                self.configuration_service.config[INDEX_DATETIME]
         return self.order_service.create(
             order_data, execute=True, validate=True, sync=True
         )
@@ -424,9 +429,52 @@ class Context:
         """
 
         if market is None:
-            return self.portfolio_service.get_all()[0]
+            portfolio = self.portfolio_service.get_all()[0]
+        else:
+            portfolio = self.portfolio_service.find({"market": market})
+
+        # Retrieve positions
+        positions = self.position_service.get_all(
+            {"portfolio": portfolio.id}
+        )
+
+        if BACKTESTING_FLAG in self.configuration_service.config \
+                and self.configuration_service.config[BACKTESTING_FLAG]:
+            date = self.configuration_service.config[INDEX_DATETIME]
+        else:
+            date = datetime.now(tz=timezone.utc)
+
+        allocated = 0.0
+
+        for position in positions:
+
+            if position.symbol != portfolio.trading_symbol:
+                ticker = self.data_provider_service.get_ticker_data(
+                    symbol=f"{position.symbol}/{portfolio.trading_symbol}",
+                    market=portfolio.market,
+                    date=date
+                )
+                if ticker is not None and "bid" in ticker:
+                    allocated += position.get_amount() * ticker["bid"]
+
+        portfolio.allocated = allocated
+        return portfolio
+
+    def get_latest_price(self, symbol, market=None):
+
+        if BACKTESTING_FLAG in self.configuration_service.config \
+                and self.configuration_service.config[BACKTESTING_FLAG]:
+            date = self.configuration_service.config[INDEX_DATETIME]
+        else:
+            date = datetime.now(tz=timezone.utc)
+
+        ticker = self.data_provider_service.get_ticker_data(
+            symbol=symbol,
+            market=market,
+            date=date
+        )
 
-        return self.portfolio_service.find({"market": market})
+        return ticker['bid'] if ticker and 'bid' in ticker else None
 
     def get_portfolios(self):
         """
@@ -761,41 +809,6 @@ class Context:
         query_params["symbol"] = symbol
         return self.position_service.exists(query_params)
 
-    def get_position_percentage_of_portfolio(
-        self, symbol, market=None, identifier=None
-    ) -> float:
-        """
-        Returns the percentage of the current total value of the portfolio
-        that is allocated to a position. This is calculated by dividing
-        the current value of the position by the total current value
-        of the portfolio.
-        """
-
-        query_params = {}
-
-        if market is not None:
-            query_params["market"] = market
-
-        if identifier is not None:
-            query_params["identifier"] = identifier
-
-        portfolios = self.portfolio_service.get_all(query_params)
-
-        if not portfolios:
-            raise OperationalException("No portfolio found.")
-
-        portfolio = portfolios[0]
-        position = self.position_service.find(
-            {"portfolio": portfolio.id, "symbol": symbol}
-        )
-        full_symbol = f"{position.symbol.upper()}/" \
-                      f"{portfolio.trading_symbol.upper()}"
-        ticker = self.market_data_source_service.get_ticker(
-            symbol=full_symbol, market=market
-        )
-        total = self.get_unallocated() + self.get_allocated()
-        return (position.amount * ticker["bid"] / total) * 100
-
     def get_position_percentage_of_portfolio_by_net_size(
         self, symbol, market=None, identifier=None
     ) -> float:
@@ -828,7 +841,12 @@ class Context:
         return (position.cost / net_size) * 100
 
     def close_position(
-        self, position=None, symbol=None, portfolio=None, precision=None
+        self,
+        position=None,
+        symbol=None,
+        portfolio=None,
+        precision=None,
+        price=None
     ) -> Order:
         """
         Function to close a position. This function will close a position
@@ -841,6 +859,8 @@ class Context:
             symbol (Optional): The symbol of the asset
             portfolio (Optional): The portfolio where the position is located
             precision (Optional): The precision of the amount
+            price (Optional[Float]): The price with which the position needs
+                to be closed.
 
         Returns:
             Order: The order created to close the position
@@ -887,19 +907,25 @@ class Context:
 
         target_symbol = position.get_symbol()
         symbol = f"{target_symbol.upper()}/{portfolio.trading_symbol.upper()}"
-        ticker = self.market_data_source_service.get_ticker(
-            symbol=symbol, market=portfolio.market
-        )
+
+        if price is None:
+            ticker = self.data_provider_service.get_ticker_data(
+                symbol=symbol,
+                market=portfolio.market,
+                date=self.config[INDEX_DATETIME]
+            )
+            price = ticker["bid"]
+
         logger.info(
             f"Closing position {position.symbol} "
             f"with amount {position.get_amount()} "
-            f"at price {ticker['bid']}"
+            f"at price {price}"
         )
         return self.create_limit_order(
             target_symbol=position.symbol,
             amount=position.get_amount(),
             order_side=OrderSide.SELL.value,
-            price=ticker["bid"],
+            price=price,
             precision=precision,
         )
 
@@ -951,8 +977,9 @@ class Context:
 
                 symbol = f"{position.symbol.upper()}/" \
                          f"{portfolio.trading_symbol.upper()}"
-                ticker = self.market_data_source_service.get_ticker(
-                    symbol=symbol, market=market,
+                current_date = self.config[INDEX_DATETIME]
+                ticker = self.data_provider_service.get_ticker_data(
+                    symbol=symbol, market=portfolio.market, date=current_date
                 )
                 allocated = allocated + \
                     (position.get_amount() * ticker["bid"])
@@ -1351,11 +1378,12 @@ class Context:
 
     def add_stop_loss(
         self,
-        trade,
+        trade: Trade,
         percentage: float,
-        trade_risk_type=TradeRiskType.FIXED,
+        trailing: bool = False,
         sell_percentage: float = 100,
-    ):
+        created_at: datetime = None,
+    ) -> TradeStopLoss:
         """
         Function to add a stop loss to a trade.
 
@@ -1373,32 +1401,39 @@ class Context:
             * BTC price drops to $39,900 → SL level reached, trade closes.
 
         Args:
-            trade: Trade object representing the trade
-            percentage: float representing the percentage of the open price
-                that the stop loss should be set at
-            trade_risk_type: The type of the stop loss, fixed
-                or trailing
-            sell_percentage: float representing the percentage of the trade
-                that should be sold if the stop loss is triggered
+            trade (Trade): Trade object representing the trade
+            percentage (float): float representing the percentage
+                of the open price that the stop loss should
+                be set at. This must be a positive
+                number, e.g. 5 for 5%, or 10 for 10%.
+            trailing (bool): Whether the stop loss should be trailing
+                or fixed.
+            sell_percentage (float): float representing the
+                percentage of the trade that should be sold if the
+                stop loss is triggered
+            created_at: datetime: The date and time when the stop loss
+                was created. If not specified, the current date and time
+                will be used.
 
         Returns:
             None
         """
-        self.trade_service.add_stop_loss(
+        return self.trade_service.add_stop_loss(
             trade,
             percentage=percentage,
-            trade_risk_type=trade_risk_type,
+            trailing=trailing,
             sell_percentage=sell_percentage,
+            created_at=created_at,
         )
-        return self.trade_service.get(trade.id)
 
     def add_take_profit(
         self,
-        trade,
+        trade: Trade,
         percentage: float,
-        trade_risk_type=TradeRiskType.FIXED,
+        trailing: bool = False,
         sell_percentage: float = 100,
-    ) -> None:
+        created_at: datetime = None,
+    ) -> TradeTakeProfit:
         """
         Function to add a take profit to a trade. This function will add a
         take profit to the specified trade. If the take profit is triggered,
@@ -1418,24 +1453,30 @@ class Context:
             * BTC drops to $42,750 → Trade closes, securing profit.
 
         Args:
-            trade: Trade object representing the trade
-            percentage: float representing the percentage of the open price
-                that the stop loss should be set at
-            trade_risk_type: The type of the stop loss, fixed
-                or trailing
-            sell_percentage: float representing the percentage of the trade
-                that should be sold if the stop loss is triggered
+            trade (Trade): Trade object representing the trade
+            percentage (float): float representing the percentage
+                of the open price that the stop loss should
+                be set at. This must be a positive
+                number, e.g. 5 for 5%, or 10 for 10%.
+            trailing (bool): Whether the take profit should be trailing
+                or fixed.
+            sell_percentage (float): float representing the
+                percentage of the trade that should be sold if the
+                stop loss is triggered
+            created_at: datetime: The date and time when the take profit
+                was created. If not specified, the current date and time
+                will be used.
 
         Returns:
             None
         """
-        self.trade_service.add_take_profit(
+        return self.trade_service.add_take_profit(
             trade,
             percentage=percentage,
-            trade_risk_type=trade_risk_type,
+            trailing=trailing,
             sell_percentage=sell_percentage,
+            created_at=created_at,
         )
-        return self.trade_service.get(trade.id)
 
     def close_trade(self, trade, precision=None) -> None:
         """
@@ -1451,7 +1492,6 @@ class Context:
         Returns:
             None
         """
-
         trade = self.trade_service.get(trade.id)
 
         if TradeStatus.CLOSED.equals(trade.status):
@@ -1479,8 +1519,10 @@ class Context:
             )
             amount = position.get_amount()
 
-        ticker = self.market_data_source_service.get_ticker(
-            symbol=trade.symbol, market=portfolio.market
+        ticker = self.data_provider_service.get_ticker_data(
+            symbol=trade.symbol,
+            market=portfolio.market,
+            date=self.config[INDEX_DATETIME]
         )
         logger.info(f"Closing trade {trade.id} {trade.symbol}")
         self.order_service.create(
@@ -1615,3 +1657,69 @@ class Context:
             List[MarketCredential]: A list of all market credentials
         """
         return self.market_credential_service.get_all()
+
+    def get_trading_symbol(self, portfolio_id=None):
+        """
+        Function to get the trading symbol of a portfolio. If the
+        portfolio_id parameter is specified, the function will return
+        the trading symbol of the portfolio with the specified id.
+
+        Args:
+            portfolio_id: The id of the portfolio to get the trading symbol for
+
+        Returns:
+            str: The trading symbol of the portfolio
+        """
+        if portfolio_id is None:
+            if self.portfolio_service.count() > 1:
+                raise OperationalException(
+                    "Multiple portfolios found. Please specify a "
+                    "portfolio identifier."
+                )
+            portfolio = self.portfolio_service.get_all()[0]
+        else:
+            portfolio = self.portfolio_service.get(portfolio_id)
+
+        return portfolio.trading_symbol
+
+    def get_take_profits(
+        self, triggered: bool = None
+    ) -> List[TradeTakeProfit]:
+        """
+        Function to get all take profits. If the triggered parameter
+        is specified, the function will return all take profits that
+        match the triggered status.
+
+        Args:
+            triggered (bool): The triggered status of the take profits
+
+        Returns:
+            List[TradeTakeProfit]: A list of take profits
+        """
+        query_params = {}
+
+        if triggered is not None:
+            query_params["triggered"] = triggered
+
+        return self.trade_take_profit_service.get_all(query_params)
+
+    def get_stop_losses(
+        self, triggered: bool = None
+    ) -> List[TradeStopLoss]:
+        """
+        Function to get all stop losses. If the triggered parameter
+        is specified, the function will return all stop losses that
+        match the triggered status.
+
+        Args:
+            triggered (bool): The triggered status of the stop losses
+
+        Returns:
+            List[TradeStopLoss]: A list of stop losses
+        """
+        query_params = {}
+
+        if triggered is not None:
+            query_params["triggered"] = triggered
+
+        return self.trade_stop_loss_service.get_all(query_params)