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

investing_algorithm_framework/services/market_data_source_service/data_provider_service.py

@@ -1,350 +0,0 @@
-import logging
-from collections import defaultdict
-from datetime import datetime
-from typing import List, Optional
-
-from investing_algorithm_framework.domain import DataProvider, \
-    OperationalException, ImproperlyConfigured, TradingDataType
-
-logger = logging.getLogger("investing_algorithm_framework")
-
-
-class DataProviderIndex:
-    """
-    Class to index data providers. Given a list of data providers, each data
-    provider will be indexed given that it has support for the given query
-    params
-    """
-
-    def __init__(self, data_providers: List[DataProvider] = []):
-        self.data_providers: List[DataProvider] = data_providers
-
-    def register_data_provider(self, data_provider: DataProvider) -> None:
-        """
-        Register a new data provider.
-
-        Args:
-            data_provider (DataProvider): The data provider to register.
-        """
-        self.data_providers.append(data_provider)
-
-
-class OHLCVDataProviderIndex:
-    """
-    Efficient lookup for ohlcv data providers in O(1) time.
-
-    Attributes:
-        data_providers (List[DataProvider]): List of data providers
-        order_executor_lookup (dict): Dictionary to store the lookup
-            for order executors based on market.
-    """
-    def __init__(self, data_providers=[]):
-        self.data_providers = data_providers
-        self.data_providers_lookup = defaultdict()
-
-    def add(self, data_provider: DataProvider):
-        """
-        Add a data provider to the lookup.
-
-        Args:
-            data_provider (DataProvider): The data provider to be added.
-
-        Returns:
-            None
-        """
-        self.data_providers.append(data_provider)
-
-    def register(self, symbol, market) -> DataProvider:
-        """
-        Register an ohlcv data provider for a given market and symbol.
-
-        This method will also check if the data provider supports
-        the market. If no data provider is found for the market and symbol,
-        it will raise an ImproperlyConfigured exception.
-
-        If multiple data providers are found for the market and symbol,
-        it will sort them by priority and pick the best one.
-
-        Args:
-            market (str): The market to register the data provider for.
-            symbol (str): The symbol to register the data provider for.
-
-        Returns:
-            None
-        """
-        matches = []
-
-        for data_provider in self.data_providers:
-
-            if data_provider.supports(market, symbol):
-                matches.append(data_provider)
-
-        if len(matches) == 0:
-            raise ImproperlyConfigured(
-                f"No data provider found for market "
-                f"{market} and symbol {symbol}."
-                f" Please make sure that you have registered a data provider "
-                f"provider for the market and symbol you are trying to use"
-            )
-
-        # Sort by priority and pick the best one
-        best_provider = sorted(matches, key=lambda x: x.priority)[0]
-        self.data_providers_lookup[(market, symbol)] = best_provider
-        return best_provider
-
-    def get(self, symbol, market: str):
-        """
-        Get the ohlcv data provider for a given market and symbol.
-        If no data provider is found for the market and symbol,
-        it will return None.
-
-        Args:
-            market (str): The market to get the order executor for.
-            symbol (str): The symbol to get the order executor for.
-
-        Returns:
-            DataProvider: The data provider for the market and symbol,
-        """
-        return self.data_providers_lookup.get((market, symbol), None)
-
-    def get_all(self) -> List[DataProvider]:
-        """
-        Get all order executors.
-        This method will return all order executors that are currently
-        registered in the order_executors list.
-
-        Returns:
-            List[OrderExecutor]: A list of all order executors.
-        """
-        return self.data_providers
-
-    def reset(self):
-        """
-        Function to reset the order executor lookup table
-
-        Returns:
-            None
-        """
-        self.data_providers_lookup = defaultdict()
-        self.data_providers = []
-
-
-class DataProviderService:
-    data_providers: List[DataProvider] = []
-    default_data_providers: List[DataProvider] = [
-        # Add default data providers here
-    ]
-    data_provider_index: DataProviderIndex = None
-    ohlcv_data_provider_index: OHLCVDataProviderIndex = None
-
-    def __init__(
-        self,
-        configuration_service,
-        market_credentials_service,
-        default_data_providers: List[DataProvider] = [],
-        default_ohlcv_data_providers: List[DataProvider] = []
-    ):
-        """
-        Initialize the DataProviderService with a list of data providers.
-
-        Args:
-            default_data_providers (List[DataProvider]): A list of default
-                data providers to use.
-        """
-        self.default_data_providers = default_data_providers
-        self.data_provider_index = DataProviderIndex(default_data_providers)
-        self.configuration_service = configuration_service
-        self.market_credentials_service = market_credentials_service
-        self.ohlcv_data_provider_index = OHLCVDataProviderIndex(
-            data_providers=default_ohlcv_data_providers
-        )
-
-    def get_data(
-        self,
-        symbol: str,
-        data_type=None,
-        date: datetime = None,
-        market: str = None,
-        time_frame: str = None,
-        start_date: datetime = None,
-        end_date: datetime = None,
-        storage_path=None,
-        window_size=None,
-        pandas=False,
-        save: bool = False,
-    ):
-        """
-        Function to get data from the data provider.
-
-        Args:
-            data_type (str): The type of data to get (e.g., "ohlcv", "ticker").
-            date (datetime): The date to get data for.
-            symbol (str): The symbol to get data for.
-            market (str): The market to get data from.
-            time_frame (str): The time frame to get data for.
-            start_date (datetime): The start date for the data.
-            end_date (datetime): The end date for the data.
-            storage_path (str): The path to store the data.
-            window_size (int): The size of the data window.
-            pandas (bool): Whether to return the data as a pandas DataFrame.
-
-        Returns:
-            DataFrame: The data for the given symbol and market.
-        """
-
-        data_provider = self.find_data_provider(
-            symbol=symbol, market=market, data_type=data_type
-        )
-
-        if data_provider is None:
-            self._throw_no_data_provider_exception(
-                {
-                    "symbol": symbol,
-                    "market": market,
-                    "data_type": data_type,
-                    "time_frame": time_frame,
-                }
-            )
-
-        if self.configuration_service is not None:
-            data_provider.config = self.configuration_service.get_config()
-
-        return data_provider.get_data(
-            data_type=data_type,
-            date=date,
-            symbol=symbol,
-            market=market,
-            time_frame=time_frame,
-            start_date=start_date,
-            end_date=end_date,
-            storage_path=storage_path,
-            window_size=window_size,
-            pandas=pandas,
-            save=save
-        )
-
-    def get_backtest_data(
-        self,
-        symbol: str,
-        data_type: str,
-        market: str = None,
-        backtest_index_date: datetime = None,
-        time_frame: str = None,
-        start_date: datetime = None,
-        end_date: datetime = None,
-        storage_path=None,
-        window_size=None,
-        pandas=False,
-        save: bool = False,
-    ):
-
-        """
-        Function to get backtest data from the data provider.
-
-        Args:
-            symbol (str): The symbol to get data for.
-            market (str): The market to get data from.
-            time_frame (str): The time frame to get data for.
-            start_date (datetime): The start date for the data.
-            end_date (datetime): The end date for the data.
-            storage_path (str): The path to store the data.
-            window_size (int): The size of the data window.
-            pandas (bool): Whether to return the data as a pandas DataFrame.
-
-        Returns:
-            DataFrame: The backtest data for the given symbol and market.
-        """
-        data_provider = self.data_provider_index.find_data_provider(
-            symbol=symbol,
-            market=market,
-            time_frame=time_frame,
-        )
-
-        if data_provider is None:
-            self._throw_no_data_provider_exception(
-                {
-                    "symbol": symbol,
-                    "market": market,
-                    "data_type": data_type,
-                    "time_frame": time_frame,
-                }
-            )
-
-        return data_provider.get_backtest_data(
-            symbol=symbol,
-            market=market,
-            time_frame=time_frame,
-            backtest_index_date=backtest_index_date,
-            start_date=start_date,
-            end_date=end_date,
-            storage_path=storage_path,
-            window_size=window_size,
-            pandas=pandas,
-        )
-
-    def _throw_no_data_provider_exception(self, params):
-        """
-        Raise an exception if no data provider is found for the given params
-        """
-        non_null_params = {k: v for k, v in params.items() if v is not None}
-        if len(non_null_params) == 0:
-            raise OperationalException(
-                "No data provider found for the given parameters"
-            )
-
-        params = ", ".join(
-            [f"{k}: {v}" for k, v in non_null_params.items()]
-        )
-
-        raise OperationalException(
-            f"No data provider found for the given parameters: {params}"
-        )
-
-    def add_data_provider(
-        self, data_provider: DataProvider, priority: int = 0
-    ):
-        """
-        Add a data provider to the service.
-
-        Args:
-            data_provider (DataProvider): The data provider to add.
-            priority (int): The priority of the data provider.
-        """
-        self.data_providers.append(data_provider)
-        self.data_providers.sort(key=lambda x: x.priority, reverse=True)
-
-    def find_data_provider(
-        self,
-        symbol: Optional[str] = None,
-        market: Optional[str] = None,
-        data_type: Optional[str] = None,
-        time_frame: Optional[str] = None,
-    ):
-        """
-        Function to find a data provider based on the given parameters.
-
-        Args:
-            symbol (str): The symbol to find the data provider for.
-            market (str): The market to find the data provider for.
-            data_type (str): The type of data to find the data provider for.
-            time_frame (str): The time frame to find the data provider for.
-
-        Returns:
-            DataProvider: The data provider that matches the given parameters.
-        """
-        data_provider = None
-
-        if TradingDataType.OHLCV.equals(data_type):
-            # Check if there is already a registered data provider
-            data_provider = self.ohlcv_data_provider_index.get(
-                symbol=symbol, market=market
-            )
-
-            if data_provider is None:
-                # Try to register a new data provider if it is not
-                # already registered
-                data_provider = self.ohlcv_data_provider_index.register(
-                    symbol=symbol, market=market
-                )
-
-        return data_provider