investing-algorithm-framework 7.16.11__tar.gz → 7.16.13__tar.gz

{investing_algorithm_framework-7.16.11 → investing_algorithm_framework-7.16.13}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.16.11
+Version: 7.16.13
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.16.11 → investing_algorithm_framework-7.16.13}/investing_algorithm_framework/__init__.py

@@ -14,7 +14,7 @@ from .domain import ApiException, combine_backtests, PositionSize, \
     Position, TimeFrame, INDEX_DATETIME, MarketCredential, \
     PortfolioConfiguration, RESOURCE_DIRECTORY, AWS_LAMBDA_LOGGING_CONFIG, \
     Trade, SYMBOLS, RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT, \
-    BacktestDateRange, convert_polars_to_pandas, \
+    BacktestDateRange, convert_polars_to_pandas, BacktestRun, \
     DEFAULT_LOGGING_CONFIG, DataType, DataProvider, \
     TradeStatus, TradeRiskType, generate_backtest_summary_metrics, \
     APPLICATION_DIRECTORY, DataSource, OrderExecutor, PortfolioProvider, \
@@ -189,4 +189,5 @@ __all__ = [
     "get_negative_trades",
     "get_positive_trades",
     "get_number_of_trades",
+    "BacktestRun"
 ]

{investing_algorithm_framework-7.16.11 → investing_algorithm_framework-7.16.13}/investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py

@@ -150,23 +150,24 @@ class PortfolioSnapshot(BaseModel):
         if datetime_format is not None:
             created_at = self.created_at.strftime(datetime_format) \
                 if self.created_at else None
-
         else:
             created_at = self.created_at.strftime(DEFAULT_DATETIME_FORMAT)
 
         return {
-            "metadata": self.metadata,
-            "portfolio_id": self.portfolio_id,
-            "trading_symbol": self.trading_symbol,
-            "pending_value": self.pending_value,
-            "unallocated": self.unallocated,
-            "total_net_gain": self.total_net_gain,
-            "total_revenue": self.total_revenue,
-            "total_cost": self.total_cost,
-            "cash_flow": self.cash_flow,
-            "net_size": self.net_size,
-            "created_at": created_at,
-            "total_value": self.total_value,
+            "metadata": self.metadata if self.metadata else {},
+            "portfolio_id": self.portfolio_id if self.portfolio_id else "",
+            "trading_symbol": self.trading_symbol
+            if self.trading_symbol else "",
+            "pending_value": self.pending_value if self.pending_value else 0.0,
+            "unallocated": self.unallocated if self.unallocated else 0.0,
+            "total_net_gain": self.total_net_gain
+            if self.total_net_gain else 0.0,
+            "total_revenue": self.total_revenue if self.total_revenue else 0.0,
+            "total_cost": self.total_cost if self.total_cost else 0.0,
+            "cash_flow": self.cash_flow if self.cash_flow else 0.0,
+            "net_size": self.net_size if self.net_size else 0.0,
+            "created_at": created_at if created_at else "",
+            "total_value": self.total_value if self.total_value else 0.0,
         }
 
     @staticmethod

{investing_algorithm_framework-7.16.11 → investing_algorithm_framework-7.16.13}/investing_algorithm_framework/domain/models/trade/trade.py

@@ -283,14 +283,14 @@ class Trade(BaseModel):
             "trading_symbol": self.trading_symbol,
             "status": self.status,
             "amount": self.amount,
-            "remaining": self.remaining,
+            "remaining": self.remaining if self.remaining is not None else 0,
             "open_price": self.open_price,
             "last_reported_price": self.last_reported_price,
             "opened_at": opened_at,
             "closed_at": closed_at,
             "updated_at": updated_at,
-            "net_gain": self.net_gain,
-            "cost": self.cost,
+            "net_gain": self.net_gain if self.net_gain is not None else 0,
+            "cost": self.cost if self.cost is not None else 0,
             "stop_losses": [
                 stop_loss.to_dict(datetime_format=datetime_format)
                 for stop_loss in self.stop_losses

{investing_algorithm_framework-7.16.11 → investing_algorithm_framework-7.16.13}/investing_algorithm_framework/services/backtesting/backtest_service.py

@@ -165,13 +165,19 @@ class BacktestService:
             portfolio_configurations = []
             portfolio_configurations.append(
                 PortfolioConfiguration(
+                    identifier="vector_backtest",
                     market=market,
                     trading_symbol=trading_symbol,
                     initial_balance=initial_amount
                 )
             )
 
+        portfolio_configuration = portfolio_configurations[0]
+
         trading_symbol = portfolio_configurations[0].trading_symbol
+        portfolio = Portfolio.from_portfolio_configuration(
+            portfolio_configuration
+        )
 
         # Load vectorized backtest data
         data = self._data_provider_service.get_vectorized_backtest_data(
@@ -188,7 +194,9 @@ class BacktestService:
         index = pd.Index([])
 
         most_granular_ohlcv_data_source = \
-            self._get_most_granular_ohlcv_data_source(strategy.data_sources)
+            BacktestService.get_most_granular_ohlcv_data_source(
+                strategy.data_sources
+            )
         most_granular_ohlcv_data = self._data_provider_service.get_ohlcv_data(
                 symbol=most_granular_ohlcv_data_source.symbol,
                 start_date=backtest_date_range.start_date,
@@ -212,6 +220,8 @@ class BacktestService:
         granular_ohlcv_data_order_by_symbol = {}
         snapshots = [
             PortfolioSnapshot(
+                trading_symbol=trading_symbol,
+                portfolio_id=portfolio.identifier,
                 created_at=backtest_date_range.start_date,
                 unallocated=initial_amount,
                 total_value=initial_amount,
@@ -346,7 +356,7 @@ class BacktestService:
                         {
                             "orders": trade_orders,
                             "closed_at": current_date,
-                            "trade_status": TradeStatus.CLOSED,
+                            "status": TradeStatus.CLOSED,
                             "updated_at": current_date,
                             "net_gain": net_gain_val
                         }
@@ -392,6 +402,7 @@ class BacktestService:
             # total_net_gain = total_value - initial_amount
             snapshots.append(
                 PortfolioSnapshot(
+                    portfolio_id=portfolio.identifier,
                     created_at=interval_datetime,
                     unallocated=unallocated,
                     total_value=unallocated + allocated,
@@ -580,7 +591,7 @@ class BacktestService:
         )
 
     @staticmethod
-    def _get_most_granular_ohlcv_data_source(data_sources):
+    def get_most_granular_ohlcv_data_source(data_sources):
         """
         Get the most granular data source from a list of data sources.
 

{investing_algorithm_framework-7.16.11 → investing_algorithm_framework-7.16.13}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "investing-algorithm-framework"
-version = "v7.16.11"
+version = "v7.16.13"
 description = "A framework for creating trading bots"
 authors = ["MDUYN"]
 readme = "README.md"