investing-algorithm-framework 7.19.14__py3-none-any.whl
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- investing_algorithm_framework/__init__.py +197 -0
- investing_algorithm_framework/app/__init__.py +47 -0
- investing_algorithm_framework/app/algorithm/__init__.py +7 -0
- investing_algorithm_framework/app/algorithm/algorithm.py +239 -0
- investing_algorithm_framework/app/algorithm/algorithm_factory.py +114 -0
- investing_algorithm_framework/app/analysis/__init__.py +15 -0
- investing_algorithm_framework/app/analysis/backtest_data_ranges.py +121 -0
- investing_algorithm_framework/app/analysis/backtest_utils.py +107 -0
- investing_algorithm_framework/app/analysis/permutation.py +116 -0
- investing_algorithm_framework/app/analysis/ranking.py +297 -0
- investing_algorithm_framework/app/app.py +2204 -0
- investing_algorithm_framework/app/app_hook.py +28 -0
- investing_algorithm_framework/app/context.py +1667 -0
- investing_algorithm_framework/app/eventloop.py +590 -0
- investing_algorithm_framework/app/reporting/__init__.py +27 -0
- investing_algorithm_framework/app/reporting/ascii.py +921 -0
- investing_algorithm_framework/app/reporting/backtest_report.py +349 -0
- investing_algorithm_framework/app/reporting/charts/__init__.py +19 -0
- investing_algorithm_framework/app/reporting/charts/entry_exist_signals.py +66 -0
- investing_algorithm_framework/app/reporting/charts/equity_curve.py +37 -0
- investing_algorithm_framework/app/reporting/charts/equity_curve_drawdown.py +74 -0
- investing_algorithm_framework/app/reporting/charts/line_chart.py +11 -0
- investing_algorithm_framework/app/reporting/charts/monthly_returns_heatmap.py +70 -0
- investing_algorithm_framework/app/reporting/charts/ohlcv_data_completeness.py +51 -0
- investing_algorithm_framework/app/reporting/charts/rolling_sharp_ratio.py +79 -0
- investing_algorithm_framework/app/reporting/charts/yearly_returns_barchart.py +55 -0
- investing_algorithm_framework/app/reporting/generate.py +185 -0
- investing_algorithm_framework/app/reporting/tables/__init__.py +11 -0
- investing_algorithm_framework/app/reporting/tables/key_metrics_table.py +217 -0
- investing_algorithm_framework/app/reporting/tables/stop_loss_table.py +0 -0
- investing_algorithm_framework/app/reporting/tables/time_metrics_table.py +80 -0
- investing_algorithm_framework/app/reporting/tables/trade_metrics_table.py +147 -0
- investing_algorithm_framework/app/reporting/tables/trades_table.py +75 -0
- investing_algorithm_framework/app/reporting/tables/utils.py +29 -0
- investing_algorithm_framework/app/reporting/templates/report_template.html.j2 +154 -0
- investing_algorithm_framework/app/stateless/__init__.py +35 -0
- investing_algorithm_framework/app/stateless/action_handlers/__init__.py +84 -0
- investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py +8 -0
- investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py +15 -0
- investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py +40 -0
- investing_algorithm_framework/app/stateless/exception_handler.py +40 -0
- investing_algorithm_framework/app/strategy.py +675 -0
- investing_algorithm_framework/app/task.py +41 -0
- investing_algorithm_framework/app/web/__init__.py +5 -0
- investing_algorithm_framework/app/web/controllers/__init__.py +13 -0
- investing_algorithm_framework/app/web/controllers/orders.py +20 -0
- investing_algorithm_framework/app/web/controllers/portfolio.py +20 -0
- investing_algorithm_framework/app/web/controllers/positions.py +18 -0
- investing_algorithm_framework/app/web/create_app.py +20 -0
- investing_algorithm_framework/app/web/error_handler.py +59 -0
- investing_algorithm_framework/app/web/responses.py +20 -0
- investing_algorithm_framework/app/web/run_strategies.py +4 -0
- investing_algorithm_framework/app/web/schemas/__init__.py +12 -0
- investing_algorithm_framework/app/web/schemas/order.py +12 -0
- investing_algorithm_framework/app/web/schemas/portfolio.py +22 -0
- investing_algorithm_framework/app/web/schemas/position.py +15 -0
- investing_algorithm_framework/app/web/setup_cors.py +6 -0
- investing_algorithm_framework/cli/__init__.py +0 -0
- investing_algorithm_framework/cli/cli.py +207 -0
- investing_algorithm_framework/cli/deploy_to_aws_lambda.py +499 -0
- investing_algorithm_framework/cli/deploy_to_azure_function.py +718 -0
- investing_algorithm_framework/cli/initialize_app.py +603 -0
- investing_algorithm_framework/cli/templates/.gitignore.template +178 -0
- investing_algorithm_framework/cli/templates/app.py.template +18 -0
- investing_algorithm_framework/cli/templates/app_aws_lambda_function.py.template +48 -0
- investing_algorithm_framework/cli/templates/app_azure_function.py.template +14 -0
- investing_algorithm_framework/cli/templates/app_web.py.template +18 -0
- investing_algorithm_framework/cli/templates/aws_lambda_dockerfile.template +22 -0
- investing_algorithm_framework/cli/templates/aws_lambda_dockerignore.template +92 -0
- investing_algorithm_framework/cli/templates/aws_lambda_readme.md.template +110 -0
- investing_algorithm_framework/cli/templates/aws_lambda_requirements.txt.template +2 -0
- investing_algorithm_framework/cli/templates/azure_function_function_app.py.template +65 -0
- investing_algorithm_framework/cli/templates/azure_function_host.json.template +15 -0
- investing_algorithm_framework/cli/templates/azure_function_local.settings.json.template +8 -0
- investing_algorithm_framework/cli/templates/azure_function_requirements.txt.template +3 -0
- investing_algorithm_framework/cli/templates/data_providers.py.template +17 -0
- investing_algorithm_framework/cli/templates/env.example.template +2 -0
- investing_algorithm_framework/cli/templates/env_azure_function.example.template +4 -0
- investing_algorithm_framework/cli/templates/market_data_providers.py.template +9 -0
- investing_algorithm_framework/cli/templates/readme.md.template +135 -0
- investing_algorithm_framework/cli/templates/requirements.txt.template +2 -0
- investing_algorithm_framework/cli/templates/run_backtest.py.template +20 -0
- investing_algorithm_framework/cli/templates/strategy.py.template +124 -0
- investing_algorithm_framework/create_app.py +54 -0
- investing_algorithm_framework/dependency_container.py +155 -0
- investing_algorithm_framework/domain/__init__.py +148 -0
- investing_algorithm_framework/domain/backtesting/__init__.py +21 -0
- investing_algorithm_framework/domain/backtesting/backtest.py +503 -0
- investing_algorithm_framework/domain/backtesting/backtest_date_range.py +96 -0
- investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py +242 -0
- investing_algorithm_framework/domain/backtesting/backtest_metrics.py +459 -0
- investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py +275 -0
- investing_algorithm_framework/domain/backtesting/backtest_run.py +435 -0
- investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py +162 -0
- investing_algorithm_framework/domain/backtesting/combine_backtests.py +280 -0
- investing_algorithm_framework/domain/config.py +111 -0
- investing_algorithm_framework/domain/constants.py +83 -0
- investing_algorithm_framework/domain/data_provider.py +334 -0
- investing_algorithm_framework/domain/data_structures.py +42 -0
- investing_algorithm_framework/domain/decimal_parsing.py +40 -0
- investing_algorithm_framework/domain/exceptions.py +112 -0
- investing_algorithm_framework/domain/models/__init__.py +43 -0
- investing_algorithm_framework/domain/models/app_mode.py +34 -0
- investing_algorithm_framework/domain/models/base_model.py +25 -0
- investing_algorithm_framework/domain/models/data/__init__.py +7 -0
- investing_algorithm_framework/domain/models/data/data_source.py +214 -0
- investing_algorithm_framework/domain/models/data/data_type.py +46 -0
- investing_algorithm_framework/domain/models/event.py +35 -0
- investing_algorithm_framework/domain/models/market/__init__.py +5 -0
- investing_algorithm_framework/domain/models/market/market_credential.py +88 -0
- investing_algorithm_framework/domain/models/order/__init__.py +6 -0
- investing_algorithm_framework/domain/models/order/order.py +384 -0
- investing_algorithm_framework/domain/models/order/order_side.py +36 -0
- investing_algorithm_framework/domain/models/order/order_status.py +37 -0
- investing_algorithm_framework/domain/models/order/order_type.py +30 -0
- investing_algorithm_framework/domain/models/portfolio/__init__.py +9 -0
- investing_algorithm_framework/domain/models/portfolio/portfolio.py +169 -0
- investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py +93 -0
- investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py +208 -0
- investing_algorithm_framework/domain/models/position/__init__.py +4 -0
- investing_algorithm_framework/domain/models/position/position.py +68 -0
- investing_algorithm_framework/domain/models/position/position_snapshot.py +47 -0
- investing_algorithm_framework/domain/models/snapshot_interval.py +45 -0
- investing_algorithm_framework/domain/models/strategy_profile.py +33 -0
- investing_algorithm_framework/domain/models/time_frame.py +153 -0
- investing_algorithm_framework/domain/models/time_interval.py +124 -0
- investing_algorithm_framework/domain/models/time_unit.py +149 -0
- investing_algorithm_framework/domain/models/tracing/__init__.py +0 -0
- investing_algorithm_framework/domain/models/tracing/trace.py +23 -0
- investing_algorithm_framework/domain/models/trade/__init__.py +13 -0
- investing_algorithm_framework/domain/models/trade/trade.py +388 -0
- investing_algorithm_framework/domain/models/trade/trade_risk_type.py +34 -0
- investing_algorithm_framework/domain/models/trade/trade_status.py +40 -0
- investing_algorithm_framework/domain/models/trade/trade_stop_loss.py +267 -0
- investing_algorithm_framework/domain/models/trade/trade_take_profit.py +303 -0
- investing_algorithm_framework/domain/order_executor.py +112 -0
- investing_algorithm_framework/domain/portfolio_provider.py +118 -0
- investing_algorithm_framework/domain/positions/__init__.py +4 -0
- investing_algorithm_framework/domain/positions/position_size.py +41 -0
- investing_algorithm_framework/domain/services/__init__.py +11 -0
- investing_algorithm_framework/domain/services/market_credential_service.py +37 -0
- investing_algorithm_framework/domain/services/portfolios/__init__.py +5 -0
- investing_algorithm_framework/domain/services/portfolios/portfolio_sync_service.py +9 -0
- investing_algorithm_framework/domain/services/rounding_service.py +27 -0
- investing_algorithm_framework/domain/services/state_handler.py +38 -0
- investing_algorithm_framework/domain/stateless_actions.py +7 -0
- investing_algorithm_framework/domain/strategy.py +44 -0
- investing_algorithm_framework/domain/utils/__init__.py +27 -0
- investing_algorithm_framework/domain/utils/csv.py +104 -0
- investing_algorithm_framework/domain/utils/custom_tqdm.py +22 -0
- investing_algorithm_framework/domain/utils/dates.py +57 -0
- investing_algorithm_framework/domain/utils/jupyter_notebook_detection.py +19 -0
- investing_algorithm_framework/domain/utils/polars.py +53 -0
- investing_algorithm_framework/domain/utils/random.py +41 -0
- investing_algorithm_framework/domain/utils/signatures.py +17 -0
- investing_algorithm_framework/domain/utils/stoppable_thread.py +26 -0
- investing_algorithm_framework/domain/utils/synchronized.py +12 -0
- investing_algorithm_framework/download_data.py +108 -0
- investing_algorithm_framework/infrastructure/__init__.py +50 -0
- investing_algorithm_framework/infrastructure/data_providers/__init__.py +36 -0
- investing_algorithm_framework/infrastructure/data_providers/ccxt.py +1143 -0
- investing_algorithm_framework/infrastructure/data_providers/csv.py +568 -0
- investing_algorithm_framework/infrastructure/data_providers/pandas.py +599 -0
- investing_algorithm_framework/infrastructure/database/__init__.py +10 -0
- investing_algorithm_framework/infrastructure/database/sql_alchemy.py +120 -0
- investing_algorithm_framework/infrastructure/models/__init__.py +16 -0
- investing_algorithm_framework/infrastructure/models/decimal_parser.py +14 -0
- investing_algorithm_framework/infrastructure/models/model_extension.py +6 -0
- investing_algorithm_framework/infrastructure/models/order/__init__.py +4 -0
- investing_algorithm_framework/infrastructure/models/order/order.py +124 -0
- investing_algorithm_framework/infrastructure/models/order/order_metadata.py +44 -0
- investing_algorithm_framework/infrastructure/models/order_trade_association.py +10 -0
- investing_algorithm_framework/infrastructure/models/portfolio/__init__.py +4 -0
- investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py +37 -0
- investing_algorithm_framework/infrastructure/models/portfolio/sql_portfolio.py +114 -0
- investing_algorithm_framework/infrastructure/models/position/__init__.py +4 -0
- investing_algorithm_framework/infrastructure/models/position/position.py +63 -0
- investing_algorithm_framework/infrastructure/models/position/position_snapshot.py +23 -0
- investing_algorithm_framework/infrastructure/models/trades/__init__.py +9 -0
- investing_algorithm_framework/infrastructure/models/trades/trade.py +130 -0
- investing_algorithm_framework/infrastructure/models/trades/trade_stop_loss.py +40 -0
- investing_algorithm_framework/infrastructure/models/trades/trade_take_profit.py +41 -0
- investing_algorithm_framework/infrastructure/order_executors/__init__.py +21 -0
- investing_algorithm_framework/infrastructure/order_executors/backtest_oder_executor.py +28 -0
- investing_algorithm_framework/infrastructure/order_executors/ccxt_order_executor.py +200 -0
- investing_algorithm_framework/infrastructure/portfolio_providers/__init__.py +19 -0
- investing_algorithm_framework/infrastructure/portfolio_providers/ccxt_portfolio_provider.py +199 -0
- investing_algorithm_framework/infrastructure/repositories/__init__.py +21 -0
- investing_algorithm_framework/infrastructure/repositories/order_metadata_repository.py +17 -0
- investing_algorithm_framework/infrastructure/repositories/order_repository.py +96 -0
- investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py +30 -0
- investing_algorithm_framework/infrastructure/repositories/portfolio_snapshot_repository.py +56 -0
- investing_algorithm_framework/infrastructure/repositories/position_repository.py +66 -0
- investing_algorithm_framework/infrastructure/repositories/position_snapshot_repository.py +21 -0
- investing_algorithm_framework/infrastructure/repositories/repository.py +299 -0
- investing_algorithm_framework/infrastructure/repositories/trade_repository.py +71 -0
- investing_algorithm_framework/infrastructure/repositories/trade_stop_loss_repository.py +23 -0
- investing_algorithm_framework/infrastructure/repositories/trade_take_profit_repository.py +23 -0
- investing_algorithm_framework/infrastructure/services/__init__.py +7 -0
- investing_algorithm_framework/infrastructure/services/aws/__init__.py +6 -0
- investing_algorithm_framework/infrastructure/services/aws/state_handler.py +113 -0
- investing_algorithm_framework/infrastructure/services/azure/__init__.py +5 -0
- investing_algorithm_framework/infrastructure/services/azure/state_handler.py +158 -0
- investing_algorithm_framework/services/__init__.py +132 -0
- investing_algorithm_framework/services/backtesting/__init__.py +5 -0
- investing_algorithm_framework/services/backtesting/backtest_service.py +651 -0
- investing_algorithm_framework/services/configuration_service.py +96 -0
- investing_algorithm_framework/services/data_providers/__init__.py +5 -0
- investing_algorithm_framework/services/data_providers/data_provider_service.py +850 -0
- investing_algorithm_framework/services/market_credential_service.py +40 -0
- investing_algorithm_framework/services/metrics/__init__.py +114 -0
- investing_algorithm_framework/services/metrics/alpha.py +0 -0
- investing_algorithm_framework/services/metrics/beta.py +0 -0
- investing_algorithm_framework/services/metrics/cagr.py +60 -0
- investing_algorithm_framework/services/metrics/calmar_ratio.py +40 -0
- investing_algorithm_framework/services/metrics/drawdown.py +181 -0
- investing_algorithm_framework/services/metrics/equity_curve.py +24 -0
- investing_algorithm_framework/services/metrics/exposure.py +210 -0
- investing_algorithm_framework/services/metrics/generate.py +358 -0
- investing_algorithm_framework/services/metrics/mean_daily_return.py +83 -0
- investing_algorithm_framework/services/metrics/price_efficiency.py +57 -0
- investing_algorithm_framework/services/metrics/profit_factor.py +165 -0
- investing_algorithm_framework/services/metrics/recovery.py +113 -0
- investing_algorithm_framework/services/metrics/returns.py +452 -0
- investing_algorithm_framework/services/metrics/risk_free_rate.py +28 -0
- investing_algorithm_framework/services/metrics/sharpe_ratio.py +137 -0
- investing_algorithm_framework/services/metrics/sortino_ratio.py +74 -0
- investing_algorithm_framework/services/metrics/standard_deviation.py +157 -0
- investing_algorithm_framework/services/metrics/trades.py +500 -0
- investing_algorithm_framework/services/metrics/treynor_ratio.py +0 -0
- investing_algorithm_framework/services/metrics/ulcer.py +0 -0
- investing_algorithm_framework/services/metrics/value_at_risk.py +0 -0
- investing_algorithm_framework/services/metrics/volatility.py +97 -0
- investing_algorithm_framework/services/metrics/win_rate.py +177 -0
- investing_algorithm_framework/services/order_service/__init__.py +9 -0
- investing_algorithm_framework/services/order_service/order_backtest_service.py +178 -0
- investing_algorithm_framework/services/order_service/order_executor_lookup.py +110 -0
- investing_algorithm_framework/services/order_service/order_service.py +826 -0
- investing_algorithm_framework/services/portfolios/__init__.py +16 -0
- investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py +54 -0
- investing_algorithm_framework/services/portfolios/portfolio_configuration_service.py +75 -0
- investing_algorithm_framework/services/portfolios/portfolio_provider_lookup.py +106 -0
- investing_algorithm_framework/services/portfolios/portfolio_service.py +188 -0
- investing_algorithm_framework/services/portfolios/portfolio_snapshot_service.py +136 -0
- investing_algorithm_framework/services/portfolios/portfolio_sync_service.py +182 -0
- investing_algorithm_framework/services/positions/__init__.py +7 -0
- investing_algorithm_framework/services/positions/position_service.py +210 -0
- investing_algorithm_framework/services/positions/position_snapshot_service.py +18 -0
- investing_algorithm_framework/services/repository_service.py +40 -0
- investing_algorithm_framework/services/trade_order_evaluator/__init__.py +9 -0
- investing_algorithm_framework/services/trade_order_evaluator/backtest_trade_oder_evaluator.py +132 -0
- investing_algorithm_framework/services/trade_order_evaluator/default_trade_order_evaluator.py +66 -0
- investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py +41 -0
- investing_algorithm_framework/services/trade_service/__init__.py +3 -0
- investing_algorithm_framework/services/trade_service/trade_service.py +1083 -0
- investing_algorithm_framework-7.19.14.dist-info/LICENSE +201 -0
- investing_algorithm_framework-7.19.14.dist-info/METADATA +459 -0
- investing_algorithm_framework-7.19.14.dist-info/RECORD +260 -0
- investing_algorithm_framework-7.19.14.dist-info/WHEEL +4 -0
- investing_algorithm_framework-7.19.14.dist-info/entry_points.txt +3 -0
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89
|
+
"""
|
|
90
|
+
if replace:
|
|
91
|
+
if os.path.exists(output_path):
|
|
92
|
+
os.remove(output_path)
|
|
93
|
+
|
|
94
|
+
# Check if output path already exists
|
|
95
|
+
if not os.path.exists(output_path):
|
|
96
|
+
with open(template_path, "r") as file:
|
|
97
|
+
template = file.read()
|
|
98
|
+
|
|
99
|
+
with open(output_path, "w") as file:
|
|
100
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+
file.write(template)
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101
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+
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102
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+
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103
|
+
def command(path=None, app_type="default", replace=False):
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+
"""
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105
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+
Function to create an azure function app skeleton.
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106
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+
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107
|
+
Args:
|
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108
|
+
path (str): Path to directory to initialize the app in.
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109
|
+
app_type (str): Type of app to create. Options are: 'default',
|
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110
|
+
'default-web', 'azure-function', 'aws-lambda'.
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111
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+
replace (bool): If True, existing files will be replaced.
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+
If False, existing files will not be replaced.
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113
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+
Default is False.
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+
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115
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+
Returns:
|
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116
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+
None
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|
+
"""
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+
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+
if path is None:
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path = os.getcwd()
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else:
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+
# check if directory exists
|
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+
if not os.path.exists(path) or not os.path.isdir(path):
|
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+
return
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125
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+
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126
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+
if AppType.DEFAULT.equals(app_type):
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127
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+
create_default_app(path=path, replace=replace)
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128
|
+
elif AppType.DEFAULT_WEB.equals(app_type):
|
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129
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+
create_default_web_app(path=path, replace=replace)
|
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130
|
+
elif AppType.AZURE_FUNCTION.equals(app_type):
|
|
131
|
+
create_azure_function_app(path=path, replace=replace)
|
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|
+
elif AppType.AWS_LAMBDA.equals(app_type):
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133
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+
create_aws_lambda_app(path=path, replace=replace)
|
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134
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+
else:
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|
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+
raise ValueError(
|
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136
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+
f"Unknown app type: {app_type}. "
|
|
137
|
+
"Supported types are: 'default', 'default-web', "
|
|
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+
"'azure-function', 'aws-lambda'."
|
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139
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+
)
|
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140
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+
|
|
141
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+
|
|
142
|
+
def create_default_app(path=None, replace=False):
|
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143
|
+
"""
|
|
144
|
+
Function to create a default app skeleton.
|
|
145
|
+
|
|
146
|
+
Args:
|
|
147
|
+
path (str): Path to directory to initialize the app in.
|
|
148
|
+
replace (bool): If True, existing files will be replaced.
|
|
149
|
+
If False, existing files will not be replaced.
|
|
150
|
+
Default is False.
|
|
151
|
+
|
|
152
|
+
Returns:
|
|
153
|
+
None
|
|
154
|
+
"""
|
|
155
|
+
# Get the path of this script (command.py)
|
|
156
|
+
current_script_path = os.path.abspath(__file__)
|
|
157
|
+
|
|
158
|
+
# Construct the path to the template file
|
|
159
|
+
template_app_file_path = os.path.join(
|
|
160
|
+
os.path.dirname(current_script_path),
|
|
161
|
+
"templates",
|
|
162
|
+
"app.py.template"
|
|
163
|
+
)
|
|
164
|
+
requirements_path = os.path.join(
|
|
165
|
+
os.path.dirname(current_script_path),
|
|
166
|
+
"templates",
|
|
167
|
+
"requirements.txt.template"
|
|
168
|
+
)
|
|
169
|
+
run_backtest_template_path = os.path.join(
|
|
170
|
+
os.path.dirname(current_script_path),
|
|
171
|
+
"templates",
|
|
172
|
+
"run_backtest.py.template"
|
|
173
|
+
)
|
|
174
|
+
env_template_path = os.path.join(
|
|
175
|
+
os.path.dirname(current_script_path),
|
|
176
|
+
"templates",
|
|
177
|
+
"env.example.template"
|
|
178
|
+
)
|
|
179
|
+
create_file_from_template(
|
|
180
|
+
env_template_path,
|
|
181
|
+
os.path.join(path, ".env.example"),
|
|
182
|
+
replace=replace
|
|
183
|
+
)
|
|
184
|
+
strategy_template_path = os.path.join(
|
|
185
|
+
os.path.dirname(current_script_path),
|
|
186
|
+
"templates",
|
|
187
|
+
"strategy.py.template"
|
|
188
|
+
)
|
|
189
|
+
data_providers_template_path = os.path.join(
|
|
190
|
+
os.path.dirname(current_script_path),
|
|
191
|
+
"templates",
|
|
192
|
+
"data_providers.py.template"
|
|
193
|
+
)
|
|
194
|
+
create_file(os.path.join(path, "__init__.py"))
|
|
195
|
+
create_file_from_template(
|
|
196
|
+
template_app_file_path,
|
|
197
|
+
os.path.join(path, "app.py"),
|
|
198
|
+
replace=replace
|
|
199
|
+
)
|
|
200
|
+
create_file_from_template(
|
|
201
|
+
requirements_path,
|
|
202
|
+
os.path.join(path, "requirements.txt"),
|
|
203
|
+
replace=replace
|
|
204
|
+
)
|
|
205
|
+
create_file_from_template(
|
|
206
|
+
run_backtest_template_path,
|
|
207
|
+
os.path.join(path, "run_backtest.py"),
|
|
208
|
+
replace=replace
|
|
209
|
+
)
|
|
210
|
+
# Create the main directory
|
|
211
|
+
create_directory(os.path.join(path, "strategies"))
|
|
212
|
+
strategies_path = os.path.join(path, "strategies")
|
|
213
|
+
create_file(os.path.join(strategies_path, "__init__.py"))
|
|
214
|
+
create_file_from_template(
|
|
215
|
+
strategy_template_path,
|
|
216
|
+
os.path.join(strategies_path, "strategy.py")
|
|
217
|
+
)
|
|
218
|
+
create_file_from_template(
|
|
219
|
+
data_providers_template_path,
|
|
220
|
+
os.path.join(strategies_path, "data_providers.py"),
|
|
221
|
+
replace=replace
|
|
222
|
+
)
|
|
223
|
+
gitignore_template_path = os.path.join(
|
|
224
|
+
os.path.dirname(current_script_path),
|
|
225
|
+
"templates",
|
|
226
|
+
".gitignore.template"
|
|
227
|
+
)
|
|
228
|
+
create_file_from_template(
|
|
229
|
+
gitignore_template_path,
|
|
230
|
+
os.path.join(path, ".gitignore"),
|
|
231
|
+
replace=replace
|
|
232
|
+
)
|
|
233
|
+
readme_template_path = os.path.join(
|
|
234
|
+
os.path.dirname(current_script_path),
|
|
235
|
+
"templates",
|
|
236
|
+
"readme.md.template"
|
|
237
|
+
)
|
|
238
|
+
create_file_from_template(
|
|
239
|
+
readme_template_path,
|
|
240
|
+
os.path.join(path, "README.md"),
|
|
241
|
+
replace=replace
|
|
242
|
+
)
|
|
243
|
+
|
|
244
|
+
|
|
245
|
+
def create_default_web_app(path=None, replace=False):
|
|
246
|
+
"""
|
|
247
|
+
Function to create a default web app skeleton.
|
|
248
|
+
|
|
249
|
+
Args:
|
|
250
|
+
path (str): Path to directory to initialize the app in.
|
|
251
|
+
replace (bool): If True, existing files will be replaced.
|
|
252
|
+
If False, existing files will not be replaced.
|
|
253
|
+
Default is False.
|
|
254
|
+
|
|
255
|
+
Returns:
|
|
256
|
+
None
|
|
257
|
+
"""
|
|
258
|
+
# Get the path of this script (command.py)
|
|
259
|
+
current_script_path = os.path.abspath(__file__)
|
|
260
|
+
|
|
261
|
+
# Construct the path to the template file
|
|
262
|
+
template_app_file_path = os.path.join(
|
|
263
|
+
os.path.dirname(current_script_path),
|
|
264
|
+
"templates",
|
|
265
|
+
"app_web.py.template"
|
|
266
|
+
)
|
|
267
|
+
requirements_path = os.path.join(
|
|
268
|
+
os.path.dirname(current_script_path),
|
|
269
|
+
"templates",
|
|
270
|
+
"requirements.txt.template"
|
|
271
|
+
)
|
|
272
|
+
run_backtest_template_path = os.path.join(
|
|
273
|
+
os.path.dirname(current_script_path),
|
|
274
|
+
"templates",
|
|
275
|
+
"run_backtest.py.template"
|
|
276
|
+
)
|
|
277
|
+
env_template_path = os.path.join(
|
|
278
|
+
os.path.dirname(current_script_path),
|
|
279
|
+
"templates",
|
|
280
|
+
"env.example.template"
|
|
281
|
+
)
|
|
282
|
+
create_file_from_template(
|
|
283
|
+
env_template_path,
|
|
284
|
+
os.path.join(path, ".env.example"),
|
|
285
|
+
replace=replace
|
|
286
|
+
)
|
|
287
|
+
strategy_template_path = os.path.join(
|
|
288
|
+
os.path.dirname(current_script_path),
|
|
289
|
+
"templates",
|
|
290
|
+
"strategy.py.template"
|
|
291
|
+
)
|
|
292
|
+
|
|
293
|
+
data_providers_template_path = os.path.join(
|
|
294
|
+
os.path.dirname(current_script_path),
|
|
295
|
+
"templates",
|
|
296
|
+
"data_providers.py.template"
|
|
297
|
+
)
|
|
298
|
+
create_file(os.path.join(path, "__init__.py"))
|
|
299
|
+
create_file_from_template(
|
|
300
|
+
template_app_file_path,
|
|
301
|
+
os.path.join(path, "app.py"),
|
|
302
|
+
replace=replace
|
|
303
|
+
)
|
|
304
|
+
create_file_from_template(
|
|
305
|
+
requirements_path,
|
|
306
|
+
os.path.join(path, "requirements.txt"),
|
|
307
|
+
replace=replace
|
|
308
|
+
)
|
|
309
|
+
create_file_from_template(
|
|
310
|
+
run_backtest_template_path,
|
|
311
|
+
os.path.join(path, "run_backtest.py"),
|
|
312
|
+
replace=replace
|
|
313
|
+
)
|
|
314
|
+
# Create the main directory
|
|
315
|
+
create_directory(os.path.join(path, "strategies"))
|
|
316
|
+
strategies_path = os.path.join(path, "strategies")
|
|
317
|
+
create_file(os.path.join(strategies_path, "__init__.py"))
|
|
318
|
+
create_file_from_template(
|
|
319
|
+
strategy_template_path,
|
|
320
|
+
os.path.join(strategies_path, "strategy.py")
|
|
321
|
+
)
|
|
322
|
+
create_file_from_template(
|
|
323
|
+
data_providers_template_path,
|
|
324
|
+
os.path.join(strategies_path, "data_providers.py"),
|
|
325
|
+
replace=replace
|
|
326
|
+
)
|
|
327
|
+
gitignore_template_path = os.path.join(
|
|
328
|
+
os.path.dirname(current_script_path),
|
|
329
|
+
"templates",
|
|
330
|
+
".gitignore.template"
|
|
331
|
+
)
|
|
332
|
+
create_file_from_template(
|
|
333
|
+
gitignore_template_path,
|
|
334
|
+
os.path.join(path, ".gitignore"),
|
|
335
|
+
replace=replace
|
|
336
|
+
)
|
|
337
|
+
readme_template_path = os.path.join(
|
|
338
|
+
os.path.dirname(current_script_path),
|
|
339
|
+
"templates",
|
|
340
|
+
"readme.md.template"
|
|
341
|
+
)
|
|
342
|
+
create_file_from_template(
|
|
343
|
+
readme_template_path,
|
|
344
|
+
os.path.join(path, "README.md"),
|
|
345
|
+
replace=replace
|
|
346
|
+
)
|
|
347
|
+
|
|
348
|
+
|
|
349
|
+
def create_aws_lambda_app(path=None, replace=False):
|
|
350
|
+
"""
|
|
351
|
+
Function to create an AWS Lambda app skeleton.
|
|
352
|
+
|
|
353
|
+
Args:
|
|
354
|
+
path (str): Path to directory to initialize the app in.
|
|
355
|
+
replace (bool): If True, existing files will be replaced.
|
|
356
|
+
If False, existing files will not be replaced.
|
|
357
|
+
Default is False.
|
|
358
|
+
|
|
359
|
+
Returns:
|
|
360
|
+
None
|
|
361
|
+
"""
|
|
362
|
+
# Get the path of this script (command.py)
|
|
363
|
+
current_script_path = os.path.abspath(__file__)
|
|
364
|
+
requirements_path = os.path.join(
|
|
365
|
+
os.path.dirname(current_script_path),
|
|
366
|
+
"templates",
|
|
367
|
+
"requirements.txt.template"
|
|
368
|
+
)
|
|
369
|
+
aws_lambda_handler_template_path = os.path.join(
|
|
370
|
+
os.path.dirname(current_script_path),
|
|
371
|
+
"templates",
|
|
372
|
+
"app_aws_lambda_function.py.template"
|
|
373
|
+
)
|
|
374
|
+
aws_dockerfile_template_path = os.path.join(
|
|
375
|
+
os.path.dirname(current_script_path),
|
|
376
|
+
"templates",
|
|
377
|
+
"aws_lambda_dockerfile.template"
|
|
378
|
+
)
|
|
379
|
+
aws_dockerignore_template_path = os.path.join(
|
|
380
|
+
os.path.dirname(current_script_path),
|
|
381
|
+
"templates",
|
|
382
|
+
"aws_lambda_dockerignore.template"
|
|
383
|
+
)
|
|
384
|
+
run_backtest_template_path = os.path.join(
|
|
385
|
+
os.path.dirname(current_script_path),
|
|
386
|
+
"templates",
|
|
387
|
+
"run_backtest.py.template"
|
|
388
|
+
)
|
|
389
|
+
env_template_path = os.path.join(
|
|
390
|
+
os.path.dirname(current_script_path),
|
|
391
|
+
"templates",
|
|
392
|
+
"env.example.template"
|
|
393
|
+
)
|
|
394
|
+
create_file_from_template(
|
|
395
|
+
env_template_path,
|
|
396
|
+
os.path.join(path, ".env"),
|
|
397
|
+
replace=replace
|
|
398
|
+
)
|
|
399
|
+
strategy_template_path = os.path.join(
|
|
400
|
+
os.path.dirname(current_script_path),
|
|
401
|
+
"templates",
|
|
402
|
+
"strategy.py.template"
|
|
403
|
+
)
|
|
404
|
+
data_providers_template_path = os.path.join(
|
|
405
|
+
os.path.dirname(current_script_path),
|
|
406
|
+
"templates",
|
|
407
|
+
"data_providers.py.template"
|
|
408
|
+
)
|
|
409
|
+
create_file(os.path.join(path, "__init__.py"))
|
|
410
|
+
create_file_from_template(
|
|
411
|
+
requirements_path,
|
|
412
|
+
os.path.join(path, "requirements.txt"),
|
|
413
|
+
replace=replace
|
|
414
|
+
)
|
|
415
|
+
create_file_from_template(
|
|
416
|
+
run_backtest_template_path,
|
|
417
|
+
os.path.join(path, "run_backtest.py"),
|
|
418
|
+
replace=replace
|
|
419
|
+
)
|
|
420
|
+
# Create the main directory
|
|
421
|
+
create_directory(os.path.join(path, "strategies"))
|
|
422
|
+
strategies_path = os.path.join(path, "strategies")
|
|
423
|
+
create_file(os.path.join(strategies_path, "__init__.py"))
|
|
424
|
+
create_file_from_template(
|
|
425
|
+
strategy_template_path,
|
|
426
|
+
os.path.join(strategies_path, "strategy.py")
|
|
427
|
+
)
|
|
428
|
+
create_file_from_template(
|
|
429
|
+
data_providers_template_path,
|
|
430
|
+
os.path.join(strategies_path, "data_providers.py"),
|
|
431
|
+
replace=replace
|
|
432
|
+
)
|
|
433
|
+
gitignore_template_path = os.path.join(
|
|
434
|
+
os.path.dirname(current_script_path),
|
|
435
|
+
"templates",
|
|
436
|
+
".gitignore.template"
|
|
437
|
+
)
|
|
438
|
+
create_file_from_template(
|
|
439
|
+
gitignore_template_path,
|
|
440
|
+
os.path.join(path, ".gitignore"),
|
|
441
|
+
replace=replace
|
|
442
|
+
)
|
|
443
|
+
readme_template_path = os.path.join(
|
|
444
|
+
os.path.dirname(current_script_path),
|
|
445
|
+
"templates",
|
|
446
|
+
"readme.md.template"
|
|
447
|
+
)
|
|
448
|
+
create_file_from_template(
|
|
449
|
+
readme_template_path,
|
|
450
|
+
os.path.join(path, "README.md"),
|
|
451
|
+
replace=replace
|
|
452
|
+
)
|
|
453
|
+
create_file_from_template(
|
|
454
|
+
aws_lambda_handler_template_path,
|
|
455
|
+
os.path.join(path, "aws_function.py"),
|
|
456
|
+
replace=replace
|
|
457
|
+
)
|
|
458
|
+
create_file_from_template(
|
|
459
|
+
aws_dockerfile_template_path,
|
|
460
|
+
os.path.join(path, "Dockerfile"),
|
|
461
|
+
replace=replace
|
|
462
|
+
)
|
|
463
|
+
create_file_from_template(
|
|
464
|
+
aws_dockerignore_template_path,
|
|
465
|
+
os.path.join(path, ".dockerignore"),
|
|
466
|
+
replace=replace
|
|
467
|
+
)
|
|
468
|
+
|
|
469
|
+
|
|
470
|
+
def create_azure_function_app(path=None, replace=False):
|
|
471
|
+
"""
|
|
472
|
+
Function to create an Azure Function app skeleton.
|
|
473
|
+
|
|
474
|
+
Args:
|
|
475
|
+
path (str): Path to directory to initialize the app in.
|
|
476
|
+
replace (bool): If True, existing files will be replaced.
|
|
477
|
+
If False, existing files will not be replaced.
|
|
478
|
+
Default is False.
|
|
479
|
+
|
|
480
|
+
Returns:
|
|
481
|
+
None
|
|
482
|
+
"""
|
|
483
|
+
# Get the path of this script (command.py)
|
|
484
|
+
current_script_path = os.path.abspath(__file__)
|
|
485
|
+
|
|
486
|
+
# Construct the path to the template file
|
|
487
|
+
template_app_file_path = os.path.join(
|
|
488
|
+
os.path.dirname(current_script_path),
|
|
489
|
+
"templates",
|
|
490
|
+
"app_azure_function.py.template"
|
|
491
|
+
)
|
|
492
|
+
requirements_path = os.path.join(
|
|
493
|
+
os.path.dirname(current_script_path),
|
|
494
|
+
"templates",
|
|
495
|
+
"azure_function_requirements.txt.template"
|
|
496
|
+
)
|
|
497
|
+
azure_function_template_path = os.path.join(
|
|
498
|
+
os.path.dirname(current_script_path),
|
|
499
|
+
"templates",
|
|
500
|
+
"azure_function_function_app.py.template"
|
|
501
|
+
)
|
|
502
|
+
run_backtest_template_path = os.path.join(
|
|
503
|
+
os.path.dirname(current_script_path),
|
|
504
|
+
"templates",
|
|
505
|
+
"run_backtest.py.template"
|
|
506
|
+
)
|
|
507
|
+
# Create the framework app file as app_entry.py
|
|
508
|
+
create_file_from_template(
|
|
509
|
+
azure_function_template_path,
|
|
510
|
+
os.path.join(path, "app_web.py"),
|
|
511
|
+
replace=replace
|
|
512
|
+
)
|
|
513
|
+
# Create the host.json file
|
|
514
|
+
host_json_template_path = os.path.join(
|
|
515
|
+
os.path.dirname(current_script_path),
|
|
516
|
+
"templates",
|
|
517
|
+
"azure_function_host.json.template"
|
|
518
|
+
)
|
|
519
|
+
create_file_from_template(
|
|
520
|
+
host_json_template_path,
|
|
521
|
+
os.path.join(path, "host.json"),
|
|
522
|
+
replace=replace
|
|
523
|
+
)
|
|
524
|
+
# Create the local.settings.json file
|
|
525
|
+
local_settings_json_template_path = os.path.join(
|
|
526
|
+
os.path.dirname(current_script_path),
|
|
527
|
+
"templates",
|
|
528
|
+
"azure_function_local.settings.json.template"
|
|
529
|
+
)
|
|
530
|
+
create_file_from_template(
|
|
531
|
+
local_settings_json_template_path,
|
|
532
|
+
os.path.join(path, "local.settings.json"),
|
|
533
|
+
replace=replace
|
|
534
|
+
)
|
|
535
|
+
env_template_path = os.path.join(
|
|
536
|
+
os.path.dirname(current_script_path),
|
|
537
|
+
"templates",
|
|
538
|
+
"env_azure_function.example.template"
|
|
539
|
+
)
|
|
540
|
+
create_file_from_template(
|
|
541
|
+
env_template_path,
|
|
542
|
+
os.path.join(path, ".env.example"),
|
|
543
|
+
replace=replace
|
|
544
|
+
)
|
|
545
|
+
strategy_template_path = os.path.join(
|
|
546
|
+
os.path.dirname(current_script_path),
|
|
547
|
+
"templates",
|
|
548
|
+
"strategy.py.template"
|
|
549
|
+
)
|
|
550
|
+
data_providers_template_path = os.path.join(
|
|
551
|
+
os.path.dirname(current_script_path),
|
|
552
|
+
"templates",
|
|
553
|
+
"data_providers.py.template"
|
|
554
|
+
)
|
|
555
|
+
create_file(os.path.join(path, "__init__.py"))
|
|
556
|
+
create_file_from_template(
|
|
557
|
+
template_app_file_path,
|
|
558
|
+
os.path.join(path, "app.py"),
|
|
559
|
+
replace=replace
|
|
560
|
+
)
|
|
561
|
+
create_file_from_template(
|
|
562
|
+
requirements_path,
|
|
563
|
+
os.path.join(path, "requirements.txt"),
|
|
564
|
+
replace=replace
|
|
565
|
+
)
|
|
566
|
+
create_file_from_template(
|
|
567
|
+
run_backtest_template_path,
|
|
568
|
+
os.path.join(path, "run_backtest.py"),
|
|
569
|
+
replace=replace
|
|
570
|
+
)
|
|
571
|
+
# Create the main directory
|
|
572
|
+
create_directory(os.path.join(path, "strategies"))
|
|
573
|
+
strategies_path = os.path.join(path, "strategies")
|
|
574
|
+
create_file(os.path.join(strategies_path, "__init__.py"))
|
|
575
|
+
create_file_from_template(
|
|
576
|
+
strategy_template_path,
|
|
577
|
+
os.path.join(strategies_path, "strategy.py")
|
|
578
|
+
)
|
|
579
|
+
create_file_from_template(
|
|
580
|
+
data_providers_template_path,
|
|
581
|
+
os.path.join(strategies_path, "data_providers.py"),
|
|
582
|
+
replace=replace
|
|
583
|
+
)
|
|
584
|
+
gitignore_template_path = os.path.join(
|
|
585
|
+
os.path.dirname(current_script_path),
|
|
586
|
+
"templates",
|
|
587
|
+
".gitignore.template"
|
|
588
|
+
)
|
|
589
|
+
create_file_from_template(
|
|
590
|
+
gitignore_template_path,
|
|
591
|
+
os.path.join(path, ".gitignore"),
|
|
592
|
+
replace=replace
|
|
593
|
+
)
|
|
594
|
+
readme_template_path = os.path.join(
|
|
595
|
+
os.path.dirname(current_script_path),
|
|
596
|
+
"templates",
|
|
597
|
+
"readme.md.template"
|
|
598
|
+
)
|
|
599
|
+
create_file_from_template(
|
|
600
|
+
readme_template_path,
|
|
601
|
+
os.path.join(path, "README.md"),
|
|
602
|
+
replace=replace
|
|
603
|
+
)
|