investing-algorithm-framework 7.19.14__py3-none-any.whl

investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py

@@ -0,0 +1,41 @@
+from abc import ABC, abstractmethod
+from typing import List, Dict
+import polars as pl
+from investing_algorithm_framework.domain import Trade, Order
+
+
+class TradeOrderEvaluator(ABC):
+
+    def __init__(
+        self,
+        trade_service,
+        order_service
+    ):
+        self.trade_service = trade_service
+        self.order_service = order_service
+
+    @abstractmethod
+    def evaluate(
+        self,
+        open_trades: List[Trade],
+        open_orders: List[Order],
+        ohlcv_data: Dict[str, pl.DataFrame]
+    ):
+        """
+        Evaluate trades and orders based on OHLCV data. This
+        function is responsible for updating open orders and open trades.
+        The evaluation process includes checking if orders have been executed
+        and updating the trades with the latest prices and execution status.
+        Additionally, it may trigger stop-loss and take-profit orders
+        based on the current market conditions.
+
+        Args:
+            open_trades (List[Trade]): List of open Trade objects.
+            open_orders (List[Order]): List of open Order objects.
+            ohlcv_data (dict[str, pl.DataFrame]): Mapping of
+                symbol -> OHLCV Polars DataFrame.
+
+        Returns:
+            List[dict]: Updated trades with latest prices and execution status.
+        """
+        pass

investing_algorithm_framework/services/trade_service/__init__.py

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+from .trade_service import TradeService
+
+__all__ = ["TradeService"]