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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