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

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Potentially problematic release.


This version of investing-algorithm-framework might be problematic. Click here for more details.

Files changed (260) hide show
  1. investing_algorithm_framework/__init__.py +197 -0
  2. investing_algorithm_framework/app/__init__.py +47 -0
  3. investing_algorithm_framework/app/algorithm/__init__.py +7 -0
  4. investing_algorithm_framework/app/algorithm/algorithm.py +239 -0
  5. investing_algorithm_framework/app/algorithm/algorithm_factory.py +114 -0
  6. investing_algorithm_framework/app/analysis/__init__.py +15 -0
  7. investing_algorithm_framework/app/analysis/backtest_data_ranges.py +121 -0
  8. investing_algorithm_framework/app/analysis/backtest_utils.py +107 -0
  9. investing_algorithm_framework/app/analysis/permutation.py +116 -0
  10. investing_algorithm_framework/app/analysis/ranking.py +297 -0
  11. investing_algorithm_framework/app/app.py +2204 -0
  12. investing_algorithm_framework/app/app_hook.py +28 -0
  13. investing_algorithm_framework/app/context.py +1667 -0
  14. investing_algorithm_framework/app/eventloop.py +590 -0
  15. investing_algorithm_framework/app/reporting/__init__.py +27 -0
  16. investing_algorithm_framework/app/reporting/ascii.py +921 -0
  17. investing_algorithm_framework/app/reporting/backtest_report.py +349 -0
  18. investing_algorithm_framework/app/reporting/charts/__init__.py +19 -0
  19. investing_algorithm_framework/app/reporting/charts/entry_exist_signals.py +66 -0
  20. investing_algorithm_framework/app/reporting/charts/equity_curve.py +37 -0
  21. investing_algorithm_framework/app/reporting/charts/equity_curve_drawdown.py +74 -0
  22. investing_algorithm_framework/app/reporting/charts/line_chart.py +11 -0
  23. investing_algorithm_framework/app/reporting/charts/monthly_returns_heatmap.py +70 -0
  24. investing_algorithm_framework/app/reporting/charts/ohlcv_data_completeness.py +51 -0
  25. investing_algorithm_framework/app/reporting/charts/rolling_sharp_ratio.py +79 -0
  26. investing_algorithm_framework/app/reporting/charts/yearly_returns_barchart.py +55 -0
  27. investing_algorithm_framework/app/reporting/generate.py +185 -0
  28. investing_algorithm_framework/app/reporting/tables/__init__.py +11 -0
  29. investing_algorithm_framework/app/reporting/tables/key_metrics_table.py +217 -0
  30. investing_algorithm_framework/app/reporting/tables/stop_loss_table.py +0 -0
  31. investing_algorithm_framework/app/reporting/tables/time_metrics_table.py +80 -0
  32. investing_algorithm_framework/app/reporting/tables/trade_metrics_table.py +147 -0
  33. investing_algorithm_framework/app/reporting/tables/trades_table.py +75 -0
  34. investing_algorithm_framework/app/reporting/tables/utils.py +29 -0
  35. investing_algorithm_framework/app/reporting/templates/report_template.html.j2 +154 -0
  36. investing_algorithm_framework/app/stateless/__init__.py +35 -0
  37. investing_algorithm_framework/app/stateless/action_handlers/__init__.py +84 -0
  38. investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py +8 -0
  39. investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py +15 -0
  40. investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py +40 -0
  41. investing_algorithm_framework/app/stateless/exception_handler.py +40 -0
  42. investing_algorithm_framework/app/strategy.py +675 -0
  43. investing_algorithm_framework/app/task.py +41 -0
  44. investing_algorithm_framework/app/web/__init__.py +5 -0
  45. investing_algorithm_framework/app/web/controllers/__init__.py +13 -0
  46. investing_algorithm_framework/app/web/controllers/orders.py +20 -0
  47. investing_algorithm_framework/app/web/controllers/portfolio.py +20 -0
  48. investing_algorithm_framework/app/web/controllers/positions.py +18 -0
  49. investing_algorithm_framework/app/web/create_app.py +20 -0
  50. investing_algorithm_framework/app/web/error_handler.py +59 -0
  51. investing_algorithm_framework/app/web/responses.py +20 -0
  52. investing_algorithm_framework/app/web/run_strategies.py +4 -0
  53. investing_algorithm_framework/app/web/schemas/__init__.py +12 -0
  54. investing_algorithm_framework/app/web/schemas/order.py +12 -0
  55. investing_algorithm_framework/app/web/schemas/portfolio.py +22 -0
  56. investing_algorithm_framework/app/web/schemas/position.py +15 -0
  57. investing_algorithm_framework/app/web/setup_cors.py +6 -0
  58. investing_algorithm_framework/cli/__init__.py +0 -0
  59. investing_algorithm_framework/cli/cli.py +207 -0
  60. investing_algorithm_framework/cli/deploy_to_aws_lambda.py +499 -0
  61. investing_algorithm_framework/cli/deploy_to_azure_function.py +718 -0
  62. investing_algorithm_framework/cli/initialize_app.py +603 -0
  63. investing_algorithm_framework/cli/templates/.gitignore.template +178 -0
  64. investing_algorithm_framework/cli/templates/app.py.template +18 -0
  65. investing_algorithm_framework/cli/templates/app_aws_lambda_function.py.template +48 -0
  66. investing_algorithm_framework/cli/templates/app_azure_function.py.template +14 -0
  67. investing_algorithm_framework/cli/templates/app_web.py.template +18 -0
  68. investing_algorithm_framework/cli/templates/aws_lambda_dockerfile.template +22 -0
  69. investing_algorithm_framework/cli/templates/aws_lambda_dockerignore.template +92 -0
  70. investing_algorithm_framework/cli/templates/aws_lambda_readme.md.template +110 -0
  71. investing_algorithm_framework/cli/templates/aws_lambda_requirements.txt.template +2 -0
  72. investing_algorithm_framework/cli/templates/azure_function_function_app.py.template +65 -0
  73. investing_algorithm_framework/cli/templates/azure_function_host.json.template +15 -0
  74. investing_algorithm_framework/cli/templates/azure_function_local.settings.json.template +8 -0
  75. investing_algorithm_framework/cli/templates/azure_function_requirements.txt.template +3 -0
  76. investing_algorithm_framework/cli/templates/data_providers.py.template +17 -0
  77. investing_algorithm_framework/cli/templates/env.example.template +2 -0
  78. investing_algorithm_framework/cli/templates/env_azure_function.example.template +4 -0
  79. investing_algorithm_framework/cli/templates/market_data_providers.py.template +9 -0
  80. investing_algorithm_framework/cli/templates/readme.md.template +135 -0
  81. investing_algorithm_framework/cli/templates/requirements.txt.template +2 -0
  82. investing_algorithm_framework/cli/templates/run_backtest.py.template +20 -0
  83. investing_algorithm_framework/cli/templates/strategy.py.template +124 -0
  84. investing_algorithm_framework/create_app.py +54 -0
  85. investing_algorithm_framework/dependency_container.py +155 -0
  86. investing_algorithm_framework/domain/__init__.py +148 -0
  87. investing_algorithm_framework/domain/backtesting/__init__.py +21 -0
  88. investing_algorithm_framework/domain/backtesting/backtest.py +503 -0
  89. investing_algorithm_framework/domain/backtesting/backtest_date_range.py +96 -0
  90. investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py +242 -0
  91. investing_algorithm_framework/domain/backtesting/backtest_metrics.py +459 -0
  92. investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py +275 -0
  93. investing_algorithm_framework/domain/backtesting/backtest_run.py +435 -0
  94. investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py +162 -0
  95. investing_algorithm_framework/domain/backtesting/combine_backtests.py +280 -0
  96. investing_algorithm_framework/domain/config.py +111 -0
  97. investing_algorithm_framework/domain/constants.py +83 -0
  98. investing_algorithm_framework/domain/data_provider.py +334 -0
  99. investing_algorithm_framework/domain/data_structures.py +42 -0
  100. investing_algorithm_framework/domain/decimal_parsing.py +40 -0
  101. investing_algorithm_framework/domain/exceptions.py +112 -0
  102. investing_algorithm_framework/domain/models/__init__.py +43 -0
  103. investing_algorithm_framework/domain/models/app_mode.py +34 -0
  104. investing_algorithm_framework/domain/models/base_model.py +25 -0
  105. investing_algorithm_framework/domain/models/data/__init__.py +7 -0
  106. investing_algorithm_framework/domain/models/data/data_source.py +214 -0
  107. investing_algorithm_framework/domain/models/data/data_type.py +46 -0
  108. investing_algorithm_framework/domain/models/event.py +35 -0
  109. investing_algorithm_framework/domain/models/market/__init__.py +5 -0
  110. investing_algorithm_framework/domain/models/market/market_credential.py +88 -0
  111. investing_algorithm_framework/domain/models/order/__init__.py +6 -0
  112. investing_algorithm_framework/domain/models/order/order.py +384 -0
  113. investing_algorithm_framework/domain/models/order/order_side.py +36 -0
  114. investing_algorithm_framework/domain/models/order/order_status.py +37 -0
  115. investing_algorithm_framework/domain/models/order/order_type.py +30 -0
  116. investing_algorithm_framework/domain/models/portfolio/__init__.py +9 -0
  117. investing_algorithm_framework/domain/models/portfolio/portfolio.py +169 -0
  118. investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py +93 -0
  119. investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py +208 -0
  120. investing_algorithm_framework/domain/models/position/__init__.py +4 -0
  121. investing_algorithm_framework/domain/models/position/position.py +68 -0
  122. investing_algorithm_framework/domain/models/position/position_snapshot.py +47 -0
  123. investing_algorithm_framework/domain/models/snapshot_interval.py +45 -0
  124. investing_algorithm_framework/domain/models/strategy_profile.py +33 -0
  125. investing_algorithm_framework/domain/models/time_frame.py +153 -0
  126. investing_algorithm_framework/domain/models/time_interval.py +124 -0
  127. investing_algorithm_framework/domain/models/time_unit.py +149 -0
  128. investing_algorithm_framework/domain/models/tracing/__init__.py +0 -0
  129. investing_algorithm_framework/domain/models/tracing/trace.py +23 -0
  130. investing_algorithm_framework/domain/models/trade/__init__.py +13 -0
  131. investing_algorithm_framework/domain/models/trade/trade.py +388 -0
  132. investing_algorithm_framework/domain/models/trade/trade_risk_type.py +34 -0
  133. investing_algorithm_framework/domain/models/trade/trade_status.py +40 -0
  134. investing_algorithm_framework/domain/models/trade/trade_stop_loss.py +267 -0
  135. investing_algorithm_framework/domain/models/trade/trade_take_profit.py +303 -0
  136. investing_algorithm_framework/domain/order_executor.py +112 -0
  137. investing_algorithm_framework/domain/portfolio_provider.py +118 -0
  138. investing_algorithm_framework/domain/positions/__init__.py +4 -0
  139. investing_algorithm_framework/domain/positions/position_size.py +41 -0
  140. investing_algorithm_framework/domain/services/__init__.py +11 -0
  141. investing_algorithm_framework/domain/services/market_credential_service.py +37 -0
  142. investing_algorithm_framework/domain/services/portfolios/__init__.py +5 -0
  143. investing_algorithm_framework/domain/services/portfolios/portfolio_sync_service.py +9 -0
  144. investing_algorithm_framework/domain/services/rounding_service.py +27 -0
  145. investing_algorithm_framework/domain/services/state_handler.py +38 -0
  146. investing_algorithm_framework/domain/stateless_actions.py +7 -0
  147. investing_algorithm_framework/domain/strategy.py +44 -0
  148. investing_algorithm_framework/domain/utils/__init__.py +27 -0
  149. investing_algorithm_framework/domain/utils/csv.py +104 -0
  150. investing_algorithm_framework/domain/utils/custom_tqdm.py +22 -0
  151. investing_algorithm_framework/domain/utils/dates.py +57 -0
  152. investing_algorithm_framework/domain/utils/jupyter_notebook_detection.py +19 -0
  153. investing_algorithm_framework/domain/utils/polars.py +53 -0
  154. investing_algorithm_framework/domain/utils/random.py +41 -0
  155. investing_algorithm_framework/domain/utils/signatures.py +17 -0
  156. investing_algorithm_framework/domain/utils/stoppable_thread.py +26 -0
  157. investing_algorithm_framework/domain/utils/synchronized.py +12 -0
  158. investing_algorithm_framework/download_data.py +108 -0
  159. investing_algorithm_framework/infrastructure/__init__.py +50 -0
  160. investing_algorithm_framework/infrastructure/data_providers/__init__.py +36 -0
  161. investing_algorithm_framework/infrastructure/data_providers/ccxt.py +1143 -0
  162. investing_algorithm_framework/infrastructure/data_providers/csv.py +568 -0
  163. investing_algorithm_framework/infrastructure/data_providers/pandas.py +599 -0
  164. investing_algorithm_framework/infrastructure/database/__init__.py +10 -0
  165. investing_algorithm_framework/infrastructure/database/sql_alchemy.py +120 -0
  166. investing_algorithm_framework/infrastructure/models/__init__.py +16 -0
  167. investing_algorithm_framework/infrastructure/models/decimal_parser.py +14 -0
  168. investing_algorithm_framework/infrastructure/models/model_extension.py +6 -0
  169. investing_algorithm_framework/infrastructure/models/order/__init__.py +4 -0
  170. investing_algorithm_framework/infrastructure/models/order/order.py +124 -0
  171. investing_algorithm_framework/infrastructure/models/order/order_metadata.py +44 -0
  172. investing_algorithm_framework/infrastructure/models/order_trade_association.py +10 -0
  173. investing_algorithm_framework/infrastructure/models/portfolio/__init__.py +4 -0
  174. investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py +37 -0
  175. investing_algorithm_framework/infrastructure/models/portfolio/sql_portfolio.py +114 -0
  176. investing_algorithm_framework/infrastructure/models/position/__init__.py +4 -0
  177. investing_algorithm_framework/infrastructure/models/position/position.py +63 -0
  178. investing_algorithm_framework/infrastructure/models/position/position_snapshot.py +23 -0
  179. investing_algorithm_framework/infrastructure/models/trades/__init__.py +9 -0
  180. investing_algorithm_framework/infrastructure/models/trades/trade.py +130 -0
  181. investing_algorithm_framework/infrastructure/models/trades/trade_stop_loss.py +40 -0
  182. investing_algorithm_framework/infrastructure/models/trades/trade_take_profit.py +41 -0
  183. investing_algorithm_framework/infrastructure/order_executors/__init__.py +21 -0
  184. investing_algorithm_framework/infrastructure/order_executors/backtest_oder_executor.py +28 -0
  185. investing_algorithm_framework/infrastructure/order_executors/ccxt_order_executor.py +200 -0
  186. investing_algorithm_framework/infrastructure/portfolio_providers/__init__.py +19 -0
  187. investing_algorithm_framework/infrastructure/portfolio_providers/ccxt_portfolio_provider.py +199 -0
  188. investing_algorithm_framework/infrastructure/repositories/__init__.py +21 -0
  189. investing_algorithm_framework/infrastructure/repositories/order_metadata_repository.py +17 -0
  190. investing_algorithm_framework/infrastructure/repositories/order_repository.py +96 -0
  191. investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py +30 -0
  192. investing_algorithm_framework/infrastructure/repositories/portfolio_snapshot_repository.py +56 -0
  193. investing_algorithm_framework/infrastructure/repositories/position_repository.py +66 -0
  194. investing_algorithm_framework/infrastructure/repositories/position_snapshot_repository.py +21 -0
  195. investing_algorithm_framework/infrastructure/repositories/repository.py +299 -0
  196. investing_algorithm_framework/infrastructure/repositories/trade_repository.py +71 -0
  197. investing_algorithm_framework/infrastructure/repositories/trade_stop_loss_repository.py +23 -0
  198. investing_algorithm_framework/infrastructure/repositories/trade_take_profit_repository.py +23 -0
  199. investing_algorithm_framework/infrastructure/services/__init__.py +7 -0
  200. investing_algorithm_framework/infrastructure/services/aws/__init__.py +6 -0
  201. investing_algorithm_framework/infrastructure/services/aws/state_handler.py +113 -0
  202. investing_algorithm_framework/infrastructure/services/azure/__init__.py +5 -0
  203. investing_algorithm_framework/infrastructure/services/azure/state_handler.py +158 -0
  204. investing_algorithm_framework/services/__init__.py +132 -0
  205. investing_algorithm_framework/services/backtesting/__init__.py +5 -0
  206. investing_algorithm_framework/services/backtesting/backtest_service.py +651 -0
  207. investing_algorithm_framework/services/configuration_service.py +96 -0
  208. investing_algorithm_framework/services/data_providers/__init__.py +5 -0
  209. investing_algorithm_framework/services/data_providers/data_provider_service.py +850 -0
  210. investing_algorithm_framework/services/market_credential_service.py +40 -0
  211. investing_algorithm_framework/services/metrics/__init__.py +114 -0
  212. investing_algorithm_framework/services/metrics/alpha.py +0 -0
  213. investing_algorithm_framework/services/metrics/beta.py +0 -0
  214. investing_algorithm_framework/services/metrics/cagr.py +60 -0
  215. investing_algorithm_framework/services/metrics/calmar_ratio.py +40 -0
  216. investing_algorithm_framework/services/metrics/drawdown.py +181 -0
  217. investing_algorithm_framework/services/metrics/equity_curve.py +24 -0
  218. investing_algorithm_framework/services/metrics/exposure.py +210 -0
  219. investing_algorithm_framework/services/metrics/generate.py +358 -0
  220. investing_algorithm_framework/services/metrics/mean_daily_return.py +83 -0
  221. investing_algorithm_framework/services/metrics/price_efficiency.py +57 -0
  222. investing_algorithm_framework/services/metrics/profit_factor.py +165 -0
  223. investing_algorithm_framework/services/metrics/recovery.py +113 -0
  224. investing_algorithm_framework/services/metrics/returns.py +452 -0
  225. investing_algorithm_framework/services/metrics/risk_free_rate.py +28 -0
  226. investing_algorithm_framework/services/metrics/sharpe_ratio.py +137 -0
  227. investing_algorithm_framework/services/metrics/sortino_ratio.py +74 -0
  228. investing_algorithm_framework/services/metrics/standard_deviation.py +157 -0
  229. investing_algorithm_framework/services/metrics/trades.py +500 -0
  230. investing_algorithm_framework/services/metrics/treynor_ratio.py +0 -0
  231. investing_algorithm_framework/services/metrics/ulcer.py +0 -0
  232. investing_algorithm_framework/services/metrics/value_at_risk.py +0 -0
  233. investing_algorithm_framework/services/metrics/volatility.py +97 -0
  234. investing_algorithm_framework/services/metrics/win_rate.py +177 -0
  235. investing_algorithm_framework/services/order_service/__init__.py +9 -0
  236. investing_algorithm_framework/services/order_service/order_backtest_service.py +178 -0
  237. investing_algorithm_framework/services/order_service/order_executor_lookup.py +110 -0
  238. investing_algorithm_framework/services/order_service/order_service.py +826 -0
  239. investing_algorithm_framework/services/portfolios/__init__.py +16 -0
  240. investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py +54 -0
  241. investing_algorithm_framework/services/portfolios/portfolio_configuration_service.py +75 -0
  242. investing_algorithm_framework/services/portfolios/portfolio_provider_lookup.py +106 -0
  243. investing_algorithm_framework/services/portfolios/portfolio_service.py +188 -0
  244. investing_algorithm_framework/services/portfolios/portfolio_snapshot_service.py +136 -0
  245. investing_algorithm_framework/services/portfolios/portfolio_sync_service.py +182 -0
  246. investing_algorithm_framework/services/positions/__init__.py +7 -0
  247. investing_algorithm_framework/services/positions/position_service.py +210 -0
  248. investing_algorithm_framework/services/positions/position_snapshot_service.py +18 -0
  249. investing_algorithm_framework/services/repository_service.py +40 -0
  250. investing_algorithm_framework/services/trade_order_evaluator/__init__.py +9 -0
  251. investing_algorithm_framework/services/trade_order_evaluator/backtest_trade_oder_evaluator.py +132 -0
  252. investing_algorithm_framework/services/trade_order_evaluator/default_trade_order_evaluator.py +66 -0
  253. investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py +41 -0
  254. investing_algorithm_framework/services/trade_service/__init__.py +3 -0
  255. investing_algorithm_framework/services/trade_service/trade_service.py +1083 -0
  256. investing_algorithm_framework-7.19.14.dist-info/LICENSE +201 -0
  257. investing_algorithm_framework-7.19.14.dist-info/METADATA +459 -0
  258. investing_algorithm_framework-7.19.14.dist-info/RECORD +260 -0
  259. investing_algorithm_framework-7.19.14.dist-info/WHEEL +4 -0
  260. investing_algorithm_framework-7.19.14.dist-info/entry_points.txt +3 -0
@@ -0,0 +1,260 @@
1
+ investing_algorithm_framework/__init__.py,sha256=PVIXqP49CiWbWBx2eT1frsCDY4R-F5mwRsaLBlJMkzI,7099
2
+ investing_algorithm_framework/app/__init__.py,sha256=BjVkBQvVuI7ovTpR2Bn8YOHL2p5vsX-LRqpe-aS3ImM,1671
3
+ investing_algorithm_framework/app/algorithm/__init__.py,sha256=-a9o9bTfAhW9qSW-bKvlLQuMCf-YXxIztudo2TxMjCI,136
4
+ investing_algorithm_framework/app/algorithm/algorithm.py,sha256=v8AZZ7hr5ZKJbavk242xCUpGHv3mKZ4sqfGV7BwPgdU,6854
5
+ investing_algorithm_framework/app/algorithm/algorithm_factory.py,sha256=Z6El6ErAEEljVGEM0Hkd2VXSMM9qkSCfkp-Ht-WEy3w,3549
6
+ investing_algorithm_framework/app/analysis/__init__.py,sha256=hISKshN-FQchLBasWX5raMG-IXVJP43t5fXEdrL6M9U,508
7
+ investing_algorithm_framework/app/analysis/backtest_data_ranges.py,sha256=pt8vUjhyqCN5JspihlzMWW4n5BULWcy0E9SlkEM2Fo4,3960
8
+ investing_algorithm_framework/app/analysis/backtest_utils.py,sha256=IBIqrjW_wiMQUUMrjMBrCKFn_weBTRFcbxfytGuXmDo,3429
9
+ investing_algorithm_framework/app/analysis/permutation.py,sha256=NHzyMQ9aCqLiLXyw1CpRZfITLzsRwHmMn8Uj8oV5_1E,3941
10
+ investing_algorithm_framework/app/analysis/ranking.py,sha256=-XEWmU3rxLvkC9GOW6Zci7E3Y7H2xKwU3id8ljf0n9k,10888
11
+ investing_algorithm_framework/app/app.py,sha256=aSiZdtP5ujSroBW3l5IaVcWsicGTmO8ON1bIU5wauMY,87190
12
+ investing_algorithm_framework/app/app_hook.py,sha256=cDiY4x2n06tljpx-fcbIM1oPnjTnEthibvqxUvfEppo,834
13
+ investing_algorithm_framework/app/context.py,sha256=kWOBZq7E45xoAPbMfn9HPhDQmEcyCqBYWi-NJK5nMXk,58874
14
+ investing_algorithm_framework/app/eventloop.py,sha256=w9zufVpiHrgsxuh4_AW2DXxOfI4LVcScNHTLfL9-Tws,21736
15
+ investing_algorithm_framework/app/reporting/__init__.py,sha256=BnOZXT-nTvJ2ZvW0-TSz0PKk51_snoR5IbsC2eyIapw,908
16
+ investing_algorithm_framework/app/reporting/ascii.py,sha256=foQ4LwcMOR3t52eABwVicVNxISIarZDnb2rHX2HAEQY,35822
17
+ investing_algorithm_framework/app/reporting/backtest_report.py,sha256=laz4NzGaJXFFsfDolLOsTmRFHldNh9vYFT_mogwAqUE,12474
18
+ investing_algorithm_framework/app/reporting/charts/__init__.py,sha256=JJgZn1t-I8y8R8uP5E2RHJXJOMGHD78LAbrdd3AcDDc,802
19
+ investing_algorithm_framework/app/reporting/charts/entry_exist_signals.py,sha256=i18NlZtwiUeqRrcrn-YnEmSd9KuoxVI4_900xKY6qzs,1781
20
+ investing_algorithm_framework/app/reporting/charts/equity_curve.py,sha256=Ir44Xk-e3vhs81ztSk3BKjh1_DONvSDG9-75rK2H9EU,1050
21
+ investing_algorithm_framework/app/reporting/charts/equity_curve_drawdown.py,sha256=gNEhsjggjcpsnL9Soo3mBaFbcYAbsLqy_ym4cmLzAfU,2018
22
+ investing_algorithm_framework/app/reporting/charts/line_chart.py,sha256=IqnV8u86c_gTIi5JUp1Fc9o2nnrEQcGwRKk0GhkBa7A,218
23
+ investing_algorithm_framework/app/reporting/charts/monthly_returns_heatmap.py,sha256=erSkbMH1LpVbCfrAUFlzieboZ1SL4j3fvso5EyD80E8,2215
24
+ investing_algorithm_framework/app/reporting/charts/ohlcv_data_completeness.py,sha256=L0Q9Gpk9cOHkMrjtS52U-fh-Bp0YavkTeaKQtHHfANk,1398
25
+ investing_algorithm_framework/app/reporting/charts/rolling_sharp_ratio.py,sha256=zgAZUMGINPaD8u4gG5303MJVaXAZAcjYjc7Ok5hrTFc,2346
26
+ investing_algorithm_framework/app/reporting/charts/yearly_returns_barchart.py,sha256=YECtrEUGGgmmUWk_PKI1HGZv9ZOGPLW-URgBS-9Bhco,1630
27
+ investing_algorithm_framework/app/reporting/generate.py,sha256=jfN3GEd43GpYWstJOOBu-df2v32CJ9lYkP3xgkfoTdc,6405
28
+ investing_algorithm_framework/app/reporting/tables/__init__.py,sha256=ptilDH_mFbnfgOeSAtPEA2BMQqWxjnUen4ITCu5IieU,400
29
+ investing_algorithm_framework/app/reporting/tables/key_metrics_table.py,sha256=TGQNIOp5u3m6Bzpy5fvtu9OC3A3rQTi2S5r0YMSTm-o,10978
30
+ investing_algorithm_framework/app/reporting/tables/stop_loss_table.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
31
+ investing_algorithm_framework/app/reporting/tables/time_metrics_table.py,sha256=7uRB9CecjaC3DPCkHwCBIKn1-wm5pArZrz_R646s2Qw,3701
32
+ investing_algorithm_framework/app/reporting/tables/trade_metrics_table.py,sha256=Y-d3vWC8Fxzi9qSb4E2R21YPxrw5SannOaBp2fddKv0,6956
33
+ investing_algorithm_framework/app/reporting/tables/trades_table.py,sha256=Qq-YdgzsQw7gvcIMfsUrVe7on3h_vseEPj-MdoQII2I,2883
34
+ investing_algorithm_framework/app/reporting/tables/utils.py,sha256=_54mUPIuy_o6K7t_EhuRGQspMlLlFAAXWfDDpaP6vyA,669
35
+ investing_algorithm_framework/app/reporting/templates/report_template.html.j2,sha256=f-lZo5OY79CAKtDED4nb-qk_sGcfo7JHCF8k8p5w4pk,5089
36
+ investing_algorithm_framework/app/stateless/__init__.py,sha256=VuEfb7QqDsfpFCnZdpvw8vvpNMRqOb-3w0yOpHiYlWg,1092
37
+ investing_algorithm_framework/app/stateless/action_handlers/__init__.py,sha256=4D0olzRDBHteCILwevXdhb-9qoaJUvr7zBZvIbfzteA,2424
38
+ investing_algorithm_framework/app/stateless/action_handlers/action_handler_strategy.py,sha256=lXxouu8j7Uc0W-tN0V_10SMvRCDFhVc5-fFY2UoK3m4,183
39
+ investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py,sha256=Nb0ZQJlbK24wzOcCQwLO8U7rGSRb1pTp1YEzuSyrBOg,481
40
+ investing_algorithm_framework/app/stateless/action_handlers/run_strategy_handler.py,sha256=zu30hGPD0YkRnRXWRzR4X-v-3saCJa9p3mJZUUOM_WY,1243
41
+ investing_algorithm_framework/app/stateless/exception_handler.py,sha256=EoujrXd_TJ0cXLsEukRgdT7bw_kAH6OiCpZGcV8bVhc,1085
42
+ investing_algorithm_framework/app/strategy.py,sha256=6zSVTzJVeYkuRLTwMyPKj34bb1tUJSVtK83sQ97lJG4,24076
43
+ investing_algorithm_framework/app/task.py,sha256=80t7t_HGTEqs9gI4_GgFpD4nwlLbC5VAyz5Tt_bJYoQ,1000
44
+ investing_algorithm_framework/app/web/__init__.py,sha256=NdQpQHJzz_qCq3tGbXKCeZuZf80XyJJpYRdJG-mhlMk,190
45
+ investing_algorithm_framework/app/web/controllers/__init__.py,sha256=qTw0_R49TYrSsmGGodeFd_f9EaJZn0cOjK6hIiwKo9g,587
46
+ investing_algorithm_framework/app/web/controllers/orders.py,sha256=aCqS58I7ClNHIapimYFJYzQh7JGM_SW0nTMKB1V6-0A,694
47
+ investing_algorithm_framework/app/web/controllers/portfolio.py,sha256=oS9NTgZR_JmEcxfcRJ4EmKe85xcx9ucdzl8tDM5UmRs,727
48
+ investing_algorithm_framework/app/web/controllers/positions.py,sha256=4NgJFPQqcootqMzJT_jUaicPp9DRGcc_TFU9V8iGxBQ,617
49
+ investing_algorithm_framework/app/web/create_app.py,sha256=hq28RLnXkUd-RnLlbtO71IkfMw3tET4bzjnvsPXcxqY,588
50
+ investing_algorithm_framework/app/web/error_handler.py,sha256=cDvJn8r9ShIEqnAsaPBVRymow_sZ3Xcpc3DUXtTbd34,2020
51
+ investing_algorithm_framework/app/web/responses.py,sha256=xbipQc0vcXHK6ouinsPdDHMHTxeLPebg-8uyeCG7zxQ,585
52
+ investing_algorithm_framework/app/web/run_strategies.py,sha256=H3EHtFORA9MX3CYc7F0csCY2dTEt48FCRP5Wp-1V28U,158
53
+ investing_algorithm_framework/app/web/schemas/__init__.py,sha256=pSkgN5AGiW48BD0vaQDdQQ6N90ryxGIimgEYJ-elSGY,361
54
+ investing_algorithm_framework/app/web/schemas/order.py,sha256=MwDJ-5vWwBEr21JqL-WuZfttAhyFP7_8qp5QMYiCyco,442
55
+ investing_algorithm_framework/app/web/schemas/portfolio.py,sha256=COXC_kpBUgPOBWy5ENtcfEs5U7lVrN8zxQYBqH9trfo,743
56
+ investing_algorithm_framework/app/web/schemas/position.py,sha256=vLAFaXlPtlhmMaB_Jai9xRCvCM_5lLuiaDQ_2Z39TfE,438
57
+ investing_algorithm_framework/app/web/setup_cors.py,sha256=ASCon0U0d7cedI-s37fdztDJozVvbNiYWYDLTHDydv8,80
58
+ investing_algorithm_framework/cli/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
59
+ investing_algorithm_framework/cli/cli.py,sha256=fiazV1sI6JXJlaJt4pLb1LJVFzzey4G1lUCjG9YWYgs,5897
60
+ investing_algorithm_framework/cli/deploy_to_aws_lambda.py,sha256=yGUXFfv4wGqDJc3h4Pv467r2nhhQ95JDG9s6uMhhNig,15888
61
+ investing_algorithm_framework/cli/deploy_to_azure_function.py,sha256=-rfyNoxV5i0wVQH3Lat5XTDpbFj2gL4T-CzwUjzx4Z4,22903
62
+ investing_algorithm_framework/cli/initialize_app.py,sha256=DMI-48LOm3CYD-sIV4k2k1XrzbdNy0cTbRAq8Qj4AKM,17651
63
+ investing_algorithm_framework/cli/templates/.gitignore.template,sha256=rDgjdjPUzcdKRcOfo5ApKKJiP3L8BCarGGjpe3CAOXk,3553
64
+ investing_algorithm_framework/cli/templates/app.py.template,sha256=0ctfPAUdJPZW4yqljBfD8aPJJorKPU4YBpGK_VsZYeo,540
65
+ investing_algorithm_framework/cli/templates/app_aws_lambda_function.py.template,sha256=tORCgj773R2YCGBaZ8szQfgPKNvVquxv5QwUgC5isKs,1687
66
+ investing_algorithm_framework/cli/templates/app_azure_function.py.template,sha256=TADjSXMZpcqu-p-rpREwiiQNBbEk5z-HV5oNjAePqMQ,521
67
+ investing_algorithm_framework/cli/templates/app_web.py.template,sha256=Tse-xD6WSnz8JkcPn4i-apKlsGNA1RfC58gMNrVej9M,524
68
+ investing_algorithm_framework/cli/templates/aws_lambda_dockerfile.template,sha256=Uahth3nk_dO1btN6d1eQ-cdZT-l_EILOzNLo5YsCyss,423
69
+ investing_algorithm_framework/cli/templates/aws_lambda_dockerignore.template,sha256=gIHvUxoZp5yXAgyTGltV4i54CvZzFHgWbuNQT9hiGWA,1039
70
+ investing_algorithm_framework/cli/templates/aws_lambda_readme.md.template,sha256=zFRkI97ebsWOaQLmmK2Zqn88GymDDnwqr2JihSEbggU,4161
71
+ investing_algorithm_framework/cli/templates/aws_lambda_requirements.txt.template,sha256=5D1Ftx6yAKU0lLTjt5oaxucU22j1R4a4oKhk1ML_S80,56
72
+ investing_algorithm_framework/cli/templates/azure_function_function_app.py.template,sha256=9RA1nKeWmt8dbKvR2gUgpoqKve6wX61yPjzZN33TP-s,2053
73
+ investing_algorithm_framework/cli/templates/azure_function_host.json.template,sha256=3Sr5FqJEHZ6X8bSyP_a5QlOnRSYfMPI6BABTQw54ql8,288
74
+ investing_algorithm_framework/cli/templates/azure_function_local.settings.json.template,sha256=VBplTqQ4xoiw_jDmLzxs9RY94Xg67BBRTlGiYn80YsA,173
75
+ investing_algorithm_framework/cli/templates/azure_function_requirements.txt.template,sha256=oCbPbfWJGQzSUoTWreDEN0kFcIZNMeSRaVc1wQP5XQ0,80
76
+ investing_algorithm_framework/cli/templates/data_providers.py.template,sha256=1_9P16ZQZJ4x1_8iMwogXd-q7mb-JAnIh9lHM8RfLtc,426
77
+ investing_algorithm_framework/cli/templates/env.example.template,sha256=TKSglupUUG5E4TmVUGDMPi8iWhrbV7DUWo0MFDMFag8,65
78
+ investing_algorithm_framework/cli/templates/env_azure_function.example.template,sha256=iLJ6Gkg97-cdDNVJccSTUtCqP7d0gDPobpXp42xbmPU,219
79
+ investing_algorithm_framework/cli/templates/market_data_providers.py.template,sha256=ahKd6yV3Rj4SCTy_8ZixnN0twv297f-Jy9F4fWZdO_E,234
80
+ investing_algorithm_framework/cli/templates/readme.md.template,sha256=0qJLEGvzu2sJUyojK9x0QiukfYHXlQVR-2W6QrzYSjo,5729
81
+ investing_algorithm_framework/cli/templates/requirements.txt.template,sha256=RegFgiPIfC-tCj6rTNXhZR3DPKHY-kPuPHDGAeCWcmo,57
82
+ investing_algorithm_framework/cli/templates/run_backtest.py.template,sha256=mHwKLxMp-rhj_NLUgVzxYRt0zaelvNR3NqJPLdDFQp8,591
83
+ investing_algorithm_framework/cli/templates/strategy.py.template,sha256=Ox8IZ6XlPDCCgq9T8KO3NazR2UXJs3FgkjbgfPqoad8,4603
84
+ investing_algorithm_framework/create_app.py,sha256=HN_45Bza5Ro3o-v364m2mjSVjjZnyESOGHn3dcPDfQ4,1372
85
+ investing_algorithm_framework/dependency_container.py,sha256=LIqK4fH2OdIKpvixzI2eSCXp6EtvEcWAJxJo-7a9qp4,6699
86
+ investing_algorithm_framework/domain/__init__.py,sha256=o2a3lAaCs4Jir88lSa8ZlwZ8Ghjwy1--S_9KDwny5MU,4931
87
+ investing_algorithm_framework/domain/backtesting/__init__.py,sha256=q-NejGHzE233w5jXPhSsuLpBZ_yl3m-qb2g6FnxZaps,699
88
+ investing_algorithm_framework/domain/backtesting/backtest.py,sha256=oo95ectus8BGZcf4JOATYWxUC9gYrpEshoM_CnYsrmw,18023
89
+ investing_algorithm_framework/domain/backtesting/backtest_date_range.py,sha256=e_V7HMdtln4uu87jwwa_Yr7ZesgrpFqsEqtr0e0DTto,3186
90
+ investing_algorithm_framework/domain/backtesting/backtest_evaluation_focuss.py,sha256=D__3I_TSxDVnGtlddmWt4wHcqut8MGyYMf1IfQZXYJ0,7547
91
+ investing_algorithm_framework/domain/backtesting/backtest_metrics.py,sha256=gfiuNhT15UpY5l02onknf7D5wHJfeUKodlnG9FV5I1E,20120
92
+ investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py,sha256=1bIZwdG6Sf0D0FliwS0QGY3gOunZ40F9E2nHnkZyIhY,9059
93
+ investing_algorithm_framework/domain/backtesting/backtest_run.py,sha256=A_9Z4Dp0ZJWKXrQJuVB6VSVKlQsYP2GqG4MfZKSAoZk,15525
94
+ investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py,sha256=Dt3gFz-MNmxtOhYxVPN8lI_7rXtE9PK10lULDFuCHlU,7131
95
+ investing_algorithm_framework/domain/backtesting/combine_backtests.py,sha256=cZTbXzN1NgRASLXehupFajEguyth0A225xtSYf-F8CA,10309
96
+ investing_algorithm_framework/domain/config.py,sha256=_VkaJvrdqIKAT3_l-Y8XTEKNEaw5uVIwQ7vxomuCpUw,3003
97
+ investing_algorithm_framework/domain/constants.py,sha256=-ZU0z1DSgJaUQvkp_ELZslqD0D-scASz7uhdXRbR8Tc,2610
98
+ investing_algorithm_framework/domain/data_provider.py,sha256=oMGxj3dj6l8DiXmlMqohMla2yLHQM2pHGIBWU1Ele9Q,12691
99
+ investing_algorithm_framework/domain/data_structures.py,sha256=ePtdGhVaB16QLUvKQn5MiWM_TBOcBBTj5M0llW8tGEE,989
100
+ investing_algorithm_framework/domain/decimal_parsing.py,sha256=NtMNkxZyWrFHxGKd6gLIDmWF88BYcTl8tYaAaKO1tlg,823
101
+ investing_algorithm_framework/domain/exceptions.py,sha256=_KiUaD9BIITFMev0GRGF6632uAdBL_37c4lKAqGMhoA,3139
102
+ investing_algorithm_framework/domain/models/__init__.py,sha256=5SN_d8MTbQzgLIYpt0ySkG2UZ3MsUz_30w40-vxUmk0,1116
103
+ investing_algorithm_framework/domain/models/app_mode.py,sha256=V1p9QMSNLlz6KjPib8d1J2EaSZh7jmXjZ1V2DFOrIaU,812
104
+ investing_algorithm_framework/domain/models/base_model.py,sha256=1_DMaDR13gc6l5yWpMgKaAK7OJstc4lmvZV5DhwYM6o,659
105
+ investing_algorithm_framework/domain/models/data/__init__.py,sha256=C6lM_DzDpuI_ZtKfCUYrYs5aNUH5YLLkbxVTZJMEGvs,117
106
+ investing_algorithm_framework/domain/models/data/data_source.py,sha256=bdk7BrYtKVzSwxjIUHE3rKLXBdNQBr0yNSzCoJR6v2s,7442
107
+ investing_algorithm_framework/domain/models/data/data_type.py,sha256=s6Y5VXam7eUyIR7GCWiwd44kwBm27TmXrdhBIwmeAAo,996
108
+ investing_algorithm_framework/domain/models/event.py,sha256=57a0kLrOKYYTvQMXRqkd5wTcB2S0NlO7fjaVKoNlk0o,876
109
+ investing_algorithm_framework/domain/models/market/__init__.py,sha256=FUZOmpJgtCn7IM-5Kn464kY-_JLJQGCtwv5HLjlOrvk,87
110
+ investing_algorithm_framework/domain/models/market/market_credential.py,sha256=NlBbNVXriBtoSBxluNbwS_llojASl6KA4mQjY2kLgo8,2535
111
+ investing_algorithm_framework/domain/models/order/__init__.py,sha256=ELj0kT4YAhBOECQJBMTZzQ80yatrbbPf_A5iNAMN4X8,193
112
+ investing_algorithm_framework/domain/models/order/order.py,sha256=MLZh4avo_xLqqbxPvQAsBnvUfkx9FbAsHPs42lG51pg,11820
113
+ investing_algorithm_framework/domain/models/order/order_side.py,sha256=lMSTM8rb_Q3qgApryI0RXKiAAeGKDDlyu3q9bbuAQ-w,814
114
+ investing_algorithm_framework/domain/models/order/order_status.py,sha256=DjAmVZy7npXr7P77iILH3INGrRdt_QXzKLrpqI1DSqY,956
115
+ investing_algorithm_framework/domain/models/order/order_type.py,sha256=d0TkR5hjZEIT2ZTYHj8yjZS-zV9OP_iFjw2e0etyDgg,699
116
+ investing_algorithm_framework/domain/models/portfolio/__init__.py,sha256=gMMZG6Owvbsq7jL9PhhRbqV8tM9oebGUY8Yc6zedHj4,230
117
+ investing_algorithm_framework/domain/models/portfolio/portfolio.py,sha256=xUUk9mEwuJLhDPpA6nVmY6AZtFjA1bHrye0mTbAmgUs,5503
118
+ investing_algorithm_framework/domain/models/portfolio/portfolio_configuration.py,sha256=EX3RXeAEGqwZj5oXVCsaYSP7TysRTqLL_9iu5ViW8gE,2737
119
+ investing_algorithm_framework/domain/models/portfolio/portfolio_snapshot.py,sha256=YQnTwrjF8dnF4tkpL-XTid_TvXedN3RNIqBcaLmJTWY,6895
120
+ investing_algorithm_framework/domain/models/position/__init__.py,sha256=Iv4-DUwgwf521P5qCu6R3WSVZxPeEtGoHP8WsS3qNUU,123
121
+ investing_algorithm_framework/domain/models/position/position.py,sha256=MSE1hHowJEUF9ljjSeUnvMLU0eLy1gdL6P7cwExzwZM,1575
122
+ investing_algorithm_framework/domain/models/position/position_snapshot.py,sha256=BpMhUTn--oUVXQHi62uOb4Ac7yuBwHW3iUCFpBPOtW0,1131
123
+ investing_algorithm_framework/domain/models/snapshot_interval.py,sha256=lfdBG2fzWj4fKkDFNhGbk21WlMM7t44n4NKM5Vh5toc,1051
124
+ investing_algorithm_framework/domain/models/strategy_profile.py,sha256=d2Sa47NH8gxAObkMJ-Qo4utmzAqIznpaTf7jCPxTbYs,933
125
+ investing_algorithm_framework/domain/models/time_frame.py,sha256=SzQs_lUFYSiuhJvU-IAZP67hz5NdCLHK843C48DdOlI,4014
126
+ investing_algorithm_framework/domain/models/time_interval.py,sha256=M7HNe-QjBUmCaySomMxPuDAzPiBc0FbAwYOuTkPUqzk,3919
127
+ investing_algorithm_framework/domain/models/time_unit.py,sha256=dCi1lcVK-QGlOt6yRclL7n_PbXRcDbJ8pPaB_KMg8y0,4033
128
+ investing_algorithm_framework/domain/models/tracing/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
129
+ investing_algorithm_framework/domain/models/tracing/trace.py,sha256=iAVEN102-y_7Wj9Qg7kdti8-2I63Y8UG0SF3V2pkHj8,699
130
+ investing_algorithm_framework/domain/models/trade/__init__.py,sha256=2hX5zmAodsEuFeFghsQhinNobXVuc4oYcMeczY2sbsc,308
131
+ investing_algorithm_framework/domain/models/trade/trade.py,sha256=98unP3da6CFvW0nz2zsjjDHiY_RT0cTGXVJrpmKHlEk,13109
132
+ investing_algorithm_framework/domain/models/trade/trade_risk_type.py,sha256=f-1bOc2GkdphPL3ewPzgsZ5OLX2_fc2e1DVARDl1RRc,839
133
+ investing_algorithm_framework/domain/models/trade/trade_status.py,sha256=9b5QDwg8vsu_iRtGWatJ1rJFubjIWslKHTG3cK0zVQ4,1004
134
+ investing_algorithm_framework/domain/models/trade/trade_stop_loss.py,sha256=B9mBALaqOu2VI9v_PTv6C2ZrP6afTEi7seBD8kZi7bw,10366
135
+ investing_algorithm_framework/domain/models/trade/trade_take_profit.py,sha256=ywySHVh_l0-YzfrhoFHyi7-uDlrUTD67X-ndEySKURY,11856
136
+ investing_algorithm_framework/domain/order_executor.py,sha256=Ila0yfsZ46eDLWqVcrFrHjOSoFEFuHMmiAxs3N8Ba2M,3792
137
+ investing_algorithm_framework/domain/portfolio_provider.py,sha256=8KWH8uXdRbU6C1fyvWkYL_ZfdgiUZhvyiAR_V2mBMfY,3879
138
+ investing_algorithm_framework/domain/positions/__init__.py,sha256=Kfc3NJatkqrOXlXNtbt12M1dxgQ0y3-TjjhqnF7CumA,69
139
+ investing_algorithm_framework/domain/positions/position_size.py,sha256=J1YvTOm-0gPpGCoICqY7tvaCdm5l7vplnxNwf3J0eGg,1349
140
+ investing_algorithm_framework/domain/services/__init__.py,sha256=kmGPiLaZTpypWFZPVMzb9dtfsLdvHuFo1rRDp_f4H9g,327
141
+ investing_algorithm_framework/domain/services/market_credential_service.py,sha256=Ib_lFd0R7oumtuEf4YR8nX8oAH1pKa0AOk4WKPbiU0c,1047
142
+ investing_algorithm_framework/domain/services/portfolios/__init__.py,sha256=8N1Dh9GESzE7AN776F8Duql5yblKf9SjcwZAX0C6RaE,115
143
+ investing_algorithm_framework/domain/services/portfolios/portfolio_sync_service.py,sha256=8Cp9bFhkKFjPcYJB39wY5v9gFetj2lVovDxJJRvHlHE,213
144
+ investing_algorithm_framework/domain/services/rounding_service.py,sha256=aY2H5nNVxAsc1JRdA2Qwoe8LmGVjf1UaQ0R-hqYgXu8,699
145
+ investing_algorithm_framework/domain/services/state_handler.py,sha256=L1OcRKpaxw1CqTh71Y0rDWR5fk3pvNKVwaxE9b9Jlqs,839
146
+ investing_algorithm_framework/domain/stateless_actions.py,sha256=DHhuI_3oL6JqWWucsZNvB3a9vFthZAk20Rg89_lc9o8,156
147
+ investing_algorithm_framework/domain/strategy.py,sha256=F4GWyz3DmccPP0oc4uLl7tS30eqRXW2Inh5Rras3J9Q,850
148
+ investing_algorithm_framework/domain/utils/__init__.py,sha256=YrJrQ2ZBKeMcuCKv0qRck71_H6NMOTP5TBshL1MHYzQ,851
149
+ investing_algorithm_framework/domain/utils/csv.py,sha256=QK7EC_jY4u9s97OFOcoxwZsBPGTnO79Z4qx07ms4MWI,2746
150
+ investing_algorithm_framework/domain/utils/custom_tqdm.py,sha256=LwPiuYedzujtV-kp4Uq_Pe8CqjH6zFvvCuSWCharOP8,583
151
+ investing_algorithm_framework/domain/utils/dates.py,sha256=T3ZwN6UXKZmcqSjrdH5j2Ielq2PB4fm12QXSy-wdrZw,1541
152
+ investing_algorithm_framework/domain/utils/jupyter_notebook_detection.py,sha256=Al0T72bhvmyYFGEYDVPbIBOpXtIfgmn8_Tq1KKJYyig,624
153
+ investing_algorithm_framework/domain/utils/polars.py,sha256=1oqlZbNgOvIUyoJTRuwxdzZhlSqYF7R1SDjdhgb0Reg,1828
154
+ investing_algorithm_framework/domain/utils/random.py,sha256=25PQSDuTmMd32sN7H3LQejUO73hQW5FCHGOpKYfdXI0,945
155
+ investing_algorithm_framework/domain/utils/signatures.py,sha256=MO2hCrrnQjbsT6guX4AdeJfcAP55pRXtjJ73uX1cjaI,417
156
+ investing_algorithm_framework/domain/utils/stoppable_thread.py,sha256=z3-OGZ-wrygfYn4zhB3COHdB43qQYa65TeShyVokSp0,608
157
+ investing_algorithm_framework/domain/utils/synchronized.py,sha256=YjvutHxMh5r1WEpOYPAXm7_xHRaDzj5YTj7HqfKqJm0,253
158
+ investing_algorithm_framework/download_data.py,sha256=VSnXiHOSyIXwUrFuXHlvJb-YMUrXBTQN2P2r4qcQsCI,3956
159
+ investing_algorithm_framework/infrastructure/__init__.py,sha256=-ekyHXcQzGSIp3HYOxqV2W2Wt5JiLxazmkEE-jOV7qA,1774
160
+ investing_algorithm_framework/infrastructure/data_providers/__init__.py,sha256=7uhvfzs5eAoARD_f36d7xmns9JSpQX843pyplQF6f0A,742
161
+ investing_algorithm_framework/infrastructure/data_providers/ccxt.py,sha256=4POw4jjwnhqhVpmalSybrYD9kUePMvtBWyPV-ln54NQ,42715
162
+ investing_algorithm_framework/infrastructure/data_providers/csv.py,sha256=RbttFWfA06Lcrjnk_s2BZQxcOByM85HOV_RsU7nsz70,20210
163
+ investing_algorithm_framework/infrastructure/data_providers/pandas.py,sha256=DFCeDBIUWuIfPqFZb1NE2JJqC4GFAuIbcllQbxyuhqY,21661
164
+ investing_algorithm_framework/infrastructure/database/__init__.py,sha256=Zf986kazO5O-NPC2nF0dmy0EAkwi93P-R_Amun-ig3w,214
165
+ investing_algorithm_framework/infrastructure/database/sql_alchemy.py,sha256=kZpUaWQiGqtilsGpMkl7ZE8LygoWAU6t2HhwO6niimE,3509
166
+ investing_algorithm_framework/infrastructure/models/__init__.py,sha256=Xtcy4dHqrItaTpSfPfD0ztz3rH56yE_viFEzrtV79H0,441
167
+ investing_algorithm_framework/infrastructure/models/decimal_parser.py,sha256=s19k4gUh5qhZg-PcPzGFKqQ8xK4Z9OtefnTT2YgRojY,327
168
+ investing_algorithm_framework/infrastructure/models/model_extension.py,sha256=EiSSs-Jq27gBhLnlIKvEjDoJz7iMPFxkFBg5cesU694,142
169
+ investing_algorithm_framework/infrastructure/models/order/__init__.py,sha256=3s-yIwCU_glQ_rk7WkZE4L44WoeW0i5Ksbd_FEoWaRQ,117
170
+ investing_algorithm_framework/infrastructure/models/order/order.py,sha256=xo5puh51xH3PQBioTf0OyVvVOOjSGF2d4Im3QNbQe5Y,4585
171
+ investing_algorithm_framework/infrastructure/models/order/order_metadata.py,sha256=nr04CGukn7ZcB61yE_Vgg8faq1zh8Mwb4mhuR1Qaieo,1544
172
+ investing_algorithm_framework/infrastructure/models/order_trade_association.py,sha256=rgnY8QiWwkRBQlz7lOwxGAv8P0UAYBYrZGN-ILsz6AE,404
173
+ investing_algorithm_framework/infrastructure/models/portfolio/__init__.py,sha256=4CNIMzv6k_99XiFGJX-OlkwnyiiOdAMcKL0KML8Ltno,145
174
+ investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py,sha256=YNnLhfYGbHU0JXU0fziRpllM-4ngpqvOESFk0Y2FxF0,1508
175
+ investing_algorithm_framework/infrastructure/models/portfolio/sql_portfolio.py,sha256=rixz14GfBWc4bBtP43I_VV4FopIcxTCq3ZAc9cG_o3Y,3604
176
+ investing_algorithm_framework/infrastructure/models/position/__init__.py,sha256=nNEWciIXWZyFIYZVEkAGB21Kf9QXkWzcdcL4uKiHjFo,135
177
+ investing_algorithm_framework/infrastructure/models/position/position.py,sha256=CmSX7KNKJ0vkJ8Z7eq2DzARCdPGYGHH6sChJ0aS2nfM,1898
178
+ investing_algorithm_framework/infrastructure/models/position/position_snapshot.py,sha256=F8pcpppTIH89JAPSqDlp7zCVRvElUKcH3odGELlh1w8,842
179
+ investing_algorithm_framework/infrastructure/models/trades/__init__.py,sha256=XW_wUHejOc9saYllAWy0nrMBAXl_aGNCqTDMTSSznCQ,205
180
+ investing_algorithm_framework/infrastructure/models/trades/trade.py,sha256=xaZ6dQCRqRrZw0JxOgDWOxa3-E-Wyr4afotBb7TG6_0,4928
181
+ investing_algorithm_framework/infrastructure/models/trades/trade_stop_loss.py,sha256=15gdpoHCVEq_ArU1-KbWjS8-9FWixwMIUqb_aEFJ7aM,1483
182
+ investing_algorithm_framework/infrastructure/models/trades/trade_take_profit.py,sha256=m1nHQRyZpwWP00DAFc6-chaeyG9Sh4GV5pzFXJHbI4I,1504
183
+ investing_algorithm_framework/infrastructure/order_executors/__init__.py,sha256=G1F1Vf-taT6_ieKB3qXIjU2QGVg08JoBKcVMGB9ZuIM,425
184
+ investing_algorithm_framework/infrastructure/order_executors/backtest_oder_executor.py,sha256=ZuV9K77RuzYjVPUjN2uEjgp76xK443No-HpQyqmMmrA,991
185
+ investing_algorithm_framework/infrastructure/order_executors/ccxt_order_executor.py,sha256=-4rbSvvOSnN3ICHPMzn4BbG_XJz-PKOAC0CfN8SlEzc,7042
186
+ investing_algorithm_framework/infrastructure/portfolio_providers/__init__.py,sha256=7SaQOI54fwJ9Y8B4Jy-1OFstlb2pAfuIgX_xq0ToD8A,370
187
+ investing_algorithm_framework/infrastructure/portfolio_providers/ccxt_portfolio_provider.py,sha256=Aeftdy-P_FsJJ8wGkJ0gvTH3rnupx9VrzNhuuwfpgbA,6484
188
+ investing_algorithm_framework/infrastructure/repositories/__init__.py,sha256=BrcfoHYwUEYf6eU0DhwCmQ0W665UrLnIkiRWcQEzgZ8,864
189
+ investing_algorithm_framework/infrastructure/repositories/order_metadata_repository.py,sha256=2JJOuKQjPZe1WTf_LVLTd5TsmcEkKArncsM_h2m5PP4,521
190
+ investing_algorithm_framework/infrastructure/repositories/order_repository.py,sha256=42SLShxPg46wj-L4sbMnX-qoiJdTYutEAc3n6gghx1A,3568
191
+ investing_algorithm_framework/infrastructure/repositories/portfolio_repository.py,sha256=3Qdx2HwGiKcnm7ikh5fRV85FNYv4Xfs3cn2sw-_kZ7c,1073
192
+ investing_algorithm_framework/infrastructure/repositories/portfolio_snapshot_repository.py,sha256=K24hMQQpryLnnKE5YPqLBuj5cMaLdAr-O6vS6wdwECU,1967
193
+ investing_algorithm_framework/infrastructure/repositories/position_repository.py,sha256=BQC2iBdRTiU5VmYdW9H-rZtaBVr56sxXhV43CKVk3lg,2459
194
+ investing_algorithm_framework/infrastructure/repositories/position_snapshot_repository.py,sha256=GT1TkoHdy1L7ZNspDsMqWY8R2tjINz7XBYunuebzLAg,680
195
+ investing_algorithm_framework/infrastructure/repositories/repository.py,sha256=D78YcbVmz7J-ipna3BuOHPq5taPbC1oRAMYBIoWcSAE,9564
196
+ investing_algorithm_framework/infrastructure/repositories/trade_repository.py,sha256=SxVfk8Ib-Np5cTGztwfetpw0nOmIH6evsCkJGwYSbg0,2692
197
+ investing_algorithm_framework/infrastructure/repositories/trade_stop_loss_repository.py,sha256=lHE5KF4D4-a_tAuvIZkjKoeAMwoJQVznU8RaPZsAUjM,660
198
+ investing_algorithm_framework/infrastructure/repositories/trade_take_profit_repository.py,sha256=kRki1Q3Q8GNUTTs1bHIWJp5EPqxdo7D_U6SoMYDXOBw,670
199
+ investing_algorithm_framework/infrastructure/services/__init__.py,sha256=zDVLnN3DTeGqJ9EgBUMWJgsMWpJe5G0BlWEDPRC8hPk,172
200
+ investing_algorithm_framework/infrastructure/services/aws/__init__.py,sha256=kIWIu7q6lKyOa7gFIjv2HflbR_PUUgsFmnCe_SFPMlc,100
201
+ investing_algorithm_framework/infrastructure/services/aws/state_handler.py,sha256=HgqkgX6tuq50d7gKA1csQQZtqWFjCprZU0G06FQRTVA,3738
202
+ investing_algorithm_framework/infrastructure/services/azure/__init__.py,sha256=PWNpC9jPwc4ctukiSuNM9NDSfvGULFTH9gaTLFVyRBI,106
203
+ investing_algorithm_framework/infrastructure/services/azure/state_handler.py,sha256=EUk4PdVl6RQ19DuWdrC4DzgOhGcL3qiZKWgWh_obT4E,5240
204
+ investing_algorithm_framework/services/__init__.py,sha256=l1FnHUHxwo8Zpceo7P35Ex3tI2-NMOwBeVQCvglJdF0,5080
205
+ investing_algorithm_framework/services/backtesting/__init__.py,sha256=sD6JMQVuUT8NRKV77VC9jyGnHcGox0W2n9eA-4ydeHY,84
206
+ investing_algorithm_framework/services/backtesting/backtest_service.py,sha256=rWxOxAXhuywb0jx_j0XVChKBPU3CUV4vYF0T7oTtG2E,24841
207
+ investing_algorithm_framework/services/configuration_service.py,sha256=BCgiBlrLjMjfU4afmjYaHu9gOWNmgaxhf6RBN2XJkw0,2853
208
+ investing_algorithm_framework/services/data_providers/__init__.py,sha256=OHVccpIYGc-1B2AkCI_2Nhsb9KMaAUrng4DHhIbFD8Y,96
209
+ investing_algorithm_framework/services/data_providers/data_provider_service.py,sha256=7gUzwGD2E1e4IEAFRBoSnksAyMzVof6rZwDLsNm3tZE,30239
210
+ investing_algorithm_framework/services/market_credential_service.py,sha256=syitQ61sECzK0i0Wd-Hc8xaTv4tpRYRFbCjyw9pWMeA,1197
211
+ investing_algorithm_framework/services/metrics/__init__.py,sha256=F63CltHaI1iieNJBP7b_XPBouNrxaZmNYvPLJ1_yqBM,4409
212
+ investing_algorithm_framework/services/metrics/alpha.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
213
+ investing_algorithm_framework/services/metrics/beta.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
214
+ investing_algorithm_framework/services/metrics/cagr.py,sha256=I3GVZWeC4ybfpSOFws69O3GbWeSn2p8nasDUYI6PqyI,2091
215
+ investing_algorithm_framework/services/metrics/calmar_ratio.py,sha256=clZTkG6bjZsjq3ANPwMaGkV09akDN1DMlUCfHU89c58,1402
216
+ investing_algorithm_framework/services/metrics/drawdown.py,sha256=VWkPXOm9CSdq6LHL6Pa9JnDObsu-1OOqgC4XRZqZO3Q,6193
217
+ investing_algorithm_framework/services/metrics/equity_curve.py,sha256=Z3YdqEJ7x9N-RKOC4bt-1LuiKAYTCxhuE6Fx1lJyAS0,702
218
+ investing_algorithm_framework/services/metrics/exposure.py,sha256=kQPreO5RR72DgTRdSdMPiG6onZTAWvyYTrp3hsI6vYw,6234
219
+ investing_algorithm_framework/services/metrics/generate.py,sha256=Vxi-t2cDXdZlTcmdHPQu6XDeR3GrsFXMUcZgi65kTtQ,17394
220
+ investing_algorithm_framework/services/metrics/mean_daily_return.py,sha256=_e5GCD5xppa_GrYMEeQB9or1WLkJIF-mdmDfes8CRjQ,2384
221
+ investing_algorithm_framework/services/metrics/price_efficiency.py,sha256=hpt1Nyk7s_jxFeqEVeQV9FH5N4RzJx6SP072L4z9fYw,1844
222
+ investing_algorithm_framework/services/metrics/profit_factor.py,sha256=6OMC2yx1stMrJKaVSCMWyVbVMgfurYTiue7P7QeCEHs,5178
223
+ investing_algorithm_framework/services/metrics/recovery.py,sha256=lkc0OUKDPBJjG_NeGWElPY3i3ZrAvWS8mjQgUeNvQXs,4373
224
+ investing_algorithm_framework/services/metrics/returns.py,sha256=_fi7-9te_82o3tdgsiOm6UC96_ckfPqhn20LZ9OTNWg,13329
225
+ investing_algorithm_framework/services/metrics/risk_free_rate.py,sha256=bATheWxyqSZG7-Q5Oz_iM5xXl05SOINYTt19ejJG6YM,780
226
+ investing_algorithm_framework/services/metrics/sharpe_ratio.py,sha256=XDEiTUBoK-qpoeqmbhrcy1v-AuNagWhTWx_Myn0g8-A,5497
227
+ investing_algorithm_framework/services/metrics/sortino_ratio.py,sha256=WA8uTkyk8RMG6uMplCvV8okAlKG_aeTP4ZAX2VyNkpA,2993
228
+ investing_algorithm_framework/services/metrics/standard_deviation.py,sha256=oObshTljORuE3x1cS0wej8QCqmDzAwHQgOA5u_HdfbU,4533
229
+ investing_algorithm_framework/services/metrics/trades.py,sha256=SFp3Zc71xzjux06dNUm9H352OGO2XBXk8W_WrQ8-kd4,14052
230
+ investing_algorithm_framework/services/metrics/treynor_ratio.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
231
+ investing_algorithm_framework/services/metrics/ulcer.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
232
+ investing_algorithm_framework/services/metrics/value_at_risk.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
233
+ investing_algorithm_framework/services/metrics/volatility.py,sha256=Kv7vHfjQMGTcM4DzQlkeVs3v2JS__E5WNAFwuuDr2jE,3955
234
+ investing_algorithm_framework/services/metrics/win_rate.py,sha256=9SXI6E7JS7XQY3qVwARhr-Wti2ZKfd1n3yNXxGL1hIY,5794
235
+ investing_algorithm_framework/services/order_service/__init__.py,sha256=B-9kb7AWnMHCYkT3C7lvUADPWC8uP8cg6ymj3Ngabf0,242
236
+ investing_algorithm_framework/services/order_service/order_backtest_service.py,sha256=20rVRGSX1IRVRrjCgnM3H7gg4MGZdQconJ9tEE_pZzg,6534
237
+ investing_algorithm_framework/services/order_service/order_executor_lookup.py,sha256=QNZr-EiKofPGgYHHBESfxdMXGuLOAT8BlufHx92LkoM,3601
238
+ investing_algorithm_framework/services/order_service/order_service.py,sha256=eje1BSQDjJXijbHNkDpymA8QW-UKx_8P1nmx9GXcy1I,30165
239
+ investing_algorithm_framework/services/portfolios/__init__.py,sha256=fCBlgYbD_9S-boHPSmSNzu0ZYBHcXSZ6QGG68qkj4-k,603
240
+ investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py,sha256=xlh9xPBxYo5e7_Dlb4genkHlC0UfyvvbPubBy54Pkvo,1979
241
+ investing_algorithm_framework/services/portfolios/portfolio_configuration_service.py,sha256=h-Jng3O8hFF4G2trXktp2CuJFHr5ZysvrSHis4vPP1U,2551
242
+ investing_algorithm_framework/services/portfolios/portfolio_provider_lookup.py,sha256=UYKWnLdm7Fwsm1Y3ifen-6iROahofcjfQluowB2KGa4,3604
243
+ investing_algorithm_framework/services/portfolios/portfolio_service.py,sha256=sckTNcbKVFwVwE7JNYm8tptGplIGXRaeCGJn0PIyOqo,6772
244
+ investing_algorithm_framework/services/portfolios/portfolio_snapshot_service.py,sha256=2XFMgH_O0iRSjIJxsF1xjkxY_r3ikSZj9T7fVAfxjVw,5214
245
+ investing_algorithm_framework/services/portfolios/portfolio_sync_service.py,sha256=npIBdN1r5ys5xVQDadPxNXiTigvazYwjSbbpz631MqU,7405
246
+ investing_algorithm_framework/services/positions/__init__.py,sha256=3fwOf-5x0BO3FErW76naRcpW-mESkl7WUHRfj3No-HA,177
247
+ investing_algorithm_framework/services/positions/position_service.py,sha256=IB_Lxxq469GWcrXbSfjKCn1E8WeMRJT_XK8-41Tj9Y8,6366
248
+ investing_algorithm_framework/services/positions/position_snapshot_service.py,sha256=QPY0xp3ky5rJgGev3PBpIalvS2xKlRLGXr-3TyA2zng,525
249
+ investing_algorithm_framework/services/repository_service.py,sha256=9_KYyuRU3Mhjn-oQv1yh0b54bh4zN1upFQqpkNgP7HA,1177
250
+ investing_algorithm_framework/services/trade_order_evaluator/__init__.py,sha256=r9bvjkiVy4fLAsKg_0_SZY0w798bJTKZI5TI7f1o4IU,306
251
+ investing_algorithm_framework/services/trade_order_evaluator/backtest_trade_oder_evaluator.py,sha256=JXoAyCYW3rGX_w9glcJvP8i5068GJpUEAWLXGGS7OGk,4542
252
+ investing_algorithm_framework/services/trade_order_evaluator/default_trade_order_evaluator.py,sha256=amTwLg5S_kTA8CjBXiGv2yLYN7Fqi-5cdVvDyTyzxec,2117
253
+ investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py,sha256=pNnmgaKMR9RY6Kxq7xS0nURKoaQDe2ehrP5GfElkkcI,1328
254
+ investing_algorithm_framework/services/trade_service/__init__.py,sha256=AcwPyJjDRdiREnl_MWMkDSc-V-ZjXtvpHD6eQT9mc1o,68
255
+ investing_algorithm_framework/services/trade_service/trade_service.py,sha256=OtzIS5EebByGcqDvV2AFeBjXSarvrgubMXDaVKg6Rbw,41193
256
+ investing_algorithm_framework-7.19.14.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
257
+ investing_algorithm_framework-7.19.14.dist-info/METADATA,sha256=9d6SYx6YFFQ-7IbiYQxsWU9rcQ-DP1XMSAextVg0Klg,19636
258
+ investing_algorithm_framework-7.19.14.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
259
+ investing_algorithm_framework-7.19.14.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
260
+ investing_algorithm_framework-7.19.14.dist-info/RECORD,,
@@ -0,0 +1,4 @@
1
+ Wheel-Version: 1.0
2
+ Generator: poetry-core 1.8.1
3
+ Root-Is-Purelib: true
4
+ Tag: py3-none-any
@@ -0,0 +1,3 @@
1
+ [console_scripts]
2
+ investing-algorithm-framework=investing_algorithm_framework.cli.cli:cli
3
+