investing-algorithm-framework 7.19.1__py3-none-any.whl → 7.19.3__py3-none-any.whl

investing_algorithm_framework/app/app.py

@@ -831,7 +831,10 @@ class App:
                         symbol=data_source.symbol,
                         start_date=backtest_date_range.start_date,
                         end_date=backtest_date_range.end_date,
-                        pandas=True
+                        pandas=True,
+                        add_pandas_index=False,
+                        add_datetime_column=True,
+                        time_frame=data_source.time_frame
                     )
                     df = df.copy()
                     df['Datetime'] = pd.to_datetime(df['Datetime'])

investing_algorithm_framework/domain/utils/polars.py

@@ -6,6 +6,7 @@ def convert_polars_to_pandas(
     data: PolarsDataFrame,
     remove_duplicates=True,
     add_index=True,
+    add_datetime_column=True,
     datetime_column_name="Datetime"
 ):
     """
@@ -21,6 +22,8 @@ def convert_polars_to_pandas(
         dates will be removed from the dataframe
         add_index: Boolean - If set to true, an index will
             be added to the dataframe
+        add_datetime_column: Boolean - If set to true, a datetime
+            column will be added to the dataframe
         datetime_column_name: String - the column name that has the
             datetime object. By default this is set to column name Datetime
             This is only used if add_index is set to True
@@ -35,6 +38,9 @@ def convert_polars_to_pandas(
 
     df = data.to_pandas().copy()
 
+    if add_datetime_column and datetime_column_name not in df.columns:
+        df[datetime_column_name] = pd.to_datetime(df.index)
+
     # Ensure datetime column is datetime type
     df[datetime_column_name] = pd.to_datetime(df[datetime_column_name])
 

investing_algorithm_framework/services/data_providers/data_provider_service.py

@@ -7,7 +7,7 @@ from typing import List, Tuple, Optional, Dict, Any
 
 from investing_algorithm_framework.domain import DataProvider, \
     OperationalException, ImproperlyConfigured, DataSource, DataType, \
-    BacktestDateRange, tqdm, convert_polars_to_pandas
+    BacktestDateRange, tqdm, convert_polars_to_pandas, TimeFrame
 
 logger = logging.getLogger("investing_algorithm_framework")
 
@@ -26,6 +26,7 @@ class DataProviderIndex:
         self.data_providers_lookup = defaultdict()
         self.ohlcv_data_providers = defaultdict()
         self.ohlcv_data_providers_no_market = defaultdict()
+        self.ohlcv_data_providers_with_timeframe = defaultdict()
         self.ticker_data_providers = defaultdict()
 
     def add(self, data_provider: DataProvider):
@@ -80,11 +81,15 @@ class DataProviderIndex:
 
         symbol = data_source.symbol
         market = data_source.market
+        time_frame = data_source.time_frame
 
         if DataType.OHLCV.equals(data_source.data_type):
             if symbol not in self.ohlcv_data_providers:
                 self.ohlcv_data_providers[(symbol, market)] = best_provider
                 self.ohlcv_data_providers_no_market[symbol] = best_provider
+                self.ohlcv_data_providers_with_timeframe[
+                    (symbol, market, time_frame)
+                ] = best_provider
             else:
                 try:
                     # If the symbol already exists, we can update the provider
@@ -105,6 +110,11 @@ class DataProviderIndex:
                         self.ohlcv_data_providers_no_market[symbol] =\
                             best_provider
 
+                    time_frame_key = (symbol, market, time_frame)
+                    self.ohlcv_data_providers_with_timeframe[
+                        time_frame_key
+                    ] = best_provider
+
                 except Exception:
                     # If the existing provider does not have a time_frame
                     # attribute, we can safely ignore this
@@ -165,12 +175,16 @@ class DataProviderIndex:
 
         symbol = data_source.symbol
         market = data_source.market
+        time_frame = data_source.time_frame
 
         if DataType.OHLCV.equals(data_source.data_type):
 
             if symbol not in self.ohlcv_data_providers:
                 self.ohlcv_data_providers[(symbol, market)] = best_provider
                 self.ohlcv_data_providers_no_market[symbol] = best_provider
+                self.ohlcv_data_providers_with_timeframe[
+                    (symbol, market, time_frame)
+                ] = best_provider
             else:
                 try:
                     # If the symbol already exists, we can update the provider
@@ -192,6 +206,11 @@ class DataProviderIndex:
                         self.ohlcv_data_providers_no_market[symbol] = \
                             best_provider
 
+                    time_frame_key = (symbol, market, data_source.time_frame)
+                    self.ohlcv_data_providers_with_timeframe[
+                        time_frame_key
+                    ] = best_provider
+
                 except Exception:
                     # If the existing provider does not have a time_frame
                     # attribute, we can safely ignore this
@@ -264,7 +283,10 @@ class DataProviderIndex:
         return len(self.data_providers_lookup)
 
     def get_ohlcv_data_provider(
-        self, symbol: str, market: Optional[str] = None
+        self,
+        symbol: str,
+        market: Optional[str] = None,
+        time_frame: Optional[str] = None
     ) -> Optional[DataProvider]:
         """
         Get the OHLCV data provider for a given symbol and market.
@@ -272,12 +294,20 @@ class DataProviderIndex:
         Args:
             symbol (str): The symbol to get the data provider for.
             market (Optional[str]): The market to get the data provider for.
+            time_frame (Optional[str]): The time frame to get the
+                data provider for.
 
         Returns:
             DataProvider: The OHLCV data provider for the symbol and market,
                 or None if no provider is found.
         """
 
+        if market is not None and time_frame is not None:
+            time_frame = TimeFrame.from_value(time_frame)
+            return self.ohlcv_data_providers_with_timeframe.get(
+                (symbol, market, time_frame), None
+            )
+
         if market is None:
             # If no market is specified
             return self.ohlcv_data_providers_no_market.get(symbol, None)
@@ -462,7 +492,9 @@ class DataProviderService:
         start_date: Optional[datetime] = None,
         end_date: Optional[datetime] = None,
         window_size: Optional[int] = None,
-        pandas: bool = False
+        pandas: bool = False,
+        add_pandas_index: bool = True,
+        add_datetime_column: bool = False,
     ):
         """
         Function to get OHLCV data from the data provider.
@@ -476,6 +508,10 @@ class DataProviderService:
             end_date (datetime): The end date for the OHLCV data.
             window_size (int): The window size for the OHLCV data.
             pandas (bool): Whether to return the data as a pandas DataFrame.
+            add_pandas_index (bool): Whether to add a pandas index to
+                the DataFrame if pandas is True.
+            add_datetime_column (bool): Whether to add a datetime column
+                to the DataFrame if pandas is True.
 
         Returns:
             DataFrame: The OHLCV data for the given symbol and market.
@@ -483,6 +519,7 @@ class DataProviderService:
         data_provider = self.data_provider_index.get_ohlcv_data_provider(
             symbol=symbol,
             market=market,
+            time_frame=time_frame
         )
 
         if data_provider is None:
@@ -511,7 +548,11 @@ class DataProviderService:
 
         if pandas:
             if isinstance(data, pl.DataFrame):
-                return convert_polars_to_pandas(data)
+                return convert_polars_to_pandas(
+                    data,
+                    add_index=add_pandas_index,
+                    add_datetime_column=add_datetime_column
+                )
             else:
                 return data
 

{investing_algorithm_framework-7.19.1.dist-info → investing_algorithm_framework-7.19.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 7.19.1
+Version: 7.19.3
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10

{investing_algorithm_framework-7.19.1.dist-info → investing_algorithm_framework-7.19.3.dist-info}/RECORD

@@ -8,7 +8,7 @@ investing_algorithm_framework/app/analysis/backtest_data_ranges.py,sha256=pt8vUj
 investing_algorithm_framework/app/analysis/backtest_utils.py,sha256=W_X1T8f1UOllUUkaO4ZiQlQ7dSEGi9TqVo_ROyv7XNE,2121
 investing_algorithm_framework/app/analysis/permutation.py,sha256=NHzyMQ9aCqLiLXyw1CpRZfITLzsRwHmMn8Uj8oV5_1E,3941
 investing_algorithm_framework/app/analysis/ranking.py,sha256=-XEWmU3rxLvkC9GOW6Zci7E3Y7H2xKwU3id8ljf0n9k,10888
-investing_algorithm_framework/app/app.py,sha256=bubVZeIQx1JLl2CRDRpf0KLhgVWRIwaD_72HN3TG4qo,85834
+investing_algorithm_framework/app/app.py,sha256=VeVyiQKImJCd4uR5kH62kPCUE-wpVKeM_2nnX46yAf8,85991
 investing_algorithm_framework/app/app_hook.py,sha256=cDiY4x2n06tljpx-fcbIM1oPnjTnEthibvqxUvfEppo,834
 investing_algorithm_framework/app/context.py,sha256=kWOBZq7E45xoAPbMfn9HPhDQmEcyCqBYWi-NJK5nMXk,58874
 investing_algorithm_framework/app/eventloop.py,sha256=w9zufVpiHrgsxuh4_AW2DXxOfI4LVcScNHTLfL9-Tws,21736
@@ -150,7 +150,7 @@ investing_algorithm_framework/domain/utils/csv.py,sha256=QK7EC_jY4u9s97OFOcoxwZs
 investing_algorithm_framework/domain/utils/custom_tqdm.py,sha256=LwPiuYedzujtV-kp4Uq_Pe8CqjH6zFvvCuSWCharOP8,583
 investing_algorithm_framework/domain/utils/dates.py,sha256=T3ZwN6UXKZmcqSjrdH5j2Ielq2PB4fm12QXSy-wdrZw,1541
 investing_algorithm_framework/domain/utils/jupyter_notebook_detection.py,sha256=Al0T72bhvmyYFGEYDVPbIBOpXtIfgmn8_Tq1KKJYyig,624
-investing_algorithm_framework/domain/utils/polars.py,sha256=nO8OdTsdnq6Q3TQJ13AKJeE4tzvGHySEyQ_ojST9Kmk,1550
+investing_algorithm_framework/domain/utils/polars.py,sha256=1oqlZbNgOvIUyoJTRuwxdzZhlSqYF7R1SDjdhgb0Reg,1828
 investing_algorithm_framework/domain/utils/random.py,sha256=25PQSDuTmMd32sN7H3LQejUO73hQW5FCHGOpKYfdXI0,945
 investing_algorithm_framework/domain/utils/signatures.py,sha256=MO2hCrrnQjbsT6guX4AdeJfcAP55pRXtjJ73uX1cjaI,417
 investing_algorithm_framework/domain/utils/stoppable_thread.py,sha256=z3-OGZ-wrygfYn4zhB3COHdB43qQYa65TeShyVokSp0,608
@@ -206,7 +206,7 @@ investing_algorithm_framework/services/backtesting/__init__.py,sha256=sD6JMQVuUT
 investing_algorithm_framework/services/backtesting/backtest_service.py,sha256=rWxOxAXhuywb0jx_j0XVChKBPU3CUV4vYF0T7oTtG2E,24841
 investing_algorithm_framework/services/configuration_service.py,sha256=BCgiBlrLjMjfU4afmjYaHu9gOWNmgaxhf6RBN2XJkw0,2853
 investing_algorithm_framework/services/data_providers/__init__.py,sha256=OHVccpIYGc-1B2AkCI_2Nhsb9KMaAUrng4DHhIbFD8Y,96
-investing_algorithm_framework/services/data_providers/data_provider_service.py,sha256=KOhxQEdU1VxE5MXl713Lo4lzv3J8kuSxCa025Ywyr20,28455
+investing_algorithm_framework/services/data_providers/data_provider_service.py,sha256=7gUzwGD2E1e4IEAFRBoSnksAyMzVof6rZwDLsNm3tZE,30239
 investing_algorithm_framework/services/market_credential_service.py,sha256=syitQ61sECzK0i0Wd-Hc8xaTv4tpRYRFbCjyw9pWMeA,1197
 investing_algorithm_framework/services/metrics/__init__.py,sha256=kQaAw5r-hXCsaEY9fQ5Fch8CfjltdjKrGFn6gNSWWdA,4322
 investing_algorithm_framework/services/metrics/alpha.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -253,8 +253,8 @@ investing_algorithm_framework/services/trade_order_evaluator/default_trade_order
 investing_algorithm_framework/services/trade_order_evaluator/trade_order_evaluator.py,sha256=pNnmgaKMR9RY6Kxq7xS0nURKoaQDe2ehrP5GfElkkcI,1328
 investing_algorithm_framework/services/trade_service/__init__.py,sha256=AcwPyJjDRdiREnl_MWMkDSc-V-ZjXtvpHD6eQT9mc1o,68
 investing_algorithm_framework/services/trade_service/trade_service.py,sha256=OtzIS5EebByGcqDvV2AFeBjXSarvrgubMXDaVKg6Rbw,41193
-investing_algorithm_framework-7.19.1.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
-investing_algorithm_framework-7.19.1.dist-info/METADATA,sha256=NfXQinQSPYQibLY_6KTabg9vi7NUStbMosX5TAtfbew,19635
-investing_algorithm_framework-7.19.1.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
-investing_algorithm_framework-7.19.1.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
-investing_algorithm_framework-7.19.1.dist-info/RECORD,,
+investing_algorithm_framework-7.19.3.dist-info/LICENSE,sha256=wbVEDvoZiMPHufRY3sLEffvAr7GH5hOIngHF8y4HFQg,11343
+investing_algorithm_framework-7.19.3.dist-info/METADATA,sha256=fuIfBz-8G1y2uDWrEynERnrI0pM2xek0NxI8-DfexD4,19635
+investing_algorithm_framework-7.19.3.dist-info/WHEEL,sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4,88
+investing_algorithm_framework-7.19.3.dist-info/entry_points.txt,sha256=jrPF0YksDs27vYzEvj3tXLe3OGWU24EJA05z5xHqmq8,91
+investing_algorithm_framework-7.19.3.dist-info/RECORD,,