investing-algorithm-framework 7.2.0__tar.gz → 7.4.0__tar.gz

investing_algorithm_framework-7.4.0/PKG-INFO

@@ -0,0 +1,293 @@
+Metadata-Version: 2.1
+Name: investing-algorithm-framework
+Version: 7.4.0
+Summary: A framework for creating trading bots
+Author: MDUYN
+Requires-Python: >=3.10
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Requires-Dist: Flask (>=3.1.0)
+Requires-Dist: Flask-Cors (>=3.0.9,<5.0.0)
+Requires-Dist: Flask-Migrate (>=2.6.0)
+Requires-Dist: SQLAlchemy (>=2.0.18)
+Requires-Dist: azure-identity (>=1.19.0,<2.0.0)
+Requires-Dist: azure-mgmt-resource (>=23.2.0,<24.0.0)
+Requires-Dist: azure-mgmt-storage (>=21.2.1,<22.0.0)
+Requires-Dist: azure-mgmt-web (>=7.3.1,<8.0.0)
+Requires-Dist: azure-storage-blob (>=12.24.0,<13.0.0)
+Requires-Dist: boto3 (>=1.38.41,<2.0.0)
+Requires-Dist: ccxt (>=4.2.48)
+Requires-Dist: dependency-injector (>=4.40.0)
+Requires-Dist: jupyter (>=1.0.0)
+Requires-Dist: marshmallow (>=3.5.0)
+Requires-Dist: plotly (>=6.1.2,<7.0.0)
+Requires-Dist: polars[numpy,pandas] (>=0.20.10)
+Requires-Dist: pyarrow (>=19.0.1)
+Requires-Dist: python-dateutil (>=2.8.2)
+Requires-Dist: python-dotenv (>=1.0.1,<2.0.0)
+Requires-Dist: schedule (>=1.1.0)
+Requires-Dist: tabulate (>=0.9.0)
+Requires-Dist: tqdm (>=4.66.1)
+Requires-Dist: wrapt (>=1.16.0)
+Requires-Dist: yfinance (>=0.2.61,<0.3.0)
+Description-Content-Type: text/markdown
+
+<div align="center"> <h1><a href="https://coding-kitties.github.io/investing-algorithm-framework/" target="_blank">Investing Algorithm Framework</a></h1> <p><b>Rapidly build, backtest, and deploy quantitative strategies and trading bots</b></p> <a target="_blank" href="https://coding-kitties.github.io/investing-algorithm-framework/">📖 View Documentation</a> | <a href="https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/installation">🚀 Getting Started</a> </div>
+
+---
+
+<div align="center"> <a href="https://coding-kitties.github.io/investing-algorithm-framework/">
+<a target="_blank" href="https://discord.gg/dQsRmGZP"><img src="https://img.shields.io/discord/1345358169777635410.svg?color=7289da&label=TradeBotLab%20Discord&logo=discord&style=flat"></a>
+<img src="https://img.shields.io/badge/docs-website-brightgreen"></a> <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml"><img src="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml/badge.svg"></a> <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml"><img src="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml/badge.svg"></a> <a href="https://pepy.tech/project/investing-algorithm-framework"><img src="https://pepy.tech/badge/investing-algorithm-framework"></a> <a href="https://pypi.org/project/investing-algorithm-framework/"><img src="https://img.shields.io/pypi/v/investing-algorithm-framework.svg"></a> <a href="https://www.reddit.com/r/InvestingBots/"><img src="https://img.shields.io/reddit/subreddit-subscribers/investingbots?style=social"></a> <a href="https://github.com/coding-kitties/investing-algorithm-framework/stargazers"><img src="https://img.shields.io/github/stars/coding-kitties/investing-algorithm-framework.svg?style=social&label=Star"></a>
+ </div>
+
+> If you like what we do, consider starring, sharing and contributing!
+
+<div align="center">
+<img src="static/showcase.svg" alt="Investing Algorithm Framework Logo" style="height: 50vh; max-height: 750px;">
+</div>
+
+The Investing Algorithm Framework is a Python-based framework built to streamline the entire lifecycle of quantitative trading strategies from signal generation and backtesting to live deployment.
+It offers a complete quantitative workflow, featuring two dedicated backtesting engines:
+
+* A vectorized backtest engine for fast signal research and prototyping
+
+* An event-based backtest engine for realistic and accurate strategy evaluation
+
+The framework supports live trading across multiple exchanges and offers flexible deployment options, including Azure Functions and AWS Lambda.
+Designed for extensibility, it allows you to integrate custom strategies, data providers, and order executors, enabling support for any exchange or broker.
+It natively supports multiple data formats, including OHLCV, ticker, and custom datasets with seamless compatibility for both Pandas and Polars DataFrames.
+
+
+
+## Sponsors
+
+<a href="https://www.finterion.com/" target="_blank">
+    <picture style="height: 30px;">
+    <source media="(prefers-color-scheme: dark)" srcset="static/sponsors/finterion-dark.png">
+    <source media="(prefers-color-scheme: light)" srcset="static/sponsors/finterion-light.png">
+    <img src="static/sponsors/finterion-light.png" alt="Finterion Logo" width="200px" height="50px">
+    </picture>
+</a>
+
+
+## 🌟 Features
+
+- [x] Python 3.10+: Cross-platform support for Windows, macOS, and Linux.
+- [x] Event-Driven Backtest Engine: Accurate and realistic backtesting with event-driven architecture.
+- [x] Vectorized Backtest Engine: Fast signal research and prototyping with vectorized operations.
+- [x] Permutation testing: Run permutation tests to evaluate the strategy statistical significance.
+- [x] Backtest Reporting: Generate detailed reports to analyse and compare backtests.
+- [x] Live Trading: Execute trades in real-time with support for multiple exchanges via ccxt.
+- [x] Portfolio Management: Manage portfolios, trades, and positions with persistence via SQLite.
+- [x] Market Data Sources: Fetch OHLCV, ticker, and custom data with support for Polars and Pandas.
+- [x] Azure Functions Support: Deploy trading bots to Azure.
+- [x] AWS Lambda Support: Deploy trading bots to AWS Lambda.
+- [x] Web API: Interact with your bot via REST API.
+- [x] PyIndicators Integration: Perform technical analysis directly on your dataframes.
+- [x] Extensibility: Add custom strategies, data providers, order executors so you can connect your trading bot to your favorite exchange or broker.
+
+## 🚀 Quickstart
+
+Installation
+Install the framework via [PyPI](https://pypi.org/project/investing-algorithm-framework/):
+
+1. First install the framework using `pip`. The Investing Algorithm Framework is hosted on [PyPi].
+
+```bash
+pip install investing-algorithm-framework
+```
+
+Run the following command to set up your project:
+
+```bash
+investing-algorithm-framewor init
+```
+
+For a web-enabled version:
+
+```bash
+investing-algorithm-framework init --web
+```
+
+This will create:
+
+* app.py: The entry point for your bot.
+* strategy.py: A sample strategy file to get started.
+
+> Note: Keep the app.py file as is. You can modify strategy.py and add additional files to build your bot.
+> You can always change the app to the web version by changing the `app.py` file.
+
+---
+
+## 📈 Example: A Simple Trading Bot
+The following example trading bot implements a simple moving average strategy.
+The strategy will use data from bitvavo exchange and will calculate 
+the 20, 50 and 100 period exponential moving averages (EMA) and the 
+14 period relative strength index (RSI).
+
+> This example uses [PyIndicators](https://github.com/coding-kitties/pyindicators) for technical analysis.
+> This dependency is not part of the framework, but is used to perform technical analysis on the dataframes.
+> You can install it using pip: pip install pyindicators.
+
+```python
+import logging.config
+from dotenv import load_dotenv
+
+from pyindicators import ema, rsi, crossunder, crossover, is_above
+
+from investing_algorithm_framework import create_app, TimeUnit, Context, BacktestDateRange, \
+    DEFAULT_LOGGING_CONFIG, TradingStrategy, SnapshotInterval, BacktestReport, DataSource
+
+load_dotenv()
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+logger = logging.getLogger(__name__)
+
+app = create_app()
+# Registered bitvavo market, credentials are read from .env file by default
+app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=100)
+
+class MyStrategy(TradingStrategy):
+    interval = 2
+    time_unit = TimeUnit.HOUR
+    data_sources = [
+        DataSource(data_type="OHLCV", market="bitvavo", symbol="BTC/EUR", window_size=200, time_frame="2h", identifier="BTC-ohlcv", pandas=True),
+    ]
+    symbols = ["BTC/EUR"]
+
+    def run_strategy(self, context: Context, data):
+
+        if context.has_open_orders(target_symbol="BTC"):
+            logger.info("There are open orders, skipping strategy iteration.")
+            return
+
+        data = data["BTC-ohlcv"]
+        data = ema(data, source_column="Close", period=20, result_column="ema_20")
+        data = ema(data, source_column="Close", period=50, result_column="ema_50")
+        data = ema(data, source_column="Close", period=100, result_column="ema_100")
+        data = crossunder(data, first_column="ema_50", second_column="ema_100", result_column="crossunder_50_20")
+        data = crossover(data, first_column="ema_50", second_column="ema_100", result_column="crossover_50_20")
+        data = rsi(data, source_column="Close", period=14, result_column="rsi_14")
+
+        if context.has_position("BTC") and self.sell_signal(data):
+            context.create_limit_sell_order(
+                "BTC", percentage_of_position=100, price=data["Close"].iloc[-1]
+            )
+            return
+
+        if not context.has_position("BTC") and self.buy_signal(data):
+            context.create_limit_buy_order(
+                "BTC", percentage_of_portfolio=20, price=data["Close"].iloc[-1]
+            )
+            return
+
+    def buy_signal(self, data) -> bool:
+        return False
+
+    def sell_signal(self, data) -> bool:
+        return False
+
+date_range = BacktestDateRange(
+    start_date="2023-08-24 00:00:00", end_date="2023-12-02 00:00:00"
+)
+app.add_strategy(MyStrategy)
+
+if __name__ == "__main__":
+    # Run the backtest with a daily snapshot interval for end-of-day granular reporting
+    backtest = app.run_backtest(
+        backtest_date_range=date_range, initial_amount=100, snapshot_interval=SnapshotInterval.DAILY
+    )
+    backtest_report = BacktestReport(backtests=[backtest])
+    backtest_report.show()
+```
+
+> You can find more examples [here](./examples) folder.
+
+## 📚 Documentation
+Comprehensive documentation is available at [github pages](https://coding-kitties.github.io/investing-algorithm-framework/).
+
+## 🛠️ Development
+
+Local Development
+
+Clone the repository and install dependencies using Poetry:
+
+The framework is built with poetry. To install the framework for local development, you can run the following commands:
+
+> Make sure you have poetry installed. If you don't have poetry installed, you can find installation instructions [here](https://python-poetry.org/docs/#installation)
+
+```bash
+git clone http
+cd investing-algorithm-framework
+poetry install
+```
+
+### Running tests
+
+To run the tests, you can run the following command:
+
+```bash
+# In the root of the project
+python -m unittest discover -s tests
+```
+
+## ⚠️ Disclaimer
+
+If you use this framework for your investments, do not risk money
+which you are afraid to lose, until you have clear understanding how the framework works. We can't stress this enough:
+
+BEFORE YOU START USING MONEY WITH THE FRAMEWORK, MAKE SURE THAT YOU TESTED
+YOUR COMPONENTS THOROUGHLY. USE THE SOFTWARE AT YOUR OWN RISK.
+THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR INVESTMENT RESULTS.
+
+Also, make sure that you read the source code of any plugin you use or
+implementation of an algorithm made with this framework.
+
+We welcome contributions! Check out the project board and issues to get started.
+
+## Documentation
+
+All the documentation can be found online
+at the [documentation webstie](https://coding-kitties.github.io/investing-algorithm-framework/)
+
+In most cases, you'll probably never have to change code on this repo directly
+if you are building your algorithm/bot. But if you do, check out the
+contributing page at the website.
+
+If you'd like to chat with investing-algorithm-framework users
+and developers, [join us on Slack](https://inv-algo-framework.slack.com) or [join us on reddit](https://www.reddit.com/r/InvestingBots/)
+
+## 🤝 Contributing
+
+The investing algorithm framework is a community driven project.
+We welcome you to participate, contribute and together help build the future trading bots developed in python.
+
+To get started, please read the [contributing guide](https://coding-kitties.github.io/investing-algorithm-framework/Contributing&20Guide/contributing).
+
+Feel like the framework is missing a feature? We welcome your pull requests!
+If you want to contribute to the project roadmap, please take a look at the [project board](https://github.com/coding-kitties/investing-algorithm-framework/projects?query=is%3Aopen).
+You can pick up a task by assigning yourself to it.
+
+**Note** before starting any major new feature work, *please open an issue describing what you are planning to do*.
+This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
+
+**Important:** Always create your feature or hotfix against the `develop` branch, not `main`.
+
+## 📬 Support
+
+* [Reddit Community](https://www.reddit.com/r/InvestingBots/)
+* [Discord Community](https://discord.gg/dQsRmGZP")
+
+
+## 🏆 Acknowledgements
+
+We want to thank all contributors to this project. A full list of all the people that contributed to the project can be
+found [here](https://github.com/investing-algorithms/investing-algorithm-framework/blob/master/AUTHORS.md)
+
+### [Bugs / Issues](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
+
+If you discover a bug in the framework, please [search our issue tracker](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
+first. If it hasn't been reported, please [create a new issue](https://github.com/investing-algorithms/investing-algorithm-framework/issues/new).
+

investing_algorithm_framework-7.4.0/README.md

@@ -0,0 +1,256 @@
+<div align="center"> <h1><a href="https://coding-kitties.github.io/investing-algorithm-framework/" target="_blank">Investing Algorithm Framework</a></h1> <p><b>Rapidly build, backtest, and deploy quantitative strategies and trading bots</b></p> <a target="_blank" href="https://coding-kitties.github.io/investing-algorithm-framework/">📖 View Documentation</a> | <a href="https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/installation">🚀 Getting Started</a> </div>
+
+---
+
+<div align="center"> <a href="https://coding-kitties.github.io/investing-algorithm-framework/">
+<a target="_blank" href="https://discord.gg/dQsRmGZP"><img src="https://img.shields.io/discord/1345358169777635410.svg?color=7289da&label=TradeBotLab%20Discord&logo=discord&style=flat"></a>
+<img src="https://img.shields.io/badge/docs-website-brightgreen"></a> <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml"><img src="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/publish.yml/badge.svg"></a> <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml"><img src="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml/badge.svg"></a> <a href="https://pepy.tech/project/investing-algorithm-framework"><img src="https://pepy.tech/badge/investing-algorithm-framework"></a> <a href="https://pypi.org/project/investing-algorithm-framework/"><img src="https://img.shields.io/pypi/v/investing-algorithm-framework.svg"></a> <a href="https://www.reddit.com/r/InvestingBots/"><img src="https://img.shields.io/reddit/subreddit-subscribers/investingbots?style=social"></a> <a href="https://github.com/coding-kitties/investing-algorithm-framework/stargazers"><img src="https://img.shields.io/github/stars/coding-kitties/investing-algorithm-framework.svg?style=social&label=Star"></a>
+ </div>
+
+> If you like what we do, consider starring, sharing and contributing!
+
+<div align="center">
+<img src="static/showcase.svg" alt="Investing Algorithm Framework Logo" style="height: 50vh; max-height: 750px;">
+</div>
+
+The Investing Algorithm Framework is a Python-based framework built to streamline the entire lifecycle of quantitative trading strategies from signal generation and backtesting to live deployment.
+It offers a complete quantitative workflow, featuring two dedicated backtesting engines:
+
+* A vectorized backtest engine for fast signal research and prototyping
+
+* An event-based backtest engine for realistic and accurate strategy evaluation
+
+The framework supports live trading across multiple exchanges and offers flexible deployment options, including Azure Functions and AWS Lambda.
+Designed for extensibility, it allows you to integrate custom strategies, data providers, and order executors, enabling support for any exchange or broker.
+It natively supports multiple data formats, including OHLCV, ticker, and custom datasets with seamless compatibility for both Pandas and Polars DataFrames.
+
+
+
+## Sponsors
+
+<a href="https://www.finterion.com/" target="_blank">
+    <picture style="height: 30px;">
+    <source media="(prefers-color-scheme: dark)" srcset="static/sponsors/finterion-dark.png">
+    <source media="(prefers-color-scheme: light)" srcset="static/sponsors/finterion-light.png">
+    <img src="static/sponsors/finterion-light.png" alt="Finterion Logo" width="200px" height="50px">
+    </picture>
+</a>
+
+
+## 🌟 Features
+
+- [x] Python 3.10+: Cross-platform support for Windows, macOS, and Linux.
+- [x] Event-Driven Backtest Engine: Accurate and realistic backtesting with event-driven architecture.
+- [x] Vectorized Backtest Engine: Fast signal research and prototyping with vectorized operations.
+- [x] Permutation testing: Run permutation tests to evaluate the strategy statistical significance.
+- [x] Backtest Reporting: Generate detailed reports to analyse and compare backtests.
+- [x] Live Trading: Execute trades in real-time with support for multiple exchanges via ccxt.
+- [x] Portfolio Management: Manage portfolios, trades, and positions with persistence via SQLite.
+- [x] Market Data Sources: Fetch OHLCV, ticker, and custom data with support for Polars and Pandas.
+- [x] Azure Functions Support: Deploy trading bots to Azure.
+- [x] AWS Lambda Support: Deploy trading bots to AWS Lambda.
+- [x] Web API: Interact with your bot via REST API.
+- [x] PyIndicators Integration: Perform technical analysis directly on your dataframes.
+- [x] Extensibility: Add custom strategies, data providers, order executors so you can connect your trading bot to your favorite exchange or broker.
+
+## 🚀 Quickstart
+
+Installation
+Install the framework via [PyPI](https://pypi.org/project/investing-algorithm-framework/):
+
+1. First install the framework using `pip`. The Investing Algorithm Framework is hosted on [PyPi].
+
+```bash
+pip install investing-algorithm-framework
+```
+
+Run the following command to set up your project:
+
+```bash
+investing-algorithm-framewor init
+```
+
+For a web-enabled version:
+
+```bash
+investing-algorithm-framework init --web
+```
+
+This will create:
+
+* app.py: The entry point for your bot.
+* strategy.py: A sample strategy file to get started.
+
+> Note: Keep the app.py file as is. You can modify strategy.py and add additional files to build your bot.
+> You can always change the app to the web version by changing the `app.py` file.
+
+---
+
+## 📈 Example: A Simple Trading Bot
+The following example trading bot implements a simple moving average strategy.
+The strategy will use data from bitvavo exchange and will calculate 
+the 20, 50 and 100 period exponential moving averages (EMA) and the 
+14 period relative strength index (RSI).
+
+> This example uses [PyIndicators](https://github.com/coding-kitties/pyindicators) for technical analysis.
+> This dependency is not part of the framework, but is used to perform technical analysis on the dataframes.
+> You can install it using pip: pip install pyindicators.
+
+```python
+import logging.config
+from dotenv import load_dotenv
+
+from pyindicators import ema, rsi, crossunder, crossover, is_above
+
+from investing_algorithm_framework import create_app, TimeUnit, Context, BacktestDateRange, \
+    DEFAULT_LOGGING_CONFIG, TradingStrategy, SnapshotInterval, BacktestReport, DataSource
+
+load_dotenv()
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+logger = logging.getLogger(__name__)
+
+app = create_app()
+# Registered bitvavo market, credentials are read from .env file by default
+app.add_market(market="BITVAVO", trading_symbol="EUR", initial_balance=100)
+
+class MyStrategy(TradingStrategy):
+    interval = 2
+    time_unit = TimeUnit.HOUR
+    data_sources = [
+        DataSource(data_type="OHLCV", market="bitvavo", symbol="BTC/EUR", window_size=200, time_frame="2h", identifier="BTC-ohlcv", pandas=True),
+    ]
+    symbols = ["BTC/EUR"]
+
+    def run_strategy(self, context: Context, data):
+
+        if context.has_open_orders(target_symbol="BTC"):
+            logger.info("There are open orders, skipping strategy iteration.")
+            return
+
+        data = data["BTC-ohlcv"]
+        data = ema(data, source_column="Close", period=20, result_column="ema_20")
+        data = ema(data, source_column="Close", period=50, result_column="ema_50")
+        data = ema(data, source_column="Close", period=100, result_column="ema_100")
+        data = crossunder(data, first_column="ema_50", second_column="ema_100", result_column="crossunder_50_20")
+        data = crossover(data, first_column="ema_50", second_column="ema_100", result_column="crossover_50_20")
+        data = rsi(data, source_column="Close", period=14, result_column="rsi_14")
+
+        if context.has_position("BTC") and self.sell_signal(data):
+            context.create_limit_sell_order(
+                "BTC", percentage_of_position=100, price=data["Close"].iloc[-1]
+            )
+            return
+
+        if not context.has_position("BTC") and self.buy_signal(data):
+            context.create_limit_buy_order(
+                "BTC", percentage_of_portfolio=20, price=data["Close"].iloc[-1]
+            )
+            return
+
+    def buy_signal(self, data) -> bool:
+        return False
+
+    def sell_signal(self, data) -> bool:
+        return False
+
+date_range = BacktestDateRange(
+    start_date="2023-08-24 00:00:00", end_date="2023-12-02 00:00:00"
+)
+app.add_strategy(MyStrategy)
+
+if __name__ == "__main__":
+    # Run the backtest with a daily snapshot interval for end-of-day granular reporting
+    backtest = app.run_backtest(
+        backtest_date_range=date_range, initial_amount=100, snapshot_interval=SnapshotInterval.DAILY
+    )
+    backtest_report = BacktestReport(backtests=[backtest])
+    backtest_report.show()
+```
+
+> You can find more examples [here](./examples) folder.
+
+## 📚 Documentation
+Comprehensive documentation is available at [github pages](https://coding-kitties.github.io/investing-algorithm-framework/).
+
+## 🛠️ Development
+
+Local Development
+
+Clone the repository and install dependencies using Poetry:
+
+The framework is built with poetry. To install the framework for local development, you can run the following commands:
+
+> Make sure you have poetry installed. If you don't have poetry installed, you can find installation instructions [here](https://python-poetry.org/docs/#installation)
+
+```bash
+git clone http
+cd investing-algorithm-framework
+poetry install
+```
+
+### Running tests
+
+To run the tests, you can run the following command:
+
+```bash
+# In the root of the project
+python -m unittest discover -s tests
+```
+
+## ⚠️ Disclaimer
+
+If you use this framework for your investments, do not risk money
+which you are afraid to lose, until you have clear understanding how the framework works. We can't stress this enough:
+
+BEFORE YOU START USING MONEY WITH THE FRAMEWORK, MAKE SURE THAT YOU TESTED
+YOUR COMPONENTS THOROUGHLY. USE THE SOFTWARE AT YOUR OWN RISK.
+THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR INVESTMENT RESULTS.
+
+Also, make sure that you read the source code of any plugin you use or
+implementation of an algorithm made with this framework.
+
+We welcome contributions! Check out the project board and issues to get started.
+
+## Documentation
+
+All the documentation can be found online
+at the [documentation webstie](https://coding-kitties.github.io/investing-algorithm-framework/)
+
+In most cases, you'll probably never have to change code on this repo directly
+if you are building your algorithm/bot. But if you do, check out the
+contributing page at the website.
+
+If you'd like to chat with investing-algorithm-framework users
+and developers, [join us on Slack](https://inv-algo-framework.slack.com) or [join us on reddit](https://www.reddit.com/r/InvestingBots/)
+
+## 🤝 Contributing
+
+The investing algorithm framework is a community driven project.
+We welcome you to participate, contribute and together help build the future trading bots developed in python.
+
+To get started, please read the [contributing guide](https://coding-kitties.github.io/investing-algorithm-framework/Contributing&20Guide/contributing).
+
+Feel like the framework is missing a feature? We welcome your pull requests!
+If you want to contribute to the project roadmap, please take a look at the [project board](https://github.com/coding-kitties/investing-algorithm-framework/projects?query=is%3Aopen).
+You can pick up a task by assigning yourself to it.
+
+**Note** before starting any major new feature work, *please open an issue describing what you are planning to do*.
+This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
+
+**Important:** Always create your feature or hotfix against the `develop` branch, not `main`.
+
+## 📬 Support
+
+* [Reddit Community](https://www.reddit.com/r/InvestingBots/)
+* [Discord Community](https://discord.gg/dQsRmGZP")
+
+
+## 🏆 Acknowledgements
+
+We want to thank all contributors to this project. A full list of all the people that contributed to the project can be
+found [here](https://github.com/investing-algorithms/investing-algorithm-framework/blob/master/AUTHORS.md)
+
+### [Bugs / Issues](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
+
+If you discover a bug in the framework, please [search our issue tracker](https://github.com/investing-algorithms/investing-algorithm-framework/issues?q=is%3Aissue)
+first. If it hasn't been reported, please [create a new issue](https://github.com/investing-algorithms/investing-algorithm-framework/issues/new).

{investing_algorithm_framework-7.2.0 → investing_algorithm_framework-7.4.0}/investing_algorithm_framework/__init__.py

@@ -16,9 +16,9 @@ from .domain import ApiException, \
     Trade, SYMBOLS, RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT, \
     BacktestDateRange, convert_polars_to_pandas, \
     DEFAULT_LOGGING_CONFIG, DataType, DataProvider, \
-    BacktestResult, TradeStatus, TradeRiskType, \
+    TradeStatus, TradeRiskType, \
     APPLICATION_DIRECTORY, DataSource, OrderExecutor, PortfolioProvider, \
-    SnapshotInterval, AWS_S3_STATE_BUCKET_NAME
+    SnapshotInterval, AWS_S3_STATE_BUCKET_NAME, BacktestEvaluationFocus
 from .infrastructure import AzureBlobStorageStateHandler, \
     CSVOHLCVDataProvider, CCXTOHLCVDataProvider, PandasOHLCVDataProvider, \
     AWSS3StorageStateHandler
@@ -30,7 +30,7 @@ from .services.metrics import get_annual_volatility, get_sortino_ratio, \
     get_profit_factor, get_cumulative_profit_factor_series, \
     get_rolling_profit_factor_series, get_cagr, \
     get_standard_deviation_returns, get_standard_deviation_downside_returns, \
-    get_max_drawdown_absolute, get_total_return, get_exposure, \
+    get_max_drawdown_absolute, get_total_return, get_exposure_ratio, \
     get_average_trade_duration, get_win_rate, get_win_loss_ratio, \
     get_calmar_ratio, get_trade_frequency, get_yearly_returns, \
     get_monthly_returns, get_best_year, get_best_month, get_worst_year, \
@@ -41,7 +41,7 @@ from .services.metrics import get_annual_volatility, get_sortino_ratio, \
     get_trades_per_year, get_average_monthly_return_losing_months, \
     get_average_monthly_return_winning_months, get_percentage_winning_years, \
     get_rolling_sharpe_ratio, create_backtest_metrics, get_growth, \
-    get_growth_percentage
+    get_growth_percentage, get_cumulative_exposure
 
 
 __all__ = [
@@ -75,7 +75,6 @@ __all__ = [
     "AppMode",
     "DATETIME_FORMAT",
     "Backtest",
-    "BacktestResult",
     "BacktestDateRange",
     "convert_polars_to_pandas",
     "AzureBlobStorageStateHandler",
@@ -118,7 +117,8 @@ __all__ = [
     "get_standard_deviation_downside_returns",
     "get_max_drawdown_absolute",
     "get_total_return",
-    "get_exposure",
+    "get_exposure_ratio",
+    "get_cumulative_exposure",
     "get_average_trade_duration",
     "get_win_rate",
     "get_win_loss_ratio",
@@ -162,5 +162,6 @@ __all__ = [
     "create_weights",
     "get_entry_and_exit_signals",
     "get_growth",
-    "get_growth_percentage"
+    "get_growth_percentage",
+    "BacktestEvaluationFocus"
 ]

investing_algorithm_framework-7.4.0/investing_algorithm_framework/app/analysis/__init__.py

@@ -0,0 +1,11 @@
+from .backtest_data_ranges import select_backtest_date_ranges
+from .ranking import rank_results, create_weights, combine_backtest_metrics
+from .permutation import create_ohlcv_permutation
+
+__all__ = [
+    "select_backtest_date_ranges",
+    "rank_results",
+    "create_weights",
+    "create_ohlcv_permutation",
+    "combine_backtest_metrics"
+]