investing-algorithm-framework 8.1.0__tar.gz → 8.2.0__tar.gz

{investing_algorithm_framework-8.1.0 → investing_algorithm_framework-8.2.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 8.1.0
+Version: 8.2.0
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10
@@ -55,7 +55,7 @@ Description-Content-Type: text/markdown
     <img src="https://img.shields.io/badge/apache%202.0-blue.svg?style=flat-square&label=license" alt="license" style="height: 20px;">
   </a>
   <br>
-  <a href="https://discord.gg/dQsRmGZP">
+  <a href="https://discord.gg/jQsnnYZgzR">
     <img src="https://img.shields.io/badge/discord-7289da.svg?style=flat-square&logo=discord" alt="discord" style="height: 20px;">
   </a>
   <a href="https://www.reddit.com/r/InvestingBots/">
@@ -70,6 +70,12 @@ Description-Content-Type: text/markdown
     <img src="static/showcase.svg" alt="dashboard" style="max-width: 100%;">
 </p>
 
+<p align="center">
+  <a href="https://discord.gg/jQsnnYZgzR">
+    <img src="https://img.shields.io/badge/Join%20our%20Discord-7289DA?style=for-the-badge&logo=discord&logoColor=white" alt="Join our Discord">
+  </a>
+</p>
+
 <p align="center">
   <sub><b>Sponsored by</b></sub>
   <br>

{investing_algorithm_framework-8.1.0 → investing_algorithm_framework-8.2.0}/README.md

@@ -20,7 +20,7 @@
     <img src="https://img.shields.io/badge/apache%202.0-blue.svg?style=flat-square&label=license" alt="license" style="height: 20px;">
   </a>
   <br>
-  <a href="https://discord.gg/dQsRmGZP">
+  <a href="https://discord.gg/jQsnnYZgzR">
     <img src="https://img.shields.io/badge/discord-7289da.svg?style=flat-square&logo=discord" alt="discord" style="height: 20px;">
   </a>
   <a href="https://www.reddit.com/r/InvestingBots/">
@@ -35,6 +35,12 @@
     <img src="static/showcase.svg" alt="dashboard" style="max-width: 100%;">
 </p>
 
+<p align="center">
+  <a href="https://discord.gg/jQsnnYZgzR">
+    <img src="https://img.shields.io/badge/Join%20our%20Discord-7289DA?style=for-the-badge&logo=discord&logoColor=white" alt="Join our Discord">
+  </a>
+</p>
+
 <p align="center">
   <sub><b>Sponsored by</b></sub>
   <br>

{investing_algorithm_framework-8.1.0 → investing_algorithm_framework-8.2.0}/investing_algorithm_framework/app/context.py

@@ -51,6 +51,57 @@ class Context:
         self.trade_take_profit_service: TradeTakeProfitService = \
             trade_take_profit_service
 
+    def _validate_target_symbol(self, target_symbol, market=None):
+        """
+        Validate the target_symbol for order creation:
+        1. Prevents orders where target_symbol equals trading_symbol
+           (e.g. EUR/EUR).
+        2. Checks that a data source exists for the
+           target_symbol/trading_symbol combination (e.g. BTC/EUR).
+
+        Args:
+            target_symbol: The symbol of the asset to trade
+            market: The market to check against
+
+        Raises:
+            OperationalException: If validation fails
+        """
+        portfolio = self.portfolio_service.find({"market": market})
+        trading_symbol = portfolio.trading_symbol
+
+        # Check target_symbol != trading_symbol
+        if target_symbol.upper() == trading_symbol.upper():
+            raise OperationalException(
+                f"target_symbol '{target_symbol}' is the same as "
+                f"the trading_symbol '{trading_symbol}'. "
+                f"This would result in a "
+                f"'{trading_symbol}/{trading_symbol}' "
+                f"order which is not valid. "
+                f"To skip this check, set validate_symbol=False "
+                f"or omit the parameter."
+            )
+
+        # Check that a data source is registered for this pair
+        expected_symbol = f"{target_symbol}/{trading_symbol}".upper()
+        known_symbols = set()
+
+        if self.data_provider_service.data_provider_index is not None:
+            for data_source, _ in \
+                    self.data_provider_service \
+                    .data_provider_index.get_all():
+                if data_source.symbol is not None:
+                    known_symbols.add(data_source.symbol.upper())
+
+        if expected_symbol not in known_symbols:
+            sorted_symbols = sorted(known_symbols)
+            raise OperationalException(
+                f"No data source registered for '{expected_symbol}'. "
+                f"A data source is required to track price history. "
+                f"Registered data source symbols: {sorted_symbols}. "
+                f"To skip this check, set validate_symbol=False "
+                f"or omit the parameter."
+            )
+
     @property
     def config(self):
         """
@@ -78,7 +129,8 @@ class Context:
         market=None,
         execute=True,
         validate=True,
-        sync=True
+        sync=True,
+        validate_symbol=False
     ) -> Order:
         """
         Function to create an order. This function will create an order
@@ -96,10 +148,15 @@ class Context:
             validate: If set to True, the order will be validated
             sync: If set to True, the created order will be synced
             with the portfolio of the algorithm.
+            validate_symbol: Default False. If set to True,
+              validates that target_symbol is not the trading_symbol.
 
         Returns:
             The order created
         """
+        if validate_symbol:
+            self._validate_target_symbol(target_symbol, market=market)
+
         portfolio = self.portfolio_service.find({"market": market})
         order_data = {
             "target_symbol": target_symbol,
@@ -162,7 +219,8 @@ class Context:
         execute=True,
         validate=True,
         sync=True,
-        metadata=None
+        metadata=None,
+        validate_symbol=False
     ) -> Order:
         """
         Function to create a limit order. This function will create a limit
@@ -193,10 +251,15 @@ class Context:
             sync (optional): Default True. If set to True,
               the created order will be synced with the
                 portfolio of the algorithm
+            validate_symbol (optional): Default False. If set to True,
+              validates that target_symbol is not the trading_symbol.
 
         Returns:
             Order: Instance of the order created
         """
+        if validate_symbol:
+            self._validate_target_symbol(target_symbol, market=market)
+
         portfolio = self.portfolio_service.find({"market": market})
 
         if percentage_of_portfolio is not None:
@@ -270,6 +333,225 @@ class Context:
             order_data, execute=execute, validate=validate, sync=sync
         )
 
+    def create_market_order(
+        self,
+        target_symbol,
+        order_side,
+        amount=None,
+        amount_trading_symbol=None,
+        percentage=None,
+        percentage_of_portfolio=None,
+        percentage_of_position=None,
+        precision=None,
+        market=None,
+        execute=True,
+        validate=True,
+        sync=True,
+        metadata=None
+    ) -> Order:
+        """
+        Function to create a market order. Market orders execute at
+        the best available price. In backtesting, this means the
+        open price of the next candle (+ slippage).
+
+        An estimated price (current latest price) is used for amount
+        calculation and cash reservation. The actual fill price is
+        determined at fill time and the portfolio is reconciled.
+
+        Args:
+            target_symbol: The symbol of the asset to trade
+            order_side: The side of the order (BUY or SELL)
+            amount (optional): The amount of the asset to trade
+            amount_trading_symbol (optional): The amount of the
+              trading symbol to trade
+            percentage (optional): The percentage of the portfolio
+              to allocate to the order
+            percentage_of_portfolio (optional): The percentage
+              of the portfolio to allocate to the order
+            percentage_of_position (optional): The percentage
+              of the position to allocate to the
+                order. (Only supported for SELL orders)
+            precision (optional): The precision of the amount
+            market (optional): The market to trade the asset
+            execute (optional): Default True. If set to True,
+              the order will be executed
+            validate (optional): Default True. If set to
+              True, the order will be validated
+            sync (optional): Default True. If set to True,
+              the created order will be synced with the
+                portfolio of the algorithm
+            metadata (optional): Additional metadata for the order
+
+        Returns:
+            Order: Instance of the order created
+        """
+        portfolio = self.portfolio_service.find({"market": market})
+        full_symbol = (f"{target_symbol}/{portfolio.trading_symbol}")
+        estimated_price = self.get_latest_price(full_symbol, market=market)
+
+        if estimated_price is None:
+            raise OperationalException(
+                f"Cannot create market order for {target_symbol}: "
+                f"no price data available to estimate order size."
+            )
+
+        if percentage_of_portfolio is not None:
+            if not OrderSide.BUY.equals(order_side):
+                raise OperationalException(
+                    "Percentage of portfolio is only supported for BUY orders."
+                )
+
+            net_size = portfolio.get_net_size()
+            size = net_size * (percentage_of_portfolio / 100)
+            amount = size / estimated_price
+
+        elif percentage_of_position is not None:
+
+            if not OrderSide.SELL.equals(order_side):
+                raise OperationalException(
+                    "Percentage of position is only supported for SELL orders."
+                )
+
+            position = self.position_service.find(
+                {
+                    "symbol": target_symbol,
+                    "portfolio": portfolio.id
+                }
+            )
+            amount = position.get_amount() * (percentage_of_position / 100)
+
+        elif percentage is not None:
+            net_size = portfolio.get_net_size()
+            size = net_size * (percentage / 100)
+            amount = size / estimated_price
+
+        if precision is not None:
+            amount = RoundingService.round_down(amount, precision)
+
+        if amount_trading_symbol is not None:
+            amount = amount_trading_symbol / estimated_price
+
+        if amount is None:
+            raise OperationalException(
+                "The amount parameter is required to create a market order. "
+                "Either the amount, amount_trading_symbol, percentage, "
+                "percentage_of_portfolio or percentage_of_position "
+                "parameter must be specified."
+            )
+
+        logger.info(
+            f"Creating market order: {target_symbol} "
+            f"{order_side} {amount} @ estimated {estimated_price}"
+        )
+
+        order_metadata = metadata if metadata is not None else {}
+        order_metadata["estimated_price"] = estimated_price
+
+        order_data = {
+            "target_symbol": target_symbol,
+            "price": estimated_price,
+            "amount": amount,
+            "order_type": OrderType.MARKET.value,
+            "order_side": OrderSide.from_value(order_side).value,
+            "portfolio_id": portfolio.id,
+            "status": OrderStatus.CREATED.value,
+            "trading_symbol": portfolio.trading_symbol,
+            "metadata": order_metadata,
+        }
+
+        if BACKTESTING_FLAG in self.configuration_service.config \
+                and self.configuration_service.config[BACKTESTING_FLAG]:
+            order_data["created_at"] = \
+                self.configuration_service.config[INDEX_DATETIME]
+
+        return self.order_service.create(
+            order_data, execute=execute, validate=validate, sync=sync
+        )
+
+    def create_market_buy_order(
+        self,
+        target_symbol,
+        amount=None,
+        percentage_of_portfolio=None,
+        market=None,
+        portfolio_id=None,
+        metadata=None
+    ) -> Order:
+        """
+        Function to create a market buy order.
+
+        Args:
+            target_symbol (str): The symbol of the asset to buy
+            amount (float, optional): The amount of the asset to buy
+            percentage_of_portfolio (float, optional): The percentage of the
+                portfolio to buy.
+            market (str, optional): the portfolio corresponding to the market
+                to buy the asset
+            portfolio_id (str, optional): The ID of the portfolio to buy
+                the asset from.
+            metadata (dict, optional): Additional metadata for the order
+
+        Returns:
+            Order: The order created
+        """
+
+        if amount is None and percentage_of_portfolio is None:
+            raise OperationalException(
+                "Either amount or percentage_of_portfolio must be specified "
+                "to create a market buy order."
+            )
+
+        return self.create_market_order(
+            target_symbol=target_symbol,
+            order_side=OrderSide.BUY,
+            amount=amount,
+            percentage_of_portfolio=percentage_of_portfolio,
+            market=market,
+            metadata=metadata
+        )
+
+    def create_market_sell_order(
+        self,
+        target_symbol,
+        amount=None,
+        percentage_of_position=None,
+        market=None,
+        portfolio_id=None,
+        metadata=None
+    ) -> Order:
+        """
+        Function to create a market sell order.
+
+        Args:
+            target_symbol (str): The symbol of the asset to sell
+            amount (float, optional): The amount of the asset to sell
+            percentage_of_position (float, optional): The percentage of the
+                position to sell.
+            market (str, optional): the portfolio corresponding to the market
+                to sell the asset
+            portfolio_id (str, optional): The ID of the portfolio to sell
+                the asset from.
+            metadata (dict, optional): Additional metadata for the order
+
+        Returns:
+            Order: The order created
+        """
+
+        if amount is None and percentage_of_position is None:
+            raise OperationalException(
+                "Either amount or percentage_of_position must be specified "
+                "to create a market sell order."
+            )
+
+        return self.create_market_order(
+            target_symbol=target_symbol,
+            order_side=OrderSide.SELL,
+            amount=amount,
+            percentage_of_position=percentage_of_position,
+            market=market,
+            metadata=metadata
+        )
+
     def create_limit_sell_order(
         self,
         target_symbol,

{investing_algorithm_framework-8.1.0 → investing_algorithm_framework-8.2.0}/investing_algorithm_framework/app/reporting/backtest_report.py

@@ -10,7 +10,7 @@ from datetime import datetime, timedelta
 from jinja2 import Environment, FileSystemLoader
 
 from investing_algorithm_framework.domain import (
-    Backtest, OperationalException
+    Backtest, OperationalException, tqdm
 )
 
 logger = logging.getLogger("investing_algorithm_framework")
@@ -34,7 +34,7 @@ _TEMPLATE_DIR = os.path.join(os.path.dirname(__file__), 'templates')
 
 
 def _read_template(filename):
-    with open(os.path.join(_TEMPLATE_DIR, filename), 'r') as f:
+    with open(os.path.join(_TEMPLATE_DIR, filename), 'r', encoding='utf-8') as f:
         return f.read()
 
 
@@ -88,6 +88,70 @@ def _is_na(val):
     return False
 
 
+def _downsample(series, max_points=300):
+    """Downsample a time-series list to at most *max_points* entries.
+
+    Uses the Largest-Triangle-Three-Buckets (LTTB) algorithm to
+    preserve visual fidelity while drastically reducing data size
+    for the browser.  Always keeps the first and last points.
+    """
+    if not series or len(series) <= max_points:
+        return series
+
+    n = len(series)
+    # Each element is [value, date_str]
+    sampled = [series[0]]
+    bucket_size = (n - 2) / (max_points - 2)
+
+    a_idx = 0
+    for i in range(1, max_points - 1):
+        # Calculate bucket boundaries
+        avg_start = int((i) * bucket_size) + 1
+        avg_end = int((i + 1) * bucket_size) + 1
+        if avg_end > n - 1:
+            avg_end = n - 1
+
+        # Average point of next bucket
+        avg_x = 0
+        avg_y = 0
+        count = avg_end - avg_start
+        if count <= 0:
+            count = 1
+            avg_end = avg_start + 1
+        for j in range(avg_start, avg_end):
+            avg_x += j
+            avg_y += series[j][0]
+        avg_x /= count
+        avg_y /= count
+
+        # Current bucket boundaries
+        range_start = int((i - 1) * bucket_size) + 1
+        range_end = int(i * bucket_size) + 1
+        if range_end > n - 1:
+            range_end = n - 1
+
+        # Pick the point with the largest triangle area
+        a_x = a_idx
+        a_y = series[a_idx][0]
+        max_area = -1
+        best_idx = range_start
+
+        for j in range(range_start, range_end):
+            area = abs(
+                (a_x - avg_x) * (series[j][0] - a_y)
+                - (a_x - j) * (avg_y - a_y)
+            ) * 0.5
+            if area > max_area:
+                max_area = area
+                best_idx = j
+
+        sampled.append(series[best_idx])
+        a_idx = best_idx
+
+    sampled.append(series[-1])
+    return sampled
+
+
 @dataclass
 class BacktestReport:
     backtests: List[Backtest] = field(default_factory=list)
@@ -122,7 +186,7 @@ class BacktestReport:
             self.html_report = self._build_html()
 
         path = "/tmp/backtest_report.html"
-        with open(path, "w") as f:
+        with open(path, "w", encoding="utf-8") as f:
             f.write(self.html_report)
 
         if browser:
@@ -144,7 +208,7 @@ class BacktestReport:
     def save(self, path):
         if not self.html_report:
             self.html_report = self._build_html()
-        with open(path, "w") as f:
+        with open(path, "w", encoding="utf-8") as f:
             f.write(self.html_report)
 
     @staticmethod
@@ -162,6 +226,7 @@ class BacktestReport:
     def open(
         backtests: List[Backtest] = None,
         directory_path: Union[str, List[str], None] = None,
+        show_progress: bool = False,
     ) -> "BacktestReport":
         loaded = []
         source_tags = []
@@ -178,11 +243,12 @@ class BacktestReport:
         else:
             dir_paths = []
 
+        # Collect all backtest paths first for progress tracking
+        backtest_paths = []
         for dp in dir_paths:
             tag = os.path.basename(os.path.normpath(dp))
             if BacktestReport._is_backtest(dp):
-                loaded.append(Backtest.open(dp))
-                source_tags.append(tag)
+                backtest_paths.append((dp, tag))
             else:
                 for root, dirs, _ in os.walk(dp):
                     for dir_name in dirs:
@@ -192,10 +258,20 @@ class BacktestReport:
                         if BacktestReport._is_backtest(
                             subdir
                         ):
-                            loaded.append(
-                                Backtest.open(subdir)
+                            backtest_paths.append(
+                                (subdir, tag)
                             )
-                            source_tags.append(tag)
+
+        iterator = backtest_paths
+        if show_progress:
+            iterator = tqdm(
+                backtest_paths,
+                desc="Loading backtests",
+            )
+
+        for path, tag in iterator:
+            loaded.append(Backtest.open(path))
+            source_tags.append(tag)
 
         for bt in backtests:
             if not isinstance(bt, Backtest):
@@ -339,10 +415,10 @@ class BacktestReport:
                     initial = ec[0][0] if ec else 1
                     if initial == 0:
                         initial = 1
-                    rep_eq = [
+                    rep_eq = _downsample([
                         [(v / initial - 1) * 100, _fmt_date(d)]
                         for v, d in ec
-                    ]
+                    ])
 
             # Run IDs / mappings / labels
             run_ids, run_name_map, run_labels_list = [], {}, []
@@ -680,6 +756,11 @@ class BacktestReport:
                             ),
                         })
 
+                # Downsample heavy time series for browser perf
+                eq = _downsample(eq)
+                dd = _downsample(dd)
+                rs = _downsample(rs)
+
                 run_data[rid] = {
                     'label': label,
                     'EQ': eq,

{investing_algorithm_framework-8.1.0 → investing_algorithm_framework-8.2.0}/investing_algorithm_framework/app/reporting/templates/dashboard.css

@@ -288,10 +288,6 @@ body { font-family:'Inter',-apple-system,sans-serif; background:var(--bg); color
 .fin-bottom-cta p { font-size:0.85rem; color:var(--text-secondary); margin-bottom:0; }
 .dot { width:8px; height:8px; border-radius:50%; display:inline-block; }
 
-/* gen-note */
-.gen-note { text-align:center; padding:2rem 0 1rem; color:var(--text-dim); font-size:0.72rem; position:fixed; bottom:0; left:260px; right:0; background:var(--bg); border-top:1px solid var(--border); z-index:5; }
-.gen-note a { color:var(--accent); text-decoration:none; }
-
 /* compare */
 .compare-btn { display:none; align-items:center; gap:0.4rem; font-family:'Inter',sans-serif; font-size:0.85rem; font-weight:600; padding:0.65rem 1.5rem; border-radius:10px; border:none; background:var(--accent); color:#000; cursor:pointer; position:fixed; bottom:2rem; left:50%; transform:translateX(-50%); z-index:1000; box-shadow:0 4px 20px rgba(0,0,0,0.4); transition:all 0.25s ease; }
 .compare-btn:hover { opacity:0.9; transform:translateX(-50%) scale(1.03); }
@@ -321,8 +317,6 @@ body { font-family:'Inter',-apple-system,sans-serif; background:var(--bg); color
 .notes-pane.expanded.open { right:0; }
 body.notes-open .main { width:calc(100vw - 260px - 420px); }
 body.notes-open.notes-expanded .main { width:calc(100vw - 260px - 50vw); }
-body.notes-open .gen-note { right:420px; }
-body.notes-open.notes-expanded .gen-note { right:50vw; }
 body.notes-open .top-controls { right:calc(420px + 1.25rem); }
 body.notes-open.notes-expanded .top-controls { right:calc(50vw + 1.25rem); }
 
@@ -511,11 +505,9 @@ body.notes-open.notes-expanded .top-controls { right:calc(50vw + 1.25rem); }
 @media (max-width:900px) {
   .sidebar { display:none; }
   .main { margin-left:0; padding:1.5rem 1rem 4rem; }
-  .gen-note { left:0; }
   .grid-2x2 { grid-template-columns:1fr; }
   .grid-2x3 { grid-template-columns:1fr; }
   .notes-pane { width:100%; right:-100%; }
   body.notes-open .main { width:100%; }
-  body.notes-open .gen-note { right:0; }
   body.notes-open .top-controls { right:1.25rem; }
 }