investing-algorithm-framework 8.1.1__tar.gz → 8.2.0__tar.gz

{investing_algorithm_framework-8.1.1 → investing_algorithm_framework-8.2.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 8.1.1
+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-8.1.1 → 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-8.1.1 → 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-8.1.1 → investing_algorithm_framework-8.2.0}/investing_algorithm_framework/app/reporting/backtest_report.py

@@ -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()
 
 
@@ -186,7 +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:
@@ -208,7 +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

{investing_algorithm_framework-8.1.1 → 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; }
 }

{investing_algorithm_framework-8.1.1 → investing_algorithm_framework-8.2.0}/investing_algorithm_framework/app/reporting/templates/dashboard.js

@@ -3171,17 +3171,66 @@ function buildComparePage() {
   // Monthly Returns (rows / heatmap / growth)
   buildCompareMonthlyReturns(indices);
 
-  // Yearly returns
+  // Yearly returns (comparison table)
   const yrEl = document.getElementById('compare-yearly');
   if (yrEl) {
-    let html = '<div class="chart-card">';
-    html += '<div class="chart-title">Yearly Returns</div>';
-    indices.forEach(i => {
-      var isChalYr = challengerIdx === i;
-      html += '<div style="margin-bottom:1.25rem'+(isChalYr ? ';border-left:3px solid var(--accent);padding-left:0.5rem' : '')+'"><div style="font-size:0.72rem;font-weight:500;color:var(--text-secondary);margin-bottom:0.5rem;display:flex;align-items:center;gap:0.3rem"><span class="sb-dot" style="background:'+STRATEGIES[i].color+'"></span>'+(isChalYr ? '\u2691 ' : '')+STRATEGIES[i].name+(STRATEGIES[i].tag ? ' <span class="tag-badge">'+STRATEGIES[i].tag+'</span>' : '')+'</div><div class="chart-wrap chart-sm"><canvas id="c-compare-yearly-'+i+'"></canvas></div></div>';
+    // Collect all years across all strategies
+    var allYears = new Set();
+    indices.forEach(function(i) {
+      var rd = getViewRunData(i);
+      if (rd && rd.YR) rd.YR.forEach(function(d) { allYears.add(d[1]); });
     });
-    html += '</div>';
-    yrEl.innerHTML = html;
+    var years = Array.from(allYears).sort();
+
+    if (years.length === 0) {
+      yrEl.innerHTML = '';
+    } else {
+      var html = '<div class="chart-card">';
+      html += '<div class="chart-title">Yearly Returns</div>';
+      html += '<div class="table-wrap"><table class="comp-table"><thead><tr>';
+      html += '<th class="sticky-col">Strategy</th>';
+      years.forEach(function(y) { html += '<th>' + y + '</th>'; });
+      html += '</tr></thead><tbody>';
+
+      // Find best per year for highlighting
+      var bestPerYear = {};
+      years.forEach(function(y) {
+        var bestVal = -Infinity, bestIdx = -1;
+        indices.forEach(function(i) {
+          var rd = getViewRunData(i);
+          if (!rd || !rd.YR) return;
+          var match = rd.YR.find(function(d) { return d[1] === y; });
+          if (match && match[0] > bestVal) { bestVal = match[0]; bestIdx = i; }
+        });
+        if (bestIdx >= 0) bestPerYear[y] = bestIdx;
+      });
+
+      indices.forEach(function(i) {
+        var s = STRATEGIES[i];
+        var rd = getViewRunData(i);
+        var yrMap = {};
+        if (rd && rd.YR) rd.YR.forEach(function(d) { yrMap[d[1]] = d[0]; });
+        var isChal = challengerIdx === i;
+        html += '<tr class="comp-row' + (isChal ? ' challenger-row' : '') + '">';
+        html += '<td class="sticky-col"><span class="sb-dot" style="background:' + s.color + '"></span>' + s.name + (s.tag ? ' <span class="tag-badge">' + s.tag + '</span>' : '') + '</td>';
+        years.forEach(function(y) {
+          var v = yrMap[y];
+          var isBest = bestPerYear[y] === i && indices.length > 1;
+          var cls = isBest ? ' class="best-cell"' : '';
+          if (v == null) {
+            html += '<td' + cls + '>\u2014</td>';
+          } else {
+            var pct = (v * 100).toFixed(1);
+            var color = v >= 0 ? 'var(--green)' : 'var(--red)';
+            html += '<td' + cls + '><span style="color:' + color + ';font-weight:600">' + (v >= 0 ? '+' : '') + pct + '%</span></td>';
+          }
+        });
+        html += '</tr>';
+      });
+
+      html += '</tbody></table></div></div>';
+      yrEl.innerHTML = html;
+    }
   }
 }
 
@@ -3627,12 +3676,6 @@ function drawCompareExtras() {
 
   // Relative Performance
   drawRelativePerformance();
-
-  // Draw yearly bar charts
-  indices.forEach(i => {
-    const rd = getViewRunData(i);
-    if (rd && rd.YR) drawBarChart('c-compare-yearly-'+i, rd.YR);
-  });
 }
 
 function drawCompareDrawdown(indices) {

{investing_algorithm_framework-8.1.1 → investing_algorithm_framework-8.2.0}/investing_algorithm_framework/app/reporting/templates/dashboard_template.html.j2

@@ -543,14 +543,6 @@
   </div>
 </div>
 
-  {# Footer #}
-  <div class="gen-note">
-    Generated by <a href="#">BacktestDashboard</a>
-    &middot; {{ strat_names }}
-    &middot; Sponsored by
-    <a href="https://finterion.com" target="_blank"
-       rel="noopener noreferrer">Finterion</a>
-  </div>
 </div>{# /main #}
 
 {# Placeholder for persisted notes data — MUST appear before main <script>

{investing_algorithm_framework-8.1.1 → investing_algorithm_framework-8.2.0}/investing_algorithm_framework/app/strategy.py

@@ -939,7 +939,8 @@ class TradingStrategy:
         execute=True,
         validate=True,
         sync=True,
-        metadata=None
+        metadata=None,
+        validate_symbol=False
     ) -> Order:
         """
         Function to create a limit order. This function will create
@@ -986,6 +987,70 @@ class TradingStrategy:
             execute=execute,
             validate=validate,
             sync=sync,
+            metadata=metadata,
+            validate_symbol=validate_symbol
+        )
+
+    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).
+
+        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 context
+            metadata (optional): Additional metadata for the order
+
+        Returns:
+            Order: Instance of the order created
+        """
+        return self.context.create_market_order(
+            target_symbol=target_symbol,
+            order_side=order_side,
+            amount=amount,
+            amount_trading_symbol=amount_trading_symbol,
+            percentage=percentage,
+            percentage_of_portfolio=percentage_of_portfolio,
+            percentage_of_position=percentage_of_position,
+            precision=precision,
+            market=market,
+            execute=execute,
+            validate=validate,
+            sync=sync,
             metadata=metadata
         )
 

{investing_algorithm_framework-8.1.1 → investing_algorithm_framework-8.2.0}/investing_algorithm_framework/domain/models/order/order.py

@@ -377,12 +377,28 @@ class Order(BaseModel):
             updated_at=self.get_updated_at(),
         )
 
+    @property
+    def estimated_price(self):
+        """Get the estimated price stored in metadata (used for market
+        orders to track the price estimate at creation time)."""
+        return self.metadata.get("estimated_price")
+
+    @estimated_price.setter
+    def estimated_price(self, value):
+        self.metadata["estimated_price"] = value
+
     def get_size(self):
         """
-        Get the size of the order
+        Get the size of the order. For market orders with an estimated
+        price, uses the estimated price for size calculation.
 
         Returns:
             float: The size of the order
         """
-        return self.get_amount() * self.get_price() \
-            if self.get_price() is not None else 0
+        price = self.get_price()
+
+        if price is None or price == 0:
+            # Fall back to estimated_price for market orders
+            price = self.estimated_price
+
+        return self.get_amount() * price if price is not None else 0

{investing_algorithm_framework-8.1.1 → investing_algorithm_framework-8.2.0}/investing_algorithm_framework/domain/models/order/order_type.py

@@ -3,6 +3,7 @@ from enum import Enum
 
 class OrderType(Enum):
     LIMIT = 'LIMIT'
+    MARKET = 'MARKET'
 
     @staticmethod
     def from_string(value: str):