investing-algorithm-framework 8.2.0__tar.gz → 8.4.0__tar.gz

{investing_algorithm_framework-8.2.0 → investing_algorithm_framework-8.4.0}/PKG-INFO

@@ -1,17 +1,22 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 8.2.0
+Version: 8.4.0
 Summary: A framework for creating trading bots
 Author: MDUYN
-Requires-Python: >=3.10
+Requires-Python: >=3.10,<4.0
 Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
+Provides-Extra: all
+Provides-Extra: alpha-vantage
+Provides-Extra: polygon
+Provides-Extra: yahoo
 Requires-Dist: Flask (>=3.1.0)
-Requires-Dist: Flask-Cors (>=3.0.9,<5.0.0)
+Requires-Dist: Flask-Cors (>=3.0.9,<7.0.0)
 Requires-Dist: Flask-Migrate (>=2.6.0)
 Requires-Dist: SQLAlchemy (>=2.0.18)
+Requires-Dist: alpha_vantage (>=3.0.0,<4.0.0) ; extra == "alpha-vantage" or extra == "all"
 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)
@@ -24,13 +29,14 @@ 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: polygon-api-client (>=1.14.0,<2.0.0) ; extra == "polygon" or extra == "all"
 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)
+Requires-Dist: yfinance (>=0.2.61,<0.3.0) ; extra == "yahoo" or extra == "all"
 Description-Content-Type: text/markdown
 
 <h1 align="center">
@@ -38,12 +44,28 @@ Description-Content-Type: text/markdown
 </h1>
 
 <p align="center">
-  <i align="center">Create trading strategies. Compare them side by side. Pick the best one. 🚀</i>
+  <i align="center">Create trading strategies. Compare them side by side. Pick the best one and Deploy 🚀</i>
 </p>
 
 <h4 align="center">
-  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml">
-    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=master&label=tests&style=flat-square" alt="tests" style="height: 20px;">
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=linux%20(main)&style=flat-square&logo=linux&logoColor=white" alt="linux main" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=macos%20(main)&style=flat-square&logo=apple&logoColor=white" alt="macos main" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=windows%20(main)&style=flat-square&logo=windows&logoColor=white" alt="windows main" style="height: 20px;">
+  </a>
+  <br>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Adev">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=dev&label=linux%20(dev)&style=flat-square&logo=linux&logoColor=white" alt="linux dev" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Adev">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=dev&label=macos%20(dev)&style=flat-square&logo=apple&logoColor=white" alt="macos dev" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Adev">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=dev&label=windows%20(dev)&style=flat-square&logo=windows&logoColor=white" alt="windows dev" style="height: 20px;">
   </a>
   <a href="https://pypi.org/project/investing-algorithm-framework/">
     <img src="https://img.shields.io/pypi/v/investing-algorithm-framework.svg?style=flat-square" alt="pypi" style="height: 20px;">
@@ -96,7 +118,7 @@ Description-Content-Type: text/markdown
 
 Most quant frameworks stop at "here's your backtest result." You get a number, maybe a chart, and then you're on your own figuring out which strategy is actually better.
 
-This framework is built around the full loop: **create strategies → backtest them → compare them in a single report → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
+This framework is built around the full loop: **create strategies → vector backtest for signals analysis → compare them in a single report → event backtest the most promising strategies → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
 
 <details open>
 <summary>
@@ -104,6 +126,10 @@ This framework is built around the full loop: **create strategies → backtest t
 </summary> <br>
 
 - 📊 **30+ Metrics** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
+- ⚡ **Vector Backtesting for Signal Analysis** — Quickly test your strategy logic on historical data to see how signals would have behaved before committing to full event-driven backtests
+- 🏃 **Event-Driven Backtesting** — Once promising strategies are identified via vector backtests, run full event-driven backtests to simulate realistic execution and portfolio management
+- 🔀 **Permutation Testing / Monte Carlo Simulations** — Assess the statistical robustness of your strategies by running them across randomized market scenarios to see how often your results could occur by chance
+- 🚀 **Deployment** — Once the best strategy is identified through backtesting and comparison, deploy it to production locally or in the cloud (AWS Lambda / Azure Functions) to start live trading
 - ⚔️ **Multi-Strategy Comparison** — Rank, filter & compare strategies in a single interactive report
 - 🪟 **Multi-Window Robustness** — Test across different time periods with window coverage analysis
 - 📈 **Equity & Drawdown Charts** — Overlay equity curves, rolling Sharpe, drawdown & return distributions
@@ -111,7 +137,9 @@ This framework is built around the full loop: **create strategies → backtest t
 - 🎯 **Return Scenario Projections** — Good, average, bad & very bad year projections from backtest data
 - 📉 **Benchmark Comparison** — Beat-rate analysis vs Buy & Hold, DCA, risk-free & custom benchmarks
 - 📄 **One-Click HTML Report** — Self-contained file, no server, dark & light theme, shareable
-- 🚀 **Build → Backtest → Deploy** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
+- 🌐 **Load External Data** — Fetch CSV, JSON, or Parquet from any URL with caching and auto-refresh
+- � **[Record Custom Variables](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/recording-variables)** — Track any indicator or metric during backtests with `context.record()`
+- �🚀 **Build → Backtest → Deploy** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
 
 </details>
 
@@ -297,15 +325,18 @@ report.save("my_report.html")
 
 | | |
 |---|---|
-| **Backtest Report Dashboard** | Self-contained HTML report with ranking tables, equity curves, metric charts, heatmaps, and strategy comparison |
-| **Event-Driven Backtesting** | Realistic, order-by-order simulation |
-| **Vectorized Backtesting** | Fast signal research and prototyping |
+| **[Backtest Report Dashboard](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** | Self-contained HTML report with ranking tables, equity curves, metric charts, heatmaps, and strategy comparison |
+| **[Event-Driven Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtesting)** | Realistic, order-by-order simulation |
+| **[Vectorized Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/vector-backtesting)** | Fast signal research and prototyping |
 | **50+ Metrics** | CAGR, Sharpe, Sortino, max drawdown, win rate, profit factor, recovery factor, volatility, and more |
-| **Live Trading** | Connect to exchanges via CCXT for real-time execution |
-| **Portfolio Management** | Position tracking, trade management, persistence |
-| **Cloud Deployment** | Deploy to AWS Lambda, Azure Functions, or run as a web service |
-| **Market Data** | OHLCV, tickers, custom data — Polars and Pandas native |
-| **Extensible** | Custom data providers, order executors, and strategy classes |
+| **[Live Trading](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/application-setup)** | Connect to exchanges via CCXT for real-time execution |
+| **[Portfolio Management](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/portfolio-configuration)** | Position tracking, trade management, persistence |
+| **[Cloud Deployment](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/deployment)** | Deploy to AWS Lambda, Azure Functions, or run as a web service |
+| **[Market Data Providers](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/custom-data-providers)** | Built-in providers for CCXT, Yahoo Finance, Alpha Vantage, and Polygon — or build your own |
+| **[Load External Data](https://coding-kitties.github.io/investing-algorithm-framework/Data/external-data)** | Fetch CSV, JSON, or Parquet from any URL with caching, date parsing, and pre/post-processing |
+| **[Record Custom Variables](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/recording-variables)** | Track any indicator or metric during backtests with `context.record()` |
+| **[Strategies](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/strategies)** | OHLCV, tickers, custom data — Polars and Pandas native |
+| **[Extensible](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/custom-data-providers)** | Custom data providers, order executors, and strategy classes |
 
 </details>
 
@@ -338,7 +369,7 @@ python -m unittest discover -s tests
 
 - [Open an issue](https://github.com/coding-kitties/investing-algorithm-framework/issues/new) for bugs or ideas
 - Read the [Contributing Guide](https://coding-kitties.github.io/investing-algorithm-framework/Contributing%20Guide/contributing)
-- PRs go against the `develop` branch
+- PRs go against the `dev` branch
 
 ## Risk Disclaimer
 

{investing_algorithm_framework-8.2.0 → investing_algorithm_framework-8.4.0}/README.md

@@ -3,12 +3,28 @@
 </h1>
 
 <p align="center">
-  <i align="center">Create trading strategies. Compare them side by side. Pick the best one. 🚀</i>
+  <i align="center">Create trading strategies. Compare them side by side. Pick the best one and Deploy 🚀</i>
 </p>
 
 <h4 align="center">
-  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml">
-    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=master&label=tests&style=flat-square" alt="tests" style="height: 20px;">
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=linux%20(main)&style=flat-square&logo=linux&logoColor=white" alt="linux main" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=macos%20(main)&style=flat-square&logo=apple&logoColor=white" alt="macos main" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Amain">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=main&label=windows%20(main)&style=flat-square&logo=windows&logoColor=white" alt="windows main" style="height: 20px;">
+  </a>
+  <br>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Adev">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=dev&label=linux%20(dev)&style=flat-square&logo=linux&logoColor=white" alt="linux dev" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Adev">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=dev&label=macos%20(dev)&style=flat-square&logo=apple&logoColor=white" alt="macos dev" style="height: 20px;">
+  </a>
+  <a href="https://github.com/coding-kitties/investing-algorithm-framework/actions/workflows/test.yml?query=branch%3Adev">
+    <img src="https://img.shields.io/github/actions/workflow/status/coding-kitties/investing-algorithm-framework/test.yml?branch=dev&label=windows%20(dev)&style=flat-square&logo=windows&logoColor=white" alt="windows dev" style="height: 20px;">
   </a>
   <a href="https://pypi.org/project/investing-algorithm-framework/">
     <img src="https://img.shields.io/pypi/v/investing-algorithm-framework.svg?style=flat-square" alt="pypi" style="height: 20px;">
@@ -61,7 +77,7 @@
 
 Most quant frameworks stop at "here's your backtest result." You get a number, maybe a chart, and then you're on your own figuring out which strategy is actually better.
 
-This framework is built around the full loop: **create strategies → backtest them → compare them in a single report → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
+This framework is built around the full loop: **create strategies → vector backtest for signals analysis → compare them in a single report → event backtest the most promising strategies → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
 
 <details open>
 <summary>
@@ -69,6 +85,10 @@ This framework is built around the full loop: **create strategies → backtest t
 </summary> <br>
 
 - 📊 **30+ Metrics** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
+- ⚡ **Vector Backtesting for Signal Analysis** — Quickly test your strategy logic on historical data to see how signals would have behaved before committing to full event-driven backtests
+- 🏃 **Event-Driven Backtesting** — Once promising strategies are identified via vector backtests, run full event-driven backtests to simulate realistic execution and portfolio management
+- 🔀 **Permutation Testing / Monte Carlo Simulations** — Assess the statistical robustness of your strategies by running them across randomized market scenarios to see how often your results could occur by chance
+- 🚀 **Deployment** — Once the best strategy is identified through backtesting and comparison, deploy it to production locally or in the cloud (AWS Lambda / Azure Functions) to start live trading
 - ⚔️ **Multi-Strategy Comparison** — Rank, filter & compare strategies in a single interactive report
 - 🪟 **Multi-Window Robustness** — Test across different time periods with window coverage analysis
 - 📈 **Equity & Drawdown Charts** — Overlay equity curves, rolling Sharpe, drawdown & return distributions
@@ -76,7 +96,9 @@ This framework is built around the full loop: **create strategies → backtest t
 - 🎯 **Return Scenario Projections** — Good, average, bad & very bad year projections from backtest data
 - 📉 **Benchmark Comparison** — Beat-rate analysis vs Buy & Hold, DCA, risk-free & custom benchmarks
 - 📄 **One-Click HTML Report** — Self-contained file, no server, dark & light theme, shareable
-- 🚀 **Build → Backtest → Deploy** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
+- 🌐 **Load External Data** — Fetch CSV, JSON, or Parquet from any URL with caching and auto-refresh
+- � **[Record Custom Variables](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/recording-variables)** — Track any indicator or metric during backtests with `context.record()`
+- �🚀 **Build → Backtest → Deploy** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
 
 </details>
 
@@ -262,15 +284,18 @@ report.save("my_report.html")
 
 | | |
 |---|---|
-| **Backtest Report Dashboard** | Self-contained HTML report with ranking tables, equity curves, metric charts, heatmaps, and strategy comparison |
-| **Event-Driven Backtesting** | Realistic, order-by-order simulation |
-| **Vectorized Backtesting** | Fast signal research and prototyping |
+| **[Backtest Report Dashboard](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** | Self-contained HTML report with ranking tables, equity curves, metric charts, heatmaps, and strategy comparison |
+| **[Event-Driven Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtesting)** | Realistic, order-by-order simulation |
+| **[Vectorized Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/vector-backtesting)** | Fast signal research and prototyping |
 | **50+ Metrics** | CAGR, Sharpe, Sortino, max drawdown, win rate, profit factor, recovery factor, volatility, and more |
-| **Live Trading** | Connect to exchanges via CCXT for real-time execution |
-| **Portfolio Management** | Position tracking, trade management, persistence |
-| **Cloud Deployment** | Deploy to AWS Lambda, Azure Functions, or run as a web service |
-| **Market Data** | OHLCV, tickers, custom data — Polars and Pandas native |
-| **Extensible** | Custom data providers, order executors, and strategy classes |
+| **[Live Trading](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/application-setup)** | Connect to exchanges via CCXT for real-time execution |
+| **[Portfolio Management](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/portfolio-configuration)** | Position tracking, trade management, persistence |
+| **[Cloud Deployment](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/deployment)** | Deploy to AWS Lambda, Azure Functions, or run as a web service |
+| **[Market Data Providers](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/custom-data-providers)** | Built-in providers for CCXT, Yahoo Finance, Alpha Vantage, and Polygon — or build your own |
+| **[Load External Data](https://coding-kitties.github.io/investing-algorithm-framework/Data/external-data)** | Fetch CSV, JSON, or Parquet from any URL with caching, date parsing, and pre/post-processing |
+| **[Record Custom Variables](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/recording-variables)** | Track any indicator or metric during backtests with `context.record()` |
+| **[Strategies](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/strategies)** | OHLCV, tickers, custom data — Polars and Pandas native |
+| **[Extensible](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/custom-data-providers)** | Custom data providers, order executors, and strategy classes |
 
 </details>
 
@@ -303,7 +328,7 @@ python -m unittest discover -s tests
 
 - [Open an issue](https://github.com/coding-kitties/investing-algorithm-framework/issues/new) for bugs or ideas
 - Read the [Contributing Guide](https://coding-kitties.github.io/investing-algorithm-framework/Contributing%20Guide/contributing)
-- PRs go against the `develop` branch
+- PRs go against the `dev` branch
 
 ## Risk Disclaimer
 

{investing_algorithm_framework-8.2.0 → investing_algorithm_framework-8.4.0}/investing_algorithm_framework/__init__.py

@@ -24,11 +24,20 @@ from .domain import ApiException, combine_backtests, PositionSize, \
     APPLICATION_DIRECTORY, DataSource, OrderExecutor, PortfolioProvider, \
     SnapshotInterval, AWS_S3_STATE_BUCKET_NAME, BacktestEvaluationFocus, \
     save_backtests_to_directory, BacktestMetrics, DATA_DIRECTORY, \
-    retag_backtests
+    retag_backtests, \
+    Blotter, DefaultBlotter, SimulationBlotter, Transaction, \
+    SlippageModel, NoSlippage, PercentageSlippage, FixedSlippage, \
+    VolumeImpactSlippage, \
+    CommissionModel, NoCommission, PercentageCommission, FixedCommission, \
+    FillModel, FullFill, VolumeBasedFill, \
+    FXRateProvider, StaticFXRateProvider
 from .infrastructure import AzureBlobStorageStateHandler, \
-    CSVOHLCVDataProvider, CSVTickerDataProvider, \
+    CSVOHLCVDataProvider, CSVTickerDataProvider, CSVURLDataProvider, \
+    JSONURLDataProvider, ParquetURLDataProvider, \
     CCXTOHLCVDataProvider, CCXTTickerDataProvider, \
-    PandasOHLCVDataProvider, \
+    PandasOHLCVDataProvider, OHLCVDataProviderBase, \
+    YahooOHLCVDataProvider, \
+    AlphaVantageOHLCVDataProvider, PolygonOHLCVDataProvider, \
     AWSS3StorageStateHandler
 from .create_app import create_app
 from .download_data import download, download_v2, DownloadResult, \
@@ -114,8 +123,13 @@ __all__ = [
     'DataType',
     'CSVOHLCVDataProvider',
     'CSVTickerDataProvider',
-    "CCXTOHLCVDataProvider",
+    'CSVURLDataProvider',    'JSONURLDataProvider',
+    'ParquetURLDataProvider',    "CCXTOHLCVDataProvider",
     "CCXTTickerDataProvider",
+    "OHLCVDataProviderBase",
+    "YahooOHLCVDataProvider",
+    "AlphaVantageOHLCVDataProvider",
+    "PolygonOHLCVDataProvider",
     "DataProvider",
     "get_annual_volatility",
     "get_sortino_ratio",
@@ -221,5 +235,23 @@ __all__ = [
     "download_v2",
     "DownloadResult",
     "create_data_storage_path",
-    "DATA_DIRECTORY"
+    "DATA_DIRECTORY",
+    "Blotter",
+    "DefaultBlotter",
+    "SimulationBlotter",
+    "Transaction",
+    "SlippageModel",
+    "NoSlippage",
+    "PercentageSlippage",
+    "FixedSlippage",
+    "VolumeImpactSlippage",
+    "CommissionModel",
+    "NoCommission",
+    "PercentageCommission",
+    "FixedCommission",
+    "FillModel",
+    "FullFill",
+    "VolumeBasedFill",
+    "FXRateProvider",
+    "StaticFXRateProvider",
 ]

{investing_algorithm_framework-8.2.0 → investing_algorithm_framework-8.4.0}/investing_algorithm_framework/app/app.py

@@ -24,7 +24,7 @@ from investing_algorithm_framework.domain import DATABASE_NAME, TimeUnit, \
     LAST_SNAPSHOT_DATETIME, BACKTESTING_FLAG, DATA_DIRECTORY
 from investing_algorithm_framework.infrastructure import setup_sqlalchemy, \
     create_all_tables, CCXTOrderExecutor, CCXTPortfolioProvider, \
-    BacktestOrderExecutor, CCXTOHLCVDataProvider, clear_db, \
+    CCXTOHLCVDataProvider, clear_db, \
     PandasOHLCVDataProvider
 from investing_algorithm_framework.services import OrderBacktestService, \
     BacktestPortfolioService, DefaultTradeOrderEvaluator
@@ -71,10 +71,22 @@ class App:
         self._state_handler = state_handler
         self._run_history = None
         self._name = name
+        self._blotter = None
+        self._fx_rate_provider = None
+        self._base_currency = None
 
     @property
     def context(self):
-        return self.container.context()
+        from investing_algorithm_framework.domain.blotter import \
+            DefaultBlotter
+
+        ctx = self.container.context()
+        ctx._blotter = self._blotter \
+            if self._blotter is not None else DefaultBlotter()
+        ctx._fx_rate_provider = self._fx_rate_provider
+        ctx._base_currency = self._base_currency
+
+        return ctx
 
     @property
     def resource_directory_path(self):
@@ -356,6 +368,29 @@ class App:
                 logger.info(
                     f"Removing existing database at {database_path}"
                 )
+
+                # Dispose the existing engine to release file locks
+                # (required on Windows where locks are mandatory)
+                from investing_algorithm_framework.infrastructure.database \
+                    import Session
+                from sqlalchemy.orm import close_all_sessions
+                close_all_sessions()
+                bind = Session.kw.get("bind")
+
+                if bind is not None:
+
+                    try:
+                        conn = bind.connect()
+                        conn.invalidate()
+                        conn.close()
+                    except Exception:
+                        pass
+
+                    bind.dispose()
+
+                import gc
+                gc.collect()
+
                 os.remove(database_path)
 
         # Create the sqlalchemy database uri
@@ -651,7 +686,9 @@ class App:
                 .trade_stop_loss_service(),
                 trade_take_profit_service=self.container
                 .trade_take_profit_service(),
-                configuration_service=self.container.configuration_service()
+                configuration_service=self.container.configuration_service(),
+                blotter=self._blotter,
+                context=self.context
             )
             event_loop_service = EventLoopService(
                 configuration_service=self.container.configuration_service(),
@@ -1499,6 +1536,7 @@ class App:
             checkpoint_batch_size=checkpoint_batch_size,
             fill_missing_data=fill_missing_data,
             iterative_summary_update=iterative_summary_update,
+            blotter=self._blotter,
         )
 
         # Cleanup resources
@@ -1737,6 +1775,7 @@ class App:
             trading_symbol=trading_symbol,
             fill_missing_data=fill_missing_data,
             skip_data_sources_initialization=True,
+            blotter=self._blotter,
         )
 
         # Store run history
@@ -2207,6 +2246,98 @@ class App:
         )
         self.add_market_credential(market_credential)
 
+    def set_blotter(self, blotter):
+        """
+        Set a blotter for order book management. The blotter sits
+        between the strategy and the order execution layer, enabling
+        batch ordering, transaction tracking, and custom order routing.
+
+        Args:
+            blotter: Instance of Blotter
+
+        Returns:
+            None
+        """
+        from investing_algorithm_framework.domain.blotter import Blotter
+
+        if inspect.isclass(blotter):
+            blotter = blotter()
+
+        if not isinstance(blotter, Blotter):
+            raise OperationalException(
+                "Blotter should be an instance of Blotter"
+            )
+
+        self._blotter = blotter
+
+    def get_blotter(self):
+        """
+        Get the configured blotter.
+
+        Returns:
+            Blotter or None: The configured blotter instance.
+        """
+        return self._blotter
+
+    def set_base_currency(self, currency: str) -> None:
+        """
+        Set the base currency for multi-currency portfolio reporting.
+
+        When a base currency is set and an FX rate provider is registered,
+        the framework will automatically convert position values from
+        their local currency to the base currency when computing
+        portfolio totals.
+
+        Args:
+            currency: Currency code (e.g. "EUR", "USD", "GBP").
+
+        Returns:
+            None
+        """
+        self._base_currency = currency.upper()
+
+    def get_base_currency(self) -> str:
+        """
+        Get the configured base currency.
+
+        Returns:
+            str or None: The base currency code, or None if not set.
+        """
+        return self._base_currency
+
+    def add_fx_rate_provider(self, fx_rate_provider) -> None:
+        """
+        Register an FX rate provider for multi-currency portfolio
+        support. The provider supplies exchange rates between
+        currency pairs.
+
+        Args:
+            fx_rate_provider: Instance of FXRateProvider.
+
+        Returns:
+            None
+        """
+        from investing_algorithm_framework.domain.fx import FXRateProvider
+
+        if inspect.isclass(fx_rate_provider):
+            fx_rate_provider = fx_rate_provider()
+
+        if not isinstance(fx_rate_provider, FXRateProvider):
+            raise OperationalException(
+                "FX rate provider should be an instance of FXRateProvider"
+            )
+
+        self._fx_rate_provider = fx_rate_provider
+
+    def get_fx_rate_provider(self):
+        """
+        Get the configured FX rate provider.
+
+        Returns:
+            FXRateProvider or None: The FX rate provider instance.
+        """
+        return self._fx_rate_provider
+
     def add_order_executor(self, order_executor):
         """
         Function to add an order executor to the app. The order executor
@@ -2284,24 +2415,30 @@ class App:
         """
         Function to initialize the order executors. This function will
         first check if the app is running in backtest mode or not. If it is
-        running in backtest mode, all order executors will be removed and
-        a single BacktestOrderExecutor will be added to the order executors.
+        running in backtest mode, all order executors will be removed
+        (OrderBacktestService handles execution directly) and the
+        SimulationBlotter will be set as the default blotter if no custom
+        blotter has been configured.
 
         If it is not running in backtest mode, it will add the default
         CCXTOrderExecutor with a priority 3.
         """
+        from investing_algorithm_framework.domain.blotter import \
+            SimulationBlotter
+
         logger.info("Adding order executors")
         order_executor_lookup = self.container.order_executor_lookup()
         environment = self.config[ENVIRONMENT]
 
         if Environment.BACKTEST.equals(environment):
-            # If the app is running in backtest mode,
-            # remove all order executors
-            # and add a single BacktestOrderExecutor
+            # In backtest mode, OrderBacktestService handles execution
+            # directly — no order executor needed
             order_executor_lookup.reset()
-            order_executor_lookup.add_order_executor(
-                BacktestOrderExecutor(priority=1)
-            )
+
+            # Auto-set SimulationBlotter for backtesting if no
+            # custom blotter has been configured
+            if self._blotter is None:
+                self._blotter = SimulationBlotter()
         else:
             order_executor_lookup.add_order_executor(
                 CCXTOrderExecutor(priority=3)
@@ -2498,9 +2635,7 @@ class App:
         environment = self.config[ENVIRONMENT]
 
         if Environment.BACKTEST.equals(environment):
-            # If the app is running in backtest mode,
-            # remove all order executors
-            # and add a single BacktestOrderExecutor
+            # In backtest mode, remove all portfolio providers
             portfolio_provider_lookup.reset()
         else:
             portfolio_provider_lookup.add_portfolio_provider(