investing-algorithm-framework 8.7.2__tar.gz → 8.7.3__tar.gz

{investing_algorithm_framework-8.7.2 → investing_algorithm_framework-8.7.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: investing-algorithm-framework
-Version: 8.7.2
+Version: 8.7.3
 Summary: A framework for creating trading bots
 Author: MDUYN
 Requires-Python: >=3.10,<4.0
@@ -114,23 +114,23 @@ This framework is built around the full loop: **create strategies → vector bac
  Features
 </summary> <br>
 
-- 📊 **30+ Metrics** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
+- 📊 **[30+ Metrics](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/metrics)** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
 - 🧮 **[Cross-Sectional Pipelines](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/pipelines)** — Rank, filter and score entire universes of symbols every iteration with a tidy factor table
-- ⚡ **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
-- 🗓️ **Monthly Heatmaps & Yearly Returns** — Calendar heatmap per strategy with return/growth toggles
-- 🎯 **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
-- 📦 **Custom `.iafbt` Backtest Bundle Format** — An explicit, versioned, compressed, language-portable container (zstd + msgpack with magic-byte header) plus a separate parquet index for fast filtering without loading. ~21× smaller and ~27× fewer files than standard filebased directory layouts, with parallel I/O for fast load/save of large amounts of backtests.
-- 🌐 **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
+- ⚡ **[Vector Backtesting for Signal Analysis](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/vector-backtesting)** — 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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/event-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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — 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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Rank, filter & compare strategies in a single interactive report
+- 🪟 **[Multi-Window Robustness](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Test across different time periods with window coverage analysis
+- 📈 **[Equity & Drawdown Charts](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Overlay equity curves, rolling Sharpe, drawdown & return distributions
+- 🗓️ **[Monthly Heatmaps & Yearly Returns](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Calendar heatmap per strategy with return/growth toggles
+- 🎯 **[Return Scenario Projections](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Good, average, bad & very bad year projections from backtest data
+- 📉 **[Benchmark Comparison](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Beat-rate analysis vs Buy & Hold, DCA, risk-free & custom benchmarks
+- 📄 **[One-Click HTML Report](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Self-contained file, no server, dark & light theme, shareable
+- 📦 **[Custom `.iafbt` Backtest Bundle Format](https://coding-kitties.github.io/investing-algorithm-framework/Data/backtest_data)** — An explicit, versioned, compressed, language-portable container (zstd + msgpack with magic-byte header) plus a separate parquet index for fast filtering without loading. ~21× smaller and ~27× fewer files than standard filebased directory layouts, with parallel I/O for fast load/save of large amounts of backtests.
+- 🌐 **[Load External Data](https://coding-kitties.github.io/investing-algorithm-framework/Data/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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/application-setup)** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
 
 </details>
 

{investing_algorithm_framework-8.7.2 → investing_algorithm_framework-8.7.3}/README.md

@@ -70,23 +70,23 @@ This framework is built around the full loop: **create strategies → vector bac
  Features
 </summary> <br>
 
-- 📊 **30+ Metrics** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
+- 📊 **[30+ Metrics](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/metrics)** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
 - 🧮 **[Cross-Sectional Pipelines](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/pipelines)** — Rank, filter and score entire universes of symbols every iteration with a tidy factor table
-- ⚡ **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
-- 🗓️ **Monthly Heatmaps & Yearly Returns** — Calendar heatmap per strategy with return/growth toggles
-- 🎯 **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
-- 📦 **Custom `.iafbt` Backtest Bundle Format** — An explicit, versioned, compressed, language-portable container (zstd + msgpack with magic-byte header) plus a separate parquet index for fast filtering without loading. ~21× smaller and ~27× fewer files than standard filebased directory layouts, with parallel I/O for fast load/save of large amounts of backtests.
-- 🌐 **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
+- ⚡ **[Vector Backtesting for Signal Analysis](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/vector-backtesting)** — 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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/event-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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — 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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Rank, filter & compare strategies in a single interactive report
+- 🪟 **[Multi-Window Robustness](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Test across different time periods with window coverage analysis
+- 📈 **[Equity & Drawdown Charts](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Overlay equity curves, rolling Sharpe, drawdown & return distributions
+- 🗓️ **[Monthly Heatmaps & Yearly Returns](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Calendar heatmap per strategy with return/growth toggles
+- 🎯 **[Return Scenario Projections](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Good, average, bad & very bad year projections from backtest data
+- 📉 **[Benchmark Comparison](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Beat-rate analysis vs Buy & Hold, DCA, risk-free & custom benchmarks
+- 📄 **[One-Click HTML Report](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtest-reports)** — Self-contained file, no server, dark & light theme, shareable
+- 📦 **[Custom `.iafbt` Backtest Bundle Format](https://coding-kitties.github.io/investing-algorithm-framework/Data/backtest_data)** — An explicit, versioned, compressed, language-portable container (zstd + msgpack with magic-byte header) plus a separate parquet index for fast filtering without loading. ~21× smaller and ~27× fewer files than standard filebased directory layouts, with parallel I/O for fast load/save of large amounts of backtests.
+- 🌐 **[Load External Data](https://coding-kitties.github.io/investing-algorithm-framework/Data/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](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/application-setup)** — Local dev, cloud deploy (AWS / Azure), or monetize on Finterion
 
 </details>
 

{investing_algorithm_framework-8.7.2 → investing_algorithm_framework-8.7.3}/investing_algorithm_framework/cli/deploy_to_azure_function.py

@@ -30,6 +30,51 @@ def generate_unique_resource_name(base_name):
     return f"{base_name}{unique_suffix}".lower()
 
 
+async def _wait_until_function_app_ready(
+    function_app_name,
+    resource_group_name,
+    timeout_seconds=300,
+    poll_interval_seconds=10,
+):
+    """
+    Poll `az functionapp show --query state` until the Function App
+    reports 'Running', or raise once `timeout_seconds` is exceeded.
+
+    This replaces the old hard-coded `time.sleep(60)` which both blocked
+    the event loop and frequently published before the host was ready
+    (causing silent SCM 503s).
+    """
+    deadline = time.monotonic() + timeout_seconds
+    last_state = None
+
+    while time.monotonic() < deadline:
+        process = await asyncio.create_subprocess_exec(
+            "az", "functionapp", "show",
+            "--name", function_app_name,
+            "--resource-group", resource_group_name,
+            "--query", "state",
+            "-o", "tsv",
+            stdout=asyncio.subprocess.PIPE,
+            stderr=asyncio.subprocess.PIPE,
+        )
+        stdout, _ = await process.communicate()
+        state = stdout.decode().strip()
+
+        if state and state != last_state:
+            print(f"Function App state: {state}")
+            last_state = state
+
+        if state == "Running":
+            return
+
+        await asyncio.sleep(poll_interval_seconds)
+
+    raise TimeoutError(
+        f"Function App '{function_app_name}' did not reach 'Running' "
+        f"state within {timeout_seconds}s (last seen: {last_state!r})."
+    )
+
+
 def ensure_azure_functools():
     """
     Function to ensure that the Azure Functions Core Tools are installed.
@@ -128,77 +173,93 @@ async def publish_function_app(
     """
     print(f"Publishing Function App {function_app_name}")
 
-    # Wait for 60 seconds to ensure the Function App is ready
-    time.sleep(60)
+    # Wait for the Function App to report a 'Running' state instead of
+    # blindly sleeping. The first deployment can take a while because the
+    # Linux Consumption host is provisioned lazily.
+    await _wait_until_function_app_ready(
+        function_app_name=function_app_name,
+        resource_group_name=resource_group_name,
+        timeout_seconds=300,
+    )
 
     try:
-        # Step 1: Publish the Azure Function App
-        process = await asyncio.create_subprocess_exec(
-            "func", "azure", "functionapp", "publish", function_app_name
-        )
-
-        # Wait for the subprocess to finish
-        _, stderr = await process.communicate()
-
-        # Check the return code
-        if process.returncode != 0:
-
-            if stderr is not None:
-                raise Exception(
-                    f"Error publishing Function App: {stderr.decode().strip()}"
-                )
-            else:
-                raise Exception("Error publishing Function App")
-
-        print(f"Function App {function_app_name} published successfully.")
-
-        # Step 2: Add app settings
+        # Step 1: Push app settings BEFORE publishing so the worker has
+        # the storage credentials available on first cold start.
+        print("Setting AZURE_STORAGE_* app settings...")
         add_settings_process = await asyncio.create_subprocess_exec(
             "az", "functionapp", "config", "appsettings", "set",
             "--name", function_app_name,
+            "--resource-group", resource_group_name,
             "--settings",
             f"AZURE_STORAGE_CONNECTION_STRING={storage_connection_string}",
             f"AZURE_STORAGE_CONTAINER_NAME={storage_container_name}",
-            "--resource-group", resource_group_name
+            "SCM_DO_BUILD_DURING_DEPLOYMENT=true",
+            "ENABLE_ORYX_BUILD=true",
+            stdout=asyncio.subprocess.PIPE,
+            stderr=asyncio.subprocess.PIPE,
         )
         _, stderr1 = await add_settings_process.communicate()
 
         if add_settings_process.returncode != 0:
+            raise Exception(
+                "Error adding app settings: " +
+                (stderr1.decode().strip() if stderr1 else "")
+            )
+        print("App settings configured successfully.")
 
-            if stderr1 is not None:
-                raise Exception(
-                    f"Error adding App settings: {stderr1.decode().strip()}"
-                )
-            else:
-                raise Exception("Error adding App settings")
-
+        # Step 2: Publish the Azure Function App. `--build remote --python`
+        # is *required* on Linux Consumption: native wheels (pandas, numpy,
+        # msgpack, polars, ...) must be built on the function host's libc/
+        # arch, otherwise the host crashes silently on import at cold start.
         print(
-            "Added app settings to the Function App successfully"
+            "Running 'func azure functionapp publish' "
+            f"(remote build) for {function_app_name}..."
+        )
+        publish_process = await asyncio.create_subprocess_exec(
+            "func", "azure", "functionapp", "publish", function_app_name,
+            "--build", "remote",
+            "--python",
         )
+        await publish_process.communicate()
+
+        if publish_process.returncode != 0:
+            raise Exception(
+                "Error publishing Function App. Re-run with the Azure "
+                "CLI directly to see full output:\n  "
+                f"func azure functionapp publish {function_app_name} "
+                "--build remote --python"
+            )
+        print(f"Function App {function_app_name} published successfully.")
 
-        # Step 3: Update the cors settings
+        # Step 3: Update the CORS settings.
         cors_process = await asyncio.create_subprocess_exec(
             "az", "functionapp", "cors", "add",
             "--name", function_app_name,
             "--allowed-origins", "*",
-            "--resource-group", resource_group_name
+            "--resource-group", resource_group_name,
+            stdout=asyncio.subprocess.PIPE,
+            stderr=asyncio.subprocess.PIPE,
         )
-
-        _, stderr1 = await add_settings_process.communicate()
+        _, cors_stderr = await cors_process.communicate()
 
         if cors_process.returncode != 0:
+            # CORS already configured is not fatal.
+            print(
+                "Warning: could not add CORS rule: " +
+                (cors_stderr.decode().strip() if cors_stderr else "")
+            )
+        else:
+            print("CORS rule '*' added.")
 
-            if stderr1 is not None:
-                raise Exception(
-                    f"Error adding cors settings: {stderr1.decode().strip()}"
-                )
-            else:
-                raise Exception("Error adding cors settings")
-
-        print("All app settings have been added successfully.")
-        print("Function App creation completed successfully.")
+        print("Function App deployment completed successfully.")
+        print(
+            "\nTo stream live logs run:\n  "
+            f"az webapp log tail --name {function_app_name} "
+            f"--resource-group {resource_group_name}"
+        )
     except Exception as e:
         print(f"Error publishing Function App: {e}")
+        raise
 
 
 async def create_function_app(
@@ -268,7 +329,7 @@ async def create_function_app(
             "--runtime",
             "python",
             "--runtime-version",
-            "3.10",
+            "3.11",
             "--functions-version",
             "4",
             "--name",

{investing_algorithm_framework-8.7.2 → investing_algorithm_framework-8.7.3}/investing_algorithm_framework/cli/initialize_app.py

@@ -1,7 +1,37 @@
+import json
 import os
 from enum import Enum
 
 
+# Notebook stubs created in `notebooks/` by `init`. Each entry is
+# (filename, first-markdown-cell-title) and mirrors the recommended
+# research workflow documented in
+# docusaurus/docs/Getting Started/application-setup.md.
+RECOMMENDED_NOTEBOOKS = [
+    ("01_data_exploration.ipynb",
+     "# 01 — Data Exploration\n\nDownload OHLCV, inspect coverage, "
+     "detect and fill gaps."),
+    ("02_backtest_baseline.ipynb",
+     "# 02 — Baseline Backtest\n\nSingle vector backtest of the strategy "
+     "with default parameters and HTML report."),
+    ("03_in_sample_param_grid_search.ipynb",
+     "# 03 — In-Sample Parameter Grid Search\n\nGrid search across "
+     "thousands of parameter combinations on the in-sample window."),
+    ("04_out_of_sample_param_grid_search.ipynb",
+     "# 04 — Out-of-Sample Parameter Grid Search\n\nRe-run top in-sample "
+     "candidates on the held-out out-of-sample window."),
+    ("05_overfitting_analysis.ipynb",
+     "# 05 — Overfitting Analysis\n\nCompare in-sample vs out-of-sample "
+     "performance, walk-forward / permutation checks."),
+    ("06_event_backtests.ipynb",
+     "# 06 — Event-Driven Backtests\n\nValidate the final picks with the "
+     "event-driven engine (fees, slippage, fills)."),
+]
+
+# Empty cache/output directories created in the project root.
+RECOMMENDED_DIRS = ["data", "backtest_results", "reports", "resources"]
+
+
 class AppType(Enum):
     DEFAULT = "DEFAULT"
     DEFAULT_WEB = "DEFAULT_WEB"
@@ -100,6 +130,71 @@ def create_file_from_template(template_path, output_path, replace=False):
             file.write(template)
 
 
+def _create_empty_notebook(file_path, title_markdown, replace=False):
+    """
+    Create a minimal Jupyter notebook (nbformat 4) with a single
+    markdown title cell.
+    """
+    if os.path.exists(file_path):
+        if replace:
+            os.remove(file_path)
+        else:
+            return
+
+    notebook = {
+        "cells": [
+            {
+                "cell_type": "markdown",
+                "metadata": {},
+                "source": title_markdown,
+            }
+        ],
+        "metadata": {
+            "kernelspec": {
+                "display_name": "Python 3",
+                "language": "python",
+                "name": "python3",
+            },
+            "language_info": {"name": "python"},
+        },
+        "nbformat": 4,
+        "nbformat_minor": 5,
+    }
+
+    with open(file_path, "w") as file:
+        json.dump(notebook, file, indent=1)
+
+
+def _scaffold_recommended_layout(path, replace=False):
+    """
+    Create the directories and notebook stubs that are part of the
+    recommended project layout but not directly tied to a specific
+    deployment target (default, web, AWS Lambda, Azure Function).
+
+    Creates:
+        notebooks/                  with 6 stub research notebooks
+        data/                       cache for downloaded market data
+        backtest_results/           saved backtest bundles
+        reports/                    generated HTML/CSV reports
+        resources/                  misc assets (databases, configs)
+    """
+    notebooks_path = os.path.join(path, "notebooks")
+    create_directory(notebooks_path)
+
+    for filename, title_markdown in RECOMMENDED_NOTEBOOKS:
+        _create_empty_notebook(
+            os.path.join(notebooks_path, filename),
+            title_markdown,
+            replace=replace,
+        )
+
+    for directory_name in RECOMMENDED_DIRS:
+        directory_path = os.path.join(path, directory_name)
+        create_directory(directory_path)
+        # .gitkeep so the empty directory is committed
+        create_file(os.path.join(directory_path, ".gitkeep"))
+
+
 def command(path=None, app_type="default", replace=False):
     """
     Function to create an azure function app skeleton.
@@ -207,19 +302,22 @@ def create_default_app(path=None, replace=False):
         os.path.join(path, "run_backtest.py"),
         replace=replace
     )
-    # Create the main directory
+    # Create the strategies package
     create_directory(os.path.join(path, "strategies"))
     strategies_path = os.path.join(path, "strategies")
     create_file(os.path.join(strategies_path, "__init__.py"))
     create_file_from_template(
         strategy_template_path,
-        os.path.join(strategies_path, "strategy.py")
+        os.path.join(strategies_path, "my_strategy.py")
     )
+    # data_providers.py lives at the project root so app.py, notebooks
+    # and strategies can all import it as `from data_providers import ...`
     create_file_from_template(
         data_providers_template_path,
-        os.path.join(strategies_path, "data_providers.py"),
+        os.path.join(path, "data_providers.py"),
         replace=replace
     )
+    _scaffold_recommended_layout(path, replace=replace)
     gitignore_template_path = os.path.join(
         os.path.dirname(current_script_path),
         "templates",
@@ -311,19 +409,22 @@ def create_default_web_app(path=None, replace=False):
         os.path.join(path, "run_backtest.py"),
         replace=replace
     )
-    # Create the main directory
+    # Create the strategies package
     create_directory(os.path.join(path, "strategies"))
     strategies_path = os.path.join(path, "strategies")
     create_file(os.path.join(strategies_path, "__init__.py"))
     create_file_from_template(
         strategy_template_path,
-        os.path.join(strategies_path, "strategy.py")
+        os.path.join(strategies_path, "my_strategy.py")
     )
+    # data_providers.py lives at the project root so app.py, notebooks
+    # and strategies can all import it as `from data_providers import ...`
     create_file_from_template(
         data_providers_template_path,
-        os.path.join(strategies_path, "data_providers.py"),
+        os.path.join(path, "data_providers.py"),
         replace=replace
     )
+    _scaffold_recommended_layout(path, replace=replace)
     gitignore_template_path = os.path.join(
         os.path.dirname(current_script_path),
         "templates",
@@ -417,19 +518,22 @@ def create_aws_lambda_app(path=None, replace=False):
         os.path.join(path, "run_backtest.py"),
         replace=replace
     )
-    # Create the main directory
+    # Create the strategies package
     create_directory(os.path.join(path, "strategies"))
     strategies_path = os.path.join(path, "strategies")
     create_file(os.path.join(strategies_path, "__init__.py"))
     create_file_from_template(
         strategy_template_path,
-        os.path.join(strategies_path, "strategy.py")
+        os.path.join(strategies_path, "my_strategy.py")
     )
+    # data_providers.py lives at the project root so app.py, notebooks
+    # and strategies can all import it as `from data_providers import ...`
     create_file_from_template(
         data_providers_template_path,
-        os.path.join(strategies_path, "data_providers.py"),
+        os.path.join(path, "data_providers.py"),
         replace=replace
     )
+    _scaffold_recommended_layout(path, replace=replace)
     gitignore_template_path = os.path.join(
         os.path.dirname(current_script_path),
         "templates",
@@ -504,10 +608,12 @@ def create_azure_function_app(path=None, replace=False):
         "templates",
         "run_backtest.py.template"
     )
-    # Create the framework app file as app_entry.py
+    # The Azure Functions Python v2 programming model requires the
+    # entry point to be named exactly `function_app.py` at the project
+    # root. Anything else and the host won't discover any triggers.
     create_file_from_template(
         azure_function_template_path,
-        os.path.join(path, "app_web.py"),
+        os.path.join(path, "function_app.py"),
         replace=replace
     )
     # Create the host.json file
@@ -568,19 +674,22 @@ def create_azure_function_app(path=None, replace=False):
         os.path.join(path, "run_backtest.py"),
         replace=replace
     )
-    # Create the main directory
+    # Create the strategies package
     create_directory(os.path.join(path, "strategies"))
     strategies_path = os.path.join(path, "strategies")
     create_file(os.path.join(strategies_path, "__init__.py"))
     create_file_from_template(
         strategy_template_path,
-        os.path.join(strategies_path, "strategy.py")
+        os.path.join(strategies_path, "my_strategy.py")
     )
+    # data_providers.py lives at the project root so app.py, notebooks
+    # and strategies can all import it as `from data_providers import ...`
     create_file_from_template(
         data_providers_template_path,
-        os.path.join(strategies_path, "data_providers.py"),
+        os.path.join(path, "data_providers.py"),
         replace=replace
     )
+    _scaffold_recommended_layout(path, replace=replace)
     gitignore_template_path = os.path.join(
         os.path.dirname(current_script_path),
         "templates",

{investing_algorithm_framework-8.7.2 → investing_algorithm_framework-8.7.3}/investing_algorithm_framework/cli/templates/.gitignore.template

@@ -176,3 +176,14 @@ cython_debug/
 
 # Framework related files
 # The following files are related to the investing_algorithm_framework framework.
+
+# Local caches and generated outputs (the directories themselves are kept
+# via .gitkeep, but their contents should not be committed).
+data/*
+!data/.gitkeep
+backtest_results/*
+!backtest_results/.gitkeep
+reports/*
+!reports/.gitkeep
+resources/*
+!resources/.gitkeep

{investing_algorithm_framework-8.7.2 → investing_algorithm_framework-8.7.3}/investing_algorithm_framework/cli/templates/app.py.template

@@ -3,7 +3,7 @@ from dotenv import load_dotenv
 
 from investing_algorithm_framework import create_app, \
     DEFAULT_LOGGING_CONFIG, Algorithm, PortfolioConfiguration
-from strategies.strategy import MyTradingStrategy
+from strategies.my_strategy import MyTradingStrategy
 
 load_dotenv()
 logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)

investing_algorithm_framework-8.7.3/investing_algorithm_framework/cli/templates/app_aws_lambda_function.py.template

@@ -0,0 +1,48 @@
+import logging.config
+import os
+
+from dotenv import load_dotenv
+
+from investing_algorithm_framework import (
+    create_app,
+    AWSS3StorageStateHandler,
+    AWS_S3_STATE_BUCKET_NAME,
+    AWS_LAMBDA_LOGGING_CONFIG,
+    RESOURCE_DIRECTORY,
+)
+
+from strategies.my_strategy import MyTradingStrategy
+
+load_dotenv()
+logging.config.dictConfig(AWS_LAMBDA_LOGGING_CONFIG)
+logger = logging.getLogger(__name__)
+
+# Lambda's filesystem is read-only except for /tmp; route the framework's
+# writable resources there.
+app = create_app(
+    config={RESOURCE_DIRECTORY: os.path.join("/tmp", "resources")}
+)
+
+# The S3 bucket is provisioned and exported as an env var by the
+# `deploy_aws_lambda` CLI command.
+app.add_state_handler(
+    AWSS3StorageStateHandler(bucket_name=os.getenv(AWS_S3_STATE_BUCKET_NAME))
+)
+
+app.add_market(market="bitvavo", trading_symbol="EUR", initial_balance=1000)
+app.add_strategy(MyTradingStrategy)
+
+
+def lambda_handler(event, context):
+    """
+    AWS Lambda handler that runs a single iteration of the trading bot.
+    """
+    try:
+        app.run(number_of_iterations=1)
+        return {
+            "statusCode": 200,
+            "body": "Trading strategy executed successfully.",
+        }
+    except Exception as exc:  # noqa: BLE001
+        logger.exception(exc)
+        return {"statusCode": 500, "body": str(exc)}

investing_algorithm_framework-8.7.3/investing_algorithm_framework/cli/templates/app_azure_function.py.template

@@ -0,0 +1,35 @@
+import logging.config
+import os
+
+from dotenv import load_dotenv
+
+from investing_algorithm_framework import (
+    create_app,
+    DEFAULT_LOGGING_CONFIG,
+    AzureBlobStorageStateHandler,
+    RESOURCE_DIRECTORY,
+)
+
+from strategies.my_strategy import MyTradingStrategy
+
+load_dotenv()
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+
+# Azure Function workers can only write to /tmp at runtime; point the
+# framework's resource directory there so SQLite/state files land in a
+# writable location.
+app = create_app(
+    config={RESOURCE_DIRECTORY: os.path.join("/tmp", "resources")}
+)
+
+# Persist portfolio/state in Azure Blob Storage so the function is
+# stateless across cold starts. Connection string + container name are
+# read from app settings (configured by `deploy_to_azure_function`).
+app.add_state_handler(AzureBlobStorageStateHandler())
+
+app.add_market(
+    market="bitvavo",
+    trading_symbol="EUR",
+    initial_balance=1000,
+)
+app.add_strategy(MyTradingStrategy)

{investing_algorithm_framework-8.7.2 → investing_algorithm_framework-8.7.3}/investing_algorithm_framework/cli/templates/app_web.py.template

@@ -3,7 +3,7 @@ from dotenv import load_dotenv
 
 from investing_algorithm_framework import create_app, \
     DEFAULT_LOGGING_CONFIG, Algorithm
-from strategies.strategy import MyTradingStrategy
+from strategies.my_strategy import MyTradingStrategy
 
 load_dotenv()
 logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)