Optimize imports

examples/backtest/algorithm/strategy.py

@@ -1,7 +1,7 @@
 import tulipy as ti
 
 from investing_algorithm_framework import TimeUnit, TradingStrategy, \
-    Algorithm, OrderSide, BACKTESTING_INDEX_DATETIME
+    Algorithm, OrderSide
 
 """
 This strategy is based on the golden cross strategy. It will buy when the

examples/backtest/backtest.py

@@ -1,13 +1,11 @@
 from datetime import datetime, timedelta
 
-from investing_algorithm_framework import PortfolioConfiguration, \
-    pretty_print_backtest
-
-from app import app
 from algorithm.algorithm import algorithm
 from algorithm.data_sources import bitvavo_btc_eur_ohlcv_2h, \
     bitvavo_dot_eur_ohlcv_2h, bitvavo_dot_eur_ticker, bitvavo_btc_eur_ticker
-
+from app import app
+from investing_algorithm_framework import PortfolioConfiguration, \
+    pretty_print_backtest
 
 app.add_algorithm(algorithm)
 app.add_market_data_source(bitvavo_btc_eur_ohlcv_2h)

examples/bitvavo_trading_bot/bitvavo.py

@@ -1,4 +1,5 @@
 import os
+
 from investing_algorithm_framework import MarketCredential, TimeUnit, \
     CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, TradingStrategy, \
     create_app, PortfolioConfiguration, Algorithm, SYMBOLS, RESOURCE_DIRECTORY

examples/coinbase_trading_bot/coinbase.py

@@ -1,4 +1,5 @@
 import os
+
 from investing_algorithm_framework import MarketCredential, TimeUnit, \
     CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, TradingStrategy, \
     create_app, PortfolioConfiguration, Algorithm, SYMBOLS, RESOURCE_DIRECTORY

examples/crossover_moving_average_trading_bot/backtesting.py

@@ -1,13 +1,11 @@
 from datetime import datetime, timedelta
 
-from investing_algorithm_framework import PortfolioConfiguration, \
-    pretty_print_backtest
-
-from app import app
 from algorithm.algorithm import algorithm
 from algorithm.data_sources import bitvavo_btc_eur_ohlcv_2h, \
     bitvavo_dot_eur_ohlcv_2h, bitvavo_dot_eur_ticker, bitvavo_btc_eur_ticker
-
+from app import app
+from investing_algorithm_framework import PortfolioConfiguration, \
+    pretty_print_backtest
 
 app.add_algorithm(algorithm)
 app.add_market_data_source(bitvavo_btc_eur_ohlcv_2h)

examples/crossover_moving_average_trading_bot/production.py

@@ -1,5 +1,5 @@
-from investing_algorithm_framework import MarketCredential
 from app import app
+from investing_algorithm_framework import MarketCredential
 
 # Configure your market credentials here
 bitvavo_market_credential = MarketCredential(

investing_algorithm_framework/__init__.py

@@ -1,5 +1,6 @@
 from investing_algorithm_framework.app import App, Algorithm, AppHook
-from .create_app import create_app
+from investing_algorithm_framework.app import TradingStrategy, \
+    StatelessAction, Task
 from investing_algorithm_framework.domain import ApiException, \
     TradingDataType, TradingTimeFrame, OrderType, OperationalException, \
     OrderStatus, OrderSide, Config, TimeUnit, TimeInterval, Order, Portfolio, \
@@ -9,12 +10,11 @@
     TickerMarketDataSource, MarketService, BacktestReportsEvaluation, \
     pretty_print_backtest_reports_evaluation, load_backtest_reports, \
     RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT
-from investing_algorithm_framework.app import TradingStrategy, \
-    StatelessAction, Task
 from investing_algorithm_framework.infrastructure import \
     CCXTOrderBookMarketDataSource, CCXTOHLCVMarketDataSource, \
     CCXTTickerMarketDataSource, CSVOHLCVMarketDataSource, \
     CSVTickerMarketDataSource
+from .create_app import create_app
 
 __all__ = [
     "Algorithm",

investing_algorithm_framework/app/__init__.py

@@ -1,8 +1,8 @@
 from investing_algorithm_framework.app.app import App, AppHook
-from investing_algorithm_framework.app.web import create_flask_app
-from investing_algorithm_framework.app.strategy import TradingStrategy
 from investing_algorithm_framework.app.stateless import StatelessAction
+from investing_algorithm_framework.app.strategy import TradingStrategy
 from investing_algorithm_framework.app.task import Task
+from investing_algorithm_framework.app.web import create_flask_app
 from .algorithm import Algorithm
 
 __all__ = [

investing_algorithm_framework/app/app.py

@@ -1,14 +1,14 @@
+import inspect
 import logging
 import os
 import shutil
 import threading
+from abc import abstractmethod
 from datetime import datetime
 from distutils.sysconfig import get_python_lib
 from time import sleep
 from typing import List, Optional, Tuple
-import inspect
 
-from abc import abstractmethod
 from flask import Flask
 
 from investing_algorithm_framework.app.algorithm import Algorithm

investing_algorithm_framework/app/stateless/action_handlers/check_online_handler.py

@@ -1,4 +1,5 @@
 import json
+
 from investing_algorithm_framework.app.stateless.action_handlers \
     .action_handler_strategy import ActionHandlerStrategy
 

investing_algorithm_framework/app/strategy.py

@@ -1,7 +1,7 @@
+from investing_algorithm_framework.domain import OperationalException
 from investing_algorithm_framework.domain import \
     TimeUnit, StrategyProfile, Trade
 from .algorithm import Algorithm
-from investing_algorithm_framework.domain import OperationalException
 
 
 class TradingStrategy:

investing_algorithm_framework/app/web/controllers/__init__.py

@@ -1,7 +1,7 @@
-from investing_algorithm_framework.app.web.controllers.portfolio \
-    import blueprint as portfolio_blueprint
 from investing_algorithm_framework.app.web.controllers.orders import \
     blueprint as orders_blueprint
+from investing_algorithm_framework.app.web.controllers.portfolio \
+    import blueprint as portfolio_blueprint
 from investing_algorithm_framework.app.web.controllers.positions import \
     blueprint as positions_blueprint
 

investing_algorithm_framework/app/web/controllers/orders.py

@@ -1,9 +1,10 @@
 import logging
 
-from flask import Blueprint, request
 from dependency_injector.wiring import inject, Provide
-from investing_algorithm_framework.app.web.schemas import OrderSerializer
+from flask import Blueprint, request
+
 from investing_algorithm_framework.app.web.responses import create_response
+from investing_algorithm_framework.app.web.schemas import OrderSerializer
 from investing_algorithm_framework.dependency_container import \
     DependencyContainer
 

investing_algorithm_framework/app/web/controllers/positions.py

@@ -1,10 +1,10 @@
 import logging
 
-from flask import Blueprint, request
 from dependency_injector.wiring import inject, Provide
+from flask import Blueprint, request
 
-from investing_algorithm_framework.app.web.schemas import PositionSerializer
 from investing_algorithm_framework.app.web.responses import create_response
+from investing_algorithm_framework.app.web.schemas import PositionSerializer
 
 logger = logging.getLogger("investing_algorithm_framework")
 

investing_algorithm_framework/app/web/schemas/position.py

@@ -1,4 +1,5 @@
 from marshmallow import Schema, fields
+
 from investing_algorithm_framework.dependency_container import \
     DependencyContainer
 

investing_algorithm_framework/domain/__init__.py

@@ -1,34 +1,34 @@
 from .config import Config, Environment
-from .models import OrderStatus, OrderSide, OrderType, TimeInterval, \
-    TimeUnit, TimeFrame, TradingTimeFrame, TradingDataType, \
-    PortfolioConfiguration, Portfolio, Position, Order, TradeStatus, \
-    OrderFee, BacktestReport, PortfolioSnapshot, StrategyProfile, \
-    BacktestPosition, Trade, MarketCredential, PositionSnapshot, \
-    BacktestReportsEvaluation, AppMode
-from .exceptions import OperationalException, ApiException, \
-    PermissionDeniedApiException, ImproperlyConfigured
 from .constants import ITEMIZE, ITEMIZED, PER_PAGE, PAGE, ENVIRONMENT, \
     DATABASE_DIRECTORY_PATH, DATABASE_NAME, DEFAULT_PER_PAGE_VALUE, \
     DEFAULT_PAGE_VALUE, SQLALCHEMY_DATABASE_URI, RESOURCE_DIRECTORY, \
     DATETIME_FORMAT, DATETIME_FORMAT_BACKTESTING, BACKTESTING_FLAG, \
     BACKTESTING_INDEX_DATETIME, BACKTESTING_START_DATE, CCXT_DATETIME_FORMAT, \
     BACKTEST_DATA_DIRECTORY_NAME, TICKER_DATA_TYPE, OHLCV_DATA_TYPE, \
-    CURRENT_UTC_DATETIME, BACKTESTING_END_DATE,  SYMBOLS, \
+    CURRENT_UTC_DATETIME, BACKTESTING_END_DATE, SYMBOLS, \
     CCXT_DATETIME_FORMAT_WITH_TIMEZONE, RESERVED_BALANCES, \
     BACKTESTING_PENDING_ORDER_CHECK_INTERVAL, APP_MODE
-from .singleton import Singleton
-from .utils import random_string, append_dict_as_row_to_csv, \
-    add_column_headers_to_csv, get_total_amount_of_rows, \
-    csv_to_list, StoppableThread, pretty_print_backtest_reports_evaluation, \
-    pretty_print_backtest, load_csv_into_dict, load_backtest_reports
-from .strategy import Strategy
-from .stateless_actions import StatelessActions
+from .data_structures import PeekableQueue
 from .decimal_parsing import parse_decimal_to_string, parse_string_to_decimal
+from .exceptions import OperationalException, ApiException, \
+    PermissionDeniedApiException, ImproperlyConfigured
+from .models import OrderStatus, OrderSide, OrderType, TimeInterval, \
+    TimeUnit, TimeFrame, TradingTimeFrame, TradingDataType, \
+    PortfolioConfiguration, Portfolio, Position, Order, TradeStatus, \
+    OrderFee, BacktestReport, PortfolioSnapshot, StrategyProfile, \
+    BacktestPosition, Trade, MarketCredential, PositionSnapshot, \
+    BacktestReportsEvaluation, AppMode
 from .services import TickerMarketDataSource, OrderBookMarketDataSource, \
     OHLCVMarketDataSource, BacktestMarketDataSource, MarketDataSource, \
     MarketService, MarketCredentialService, AbstractPortfolioSyncService, \
     RoundingService
-from .data_structures import PeekableQueue
+from .singleton import Singleton
+from .stateless_actions import StatelessActions
+from .strategy import Strategy
+from .utils import random_string, append_dict_as_row_to_csv, \
+    add_column_headers_to_csv, get_total_amount_of_rows, \
+    csv_to_list, StoppableThread, pretty_print_backtest_reports_evaluation, \
+    pretty_print_backtest, load_csv_into_dict, load_backtest_reports
 
 __all__ = [
     'Config',

investing_algorithm_framework/domain/models/__init__.py

@@ -1,17 +1,17 @@
+from .app_mode import AppMode
+from .backtesting import BacktestReport, BacktestPosition, \
+    BacktestReportsEvaluation
+from .market import MarketCredential
 from .order import OrderStatus, OrderSide, OrderType, Order, OrderFee
+from .portfolio import PortfolioConfiguration, Portfolio, PortfolioSnapshot
+from .position import Position, PositionSnapshot
+from .strategy_profile import StrategyProfile
 from .time_frame import TimeFrame
 from .time_interval import TimeInterval
 from .time_unit import TimeUnit
-from .market import MarketCredential
+from .trade import Trade, TradeStatus
 from .trading_data_types import TradingDataType
 from .trading_time_frame import TradingTimeFrame
-from .portfolio import PortfolioConfiguration, Portfolio, PortfolioSnapshot
-from .position import Position, PositionSnapshot
-from .backtesting import BacktestReport, BacktestPosition, \
-    BacktestReportsEvaluation
-from .strategy_profile import StrategyProfile
-from .trade import Trade, TradeStatus
-from .app_mode import AppMode
 
 __all__ = [
     "OrderStatus",

investing_algorithm_framework/domain/models/backtesting/__init__.py

@@ -1,5 +1,5 @@
-from .backtest_report import BacktestReport
 from .backtest_position import BacktestPosition
+from .backtest_report import BacktestReport
 from .backtest_reports_evaluation import BacktestReportsEvaluation
 
 __all__ = [

investing_algorithm_framework/domain/models/backtesting/backtest_report.py

@@ -1,4 +1,5 @@
 from datetime import datetime
+
 from investing_algorithm_framework.domain.models.base_model import BaseModel
 from investing_algorithm_framework.domain.models.time_unit import TimeUnit
 

investing_algorithm_framework/domain/models/backtesting/backtest_reports_evaluation.py

@@ -1,5 +1,6 @@
-from typing import List, Dict, Tuple
 from datetime import datetime
+from typing import List, Dict, Tuple
+
 from .backtest_report import BacktestReport
 
 

investing_algorithm_framework/domain/models/order/__init__.py

@@ -1,7 +1,7 @@
-from .order_type import OrderType
-from .order_side import OrderSide
-from .order_status import OrderStatus
 from .order import Order
 from .order_fee import OrderFee
+from .order_side import OrderSide
+from .order_status import OrderStatus
+from .order_type import OrderType
 
 __all__ = ["OrderType", "OrderStatus", "OrderSide", "Order", "OrderFee"]

investing_algorithm_framework/domain/models/portfolio/__init__.py

@@ -1,5 +1,5 @@
-from .portfolio_configuration import PortfolioConfiguration
 from .portfolio import Portfolio
+from .portfolio_configuration import PortfolioConfiguration
 from .portfolio_snapshot import PortfolioSnapshot
 
 __all__ = [

investing_algorithm_framework/domain/models/trade/trade.py

@@ -1,11 +1,13 @@
+from datetime import datetime
 from typing import List
-from polars import DataFrame
+
 import polars as pl
-from datetime import datetime
-from investing_algorithm_framework.domain.models.base_model import BaseModel
+from polars import DataFrame
+
+from investing_algorithm_framework.domain.constants import DATETIME_FORMAT
 from investing_algorithm_framework.domain.exceptions import \
     OperationalException
-from investing_algorithm_framework.domain.constants import DATETIME_FORMAT
+from investing_algorithm_framework.domain.models.base_model import BaseModel
 
 
 class Trade(BaseModel):

investing_algorithm_framework/domain/models/trading_time_frame.py

@@ -1,5 +1,5 @@
-from enum import Enum
 from datetime import timedelta, datetime
+from enum import Enum
 
 from investing_algorithm_framework.domain.exceptions import \
     OperationalException

investing_algorithm_framework/domain/services/__init__.py

@@ -1,7 +1,7 @@
+from .market_credential_service import MarketCredentialService
 from .market_data_sources import MarketDataSource, TickerMarketDataSource, \
     OHLCVMarketDataSource, OrderBookMarketDataSource, BacktestMarketDataSource
 from .market_service import MarketService
-from .market_credential_service import MarketCredentialService
 from .portfolios import AbstractPortfolioSyncService
 from .rounding_service import RoundingService
 

investing_algorithm_framework/domain/services/market_data_sources.py

@@ -1,6 +1,6 @@
+import csv
 import logging
 import os
-import csv
 from abc import abstractmethod, ABC
 from datetime import datetime, timedelta
 from typing import Callable

investing_algorithm_framework/domain/services/market_service.py

@@ -1,8 +1,10 @@
 import logging
-from typing import Dict
 from abc import ABC, abstractmethod
 from datetime import datetime
+from typing import Dict
+
 from polars import DataFrame
+
 logger = logging.getLogger("investing_algorithm_framework")
 
 

investing_algorithm_framework/domain/utils/__init__.py

@@ -1,10 +1,10 @@
+from .backtesting import pretty_print_backtest, \
+    pretty_print_backtest_reports_evaluation, load_backtest_reports
+from .csv import get_total_amount_of_rows, append_dict_as_row_to_csv, \
+    add_column_headers_to_csv, csv_to_list, load_csv_into_dict
 from .random import random_string
 from .stoppable_thread import StoppableThread
 from .synchronized import synchronized
-from .csv import get_total_amount_of_rows, append_dict_as_row_to_csv, \
-    add_column_headers_to_csv, csv_to_list, load_csv_into_dict
-from .backtesting import pretty_print_backtest, \
-    pretty_print_backtest_reports_evaluation, load_backtest_reports
 
 __all__ = [
     'synchronized',

investing_algorithm_framework/domain/utils/backtesting.py

@@ -1,12 +1,14 @@
 import os
+from datetime import datetime
 from typing import List, Tuple
+
 from tabulate import tabulate
-from datetime import datetime
-from investing_algorithm_framework.domain.models.backtesting import \
-    BacktestReportsEvaluation, BacktestReport
+
+from investing_algorithm_framework.domain import DATETIME_FORMAT
 from investing_algorithm_framework.domain.exceptions import \
     OperationalException
-from investing_algorithm_framework.domain import DATETIME_FORMAT
+from investing_algorithm_framework.domain.models.backtesting import \
+    BacktestReportsEvaluation, BacktestReport
 from .csv import load_csv_into_dict
 
 COLOR_RED = '\033[91m'

investing_algorithm_framework/infrastructure/__init__.py

@@ -1,14 +1,14 @@
-from .repositories import SQLOrderRepository, SQLPositionRepository, \
-    SQLPortfolioRepository, SQLOrderFeeRepository, \
-    SQLPortfolioSnapshotRepository, SQLPositionSnapshotRepository
-from .services import PerformanceService, CCXTMarketService
 from .database import setup_sqlalchemy, Session, \
     create_all_tables
 from .models import SQLPortfolio, SQLOrder, SQLPosition, SQLOrderFee, \
     SQLPortfolioSnapshot, SQLPositionSnapshot, \
     CCXTOHLCVBacktestMarketDataSource, CCXTOrderBookMarketDataSource, \
     CCXTTickerMarketDataSource, CCXTOHLCVMarketDataSource, \
     CSVOHLCVMarketDataSource, CSVTickerMarketDataSource
+from .repositories import SQLOrderRepository, SQLPositionRepository, \
+    SQLPortfolioRepository, SQLOrderFeeRepository, \
+    SQLPortfolioSnapshotRepository, SQLPositionSnapshotRepository
+from .services import PerformanceService, CCXTMarketService
 
 __all__ = [
     "create_all_tables",