Support class based strategy and stragyless specifications

investing_algorithm_framework/app/algorithm.py

@@ -1,7 +1,7 @@
 import logging
 from typing import List
 
-from investing_algorithm_framework.domain import OrderStatus, \
+from investing_algorithm_framework.domain import OrderStatus, OrderFee, \
     Position, Order, Portfolio, OrderType, OrderSide, ApiException
 
 logger = logging.getLogger(__name__)
@@ -57,81 +57,81 @@ def create_order(
         price,
         type,
         side,
-        amount_target_symbol=None,
-        amount_trading_symbol=None,
+        amount,
         market=None,
-        execute=False,
-        validate=False
+        execute=True,
+        validate=True,
+        sync=True
     ):
         portfolio = self.portfolio_service.find({"market": market})
         return self.order_service.create(
             {
                 "target_symbol": target_symbol,
                 "price": price,
-                "amount_target_symbol": amount_target_symbol,
-                "amount_trading_symbol": amount_trading_symbol,
+                "amount": amount,
                 "type": type,
                 "side": side,
                 "portfolio_id": portfolio.id,
                 "status": OrderStatus.PENDING.value,
                 "trading_symbol": portfolio.trading_symbol,
             },
             execute=execute,
-            validate=validate
+            validate=validate,
+            sync=sync
         )
 
     def create_limit_order(
             self,
             target_symbol,
             price,
             side,
-            amount_target_symbol=None,
-            amount_trading_symbol=None,
+            amount,
             market=None,
             execute=True,
-            validate=True
+            validate=True,
+            sync=True
     ):
         portfolio = self.portfolio_service.find({"market": market})
         return self.order_service.create(
             {
                 "target_symbol": target_symbol,
                 "price": price,
-                "amount_target_symbol": amount_target_symbol,
-                "amount_trading_symbol": amount_trading_symbol,
+                "amount": amount,
                 "type": OrderType.LIMIT.value,
                 "side": OrderSide.from_value(side).value,
                 "portfolio_id": portfolio.id,
                 "status": OrderStatus.PENDING.value,
                 "trading_symbol": portfolio.trading_symbol,
             },
             execute=execute,
-            validate=validate
+            validate=validate,
+            sync=sync
         )
 
     def create_market_order(
         self,
         target_symbol,
         side,
-        amount_target_symbol=None,
-        amount_trading_symbol=None,
+        amount,
         market=None,
         execute=False,
-        validate=False
+        validate=False,
+        sync=True
     ):
         portfolio = self.portfolio_service.find({"market": market})
         return self.order_service.create(
             {
                 "target_symbol": target_symbol,
-                "amount_target_symbol": amount_target_symbol,
-                "amount_trading_symbol": amount_trading_symbol,
+                "amount": amount,
                 "type": OrderType.MARKET.value,
                 "side": OrderSide.from_value(side).value,
                 "portfolio_id": portfolio.id,
                 "status": OrderStatus.PENDING.value,
                 "trading_symbol": portfolio.trading_symbol,
             },
             execute=execute,
-            validate=validate
+            validate=validate,
+            sync=sync
         )
 
     def check_order_status(self, market=None, symbol=None, status=None):
@@ -223,6 +223,9 @@ def get_orders(
             }
         )
 
+    def get_order_fee(self, order_id) -> OrderFee:
+        return self.order_service.get_order_fee(order_id)
+
     def get_positions(self, market=None, identifier=None) -> List[Position]:
         query_params = {}
 
@@ -338,3 +341,6 @@ def get_allocated(self, market=None, identifier=None) -> float:
                 allocated = allocated + (position.amount * price["bid"])
 
         return allocated
+
+    def get_portfolio_configurations(self):
+        return self.portfolio_configuration_service.get_all()

investing_algorithm_framework/app/app.py

@@ -244,6 +244,7 @@ def create_portfolios(self):
         for portfolio_configuration in \
                 portfolio_configuration_service.get_all():
             market_service.initialize(portfolio_configuration)
+
             if portfolio_repository.exists(
                 {"identifier": portfolio_configuration.identifier}
             ):
@@ -365,3 +366,6 @@ def _create_database_if_not_exists(self):
                 raise OperationalException(
                     "Could not create database directory"
                 )
+
+    def get_portfolio_configurations(self):
+        return self.algorithm.get_portfolio_configurations()

investing_algorithm_framework/app/web/schemas/order.py

@@ -6,8 +6,7 @@ class OrderSerializer(Schema):
     target_symbol = fields.String(dump_only=True)
     trading_symbol = fields.String(dump_only=True)
     price = fields.Float(dump_only=True)
-    amount_target_symbol = fields.Float(dump_only=True)
-    amount_trading_symbol = fields.Float(dump_only=True)
+    amount = fields.Float(dump_only=True)
     status = fields.String(dump_only=True)
     type = fields.String(dump_only=True)
     side = fields.String(dump_only=True)

investing_algorithm_framework/dependency_container.py

@@ -1,10 +1,11 @@
 from dependency_injector import containers, providers
 
 from investing_algorithm_framework.infrastructure import SQLOrderRepository, \
-    SQLPositionRepository, MarketService, SQLPortfolioRepository
+    SQLPositionRepository, MarketService, SQLPortfolioRepository, \
+    SQLPositionCostRepository, SQLOrderFeeRepository
 from investing_algorithm_framework.services import OrderService, \
     PositionService, PortfolioService, StrategyOrchestratorService, \
-    PortfolioConfigurationService, MarketDataService
+    PortfolioConfigurationService, MarketDataService, PositionCostService
 from investing_algorithm_framework.app.algorithm import Algorithm
 
 
@@ -18,27 +19,35 @@ class DependencyContainer(containers.DeclarativeContainer):
     config = providers.Configuration()
     wiring_config = containers.WiringConfiguration()
     order_repository = providers.Factory(SQLOrderRepository)
+    order_fee_repository = providers.Factory(SQLOrderFeeRepository)
     position_repository = providers.Factory(SQLPositionRepository)
+    position_cost_repository = providers.Factory(SQLPositionCostRepository)
     portfolio_repository = providers.Factory(SQLPortfolioRepository)
     market_service = providers.Factory(MarketService)
     market_data_service = providers.Factory(
         MarketDataService,
         market_service=market_service
     )
-    portfolio_configuration_service = providers.Singleton(
+    portfolio_configuration_service = providers.ThreadSafeSingleton(
         PortfolioConfigurationService,
         market_service=market_service,
         portfolio_repository=portfolio_repository,
         position_repository=position_repository,
     )
     order_service = providers.Factory(
         OrderService,
+        position_cost_repository=position_cost_repository,
         order_repository=order_repository,
+        order_fee_repository=order_fee_repository,
         portfolio_repository=portfolio_repository,
         position_repository=position_repository,
         market_service=market_service,
         portfolio_configuration_service=portfolio_configuration_service,
     )
+    position_cost_service = providers.Factory(
+        PositionCostService,
+        repository=position_cost_repository,
+    )
     position_service = providers.Factory(
         PositionService,
         repository=position_repository,
@@ -48,7 +57,7 @@ class DependencyContainer(containers.DeclarativeContainer):
         PortfolioService,
         market_service=market_service,
         position_repository=position_repository,
-        order_repository=order_repository,
+        order_service=order_service,
         portfolio_repository=portfolio_repository,
         portfolio_configuration_service=portfolio_configuration_service
     )

investing_algorithm_framework/domain/__init__.py

@@ -2,7 +2,7 @@
 from .models import OrderStatus, OrderSide, OrderType, TimeInterval, \
     TimeUnit, TimeFrame, TradingTimeFrame, TradingDataType, Ticker, \
     OHLCV, OrderBook, PortfolioConfiguration, AssetPrice, Portfolio, \
-    Position, Order
+    Position, Order, PositionCost, OrderFee
 from .exceptions import OperationalException, ApiException, \
     PermissionDeniedApiException, ImproperlyConfigured
 from .constants import ITEMIZE, ITEMIZED, PER_PAGE, PAGE, ENVIRONMENT, \
@@ -59,5 +59,7 @@
     "Order",
     "Strategy",
     "DATETIME_FORMAT",
-    "StatelessActions"
+    "StatelessActions",
+    "PositionCost",
+    "OrderFee"
 ]

investing_algorithm_framework/domain/models/__init__.py

@@ -1,12 +1,12 @@
-from .order import OrderStatus, OrderSide, OrderType, Order
+from .order import OrderStatus, OrderSide, OrderType, Order, OrderFee
 from .time_frame import TimeFrame
 from .time_interval import TimeInterval
 from .time_unit import TimeUnit
 from .market_data import OHLCV, OrderBook, Ticker, AssetPrice
 from .trading_data_types import TradingDataType
 from .trading_time_frame import TradingTimeFrame
 from .portfolio import PortfolioConfiguration, Portfolio
-from .position import Position
+from .position import Position, PositionCost
 
 __all__ = [
     "OrderStatus",
@@ -24,5 +24,7 @@
     "PortfolioConfiguration",
     "AssetPrice",
     "Position",
-    "Portfolio"
+    "PositionCost",
+    "Portfolio",
+    "OrderFee"
 ]

investing_algorithm_framework/domain/models/order/__init__.py

@@ -2,5 +2,6 @@
 from .order_side import OrderSide
 from .order_status import OrderStatus
 from .order import Order
+from .order_fee import OrderFee
 
-__all__ = ["OrderType", "OrderStatus", "OrderSide", "Order"]
+__all__ = ["OrderType", "OrderStatus", "OrderSide", "Order", "OrderFee"]