Add init app command

Author: MDUYN

investing_algorithm_framework/cli/cli.py

@@ -0,0 +1,30 @@
+import click
+from .intialize_app import command \
+    as initialize_app_command
+
+
+@click.group()
+def cli():
+    """CLI for Investing Algorithm Framework"""
+    pass
+
+@click.command()
+@click.option('--web', is_flag=True, help="Initialize with web UI support")
+@click.option(
+    '--path', default=None, help="Path to directory to initialize the app in"
+)
+def init(web, path):
+    """
+    Command-line tool for creating an app skeleton.
+
+    Args:
+        web (bool): Flag to create an app skeleton with web UI support.
+        path (str): Path to directory to initialize the app in
+
+    Returns:
+        None
+    """
+    initialize_app_command(path=path, web=web)
+
+# Add the init command to the CLI group
+cli.add_command(init)

investing_algorithm_framework/cli/intialize_app.py

@@ -0,0 +1,147 @@
+import os
+
+
+def create_directory(directory_path):
+    """
+    Creates a new directory.
+
+    Args:
+        directory_path (str): The path to the directory to create.
+
+    Returns:
+        None
+    """
+
+    if not os.path.exists(directory_path):
+        os.makedirs(directory_path)
+
+
+def create_file(file_path):
+    """
+    Creates a new file.
+
+    Args:
+        file_path (str): The path to the file to create.
+
+    Returns:
+        None
+    """
+
+    if not os.path.exists(file_path):
+        with open(file_path, "w") as file:
+            file.write("")
+
+
+def create_file_from_template(template_path, output_path):
+    """
+    Creates a new file by replacing placeholders in a template file.
+
+    Args:
+        template_path (str): The path to the template file.
+        output_path (str): The path to the output file.
+        replacements (dict): A dictionary of placeholder keys and
+        their replacements.
+
+    Returns:
+        None
+    """
+
+    # Check if output path already exists
+    if not os.path.exists(output_path):
+        with open(template_path, "r") as file:
+            template = file.read()
+
+        with open(output_path, "w") as file:
+            file.write(template)
+
+
+
+
+def command(path = None, web = False):
+    """
+    Command-line tool for creating an azure function enabled app skeleton.
+
+    Args:
+        add_app_template (bool): Flag to create an app skeleton.
+        add_requirements_template (bool): Flag to create a
+        requirements template.
+
+    Returns:
+        None
+    """
+    """
+    Function to create an azure function app skeleton.
+
+    Args:
+        create_app_skeleton (bool): Flag to create an app skeleton.
+
+    Returns:
+        None
+    """
+
+    if path == None:
+        path = os.getcwd()
+    else:
+        # check if directory exists
+        if not os.path.exists(path) or not os.path.isdir(path):
+            print(f"Directory {path} does not exist.")
+            return
+
+    # Get the path of this script (command.py)
+    current_script_path = os.path.abspath(__file__)
+
+    # Construct the path to the template file
+    template_app_file_path = os.path.join(
+        os.path.dirname(current_script_path),
+        "templates",
+        "app.py.template"
+    )
+    requirements_path = os.path.join(
+        os.path.dirname(current_script_path),
+        "templates",
+        "requirements.txt.template"
+    )
+    strategy_template_path = os.path.join(
+        os.path.dirname(current_script_path),
+        "templates",
+        "strategy.py.template"
+    )
+    run_backtest_template_path = os.path.join(
+        os.path.dirname(current_script_path),
+        "templates",
+        "run_backtest.py.template"
+    )
+    market_data_providers_template_path = os.path.join(
+        os.path.dirname(current_script_path),
+        "templates",
+        "market_data_providers.py.template"
+    )
+
+    create_file(os.path.join(path, "__init__.py"))
+    create_file_from_template(
+        template_app_file_path,
+        os.path.join(path, "app.py")
+    )
+    create_file_from_template(
+        requirements_path,
+        os.path.join(path, "requirements.txt")
+    )
+    create_file_from_template(
+        run_backtest_template_path,
+        os.path.join(path, "run_backtest.py")
+    )
+    # Create the main directory
+    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")
+    )
+    create_file_from_template(
+        market_data_providers_template_path,
+        os.path.join(path, "market_data_providers.py")
+    )
+    print(
+        "App initialized successfully. "
+    )

investing_algorithm_framework/cli/templates/app-web.py.template

@@ -0,0 +1,17 @@
+import logging.config
+from dotenv import load_dotenv
+
+from investing_algorithm_framework import create_app, \
+    DEFAULT_LOGGING_CONFIG, Algorithm
+from strategies.strategy import MyTradingStrategy
+
+load_dotenv()
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+
+app = create_app(web=True)
+algorithm = Algorithm(name="MyTradingBot")
+algorithm.add_strategy(MyTradingStrategy)
+app.add_algorithm(algorithm)
+
+if __name__ == "__main__":
+    app.run()

investing_algorithm_framework/cli/templates/app.py.template

@@ -0,0 +1,17 @@
+import logging.config
+from dotenv import load_dotenv
+
+from investing_algorithm_framework import create_app, \
+    DEFAULT_LOGGING_CONFIG, Algorithm
+from strategies.strategy import MyTradingStrategy
+
+load_dotenv()
+logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
+
+app = create_app()
+algorithm = Algorithm(name="MyTradingBot")
+algorithm.add_strategy(MyTradingStrategy)
+app.add_algorithm(algorithm)
+
+if __name__ == "__main__":
+    app.run()

investing_algorithm_framework/cli/templates/market_data_providers.py.template

@@ -0,0 +1,9 @@
+from investing_algorithm_framework import CCXTOHLCVMarketDataSource
+
+btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
+    identifier="BTC/EUR-ohlcv",
+    market="BINANCE",
+    symbol="BTC/EUR",
+    time_frame="2h",
+    window_size=200
+)

investing_algorithm_framework/cli/templates/requirements.txt.template

@@ -0,0 +1,2 @@
+investing-algorithm-framework
+pyindicators

investing_algorithm_framework/cli/templates/run_backtest.py.template

@@ -0,0 +1,13 @@
+from datetime import datetime
+from investing_algorithm_framework import BacktestDateRange, \
+    pretty_print_backtest
+
+from app import app
+
+if __name__ == "__main__":
+    backtest_date_range = BacktestDateRange(
+        start_date=datetime(2023, 1, 1),
+        end_date=datetime(2023, 12, 31),
+    )
+    report = app.run_backtest(backtest_date_range=backtest_date_range)
+    pretty_print_backtest(report)

investing_algorithm_framework/cli/templates/strategy.py.template

@@ -0,0 +1,90 @@
+from investing_algorithm_framework import TimeUnit, TradingStrategy, Context, \
+    OrderSide
+from .market_data_providers import btc_eur_ohlcv_2h
+from pyindicators import ema, is_crossover, is_crossunder
+
+
+class MyTradingStrategy(TradingStrategy):
+    time_unit = TimeUnit.HOUR
+    interval = 2
+    symbol_pairs = ["BTC/EUR"]
+    market_data_sources = [btc_eur_ohlcv_2h]
+
+    def apply_strategy(self, context: Context, market_data):
+
+        for pair in self.symbol_pairs:
+            # Get the market data for the current symbol pair
+            market_data_indentifier = f"{pair}-ohlcv-2h"
+            data = market_data[market_data_indentifier]
+            symbol = pair.split('/')[0]
+
+            # Calculate the EMA with a period of 200
+            data = ema(
+                data,
+                period=200,
+                source_column="close",
+                result_column="ema_200"
+            )
+
+            # Calculate the EMA with a period of 50
+            data = ema(
+                data,
+                period=50,
+                source_column="close",
+                result_column="ema_50"
+            )
+
+            if not context.has_position(symbol):
+
+                if self._is_buy_signal(data):
+                    price = data.iloc[-1]["close"]
+                    order = context.create_limit_order(
+                        target_symbol=symbol,
+                        order_side=OrderSide.BUY,
+                        price=price,
+                        percentage_of_portfolio=25,
+                        precision=4,
+                    )
+                    trade = context.get_trade(order_id=order.id)
+                    context.add_stop_loss(
+                        trade=trade,
+                        trade_risk_type="trailing",
+                        percentage=5,
+                        sell_percentage=50
+                    )
+                    context.add_take_profit(
+                        trade=trade,
+                        percentage=5,
+                        trade_risk_type="trailing",
+                        sell_percentage=50
+                    )
+                    context.add_take_profit(
+                        trade=trade,
+                        percentage=10,
+                        trade_risk_type="trailing",
+                        sell_percentage=20
+                    )
+
+            elif self._is_sell_signal(data):
+                open_trades = context.get_open_trades(
+                    target_symbol=symbol
+                )
+
+                for trade in open_trades:
+                    context.close_trade(trade)
+
+    def _is_sell_signal(data):
+        return is_crossunder(
+            data,
+            first_column="ema_50",
+            second_column="ema_200",
+            number_of_data_points=1
+        )
+
+    def _is_buy_signal(data):
+        return is_crossover(
+            data,
+            first_column="ema_50",
+            second_column="ema_200",
+            number_of_data_points=1
+        )

pyproject.toml

@@ -25,7 +25,6 @@ tqdm = "^4.66.1"
 tabulate = "^0.9.0"
 polars = { version = "^0.20.10", extras = ["numpy", "pandas"] }
 jupyter = "^1.0.0"
-numpy = "^2.1.3"
 scipy = "^1.14.1"
 tulipy = "^0.4.0"
 azure-storage-blob = "^12.24.0"
@@ -48,5 +47,6 @@ requires = ["poetry-core"]
 build-backend = "poetry.core.masonry.api"
 
 [tool.poetry.scripts]
+investing-algorithm-framework = "investing_algorithm_framework.cli.cli:cli"
 deploy_to_azure_function = "investing_algorithm_framework.cli.deploy_to_azure_function:cli"
 create_azure_function_app_skeleton = "investing_algorithm_framework.cli.create_azure_function_app_skeleton:cli"