Add symbols specification

.gitignore

@@ -145,5 +145,6 @@ lib/
 bumpversion.egg-info/
 *.sqlite3
 
-*/backtest_data/
-*/backtest_reports/
+**/backtest_data/*
+*/backtest_reports/
+**/backtest_reports/*

README.md

@@ -38,7 +38,13 @@ It also exposes an REST API that allows you to interact with the algorithm.
 import pathlib
 from investing_algorithm_framework import create_app, PortfolioConfiguration, \
     RESOURCE_DIRECTORY, TimeUnit, CCXTOHLCVMarketDataSource, Algorithm, \
-    CCXTTickerMarketDataSource, MarketCredential
+    CCXTTickerMarketDataSource, MarketCredential, SYMBOLS
+
+# Define resource directory and the symbols you want to trade
+config = {
+    RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()
+    SYMBOLS: ["BTC/EUR"]
+}
 
 # Define market data sources
 bitvavo_btc_eur_ohlcv_2h = CCXTOHLCVMarketDataSource(
@@ -54,7 +60,7 @@ bitvavo_btc_eur_ticker = CCXTTickerMarketDataSource(
     market="BITVAVO",
     symbol="BTC/EUR",
 )
-app = create_app({RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()})
+app = create_app(config=config)
 algorithm = Algorithm()
 
 app.add_market_data_source(bitvavo_btc_eur_ohlcv_2h)

examples/backtest/app.py

@@ -5,3 +5,7 @@
 app = create_app(
     config={RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()}
 )
+
+
+if __name__ == "__main__":
+    app.run()

examples/bitvavo_trading_bot/bitvavo.py

@@ -1,6 +1,7 @@
+import os
 from investing_algorithm_framework import MarketCredential, TimeUnit, \
     CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, TradingStrategy, \
-    create_app, PortfolioConfiguration, Algorithm
+    create_app, PortfolioConfiguration, Algorithm, SYMBOLS, RESOURCE_DIRECTORY
 
 """
 Bitvavo trading bot example with market data sources of bitvavo. 
@@ -45,12 +46,18 @@ def apply_strategy(self, algorithm, market_data):
         print(market_data["BTC/EUR-ohlcv"])
         print(market_data["BTC/EUR-ticker"])
 
+
+config = {
+    SYMBOLS: ["BTC/EUR"],
+    RESOURCE_DIRECTORY: os.path.join(os.path.dirname(__file__), "resources")
+}
+
 # Create an algorithm and link your trading strategy to it
 algorithm = Algorithm()
 algorithm.add_strategy(BitvavoTradingStrategy)
 
 # Create an app and add the market data sources and market credentials to it
-app = create_app()
+app = create_app(config=config)
 app.add_market_credential(bitvavo_market_credential)
 app.add_market_data_source(bitvavo_btc_eur_ohlcv_2h)
 app.add_market_data_source(bitvavo_btc_eur_ticker)

examples/coinbase_trading_bot/coinbase.py

@@ -1,6 +1,7 @@
+import os
 from investing_algorithm_framework import MarketCredential, TimeUnit, \
     CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, TradingStrategy, \
-    create_app, PortfolioConfiguration, Algorithm
+    create_app, PortfolioConfiguration, Algorithm, SYMBOLS, RESOURCE_DIRECTORY
 
 """
 Coinbase market data sources example. Coinbase requires you to have an API key
@@ -42,11 +43,15 @@ class CoinBaseTradingStrategy(TradingStrategy):
     def apply_strategy(self, algorithm, market_data):
         pass
 
+config = {
+    SYMBOLS: ["BTC/EUR"],
+    RESOURCE_DIRECTORY: os.path.join(os.path.dirname(__file__), "resources")
+}
 
 algorithm = Algorithm()
 algorithm.add_strategy(CoinBaseTradingStrategy)
 
-app = create_app()
+app = create_app(config=config)
 app.add_algorithm(algorithm)
 app.add_market_credential(coinbase_market_credential)
 app.add_market_data_source(coinbase_btc_eur_ohlcv_2h)

examples/crossover_moving_average_trading_bot/app.py

@@ -1,8 +1,11 @@
 import pathlib
 
-from investing_algorithm_framework import create_app, RESOURCE_DIRECTORY
+from investing_algorithm_framework import create_app, RESOURCE_DIRECTORY, \
+    SYMBOLS
 
-app = create_app(
-    config={RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()}
-)
+config = {
+    SYMBOLS: ["BTC/EUR"],
+    RESOURCE_DIRECTORY: pathlib.Path(__file__).parent.resolve()
+}
+app = create_app(config=config)
 

investing_algorithm_framework/__init__.py

@@ -5,7 +5,7 @@
     OrderStatus, OrderSide, Config, TimeUnit, TimeInterval, Order, Portfolio, \
     Position, TimeFrame, BACKTESTING_INDEX_DATETIME, MarketCredential, \
     PortfolioConfiguration, RESOURCE_DIRECTORY, pretty_print_backtest, \
-    Trade, OHLCVMarketDataSource, OrderBookMarketDataSource, \
+    Trade, OHLCVMarketDataSource, OrderBookMarketDataSource, SYMBOLS, \
     TickerMarketDataSource, MarketService, BacktestReportsEvaluation, \
     pretty_print_backtest_reports_evaluation, load_backtest_reports
 from investing_algorithm_framework.app import TradingStrategy, \
@@ -55,4 +55,5 @@
     "pretty_print_backtest_reports_evaluation",
     "BacktestReportsEvaluation",
     "load_backtest_reports",
+    "SYMBOLS"
 ]

investing_algorithm_framework/app/app.py

@@ -248,6 +248,7 @@ def _initialize_app_for_backtest(
         # Override the portfolio service with the backtest portfolio service
         self.container.portfolio_service.override(
             BacktestPortfolioService(
+                configuration_service=self.container.configuration_service(),
                 market_credential_service=self.container
                 .market_credential_service(),
                 market_service=self.container.market_service(),

investing_algorithm_framework/dependency_container.py

@@ -85,6 +85,7 @@ class DependencyContainer(containers.DeclarativeContainer):
     )
     portfolio_service = providers.Factory(
         PortfolioService,
+        configuration_service=configuration_service,
         market_credential_service=market_credential_service,
         market_service=market_service,
         position_repository=position_repository,

investing_algorithm_framework/domain/__init__.py

@@ -13,7 +13,7 @@
     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, \
+    CURRENT_UTC_DATETIME, BACKTESTING_END_DATE,  SYMBOLS, \
     CCXT_DATETIME_FORMAT_WITH_TIMEZONE, \
     BACKTESTING_PENDING_ORDER_CHECK_INTERVAL
 from .singleton import Singleton
@@ -105,4 +105,5 @@
     "BacktestReportsEvaluation",
     "load_csv_into_dict",
     "load_backtest_reports",
+    "SYMBOLS"
 ]

investing_algorithm_framework/domain/config.py

@@ -76,6 +76,7 @@ class Config(dict):
     SQLITE_ENABLED = True
     SQLITE_INITIALIZED = False
     BACKTEST_DATA_DIRECTORY_NAME = "backtest_data"
+    SYMBOLS = None
 
     def __init__(self, resource_directory=None):
         super().__init__()
@@ -85,54 +86,6 @@ def __init__(self, resource_directory=None):
 
         super().__init__(vars(self.__class__))
 
-    # def __setitem__(self, key, item):
-    #     self.__dict__[key] = item
-    #
-    # def __getitem__(self, key):
-    #     return self.__dict__[key]
-    #
-    # def __repr__(self):
-    #     return repr(self.__dict__)
-    #
-    # def __len__(self):
-    #     return len(self.__dict__)
-    #
-    # def __delitem__(self, key):
-    #     del self.__dict__[key]
-    #
-    # def clear(self):
-    #     return self.__dict__.clear()
-    #
-    # def copy(self):
-    #     return self.__dict__.copy()
-    #
-    # def has_key(self, k):
-    #     return k in self.__dict__
-    #
-    # def update(self, *args, **kwargs):
-    #     return self.__dict__.update(*args, **kwargs)
-    #
-    # def keys(self):
-    #     return self.__dict__.keys()
-    #
-    # def values(self):
-    #     return self.__dict__.values()
-    #
-    # def items(self):
-    #     return self.__dict__.items()
-    #
-    # def pop(self, *args):
-    #     return self.__dict__.pop(*args)
-    #
-    # def __cmp__(self, dict_):
-    #     return self.__cmp__(self.__dict__, dict_)
-    #
-    # def __contains__(self, item):
-    #     return item in self.__dict__
-    #
-    # def __iter__(self):
-    #     return iter(self.__dict__)
-
     def __str__(self):
         field_strings = []
 

investing_algorithm_framework/domain/constants.py

@@ -11,6 +11,7 @@
 DATABASE_URL = 'DATABASE_URL'
 DEFAULT_DATABASE_NAME = "database"
 
+SYMBOLS = "SYMBOLS"
 RESOURCE_DIRECTORY = "RESOURCE_DIRECTORY"
 BACKTEST_DATA_DIRECTORY_NAME = "BACKTEST_DATA_DIRECTORY_NAME"
 LOG_LEVEL = 'LOG_LEVEL'

investing_algorithm_framework/services/portfolio_service/portfolio_service.py

@@ -2,9 +2,11 @@
 from datetime import datetime
 
 from investing_algorithm_framework.domain import OrderSide, OrderStatus, \
-    OperationalException, MarketService, MarketCredentialService
+    OperationalException, MarketService, MarketCredentialService, SYMBOLS
 from investing_algorithm_framework.services.repository_service \
     import RepositoryService
+from investing_algorithm_framework.services.configuration_service import \
+    ConfigurationService
 
 logger = logging.getLogger("investing_algorithm_framework")
 
@@ -18,6 +20,7 @@ class PortfolioService(RepositoryService):
 
     def __init__(
         self,
+        configuration_service: ConfigurationService,
         market_service: MarketService,
         market_credential_service: MarketCredentialService,
         position_repository,
@@ -26,6 +29,7 @@ def __init__(
         portfolio_configuration_service,
         portfolio_snapshot_service,
     ):
+        self.configuration_service = configuration_service
         self.market_credential_service = market_credential_service
         self.market_service = market_service
         self.position_repository = position_repository
@@ -235,12 +239,24 @@ def sync_portfolio_orders(self, portfolio):
         portfolio_configuration = self.portfolio_configuration_service \
             .get(portfolio.identifier)
 
-        # Get all available symbols for the market and check if
-        # there are orders
-        available_symbols = self.market_service.get_symbols(
-            market=portfolio.market
-        )
+        # Check if the symbols param in the configuration is set
+        config = self.configuration_service.config
+
+        if SYMBOLS in config and config[SYMBOLS] is not None:
+            available_symbols = config[SYMBOLS]
+
+            if not isinstance(available_symbols, list):
+                raise OperationalException(
+                    "The symbols configuration should be a list of strings"
+                )
+        else:
+            # if not, get all available symbols for the market and check if
+            # there are orders
+            available_symbols = self.market_service.get_symbols(
+                market=portfolio.market
+            )
 
+        # Check if there are orders for the available symbols
         for symbol in available_symbols:
             orders = self.market_service.get_orders(
                 symbol=symbol,