Refactor sync functionality

coding-kitties · Mar 26, 2024 · cbbb1c2 · cbbb1c2
1 parent 4a1c579
commit cbbb1c2
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Showing 74 changed files with 3,007 additions and 1,598 deletions.
diff --git a/README.md b/README.md
diff --git a/examples/backtest/algorithm/strategy.py b/examples/backtest/algorithm/strategy.py
@@ -53,9 +53,9 @@ class CrossOverStrategy(TradingStrategy):
         "DOT/EUR-ticker"
     ]
     symbols = ["BTC/EUR", "DOT/EUR"]
-    fast = 9
-    slow = 50
-    trend = 100
+    fast = 21
+    slow = 75
+    trend = 150
 
     def apply_strategy(self, algorithm: Algorithm, market_data):
 
@@ -67,9 +67,9 @@ def apply_strategy(self, algorithm: Algorithm, market_data):
 
             df = market_data[f"{symbol}-ohlcv"]
             ticker_data = market_data[f"{symbol}-ticker"]
-            fast = ti.sma(df['Close'].to_numpy(), 9)
-            slow = ti.sma(df['Close'].to_numpy(), 50)
-            trend = ti.sma(df['Close'].to_numpy(), 100)
+            fast = ti.sma(df['Close'].to_numpy(), self.fast)
+            slow = ti.sma(df['Close'].to_numpy(), self.slow)
+            trend = ti.sma(df['Close'].to_numpy(), self.trend)
             price = ticker_data['bid']
 
             if not algorithm.has_position(target_symbol) \

diff --git a/examples/backtest_experiment/backtest.py b/examples/backtest_experiment/backtest.py
@@ -3,9 +3,7 @@
 from algorithms import create_algorithm
 from app import app
 from investing_algorithm_framework import PortfolioConfiguration, \
-    pretty_print_backtest_reports_evaluation, BacktestReportsEvaluation, \
-    load_backtest_reports
-
+    pretty_print_backtest_reports_evaluation, BacktestReportsEvaluation
 
 if __name__ == "__main__":
     end_date = datetime(2023, 12, 2)
@@ -155,8 +153,3 @@
     )
     evaluation = BacktestReportsEvaluation(reports)
     pretty_print_backtest_reports_evaluation(evaluation)
-    reports = load_backtest_reports(
-        "backtest_reports"
-    )
-    evaluation = BacktestReportsEvaluation(reports)
-    pretty_print_backtest_reports_evaluation(evaluation)
diff --git a/investing_algorithm_framework/__init__.py b/investing_algorithm_framework/__init__.py
@@ -7,7 +7,8 @@
     PortfolioConfiguration, RESOURCE_DIRECTORY, pretty_print_backtest, \
     Trade, OHLCVMarketDataSource, OrderBookMarketDataSource, SYMBOLS, \
     TickerMarketDataSource, MarketService, BacktestReportsEvaluation, \
-    pretty_print_backtest_reports_evaluation, load_backtest_reports
+    pretty_print_backtest_reports_evaluation, load_backtest_reports, \
+    RESERVED_BALANCES, APP_MODE, AppMode
 from investing_algorithm_framework.app import TradingStrategy, \
     StatelessAction, Task
 from investing_algorithm_framework.infrastructure import \
@@ -55,5 +56,8 @@
     "pretty_print_backtest_reports_evaluation",
     "BacktestReportsEvaluation",
     "load_backtest_reports",
-    "SYMBOLS"
+    "SYMBOLS",
+    "RESERVED_BALANCES",
+    "APP_MODE",
+    "AppMode"
 ]
diff --git a/investing_algorithm_framework/app/algorithm.py b/investing_algorithm_framework/app/algorithm.py
@@ -727,12 +727,17 @@ def get_allocated(self, market=None, identifier=None) -> float:
                 .get_all()
 
         else:
-            query_params = {
-                "market": market,
-                "identifier": identifier
-            }
-            portfolio_configurations = [self.portfolio_configuration_service
-                                        .find(query_params)]
+            query_params = {"market": market, "identifier": identifier}
+            portfolio_configuration = self.portfolio_configuration_service \
+                .find(query_params)
+
+            if not portfolio_configuration:
+                raise OperationalException("No portfolio found.")
+
+            portfolio_configurations = [portfolio_configuration]
+
+        if len(portfolio_configurations) == 0:
+            raise OperationalException("No portfolio found.")
 
         portfolios = []