Make DRY #294
Description
Many declarations in the framework can be simplified to avoid repetition or long declarations.
The goal is to have a app creation that looks as follows:
from investing_algorithm_framework import MarketConfiguration, create_app
app = create_app()
app.add_market(market=“bitvavo”, api_key="", secret_key="", initial_balance=1000)
class TwitterDataProver(DataProvider):
pass
class TwitterBot(TradingStrategy):
data_sources = [
DataProviderSpecifier(data_type=“ohlcv”, symbol=“btc/eur”, window_size=200, time_frame="2h”),
DataProviderSpecifier(data_type=“custom”, id="test”),
TwitterDataProver
]
def run_strategy(context, market_data):
pass
app.add_strategy(TwitterBot) Portfolio configuration
It would be nice, make the market configuration, portfolio configuration and market credentials simpler. We could combine the three objects so we can initialize it in a single line. For simple portfolio configurations we could do something like:
from investing_algorithm_framework import MarketConfiguration, create_app
app = create_app()
app.add_market(market=“bitvavo”, api_key="", secret_key="", initial_balance=1000)or
# Given that it will read the api_key and secret_key in the .env file
app = create_app()
app.add_market(market=“bitvavo”)or
# Given that it will read the api_key and secret_key in the .env file
app = create_app(market="bitvavo", trading_symbol="USD", initial_balanace=1000)Data providers
Custom data provider
class MyDataProvider(DataProvider):
id = "hhoohgeao"
.....
app = create_app()
app.add_data(data_type=“custom”, id=“test”, data_provider=MyDataProvider)Or with ccxt
app = create_app()
app.add_data(data_type="ohlcv", symbol="btc/eur", market="bitvavo")Or when directly using the data
from investing_algorithm_framework import download
btc_eur = download('BTC-EUR', data_type="ohlcv", start_date='2020-01-01', end_date='2024-01-01', pandas=True, save=True, storage_dir=<>)Strategies
It should be able to at
class TwitterBot(TradingStrategy):
data_sources = [
DataSpecifier(data_type=“ohlcv”, symbol=“btc/eur”, window_size=200, time_frame="2h”),
DataSpecifier(data_type=“custom”, id="test”)
]
def run_strategy(context, market_data):
pass
app.add_strategy(TwitterBot)