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Merge pull request #1 from Finterion/feature/refactor-poetry-package
Feature/refactor poetry package
2 parents c3fd126 + 17af39c commit b12a824

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Lines changed: 2138 additions & 150 deletions

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‎.github/workflows/build.yml‎

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‎.github/workflows/publish.yml‎

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name: Build and publish python package
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on:
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release:
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types: [ published ]
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jobs:
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publish-service-client-package:
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runs-on: ubuntu-latest
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permissions:
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contents: write
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steps:
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- name: Publish PyPi package
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uses: code-specialist/pypi-poetry-publish@v1
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with:
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ACCESS_TOKEN: ${{ secrets.REPOSITORY_ACCESS_TOKEN }}
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PUBLISH_REGISTRY_PASSWORD: ${{ secrets.PYPI_TOKEN }}
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BRANCH: "main"
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POETRY_VERSION: "1.7.1"
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POETRY_CORE_VERSION: "1.8.1"

‎.github/workflows/test.yml‎

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# This workflow will install Python dependencies, run tests and lint
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# with a single version of Python
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name: Tests
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name: test
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on:
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push:
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branches:
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- '*' # matches every branch that doesn't contain a '/'
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- '*/*' # matches every branch containing a single '/'
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- '**' # matches every branch
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pull_request:
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branches:
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- '*' # matches every branch that doesn't contain a '/'
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- '*/*' # matches every branch containing a single '/'
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- '**' # matches every branch
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jobs:
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build:
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pull_request:
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branches:
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- '*' # matches every branch that doesn't contain a '/'
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- '*/*' # matches every branch containing a single '/'
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- '**' # matches every branch
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jobs:
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linting:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v2
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- name: Set up Python 3.9
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uses: actions/setup-python@v2
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with:
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python-version: 3.9
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- name: Install dependencies
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run: |
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python -m pip install --upgrade pip
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pip install flake8
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if [ -f requirements.txt ]; then pip install -r requirements.txt; fi
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if [ -f requirements-test.txt ]; then pip install -r requirements-test.txt; fi
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- name: Lint with flake8
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run: |
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# stop the build if there are Python syntax errors or undefined names
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flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
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# exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide
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flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
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- name: Test
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run: |
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python -m unittest discover -s tests/
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#----------------------------------------------
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# check-out repo and set-up python
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#----------------------------------------------
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- uses: actions/checkout@v4
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- uses: actions/setup-python@v5
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#----------------------------------------------
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# load pip cache if cache exists
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#----------------------------------------------
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- uses: actions/cache@v3
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with:
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path: ~/.cache/pip
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key: ${{ runner.os }}-pip
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restore-keys: ${{ runner.os }}-pip
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#----------------------------------------------
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# install and run linters
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#----------------------------------------------
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- run: python -m pip install black flake8 isort
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- run: |
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flake8 ./finterion_investing_algorithm_framework
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test:
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needs: linting
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strategy:
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fail-fast: true
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matrix:
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os: [ "ubuntu-latest", "macos-latest" ]
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python-version: [ "3.8", "3.9", "3.10", "3.11" ]
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runs-on: ${{ matrix.os }}
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steps:
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#----------------------------------------------
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# check-out repo and set-up python
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#----------------------------------------------
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- name: Check out repository
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uses: actions/checkout@v4
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- name: Set up python ${{ matrix.python-version }}
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id: setup-python
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uses: actions/setup-python@v5
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with:
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python-version: ${{ matrix.python-version }}
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#----------------------------------------------
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# ----- install & configure poetry -----
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#----------------------------------------------
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- name: Install Poetry
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uses: snok/install-poetry@v1
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with:
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virtualenvs-create: true
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virtualenvs-in-project: true
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#----------------------------------------------
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# load cached venv if cache exists
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#----------------------------------------------
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- name: Load cached venv
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id: cached-poetry-dependencies
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uses: actions/cache@v3
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with:
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path: .venv
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key: venv-${{ runner.os }}-${{ steps.setup-python.outputs.python-version }}-${{ hashFiles('**/poetry.lock') }}
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#----------------------------------------------
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# install dependencies if cache does not exist
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#----------------------------------------------
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- name: Install dependencies
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if: steps.cached-poetry-dependencies.outputs.cache-hit != 'true'
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run: poetry install --no-interaction --no-root
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#----------------------------------------------
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# install your root project, if required
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#----------------------------------------------
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- name: Install library
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run: poetry install --no-interaction
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#----------------------------------------------
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# add matrix specifics and run test suite
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#----------------------------------------------
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- name: Run tests
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run: |
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source .venv/bin/activate
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coverage run -m unittest discover -s tests
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# #----------------------------------------------
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# # upload coverage stats
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# #----------------------------------------------
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# - name: Upload coverage
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# uses: codecov/codecov-action@v3
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# with:
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# file: ./coverage.xml
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# fail_ci_if_error: true

‎finterion_investing_algorithm_framework/create_app.py‎

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Original file line numberDiff line numberDiff line change
@@ -27,6 +27,7 @@ def create_app(
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# Check that the portfolio is active
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check_portfolio_active(client)
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# Add a finterion portfolio configuration
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portfolio_configuration = FinterionPortfolioConfiguration(
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trading_symbol=model['profile']['trading_symbol'],
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market_data_markets=model['profile']['markets'],
@@ -39,11 +40,12 @@ def create_app(
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secret_key=None,
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)
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)
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market_credential_service = app.container.market_credential_service()
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app.container.market_service.override(
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FinterionMarketService(
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api_key=api_key,
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base_url=base_url,
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market_credential_service=app.container.market_credential_service,
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market_credential_service=market_credential_service
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)
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)
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app.add_portfolio_configuration(portfolio_configuration)

‎finterion_investing_algorithm_framework/market_service.py‎

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from finterion import Finterion
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from investing_algorithm_framework import Order
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from investing_algorithm_framework.infrastructure import CCXTMarketService
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from finterion_investing_algorithm_framework.exceptions import \
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FinterionInvestingAlgorithmFrameworkException
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class FinterionMarketService(CCXTMarketService):
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):
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pass
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def get_ticker(self, symbol, market):
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"""
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Finterion does not support get_ticker, please specify a ticker market
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data source for symbol {symbol}. Finterion can't provide this data.
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Users should register their own ticker data sources to obtain ticker
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data.
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"""
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raise FinterionInvestingAlgorithmFrameworkException(
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f"Finterion does not support get_ticker, please specify "
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f"a ticker market data source for symbol {symbol}. Finterion "
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f"can't provide this data."
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)
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def get_order_book(self, symbol, market):
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raise FinterionInvestingAlgorithmFrameworkException(
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f"Finterion does not support get_order_book, please specify "
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f"an order book market data source for symbol {symbol}. Finterion "
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f"can't provide this data."
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)
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def get_ohlcv(
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self,
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symbol,
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time_frame,
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from_timestamp,
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market,
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to_timestamp=None
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):
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raise FinterionInvestingAlgorithmFrameworkException(
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f"Finterion does not support get_ohlcv, please specify "
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f"an ohlcv market data source for symbol {symbol}. Finterion "
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f"can't provide this data."
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)
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def __init__(
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self,
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api_key,
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return self._convert_order(order)
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def get_orders(self, symbol, market, since: datetime = None):
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orders = self._finterion.get_orders(target_symbol=symbol)
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orders = self._finterion.get_orders(target_symbol=symbol.split("/")[0])
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return [self._convert_order(order) for order in orders]
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def get_balance(self, market):
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target_symbol=finterion_order.get("target_symbol"),
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trading_symbol=finterion_order.get("trading_symbol"),
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price=finterion_order.get("price"),
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trade_closed_price=finterion_order.get("trade_closed_price"),
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trade_closed_price=finterion_order.get("trade_closed_price", None),
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trade_closed_at=finterion_order.get("trade_closed_at", None),
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trade_closed_amount=finterion_order.get(
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"trade_closed_amount", None
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),
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filled=finterion_order.get("filled"),
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remaining=finterion_order.get("remaining"),
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cost=finterion_order.get("cost"),

‎finterion_investing_algorithm_framework/models/__init__.py‎

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__all__ = [
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'FinterionPortfolioConfiguration',
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]
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]

‎finterion_investing_algorithm_framework/validation.py‎

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def check_portfolio_active(finterion_client: Finterion):
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portfolio = finterion_client.get_portfolio()
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portfolio = finterion_client\
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.get_portfolio(query_params={"ShowMetrics": "False"})
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if portfolio['active'] is False:
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raise FinterionInvestingAlgorithmFrameworkException(

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