feat: add opt-in validate_symbol parameter to order creation (#247)

investing_algorithm_framework/app/context.py

@@ -51,6 +51,57 @@ def __init__(
         self.trade_take_profit_service: TradeTakeProfitService = \
             trade_take_profit_service
 
+    def _validate_target_symbol(self, target_symbol, market=None):
+        """
+        Validate the target_symbol for order creation:
+        1. Prevents orders where target_symbol equals trading_symbol
+           (e.g. EUR/EUR).
+        2. Checks that a data source exists for the
+           target_symbol/trading_symbol combination (e.g. BTC/EUR).
+
+        Args:
+            target_symbol: The symbol of the asset to trade
+            market: The market to check against
+
+        Raises:
+            OperationalException: If validation fails
+        """
+        portfolio = self.portfolio_service.find({"market": market})
+        trading_symbol = portfolio.trading_symbol
+
+        # Check target_symbol != trading_symbol
+        if target_symbol.upper() == trading_symbol.upper():
+            raise OperationalException(
+                f"target_symbol '{target_symbol}' is the same as "
+                f"the trading_symbol '{trading_symbol}'. "
+                f"This would result in a "
+                f"'{trading_symbol}/{trading_symbol}' "
+                f"order which is not valid. "
+                f"To skip this check, set validate_symbol=False "
+                f"or omit the parameter."
+            )
+
+        # Check that a data source is registered for this pair
+        expected_symbol = f"{target_symbol}/{trading_symbol}".upper()
+        known_symbols = set()
+
+        if self.data_provider_service.data_provider_index is not None:
+            for data_source, _ in \
+                    self.data_provider_service \
+                    .data_provider_index.get_all():
+                if data_source.symbol is not None:
+                    known_symbols.add(data_source.symbol.upper())
+
+        if expected_symbol not in known_symbols:
+            sorted_symbols = sorted(known_symbols)
+            raise OperationalException(
+                f"No data source registered for '{expected_symbol}'. "
+                f"A data source is required to track price history. "
+                f"Registered data source symbols: {sorted_symbols}. "
+                f"To skip this check, set validate_symbol=False "
+                f"or omit the parameter."
+            )
+
     @property
     def config(self):
         """
@@ -78,7 +129,8 @@ def create_order(
         market=None,
         execute=True,
         validate=True,
-        sync=True
+        sync=True,
+        validate_symbol=False
     ) -> Order:
         """
         Function to create an order. This function will create an order
@@ -96,10 +148,15 @@ def create_order(
             validate: If set to True, the order will be validated
             sync: If set to True, the created order will be synced
             with the portfolio of the algorithm.
+            validate_symbol: Default False. If set to True,
+              validates that target_symbol is not the trading_symbol.
 
         Returns:
             The order created
         """
+        if validate_symbol:
+            self._validate_target_symbol(target_symbol, market=market)
+
         portfolio = self.portfolio_service.find({"market": market})
         order_data = {
             "target_symbol": target_symbol,
@@ -162,7 +219,8 @@ def create_limit_order(
         execute=True,
         validate=True,
         sync=True,
-        metadata=None
+        metadata=None,
+        validate_symbol=False
     ) -> Order:
         """
         Function to create a limit order. This function will create a limit
@@ -193,10 +251,15 @@ def create_limit_order(
             sync (optional): Default True. If set to True,
               the created order will be synced with the
                 portfolio of the algorithm
+            validate_symbol (optional): Default False. If set to True,
+              validates that target_symbol is not the trading_symbol.
 
         Returns:
             Order: Instance of the order created
         """
+        if validate_symbol:
+            self._validate_target_symbol(target_symbol, market=market)
+
         portfolio = self.portfolio_service.find({"market": market})
 
         if percentage_of_portfolio is not None:

investing_algorithm_framework/app/strategy.py

@@ -939,7 +939,8 @@ def create_limit_order(
         execute=True,
         validate=True,
         sync=True,
-        metadata=None
+        metadata=None,
+        validate_symbol=False
     ) -> Order:
         """
         Function to create a limit order. This function will create
@@ -986,7 +987,8 @@ def create_limit_order(
             execute=execute,
             validate=validate,
             sync=sync,
-            metadata=metadata
+            metadata=metadata,
+            validate_symbol=validate_symbol
         )
 
     def close_position(