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fix import path
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idanya committed Dec 28, 2022
1 parent da025cd commit 169cf43
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Showing 99 changed files with 539 additions and 523 deletions.
2 changes: 1 addition & 1 deletion scripts/test-setup.sh
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#!/usr/bin/env bash
export PYTHONPATH=$PYTHONPATH:../src/algotrader:../tests
export PYTHONPATH=$PYTHONPATH:../src:../tests
2 changes: 1 addition & 1 deletion src/algotrader/calc/technicals.py
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Expand Up @@ -5,7 +5,7 @@
import numpy as np
import tulipy as ti

from entities.candle import Candle
from algotrader.entities.candle import Candle


class TechnicalCalculator:
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6 changes: 3 additions & 3 deletions src/algotrader/cli/pipeline.py
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Expand Up @@ -2,9 +2,9 @@

import typer

from pipeline.pipeline import Pipeline
from pipeline.runner import PipelineRunner
from serialization.store import DeserializationService
from algotrader.pipeline.pipeline import Pipeline
from algotrader.pipeline.runner import PipelineRunner
from algotrader.serialization.store import DeserializationService

app = typer.Typer(no_args_is_help=True)

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2 changes: 1 addition & 1 deletion src/algotrader/cli/processors.py
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@@ -1,7 +1,7 @@
import typer

from cli.helpers import _describe_object, _get_all_of_class_names, _get_single_by_name
from pipeline.processor import Processor
from algotrader.pipeline.processor import Processor

app = typer.Typer(no_args_is_help=True)

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2 changes: 1 addition & 1 deletion src/algotrader/cli/sources.py
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@@ -1,7 +1,7 @@
import typer

from cli.helpers import _describe_object, _get_all_of_class_names, _get_single_by_name
from pipeline.source import Source
from algotrader.pipeline.source import Source

app = typer.Typer(no_args_is_help=True)

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2 changes: 1 addition & 1 deletion src/algotrader/cli/strategies.py
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@@ -1,7 +1,7 @@
import typer

from cli.helpers import _describe_object, _get_all_of_class_names, _get_single_by_name
from entities.strategy import Strategy
from algotrader.entities.strategy import Strategy

app = typer.Typer(no_args_is_help=True)

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2 changes: 1 addition & 1 deletion src/algotrader/entities/bucket.py
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Expand Up @@ -2,7 +2,7 @@

from typing import Dict, List, Union

from entities.serializable import Serializable, Deserializable
from algotrader.entities.serializable import Serializable, Deserializable


class Bucket(Serializable, Deserializable):
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6 changes: 3 additions & 3 deletions src/algotrader/entities/bucketscontainer.py
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Expand Up @@ -2,9 +2,9 @@

from typing import Dict, Optional, ItemsView

from entities.bucket import Bucket, CompoundBucketList
from entities.serializable import Serializable, Deserializable
from serialization.store import DeserializationService
from algotrader.entities.bucket import Bucket, CompoundBucketList
from algotrader.entities.serializable import Serializable, Deserializable
from algotrader.serialization.store import DeserializationService


class BucketsContainer(Serializable, Deserializable):
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8 changes: 4 additions & 4 deletions src/algotrader/entities/candle.py
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Expand Up @@ -3,10 +3,10 @@
from datetime import datetime
from typing import Callable, Dict, Optional

from entities.candle_attachments import CandleAttachments
from entities.serializable import Serializable, Deserializable
from entities.timespan import TimeSpan
from serialization.store import DeserializationService
from algotrader.entities.candle_attachments import CandleAttachments
from algotrader.entities.serializable import Serializable, Deserializable
from algotrader.entities.timespan import TimeSpan
from algotrader.serialization.store import DeserializationService

timestamp_to_str: Callable[[datetime], str] = lambda d: d.strftime("%Y%m%d %H:%M:%S.%f")
str_to_timestamp: Callable[[str], datetime] = lambda d: datetime.strptime(d, "%Y%m%d %H:%M:%S.%f")
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4 changes: 2 additions & 2 deletions src/algotrader/entities/candle_attachments.py
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Expand Up @@ -2,8 +2,8 @@

from typing import Dict, Optional

from entities.serializable import Serializable, Deserializable
from serialization.store import DeserializationService
from algotrader.entities.serializable import Serializable, Deserializable
from algotrader.serialization.store import DeserializationService


class CandleAttachments(Serializable, Deserializable):
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2 changes: 1 addition & 1 deletion src/algotrader/entities/generic_candle_attachment.py
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Expand Up @@ -2,7 +2,7 @@

from typing import Dict, TypeVar, Generic, Optional, ItemsView, Union

from entities.serializable import Serializable, Deserializable
from algotrader.entities.serializable import Serializable, Deserializable

T = TypeVar('T')

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8 changes: 4 additions & 4 deletions src/algotrader/entities/strategy.py
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Expand Up @@ -3,10 +3,10 @@
from abc import abstractmethod
from typing import List

from entities.candle import Candle
from entities.serializable import Deserializable, Serializable
from entities.strategy_signal import StrategySignal
from pipeline.shared_context import SharedContext
from algotrader.entities.candle import Candle
from algotrader.entities.serializable import Deserializable, Serializable
from algotrader.entities.strategy_signal import StrategySignal
from algotrader.pipeline.shared_context import SharedContext


class Strategy(Serializable, Deserializable):
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{
"__class__": "pipeline.pipeline:Pipeline",
"__class__": "algotrader.pipeline.pipeline:Pipeline",
"source": {
"__class__": "pipeline.sources.mongodb_source:MongoDBSource",
"__class__": "algotrader.pipeline.sources.mongodb_source:MongoDBSource",
"mongo_storage": {
"__class__": "storage.mongodb_storage:MongoDBStorage",
"__class__": "algotrader.storage.mongodb_storage:MongoDBStorage",
"host": "localhost",
"port": 27017,
"database": "algo-trader",
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"to_time": "2022-01-01 00:00:00"
},
"processor": {
"__class__": "pipeline.processors.technicals:TechnicalsProcessor",
"__class__": "algotrader.pipeline.processors.technicals:TechnicalsProcessor",
"next_processor": {
"__class__": "pipeline.processors.technicals_normalizer:TechnicalsNormalizerProcessor",
"__class__": "algotrader.pipeline.processors.technicals_normalizer:TechnicalsNormalizerProcessor",
"next_processor": {
"__class__": "pipeline.processors.technicals_buckets_matcher:TechnicalsBucketsMatcher",
"__class__": "algotrader.pipeline.processors.technicals_buckets_matcher:TechnicalsBucketsMatcher",
"next_processor": {
"__class__": "pipeline.processors.strategy:StrategyProcessor",
"__class__": "algotrader.pipeline.processors.strategy:StrategyProcessor",
"next_processor": {
"__class__": "pipeline.processors.candle_cache:CandleCache"
"__class__": "algotrader.pipeline.processors.candle_cache:CandleCache"
},
"strategies": [
{
"__class__": "pipeline.strategies.history_bucket_compare:HistoryBucketCompareStrategy",
"__class__": "algotrader.pipeline.strategies.history_bucket_compare:HistoryBucketCompareStrategy",
"storage_provider": {
"__class__": "storage.mongodb_storage:MongoDBStorage",
"__class__": "algotrader.storage.mongodb_storage:MongoDBStorage",
"host": "localhost",
"port": 27017,
"database": "algo-trader",
Expand All @@ -553,10 +553,10 @@
}
],
"signals_executor": {
"__class__": "trade.simple_sum_signals_executor:SimpleSumSignalsExecutor"
"__class__": "algotrader.trade.simple_sum_signals_executor:SimpleSumSignalsExecutor"
}
},
"bins_file_path": "/Users/idanyael/personal-dev/algo-trader/src/examples/pipeline-templates/bins.json"
"bins_file_path": "/Users/idanyael/personal-dev/algo-trader/src/algotrader/examples/pipeline-templates/bins.json"
},
"normalization_window_size": 3
}
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@@ -1,9 +1,9 @@
{
"__class__": "pipeline.pipeline:Pipeline",
"__class__": "algotrader.pipeline.pipeline:Pipeline",
"source": {
"__class__": "pipeline.sources.mongodb_source:MongoDBSource",
"__class__": "algotrader.pipeline.sources.mongodb_source:MongoDBSource",
"mongo_storage": {
"__class__": "storage.mongodb_storage:MongoDBStorage",
"__class__": "algotrader.storage.mongodb_storage:MongoDBStorage",
"host": "localhost",
"port": 27017,
"database": "algo-trader",
Expand Down Expand Up @@ -512,21 +512,21 @@
"to_time": "2022-01-01 00:00:00"
},
"processor": {
"__class__": "pipeline.processors.technicals:TechnicalsProcessor",
"__class__": "algotrader.pipeline.processors.technicals:TechnicalsProcessor",
"next_processor": {
"__class__": "pipeline.processors.technicals_normalizer:TechnicalsNormalizerProcessor",
"__class__": "algotrader.pipeline.processors.technicals_normalizer:TechnicalsNormalizerProcessor",
"next_processor": {
"__class__": "pipeline.processors.technicals_buckets_matcher:TechnicalsBucketsMatcher",
"__class__": "algotrader.pipeline.processors.technicals_buckets_matcher:TechnicalsBucketsMatcher",
"next_processor": {
"__class__": "pipeline.processors.strategy:StrategyProcessor",
"__class__": "algotrader.pipeline.processors.strategy:StrategyProcessor",
"next_processor": {
"__class__": "pipeline.processors.candle_cache:CandleCache"
"__class__": "algotrader.pipeline.processors.candle_cache:CandleCache"
},
"strategies": [
{
"__class__": "pipeline.strategies.history_cosine_similarity:HistoryCosineSimilarityStrategy",
"__class__": "algotrader.pipeline.strategies.history_cosine_similarity:HistoryCosineSimilarityStrategy",
"storage_provider": {
"__class__": "storage.mongodb_storage:MongoDBStorage",
"__class__": "algotrader.storage.mongodb_storage:MongoDBStorage",
"host": "localhost",
"port": 27017,
"database": "algo-trader",
Expand All @@ -552,10 +552,10 @@
}
],
"signals_executor": {
"__class__": "trade.simple_sum_signals_executor:SimpleSumSignalsExecutor"
"__class__": "algotrader.trade.simple_sum_signals_executor:SimpleSumSignalsExecutor"
}
},
"bins_file_path": "/Users/idanyael/personal-dev/algo-trader/src/examples/pipeline-templates/bins.json"
"bins_file_path": "/Users/idanyael/personal-dev/algo-trader/src/algotrader/examples/pipeline-templates/bins.json"
},
"normalization_window_size": 3
}
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@@ -1,9 +1,9 @@
{
"__class__": "pipeline.pipeline:Pipeline",
"__class__": "algotrader.pipeline.pipeline:Pipeline",
"source": {
"__class__": "pipeline.sources.mongodb_source:MongoDBSource",
"__class__": "algotrader.pipeline.sources.mongodb_source:MongoDBSource",
"mongo_storage": {
"__class__": "storage.mongodb_storage:MongoDBStorage",
"__class__": "algotrader.storage.mongodb_storage:MongoDBStorage",
"host": "localhost",
"port": 27017,
"database": "algo-trader",
Expand Down Expand Up @@ -512,21 +512,21 @@
"to_time": "2022-01-01 00:00:00"
},
"processor": {
"__class__": "pipeline.processors.technicals:TechnicalsProcessor",
"__class__": "algotrader.pipeline.processors.technicals:TechnicalsProcessor",
"next_processor": {
"__class__": "pipeline.processors.technicals:TechnicalsProcessor",
"__class__": "algotrader.pipeline.processors.technicals:TechnicalsProcessor",
"next_processor": {
"__class__": "pipeline.processors.strategy:StrategyProcessor",
"__class__": "algotrader.pipeline.processors.strategy:StrategyProcessor",
"next_processor": {
"__class__": "pipeline.processors.candle_cache:CandleCache"
"__class__": "algotrader.pipeline.processors.candle_cache:CandleCache"
},
"strategies": [
{
"__class__": "pipeline.strategies.connors_rsi2:ConnorsRSI2"
"__class__": "algotrader.pipeline.strategies.connors_rsi2:ConnorsRSI2"
}
],
"signals_executor": {
"__class__": "trade.simple_sum_signals_executor:SimpleSumSignalsExecutor"
"__class__": "algotrader.trade.simple_sum_signals_executor:SimpleSumSignalsExecutor"
}
}
}
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@@ -1,9 +1,9 @@
{
"__class__": "pipeline.pipeline:Pipeline",
"__class__": "algotrader.pipeline.pipeline:Pipeline",
"source": {
"__class__": "pipeline.sources.mongodb_source:MongoDBSource",
"__class__": "algotrader.pipeline.sources.mongodb_source:MongoDBSource",
"mongo_storage": {
"__class__": "storage.mongodb_storage:MongoDBStorage",
"__class__": "algotrader.storage.mongodb_storage:MongoDBStorage",
"host": "localhost",
"port": 27017,
"database": "algo-trader",
Expand Down Expand Up @@ -512,19 +512,19 @@
"to_time": "2022-01-01 00:00:00"
},
"processor": {
"__class__": "pipeline.processors.timespan_change:TimeSpanChangeProcessor",
"__class__": "algotrader.pipeline.processors.timespan_change:TimeSpanChangeProcessor",
"next_processor": {
"__class__": "pipeline.processors.technicals:TechnicalsProcessor",
"__class__": "algotrader.pipeline.processors.technicals:TechnicalsProcessor",
"next_processor": {
"__class__": "pipeline.processors.technicals_normalizer:TechnicalsNormalizerProcessor",
"__class__": "algotrader.pipeline.processors.technicals_normalizer:TechnicalsNormalizerProcessor",
"next_processor": {
"__class__": "pipeline.processors.assets_correlation:AssetCorrelationProcessor",
"__class__": "algotrader.pipeline.processors.assets_correlation:AssetCorrelationProcessor",
"next_processor": {
"__class__": "pipeline.processors.candle_cache:CandleCache",
"__class__": "algotrader.pipeline.processors.candle_cache:CandleCache",
"next_processor": {
"__class__": "pipeline.processors.storage_provider_sink:StorageSinkProcessor",
"__class__": "algotrader.pipeline.processors.storage_provider_sink:StorageSinkProcessor",
"storage_provider": {
"__class__": "storage.mongodb_storage:MongoDBStorage",
"__class__": "algotrader.storage.mongodb_storage:MongoDBStorage",
"host": "localhost",
"port": 27017,
"database": "algo-trader",
Expand All @@ -539,7 +539,7 @@
}
},
"terminator": {
"__class__": "pipeline.terminators.technicals_binner:TechnicalsBinner",
"__class__": "algotrader.pipeline.terminators.technicals_binner:TechnicalsBinner",
"symbols": [
"A",
"AAL",
Expand Down Expand Up @@ -1038,6 +1038,6 @@
"ZTS"
],
"bins_count": 10,
"output_file_path": "/Users/idanyael/personal-dev/algo-trader/src/examples/pipeline-templates/bins.json"
"output_file_path": "/Users/idanyael/personal-dev/algo-trader/src/algotrader/examples/pipeline-templates/bins.json"
}
}
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@@ -1,7 +1,7 @@
{
"__class__": "pipeline.pipeline:Pipeline",
"__class__": "algotrader.pipeline.pipeline:Pipeline",
"source": {
"__class__": "pipeline.sources.binance_history:BinanceHistorySource",
"__class__": "algotrader.pipeline.sources.binance_history:BinanceHistorySource",
"binanceProvider": {
"apiKey": "",
"apiSecret": "",
Expand All @@ -15,13 +15,13 @@
"endTime": 1640988000.0
},
"processor": {
"__class__": "pipeline.processors.technicals:TechnicalsProcessor",
"__class__": "algotrader.pipeline.processors.technicals:TechnicalsProcessor",
"next_processor": {
"__class__": "pipeline.processors.candle_cache:CandleCache",
"__class__": "algotrader.pipeline.processors.candle_cache:CandleCache",
"next_processor": {
"__class__": "pipeline.processors.storage_provider_sink:StorageSinkProcessor",
"__class__": "algotrader.pipeline.processors.storage_provider_sink:StorageSinkProcessor",
"storage_provider": {
"__class__": "storage.mongodb_storage:MongoDBStorage",
"__class__": "algotrader.storage.mongodb_storage:MongoDBStorage",
"host": "localhost",
"port": 27017,
"database": "algo-trader",
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@@ -1,7 +1,7 @@
{
"__class__": "pipeline.pipeline:Pipeline",
"__class__": "algotrader.pipeline.pipeline:Pipeline",
"source": {
"__class__": "pipeline.sources.yahoo_finance_history:YahooFinanceHistorySource",
"__class__": "algotrader.pipeline.sources.yahoo_finance_history:YahooFinanceHistorySource",
"symbols": [
"A",
"AAL",
Expand Down Expand Up @@ -507,13 +507,13 @@
"sort_all": false
},
"processor": {
"__class__": "pipeline.processors.technicals:TechnicalsProcessor",
"__class__": "algotrader.pipeline.processors.technicals:TechnicalsProcessor",
"next_processor": {
"__class__": "pipeline.processors.candle_cache:CandleCache",
"__class__": "algotrader.pipeline.processors.candle_cache:CandleCache",
"next_processor": {
"__class__": "pipeline.processors.storage_provider_sink:StorageSinkProcessor",
"__class__": "algotrader.pipeline.processors.storage_provider_sink:StorageSinkProcessor",
"storage_provider": {
"__class__": "storage.mongodb_storage:MongoDBStorage",
"__class__": "algotrader.storage.mongodb_storage:MongoDBStorage",
"host": "localhost",
"port": 27017,
"database": "algo-trader",
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