Add support for order executor and portfolio provider

README.md

@@ -72,9 +72,9 @@ The following example connects to Binance and buys BTC every 2 hours.
 import logging.config
 from dotenv import load_dotenv
 
-from investing_algorithm_framework import create_app, PortfolioConfiguration, \
-    TimeUnit, CCXTOHLCVMarketDataSource, Context, CCXTTickerMarketDataSource, \
-    MarketCredential, DEFAULT_LOGGING_CONFIG, Algorithm, Context
+from investing_algorithm_framework import create_app, TimeUnit, \
+    CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, \
+    DEFAULT_LOGGING_CONFIG, Algorithm, Context
 
 load_dotenv()
 logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
@@ -93,17 +93,15 @@ bitvavo_btc_eur_ticker = CCXTTickerMarketDataSource(
     market="BITVAVO",
     symbol="BTC/EUR",
 )
-app = create_app()
 
 # Bitvavo market credentials are read from .env file, or you can
 # set them  manually as params
-app.add_market_credential(MarketCredential(market="bitvavo"))
-app.add_portfolio_configuration(
-    PortfolioConfiguration(
-        market="bitvavo", trading_symbol="EUR", initial_balance=40
-    )
+app = create_app()
+app.add_market(
+    market="BITVAVO",
+    trading_symbol="EUR",
+    initial_balance=100
 )
-
 algorithm = Algorithm(name="test_algorithm")
 
 # Define a strategy for the algorithm that will run every 10 seconds
@@ -338,8 +336,8 @@ This will ensure that interested parties can give valuable feedback on the featu
 
 ## 📬 Support
 
-* Slack Community
-* Reddit Community
+* [Reddit Community](https://www.reddit.com/r/InvestingBots/)
+* [Discord Community](https://discord.gg/dQsRmGZP")
 
 
 ## 🏆 Acknowledgements

examples/backtest_example/run_backtest.py

@@ -1,13 +1,14 @@
-import time
-from datetime import datetime
 import logging.config
+import time
 from datetime import datetime, timedelta
-from investing_algorithm_framework import (
-    CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, PortfolioConfiguration, create_app, pretty_print_backtest, BacktestDateRange, TimeUnit, TradingStrategy, OrderSide, DEFAULT_LOGGING_CONFIG, Context
-)
 
 from pyindicators import ema, is_crossover, is_above, is_below, is_crossunder
 
+from investing_algorithm_framework import (
+    CCXTOHLCVMarketDataSource, CCXTTickerMarketDataSource, create_app,
+    pretty_print_backtest, BacktestDateRange, TimeUnit, TradingStrategy,
+    OrderSide, DEFAULT_LOGGING_CONFIG, Context
+)
 
 logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)
 

investing_algorithm_framework/__init__.py

@@ -12,7 +12,8 @@
     load_backtest_report, BacktestDateRange, convert_polars_to_pandas, \
     DateRange, get_backtest_report, DEFAULT_LOGGING_CONFIG, \
     BacktestReport, TradeStatus, MarketDataType, TradeRiskType, \
-    APPLICATION_DIRECTORY
+    APPLICATION_DIRECTORY, pretty_print_orders, pretty_print_trades, \
+    pretty_print_positions, DataSource
 from investing_algorithm_framework.infrastructure import \
     CCXTOrderBookMarketDataSource, CCXTOHLCVMarketDataSource, \
     CCXTTickerMarketDataSource, CSVOHLCVMarketDataSource, \
@@ -77,5 +78,9 @@
     "TradeRiskType",
     "Context",
     "APPLICATION_DIRECTORY",
-    "download"
+    "download",
+    "pretty_print_orders",
+    "pretty_print_trades",
+    "pretty_print_positions",
+    "DataSource",
 ]