Create an app instance

🔧 Application Setup through CLI: Command Line Interface

The CLI tool included with the framework allows you to initialize new apps with different presets

The best way to get started with the framework is to create an application through the init cli command. You can do this by running the following command in your terminal:

⚙️ init Command

investing-algorithm-framework init --type default --path ./my-app --replace

Option	Type	Description
--type	str	Type of app to initialize (default, default_web, azure_function).
--path	str	Directory path to create the app in.
--replace	bool	If True, existing files will be overwritten.

This will create the following directory structure:

.
├── README.md
├── app.py
├── requirements.txt
├── .env.example
├── run_backtest.py
├── strategies/
│   └── strategy_v1/
│       ├── __init__.py
│       └── strategy.py
└── .gitignore

The app.py file is the main entry point for your application. Ideally, you should only use this file to register your strategies, portfolio configurations and market data sources. Its also not recommended to add any logic to this file because the framework will use this file to run your application.

The strategies directory is where you can add your trading strategies. You can create multiple files in this directory and add your trading strategies to them. The framework will use this directory to save and link your trading strategies to your backtest runs. This allows you to easily run multiple backtests with different trading strategies and bundle them with your backtest results.

By default the REST API and UI are disabled. You can enable them by running the init command with the --web flag:

🖥️ Enabling REST API and UI

investing-algorithm-framework init --web

You can also use the create_app function to create a web enabled app instance programmatically. This is useful if you want to create an app instance in your own code or if you want to extend the app with custom configurations.

import logging.config
from dotenv import load_dotenv

from investing_algorithm_framework import create_app, DEFAULT_LOGGING_CONFIG

load_dotenv()
logging.config.dictConfig(DEFAULT_LOGGING_CONFIG)

app = create_app(
    web=True,  # Enable the REST API and UI
)

# Register your trading strategies here
...

# Register your market data sources here
...

# Register your portfolio configurations here
...

# Run the app
if __name__ == "__main__":
    app.run()

Azure Function App Initialization

If you want to create an Azure Function app, you can use the --type azure_function option:

investing-algorithm-framework init --type azure_function --path ./my-azure-function-app --replace

This will create a directory structure suitable for deploying your trading bot as an Azure Function, including necessary files like function_app.py, local.settings.json, and function.json.

.
├── README.md
├── app.py
├── requirements.txt
├── .env.example
├── run_backtest.py
├── strategies/
├── function_app.py
├── local.settings.json
├── function.json
│   └── strategy_v1/
│       ├── __init__.py
│       └── strategy.py
└── .gitignore

In order to run the app, you need to install the required dependencies. You can do this by running the following command:

pip install -r requirements.txt

And the azure functools

pip install azure-functions

🏗️ Using the create_app Function

Description

The create_app function is a factory method for creating and configuring an App instance. It loads environment variables, sets up the dependency container, and optionally initializes a web-based configuration. This function is usefull if you want to create an app programmatically or if you want to extend the app with custom configurations.

Function Signature

def create_app(
    config: dict = None,
    state_handler=None,
    web: bool = False,
    name=None
) -> App:

Name	Type	Description
config	dict	Optional dictionary containing app configuration.
state_handler	object	Optional custom state handler for managing internal state.
web	bool	Whether to configure the app for web use (AppMode.WEB).
name	str	Optional name to assign to the application instance.

Returns

Returns an instance of the App class, fully initialized and ready to run or extend.

Example

from investing_algorithm_framework import create_app

app = create_app(
    config={"MY_CONFIG": "value"},
    web=True,
    name="my_trading_bot"
)