Upgraded Backtesting to v2 APIs

pyalgotrading/algobulls/api.py

@@ -6,7 +6,7 @@
 
 import requests
 
-from .exceptions import AlgoBullsAPIBaseException, AlgoBullsAPIUnauthorizedError, AlgoBullsAPIResourceNotFoundError, AlgoBullsAPIBadRequest, AlgoBullsAPIInternalServerErrorException
+from .exceptions import AlgoBullsAPIBaseException, AlgoBullsAPIUnauthorizedError, AlgoBullsAPIInsufficientBalanceError, AlgoBullsAPIResourceNotFoundError, AlgoBullsAPIBadRequest, AlgoBullsAPIInternalServerErrorException
 from ..constants import StrategyType, TradingType
 
 
@@ -65,6 +65,8 @@ def _send_request(self, method: str = 'get', endpoint: str = '', base_url: str =
             raise AlgoBullsAPIBadRequest(f'Bad Request --> Method: {method} | URL: {url} | Response: {response_json}')
         elif response.status_code == 401:
             raise AlgoBullsAPIUnauthorizedError(f'Unauthorized Error --> Method: {method} | URL: {url} | Response: {response_json}')
+        elif response.status_code == 402:
+            raise AlgoBullsAPIInsufficientBalanceError(f'Insufficient Balance --> Method: {method} | URL: {url} | Response: {response_json}')
         elif response.status_code == 404:
             raise AlgoBullsAPIResourceNotFoundError(f'API Not Found --> Method: {method} | URL: {url} | Response: {response_json}')
         elif response.status_code == 500:
@@ -183,7 +185,6 @@ def set_strategy_config(self, strategy_code: str, strategy_config: dict, trading
         endpoint = f'v2/portfolio/strategy'
         json_data = {'strategyId': strategy_code, 'tradingType': trading_type.value}
         response1 = self._send_request(method='options', endpoint=endpoint, json_data=json_data)
-        print(response1)
         key = response1.get('key')
         # TODO: Check response to know if request was successful
 
@@ -209,11 +210,11 @@ def start_strategy_algotrading(self, key: str, trading_type: TradingType, broker
         else:
             raise NotImplementedError
 
-        json_data = {'method': 'update', 'key': key, 'record': {'status': 0}}
+        json_data = {'method': 'update', 'newVal': 1, 'key': key, 'record': {'status': 0}}
         response = self._send_request(method='post', endpoint=endpoint, json_data=json_data)
         return response
 
-    def stop_strategy_algotrading(self, strategy_code: str, trading_type: str, broker: str = '') -> dict:
+    def stop_strategy_algotrading(self, key: str, trading_type: str, broker: str = '') -> dict:
         """
         Stop Backtesting / Paper Trading / Real Trading job for strategy with code strategy_code & return the job ID.
 
@@ -229,7 +230,7 @@ def stop_strategy_algotrading(self, strategy_code: str, trading_type: str, broke
         else:
             raise NotImplementedError
 
-        json_data = {'method': 'update', 'key': cstc_id, 'record': {'status': 0}}
+        json_data = {'method': 'update', 'newVal': 0, 'key': key, 'record': {'status': 2}}
         response = self._send_request(method='post', endpoint=endpoint, json_data=json_data)
         return response
 

pyalgotrading/algobulls/connection.py

@@ -214,18 +214,17 @@ def backtest(self, strategy_code, start_timestamp, end_timestamp, instrument_id,
         assert (isinstance(strategy_code, str) is True), f'Argument strategy_code should be a string'
         assert (isinstance(start_timestamp, dt) is True), f'Argument start_timestamp should be an instance of type datetime.datetime'
         assert (isinstance(end_timestamp, dt) is True), f'Argument start_timestamp should be an instance of type datetime.datetime'
-        assert (isinstance(instrument_id, int) is True), f'Argument instrument_id should be a integer. You can find the right id using the \'get_instrument()\' method of AlgoBullsConnection class'
+        # assert (isinstance(instrument_id, int) is True), f'Argument instrument_id should be a integer. You can find the right id using the \'get_instrument()\' method of AlgoBullsConnection class'
         assert (isinstance(strategy_parameters, dict) is True), f'Argument strategy_parameters should be a dict'
         assert (isinstance(strategy_mode, StrategyMode) is True), f'Argument strategy_mode should be enum of type StrategyMode'
         assert (isinstance(candle_interval, CandleInterval)), f'Argument candle_interval should be an enum of type CandleInterval'
 
         # Setup config for Backtesting
-        strategy_config = {'trading_start_date': start_timestamp.date(), 'trading_start_time': start_timestamp.time(),
-                           'trading_end_date': end_timestamp.date(), 'trading_end_time': end_timestamp.time(),
+        strategy_config = {'tradingTime': [start_timestamp.strftime('%d-%m-%Y %H:%M'), end_timestamp.strftime('%d-%m-%Y %H:%M')],
                            'instruments': [instrument_id],
-                           'parameters': json.dumps(strategy_parameters),
-                           'candle_interval': candle_interval.value,
-                           'strategy_mode': strategy_mode}
+                           'parameters': strategy_parameters,
+                           'candle': candle_interval.value,
+                           'strategyMode': strategy_mode.value}
         print('Setting Strategy Config...', end=' ')
         key, _ = self.api.set_strategy_config(strategy_code=strategy_code, strategy_config=strategy_config, trading_type=TradingType.BACKTESTING)
         print('Success.')
@@ -235,10 +234,11 @@ def backtest(self, strategy_code, start_timestamp, end_timestamp, instrument_id,
         response = self.api.start_strategy_algotrading(key=key, trading_type=TradingType.BACKTESTING)
         print('Success.')
 
-        if response.get('success') is True:
-            return AlgoBullsJobSubmissionResponse(response['data'].upper())
-        else:
-            return AlgoBullsJobSubmissionResponse.ERROR, response
+        # print(response)
+        # if response.get('success') is True:
+        #     return AlgoBullsJobSubmissionResponse(response['data'].upper())
+        # else:
+        #     return AlgoBullsJobSubmissionResponse.ERROR, response
 
     def get_backtesting_job_status(self, strategy_code):
         """
@@ -348,10 +348,10 @@ def papertrade(self, strategy_code, start_time, end_time, instrument_id, strateg
         response = self.api.start_strategy_algotrading(key=key, trading_type=TradingType.PAPERTRADING)
         print('Success.')
 
-        if response.get('success') is True:
-            return AlgoBullsJobSubmissionResponse(response['data'].upper())
-        else:
-            return AlgoBullsJobSubmissionResponse.ERROR, response
+        # if response.get('success') is True:
+        #     return AlgoBullsJobSubmissionResponse(response['data'].upper())
+        # else:
+        #     return AlgoBullsJobSubmissionResponse.ERROR, response
 
     def get_papertrading_job_status(self, strategy_code):
         """
@@ -468,10 +468,10 @@ def realtrade(self, broker, strategy_code, start_time, end_time, instrument_id,
         response = self.api.start_strategy_algotrading(key=key, trading_type=TradingType.REALTRADING, broker=broker.value)
         print('Success.')
 
-        if response.get('success') is True:
-            return AlgoBullsJobSubmissionResponse(response['data'].upper())
-        else:
-            return AlgoBullsJobSubmissionResponse.ERROR, response
+        # if response.get('success') is True:
+        #     return AlgoBullsJobSubmissionResponse(response['data'].upper())
+        # else:
+        #     return AlgoBullsJobSubmissionResponse.ERROR, response
 
     def get_realtrading_job_status(self, broker, strategy_code):
         """

pyalgotrading/algobulls/exceptions.py

@@ -19,6 +19,13 @@ class AlgoBullsAPIUnauthorizedError(AlgoBullsAPIBaseException):
     pass
 
 
+class AlgoBullsAPIInsufficientBalanceError(AlgoBullsAPIBaseException):
+    """
+    Exception class for HTTP status code of 402 (Insufficient Balance)
+    """
+    pass
+
+
 class AlgoBullsAPIResourceNotFoundError(AlgoBullsAPIBaseException):
     """
     Exception class for HTTP status code of 404 (Resource Not Found)

pyalgotrading/constants.py

@@ -79,32 +79,59 @@ class CandleInterval(Enum):
     """
     A class of Candle Intervals with their Alternate names
     """
-    MINUTES_1 = 'minute'
-    MINUTES_3 = '3minutes'
-    MINUTES_5 = '5minutes'
-    MINUTES_10 = '10minutes'
-    MINUTES_15 = '15minutes'
-    MINUTES_30 = '30minutes'
-    MINUTES_60 = '60minutes'
-    HOURS_1 = '60minutes'
-    HOURS_24 = 'day'
-    DAYS_1 = 'day'
+    MINUTES_1 = 0
+    MINUTES_3 = 1
+    MINUTES_5 = 2
+    MINUTES_10 = 3
+    MINUTES_15 = 4
+    MINUTES_30 = 5
+    MINUTES_60 = 6
+    HOURS_1 = 6
+    HOURS_24 = 7
+    DAYS_1 = 7
 
     # Alternative names
-    MINUTE_1 = 'minute'
-    MINUTE_3 = '3minutes'
-    MINUTE_5 = '5minutes'
-    MINUTE_10 = '10minutes'
-    MINUTE_15 = '15minutes'
-    MINUTE_30 = '30minutes'
-    MINUTE_60 = '60minutes'
-    HOUR_1 = '60minutes'
-    HOUR_24 = 'day'
-    DAY_1 = 'day'
-
-    MINUTE = 'minute'
-    HOUR = '60minutes'
-    DAY = 'day'
+    MINUTE_1 = 0
+    MINUTE_3 = 1
+    MINUTE_5 = 2
+    MINUTE_10 = 3
+    MINUTE_15 = 4
+    MINUTE_30 = 5
+    MINUTE_60 = 6
+    HOUR_1 = 6
+    HOUR_24 = 7
+    DAY_1 = 7
+
+    MINUTE = 0
+    HOUR = 6
+    DAY = 7
+
+    # MINUTES_1 = 'minute'
+    # MINUTES_3 = '3minutes'
+    # MINUTES_5 = '5minutes'
+    # MINUTES_10 = '10minutes'
+    # MINUTES_15 = '15minutes'
+    # MINUTES_30 = '30minutes'
+    # MINUTES_60 = '60minutes'
+    # HOURS_1 = '60minutes'
+    # HOURS_24 = 'day'
+    # DAYS_1 = 'day'
+    #
+    # # Alternative names
+    # MINUTE_1 = 'minute'
+    # MINUTE_3 = '3minutes'
+    # MINUTE_5 = '5minutes'
+    # MINUTE_10 = '10minutes'
+    # MINUTE_15 = '15minutes'
+    # MINUTE_30 = '30minutes'
+    # MINUTE_60 = '60minutes'
+    # HOUR_1 = '60minutes'
+    # HOUR_24 = 'day'
+    # DAY_1 = 'day'
+    #
+    # MINUTE = 'minute'
+    # HOUR = '60minutes'
+    # DAY = 'day'
 
 
 class StrategyMode(Enum):