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Portfolio configuration

In this section we will explain how to configure your portfolio from your broker or exchange. The framework comes with out of the box support for CCXT. CCXT is a library that provides a unified API to interact with multiple brokers and exchanges.

Please have a look at the ccxt documentation to see which brokers and exchanges are supported.

Configuration of a portfolio​

To configure a portfolio you need to create a PortfolioConfiguration object. The PortfolioConfiguration object is used to configure your portfolio from your broker or exchange.

The following code snippet shows how to create a PortfolioConfiguration object:

from investing_algorithm_framework import PortfolioConfiguration, create_app

app = create_app()
app.add_portfolio_configuration(
     PortfolioConfiguration(
         market="BITVAVO",
         trading_symbol="EUR",
     )
)

Market credentials​

To configure your portfolio you need to specify the market credentials of your broker or exchange. The market credentials are used to authenticate with your broker or exchange.

The following code snippet shows how to specify the market credentials:

from investing_algorithm_framework import PortfolioConfiguration, create_app, MarketCredentials

app = create_app()
app.add_portfolio_configuration(
     PortfolioConfiguration(
         market="BITVAVO",
         trading_symbol="EUR",
     )
)
app.add_market_credentials(
    MarketCredentials(
        market="BITVAVO",
        api_key=<api_key>,
        api_secret=<api_secret>
    )
)

Tracking your portfolio from a specific datetime​

If you want to track your portfolio from a specific datetime, you can use the track_from parameter. The track_from parameter is used to specify the datetime from which the framework should track your portfolio.

The following code snippet shows how to use the track_from parameter:

from datetime import datetime
from investing_algorithm_framework import PortfolioConfiguration, create_app

app = create_app()
app.add_portfolio_configuration(
     PortfolioConfiguration(
         market="BITVAVO",
         trading_symbol="EUR",
         track_from=datetime(2021, 1, 1)
     )
)

Specify the maximum size of the portfolio​

If you want to specify the maximum size of your portfolio, you can use the max_unallocated parameter. The max_unallocated parameter is used to specify the maximum size of your portfolio.

The following code snippet shows how to use the max_unallocated parameter:

from datetime import datetime
from investing_algorithm_framework import PortfolioConfiguration, create_app

app = create_app()
app.add_portfolio_configuration(
     PortfolioConfiguration(
         market="BITVAVO",
         trading_symbol="EUR",
         initial_balance=1000 # Max unallocated amount of EUR, the rest of your balance of eur at the exchange will be untouched 
     )
)