Add filtering function for backtests

Author: MDUYN

investing_algorithm_framework/__init__.py

@@ -1,4 +1,4 @@
-from .app import App, Algorithm, \
+from .app import App, Algorithm, generate_strategy_id, \
     TradingStrategy, StatelessAction, Task, AppHook, Context, \
     add_html_report, BacktestReport, save_backtests_to_directory, \
     pretty_print_trades, pretty_print_positions, \
@@ -195,5 +195,6 @@
     "TakeProfitRule",
     "StopLossRule",
     "TradeStopLossService",
-    "TradeTakeProfitService"
+    "TradeTakeProfitService",
+    "generate_strategy_id"
 ]

investing_algorithm_framework/app/__init__.py

@@ -14,7 +14,8 @@
     get_yearly_returns_bar_chart, get_equity_curve_chart, \
     get_ohlcv_data_completeness_chart, get_entry_and_exit_signals
 from .analysis import select_backtest_date_ranges, rank_results, \
-    create_weights, load_backtests_from_directory, save_backtests_to_directory
+    create_weights, load_backtests_from_directory, \
+    save_backtests_to_directory, generate_strategy_id
 
 
 __all__ = [
@@ -43,5 +44,6 @@
     "get_entry_and_exit_signals",
     "get_equity_curve_chart",
     "load_backtests_from_directory",
-    "save_backtests_to_directory"
+    "save_backtests_to_directory",
+    "generate_strategy_id"
 ]

investing_algorithm_framework/app/algorithm/algorithm.py

@@ -27,6 +27,7 @@ class Algorithm:
     """
     def __init__(
         self,
+        id: str = None,
         name: str = None,
         description: str = None,
         strategy=None,
@@ -36,6 +37,7 @@ def __init__(
         on_strategy_run_hooks=None,
         metadata=None
     ):
+        self.id = id
         self._name = name
         self._context = {}
         self._description = None

investing_algorithm_framework/app/analysis/__init__.py

@@ -3,6 +3,7 @@
 from .permutation import create_ohlcv_permutation
 from .backtest_utils import load_backtests_from_directory, \
     save_backtests_to_directory
+from .strategy_id import generate_strategy_id
 
 __all__ = [
     "select_backtest_date_ranges",
@@ -11,5 +12,6 @@
     "create_ohlcv_permutation",
     "combine_backtest_metrics",
     "load_backtests_from_directory",
-    "save_backtests_to_directory"
+    "save_backtests_to_directory",
+    "generate_strategy_id"
 ]