Migrate from monorepo

.flake8

@@ -1,2 +1,3 @@
 [flake8]
-max-line-length = 120
+max-line-length = 120
+extend-ignore = E203

.github/workflows/build.yml

@@ -0,0 +1,28 @@
+name: Run CI make command
+
+on:
+  push:
+    branches:
+    - "*"
+    - "!main"
+
+env:
+  REGISTRY: ghcr.io
+  IMAGE_NAME: ${{ github.repository }}
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    permissions:
+      contents: read
+      packages: write
+
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+        with:
+          submodules: 'recursive'
+
+      - name: Build
+        working-directory: .
+        run: make ci

.gitmodules

@@ -0,0 +1,3 @@
+[submodule "lib/PyTrade"]
+	path = lib/PyTrade
+	url = https://github.com/kylewidmann/PyTrade.git

.vscode/launch.json

@@ -0,0 +1,27 @@
+{
+    // Use IntelliSense to learn about possible attributes.
+    // Hover to view descriptions of existing attributes.
+    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
+    "version": "0.2.0",
+    "configurations": [
+
+
+        {
+            "name": "Python Debugger: Current File",
+            "type": "debugpy",
+            "request": "launch",
+            "program": "${file}",
+            "console": "integratedTerminal",
+            "justMyCode": false
+        },
+        {
+            "name": "Pytest",
+            "type": "debugpy",
+            "request": "launch",
+            "program": "${file}",
+            "console": "integratedTerminal",
+            "purpose": ["debug-test"],
+            "justMyCode": false
+        }
+    ]
+}

.vscode/settings.json

@@ -0,0 +1,16 @@
+{
+    "python.defaultInterpreterPath": "./.venv/bin/python",
+    "python.testing.pytestArgs": [
+        "--ignore=lib"
+    ],
+    "python.testing.unittestEnabled": false,
+    "python.testing.pytestEnabled": true,
+    "python.terminal.activateEnvironment": true,
+    "python.terminal.activateEnvInCurrentTerminal": true,
+    "python.analysis.exclude": [
+        "**/.venv",
+        "**/docker",
+        "**/mypy_cache",
+        "**/pytest_cache"
+    ]
+}

LICENSE

@@ -1 +1,22 @@
+MIT License
+
+Copyright (c) 2024, Kyle Widmann
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
 

Makefile

@@ -1,12 +1,12 @@
 SHELL := /bin/bash -e -o pipefail
-PROJECT ?= fx-backtest
+PROJECT ?= pytradebacktest
 BRANCH_NAME ?= local
 BUILD_NUMBER ?= 0
 IMAGE ?= ${PROJECT}:${BRANCH_NAME}-${BUILD_NUMBER}
 COMPOSE_FILE=docker/docker-compose.yaml
 COMPOSE_BASE_FILE=docker/docker-compose.base.yaml
 DC=docker compose -p ${PROJECT} -f ${COMPOSE_FILE} -f ${COMPOSE_BASE_FILE}
-SERVICE := fx_backtest
+SERVICE := pytradebacktest
 POETRY ?= "poetry"
 VERSION := $(shell head VERSION | grep -Eo "\d+.\d+.\d+")
 

docker/Dockerfile

@@ -25,9 +25,8 @@ RUN curl -sSL https://install.python-poetry.org | python3 - \
 
 WORKDIR /app/${PROJECT_DIR}
 COPY ${PROJECT_DIR}/pyproject.toml ${PROJECT_DIR}/poetry.lock ./
-COPY fx-strategy ../fx-strategy
-COPY vendors/backtesting.py ../vendors/backtesting.py
-# RUN poetry install --only main
+COPY lib lib/
+RUN poetry install --only main
 
 ##################################################
 ## PRODUCTION ##
@@ -44,7 +43,7 @@ RUN apt-get update \
     curl \
     build-essential
 
-ENV PATH="/app/${PROJECT_DIR}/.venv/bin:$PATH"
+ENV PATH="/app/.venv/bin:$PATH"
 ENV APP_USER app
 ENV APP_GROUP app
 RUN groupadd  ${APP_GROUP}
@@ -53,19 +52,17 @@ RUN useradd -g ${APP_GROUP} ${APP_USER}
 WORKDIR /app
 COPY --chown=${APP_USER}:${APP_GROUP} ${PROJECT_DIR}/ ./
 COPY --from=base /app .
-
-WORKDIR /app/${PROJECT_DIR}
 USER ${APP_USER}
 
-ENTRYPOINT ["/app/${PROJECT_DIR}/scripts/entrypoint.sh"]
+ENTRYPOINT ["/app/scripts/entrypoint.sh"]
 
 ##################################################
 ## DEVELOPMENT ##
 ##################################################
 
 FROM base as development
 
-ENV PATH="/app/${PROJECT_DIR}/.venv/bin:$PATH"
+ENV PATH="/app/.venv/bin:$PATH"
 ENV APP_USER app
 ENV APP_GROUP app
 RUN groupadd  ${APP_GROUP}
@@ -77,10 +74,8 @@ RUN set -ex \
 
 WORKDIR /app
 COPY --chown=${APP_USER}:${APP_GROUP} . ./
-
-WORKDIR /app/${PROJECT_DIR}
 RUN poetry install
 RUN chown ${APP_USER}:${APP_GROUP} .
 USER ${APP_USER}
 
-ENTRYPOINT ["/app/${PROJECT_DIR}/scripts/entrypoint.sh"]
+ENTRYPOINT ["/app/scripts/entrypoint.sh"]

docker/docker-compose.yaml

@@ -44,4 +44,4 @@ services:
     extends:
       file: docker-compose.base.yaml
       service: base
-    entrypoint: ["/app/fx-backtest/scripts/test.sh"]
+    entrypoint: ["/app/scripts/test.sh"]

makefiles/development.mk

@@ -7,21 +7,21 @@ venv:
 buid: ##@development Build the docker images
 build: prod_image ?= ${PROJECT}:${BRANCH_NAME}-${BUILD_NUMBER}
 build: dev_image ?= ${PROJECT}_development:${BRANCH_NAME}-${BUILD_NUMBER}
-build: args ?= -f docker/Dockerfile --build-arg PROJECT_DIR=${PROJECT} --network=host --build-arg BUILDKIT_INLINE_CACHE=1
+build: args ?= -f docker/Dockerfile --build-arg PROJECT_DIR=. --network=host --build-arg BUILDKIT_INLINE_CACHE=1
 build:
-	DOCKER_BUILDKIT=1 docker build --progress=plain --target production -t ${prod_image} ${args} ..
-	DOCKER_BUILDKIT=1 docker build --progress=plain --target development -t ${dev_image} --cache-from ${prod_image} ${args} ..
+	DOCKER_BUILDKIT=1 docker build --progress=plain --target production -t ${prod_image} ${args} .
+	DOCKER_BUILDKIT=1 docker build --progress=plain --target development -t ${dev_image} --cache-from ${prod_image} ${args} .
 
 .PHONY: infrastructure
 infrastructure: ##@development Set up infrastructure for tests
 infrastructure:
 	echo "Skipping..."
 
-.PHONY: client
+.PHONY: clean
 clean: ##@development Clean up any dependencies
 clean:
-	echo "Skipping..."
+	find . | grep -E "(/__pycache__$$|\.pyc$$|\.pyo$$)" > $@  || true | xargs rm -rf
 
-.PHONY: config
+.PHONY: ci
 ci: ##@development Run CI pipeline
 ci: clean build infrastructure lint test clean