f5project 0.0.3

F5 project

F5 Project

Finlab Fugle for financial freedom.

This library is designed to make it easier to use Finlab/Fugle. It also combines them with Google Cloud Function and Github Actions, making the iteration of your trading strategy faster. It fits my workflow, and I hope it fits yours too. Otherwise, you can always fork it and make it your own.

Install

Install it with pip:

pip install f5project

Usages

This project is designed to be used Finlab/Fugle with GCF and Github Actions together.

You want to focus on your trading strategy, letting f5project handle config and all the boring stuff for you, including:

• Read config from json file or environment variables.
• Extract Fugle config and certificate from json file or environment variables, dynamically generate them as needed in proper locations.
• Sync Github secrets with local config.
• Login Finlab/Fugle with config.
• Simulate GCF request locally.
• Provide a decorator to make your function a GCF endpoint.

main.py

"""Main entrypoint of the project.

- This file is the entrypoint of Google Cloud Function.
- It also provides a CLI to run the function locally.
"""
from pathlib import Path
from typing import cast

from finlab.online.order_executor import OrderExecutor, Position

import my_strategies
from f5project import F5Project, F5ProjectConfig

BASE_DIR = Path(__file__).resolve().parent


# Let `F5Project` handle all the boring stuff.
project = F5Project(config=F5ProjectConfig.from_json_or_env(BASE_DIR / ".secrets" / "index.json"))


# Decorate our `create_orders` function to make it a Google Cloud Function.
@project.gcf_endpoint
def create_orders(view_only: bool = True, fund: int = 30000, odd_lot: bool = True) -> list[dict]:
    # Login project first
    project.login()
    # Get backtest report with some strategy
    report = my_strategies.tibetan_mastiff()
    # Use it to create stock position we should own
    position = Position.from_report(report, fund, odd_lot=odd_lot)
    # Get records with `view_only=True` to return it later
    order_executor = OrderExecutor(position, project.get_fugle_account())
    records = cast(list[dict], order_executor.create_orders(view_only=True))
    # If `view_only=False`, actually create the orders.
    if not view_only:
        order_executor.create_orders(view_only=False)
    return records


if __name__ == "__main__":
    # This makes it possible to develop locally. See the `run` method for more details.
    project.run_locally(with_server=True, params={"view_only": True, "fund": 10000, "odd_lot": True})

scripts/sync_github_secrets.py

#!.venv/bin/python
"""Sync secrets from local to GitHub.

Install it as a Git pre-push hook by:
`chmod 755 scripts/sync_github_secrets.py ln -s ../../scripts/sync_github_secrets.py .git/hooks/pre-push`

Notes:
1. When you `git push`, it will sync secrets from local to GitHub.
2. It uses `.venv/bin/python` as interpreter, so make sure you have created a virtual environment.
3. Uninstall it by `rm .git/hooks/pre-push`.
"""
import sys
from pathlib import Path

BASE_DIR = Path(__file__).resolve().parent.parent


if __name__ == "__main__":
    sys.path.insert(0, str(BASE_DIR))
    from main import project

    project.sync_github_secrets()

You'll also want a CI/CD pipeline to deploy your function to GCF. Here's an example of Github Actions:

.github/workflows/main.yml

on:
  push:
    branches:
      - main

jobs:
  deploy-to-gcf:
    name: "Deploy to Google Cloud Function"
    runs-on: "ubuntu-latest"
    permissions:
      contents: "read"
      id-token: "write"

    steps:
      - id: "checkout"
        uses: "actions/checkout@v3"

      - id: "auth"
        uses: "google-github-actions/auth@v1"
        with:
          credentials_json: "${{ secrets.GCF_SERVICE_ACCOUNT }}"

      - id: "deploy"
        uses: "google-github-actions/deploy-cloud-functions@v1"
        with:
          name: "${{ secrets.GCF_FUNCTION_TARGET }}"
          entry_point: "${{ secrets.GCF_FUNCTION_TARGET }}"
          ingress_settings: "ALLOW_ALL"
          runtime: "python310"
          memory_mb: "2048"
          timeout: 300
          env_vars: >
            FINLAB_API_TOKEN=${{ secrets.FINLAB_API_TOKEN }},
            FUGLE_ACCOUNT=${{ secrets.FUGLE_ACCOUNT }},
            FUGLE_PASSWORD=${{ secrets.FUGLE_PASSWORD }},
            FUGLE_CERT=${{ secrets.FUGLE_CERT }},
            FUGLE_CERT_PASSWORD=${{ secrets.FUGLE_CERT_PASSWORD }},
            FUGLE_API_ENTRY=${{ secrets.FUGLE_API_ENTRY }},
            FUGLE_API_KEY=${{ secrets.FUGLE_API_KEY }},
            FUGLE_API_SECRET=${{ secrets.FUGLE_API_SECRET }},
            FUGLE_MARKET_API_KEY=${{ secrets.FUGLE_MARKET_API_KEY }},