investfly-sdk 3.1.0

Public contracts, models, samples, and API clients for Investfly Python strategies and indicators

Investfly Python SDK

investfly-sdk is the public Python contract for building custom trading strategies and custom indicators on Investfly. It contains typed models, abstract service contracts, API clients, and runnable authoring examples. Live and backtest execution algorithms remain in the Investfly runtime.

Install

python3 -m venv venv
source venv/bin/activate
pip install investfly-sdk

Python 3.11 or later is required.

Custom strategies

Subclass TradingStrategy, choose a universe, and implement a market-data callback and/or one or more @scheduled callbacks. The runtime injects:

• self.dataService for market data and indicators
• self.context for the current portfolio, universe, time, and option groups
• self.services for runtime-owned selection, ranking, guard evaluation, allocation, instrument selection, order planning, rebalancing, and scaling

Use getStrategyPolicy() for continuous behavior the runtime should enforce around your callbacks, including protective exits, position scaling, option-group exits and lifecycle, futures lifecycle, and portfolio limits.

from typing import List, Optional
from investfly.models import *


class MyStrategy(TradingStrategy):
    def getSecurityUniverseSelector(self) -> SecurityUniverseSelector:
        return SecurityUniverseSelector.fromSymbols(SecurityType.STOCK, ["AAPL", "MSFT"])

    def getStrategyPolicy(self) -> CustomStrategyPolicy:
        return CustomStrategyPolicy(
            assetType=SecurityType.STOCK,
            positionManagement=PositionManagementRules(
                positionExits=ExitRules(
                    protectiveExits=buildProtectiveExitPlan(
                        targetProfitPct=10.0,
                        stopLossPct=5.0,
                        trailingStopPct=2.0,
                    )
                )
            ),
            portfolioLimits=PortfolioLimits(maxOpenPositions=5),
        )

    @data_trigger(type=DataType.BARS, barInterval=BarInterval.FIFTEEN_MINUTE)
    def onMarketData(self, updatedSecurities: List[Security]) -> Optional[List[TradeOrder]]:
        execution = OpenExecutionSettings(
            positionSize=PositionSizeSpec(PositionSizeMode.PERCENT_OF_PORTFOLIO, 15.0),
            orderSpec=OrderSpec(),
            instrumentSelection=DirectInstrumentSelection(),
        )
        return self.services.planAllocationOrders(AllocationPlan(updatedSecurities, execution)) or None

The authoritative investfly.samples.strategies catalog contains 37 runnable examples: 8 stock, 5 forex, 5 crypto, 5 futures, and 14 option strategies. The option examples cover all 24 OptionStrategyTemplate structures, including the Wheel lifecycle, calendars, diagonals, condors, butterflies, volatility structures, protective hedges, and custom multi-leg combinations. Catalog metadata describes each strategy's intervals, capabilities, why Python is required, and real-data audit profile.

Custom indicators

Subclass Indicator, implement getIndicatorSpec(), computeSeries(), and calculateRequiredBars(). Indicator authors receive an injected IndicatorDataService; the SDK also ships NumPy/pandas helpers, TA-Lib type stubs, and indicator samples.

CLI and REST clients

Installing the package also installs investfly-cli. Run investfly-cli, then use login, copysamples, strategy.*, and indicator.* commands.

For direct API access:

from investfly.api.InvestflyApiClient import InvestflyApiClient

api = InvestflyApiClient()
session = api.login("username", "password")
strategies = api.strategyApi.listStrategies()
api.logout()

TLS certificate verification is enabled by default. API calls use a finite timeout and raise InvestflyApiError for non-2xx responses.

Version 3.1

Version 3.1 expands the typed service boundary and publishes the comprehensive sample catalog. Version 3.0 was an intentional breaking boundary cleanup. Runtime algorithms and runtime-state encoding are no longer published as SDK utilities. Custom strategies call self.services and describe continuous behavior with getStrategyPolicy() instead. See CHANGELOG.md for the removed 2.x surface and replacements.

API documentation is published at investfly.com/apidocs/investfly.html. For help, contact [e-mail].