Fix data provider initialization for permutation tests

Author: MDUYN

investing_algorithm_framework/app/app.py

@@ -1357,19 +1357,20 @@ def run_permutation_test(
             self._data_providers = []
 
             for combi in permutated_datasets:
-                dp_identifier = combi[0].data_provider_identifier
+                data_source = combi[0]
+                data_provider = PandasOHLCVDataProvider(
+                    dataframe=combi[1],
+                    symbol=data_source.symbol,
+                    market=data_source.market,
+                    window_size=data_source.window_size,
+                    time_frame=data_source.time_frame,
+                    data_provider_identifier=data_source.data_provider_identifier,
+                    pandas=data_source.pandas,
+                )
                 # Add pandas ohlcv data provider to the data provider service
-                self.add_data_provider(
-                    PandasOHLCVDataProvider(
-                        dataframe=combi[1],
-                        symbol=combi[0].symbol,
-                        market=combi[0].market,
-                        window_size=combi[0].window_size,
-                        time_frame=combi[0].time_frame,
-                        data_provider_identifier=dp_identifier,
-                        pandas=combi[0].pandas,
-                    ),
-                    priority=1
+                data_provider_service.register_data_provider(
+                    data_source=data_source,
+                    data_provider=data_provider
                 )
 
             # Run the backtest with the permuted strategy
@@ -1379,7 +1380,7 @@ def run_permutation_test(
                 strategy=strategy,
                 snapshot_interval=SnapshotInterval.DAILY,
                 risk_free_rate=risk_free_rate,
-                show_data_initialization_progress=False
+                skip_data_sources_initialization=True
             )
 
             # Add the results of the permuted backtest to the main backtest

investing_algorithm_framework/app/reporting/charts/__init__.py

@@ -4,6 +4,7 @@
 from .yearly_returns_barchart import get_yearly_returns_bar_chart
 from .ohlcv_data_completeness import get_ohlcv_data_completeness_chart
 from .entry_exist_signals import get_entry_and_exit_signals
+from .line_chart import create_line_scatter
 
 __all__ = [
     "get_equity_curve_with_drawdown_chart",
@@ -12,4 +13,5 @@
     "get_yearly_returns_bar_chart",
     "get_ohlcv_data_completeness_chart",
     "get_entry_and_exit_signals",
+    "create_line_scatter",
 ]

investing_algorithm_framework/services/data_providers/data_provider_service.py

@@ -592,6 +592,28 @@ def _throw_no_data_provider_exception(self, params):
             f"No data provider found for the given parameters: {params}"
         )
 
+    def register_data_provider(
+        self, data_source: DataSource, data_provider: DataProvider
+    ) -> DataProvider:
+        """
+        Function to directly register a data provider for a given data source.
+
+        This method will not check if the data provider supports the
+        data source. It will directly register the data provider in the index.
+
+        Args:
+            data_source (DataSource): The data source to register the
+                data provider for.
+            data_provider (DataProvider): The data provider to register.
+
+        Returns:
+            DataProvider: The registered data provider.
+        """
+        data_provider = data_provider.copy(data_source)
+        self.data_provider_index.data_providers_lookup[data_source] = \
+            data_provider
+        return data_provider
+
     def add_data_provider(
         self, data_provider: DataProvider, priority: int = 3
     ):