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‎.gitignore

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# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]
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*$py.class
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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build/
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develop-eggs/
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dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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wheels/
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pip-wheel-metadata/
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share/python-wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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MANIFEST
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# PyInstaller
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# Usually these files are written by a python script from a template
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# before PyInstaller builds the exe, so as to inject date/other infos into it.
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*.manifest
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*.spec
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# Installer logs
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pip-log.txt
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pip-delete-this-directory.txt
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# Unit test / coverage reports
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htmlcov/
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.tox/
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.nox/
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.coverage
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.coverage.*
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.cache
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nosetests.xml
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coverage.xml
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*.cover
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*.py,cover
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.hypothesis/
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.pytest_cache/
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# Translations
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*.mo
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*.pot
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# Django stuff:
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*.log
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local_settings.py
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db.sqlite3
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db.sqlite3-journal
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# Flask stuff:
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instance/
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.webassets-cache
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# Scrapy stuff:
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.scrapy
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# Sphinx documentation
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docs/_build/
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# PyBuilder
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target/
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# Jupyter Notebook
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.ipynb_checkpoints
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# IPython
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profile_default/
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ipython_config.py
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# pyenv
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.python-version
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# pipenv
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# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
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# However, in case of collaboration, if having platform-specific dependencies or dependencies
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# having no cross-platform support, pipenv may install dependencies that don't work, or not
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# install all needed dependencies.
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#Pipfile.lock
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# PEP 582; used by e.g. github.com/David-OConnor/pyflow
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__pypackages__/
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# Celery stuff
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celerybeat-schedule
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celerybeat.pid
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# SageMath parsed files
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*.sage.py
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# Environments
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.env
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.venv
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env/
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venv/
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ENV/
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env.bak/
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venv.bak/
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# Spyder project settings
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.spyderproject
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.spyproject
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# Rope project settings
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.ropeproject
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# mkdocs documentation
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/site
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# mypy
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.mypy_cache/
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.dmypy.json
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dmypy.json
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# Pyre type checker
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.pyre/

‎Alpaca_examples.py

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import alpaca_trade_api as tradeapi
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import threading
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api_key = 'Insert_your_api_key_here'
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api_secret = 'Insert_your_api_secret_here'
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base_url = 'https://paper-api.alpaca.markets'
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#instantiate REST API
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api = tradeapi.REST(api_key, api_secret, base_url, api_version='v2')
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#obtain account information
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account = api.get_account()
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print(account)
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#init websocket - How do I use WebSockets to stream data with the Alpaca API?
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conn = tradeapi.stream2.StreamConn(api_key, api_secret, base_url)
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@conn.on(r'^account_updates$')
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async def on_account_updates(conn, channel, account):
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print('account', account)
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@conn.on(r'^trade_updates$')
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async def on_trade_updates(conn, channel, trade):
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print('trade', trade)
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def ws_start():
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conn.run(['account_updates', 'trade_updates'])
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#start WebSocket in a thread
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ws_thread = threading.Thread(target=ws_start, daemon=True)
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ws_thread.start()
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'''Data Examples - How do I get historical data from the Alpaca API?
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aapl = api.polygon.historic_agg_v2('AAPL', 1, 'day', _from='2019-01-01', to='2019-02-01').df
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aapl = api.alpha_vantage.historic_quotes('AAPL', adjusted=True, output_format='pandas')
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tsla = api.alpha_vantage.historic_quotes('TSLA', adjusted=True, output_format='json', cadence='weekly')
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tsla = api.alpha_vantage.intraday_quotes ('TSLA', interval='5min', output_format='csv')
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'''
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''' How can I use indicators with the Alpaca API?
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#sma = api.alpha_vantage.techindicators(symbol='AAPL', interval='weekly', time_period='10', series_type='close')
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#rsi = api.alpha_vantage.techindicators(techindicator='RSI', symbol='AAPL', interval='weekly', time_period='14', series_type='close')
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print(sma)
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print(rsi)
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'''
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''' How can I fire order in the Alpaca API?
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api.submit_order(symbol='TSLA',
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qty=1,
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side='buy',
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time_in_force='gtc',
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type='limit',
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limit_price=400.00,
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client_order_id='001'
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)
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'''
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''' How do I set a stop loss or take profit?
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api.submit_order(symbol='TSLA',
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qty=1,
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side='buy',
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time_in_force='gtc',
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type='limit',
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limit_price=400.00,
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client_order_id=001,
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order_class='bracket',
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stop_loss=dict(stop_price='360.00'),
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take_profit=dict(limit_price='440.00')
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)
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'''
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''' Which stocks can you trade with Alpaca?
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active_assets = api.list_assets(status='active')
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for a in active_assets:
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print(a)
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print()
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print(type(a))
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aapl_asset = api.get_asset('AAPL')
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print(aapl_asset)
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'''
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#How do I find out what time the market closes?
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print(api.get_clock())
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''' Get additional documentation for the REST API
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help(tradeapi.REST)
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'''

‎Alpaca_trading_example.py

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import alpaca_trade_api as tradeapi
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import threading
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from time import *
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import json
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import logging
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#init
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logging.basicConfig(filename='errlog.log',level=logging.WARNING, format='%(asctime)s:%(levelname)s:%(message)s')
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api_key = 'insert_api_key'
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api_secret = 'insert_api_secret'
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base_url = 'https://paper-api.alpaca.markets'
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api = tradeapi.REST(api_key, api_secret, base_url, api_version='v2')
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trade_msg = []
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order_msg = []
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past_trades = []
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searching_for_trade = False
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order_sent = False
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order_submitted = False
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active_trade = False
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done_for_the_day = False
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#check if market is open
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api.cancel_all_orders()
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clock = api.get_clock()
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if clock.is_open:
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pass
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else:
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time_to_open = clock.next_open - clock.timestamp
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sleep(time_to_open.total_seconds())
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if len(api.list_positions()) == 0:
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searching_for_trade = True
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else:
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active_trade = True
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#init WebSocket
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conn = tradeapi.stream2.StreamConn(api_key, api_secret, base_url)
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@conn.on(r'^account_updates$')
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async def on_account_updates(conn, channel, account):
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order_msg.append(account)
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@conn.on(r'^trade_updates$')
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async def on_trade_updates(conn, channel, trade):
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trade_msg.append(trade)
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if 'fill' in trade.event:
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past_trades.append([trade.order['updated_at'], trade.order['symbol'], trade.order['side'],
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trade.order['filled_qty'], trade.order['filled_avg_price']])
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with open('past_trades.csv', 'w') as f:
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json.dump(past_trades, f, indent=4)
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print(past_trades[-1])
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def ws_start():
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conn.run(['account_updates', 'trade_updates'])
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#start WebSocket in a thread
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ws_thread = threading.Thread(target=ws_start, daemon=True)
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ws_thread.start()
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sleep(10)
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#functions
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def time_to_market_close():
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clock = api.get_clock()
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closing = clock.next_close - clock.timestamp
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return round(closing.seconds/60)
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def send_order(direction):
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if time_to_market_close() > 20:
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if direction == 'buy':
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sl = high-range_size
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tp = high+range_size
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elif direction == 'sell':
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sl = low+range_size
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tp = low-range_size
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api.submit_order(symbol='AAPL', qty=100, side=direction, type='market', time_in_force='day', order_class='bracket', stop_loss=dict(stop_price=str(sl)), take_profit=dict(limit_price=str(tp)))
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return True, False
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else:
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return False, True
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#main loop
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while True:
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try:
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candlesticks = api.get_barset('AAPL', 'minute', limit=10)
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high = candlesticks['AAPL'][0].h
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low = candlesticks['AAPL'][0].l
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range_size = high - low
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if range_size / candlesticks['AAPL'][0].c < 0.003:
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range_size = candlesticks['AAPL'][0].c * 0.003
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for candle in candlesticks['AAPL']:
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if candle.h > high:
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high = candle.h
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elif candle.l < low:
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low = candle.l
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range_size = high - low
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while searching_for_trade:
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clock = api.get_clock()
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sleep(60-clock.timestamp.second)
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candlesticks = api.get_barset('AAPL', 'minute', limit=1)
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if candlesticks['AAPL'][0].c > high:
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searching_for_trade = False
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order_sent, done_for_the_day = send_order('buy')
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elif candlesticks['AAPL'][0].c < low:
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searching_for_trade = False
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order_sent, done_for_the_day = send_order('sell')
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while order_sent:
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sleep(1)
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for item in trade_msg:
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if item.event == 'new':
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order_submitted = True
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order_sent = False
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while order_submitted:
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sleep(1)
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for item in trade_msg:
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if item.order['filled_qty'] == '100':
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order_submitted = False
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active_trade = True
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trade_msg = []
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while active_trade:
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for i in range(time_to_market_close()-5):
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sleep(60)
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if len(api.list_positions()) == 0:
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active_trade = False
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searching_for_trade = True
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break
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if active_trade:
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done_for_the_day = True
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active_trade = False
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while done_for_the_day:
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api.close_all_positions()
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clock = api.get_clock()
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next_market_open = clock.next_open - clock.timestamp
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sleep(next_market_open.total_seconds())
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searching_for_trade = True
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except Exception as e:
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logging.exception(e)

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