コード例 #1
0
def main():

    rest = REST(API_KEY,
                SECRET_KEY,
                base_url='https://paper-api.alpaca.markets')
    all_assets = rest.list_assets()
    working_symbols = [
        x.symbol for x in all_assets if x.tradable and x.status == 'active'
    ]

    positions = {}
    trading = False
    today = datetime.datetime.today()
    start = datetime.datetime(today.year, today.month, today.day, 6, 30, 30)
    end = datetime.datetime(today.year, today.month, today.day, 7, 0, 0)

    total_cash = float(rest.get_account().equity)
    cash_per_trade = (total_cash - 25000) / NUM_TRADES
    current_trades = 0

    while True:
        now = datetime.datetime.today()
        if now > start:
            trading = True
        if now > end:
            break
        if trading and current_trades < NUM_TRADES:
            snapshots = rest.get_snapshots(working_symbols)
            for stock, data in snapshots.items():
                try:
                    prev_close = float(data.prev_daily_bar.c)
                    today_open = float(data.daily_bar.o)
                    current = float(data.daily_bar.c)
                except:
                    continue
                if (today_open - prev_close) / prev_close > 0.15:
                    working_symbols.remove(stock)
                    continue
                if current < today_open * 0.9 and current < 40 and current_trades < NUM_TRADES:
                    qty = cash_per_trade // (today_open * 0.9)
                    order = rest.submit_order(
                        symbol=stock,
                        side="buy",
                        qty=qty,
                        type="limit",
                        time_in_force="gtc",
                        limit_price=today_open * 0.9,
                        order_class="bracket",
                        stop_loss={"stop_price": today_open * 0.6},
                        take_profit={"limit_price": today_open * 0.95})
                    print(order)
                    if order.status in [
                            "new", "accepted", "filled", "partially_filled"
                    ]:
                        positions[stock] = order.id
                        working_symbols.remove(stock)
                        current_trades += 1
        time.sleep(20)

    actual_positions = [x.symbol for x in rest.list_positions()]
    for stock, order_id in positions.items():
        if stock not in actual_positions:
            rest.cancel_order(order_id)
コード例 #2
0
import os
from alpaca_trade_api.rest import REST, TimeFrame
import pandas as pd
from alpaca_trade_api.stream2 import StreamConn
import threading
import json
import time
from datetime import datetime
#load_dotenv()

API_KEY = "your api key here"
API_SECRET = "your api secret here"
BASE_URL = "https://paper-api.alpaca.markets"

api = REST(API_KEY, API_SECRET, BASE_URL, api_version='v2')
account = api.get_account()


def writeJSON(data, file):
    with open(file, "w") as f:
        json.dump(data, f, indent=4)


def runTest():
    blocked = False
    if account.trading_blocked:
        blocked = True

    if blocked == False:
        print("running")