def algo3():
print("algo 3:\nrandomly buy/sell every x minutes")
if (a.marketIsOpen()):
num2Buy = 20 # of unique stocks to buy
numShares = 10 # of shares of each stock to buy
symbols = a.getVolatilePennies(5, 'up')
pos = a.getPos()
# symbols = a.getPennies(1,'up')
min2wait = 5
if (int(a.marketTime()[4]) % min2wait == 0):
if (random.randint(0, 1)):
#buy from symbols list
a.createOrder("buy", random.randint(1, numShares),
symbols[random.randint(0,
len(symbols) - 1)],
"market", "day")
else:
#sell from positions list
rndStk = pos[random.randint(
0,
len(pos) - 1)] #get a random stock that's held
a.createOrder("sell", random.randint(1, int(rndStk["qty"])),
rndStk["symbol"], "market", "day")
def triggeredUp(symbObj, curPrice, buyPrice, closePrice, maxPrice, sellUpDn,
latestTrades):
global gainers
print("Starting thread for " + symbObj['symbol'])
while ((curPrice / buyPrice >= maxPrice / buyPrice * sellUpDn
or curPrice / closePrice >= maxPrice / closePrice * sellUpDn)
and a.timeTillClose() >= 30):
curPrice = a.getPrice(symbObj['symbol'])
maxPrice = max(maxPrice, curPrice)
print(symbObj['symbol'] + " - " + str(round(curPrice / buyPrice, 2)) +
":" + str(round(maxPrice / buyPrice * sellUpDn, 2)) + " - " +
str(round(curPrice / closePrice, 2)) + ":" +
str(round(maxPrice / closePrice, 2)))
a.o.time.sleep(3)
print(a.createOrder("sell", symbObj['qty'], symbObj['symbol']))
latestTrades[symbObj['symbol']] = {
"tradeDate": str(a.o.dt.date.today()),
"tradeType": "sell",
"buyPrice": 0, #reset the avgBuyPrice to 0 after a sell
"shouldSell": False
}
with open(a.o.c['latestTradesFile'], "w") as f:
f.write(a.o.json.dumps(latestTrades, indent=2))
#remove from gainers in case it sells after updateStockList has run
if (symbObj['symbol'] in gainers):
gainers.remove(symbOjb['symbol'])
def algo1():
print(
"algo 1:\nbuy at market open\nif return >= X%, sell\nif return <= Y%, sell, rebuy a different stock\nsell at market close\nrepeat"
)
if (a.marketIsOpen()):
cashOnHand = float(a.getAcct()["cash"]) #avaiable cash to buy with
maxPrice = 5 #should be 1,2, or 5 usually
symbols = a.getVolatilePennies(maxPrice, 'up')
uniqueAvailable = len(symbols)
num2Buy = int(
uniqueAvailable * 3 / 4
) # of unique stocks to buy - don't do all of them, this should avoid too many repeats
numShares = int(cashOnHand / maxPrice /
num2Buy) # of shares of each stock to buy
# symbols = a.getPennies(1,'up')
min2hold = min(
num2Buy,
5) #minnumber to go down to before selling all and restarting
waitTime = 5 #time to wait (s) between checking again
perc2sellup = 12 # sell at this % gain
perc2selldn = 20 # sell at this % loss
#TODO: add second perc to sell at based on some other factors (i.e. it hasn't changed much or something)
while (timeTillClose() >= 300): #go until ~5 min before market closes
pos = a.getPos()
if (len(pos) >= min2hold):
for e in pos:
diff = float(e["current_price"]) - float(
e["avg_entry_price"])
# print(e)
perc = diff / float(e["avg_entry_price"]) * 100
if (diff > 0 or perc <= -3 / 4 * perc2selldn
): #show the info when it gets close to failing
print(e["symbol"] + " - " + str(perc) + "%")
if ((perc >= perc2sellup or perc <= -perc2selldn
)): #if it meets the criteria to sell
print(
a.createOrder("sell", e["qty"], e["symbol"],
"market", "day"))
if (perc <= -perc2selldn
): #if it failed, rebuy a random stock
a.buyRandom(1, symbols, numShares)
else:
a.sellAll(0)
a.buyRandom(num2Buy, symbols, numShares)
print("\n" + str(len(pos)) + " stocks remaining...\n")
time.sleep(waitTime)
a.sellAll(0)
print("Market is Closed.")
def check2buy(latestTrades, minBuyPow, buyPowMargin, minDolPerStock):
usableBuyPow = float(
a.getAcct()['buying_power']) #init as the current buying power
if (
buyPowMargin < 1
): #buyPowMargin MUST BE GREATER THAN 1 in order for it to work correctly
raise (
"Error: withdrawlable funds margin is less than 1. Multiplier must be >=1"
)
if (
usableBuyPow >= minBuyPow * buyPowMargin
): #if we have more buying power than the min plus some leeway, then reduce it to hold onto that buy pow
print(f"Can safely withdrawl ${round(minBuyPow,2)}")
usableBuyPow = usableBuyPow - minBuyPow * buyPowMargin #subtract the minBuyPow plus the margin
elif (usableBuyPow > minBuyPow
and usableBuyPow < minBuyPow * buyPowMargin):
usableBuyPow = 0 #stop trading if we've started to eat into the margin, that way we don't overshoot
if (len(gainers) > 0):
dolPerStock = max(
minDolPerStock, usableBuyPow / len(gainers)
) #if buyPow>(minDolPerStock*len(gainers)) then divvy up buyPow over gainers
else:
dolPerStock = minDolPerStock
i = 0 #index of gainers
stocksBought = 0 #number of stocks bought
stocks2buy = int(usableBuyPow / dolPerStock) #number of stocks to buy
while (stocksBought < stocks2buy and i < len(gainers)):
symb = gainers[i] #candidate stock to buy
#TODO: in this conditional, also check that the gain isn't greater than ~75% of sellUp (e.g. must be <1.15 if sellUp=1.2)
if (symb not in [
t.getName() for t in threading.enumerate()
]): #make sure the stock isn't trying to be sold already
try: #check when it was traded last
lastTradeDate = a.o.dt.datetime.strptime(
latestTrades[symb]['tradeDate'], '%Y-%m-%d').date()
lastTradeType = latestTrades[symb]['tradeType']
try:
avgBuyPrice = latestTrades[symb]['buyPrice']
except Exception:
avgBuyPrice = 0
except Exception:
lastTradeDate = a.o.dt.datetime.today().date(
) - a.o.dt.timedelta(1)
lastTradeType = "NA"
avgBuyPrice = 0
#for some reason this check was being bypassed. This should be resolved in the updateStockList function where it removes any prospective stock to be bought from the list if it was sold today
if (lastTradeType != "sell"
or lastTradeDate < a.o.dt.datetime.today().date()
): #make sure we didn't sell it today already
if (a.isAlpacaTradable(symb)
): #make sure it's tradable on the market
curPrice = a.getPrice(symb)
if (curPrice > 0):
shares2buy = int(dolPerStock / curPrice)
orderText = a.createOrder("buy", shares2buy, symb,
"market", "day")
#make sure it actually executed the order, then increment
if (orderText.endswith('accepted')):
print(orderText)
#record the transaction
latestTrades[
symb] = { #set the avgBuyPrice to the average of the currentPrice and the previous avg (unless the prev avg<=0)
"tradeDate":
str(a.o.dt.date.today()),
"tradeType":
"buy",
"buyPrice": (curPrice + avgBuyPrice) /
(1 + avgBuyPrice > 0),
"shouldSell":
False
}
with open(a.o.c['latestTradesFile'], "w") as f:
f.write(a.o.json.dumps(latestTrades, indent=2))
stocksBought += 1
i += 1 #try the next stock
else:
i += 1 #try the next stock
else:
i += 1 #try the next stock
else:
i += 1 #try the next stock
else:
i += 1 #try the next stock
print("Done buying")
def check2sell(symList, latestTrades, mainSellDn, mainSellUp, sellUpDn):
print(
"symb\tinit jump\tpred jump (+/- 3wks)\tchg from buy\tchg from close\tsell points"
)
print(
"----\t---------\t--------------------\t------------\t--------------\t-----------"
)
for e in symList:
#if(a.isAlpacaTradable(e['symbol'])): #just skip it if it can't be traded - skipping this for slower connections & to save a query
try:
lastTradeDate = a.o.dt.datetime.strptime(
latestTrades[e['symbol']]['tradeDate'], '%Y-%m-%d').date()
lastTradeType = latestTrades[e['symbol']]['tradeType']
avgBuyPrice = float(
e['avg_entry_price']
) #if it doesn't exist, default to the avg buy price over all time - it's important to keep a separate record to reset after a sell rather than over all time
except Exception:
lastTradeDate = a.o.dt.date.today() - a.o.dt.timedelta(1)
lastTradeType = "NA"
avgBuyPrice = float(e['avg_entry_price'])
try:
shouldSell = latestTrades[e['symbol']]['shouldSell']
except Exception: #in the event it doesn't exist, don't worry about it
shouldSell = False
#if marked to sell, sell regardless of price immediately
if (shouldSell):
print(e['symbol'] + " marked for immediate sale.")
print(a.createOrder("sell", e['qty'], e['symbol']))
latestTrades[e['symbol']] = {
"tradeDate": str(a.o.dt.date.today()),
"tradeType": "sell",
"buyPrice": 0,
"shouldSell": False
}
with open(a.o.c['latestTradesFile'], "w") as f:
f.write(a.o.json.dumps(latestTrades, indent=2))
elif (
lastTradeDate < a.o.dt.date.today() or lastTradeType == "sell"
or float(a.getPrice(e['symbol'])) / avgBuyPrice >= 1.75
): #prevent selling on the same day as a buy (only sell if only other trade today was a sell or price increased substantially)
buyPrice = avgBuyPrice
closePrice = float(e['lastday_price'])
#curPrice = float(e['current_price'])
curPrice = a.getPrice(e['symbol'])
maxPrice = 0
buyInfo = a.o.goodBuy(e['symbol'], 260)
try:
lastJump = a.o.dt.datetime.strptime(buyInfo, "%m/%d/%Y").date()
#adjust selling targets based on date to add a time limit
#sellUp change of 0 if <=5 weeks after initial jump, -.05 for every week after 6 weeks for a min of 1
sellUp = round(
max(
1, mainSellUp - .05 * max(
0,
int((a.o.dt.date.today() -
(lastJump + a.o.dt.timedelta(6 * 7))).days /
7))), 2)
#sellDn change of 0 if <=5 weeks after initial jump, +.05 for every week after 6 weeks for a max of 1
sellDn = round(
min(
1, mainSellDn + .05 * max(
0,
int((a.o.dt.date.today() -
(lastJump + a.o.dt.timedelta(6 * 7))).days /
7))), 2)
totalChange = round(curPrice / buyPrice, 2)
dayChange = round(curPrice / closePrice, 2)
print(
f"{e['symbol']}\t{lastJump}\t{lastJump+a.o.dt.timedelta(5*7)}\t\t{bcolor.FAIL if totalChange<1 else bcolor.OKGREEN}{totalChange}{bcolor.ENDC}\t\t{bcolor.FAIL if dayChange<1 else bcolor.OKGREEN}{dayChange}{bcolor.ENDC}\t\t{sellUp} & {sellDn}"
)
except Exception:
print(e['symbol'] + " - " + buyInfo)
sellUp = mainSellUp
sellDn = mainSellDn
#cut the losses if we missed the jump or if the price dropped too much
if (buyPrice == 0 or curPrice / buyPrice <= sellDn
or buyInfo == "Missed jump"):
print("Lost it on " + e['symbol'])
print(a.createOrder("sell", e['qty'], e['symbol']))
latestTrades[e['symbol']] = {
"tradeDate": str(a.o.dt.date.today()),
"tradeType": "sell",
"buyPrice": 0,
"shouldSell": False
}
with open(a.o.c['latestTradesFile'], "w") as f:
f.write(a.o.json.dumps(latestTrades, indent=2))
#use e['lastday_price'] to get previous close amount ... or curPrice/float(e['lastday_price'])>=sellUpFromYesterday
elif (curPrice / buyPrice >= sellUp
or curPrice / closePrice >= sellUp):
if (
not e['symbol']
in [t.getName() for t in threading.enumerate()]
): #if the thread is not found in names of the running threads, then start it (this stops multiple instances of the same stock thread)
print("Trigger point reached on " + e['symbol'] +
". Seeing if it will go up...")
triggerThread = threading.Thread(
target=triggeredUp,
args=(e, curPrice, buyPrice, closePrice, maxPrice,
sellUpDn, latestTrades)) #init the thread
triggerThread.setName(
e['symbol']) #set the name to the stock symb
triggerThread.start() #start the thread
def check2buyDJ(latestTrades, pos, minBuyPow, buyPowMargin, minDolPerStock):
pQty = {e['symbol']: e['qty']
for e in pos} #isolate just the held stock and the # of shares
usableBuyPow = float(
a.getAcct()['cash']) #init as the current buying power
if (
buyPowMargin < 1
): #buyPowMargin MUST BE GREATER THAN 1 in order for it to work correctly
raise (
"Error: withdrawlable funds margin is less than 1. Multiplier must be >=1"
)
if (
usableBuyPow >= minBuyPow * buyPowMargin
): #if we have more buying power than the min plus some leeway, then reduce it to hold onto that buy pow
print(f"Can safely withdrawl ${round(minBuyPow,2)}")
usableBuyPow = usableBuyPow - minBuyPow * buyPowMargin #subtract the minBuyPow plus the margin
elif (usableBuyPow > minBuyPow
and usableBuyPow < minBuyPow * buyPowMargin):
usableBuyPow = 0 #stop trading if we've started to eat into the margin, that way we don't overshoot
if (len(gainers) > 0):
#TODO: investigate this delaration?
dolPerStock = max(
minDolPerStock, usableBuyPow / len(gainers)
) #if buyPow>(minDolPerStock*len(gainers)) then divvy up buyPow over gainers
else:
dolPerStock = minDolPerStock
i = 0 #index of gainers
stocksBought = 0 #number of stocks bought
stocks2buy = int(usableBuyPow / dolPerStock) #number of stocks to buy
gainerList = list(
gainers
) #Shuffle the list to avoid scanning from the top down every loop (must be a list rather than dict)
random.shuffle(gainerList)
while (stocksBought < stocks2buy and i < len(gainers)):
symb = gainerList[i] #candidate stock to buy
#TODO: in this conditional, also check that the gain isn't greater than ~75% of sellUp (e.g. must be <1.15 if sellUp=1.2)
if (
symb not in [t.getName() for t in threading.enumerate()]
and gainers[symb]['algo'] == "DJ"
): #make sure the stock isn't trying to be sold already and that the algorithm is doubleJump
try: #check when it was traded last
lastTradeDate = a.o.dt.datetime.strptime(
latestTrades['doubleJump'][symb]['tradeDate'],
'%Y-%m-%d').date()
lastTradeType = latestTrades['doubleJump'][symb]['tradeType']
try:
avgBuyPrice = latestTrades['doubleJump'][symb]['buyPrice']
except Exception:
avgBuyPrice = 0
except Exception:
lastTradeDate = a.o.dt.datetime.today().date(
) - a.o.dt.timedelta(1)
lastTradeType = "NA"
avgBuyPrice = 0
#for some reason this check was being bypassed. This should be resolved in the updateStockList function where it removes any prospective stock to be bought from the list if it was sold today
if (lastTradeType != "sell"
or lastTradeDate < a.o.dt.datetime.today().date()
): #make sure we didn't sell it today already
# if(a.isAlpacaTradable(symb)): #make sure it's tradable on the market (optional check?)
[curPrice, mktCap] = a.getPrice(
symb, True
) #market cap is needed because we don't want to buy too much of the company that the pattern would no longer hold
sharesHeld = 0 if (symb not in pQty) else float(
pQty[symb]
) #get the shares held of a certain stock (if we have it)
if (curPrice > 0):
#calc outstanding shares, reduce to our acceptable holding % of shares, account for currently held shares (don't let it go negative). If within that range, then just look at the divvied cash
shares2buy = min(
max(
int(mktCap / curPrice *
float(a.o.c['Buy Params']['maxVolPerc']) -
sharesHeld), 0), int(dolPerStock / curPrice))
#shares2buy = int(dolPerStock/curPrice) #outdated # of shares to buy (does not account for marketCap)
orderText = a.createOrder("buy", shares2buy, symb,
"market", "day")
#make sure it actually executed the order, then increment
if (orderText.endswith('accepted')):
print(orderText)
#record the transaction
latestTrades['doubleJump'][
symb] = { #set the avgBuyPrice to the average of the currentPrice and the previous avg (unless the prev avg<=0)
"tradeDate":
str(a.o.dt.date.today()),
"tradeType":
"buy",
"buyPrice": (curPrice + avgBuyPrice) /
(1 + avgBuyPrice > 0),
"shouldSell":
False
}
with open(a.o.c['File Locations']['latestTradesFile'],
"w") as f:
f.write(a.o.json.dumps(latestTrades, indent=2))
stocksBought += 1
i += 1 #try the next stock
else:
i += 1 #try the next stock
# else:
# i += 1 #try the next stock
else:
i += 1 #try the next stock
else:
i += 1 #try the next stock
print("Done buying")
def check2sellDJ(symList, latestTrades, mainSellDn, mainSellUp, sellUpDn):
global jumpDates
print(
"symb\tchg from buy\tchg from close\tsell points\tinit jump\tpred jump (+/- 3wks)"
)
print(
"----\t------------\t--------------\t-----------\t---------\t--------------------"
)
for e in symList:
#if(a.isAlpacaTradable(e['symbol'])): #just skip it if it can't be traded - skipping this for slower connections & to save a query
try:
lastTradeDate = a.o.dt.datetime.strptime(
latestTrades['doubleJump'][e['symbol']]['tradeDate'],
'%Y-%m-%d').date()
lastTradeType = latestTrades['doubleJump'][
e['symbol']]['tradeType']
avgBuyPrice = float(
e['avg_entry_price']
) #if it doesn't exist, default to the avg buy price over all time - it's important to keep a separate record to reset after a sell rather than over all time
except Exception:
lastTradeDate = a.o.dt.date.today() - a.o.dt.timedelta(1)
lastTradeType = "NA"
avgBuyPrice = float(e['avg_entry_price'])
try:
shouldSell = latestTrades['doubleJump'][e['symbol']]['shouldSell']
except Exception: #in the event it doesn't exist, don't worry about it
shouldSell = False
#if marked to sell, sell regardless of price immediately
if (shouldSell):
print(e['symbol'] + " marked for immediate sale.")
print(a.createOrder("sell", e['qty'], e['symbol']))
latestTrades['doubleJump'][e['symbol']] = {
"tradeDate": str(a.o.dt.date.today()),
"tradeType": "sell",
"buyPrice": 0,
"shouldSell": False
#TODO: add isTradable:date
#TODO: add sharesHeld:##
}
with open(a.o.c['File Locations']['latestTradesFile'], "w") as f:
f.write(a.o.json.dumps(latestTrades, indent=2))
elif (
lastTradeDate < a.o.dt.date.today() or lastTradeType == "sell"
or float(a.getPrice(e['symbol'])) / avgBuyPrice >= 1.75
): #prevent selling on the same day as a buy (only sell if only other trade today was a sell or price increased substantially)
buyPrice = avgBuyPrice
closePrice = float(e['lastday_price'])
#curPrice = float(e['current_price'])
curPrice = a.getPrice(e['symbol'])
maxPrice = 0
#setup jump dates/info about the held positions (reset in markandupdate() and at the beginning of the program)
if (e['symbol'] not in jumpDates
and e['symbol'] in latestTrades['doubleJump']
): #only update if not already present
jumpDates[e['symbol']] = a.o.goodBuy(e['symbol'], 260)
#TODO: add another check here that if it does have an error, try updating it again (especially if few points available)
#elif(jumpDates[e['symbol']]!= <some date format>): then do the thing also
# jumpDates[e['symbol']] = a.o.goodBuy(e['symbol'],260)
buyInfo = jumpDates[e[
'symbol']] #TODO: phase out buyInfo in lieu of just jumpDates index
totalChange = round(curPrice / buyPrice, 2)
dayChange = round(curPrice / closePrice, 2)
try:
lastJump = a.o.dt.datetime.strptime(buyInfo, "%m/%d/%Y").date()
#adjust selling targets based on date to add a time limit
#after some weeks since the initial jump, the sell values should reach 1 after some more weeks
#piecewise function: if less than time to start squeezing, remain constant, else start squeezing linearily per day
sellUp = mainSellUp if (
a.o.dt.date.today() < lastJump + a.o.dt.timedelta(
float(a.o.c['Sell Params']['startSqueeze']) * 7)
) else mainSellUp - (mainSellUp - 1) * (
a.o.dt.date.today() - (lastJump + a.o.dt.timedelta(
float(a.o.c['Sell Params']['startSqueeze']) * 7))
).days / (float(a.o.c['Sell Params']['squeezeTime']) * 7)
sellDn = mainSellDn if (
a.o.dt.date.today() < lastJump + a.o.dt.timedelta(
float(a.o.c['Sell Params']['startSqueeze']) * 7)
) else mainSellDn - (mainSellDn - 1) * (
a.o.dt.date.today() - (lastJump + a.o.dt.timedelta(
float(a.o.c['Sell Params']['startSqueeze']) * 7))
).days / (float(a.o.c['Sell Params']['squeezeTime']) * 7)
#sellUp change of 0 if <=5 weeks after initial jump, -.05 for every week after 6 weeks for a min of 1
# sellUp = round(max(1,mainSellUp-.05*max(0,int((a.o.dt.date.today()-(lastJump+a.o.dt.timedelta(6*7))).days/7))),2)
#sellDn change of 0 if <=5 weeks after initial jump, +.05 for every week after 6 weeks for a max of 1
# sellDn = round(min(1,mainSellDn+.05*max(0,int((a.o.dt.date.today()-(lastJump+a.o.dt.timedelta(6*7))).days/7))),2)
print(
f"{e['symbol']}\t{bcolor.FAIL if totalChange<1 else bcolor.OKGREEN}{totalChange}{bcolor.ENDC}\t\t{bcolor.FAIL if dayChange<1 else bcolor.OKGREEN}{dayChange}{bcolor.ENDC}\t\t{round(sellUp,2)} & {round(sellDn,2)}\t{lastJump}\t{lastJump+a.o.dt.timedelta(5*7)}\t"
)
except Exception:
sellUp = mainSellUp
sellDn = mainSellDn
print(
f"{e['symbol']}\t{bcolor.FAIL if totalChange<1 else bcolor.OKGREEN}{totalChange}{bcolor.ENDC}\t\t{bcolor.FAIL if dayChange<1 else bcolor.OKGREEN}{dayChange}{bcolor.ENDC}\t\t{round(sellUp,2)} & {round(sellDn,2)}\t{buyInfo}"
)
#cut the losses if we missed the jump or if the price dropped too much
if (
buyPrice == 0 or curPrice / buyPrice <= sellDn
or buyInfo == "Missed jump"
): #TODO: ensure that the stock is part of the DJ algo (should actually also check in the main algo rather then here, though might be good to check both?
print("Lost it on " + e['symbol'])
print(a.createOrder("sell", e['qty'], e['symbol']))
latestTrades['doubleJump'][e['symbol']] = {
"tradeDate": str(a.o.dt.date.today()),
"tradeType": "sell",
"buyPrice": 0,
"shouldSell": False
}
with open(a.o.c['File Locations']['latestTradesFile'],
"w") as f:
f.write(a.o.json.dumps(latestTrades, indent=2))
#use e['lastday_price'] to get previous close amount ... or curPrice/float(e['lastday_price'])>=sellUpFromYesterday
elif (curPrice / buyPrice >= sellUp
or curPrice / closePrice >= sellUp):
if (
not e['symbol']
in [t.getName() for t in threading.enumerate()]
): #if the thread is not found in names of the running threads, then start it (this stops multiple instances of the same stock thread)
print("Trigger point reached on " + e['symbol'] +
". Seeing if it will go up...")
triggerThread = threading.Thread(
target=triggeredUpDJ,
args=(e, curPrice, buyPrice, closePrice, maxPrice,
sellUpDn, latestTrades)) #init the thread
triggerThread.setName(
e['symbol']) #set the name to the stock symb
triggerThread.start() #start the thread
def algo12():
#TODO: fix sellAll instances so that it will only record in the event that we actually made trades
f = open("algo12.txt", "r") #contains json info regarding trading
j = a.json.loads(f.read())
f.close()
symb = j['symb']
d = j["periodDateStart"].split("-")
periodStartDate = date(int(d[0]), int(d[1]), int(d[2]))
periodStartVal = float(j["periodPortStart"])
d = j["lastTradeDate"].split("-")
lastTradeDate = date(int(d[0]), int(d[1]), int(d[2]))
lastSellPrice = float(j["lastSellPrice"])
maxPrice = 0
# minPrice = 100000 #may be used later in trying to get the best buy
currentPrice = 0
shares2buy = 0
buyPrice = 0
period = 10 #length of period (d)
sellUp = 5
sellUpDn = 3
sellDn = 16
# buyDnUp = 1
portGain = 20
portLoss = 25
timeFromClose = 300 #seconds from close to start analyzing to buy
timeSinceStart = 300 #seconds from start to analyze to sell (before infrequent checking)
shortTime = 2
medTime = 20
longTime = 60 * 10
while True:
#while the market is still alive
print("\nMarket is alive")
print("Today is " + str(date.today()) + ", the period start date is " +
str(periodStartDate))
print("Day " + str(nwd(periodStartDate, date.today()) - 1) + " of " +
str(period))
while (nwd(periodStartDate, date.today()) - 1 < period):
#while within the period
print("We're within the period.")
[openTime, closeTime] = a.openCloseTimes(str(
date.today())) #get the open and close times of today
while (a.marketIsOpen() and date.today() > lastTradeDate):
#while the market is open on a given day (that we haven't traded yet)
print("\nMarket is open, and no trades made yet")
print("Time is: " + str(a.dt.now()))
if (
a.getShares(symb) > 0
): #only check to sell if we have shares in the first place
print("We have shares")
buyPrice = a.getBuyPrice(
symb) #set var to avoid lots of redundant calls
while ((a.dt.now() - openTime).seconds < timeSinceStart):
#while we're near the open time
currentPrice = a.getPrice(
symb) #set var to avoid lots of redundant calls
print(
str((a.dt.now() - openTime).seconds) +
"s since open | stock change " +
str(round((currentPrice / buyPrice - 1) *
100, 2)) + "%")
#check frequently to sell
if (currentPrice > buyPrice * (1 + sellUp / 100)):
#if the stock price has reached the sell limit
print("Stock has reached limit - up " + str(
round(100 *
(currentPrice / buyPrice - 1), 2) + "%"))
maxPrice = max(maxPrice, currentPrice)
if (currentPrice <= maxPrice *
(1 - sellUpDn / 100)):
print("Sell up conditions met.")
if (a.sellAll(0)):
#set trade flag
lastTradeDate = date.today()
lastSellPrice = currentPrice
j['lastTradeDate'] = str(lastTradeDate)
j['lastSellPrice'] = lastSellPrice
time.sleep(
shortTime) #we're excited, so check often
else:
time.sleep(medTime) #only check every so often
if (lastTradeDate < date.today()):
portVal = float(a.getAcct()['portfolio_value'])
print("Checking portfolio status")
if (portVal > periodStartVal * (1 + portGain / 100)
or portVal < periodStartVal *
(1 - portLoss / 100)):
print("Portfolio won or lost - " +
str(round(portVal / periodStartVal, 2)) + "%")
if (a.sellAll(0)):
periodStartDate = a.date.today()
periodStartVal = portVal
lastTradeDate = a.date.today()
lastSellPrice = a.getPrice(symb)
j['lastTradeDate'] = str(lastTradeDate)
j['lastSellPrice'] = lastSellPrice
j['periodStartDate'] = periodStartDate
j['poeriodPortStart'] = periodStartVal
#record the end of the period data
portVal = float(a.getAcct()['portfolio_value'])
print("Portfolio Value: $" +
str(round(portVal, 2)))
f = open("alpacaPortValues.txt", "a")
f.write("\n" + str(date.today()) + "," +
str(portVal))
f.close()
print("Starting period over.")
break
else:
print("Portfolio change: " + str(
round((portVal / periodStartVal - 1) * 100, 2)) +
"%")
else:
break
if (lastTradeDate < date.today()):
print("No trades made yet today.")
while (a.timeTillClose() <= timeFromClose):
#while we're close to the end of the day
print("Close to closing | " + str(a.dt.now()) + " / " +
str(closeTime))
#buy if no shares held, or sell if it reaches the sellUp % method
currentPrice = a.getPrice(symb)
maxPrice = 0
if (a.getShares(symb) == 0):
print("No shares held. Buying.")
#include buyDnUp & minPrice here
shares2buy = int(
float(a.getAcct()['buying_power']) /
currentPrice)
print(
a.createOrder("buy", shares2buy, symb,
"market", "day"))
lastTradeDate = a.date.today()
j['lastTradeDate'] = str(lastTradeDate)
break
elif (currentPrice >= a.getBuyPrice(symb) *
(1 + sellUp / 100)):
print("Shares still held, and price is going up")
while (currentPrice >= maxPrice * (1 - sellUpDn)
and a.timeTillClose() > shortTime * 2):
print("Time left: " + str(a.timeTillClose(
)) + "s | Stock change: " + str(
round(currentPrice /
a.getBuyPrice(symb), 2) - 1) + "%")
currentPrice = a.getPrice(symb)
maxPrice = max(maxPrice, currentPrice)
time.sleep(shortTime)
if (
currentPrice >= maxPrice * (1 - sellUpDn)
): #if the price is still up (hasn't started dropping yet), then wait till next morning to sell
print(
"Price is still up, but market is closing. Will continue tomorrow."
)
else:
if (a.sellAll(0)):
lastTradeDate = a.date.today()
lastSellPrice = currentPrice
j['lastTradeDate'] = str(lastTradeDate)
j['lastSellPrice'] = lastSellPrice
break
time.sleep(medTime)
#if we're at any other time of the day
#check slow - only sell
if (lastTradeDate < a.date.today()
and a.getShares(symb) > 0):
if (a.getPrice(symb) >= a.getBuyPrice(symb) *
(1 + sellUp / 100)):
print("Price going up")
maxPrice = 0
while (currentPrice >= maxPrice *
(1 - sellUpDn / 100)):
currentPrice = a.getPrice(symb)
maxPrice = max(maxPrice, currentPrice)
print("Current Price: " + str(currentPrice) +
", Max Price: " + str(maxPrice))
time.sleep(shortTime)
if (a.sellAll(0)):
lastSellPrice = currentPrice
lastTradeDate = a.date.today()
j['lastTradeDate'] = str(lastTradeDate)
j['lastSellPrice'] = lastSellPrice
break
time.sleep(
min(longTime, abs(a.timeTillClose() - timeFromClose))
) #in case we're too close to the closing time, we don't want to overrun it
else:
break
# set values and wait for the market to open again
print("Done trading for the day.")
f = open("algo12.txt", "w")
f.write(a.json.dumps(j))
f.close()
maxPrice = 0
currentPrice = 0
shares2buy = 0
print("Current Time: " + str(a.marketTime()))
print("Will resume in " + str(a.timeTillOpen()) + " seconds")
time.sleep(a.timeTillOpen())
#sell all at end of period and reset values
print("End of period. Selling all and resetting.")
if (a.sellAll(0)): #sell everything at the end of the period
#record the end of the period data
portVal = float(a.getAcct()['portfolio_value'])
print("Portfolio Value: $" + str(round(portVal, 2)))
f = open("alpacaPortValues.txt", "a")
f.write("\n" + str(date.today()) + "," + str(portVal))
f.close()
#record the trading info
lastTradeDate = date.today()
j['lastTradeDate'] = str(lastTradeDate)
j['periodDateStart'] = str(date.today())
j['periodPortStart'] = a.getAcct()['portfolio_value']
maxPrice = 0
currentPrice = 0
shares2buy = 0
f = open("algo12.txt", "w")
f.write(a.json.dumps(j))
f.close()
print("Current Time: " + str(a.marketTime()))
print("Will resume in " + str(a.timeTillOpen()) + " seconds")
time.sleep(a.timeTillOpen())
'''
def algo11():
#initial conditions
symb = 'xspa' #symbol to work with
timeLimit = 10 #trading days since start to stop
startDate = date(2020, 5, 6) #day first started investing
startPortVal = float(
a.getAcct()['portfolio_value']) #starting portfolio value
#selling constants (%)
portSellUp = 20
portSellDn = 25
stockSellDn = 16
stockSellUp = 2
stockSellUpDn = 1
#timing constants (s)
countdown = 10
longwait = 60 * 10
shortWait = 30
#variables
tradeMadeToday = False #flag if a trade has been made today
currentPortVal = 0
currentStockVal = 0
sellPrice = 0 #price stocks sold at - $/share
shares2buy = 0 #number of shares to buy in a given order
#this assumes that shares are held of the stock 'symb', or no shares are held at all
while (True):
maxStockVal = 0 #additional variable to set/reset after the time limit/period
#additional functionailty to choose new stocks on some cirteria should go here
#at this point, all of the money should be in buying power
#make sure that the shares are held in the correct stock, if not, prompt to sell
if (a.getShares(symb) == 0 and not tradeMadeToday):
if (
len(a.getPos())
): #this shouldn't ever happen, but just in case, we error check
print(str(a.getPos()).replace(',', '\n') + "\n")
print("Error: Shares already held other than " + symb)
if (
not a.sellAll(1)
): #prompt user to sell all - returns 0 if cancelled, 1 if finished selling
sys.exit(
"Only shares of '" + symb +
"' are valid. Please sell all to proceed."
) #restart if cancelled - program probably won't work otherwise
else: #this should happen the most often - if we're sure no stocks are held, then we can buy some
if (not a.marketIsOpen()
): #wait until open, if it's not already
print("Waiting till open to buy.")
time.sleep(a.timeTillOpen())
shares2buy = int(
float(acctInfo['buying_power']) / a.getPrice(symb))
print(a.createOrder("buy", shares2buy, symb, "market", "day"))
tradeMadeToday = True
startDate = date.today()
#at this point, we should have as many shares as we can afford
while (nwd(startDate, date.today()) <=
timeLimit): #as long as we're in the time limit
if (not tradeMadeToday and a.marketIsOpen()):
currentStockVal = a.getPrice(
symb) # if(a.getShares(symb)) else currentStockVal = 0 #
if (currentStockVal <
(a.getBuyPrice(symb) * (1 - stockSellDn / 100))):
print("Lost the stock")
a.sellAll(0)
sellPrice = a.getPrice(symb)
tradeMadeToday = True
elif (currentStockVal >=
(a.getBuyPrice(symb) * (1 + stockSellUp / 100))
and a.getBuyPrice(symb) > 0):
print("Won the stock")
while (currentStockVal >
(maxStockVal * (1 - stockSellUpDn / 100))):
time.sleep(shortwait)
currentStockVal = a.getPrice(symb)
maxStockVal = max(maxStockVal, currentStockVal)
print("Current Stock Value: " + str(currentStockVal) +
", Sell price:" + str(maxStockVal *
(1 - stockSellUpDn / 100)))
a.sellAll(0)
tradeMadeToday = True
acctInfo = a.getAcct()
currentPortVal = float(acctInfo['portfolio_value'])
if (currentPortVal <= startPortVal * (1 - portSellDn / 100)):
print("Lost the portfolio")
a.sellAll(0)
sellPrice = a.getPrice(symb)
# tradeMadeToday = True
break
elif (currentPortVal >= startPortVal * (1 + portSellUp / 100)):
print("Won the portfolio!")
a.sellAll(0)
sellPrice = a.getPrice(symb)
# tradeMadeToday = True
break
if (not tradeMadeToday and a.getShares(symb) == 0):
print("No trades today, and no shares held, so we're buying.")
shares2buy = int(
float(acctInfo['buying_power']) / a.getPrice(symb))
print(a.createOrder('buy', shares2buy, symb, 'market', 'day'))
if (a.marketIsOpen() and not tradeMadeToday
): #this enforces 1 trade per day only during market open
print(
"Market is open, and no trades made today - Current Portfolio Value Change: "
+ str(a.getPortfolioChange(startPortVal)) + "%")
time.sleep(longwait)
else:
print(str(timeTillOpen()) + " seconds till open. Be patient.")
time.sleep(timeTillOpen() - countdown)
tradeMadeToday = False #reset for the start of a new day
for i in range(countdown, 0, -1):
print(i)
time.sleep(1)
print("Welcome to day " + str(nwd(startDate, date.today())) +
" of " + str(timeLimit) +
" - Current Portfolio Value: " +
a.getAcct()['portfolio_value'] + " | " +
str(a.getPortfolioChange(startPortVal)) +
"% from start of period.")
print("End of Period. Selling all and starting over.")
a.sellAll(0)
tradeMadeToday = True
startPortVal = float(a.getAcct()['portfolio_value'])
startDate = date.today()
def algo10():
symb = 'SD' #ticker symbol
length = 10 #days to hold out for
sellUp = 9 #sell if the stock is up this far
sellDn = 19 #sell if the stock falls this far
# startPortfolio = float(a.getAcct()["portfolio_value"]) #portfolio balance at the beginning
startPortfolio = 100.0
portfolioGain = 20 #if portfolio value gains by this %, sell and wait till end of period
portfolioLoss = 50 #if portfolio value falls by this %, sell and wait till end of period
buyPrice = a.getBuyPrice(symb) #init last buy price
sellPrice = 0 #init last sell price
sharesHeld = a.getShares(symb) #get current held shares of the stock
# startDate = date(2020,4,27)
marketTime = a.marketTime() #do this to reduce number of API calls
startDate = date(marketTime[0], marketTime[1],
marketTime[2]) #date of initial investments
today = date(marketTime[0], marketTime[1],
marketTime[2]) #date to be contiuously updated
# filename = "/srv/http/portfolio.json" #used on the serve to display public data
while ((today - startDate).days <= length): #while within the period
# marketTime = a.marketTime()
# today = date(marketTime[0],marketTime[1],marketTime[2]) #set today
print("Day " + str((today - startDate).days) + " of " +
str(length)) #show the current day
# f = open(filename,'w') #open the json file to write to
# f.write(a.json.dumps({"portfolioIncrease":float(a.getAcct()["portfolio_value"])/startPortfolio, "period":length,"daysIn":(today-startDate).days})) #write the json data for the server
# f.close() #close the json file
tradeMade = 0 #reset daily trade counter
if (a.marketIsOpen()):
#check portfolio value
if (float(a.getAcct()["portfolio_value"]) >=
((1 + portfolioGain / 100) * startPortfolio)):
sellPrice = a.getPrice(symb)
a.sellAll(0)
tradeMade = 1
print("Win Time: " + str(today - startDate) + " days")
sharesHeld = a.getShares(symb)
break
elif ((float(a.getAcct()["portfolio_value"]) <=
(1 - portfolioLoss / 100)) and (sharesHeld > 0)):
print(
"Portfolio Failed at " + str(a.marketTime()) +
" - Current Value: " +
a.getAcct()["portfolio_value"]) #let me know what happened
sellPrice = a.getPrice(symb)
a.sellAll(0)
tradeMade = 1
sharesHeld = a.getShares(symb)
#check stock value
sharesHeld = a.getShares(symb) #get currently held shares
stockVal = a.getPrice(symb) # get the stock's current value
if (
a.getShares(symb) == 0 and stockVal >= sellPrice
): #if we don't have shares, and and the price has increased since the last sale, buy
buyPrice = int(
float(a.getAcct()['buying_power']) /
stockVal) #set "buy price", this is actually shares to buy
print(a.createOrder("buy", buyPrice, symb, "market",
"day")) #may have to make a limit buy
buyPrice = float(
a.getBuyPrice(symb)) #get actual price bought at
elif (
sharesHeld > 0
and (stockVal >=
(1 + sellUp / 100) * buyPrice or stockVal <=
(1 - sellDn / 100) * buyPrice)
): #if shares are held and their value is sufficiently different to sell
if (not tradeMade): #if a trade hasn't been made yet today
if (today == startDate): #on the first day we buy
#buy as much as we can afford
if (sharesHeld == 0): #if no shares held, buy some
sharesHeld = int(
float(a.getAcct()['buying_power']) /
a.getPrice(symb)
) #set # of shares to purchase based on price and current buying power
print(
a.createOrder(
"buy", sharesHeld, symb, "market",
"day")) #may have to make a limit buy
buyPrice = float(a.getBuyPrice(
symb)) #get actual price bought at
sharesHeld = a.getShares(
symb) #get actual shares held
tradeMade = 1 #indicate that a trade has been made today
else: #it's not the first day anymore
#check portfolio value
if (float(a.getAcct()["portfolio_value"]) >=
((1 + portfolioGain / 100) * startPortfolio)
): #if portfolio reached target gain
sellPrice = a.getPrice(symb) #get appx sell price
a.sellAll(0) #sell everything
tradeMade = 1 #set the flag
print("Win Time: " + str(today - startDate) +
" days")
sharesHeld = a.getShares(
symb
) #update to actual shares held (should be 0)
break #stop the loop
elif ((float(a.getAcct()["portfolio_value"]) <=
(1 - portfolioLoss / 100))
and (sharesHeld > 0)): #if portfolio lost :(
print(
"Portfolio lost too much. Selling out until we recover."
)
sellPrice = a.getPrice(symb) #get appx sell price
a.sellAll(0) #sell everything
sharesHeld = a.getShares(
symb) #get the shares held
tradeMade = 1 #set the flag
#check stock value
stockVal = a.getPrice(
symb) # get the stock's current value
sharesHeld = a.getShares(symb) #update shares held
if (
sharesHeld == 0 and stockVal >= sellPrice
): # if we don't have shares and the price has increased from the last sale (i.e. has recovered from a slide)
buyPrice = int(
float(a.getAcct()['buying_power']) /
stockVal) #this is actually shares to buy
print(
a.createOrder(
"buy", buyPrice, symb, "market",
"day")) #may have to make a limit buy
buyPrice = float(a.getBuyPrice(
symb)) #get actual price bought at
elif (
sharesHeld > 0 and
(stockVal >=
(1 + sellUp / 100) * buyPrice or stockVal <=
(1 - sellDn / 100) * buyPrice)
): #if we have shares and it's greater or less than our initial buying price
print("Lost the stock :/") if stockVal <= (
1 - sellDn / 100) * buyPrice else print(
"Won the stock :)")
a.sellAll(0) #sell everything
else: #market closed
print("Done trading for the day.")
time.sleep(60 * 15)
print(
str(a.marketTime()) + " - portfolio Value: " +
a.getAcct()["portfolio_value"])
print(str(round(timeTillOpen() / 60, 2)) + " minutes till open.")
time.sleep(60 * 30) if timeTillOpen() > (60 * 30) else time.sleep(60 *
5)
def algo8():
print(
"algo 8:\nbuy a bunch of volatile stocks\nif stock return > portfolio return + some %, sell the stock, buy a new random one\nif portfolio return >= 2x target %, sellAll & stop for the day\nif portfolio return reached target %, but has since gone down, sellAll & stop for the day\nif portfolio return <= max allowed loss, then sellAll & stop for the day"
)
openTime = int(
a.marketTime()
[3]) #this assumes the script is running before market is open
startPortVal = a.getAcct()["last_equity"]
maxPrice = 1
symbols = a.getVolatilePennies(maxPrice, 'up')
percDiff = 2 #only sell if stock's return is this % higher than portfolio current gain/loss %
targetPerc = 2 #shoot for this portfolio gain/day
absMinPerc = 5 #biggest loss amount that we want at any point during the day (avoids major crashes)
wait2start = 60 * 5 #wait this long (s) after open to start trading
#wait for market to settle to start trading
# while(a.marketTime()[3]<(openTime+wait2start)):
# print("Market is open. Trading in "+str(round((wait2start-(a.marketTime()[3]-openTime))/60,2))+" minutes.")
# time.sleep(60)
if (a.marketIsOpen()):
maxPrice = 1 #should be 1,2, or 5 usually
symbols = a.getVolatilePennies(maxPrice, 'up')
uniqueAvailable = len(symbols)
num2Buy = int(
uniqueAvailable * 3 / 4
) # of unique stocks to buy - don't grab all from list, this should avoid too many repeats
min2hold = 15 #minnumber to go down to before selling all and restarting
waitTime = 5 #time to wait (s) between checking again
perc2selldn = 20 # sell at this % loss
targetPercMet = 0 # set flag if the target % has been met
while (timeTillClose() >= 60): #go until ~1 min before market closes
cashOnHand = float(
a.getAcct()["cash"]) * 0.5 #avaiable cash to buy with
numShares = int(cashOnHand / maxPrice /
num2Buy) # of shares of each stock to buy
pos = a.getPos() #get held positions
portPerc = (float(a.getAcct()["equity"]) / float(startPortVal) -
1) * 100 #get % change of portfolio
if (len(pos) >=
min2hold): #as long as we have more than the minimum
for e in pos:
diff = float(e["current_price"]) - float(
e["avg_entry_price"]) #check the gain/loss
perc = diff / float(
e["avg_entry_price"]) * 100 #get % change
if (perc >= 3 / 4 * (portPerc + percDiff)
or perc <= -3 / 4 * perc2selldn
): #show the info when it gets close to sell time
print(e["symbol"] + " - " + str(round(perc, 2)) + "%")
if ((perc >= (portPerc + percDiff) or perc <= -perc2selldn
)): #if it meets the criteria to sell
print(
a.createOrder("sell", e["qty"], e["symbol"],
"market", "day")) #sell that bitch
a.buyRandom(1, symbols,
numShares) #and buy a new random one
else: #if we fall below minimum
a.sellAll(0) #throw it all away
a.buyFromTop(num2Buy, symbols,
numShares) #and buy from the top again
print("\n" + str(len(pos)) + " stocks held - Portfolio change: " +
str(round(portPerc, 2)) + "% - " + str(timeTillClose()) +
" seconds till close\n")
if (portPerc >= 2 * targetPerc
): #if twice target % is reached, stop for the day
a.sellAll()
print("Target met x2! We done good. Done for the day.")
break
elif (portPerc >= targetPerc): #if target % is met, set the flag
print("Target gain met! Seeing if we can go higher...")
targetPercMet = 1
elif (
targetPercMet and portPerc < targetPerc
): #if the flag is set, but the portfolio % is now less, stop for the day
a.sellAll()
print(
"We did well, but we done lost it. Done trading for the day."
)
break
elif (
portPerc <= -absMinPerc
): #if portfolio % is sucking balls, just give up for the day
a.sellAll()
print(
"We lost it today. Calling it quits before too much is gone."
)
break
else:
print("Market is closed.")
print("Done trading for the day. See you tomorrow!")
def algo7():
print(
"algo 7:\nbuy a bunch of volatile stocks\nif total portfolio value increased by X%, sell and hold there\nif total value decreased by Y%, sell aand hold there\nrepeat daily"
)
#if it doesn't reach that by a certain time, then have secondary (and tertiary?) % to get to
#if it's mostly negative by a certain time, then cut losses
openTime = int(
a.marketTime()
[3]) #this assumes the script is running before market is open
startPortVal = a.getAcct()["last_equity"]
primaryPerc = 2 #sell everything if the porfolio reaches this gain
time1 = openTime + 3600 * 2 #by this time (2hrs after open)
secondaryPerc = primaryPerc / 2 #in case portfolio gain doesn't reach the primary percent
time2 = openTime + int(3600 * 3.5) #by this time (3.5 hrs after open)
tertiaryPerc = secondaryPerc / 2
time3 = openTime + 3600 * 4 #break even time
downPerc = 1 #sell if the portfolio drops below this percent after a certain time
timeDn = openTime + 3600 * 5 #currently not used - time2 is used in its place
absMinPerc = 5 #biggest loss amount that we want at any point during the day
wait2start = 60 * 15 #wait this long (s) after open to start trading
#wait for market to settle to start trading
# while(a.marketTime()[3]<(openTime+wait2start)):
# print("Market is open. Trading in "+str(round((wait2start-(a.marketTime()[3]-openTime))/60,2))+" minutes.")
# time.sleep(60)
if (a.marketIsOpen()):
cashOnHand = float(a.getAcct()["cash"]) #avaiable cash to buy with
maxPrice = 1 #should be 1,2, or 5 usually
symbols = a.getVolatilePennies(maxPrice, 'up')
uniqueAvailable = len(symbols)
num2Buy = int(
uniqueAvailable * 3 / 4
) # of unique stocks to buy - don't grab all from list, this should avoid too many repeats
numShares = int(cashOnHand / maxPrice /
num2Buy) # of shares of each stock to buy
min2hold = min(
num2Buy,
15) #minnumber to go down to before selling all and restarting
waitTime = 5 #time to wait (s) between checking again
perc2sellup = 12 # sell at this % gain
perc2selldn = 20 # sell at this % loss
while (timeTillClose() >= 60): #go until ~2 min before market closes
pos = a.getPos() #get held positions
if (len(pos) >=
min2hold): #as long as we havee more than the minimum
for e in pos:
diff = float(e["current_price"]) - float(
e["avg_entry_price"]) #check the gain/loss
perc = diff / float(
e["avg_entry_price"]) * 100 #get % change
if (diff > 0 or perc <= -3 / 4 * perc2selldn
): #show the info when it gets close to failing
print(e["symbol"] + " - " + str(round(perc, 2)) + "%")
if ((perc >= perc2sellup or perc <= -perc2selldn
)): #if it meets the criteria to sell
print(
a.createOrder("sell", e["qty"], e["symbol"],
"market", "day")) #sell that bitch
if (perc <= -perc2selldn
): #if it failed, rebuy a random stock
a.buyRandom(1, symbols, numShares)
else: #if we fall below minimum
a.sellAll(0) #throw it all away
a.buyFromTop(num2Buy, symbols,
numShares) #and buy from the top again
portPerc = (float(a.getAcct()["equity"]) / float(startPortVal) -
1) * 100
print("\n" + str(len(pos)) + " stocks held - Portfolio change: " +
str(round(portPerc, 2)) + "% - " + str(timeTillClose()) +
" seconds till close\n")
if (portPerc >= primaryPerc):
a.sellAll(0)
print("Done trading for the day! We reached the mark.")
break
elif (portPerc >= secondaryPerc
and int(a.marketTime()[3]) >= time1):
a.sellAll(0)
print("Done trading for the day! We got second best.")
break
elif (portPerc >= tertiaryPerc
and int(a.marketTime()[3]) >= time2):
a.sellAll(0)
print(
"Done trading for the day! We did okay, better than nothing."
)
break
elif (round(portPerc, 2) == 0 and int(a.marketTime()[3]) >= time3):
a.sellAll(0)
print("Done trading for the day! We broke even.")
break
elif ((portPerc <= -downPerc)
and int(a.marketTime()[3]) >= timeDn):
print()
a.sellAll(0)
print("Done trading for the day. We lost some today.")
break
elif (portPerc <= -absMinPerc):
a.sellAll(0)
print("Done trading for the day. We lost a fair amount today.")
break
time.sleep(waitTime)
a.sellAll(0)
print("Market is Closed.")
'''