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 algo2():
print("algo 2:\nbuy on the hour\nsell on the half hour\nrepeat")
if (a.marketIsOpen()):
num2Buy = 20 # of unique stocks to buy
numShares = 10 # of shares of each stock to buy
symbols = a.getVolatilePennies(5, 'up')
# symbols = a.getPennies(1,'up')
thisMin = int(a.marketTime()[4]) #get market minute
if (thisMin == 0): #buy on the hour
print("Buying Random...")
a.buyRandom(num2Buy, symbols, numShares)
elif (thisMin == 30): #sell on half hour
print("Selling All...")
a.sellAll(0)
else:
print("Market is Closed")
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 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.")
'''