Alpaca

Documentation

class lumibot.brokers.alpaca.Alpaca(config, max_workers=20, chunk_size=100, connect_stream=True, data_source=None)

Bases: Broker

A broker class that connects to Alpaca

api

Alpaca API object

Type:

tradeapi.REST

get_timestamp()

Returns the current UNIX timestamp representation from Alpaca

is_market_open()

Determines if the market is open.

get_time_to_open()

How much time in seconds remains until the market next opens?

get_time_to_close()

How much time in seconds remains until the market closes?

Examples

>>> # Connect to Alpaca
>>> from lumibot.brokers import Alpaca
>>> ALPACA_CONFIG = {
...     # Put your own Alpaca key here:
...     "API_KEY": "YOUR_API_KEY",
...     # Put your own Alpaca secret here:
...     "API_SECRET": "YOUR_API_SECRET",
...     # If you want to go live, you must change this
...     "ENDPOINT": "https://paper-api.alpaca.markets",
... }
>>> alpaca = Alpaca(ALPACA_CONFIG)
>>> print(alpaca.get_time_to_open())
>>> print(alpaca.get_time_to_close())
>>> print(alpaca.is_market_open())

>>> # Run a strategy on Alpaca
>>> from lumibot.strategies import Strategy
>>> from lumibot.brokers import Alpaca
>>> from lumibot.traders import Trader
>>>
>>> ALPACA_CONFIG = {
...     # Put your own Alpaca key here:
...     "API_KEY": "YOUR_API_KEY",
...     # Put your own Alpaca secret here:
...     "API_SECRET": "YOUR_API_SECRET",
...     # If you want to go live, you must change this
...     "ENDPOINT": "https://paper-api.alpaca.markets",
... }
>>>
>>> class AlpacaStrategy(Strategy):
...     def on_trading_interation(self):
...         if self.broker.is_market_open():
...             self.create_order(
...                 asset=Asset(symbol="AAPL"),
...                 quantity=1,
...                 order_type="market",
...                 side="buy",
...             )
>>>
>>> alpaca = Alpaca(ALPACA_CONFIG)
>>> strategy = AlpacaStrategy(broker=alpaca)
>>> trader = Trader()
>>> trader.add_strategy(strategy)
>>> trader.run()

ASSET_TYPE_MAP = {'forex': [], 'future': [], 'option': [], 'stock': ['us_equity']}

cancel_order(order)

Cancel an order

Parameters:

order (Order) – The order to cancel

Returns:

The order that was cancelled

Return type:

Order

get_historical_account_value()

Get the historical account value of the account.

get_time_to_close()

How much time in seconds remains until the market closes?

Return the remaining time for the market to closes in seconds

Parameters:

None

Returns:

Number of seconds until close.

Return type:

int

Examples

If it is 1400 and the market closes at 1600, then there are 7,200 seconds until the market closes.

get_time_to_open()

How much time in seconds remains until the market next opens?

Return the remaining time for the market to open in seconds

Parameters:

None

Returns:

Number of seconds until open.

Return type:

int

Examples

If it is 0830 and the market next opens at 0930, then there are 3,600 seconds until the next market open.

>>> self.get_time_to_open()

get_timestamp()

Returns the current UNIX timestamp representation from Alpaca

Parameters:

None

Returns:

Sample unix timestamp return value: 1612172730.000234

Return type:

int

is_market_open()

Determines if the market is open.

Parameters:

None

Returns:

True if market is open, false if the market is closed.

Return type:

boolean

Examples

>>> self.is_market_open()
True

map_asset_type(type)

class lumibot.brokers.alpaca.OrderData(**kwargs)

Bases: object

to_request_fields()

Alpaca.get_time_to_close()

How much time in seconds remains until the market closes?

Return the remaining time for the market to closes in seconds

Parameters:

None

Returns:

Number of seconds until close.

Return type:

int

Examples

If it is 1400 and the market closes at 1600, then there are 7,200 seconds until the market closes.

Alpaca.get_time_to_open()

How much time in seconds remains until the market next opens?

Return the remaining time for the market to open in seconds

Parameters:

None

Returns:

Number of seconds until open.

Return type:

int

Examples

If it is 0830 and the market next opens at 0930, then there are 3,600 seconds until the next market open.

>>> self.get_time_to_open()

Alpaca.get_timestamp()

Returns the current UNIX timestamp representation from Alpaca

Parameters:

None

Returns:

Sample unix timestamp return value: 1612172730.000234

Return type:

int

Alpaca.is_market_open()

Determines if the market is open.

Parameters:

None

Returns:

True if market is open, false if the market is closed.

Return type:

boolean

Examples

>>> self.is_market_open()
True