modular_trader.indicator.handler.alpaca

Attributes

STALE_DURATION

Classes

AlpacaIndicatorHandler	Alpaca indicator handler.
Frequency	Frequency of the indicator handler.

Module Contents

class modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler

Bases: modular_trader.indicator.handler.base.BaseIndicatorHandler

Alpaca indicator handler.

This class is used to handle indicators for Alpaca.

Attributes:

indicators (list[BaseIndicator]):

The list of indicators to be used.

frequency (Frequency):

The frequency of the indicator handler.

warmup_length (int | None):

The length of the warmup period. If None, it is set to the maximum cache size of the indicators.

_attached_indicators (benedict):

The dictionary of attached indicators. The keys are the symbol names and the values are the indicator objects.

__iter__() → Generator[modular_trader.indicator.technical.base.BaseIndicator, None, None]

Iterate over the indicators.

Yields:

BaseIndicator: The next indicator.

Return type:

Generator[modular_trader.indicator.technical.base.BaseIndicator, None, None]

__post_init__() → None

Find the minimum cache size of the indicators and use it to set the warmup length. If warmup_length is already set, it is not changed.

Return type:

None

get(symbol: str, name: str | None = None) → modular_trader.indicator.technical.base.BaseIndicator | Mapping[str, modular_trader.indicator.technical.base.BaseIndicator] | None

Get the indicator(s) by symbol and name.

Args:

symbol (str): The symbol name. name (str | None): The indicator name. If None, it returns all

indicators for the symbol.

Returns:

BaseIndicator | Mapping[str, BaseIndicator] | None: The indicator or

all indicators for the symbol if name is None. If the symbol or indicator is not found, it returns None.

Parameters:

• symbol (str)

• name (str | None)

Return type:

modular_trader.indicator.technical.base.BaseIndicator | Mapping[str, modular_trader.indicator.technical.base.BaseIndicator] | None

init_indicator(universe: modular_trader.universe.AssetUniverse) → None

Initialize the indicators for added symbols and remove them for removed symbols.

Args:

universe (AssetUniverse): The asset universe.

Returns:

None

Parameters:

universe (modular_trader.universe.AssetUniverse)

Return type:

None

update(bar: alpaca.data.models.bars.Bar) → None

Update the indicators for the given symbol.

Args:

bar (Bar): The bar to update the indicators with.

Returns:

None

Parameters:

bar (alpaca.data.models.bars.Bar)

Return type:

None

warmup(data: pandas.DataFrame) → None

Warm up the indicators from historical data.

Args:

data (pd.DataFrame): The historical data to warm up the indicators.

The DataFrame should have a MultiIndex [symbol, …].

Returns:

None

Parameters:

data (pandas.DataFrame)

Return type:

None

_attached_indicators: benedict.benedict = None

attached_indicators

frequency: Frequency = None

indicators: list[modular_trader.indicator.technical.base.BaseIndicator] = None

property is_warmup: bool

Check if the warmup period is finished.

Returns:

bool: True if the warmup period is finished, False otherwise.

Return type:

bool

symbols

warmup_length: int | None = None

class modular_trader.indicator.handler.alpaca.Frequency(*args, **kwds)

Bases: enum.Enum

Frequency of the indicator handler.

This enum specifies the frequency of the indicator handler.

Attributes:

MINUTE: The indicator handler is run on a minute frequency. DAY: The indicator handler is run on a daily frequency.

DAY

MINUTE

modular_trader.indicator.handler.alpaca.STALE_DURATION