modular_trader.trader.alpaca#

Attributes#

MAXIMUM_DELAY

Classes#

AlpacaTrader

A trader class that uses Alpaca as the engine.

Module Contents#

class modular_trader.trader.alpaca.AlpacaTrader(engine: modular_trader.engine.alpaca.AlpacaEngine, framework: modular_trader.framework.collection.FrameworkCollection, subscription_symbols: list[str], indicator: modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler | None = None, context: modular_trader.context.Context | None = Context(), recorder: modular_trader.record.Recorder | None = Recorder(), is_log_heartbeat: bool = True)#

Bases: modular_trader.trader.base.BaseTrader

Inheritance diagram of modular_trader.trader.alpaca.AlpacaTrader

A trader class that uses Alpaca as the engine.

This class is responsible for setting up the subscriptions, and handling the trade updates, minute bars, and daily bars.

Attributes:

engine (AlpacaEngine): The Alpaca engine instance. framework (FrameworkCollection): The framework instance. subscription_symbols (list[str]): The symbols to subscribe to. indicator (AlpacaIndicatorHandler | None): The indicator handler instance. context (Context | None): The context instance. recorder (Recorder | None): The recorder instance. is_log_heartbeat (bool): Whether to log heartbeats. daily_bar_heartbeat_timestamp (pendulum.DateTime): The timestamp of the

daily bar heartbeat.

minute_bar_heartbeat_timestamp (pendulum.DateTime): The timestamp of the

minute bar heartbeat.

Parameters:
get_historical_data(symbols: list[str], length: int, frequency: modular_trader.indicator.handler.alpaca.Frequency, delay: pendulum.Duration = pendulum.duration(minutes=0)) → pandas.DataFrame#

Get the historical data.

Args:

symbols (list[str]): The symbols for which to get the historical data. length (int): The length of the historical data. frequency (Frequency): The frequency of the historical data. delay (bool): Whether to delay the request if it fails.

Returns:

pd.DataFrame: The historical data.

Parameters:
Return type:

pandas.DataFrame

get_n_trading_days_in_year(asset_class: alpaca.trading.enums.AssetClass) → int | float#

Get the number of trading days in a year for the given asset class.

Args:

asset_class (AssetClass): The asset class.

Returns:

int | float: The number of trading days in a year.

Parameters:

asset_class (alpaca.trading.enums.AssetClass)

Return type:

int | float

get_n_trading_minutes_in_day(asset_class: alpaca.trading.enums.AssetClass) → int | float#

Get the number of trading minutes in a day for the given asset class.

Args:

asset_class (AssetClass): The asset class.

Returns:

int | float: The number of trading minutes in a day.

Parameters:

asset_class (alpaca.trading.enums.AssetClass)

Return type:

int | float

async handle_daily_bars(bar) → None#

Handle daily bars.

This method will log the daily bar and record the status of the trader.

Return type:

None

async handle_minute_bars(bar) → None#

Handle minute bars.

This method will log the minute bar and record the status of the trader.

Return type:

None

async handle_trade_update(data) → None#

Handle trade updates.

This method will log the trade update and record the status of the trader.

Return type:

None

init_subscription() → None#

Initialize the subscriptions.

This method will set up the subscriptions for the symbols in the subscription_symbols attribute.

Return type:

None

record_status() → None#

Record the status of the trader.

This method will record the positions, indicators, and other relevant information of the trader.

Return type:

None

run() → None#

Run the trader.

This method will start the engine and set up the subscriptions.

Return type:

None

daily_bar_heartbeat_timestamp#
is_log_heartbeat = True#
minute_bar_heartbeat_timestamp#
subscription_symbols#
modular_trader.trader.alpaca.MAXIMUM_DELAY#