hourly_run.py

import alpaca_trade_api as tradeapi
import os
import sys
import numpy as np
import pandas as pd
import pyarrow
import argparse
from joblib import load
from datetime import date
from dotenv import load_dotenv
load_dotenv()

#authentication and connection details
api_key = os.getenv('ALPACA_API_KEY')
api_secret = os.getenv('ALPACA_SECRET_KEY')
base_url = 'https://paper-api.alpaca.markets'

#instantiate REST API
api = tradeapi.REST(api_key, api_secret, base_url, api_version='v2')

#obtain account information
account = api.get_account()

sys.path.append('.')
import algo_lib

def update_df(ticker):
    df = algo_lib.historical_hourly(ticker)
    df['Daily_return'] = df.Close.dropna().pct_change()
    return df

def prediction(ticker, crossover_signal):
    model = load(f'{ticker}_hourly.joblib')
    return model.predict(crossover_signal)

def get_bar(ticker):
    return api.get_barset(ticker.upper(), 'day', limit=1)[ticker.upper()][0].c

def make_trade(signal, ticker, amount):
    # first get all positions
    positions = [
        position._raw for position in api.list_positions()
        if position._raw['symbol'] == ticker
    ]
        
    position = positions[0] if len(positions) > 0 else None

    # decision
    if signal == 1:
        side = 'buy' if position == None else None
        qty = (
            round(amount/api.get_last_quote('TSLA')._raw['askprice'])
            if position == None else None
        )
    elif signal == 0:
        side = 'sell' if position != None else None
        qty = position['qty'] if position != None else None
    else:
        side = None

    # trade!!!
    if side != None:
        print(f'''
    +++++++++++++++++++++++++++++++++++++++++++++++++
    Decision: {side}ing {qty} shares of {ticker}
    +++++++++++++++++++++++++++++++++++++++++++++++++
        ''')
        new_order = api.submit_order(
            symbol = ticker,
            qty = qty,
            side = side,
            type = 'market',
            time_in_force = 'gtc'
        )
        return new_order._raw['client_order_id']
    


def main(args):
    # Init
    ticker = args[0]
    amount = int(args[1])
    print(f'''
    +++++++++++++++++++++++++++++++++++++++++++++++++
    Initialize {ticker} Trading Decision for ${amount}
    +++++++++++++++++++++++++++++++++++++++++++++++++
    ''')
    
    # Load and update historical dataframe
    df = update_df(ticker)
    
    # Generate signal
    crossover_signal = algo_lib.crossover_signal(
        df, ['crossover_signal']
    ).tail(1)[['crossover_signal']]

    # Make prediction
    signal = prediction(ticker, crossover_signal)[0]
    print(f'''
    +++++++++++++++++++++++++++++++++++++++++++++++++
    Signal = {signal}
    +++++++++++++++++++++++++++++++++++++++++++++++++
    ''')

    # Final execution
    order_id = make_trade(signal, ticker, amount)
    if order_id != None:
        print(f'''
    +++++++++++++++++++++++++++++++++++++++++++++++++
    Order accepted - Client Order ID: {order_id}
    +++++++++++++++++++++++++++++++++++++++++++++++++
        ''')
    else:
        print(f'''
    +++++++++++++++++++++++++++++++++++++++++++++++++
    Staying Put... No action on {ticker}
    +++++++++++++++++++++++++++++++++++++++++++++++++
        ''')

if __name__ == '__main__':
    main(sys.argv[1:])