alpaca-backtrader-api

alpaca-backtrader-api is a python library for the Alpaca trade API within backtrader framework. It allows rapid trading algo development easily, with support for the both REST and streaming interfaces. For details of each API behavior, please see the online API document.

Note this module supports only python version 3.5 and above, due to the underlying library alpaca-trade-api.

Install

$ pip3 install alpaca-backtrader-api

Example

In order to call Alpaca's trade API, you need to obtain API key pairs. Replace <key_id> and <secret_key> with what you get from the web console.

import backtrader as bt
import alpaca_backtrader_api

class SmaCross(bt.SignalStrategy):
    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
        crossover = bt.ind.CrossOver(sma1, sma2)
        self.signal_add(bt.SIGNAL_LONG, crossover)

cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)

store = alpaca_backtrader_api.AlpacaStore(
    key_id='',
    secret_key='',
    paper=True
)

broker = store.getbroker()  # or just alpaca_backtrader_api.AlpacaBroker
cerebro.setbroker(broker)

DataFactory = store.getdata() # or use alpaca_backtrader_api.AlpacaData
data0 = DataFactory(dataname='AAPL', timeframe=bt.TimeFrame.TFrame("Days"))  # Supported timeframes: "Days"/"Minutes"
cerebro.adddata(data0)

cerebro.run()
cerebro.plot()

API Document

The HTTP API document is located in https://docs.alpaca.markets/

Authentication

The Alpaca API requires API key ID and secret key, which you can obtain from the web console after you sign in. You can set them in the AlpacaStore constructor, using 'key_id' and 'secret_key'.

Paper/Live mode

The 'paper' parameter is default to False, which allows live trading. If you set it to True, then you are in the paper trading mode.

Support and Contribution

For technical issues particular to this module, please report the issue on this GitHub repository. Any API issues can be reported through Alpaca's customer support.

New features, as well as bug fixes, by sending pull request is always welcomed.

Metadata

Release files for alpaca-backtrader-api 0.2

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for alpaca-backtrader-api 0.2
File	Size	Uploaded
alpaca-backtrader-api-0.2.tar.gz	14.8 kB	Nov 18, 2018	Details

Built distribution (wheel)

Table of built distributions (wheels) for alpaca-backtrader-api 0.2
File	Interpreter	ABI	Platform	Reset
alpaca_backtrader_api-0.2-py3-none-any.whl 15.0 kB Nov 18, 2018	Python 3	none	any	Details

Total release size: 29.8 kB

Release files / alpaca-backtrader-api-0.2.tar.gz

Download URL	alpaca-backtrader-api-0.2.tar.gz
Size	14.8 kB
Tags	Source
SHA-256 checksum How to use checksums	`db65ca1a1684fc34e169a5d1a96327fb5fdaf68010e3156a9f7c0e7111ee3cdb`
BLAKE2b-256 checksum How to use checksums	`7a65779185eb764392dbebd86e7ddaeaefcd1eb7a8a4a240815cacaca214d213`
Upload date	Nov 18, 2018
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/1.11.0 pkginfo/1.4.2 requests/2.19.1 setuptools/39.0.1 requests-toolbelt/0.8.0 tqdm/4.25.0 CPython/3.6.6`

Release files / alpaca_backtrader_api-0.2-py3-none-any.whl

Download URL	alpaca_backtrader_api-0.2-py3-none-any.whl
Size	15.0 kB
Tags	Python 3
SHA-256 checksum How to use checksums	`62371041594acfd3cbf49b1f8e86be763d5bd799858120cff309b002a3d7d747`
BLAKE2b-256 checksum How to use checksums	`4c49bf880e0f66f98fb8519bdecba3d57679960c2d33c523e7dbc4997f795508`
Upload date	Nov 18, 2018
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/1.11.0 pkginfo/1.4.2 requests/2.19.1 setuptools/39.0.1 requests-toolbelt/0.8.0 tqdm/4.25.0 CPython/3.6.6`