trading bot code snippet

tradingbot.py

from datetime import datetime
import numpy as np
import talib
import alpaca_trade_api as tradeapi

api = tradeapi.REST(key_id=<your key id>,secret_key=<your secret key>)

barTimeframe = "1H" # 1Min, 5Min, 15Min, 1H, 1D
assetsToTrade = ["SPY","MSFT","AAPL","NFLX"]
positionSizing = 0.25

# Tracks position in list of symbols to download
iteratorPos = 0 
assetListLen = len(assetsToTrade)

while iteratorPos < assetListLen:
	symbol = assetsToTrade[iteratorPos]
	
	returned_data = api.get_bars(symbol,barTimeframe,limit=100).bars
	
	timeList = []
	openList = []
	highList = []
	lowList = []
	closeList = []
	volumeList = []

	# Reads, formats and stores the new bars
	for bar in returned_data:
		timeList.append(datetime.strptime(bar.time,'%Y-%m-%dT%H:%M:%SZ'))
		openList.append(bar.open)
		highList.append(bar.high)
		lowList.append(bar.low)
		closeList.append(bar.close)
		volumeList.append(bar.volume)
	
	# Processes all data into numpy arrays for use by talib
	timeList = np.array(timeList)
	openList = np.array(openList,dtype=np.float64)
	highList = np.array(highList,dtype=np.float64)
	lowList = np.array(lowList,dtype=np.float64)
	closeList = np.array(closeList,dtype=np.float64)
	volumeList = np.array(volumeList,dtype=np.float64)

	# Calculated trading indicators
	SMA20 = talib.SMA(closeList,20)[-1]
	SMA50 = talib.SMA(closeList,50)[-1]

	
	# Calculates the trading signals
	if SMA20 > SMA50:
		openPosition = api.get_position(symbol)
		
		# Opens new position if one does not exist
		if openPosition == 0:
			cashBalance = api.get_account().cash
		
			targetPositionSize = cashBalance / (price / positionSizing) # Calculates required position size
			
			returned = api.submit_order(symbol,targetPositionSize,"buy","market","gtc") # Market order to open position
			print(returned)
		
	else:
		# Closes position if SMA20 is below SMA50
		openPosition = api.get_position(symbol)
		
		returned = api.submit_order(symbol,openPosition,"sell","market","gtc") # Market order to fully close position
		print(returned)
	
	iteratorPos += 1