Spaces:
Sleeping
Sleeping
Benjamin Consolvo
commited on
Commit
·
7cade8a
1
Parent(s):
3cd9996
ui updates
Browse files
app.py
CHANGED
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@@ -1,7 +1,5 @@
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import streamlit as st
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st.set_page_config(layout="wide")
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import yfinance as yf
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# import alpaca as tradeapi
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import alpaca_trade_api as alpaca
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from newsapi import NewsApiClient
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from vaderSentiment.vaderSentiment import SentimentIntensityAnalyzer
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@@ -18,16 +16,18 @@ import plotly.graph_objs as go
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from sklearn.preprocessing import minmax_scale
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from plotly.subplots import make_subplots
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# Configure logging
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logging.basicConfig(
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logger = logging.getLogger(__name__)
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# The trading history events are saved in the file "auto_trade_log.json"
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# This file is created and updated in the current working directory where you run your Streamlit app.
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AUTO_TRADE_INTERVAL = 10800 # Interval in seconds (e.g., 10800 seconds = 3 hours)
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class AlpacaTrader:
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def __init__(self, API_KEY, API_SECRET, BASE_URL):
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@@ -39,7 +39,7 @@ class AlpacaTrader:
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def get_market_status(self):
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return self.alpaca.get_clock().is_open
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def buy(self, symbol, qty):
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try:
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# Ensure at least $1000 in cash before buying
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account = self.alpaca.get_account()
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@@ -48,13 +48,27 @@ class AlpacaTrader:
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logger.warning(f"Low cash: (${cash_balance}) to buy {symbol}. Minimum $1000 required.")
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return None
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order = self.alpaca.submit_order(symbol=symbol, qty=qty, side='buy', type='market', time_in_force='day')
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return order
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except Exception as e:
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logger.error(f"Error buying {symbol}: {e}")
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return None
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def sell(self, symbol, qty):
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# Check if position exists and has enough quantity before attempting to sell
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positions = {p.symbol: float(p.qty) for p in self.alpaca.list_positions()}
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if symbol not in positions:
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@@ -65,7 +79,21 @@ class AlpacaTrader:
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return None
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try:
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order = self.alpaca.submit_order(symbol=symbol, qty=qty, side='sell', type='market', time_in_force='day')
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return order
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except Exception as e:
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logger.error(f"Error selling {symbol}: {e}")
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@@ -74,7 +102,9 @@ class AlpacaTrader:
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def getHoldings(self):
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positions = self.alpaca.list_positions()
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for position in positions:
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self.holdings[position.symbol] = position.market_value
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return self.holdings
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def getCash(self):
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def get_news_sentiment(self, symbols):
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'''
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ERROR:__main__:Error getting news for APLD: {'status': 'error', 'code': 'rateLimited', 'message': 'You have made too many requests recently. Developer accounts are limited to 100 requests over a 24 hour period (50 requests available every 12 hours). Please upgrade to a paid plan if you need more requests.'}
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'''
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sentiment = {}
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for symbol in symbols:
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@@ -170,7 +202,8 @@ class StockAnalyzer:
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}
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}
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else:
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bars_data[symbol] = {'bar_data': None}
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except Exception as e:
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logger.warning(f"Error fetching bars in batch: {e}")
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@@ -240,7 +273,7 @@ class StockAnalyzer:
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if info['bar_data'] is not None
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}
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top_volume_stocks = sorted(volume_data, key=volume_data.get, reverse=True)[:num_stocks]
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return top_volume_stocks
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except Exception as e:
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symbols = list(self.data.keys())
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symbol_to_name = self.analyzer.symbol_to_name
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n = len(symbols)
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# Calculate columns based on n for best fit
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cols = n
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elif n <= 6:
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cols = 3
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elif n <= 8:
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cols = 4
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elif n <= 12:
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cols = 4
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else:
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cols = 5
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rows = (n + cols - 1) // cols
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subplot_titles = [
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f"{symbol} - {symbol_to_name.get(symbol, '')}" for symbol in symbols
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@@ -327,201 +349,112 @@ class TradingApp:
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with st.sidebar:
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st.header("Manual Trade")
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symbol = st.text_input('Enter stock symbol')
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qty = int(st.number_input('Enter quantity'))
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action = st.selectbox('Action', ['Buy', 'Sell'])
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if st.button('Execute'):
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if action == 'Buy':
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order = self.alpaca.buy(symbol, qty)
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else:
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order = self.alpaca.sell(symbol, qty)
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if order:
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st.success(f"Order executed: {action} {qty} shares of {symbol}")
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else:
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st.error("Order failed")
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st.header("Portfolio")
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st.write("Cash Balance:")
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st.write(self.alpaca.getCash())
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st.write("Holdings:")
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st.write(self.alpaca.getHoldings())
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st.write("Recent Trades:")
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st.write(pd.DataFrame(self.alpaca.trades))
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def auto_trade_based_on_sentiment(self, sentiment):
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# Add company name to each action
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actions = []
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symbol_to_name = self.analyzer.symbol_to_name
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for symbol, sentiment_value in sentiment.items():
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action = None
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if sentiment_value == 'Positive':
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order = self.alpaca.buy(symbol, 1)
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action = 'Buy'
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elif sentiment_value == 'Negative':
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order = self.alpaca.sell(symbol, 1)
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action = 'Sell'
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else:
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order = None
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action = 'Hold'
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actions.append({
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'symbol': symbol,
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'company_name': symbol_to_name.get(symbol, ''),
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'sentiment': sentiment_value,
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'action': action
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})
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self.auto_trade_log = actions
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return actions
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'sentiment': sentiment_value,
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'action': action
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})
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# Append to log file instead of overwriting
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log_entry = {
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"timestamp": datetime.now().isoformat(),
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"actions": actions,
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"sentiment": sentiment
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}
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try:
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if os.path.exists(AUTO_TRADE_LOG_PATH):
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with open(AUTO_TRADE_LOG_PATH, "r") as f:
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log_data = json.load(f)
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else:
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class TradingApp:
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def __init__(self):
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self.alpaca = AlpacaTrader(st.secrets['ALPACA_API_KEY'], st.secrets['ALPACA_SECRET_KEY'], 'https://paper-api.alpaca.markets')
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self.sentiment = NewsSentiment(st.secrets['NEWS_API_KEY'])
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self.analyzer = StockAnalyzer(self.alpaca)
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self.data = self.analyzer.get_historical_data(self.analyzer.symbols)
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self.auto_trade_log = [] # Store automatic trade actions
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def display_charts(self):
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# Dynamically adjust columns based on number of stocks and available width
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symbols = list(self.data.keys())
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symbol_to_name = self.analyzer.symbol_to_name
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n = len(symbols)
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# Calculate columns based on n for best fit
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if n <= 3:
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cols = n
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elif n <= 6:
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cols = 3
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elif n <= 8:
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cols = 4
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elif n <= 12:
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cols = 4
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else:
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cols = 5
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rows = (n + cols - 1) // cols
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subplot_titles = [
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f"{symbol} - {symbol_to_name.get(symbol, '')}" for symbol in symbols
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]
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fig = make_subplots(rows=rows, cols=cols, subplot_titles=subplot_titles)
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for idx, symbol in enumerate(symbols):
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df = self.data[symbol]
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if not df.empty:
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row = idx // cols + 1
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col = idx % cols + 1
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fig.add_trace(
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go.Scatter(
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x=df.index,
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y=df['Close'],
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mode='lines',
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name=symbol,
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hovertemplate=f"%{{x}}<br>{symbol}: %{{y:.2f}}<extra></extra>"
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),
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row=row,
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col=col
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)
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fig.update_layout(
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title="Top Volume Stocks - Price Charts (Since 2023)",
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height=max(400 * rows, 600),
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showlegend=False,
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dragmode=False,
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)
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# Enable scroll-zoom for each subplot (individual zoom)
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fig.update_layout(
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xaxis=dict(fixedrange=False),
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yaxis=dict(fixedrange=False),
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)
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for i in range(1, rows * cols + 1):
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fig.layout[f'xaxis{i}'].update(fixedrange=False)
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fig.layout[f'yaxis{i}'].update(fixedrange=False)
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st.plotly_chart(fig, use_container_width=True, config={"scrollZoom": True})
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def manual_trade(self):
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# Move all user inputs to the sidebar
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with st.sidebar:
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st.header("Manual Trade")
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symbol = st.text_input('Enter stock symbol')
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qty = int(st.number_input('Enter quantity'))
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action = st.selectbox('Action', ['Buy', 'Sell'])
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if st.button('Execute'):
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if
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else:
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st.error("
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st.
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def auto_trade_based_on_sentiment(self, sentiment):
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# Add company name to each action
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actions = []
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symbol_to_name = self.analyzer.symbol_to_name
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for symbol, sentiment_value in sentiment.items():
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action = None
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if sentiment_value == 'Positive':
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order = self.alpaca.buy(symbol, 1)
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action = 'Buy'
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elif sentiment_value == 'Negative':
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order = self.alpaca.sell(symbol, 1)
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action = 'Sell'
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else:
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order = None
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action = 'Hold'
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actions.append({
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'symbol': symbol,
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'company_name': symbol_to_name.get(symbol, ''),
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return actions
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def background_auto_trade(app):
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# This function runs in a background thread and
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# The warning "tcgetpgrp failed: Not a tty" is harmless and can be ignored.
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# It is likely caused by the environment in which the script is running (e.g., Streamlit, Docker, or a notebook).
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# No code changes are needed for this warning.
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while True:
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sentiment = app.sentiment.get_news_sentiment(app.analyzer.symbols)
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actions = []
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for symbol, sentiment_value in sentiment.items():
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action = None
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if sentiment_value == 'Positive':
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order = app.alpaca.buy(symbol, 1)
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action = 'Buy'
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elif sentiment_value == 'Negative':
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order = app.alpaca.sell(symbol, 1)
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action = 'Sell'
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else:
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order = None
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action = 'Hold'
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'symbol': symbol,
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'sentiment': sentiment_value,
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'action': action
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})
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# Append to log file instead of overwriting
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log_entry = {
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"timestamp": datetime.now().isoformat(),
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"actions": actions,
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"sentiment": sentiment
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}
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try:
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if os.path.exists(AUTO_TRADE_LOG_PATH):
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with open(AUTO_TRADE_LOG_PATH, "r") as f:
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log_data = json.load(f)
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else:
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log_data = []
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except Exception:
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log_data = []
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log_data.append(log_entry)
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with open(AUTO_TRADE_LOG_PATH, "w") as f:
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json.dump(log_data, f)
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time.sleep(AUTO_TRADE_INTERVAL)
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def load_auto_trade_log():
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try:
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with open(AUTO_TRADE_LOG_PATH, "r") as f:
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return json.load(f)
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except Exception:
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return None
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class TradingApp:
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def __init__(self):
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self.alpaca = AlpacaTrader(st.secrets['ALPACA_API_KEY'], st.secrets['ALPACA_SECRET_KEY'], 'https://paper-api.alpaca.markets')
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self.sentiment = NewsSentiment(st.secrets['NEWS_API_KEY'])
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self.analyzer = StockAnalyzer(self.alpaca)
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self.data = self.analyzer.get_historical_data(self.analyzer.symbols)
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self.auto_trade_log = [] # Store automatic trade actions
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def display_charts(self):
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# Dynamically adjust columns based on number of stocks and available width
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symbols = list(self.data.keys())
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symbol_to_name = self.analyzer.symbol_to_name
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n = len(symbols)
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# Calculate columns based on n for best fit
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if n <= 3:
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cols = n
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elif n <= 6:
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cols = 3
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elif n <= 8:
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cols = 4
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elif n <= 12:
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| 606 |
-
cols = 4
|
| 607 |
-
else:
|
| 608 |
-
cols = 5
|
| 609 |
|
| 610 |
-
|
| 611 |
-
|
| 612 |
-
|
| 613 |
-
|
| 614 |
-
|
| 615 |
-
for idx, symbol in enumerate(symbols):
|
| 616 |
-
df = self.data[symbol]
|
| 617 |
-
if not df.empty:
|
| 618 |
-
row = idx // cols + 1
|
| 619 |
-
col = idx % cols + 1
|
| 620 |
-
fig.add_trace(
|
| 621 |
-
go.Scatter(
|
| 622 |
-
x=df.index,
|
| 623 |
-
y=df['Close'],
|
| 624 |
-
mode='lines',
|
| 625 |
-
name=symbol,
|
| 626 |
-
hovertemplate=f"%{{x}}<br>{symbol}: %{{y:.2f}}<extra></extra>"
|
| 627 |
-
),
|
| 628 |
-
row=row,
|
| 629 |
-
col=col
|
| 630 |
-
)
|
| 631 |
-
fig.update_layout(
|
| 632 |
-
title="Top Volume Stocks - Price Charts (Since 2023)",
|
| 633 |
-
height=max(400 * rows, 600),
|
| 634 |
-
showlegend=False,
|
| 635 |
-
dragmode=False,
|
| 636 |
-
)
|
| 637 |
-
# Enable scroll-zoom for each subplot (individual zoom)
|
| 638 |
-
fig.update_layout(
|
| 639 |
-
xaxis=dict(fixedrange=False),
|
| 640 |
-
yaxis=dict(fixedrange=False),
|
| 641 |
-
)
|
| 642 |
-
for i in range(1, rows * cols + 1):
|
| 643 |
-
fig.layout[f'xaxis{i}'].update(fixedrange=False)
|
| 644 |
-
fig.layout[f'yaxis{i}'].update(fixedrange=False)
|
| 645 |
-
st.plotly_chart(fig, use_container_width=True, config={"scrollZoom": True})
|
| 646 |
-
|
| 647 |
-
def manual_trade(self):
|
| 648 |
-
# Move all user inputs to the sidebar
|
| 649 |
-
with st.sidebar:
|
| 650 |
-
st.header("Manual Trade")
|
| 651 |
-
symbol = st.text_input('Enter stock symbol')
|
| 652 |
-
qty = int(st.number_input('Enter quantity'))
|
| 653 |
-
action = st.selectbox('Action', ['Buy', 'Sell'])
|
| 654 |
-
if st.button('Execute'):
|
| 655 |
-
if action == 'Buy':
|
| 656 |
-
order = self.alpaca.buy(symbol, qty)
|
| 657 |
else:
|
| 658 |
-
|
| 659 |
-
if order:
|
| 660 |
-
st.success(f"Order executed: {action} {qty} shares of {symbol}")
|
| 661 |
-
else:
|
| 662 |
-
st.error("Order failed")
|
| 663 |
-
st.header("Portfolio")
|
| 664 |
-
st.write("Cash Balance:")
|
| 665 |
-
st.write(self.alpaca.getCash())
|
| 666 |
-
st.write("Holdings:")
|
| 667 |
-
st.write(self.alpaca.getHoldings())
|
| 668 |
-
st.write("Recent Trades:")
|
| 669 |
-
st.write(pd.DataFrame(self.alpaca.trades))
|
| 670 |
|
| 671 |
-
def auto_trade_based_on_sentiment(self, sentiment):
|
| 672 |
-
# Add company name to each action
|
| 673 |
-
actions = []
|
| 674 |
-
symbol_to_name = self.analyzer.symbol_to_name
|
| 675 |
-
for symbol, sentiment_value in sentiment.items():
|
| 676 |
-
action = None
|
| 677 |
-
if sentiment_value == 'Positive':
|
| 678 |
-
order = self.alpaca.buy(symbol, 1)
|
| 679 |
-
action = 'Buy'
|
| 680 |
-
elif sentiment_value == 'Negative':
|
| 681 |
-
order = self.alpaca.sell(symbol, 1)
|
| 682 |
-
action = 'Sell'
|
| 683 |
-
else:
|
| 684 |
-
order = None
|
| 685 |
-
action = 'Hold'
|
| 686 |
actions.append({
|
| 687 |
'symbol': symbol,
|
| 688 |
'company_name': symbol_to_name.get(symbol, ''),
|
| 689 |
'sentiment': sentiment_value,
|
| 690 |
'action': action
|
| 691 |
})
|
| 692 |
-
|
| 693 |
-
|
| 694 |
-
|
| 695 |
-
def background_auto_trade(app):
|
| 696 |
-
# This function runs in a background thread and does not require a TTY.
|
| 697 |
-
# The warning "tcgetpgrp failed: Not a tty" is harmless and can be ignored.
|
| 698 |
-
# It is likely caused by the environment in which the script is running (e.g., Streamlit, Docker, or a notebook).
|
| 699 |
-
# No code changes are needed for this warning.
|
| 700 |
-
while True:
|
| 701 |
-
sentiment = app.sentiment.get_news_sentiment(app.analyzer.symbols)
|
| 702 |
-
actions = []
|
| 703 |
-
for symbol, sentiment_value in sentiment.items():
|
| 704 |
-
action = None
|
| 705 |
-
if sentiment_value == 'Positive':
|
| 706 |
-
order = app.alpaca.buy(symbol, 1)
|
| 707 |
-
action = 'Buy'
|
| 708 |
-
elif sentiment_value == 'Negative':
|
| 709 |
-
order = app.alpaca.sell(symbol, 1)
|
| 710 |
-
action = 'Sell'
|
| 711 |
-
else:
|
| 712 |
-
order = None
|
| 713 |
-
action = 'Hold'
|
| 714 |
-
actions.append({
|
| 715 |
-
'symbol': symbol,
|
| 716 |
-
'sentiment': sentiment_value,
|
| 717 |
-
'action': action
|
| 718 |
-
})
|
| 719 |
-
# Append to log file instead of overwriting
|
| 720 |
log_entry = {
|
| 721 |
"timestamp": datetime.now().isoformat(),
|
| 722 |
"actions": actions,
|
| 723 |
"sentiment": sentiment
|
| 724 |
}
|
| 725 |
-
|
| 726 |
-
|
| 727 |
-
|
| 728 |
-
|
| 729 |
-
|
| 730 |
-
|
| 731 |
-
|
| 732 |
-
|
| 733 |
-
|
| 734 |
-
with open(AUTO_TRADE_LOG_PATH, "w") as f:
|
| 735 |
-
json.dump(log_data, f)
|
| 736 |
time.sleep(AUTO_TRADE_INTERVAL)
|
| 737 |
|
| 738 |
-
def
|
| 739 |
-
|
| 740 |
-
|
| 741 |
-
|
| 742 |
-
|
| 743 |
-
|
| 744 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 745 |
|
| 746 |
def get_market_times(alpaca_api):
|
| 747 |
try:
|
|
@@ -768,51 +566,85 @@ def main():
|
|
| 768 |
st.session_state["app_instance"] = TradingApp()
|
| 769 |
app = st.session_state["app_instance"]
|
| 770 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 771 |
# Only start the background thread once
|
| 772 |
if "auto_trade_thread_started" not in st.session_state:
|
| 773 |
thread = threading.Thread(target=background_auto_trade, args=(app,), daemon=True)
|
| 774 |
thread.start()
|
| 775 |
st.session_state["auto_trade_thread_started"] = True
|
| 776 |
|
| 777 |
-
# Static market clock (no auto-refresh)
|
| 778 |
-
is_open, now, next_open, next_close = get_market_times(app.alpaca.alpaca)
|
| 779 |
-
market_status = "🟢 Market is OPEN" if is_open else "🔴 Market is CLOSED"
|
| 780 |
-
st.markdown(f"### {market_status}")
|
| 781 |
-
if now is not None:
|
| 782 |
-
st.markdown(f"**Current time (ET):** {now.strftime('%Y-%m-%d %H:%M:%S')}")
|
| 783 |
-
if is_open and next_close is not None:
|
| 784 |
-
st.markdown(f"**Market closes at:** {next_close.strftime('%Y-%m-%d %H:%M:%S')} ET")
|
| 785 |
-
# Show countdown to close
|
| 786 |
-
seconds_left = int((next_close - now).total_seconds())
|
| 787 |
-
st.markdown(f"**Time until close:** {pd.to_timedelta(seconds_left, unit='s')}")
|
| 788 |
-
elif not is_open and next_open is not None:
|
| 789 |
-
st.markdown(f"**Market opens at:** {next_open.strftime('%Y-%m-%d %H:%M:%S')} ET")
|
| 790 |
-
# Show countdown to open
|
| 791 |
-
seconds_left = int((next_open - now).total_seconds())
|
| 792 |
-
st.markdown(f"**Time until open:** {pd.to_timedelta(seconds_left, unit='s')}")
|
| 793 |
-
|
| 794 |
-
# User inputs and portfolio are now in the sidebar
|
| 795 |
-
app.manual_trade()
|
| 796 |
-
|
| 797 |
# Main area: plots and data
|
|
|
|
| 798 |
app.display_charts()
|
| 799 |
|
| 800 |
# Read and display latest auto-trade actions
|
| 801 |
st.write("Automatic Trading Actions Based on Sentiment (background):")
|
| 802 |
-
auto_trade_log =
|
| 803 |
if auto_trade_log:
|
| 804 |
# Show the most recent entry
|
| 805 |
last_entry = auto_trade_log[-1]
|
| 806 |
st.write(f"Last checked: {last_entry['timestamp']}")
|
| 807 |
df = pd.DataFrame(last_entry["actions"])
|
| 808 |
-
# Reorder columns for clarity
|
| 809 |
if "company_name" in df.columns:
|
| 810 |
df = df[["symbol", "company_name", "sentiment", "action"]]
|
| 811 |
st.dataframe(df)
|
| 812 |
st.write("Sentiment Analysis (latest):")
|
| 813 |
st.write(last_entry["sentiment"])
|
| 814 |
|
| 815 |
-
# Plot buy/sell actions over time
|
| 816 |
st.write("Auto-Trading History (Buy/Sell Actions Over Time):")
|
| 817 |
history = []
|
| 818 |
for entry in auto_trade_log:
|
|
@@ -828,36 +660,12 @@ def main():
|
|
| 828 |
hist_df = pd.DataFrame(history)
|
| 829 |
if not hist_df.empty:
|
| 830 |
hist_df["timestamp"] = pd.to_datetime(hist_df["timestamp"])
|
| 831 |
-
|
| 832 |
-
# Avoid FutureWarning by explicitly converting to float after replace
|
| 833 |
-
hist_df["action_value"] = hist_df["action"].replace({"Buy": 1, "Sell": -1})
|
| 834 |
-
hist_df["action_value"] = hist_df["action_value"].astype(float)
|
| 835 |
pivot = hist_df.pivot_table(index="timestamp", columns="symbol", values="action_value", aggfunc="sum")
|
| 836 |
st.line_chart(pivot.fillna(0))
|
| 837 |
else:
|
| 838 |
st.info("Waiting for first background auto-trade run...")
|
| 839 |
|
| 840 |
-
# Explanation:
|
| 841 |
-
# In Alpaca:
|
| 842 |
-
# - 'cash' is the actual cash available in your account (uninvested funds).
|
| 843 |
-
# - 'buying_power' is the total amount you can use to buy securities, which may be higher than cash if you have margin enabled.
|
| 844 |
-
# For a cash account, buying_power == cash.
|
| 845 |
-
# For a margin account, buying_power can be up to 2x (or 4x for day trading) your cash, depending on regulations and your account status.
|
| 846 |
-
|
| 847 |
-
# Example usage:
|
| 848 |
-
# account = alpaca.get_account()
|
| 849 |
-
# cash_balance = account.cash
|
| 850 |
-
# buying_power = account.buying_power
|
| 851 |
-
|
| 852 |
-
# Note:
|
| 853 |
-
# To disable margin on your Alpaca paper account, you must set your account type to "cash" instead of "margin".
|
| 854 |
-
# This cannot be changed via the API or code. You must:
|
| 855 |
-
# 1. Log in to your Alpaca dashboard at https://app.alpaca.markets/
|
| 856 |
-
# 2. Go to "Paper Trading" > "Settings"
|
| 857 |
-
# 3. Set the account type to "Cash" (not "Margin")
|
| 858 |
-
# 4. If you do not see this option, you may need to reset your paper account or contact Alpaca support.
|
| 859 |
-
|
| 860 |
-
# There is no programmatic/API way to change the margin setting for a paper account.
|
| 861 |
|
| 862 |
if __name__ == "__main__":
|
| 863 |
main()
|
|
|
|
| 1 |
import streamlit as st
|
|
|
|
| 2 |
import yfinance as yf
|
|
|
|
| 3 |
import alpaca_trade_api as alpaca
|
| 4 |
from newsapi import NewsApiClient
|
| 5 |
from vaderSentiment.vaderSentiment import SentimentIntensityAnalyzer
|
|
|
|
| 16 |
from sklearn.preprocessing import minmax_scale
|
| 17 |
from plotly.subplots import make_subplots
|
| 18 |
|
| 19 |
+
# Configure logging with timestamps
|
| 20 |
+
logging.basicConfig(
|
| 21 |
+
level=logging.INFO,
|
| 22 |
+
format="%(asctime)s - %(levelname)s - %(message)s",
|
| 23 |
+
datefmt="%Y-%m-%d %H:%M:%S"
|
| 24 |
+
)
|
| 25 |
logger = logging.getLogger(__name__)
|
| 26 |
|
| 27 |
+
# Use session state keys instead of file paths
|
| 28 |
+
AUTO_TRADE_LOG_KEY = "auto_trade_log" # Session state key for trade log
|
|
|
|
|
|
|
|
|
|
| 29 |
AUTO_TRADE_INTERVAL = 10800 # Interval in seconds (e.g., 10800 seconds = 3 hours)
|
| 30 |
+
st.set_page_config(layout="wide")
|
| 31 |
|
| 32 |
class AlpacaTrader:
|
| 33 |
def __init__(self, API_KEY, API_SECRET, BASE_URL):
|
|
|
|
| 39 |
def get_market_status(self):
|
| 40 |
return self.alpaca.get_clock().is_open
|
| 41 |
|
| 42 |
+
def buy(self, symbol, qty, reason=None):
|
| 43 |
try:
|
| 44 |
# Ensure at least $1000 in cash before buying
|
| 45 |
account = self.alpaca.get_account()
|
|
|
|
| 48 |
logger.warning(f"Low cash: (${cash_balance}) to buy {symbol}. Minimum $1000 required.")
|
| 49 |
return None
|
| 50 |
order = self.alpaca.submit_order(symbol=symbol, qty=qty, side='buy', type='market', time_in_force='day')
|
| 51 |
+
if reason:
|
| 52 |
+
logger.info(f"Bought {qty} shares of {symbol} [Reason: {reason}]")
|
| 53 |
+
else:
|
| 54 |
+
logger.info(f"Bought {qty} shares of {symbol}")
|
| 55 |
+
|
| 56 |
+
# Record the trade
|
| 57 |
+
if order:
|
| 58 |
+
self.trades.append({
|
| 59 |
+
'symbol': symbol,
|
| 60 |
+
'qty': qty,
|
| 61 |
+
'action': 'Buy',
|
| 62 |
+
'time': datetime.now(),
|
| 63 |
+
'reason': reason
|
| 64 |
+
})
|
| 65 |
+
|
| 66 |
return order
|
| 67 |
except Exception as e:
|
| 68 |
logger.error(f"Error buying {symbol}: {e}")
|
| 69 |
return None
|
| 70 |
|
| 71 |
+
def sell(self, symbol, qty, reason=None):
|
| 72 |
# Check if position exists and has enough quantity before attempting to sell
|
| 73 |
positions = {p.symbol: float(p.qty) for p in self.alpaca.list_positions()}
|
| 74 |
if symbol not in positions:
|
|
|
|
| 79 |
return None
|
| 80 |
try:
|
| 81 |
order = self.alpaca.submit_order(symbol=symbol, qty=qty, side='sell', type='market', time_in_force='day')
|
| 82 |
+
if reason:
|
| 83 |
+
logger.info(f"Sold {qty} shares of {symbol} [Reason: {reason}]")
|
| 84 |
+
else:
|
| 85 |
+
logger.info(f"Sold {qty} shares of {symbol}")
|
| 86 |
+
|
| 87 |
+
# Record the trade
|
| 88 |
+
if order:
|
| 89 |
+
self.trades.append({
|
| 90 |
+
'symbol': symbol,
|
| 91 |
+
'qty': qty,
|
| 92 |
+
'action': 'Sell',
|
| 93 |
+
'time': datetime.now(),
|
| 94 |
+
'reason': reason
|
| 95 |
+
})
|
| 96 |
+
|
| 97 |
return order
|
| 98 |
except Exception as e:
|
| 99 |
logger.error(f"Error selling {symbol}: {e}")
|
|
|
|
| 102 |
def getHoldings(self):
|
| 103 |
positions = self.alpaca.list_positions()
|
| 104 |
for position in positions:
|
| 105 |
+
self.holdings[position.symbol] = float(position.market_value)
|
| 106 |
+
|
| 107 |
+
# Return holdings as a dictionary for internal use
|
| 108 |
return self.holdings
|
| 109 |
|
| 110 |
def getCash(self):
|
|
|
|
| 135 |
|
| 136 |
def get_news_sentiment(self, symbols):
|
| 137 |
'''
|
| 138 |
+
The News API has a rate limit of 100 requests per day for free accounts. If you exceed this limit, you'll get a rateLimited error. Example error message:
|
| 139 |
ERROR:__main__:Error getting news for APLD: {'status': 'error', 'code': 'rateLimited', 'message': 'You have made too many requests recently. Developer accounts are limited to 100 requests over a 24 hour period (50 requests available every 12 hours). Please upgrade to a paid plan if you need more requests.'}
|
| 140 |
+
|
| 141 |
'''
|
| 142 |
sentiment = {}
|
| 143 |
for symbol in symbols:
|
|
|
|
| 202 |
}
|
| 203 |
}
|
| 204 |
else:
|
| 205 |
+
# Only log at debug level to avoid spamming warnings for missing bar data
|
| 206 |
+
logger.debug(f"No bar data for symbol: {symbol}")
|
| 207 |
bars_data[symbol] = {'bar_data': None}
|
| 208 |
except Exception as e:
|
| 209 |
logger.warning(f"Error fetching bars in batch: {e}")
|
|
|
|
| 273 |
if info['bar_data'] is not None
|
| 274 |
}
|
| 275 |
top_volume_stocks = sorted(volume_data, key=volume_data.get, reverse=True)[:num_stocks]
|
| 276 |
+
logger.info(f'top_volume_stocks = {top_volume_stocks}')
|
| 277 |
|
| 278 |
return top_volume_stocks
|
| 279 |
except Exception as e:
|
|
|
|
| 305 |
symbols = list(self.data.keys())
|
| 306 |
symbol_to_name = self.analyzer.symbol_to_name
|
| 307 |
n = len(symbols)
|
|
|
|
| 308 |
# Calculate columns based on n for best fit
|
| 309 |
+
cols = 3
|
|
|
|
|
|
|
|
|
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| 310 |
rows = (n + cols - 1) // cols
|
| 311 |
subplot_titles = [
|
| 312 |
f"{symbol} - {symbol_to_name.get(symbol, '')}" for symbol in symbols
|
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|
| 349 |
with st.sidebar:
|
| 350 |
st.header("Manual Trade")
|
| 351 |
symbol = st.text_input('Enter stock symbol')
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| 352 |
|
| 353 |
+
# Fetch the current stock price dynamically using Alpaca's API
|
| 354 |
+
def get_stock_price(symbol):
|
| 355 |
+
try:
|
| 356 |
+
if not symbol:
|
| 357 |
+
return None
|
| 358 |
+
last_trade = self.alpaca.alpaca.get_latest_trade(symbol)
|
| 359 |
+
return last_trade.price
|
| 360 |
+
except Exception as e:
|
| 361 |
+
logger.error(f"Error fetching stock price for {symbol}: {e}")
|
| 362 |
+
return None
|
| 363 |
+
|
| 364 |
+
# Update stock price when a new symbol is entered
|
| 365 |
+
if symbol:
|
| 366 |
+
if "stock_price" not in st.session_state or st.session_state.get("last_symbol") != symbol:
|
| 367 |
+
st.session_state["stock_price"] = get_stock_price(symbol)
|
| 368 |
+
st.session_state["last_symbol"] = symbol
|
| 369 |
+
|
| 370 |
+
stock_price = st.session_state.get("stock_price")
|
| 371 |
+
# Explicitly display the stock price below the input field
|
| 372 |
+
if stock_price is not None:
|
| 373 |
+
st.write(f"Current stock price for {symbol.upper()}: ${stock_price:,.2f}")
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|
| 374 |
else:
|
| 375 |
+
st.write("Enter a valid stock symbol to see the price.")
|
| 376 |
+
|
| 377 |
+
# Allow user to enter either quantity or amount
|
| 378 |
+
trade_option = st.radio("Trade Option", ["Enter Quantity", "Enter Amount"])
|
| 379 |
+
qty = st.number_input('Enter quantity', min_value=0.0, step=0.01, value=0.0) if trade_option == "Enter Quantity" else None
|
| 380 |
+
amount = st.number_input('Enter amount ($)', min_value=0.0, step=0.01, value=0.0) if trade_option == "Enter Amount" else None
|
| 381 |
+
|
| 382 |
+
# Dynamically calculate the other field
|
| 383 |
+
if stock_price:
|
| 384 |
+
if trade_option == "Enter Quantity" and qty:
|
| 385 |
+
amount = qty * stock_price
|
| 386 |
+
st.write(f"Calculated Amount: ${amount:,.2f}")
|
| 387 |
+
elif trade_option == "Enter Amount" and amount:
|
| 388 |
+
qty = float(amount / stock_price)
|
| 389 |
+
st.write(f"Calculated Quantity: {qty:,.2f}")
|
|
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|
| 390 |
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|
|
| 391 |
action = st.selectbox('Action', ['Buy', 'Sell'])
|
| 392 |
if st.button('Execute'):
|
| 393 |
+
if stock_price and qty:
|
| 394 |
+
is_market_open = self.alpaca.get_market_status()
|
| 395 |
+
if action == 'Buy':
|
| 396 |
+
order = self.alpaca.buy(symbol, qty, reason="Manual Trade")
|
| 397 |
+
else:
|
| 398 |
+
order = self.alpaca.sell(symbol, qty, reason="Manual Trade")
|
| 399 |
+
|
| 400 |
+
if order:
|
| 401 |
+
if not is_market_open:
|
| 402 |
+
_, _, next_open, _ = get_market_times(self.alpaca.alpaca)
|
| 403 |
+
next_open_time = next_open.strftime('%Y-%m-%d %H:%M:%S') if next_open else "unknown"
|
| 404 |
+
st.warning(f"Market is currently closed. The {action.lower()} order for {qty} shares of {symbol} has been submitted and will execute when the market opens at {next_open_time}.")
|
| 405 |
+
else:
|
| 406 |
+
st.success(f"Order executed: {action} {qty} shares of {symbol}")
|
| 407 |
+
else:
|
| 408 |
+
st.error("Order failed")
|
| 409 |
else:
|
| 410 |
+
st.error("Please enter a valid stock symbol and trade details.")
|
| 411 |
+
|
| 412 |
+
# Display portfolio information in the sidebar
|
| 413 |
+
st.header("Alpaca Cash Portfolio")
|
| 414 |
+
|
| 415 |
+
def refresh_portfolio():
|
| 416 |
+
account = self.alpaca.alpaca.get_account()
|
| 417 |
+
portfolio_data = {
|
| 418 |
+
"Metric": ["Cash Balance", "Buying Power", "Equity", "Portfolio Value"],
|
| 419 |
+
"Value": [
|
| 420 |
+
f"${int(float(account.cash)):,.0f}",
|
| 421 |
+
f"${int(float(account.buying_power)):,.0f}",
|
| 422 |
+
f"${int(float(account.equity)):,.0f}",
|
| 423 |
+
f"${int(float(account.portfolio_value)):,.0f}"
|
| 424 |
+
]
|
| 425 |
+
}
|
| 426 |
+
df = pd.DataFrame(portfolio_data)
|
| 427 |
+
st.table(df.to_dict(orient="records")) # Convert DataFrame to a list of dictionaries
|
| 428 |
+
|
| 429 |
+
refresh_portfolio()
|
| 430 |
+
st.button("Refresh Portfolio", on_click=refresh_portfolio)
|
| 431 |
+
# ...existing code...
|
| 432 |
|
| 433 |
def auto_trade_based_on_sentiment(self, sentiment):
|
|
|
|
| 434 |
actions = []
|
| 435 |
symbol_to_name = self.analyzer.symbol_to_name
|
| 436 |
for symbol, sentiment_value in sentiment.items():
|
| 437 |
action = None
|
| 438 |
+
is_market_open = self.alpaca.get_market_status()
|
| 439 |
if sentiment_value == 'Positive':
|
| 440 |
+
order = self.alpaca.buy(symbol, 1, reason="Sentiment: Positive")
|
| 441 |
action = 'Buy'
|
| 442 |
elif sentiment_value == 'Negative':
|
| 443 |
+
order = self.alpaca.sell(symbol, 1, reason="Sentiment: Negative")
|
| 444 |
action = 'Sell'
|
| 445 |
else:
|
| 446 |
order = None
|
| 447 |
action = 'Hold'
|
| 448 |
+
logger.info(f"Held {symbol}")
|
| 449 |
+
|
| 450 |
+
if order:
|
| 451 |
+
if not is_market_open:
|
| 452 |
+
_, _, next_open, _ = get_market_times(self.alpaca.alpaca)
|
| 453 |
+
next_open_time = next_open.strftime('%Y-%m-%d %H:%M:%S') if next_open else "unknown"
|
| 454 |
+
logger.warning(f"Market is currently closed. The {action.lower()} order for 1 share of {symbol} has been submitted and will execute when the market opens at {next_open_time}.")
|
| 455 |
+
else:
|
| 456 |
+
logger.info(f"Order executed: {action} 1 share of {symbol}")
|
| 457 |
+
|
| 458 |
actions.append({
|
| 459 |
'symbol': symbol,
|
| 460 |
'company_name': symbol_to_name.get(symbol, ''),
|
|
|
|
| 465 |
return actions
|
| 466 |
|
| 467 |
def background_auto_trade(app):
|
| 468 |
+
# This function runs in a background thread and updates session state
|
|
|
|
|
|
|
|
|
|
| 469 |
while True:
|
| 470 |
sentiment = app.sentiment.get_news_sentiment(app.analyzer.symbols)
|
| 471 |
+
symbol_to_name = app.analyzer.symbol_to_name
|
| 472 |
actions = []
|
| 473 |
for symbol, sentiment_value in sentiment.items():
|
| 474 |
action = None
|
| 475 |
+
is_market_open = app.alpaca.get_market_status()
|
| 476 |
if sentiment_value == 'Positive':
|
| 477 |
+
order = app.alpaca.buy(symbol, 1, reason="Sentiment: Positive")
|
| 478 |
action = 'Buy'
|
| 479 |
elif sentiment_value == 'Negative':
|
| 480 |
+
order = app.alpaca.sell(symbol, 1, reason="Sentiment: Negative")
|
| 481 |
action = 'Sell'
|
| 482 |
else:
|
| 483 |
order = None
|
| 484 |
action = 'Hold'
|
| 485 |
+
logger.info(f"Held {symbol}")
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
| 486 |
|
| 487 |
+
if order:
|
| 488 |
+
if not is_market_open:
|
| 489 |
+
_, _, next_open, _ = get_market_times(app.alpaca.alpaca)
|
| 490 |
+
next_open_time = next_open.strftime('%Y-%m-%d %H:%M:%S') if next_open else "unknown"
|
| 491 |
+
logger.warning(f"Market is currently closed. The {action.lower()} order for 1 share of {symbol} has been submitted and will execute when the market opens at {next_open_time}.")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
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|
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|
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|
|
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|
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|
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|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 492 |
else:
|
| 493 |
+
logger.info(f"Order executed: {action} 1 share of {symbol}")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
| 494 |
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
| 495 |
actions.append({
|
| 496 |
'symbol': symbol,
|
| 497 |
'company_name': symbol_to_name.get(symbol, ''),
|
| 498 |
'sentiment': sentiment_value,
|
| 499 |
'action': action
|
| 500 |
})
|
| 501 |
+
|
| 502 |
+
# Create log entry
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 503 |
log_entry = {
|
| 504 |
"timestamp": datetime.now().isoformat(),
|
| 505 |
"actions": actions,
|
| 506 |
"sentiment": sentiment
|
| 507 |
}
|
| 508 |
+
|
| 509 |
+
# Update session state - need to use a thread lock to safely update
|
| 510 |
+
if hasattr(threading, "main_thread") and threading.current_thread() is threading.main_thread():
|
| 511 |
+
# Direct update if in main thread
|
| 512 |
+
update_auto_trade_log(log_entry)
|
| 513 |
+
else:
|
| 514 |
+
# Safer to just store the latest entry, which the main thread will pick up
|
| 515 |
+
st.session_state["latest_auto_trade_entry"] = log_entry
|
| 516 |
+
|
|
|
|
|
|
|
| 517 |
time.sleep(AUTO_TRADE_INTERVAL)
|
| 518 |
|
| 519 |
+
def update_auto_trade_log(log_entry):
|
| 520 |
+
"""Update auto trade log in session state"""
|
| 521 |
+
if AUTO_TRADE_LOG_KEY not in st.session_state:
|
| 522 |
+
st.session_state[AUTO_TRADE_LOG_KEY] = []
|
| 523 |
+
|
| 524 |
+
# Append the new entry
|
| 525 |
+
st.session_state[AUTO_TRADE_LOG_KEY].append(log_entry)
|
| 526 |
+
|
| 527 |
+
# Limit size to avoid memory issues (keep last 50 entries)
|
| 528 |
+
if len(st.session_state[AUTO_TRADE_LOG_KEY]) > 50:
|
| 529 |
+
st.session_state[AUTO_TRADE_LOG_KEY] = st.session_state[AUTO_TRADE_LOG_KEY][-50:]
|
| 530 |
+
|
| 531 |
+
def get_auto_trade_log():
|
| 532 |
+
"""Get the auto trade log from session state"""
|
| 533 |
+
if AUTO_TRADE_LOG_KEY not in st.session_state:
|
| 534 |
+
st.session_state[AUTO_TRADE_LOG_KEY] = []
|
| 535 |
+
|
| 536 |
+
# Check if we have a new entry from background thread
|
| 537 |
+
if "latest_auto_trade_entry" in st.session_state:
|
| 538 |
+
update_auto_trade_log(st.session_state["latest_auto_trade_entry"])
|
| 539 |
+
# Clear the latest entry after adding it
|
| 540 |
+
del st.session_state["latest_auto_trade_entry"]
|
| 541 |
+
|
| 542 |
+
return st.session_state[AUTO_TRADE_LOG_KEY]
|
| 543 |
|
| 544 |
def get_market_times(alpaca_api):
|
| 545 |
try:
|
|
|
|
| 566 |
st.session_state["app_instance"] = TradingApp()
|
| 567 |
app = st.session_state["app_instance"]
|
| 568 |
|
| 569 |
+
# Create two columns for market status and portfolio holdings
|
| 570 |
+
col1, col2 = st.columns([1, 1])
|
| 571 |
+
|
| 572 |
+
# Column 1: Market status
|
| 573 |
+
with col1:
|
| 574 |
+
is_open, now, next_open, next_close = get_market_times(app.alpaca.alpaca)
|
| 575 |
+
market_status = "🟢 Market is OPEN" if is_open else "🔴 Market is CLOSED"
|
| 576 |
+
st.markdown(f"### {market_status}")
|
| 577 |
+
if now is not None:
|
| 578 |
+
st.markdown(f"**Current time (ET):** {now.strftime('%Y-%m-%d %H:%M:%S')}")
|
| 579 |
+
if is_open and next_close is not None:
|
| 580 |
+
st.markdown(f"**Market closes at:** {next_close.strftime('%Y-%m-%d %H:%M:%S')} ET")
|
| 581 |
+
seconds_left = int((next_close - now).total_seconds())
|
| 582 |
+
st.markdown(f"**Time until close:** {pd.to_timedelta(seconds_left, unit='s')}")
|
| 583 |
+
elif not is_open and next_open is not None:
|
| 584 |
+
st.markdown(f"**Market opens at:** {next_open.strftime('%Y-%m-%d %H:%M:%S')} ET")
|
| 585 |
+
seconds_left = int((next_open - now).total_seconds())
|
| 586 |
+
st.markdown(f"**Time until open:** {pd.to_timedelta(seconds_left, unit='s')}")
|
| 587 |
+
|
| 588 |
+
# Column 2: Portfolio holdings bar chart
|
| 589 |
+
with col2:
|
| 590 |
+
st.subheader("Portfolio Holdings")
|
| 591 |
+
holdings_container = st.empty() # Create a container for dynamic updates
|
| 592 |
+
def update_holdings():
|
| 593 |
+
holdings = app.alpaca.getHoldings()
|
| 594 |
+
if holdings:
|
| 595 |
+
df = pd.DataFrame(list(holdings.items()), columns=['Ticker', 'Market Value'])
|
| 596 |
+
fig = go.Figure(
|
| 597 |
+
data=[
|
| 598 |
+
go.Bar(
|
| 599 |
+
x=df['Ticker'],
|
| 600 |
+
y=df['Market Value'],
|
| 601 |
+
marker=dict(color=df['Market Value'], colorscale='Viridis'),
|
| 602 |
+
)
|
| 603 |
+
]
|
| 604 |
+
)
|
| 605 |
+
fig.update_layout(
|
| 606 |
+
xaxis_title="Ticker",
|
| 607 |
+
yaxis_title="$ USD",
|
| 608 |
+
height=400,
|
| 609 |
+
)
|
| 610 |
+
# Use a unique key by appending the current timestamp
|
| 611 |
+
holdings_container.plotly_chart(fig, use_container_width=True, key=f"portfolio_holdings_chart_{time.time()}")
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| 612 |
+
else:
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| 613 |
+
holdings_container.info("No holdings to display.")
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| 614 |
+
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| 615 |
+
# Periodically refresh the holdings plot
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| 616 |
+
update_holdings()
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| 617 |
+
st.button("Refresh Holdings", on_click=update_holdings)
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| 618 |
+
|
| 619 |
+
# Initialize auto trade log in session state if needed
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| 620 |
+
if AUTO_TRADE_LOG_KEY not in st.session_state:
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| 621 |
+
st.session_state[AUTO_TRADE_LOG_KEY] = []
|
| 622 |
+
|
| 623 |
# Only start the background thread once
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| 624 |
if "auto_trade_thread_started" not in st.session_state:
|
| 625 |
thread = threading.Thread(target=background_auto_trade, args=(app,), daemon=True)
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| 626 |
thread.start()
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| 627 |
st.session_state["auto_trade_thread_started"] = True
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| 628 |
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|
| 629 |
# Main area: plots and data
|
| 630 |
+
app.manual_trade()
|
| 631 |
app.display_charts()
|
| 632 |
|
| 633 |
# Read and display latest auto-trade actions
|
| 634 |
st.write("Automatic Trading Actions Based on Sentiment (background):")
|
| 635 |
+
auto_trade_log = get_auto_trade_log()
|
| 636 |
if auto_trade_log:
|
| 637 |
# Show the most recent entry
|
| 638 |
last_entry = auto_trade_log[-1]
|
| 639 |
st.write(f"Last checked: {last_entry['timestamp']}")
|
| 640 |
df = pd.DataFrame(last_entry["actions"])
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|
| 641 |
if "company_name" in df.columns:
|
| 642 |
df = df[["symbol", "company_name", "sentiment", "action"]]
|
| 643 |
st.dataframe(df)
|
| 644 |
st.write("Sentiment Analysis (latest):")
|
| 645 |
st.write(last_entry["sentiment"])
|
| 646 |
|
| 647 |
+
# Plot buy/sell actions over time
|
| 648 |
st.write("Auto-Trading History (Buy/Sell Actions Over Time):")
|
| 649 |
history = []
|
| 650 |
for entry in auto_trade_log:
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|
| 660 |
hist_df = pd.DataFrame(history)
|
| 661 |
if not hist_df.empty:
|
| 662 |
hist_df["timestamp"] = pd.to_datetime(hist_df["timestamp"])
|
| 663 |
+
hist_df["action_value"] = hist_df["action"].replace({"Buy": 1, "Sell": -1}).astype(float)
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|
| 664 |
pivot = hist_df.pivot_table(index="timestamp", columns="symbol", values="action_value", aggfunc="sum")
|
| 665 |
st.line_chart(pivot.fillna(0))
|
| 666 |
else:
|
| 667 |
st.info("Waiting for first background auto-trade run...")
|
| 668 |
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|
| 669 |
|
| 670 |
if __name__ == "__main__":
|
| 671 |
main()
|