trade_api

Classes

Module Contents

class trade_api.Trade(config, market_data_client, alpaca_account_client, live, predict_time, end_predict_time, fetch_data=True)

Parameters:

config (trading.cli.trading.trade_config.RRTradeConfig)
market_data_client (Any)
alpaca_account_client (Any)
live (bool)
predict_time (datetime.datetime)
end_predict_time (datetime.datetime)
fetch_data (bool)

exception LiveTradeError(error_type, message)

Bases: Exception

Custom exception for live trading errors.

Parameters:

error_type (str)
message (str)

OUT_OF_RANGE = 'OUT_OF_RANGE'

error_type

message

config

active_symbols

env_config

data_config

agent_config

portfolio_config

market_data_client

alpaca_account_client

feature_cfg

active_features

live

trading_client

env

__del__()

_load_data(predict_time, end_predict_time, fetch_data=True)

Parameters:

predict_time (datetime.datetime)
end_predict_time (datetime.datetime)
fetch_data (bool)

Return type:

trading.src.alg.data_process.data_loader.DataLoader

get_prices()

Return type:: numpy.ndarray

range_includes_open_markets(start, end)

Parameters:

start (datetime.datetime)
end (datetime.datetime)

Return type:

bool

run_model(predict_time, end_predict_time)

Parameters:

predict_time (datetime.datetime)
end_predict_time (datetime.datetime)

Return type:

list[dict[str, Any]]