• The most turn-key open-source trading framework.

• Uses Alpaca

• Is lite enough to run on a Raspberry Pi Zero.

• Backtesting and live trading in the same script, just change the backtesting variable.

• Just add your own strategy and have it return an advice column.

• Enter your own email credentials for error reporting.

• Enter your own API keys.

• Pull requests welcome.

Instructions:

• Input your Alpaca API Key and API Secret key to lines 23 and 24.
• Add your own strategy to get_advice() (line 500). The strategy should return a list advice (["buy", "sell", "buy", "buy", "sell"]) and a variable last_advice of the last string in advice.

TO DO:

• limit the amount of data downloaded during live trading, right now it downloads all data since first trade but that will slow down the script over time
  • i just limited it to 100 minutes as of right now
• if order declined due to pattern day trading protections, wait till tomorrow?
  • maybe if last_equity < 25k and day_trades == 3, don't allow any trades

kind of done:

• if past market hours and holding positions, close them

Low priority:

• correlation graph of bot performance backtest & profit
• add some additional statistical analysis to the backtesting (STD, # of days up/# of days down)
• backtest AMZN ext market limit order, gradually increase limit_order difference if not filled with no shorting

DONE:

• might need to add something to check if this has already been run because it appends over and over if i run it multiple times
• get rid of HOLD, and just replace with previous action
• if we can't buy QUANTITY, then trade CASH / limit_price
• MAKE SURE THAT WE'RE NOT GOING SHORT EVER ok maybe not
• backtest on AMZN cuz of its high price - DONE, it performed awful
• make it so the loading bar is only called if it will take a certain amount of time
• replace orders with order function
• add margin options
• check if need to trade during extended hours
• maybe I shouldn't do extended hours, it doesn't really seem to be worth it
• additonally, backtest closing positions before market close
• backtest with 2-4x margin during market hours
• maybe stop using market orders, seem to be losing quite a bit to slippage depending on volitility
• add a test to see if we actually get filled, and if not, try again
• maybe add a debugging mode to print stuff
• add a graph using Alpaca order data and put it underneath the backtesting graph to compare
• change the wait time until next day to wait for a specific time delta instead of checking every minute
• change the closing all positions because of using too much cash to correct to the amount of shares that we want instead of closing out
• add loading bar for waiting until open
• sometimes the market closes early on holiday's, should change the close early to a variable using API close times
• check the amount of usable cash before each trade to prevent overbuying or selling
• make strategy volatility adjustable
• going from short to long makes the bot buy too much, but is corrected shortly