private static async Task AutoTradeStocks(IAlpacaClient alpacaClient, StockConfig stockConfig, MLConfig mlConfig)
{
if ((stockConfig.Stock_List?.Count ?? 0) == 0)
{
throw new ArgumentException("You must pass an least one valid stock symbol", nameof(stockConfig));
}
var strategies = new List <Strategy>()
{
new MeanReversionStrategy(alpacaClient),
new MLStrategy(alpacaClient, mlConfig),
new MicrotrendStrategy(alpacaClient),
//new NewsStrategy(alpacaClient, config.Get<NewsSearchConfig>()),
};
var strategy = strategies
.SingleOrDefault(x => string.Equals(x.GetType().Name, stockConfig.Stock_Strategy, StringComparison.OrdinalIgnoreCase));
if (strategy == null)
{
throw new ArgumentException($"Could not find any strategies with the name '{stockConfig.Stock_Strategy}'", nameof(stockConfig));
}
if (!await alpacaClient.ConnectStreamApi())
{
throw new UnauthorizedAccessException("Failed to connect to streaming API. Authorization failed.");
}
foreach (var stockSymbol in stockConfig.Stock_List)
{
var stockData = await alpacaClient.GetStockData(stockSymbol);
if ((stockData?.Count ?? 0) == 0)
{
throw new ArgumentException($"You stock symbol {stockSymbol} is not valid.", nameof(stockConfig));
}
strategy.HistoricalData = stockData;
alpacaClient.SubscribeMinuteAgg(stockSymbol, async y => await strategy.HandleMinuteAgg(y));
}
}
public MLStrategy(IAlpacaClient client, MLConfig config) : base(client)
{
_config = config;
}
public ModelBuilder(MLConfig config)
{
_config = config;
}
public MLStrategy(MLConfig config)
{
_config = config;
}
