public void SetUp()
{
LaunchSettingsFixture.SetupEnvVars();
_config = new ConfigurationBuilder()
.AddJsonFile($"appsettings.json", true, true)
.AddEnvironmentVariables()
.Build();
_trackingConfig = _config.Get <TrackingConfig>();
var alpacaConfig = _config.Get <AlpacaConfig>();
var env = alpacaConfig.Alpaca_Use_Live_Api ? Environments.Live : Environments.Paper;
var key = new SecretKey(alpacaConfig.Alpaca_App_Id, alpacaConfig.Alpaca_Secret_Key);
_alpacaClient = new AlpacaClient(
env.GetAlpacaTradingClient(key),
env.GetAlpacaStreamingClient(key),
env.GetAlpacaDataClient(key),
env.GetAlpacaDataStreamingClient(key)
);
_mockAlpacaClient = new Mock <IAlpacaClient>();
_mockAlpacaClient.Setup(x => x.GetTotalEquity()).ReturnsAsync(TOTAL_EQUITY);
_context = new StockContext();
_initStockContext = new InitStockContext(Mock.Of <ILogger <InitStockContext> >(), _context);
_initStockContext.StartAsync(default).Wait();
public Strategy(IAlpacaClient alpacaClient)
{
_alpacaClient = alpacaClient;
MoneyTracker = new MoneyTracker
{
CostOfLastPosition = 0,
MoneyMade = 0
};
}
public void SetUp()
{
LaunchSettingsFixture.SetupEnvVars();
_config = new ConfigurationBuilder()
.AddJsonFile($"appsettings.json", true, true)
.AddEnvironmentVariables()
.Build();
_alpacaClient = new AlpacaClient(_config.Get <AlpacaConfig>());
_mockAlpacaClient = new Mock <IAlpacaClient>();
}
public ScheduledTrader(
ILogger <ScheduledTrader> logger,
ITrackingRepository trackingRepository,
IAlpacaClient alpacaClient,
IEnumerable <StrategyHandler> strategies)
{
_logger = logger ?? throw new ArgumentNullException(nameof(logger));
_trackingRepository = trackingRepository ?? throw new ArgumentNullException(nameof(trackingRepository));
_alpacaClient = alpacaClient ?? throw new ArgumentNullException(nameof(alpacaClient));
_strategies = strategies?.Where(x => x.StockStrategy.TradingFrequency != Domain.TradingFrequency.Minute) ?? throw new ArgumentNullException(nameof(strategies));
}
public StartStreamingTrader(
ILogger <StartStreamingTrader> logger,
IAlpacaClient alpacaClient,
IEnumerable <StrategyHandler> strategies,
ITrackingRepository trackingRepository
)
{
_logger = logger ?? throw new ArgumentNullException(nameof(logger));
_alpacaClient = alpacaClient ?? throw new ArgumentNullException(nameof(alpacaClient));
_strategies = strategies ?? throw new ArgumentNullException(nameof(strategies));
_trackingRepository = trackingRepository ?? throw new ArgumentNullException(nameof(trackingRepository));
}
public ReconcileStockData(
ILogger <ReconcileStockData> logger,
IAlpacaClient alpacaClient,
IEnumerable <StrategyHandler> strategies,
ITrackingRepository trackingRepository
)
{
_logger = logger ?? throw new ArgumentNullException(nameof(logger));
_alpacaClient = alpacaClient ?? throw new ArgumentNullException(nameof(alpacaClient));
_strategies = strategies ?? throw new ArgumentNullException(nameof(strategies));
_trackingRepository = trackingRepository ?? throw new ArgumentNullException(nameof(trackingRepository));
}
public StrategyHandler(
ILogger <StrategyHandler> logger,
IAlpacaClient alpacaClient,
ITrackingRepository trackingRepository,
IStrategy strategy,
TradingFrequency frequency,
decimal percentageOfEquityToAllocate,
string stockSymbol)
{
_logger = logger ?? throw new ArgumentNullException(nameof(logger));
_alpacaClient = alpacaClient ?? throw new ArgumentException(nameof(alpacaClient));
_trackingRepository = trackingRepository ?? throw new ArgumentException(nameof(trackingRepository));
_strategy = strategy ?? throw new ArgumentException(nameof(strategy));
_tradingFrequency = frequency;
_percentageOfEquityToAllocate = percentageOfEquityToAllocate;
_stockSymbol = stockSymbol;
HistoricalData = new List <StockInput>();
}
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 async Task SellStocks(string sym, int quantity, decimal price, IAlpacaClient alpaca)
{
await alpaca.AlpacaClientTrading().PostOrderAsync(sym, quantity, OrderSide.Sell, OrderType.Limit,
TimeInForce.Day, price);
}
public MLStrategy(IAlpacaClient client, MLConfig config) : base(client)
{
_config = config;
}
public NewsStrategy(IAlpacaClient client, NewsSearchConfig config) : base(client)
{
_config = config;
_lastReturn = false;
}
public MicrotrendStrategy(IAlpacaClient client) : base(client)
{
}
public AccountController(IAlpacaClient alpacaClient)
{
_alpacaClient = alpacaClient;
}
public MeanReversionStrategy(IAlpacaClient client) : base(client)
{
}
public AssestsController(IAlpacaClient alpacaClient)
{
_alpacaClient = alpacaClient;
}
