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testy/archive/alpacabacktrader/test.py

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+#udajne working example for using a minute
+# timeframe in backtrader with alpaca api
+
+
+import alpaca_backtrader_api
+import backtrader as bt
+import pandas as pd
+from datetime import datetime
+from strategies.tos_strategy import TOS
+
+from dotenv import load_dotenv
+import os
+load_dotenv()
+
+api_key = os.getenv('API_KEY_ID')
+api_secret = os.getenv('API_SECRET')
+alpaca_paper = os.getenv('ALPACA_PAPER')
+
+cerebro = bt.Cerebro()
+cerebro.addstrategy(TOS)
+
+cerebro.broker.setcash(100000)
+cerebro.broker.setcommission(commission=0.0)
+cerebro.addsizer(bt.sizers.PercentSizer, percents=20)
+
+store = alpaca_backtrader_api.AlpacaStore(
+    key_id=api_key,
+    secret_key=api_secret,
+    paper=alpaca_paper
+)
+
+if not alpaca_paper:
+  broker = store.getbroker()  # or just alpaca_backtrader_api.AlpacaBroker()
+  cerebro.setbroker(broker)
+
+DataFactory = store.getdata  # or use alpaca_backtrader_api.AlpacaData
+data0 = DataFactory(
+    dataname='AAPL',
+    timeframe=bt.TimeFrame.TFrame("Minutes"),
+    fromdate=pd.Timestamp('2018-11-15'),
+    todate=pd.Timestamp('2018-11-17'),
+    historical=True)
+cerebro.adddata(data0)
+
+#Resampler for 15 minutes
+cerebro.resampledata(data0,timeframe=bt.TimeFrame.Minutes,compression=15)
+
+print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
+cerebro.run()
+print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
+cerebro.plot()