TimeFrame.Days works but TimeFrame.Minutes doesn't

Wayne Filkins

When I try to paper trade live with any strategy using TimeFrame.Minutes I get:

sleep 3 seconds and retrying https://api.alpaca.markets/v2/account 3 more time(s)...

If I click the link it gives:

{"code":40110000,"message":"access key verification failed : access key not found (Code = 40110000)"}

Tried making new keycodes several times so it's not that...seems to just be when I use Minutes instead of Days.

Wayne Filkins

Has anyone else had this problem? Could someone at least try using Minutes instead of Days and lmk what happens? Make sure you do it during market hours though that's when the error comes up.

mudassar031

Here is code i have used it and its working perfectly also there resample it

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)

mudassar031

@mudassar031
full code example using alpaca api with TimeFrame.minutes and resample data

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()

Wayne Filkins

@mudassar031 Thank you! I will try it.

Wayne Filkins

@mudassar031 I don't know what resampling is. I don't understand it. I googled it and it made no sense there either. Apparently that's what i'm missing though because I wasn't doing w/e it is lol.

mudassar031

@Wayne-Filkins
resample data means if you have minute of data and you want to convert it into 15 minutes period or 30 minutes period etc... Screen Shot 2020-06-30 at 3.10.24 PM.png

Wayne Filkins

@mudassar031 Thanks, I was googling it and getting the statistics definition. I get it now :) I have literally done it before when working on machine learning (with stock candle data) just never knew the term for it haha

mudassar031

@Wayne-Filkins
haha no worries you are welcome

Wayne Filkins

@mudassar031 If that's supposed to be run live, why do you have historical=True and fromdate and todate? When I try to run it it just does a backtest.

Wayne Filkins

@mudassar031 When I changed historical and got rid of todate it did run without the error though! That's a first for me using minutes.

Wayne Filkins

@mudassar031 said in TimeFrame.Days works but TimeFrame.Minutes doesn't:

if not alpaca_paper:
broker = store.getbroker() # or just alpaca_backtrader_api.AlpacaBroker()
cerebro.setbroker(broker)

this part confuses me:

if not alpaca_paper:
  broker = store.getbroker()  # or just alpaca_backtrader_api.AlpacaBroker()
  cerebro.setbroker(broker)

Wouldn't it be if alpaca_paper is True? Because you use Alpaca Broker for live, not backtest right?

I can get it working if I do it this way, but it's not using my Alpaca paper trade account.

mudassar031

@Wayne-Filkins
yes right ALPACA_PAPER=True in my case
right now i am using paper trade for back-testing

mudassar031

@Wayne-Filkins
here is my .env file format

ALPACA_PAPER=True
API_KEY_ID=xxxxxxxxxxxxxxx
API_SECRET=xxxxxxxxxxxxxxxxxxxxxxxxxx

Wayne Filkins

I'm getting the error when live paper trading (not backtesting)

mudassar031

@Wayne-Filkins
What is the error ?

Wayne Filkins

Original post we are commenting on lol

mudassar031

@Wayne-Filkins
i have't tried live trading yet
please check this
https://forum.alpaca.markets/t/lagging-and-dropping-connections/714/4

Wayne Filkins

I don't see how i'm exceeding 200 requests per minute. There must be something wrong with this thing. Does no one trade live with it?

Wayne Filkins

Nevermind, figured it out. At first I thought it was the date going too far back (for 1-minute data) but then deleted all alpaca stuff from my pc and reinstalled just alpaca-backtrader and now it's working. I think maybe it was somehow using some old keycodes from the alpaca api in a different folder or something...idk really. Got it working though I think!