Hi @backtrader ,
Thank you for the reply.
api = alpaca_trade_api.REST(
base_url=base_url,
key_id=api_key_id,
secret_key=api_secret)
this is indeed alpaca_trade_api.REST(). How can I get only the last 6 data bars from the code? what changes would i have to make. Would you happen to know? Thanks in advance.
@vladisld I did post in alpaca forum but havenot received any feedback for days. I seem to get help here more often. Sorry didnot mean to spam this forum.
symbols="TSLA"
minute_history ={}
minute_history[symbols] = api.polygon.historic_agg(
size="minute", symbol=symbols, limit=6,to='2020-01-03 14:59:00-0500'
).df
df=minute_history[symbols]
df
the output seems as below:
i am only looking at last 6 data points (each every last 6 mins before 1-3 14:59 pm.
What is wrong here. Please help
Hi All,
cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)
store = alpaca_backtrader_api.AlpacaStore(key_id=api_key_id,secret_key=api_secret,paper=base_url)
days_to_cross = 5
date_N_days_ago = datetime.now() - timedelta(days=days_to_cross)
DataFactory = store.getdata # or use alpaca_backtrader_api.AlpacaData
data0 = DataFactory(
dataname=stockSymbol,
timeframe=bt.TimeFrame.TFrame("Minutes"),
fromdate=pd.Timestamp(date_N_days_ago),compression =1, #compression =1 for 1 Min
# todate=pd.Timestamp('2018-11-17'),
historical=True)
cerebro.adddata(data0)
cerebro.run()
mktData = SmaCross.df
mktData["Dates"]= mktData.index
return mktData
On this code 5 days of data or 50 dys of data it returns the same data point.
I would like to control # of data points with variable days_to_cross. How can this be corrected?
Also please feedback if I should have asked to questions somewhat relevant on this topic already started or create a new thread.What would be an efficient way to keep this community questionings clean? I am a newbie.
Got it it works with SmaCross.df =df.
Thank you
Hi All,
Can you help me get the dataframe df from stop(self) to be used in a jupyter cell without having to write in a csv file? Any help is greatly appreciated.
@stochastick Thank you so much. I got the data that I wanted:
```
Date Time Close SMA1 SMA2
0 2019-11-15 13:15:00 351.8501 351.34751 350.981837
1 2019-11-15 13:16:00 351.8500 351.44551 351.036837
2 2019-11-15 13:18:00 351.6800 351.51351 351.091170
3 2019-11-15 13:19:00 351.6000 351.57351 351.117837
4 2019-11-15 13:20:00 351.7000 351.62351 351.181170
... ... ... ... ...
15809 2019-12-28 00:50:00 430.7600 430.72199 430.634997
15810 2019-12-28 00:53:00 430.5000 430.70199 430.634997
15811 2019-12-28 00:56:00 430.3300 430.65499 430.635663
15812 2019-12-28 00:57:00 430.8000 430.66499 430.648997
15813 2019-12-28 00:59:00 430.7500 430.66999 430.654663
15814 rows × 4 columns
Now all i need is this data without a text file. Just as a dataframe to use it in Jupyter cell. I donot need to make any strategy at all (again all i need is data from this specific source, other source like api.get_barset was missing a lot of data for me and this seem to work.)
Is there a way that is efficient to get this done without having to read from a csv file and directly use df in the cell?
Thanks a lot again.
Hi @stochastick thank you so much for the reply. I am super new to object oriented programming. How do i combine in df after stop() and how to call this data in the main program outside the class? Also how about the stock closing price and date.
Sorry for the silly ask but as you can tell I am embarrassingly new to OOP.
Below is the complete and correct code:
The code works I am looking to get a dataframe with data as below: 
class SmaCross(bt.SignalStrategy):
def __init__(self):
sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
crossover = bt.ind.CrossOver(sma1, sma2)
self.signal_add(bt.SIGNAL_LONG, crossover)
cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)
store = alpaca_backtrader_api.AlpacaStore(key_id=ALPACA_API_KEY,secret_key=ALPACA_SECRET_KEY,paper=ALPACA_PAPER)
DataFactory = store.getdata
data0 = DataFactory(
dataname=symbol_to_check,
timeframe=bt.TimeFrame.TFrame("Minutes"),
fromdate=pd.Timestamp('2019-11-15'),compression =1,
# todate=pd.Timestamp('2018-11-17'),
historical=True)
cerebro.adddata(data0)
cerebro.run()
cerebro.plot()HI BT community,
I need sma1 and sma2 and date and closing price of a stock. I tried all my best to extract this data from the code below but somehow could not get the final data in a dataframe. Can someone help with this please? All I need is a dataframe with columns: DateTime, Closing Price, SMA1(which is 10 SMA) and SMA2(which is 30SMA). Any help is much appreciated.
import backtrader as bt
class SmaCross(bt.SignalStrategy):
def __init__(self):
sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
crossover = bt.ind.CrossOver(sma1, sma2)
self.signal_add(bt.SIGNAL_LONG, crossover)
cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)
data0 = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
todate=datetime(2012, 12, 31))
cerebro.adddata(data0)
cerebro.run()
cerebro.plot()