tradebot.py

# -*- coding: utf-8 -*-
"""TradeBot

Automatically generated by Colaboratory.

Original file is located at
    https://colab.research.google.com/drive/1n7Ub6b1_xTelr33phRI1cpjT6u1ckU5h
"""

!pip install pipenv

!pip install alpaca-trade-api

import alpaca_trade_api as tradeapi

sec_key = '7sAJ142sPJQnVJizA29fbSAxjUM10i6raWRcoLai'
api_id = 'PKHYOP5V6NH3YRCZF10O'
baseurl = 'https://paper-api.alpaca.markets'

import numpy as np
import time

api = tradeapi.REST(key_id = api_id, secret_key = sec_key, base_url = baseurl)

symb = "SPY"
pos_held = False

while True:
    print("")
    print("Checking Price")
    
    market_data = api.get_barset(symb, 'minute', limit=5) # Get one bar object for each of the past 5 minutes

    close_list = [] # This array will store all the closing prices from the last 5 minutes
    for bar in market_data[symb]:
        close_list.append(bar.c) # bar.c is the closing price of that bar's time interval

    close_list = np.array(close_list, dtype=np.float64) # Convert to numpy array
    ma = np.mean(close_list)
    last_price = close_list[4] # Most recent closing price

    print("Moving Average: " + str(ma))
    print("Last Price: " + str(last_price))

    
    if ma + 0.1 < last_price and not pos_held: # If MA is more than 10cents under price, and we haven't already bought
        print("Buy")
        api.submit_order(
            symbol=symb,
            qty=1,
            side='buy',
            type='market',
            time_in_force='gtc'
        )
        pos_held = True
    elif ma - 0.1 > last_price and pos_held: # If MA is more than 10cents above price, and we already bought
        print("Sell")
        api.submit_order(
            symbol=symb,
            qty=1,
            side='sell',
            type='market',
            time_in_force='gtc'
        )
        pos_held = False
     
    time.sleep(60)