NEW NEW to this. I uploaded some changes need HELP

logs/MLTrader_2024-04-13_04-24-39_settings.json

@@ -0,0 +1 @@
+{"name": "MLTrader", "backtesting_start": {"py/object": "datetime.datetime", "__reduce__": [{"py/type": "datetime.datetime"}, ["B+QBAQAAAAAAAA==", {"py/reduce": [{"py/function": "pytz._p"}, {"py/tuple": ["America/New_York", -18000, 0, "EST"]}]}]]}, "backtesting_end": {"py/object": "datetime.datetime", "__reduce__": [{"py/type": "datetime.datetime"}, ["B+cMHhc7AAAAAA==", {"py/id": 2}]]}, "budget": 100000, "risk_free_rate": {"py/reduce": [{"py/function": "numpy.core.multiarray.scalar"}, {"py/tuple": [{"py/reduce": [{"py/type": "numpy.dtype"}, {"py/tuple": ["f8", false, true]}, {"py/tuple": [3, "<", null, null, null, -1, -1, 0]}]}, {"py/b64": "9ihcj57Nqj8="}]}]}, "minutes_before_closing": 1, "minutes_before_opening": 60, "sleeptime": "24H", "auto_adjust": false, "quote_asset": {"py/object": "lumibot.entities.asset.Asset", "symbol": "USD", "asset_type": "forex", "strike": 0.0, "multiplier": 1, "precision": null, "expiration": null}, "benchmark_asset": "SPY", "starting_positions": null, "parameters": {"pandas_data": null, "symbol": "SPY", "cash_at_risk": 0.5}}

logs/MLTrader_2024-04-13_18-46-50_settings.json

@@ -0,0 +1 @@
+{"name": "MLTrader", "backtesting_start": {"py/object": "datetime.datetime", "__reduce__": [{"py/type": "datetime.datetime"}, ["B+QBAQAAAAAAAA==", {"py/reduce": [{"py/function": "pytz._p"}, {"py/tuple": ["America/New_York", -18000, 0, "EST"]}]}]]}, "backtesting_end": {"py/object": "datetime.datetime", "__reduce__": [{"py/type": "datetime.datetime"}, ["B+cMHhc7AAAAAA==", {"py/id": 2}]]}, "budget": 100000, "risk_free_rate": {"py/reduce": [{"py/function": "numpy.core.multiarray.scalar"}, {"py/tuple": [{"py/reduce": [{"py/type": "numpy.dtype"}, {"py/tuple": ["f8", false, true]}, {"py/tuple": [3, "<", null, null, null, -1, -1, 0]}]}, {"py/b64": "9ihcj57Nqj8="}]}]}, "minutes_before_closing": 1, "minutes_before_opening": 60, "sleeptime": "24H", "auto_adjust": false, "quote_asset": {"py/object": "lumibot.entities.asset.Asset", "symbol": "USD", "asset_type": "forex", "strike": 0.0, "multiplier": 1, "precision": null, "expiration": null}, "benchmark_asset": "SPY", "starting_positions": null, "parameters": {"pandas_data": null, "symbol": "ASML", "cash_at_risk": 0.5}}

test_tradingbot.py

@@ -0,0 +1,64 @@
+import unittest
+from unittest.mock import MagicMock
+
+class TestMLTrader(unittest.TestCase):
+
+    def setUp(self):
+        self.trader = MLTrader()
+
+    def test_position_sizing(self):
+        self.trader.get_cash = MagicMock(return_value=10000)
+        self.trader.get_last_price = MagicMock(return_value=200)
+        self.trader.calculate_atr = MagicMock(return_value=10)
+
+        cash, last_price, quantity, take_profit, stop_loss = self.trader.position_sizing()
+
+        self.assertEqual(cash, 10000)
+        self.assertEqual(last_price, 200)
+        self.assertEqual(quantity, 25)
+        self.assertEqual(take_profit, 220)
+        self.assertEqual(stop_loss, 180)
+
+    def test_get_dates(self):
+        self.trader.get_datetime = MagicMock(return_value=pd.Timestamp('2022-01-01'))
+        today, three_days_prior = self.trader.get_dates()
+
+        self.assertEqual(today, '2022-01-01')
+        self.assertEqual(three_days_prior, '2021-12-29')
+
+    def test_get_sentiment(self):
+        self.trader.get_dates = MagicMock(return_value=('2022-01-01', '2021-12-29'))
+        self.trader.api.get_news = MagicMock(return_value=['News 1', 'News 2'])
+        estimate_sentiment = MagicMock(return_value=(0.8, 'positive'))
+
+        with patch('__main__.estimate_sentiment', estimate_sentiment):
+            probability, sentiment = self.trader.get_sentiment()
+
+        self.assertEqual(probability, 0.8)
+        self.assertEqual(sentiment, 'positive')
+
+    def test_on_trading_iteration(self):
+        self.trader.get_cash = MagicMock(return_value=10000)
+        self.trader.get_last_price = MagicMock(return_value=200)
+        self.trader.position_sizing = MagicMock(return_value=(10000, 200, 25, 220, 180))
+        self.trader.get_sentiment = MagicMock(return_value=(0.8, 'positive'))
+        self.trader.last_trade = "sell"
+        self.trader.sell_all = MagicMock()
+        self.trader.create_order = MagicMock()
+        self.trader.submit_order = MagicMock()
+
+        self.trader.on_trading_iteration()
+
+        self.trader.sell_all.assert_called_once()
+        self.trader.create_order.assert_called_once_with(
+            self.trader.symbol,
+            25,
+            "buy",
+            type="bracket",
+            take_profit_price=220,
+            stop_loss_price=180
+        )
+        self.trader.submit_order.assert_called_once()
+
+if __name__ == '__main__':
+    unittest.main()

tradingbot.py

@@ -8,8 +8,8 @@
 from finbert_utils import estimate_sentiment
 
 API_KEY = "YOUR API KEY" 
-API_SECRET = "YOUR API SECRET" 
-BASE_URL = "https://paper-api.alpaca.markets"
+API_SECRET = "YOUR SECRET KEY" 
+BASE_URL = "https://paper-api.alpaca.markets/v2"
 
 ALPACA_CREDS = {
     "API_KEY":API_KEY, 
@@ -18,18 +18,29 @@
 }
 
 class MLTrader(Strategy): 
-    def initialize(self, symbol:str="SPY", cash_at_risk:float=.5): 
+    def initialize(self, symbol:str="ASML", cash_at_risk:float=.5): 
         self.symbol = symbol
         self.sleeptime = "24H" 
         self.last_trade = None 
         self.cash_at_risk = cash_at_risk
         self.api = REST(base_url=BASE_URL, key_id=API_KEY, secret_key=API_SECRET)
 
-    def position_sizing(self): 
-        cash = self.get_cash() 
+    def position_sizing(self):
+        cash = self.get_cash()
         last_price = self.get_last_price(self.symbol)
-        quantity = round(cash * self.cash_at_risk / last_price,0)
-        return cash, last_price, quantity
+        atr = self.calculate_atr(self.symbol)
+        take_profit, stop_loss = self.set_take_profit_stop_loss(last_price, atr)
+        quantity = round(cash * self.cash_at_risk / last_price, 0)
+        return cash, last_price, quantity, take_profit, stop_loss
+
+    def calculate_atr(self, symbol, period=14):
+        # Fetch historical data for ATR calculation, implement accordingly
+        pass
+
+    def set_take_profit_stop_loss(self, last_price, atr, multiplier=2):
+        take_profit = last_price + atr * multiplier
+        stop_loss = last_price - atr * multiplier
+        return take_profit, stop_loss
 
     def get_dates(self): 
         today = self.get_datetime()
@@ -41,53 +52,54 @@ def get_sentiment(self):
         news = self.api.get_news(symbol=self.symbol, 
                                  start=three_days_prior, 
                                  end=today) 
-        news = [ev.__dict__["_raw"]["headline"] for ev in news]
+        news = [ai.__dict__["_raw"]["headline"] for ai in news]
         probability, sentiment = estimate_sentiment(news)
         return probability, sentiment 
 
     def on_trading_iteration(self):
-        cash, last_price, quantity = self.position_sizing() 
+        cash, last_price, quantity, take_profit, stop_loss = self.position_sizing() 
         probability, sentiment = self.get_sentiment()
 
-        if cash > last_price: 
-            if sentiment == "positive" and probability > .999: 
-                if self.last_trade == "sell": 
-                    self.sell_all() 
+
+        if cash > last_price:
+            if sentiment == "positive" and probability > .999:
+                if self.last_trade == "sell":
+                    self.sell_all()
                 order = self.create_order(
-                    self.symbol, 
-                    quantity, 
-                    "buy", 
-                    type="bracket", 
-                    take_profit_price=last_price*1.20, 
-                    stop_loss_price=last_price*.95
+                    self.symbol,
+                    quantity,
+                    "buy",
+                    type="bracket",
+                    take_profit_price=take_profit,
+                    stop_loss_price=stop_loss
                 )
-                self.submit_order(order) 
+                self.submit_order(order)
                 self.last_trade = "buy"
-            elif sentiment == "negative" and probability > .999: 
-                if self.last_trade == "buy": 
-                    self.sell_all() 
+            elif sentiment == "negative" and probability > .999:
+                if self.last_trade == "buy":
+                    self.sell_all()
                 order = self.create_order(
-                    self.symbol, 
-                    quantity, 
-                    "sell", 
-                    type="bracket", 
-                    take_profit_price=last_price*.8, 
-                    stop_loss_price=last_price*1.05
+                    self.symbol,
+                    quantity,
+                    "sell",
+                    type="bracket",
+                    take_profit_price=take_profit,
+                    stop_loss_price=stop_loss
                 )
-                self.submit_order(order) 
+                self.submit_order(order)
                 self.last_trade = "sell"
 
 start_date = datetime(2020,1,1)
 end_date = datetime(2023,12,31) 
 broker = Alpaca(ALPACA_CREDS) 
 strategy = MLTrader(name='mlstrat', broker=broker, 
-                    parameters={"symbol":"SPY", 
+                    parameters={"symbol":"ASML", 
                                 "cash_at_risk":.5})
 strategy.backtest(
     YahooDataBacktesting, 
     start_date, 
     end_date, 
-    parameters={"symbol":"SPY", "cash_at_risk":.5}
+    parameters={"symbol":"ASML", "cash_at_risk":.5}
 )
 # trader = Trader()
 # trader.add_strategy(strategy)