Run Starter System with Alpaca

run_alpaca_system.py

from argparse import ArgumentParser
from decouple import config

from starter_system import AlpacaStarterSystem

# Import Keys
KEY = config('ALPACA_PAPER_API_KEY')
SECRET = config('ALPACA_PAPER_SECRET')
URL = config('ALPACA_PAPER_URL')

sig_dict = {
  'MAC' : {
    0: {'fast': 8, 'slow': 32, 'scale': 8.384},
    1: {'fast': 16, 'slow': 64, 'scale': 5.712},
    2: {'fast': 32, 'slow': 128, 'scale': 3.824},
    3: {'fast': 64, 'slow': 256, 'scale': 2.528}
  },
  'MBO': {
    0: {'N': 20, 'scale': 3.16},
    1: {'N': 40, 'scale': 3.27},
    2: {'N': 80, 'scale': 3.35},
    3: {'N': 160, 'scale': 3.35},
    4: {'N': 320, 'scale': 3.35}
  },
    'CAR': {
      0: {'status': True, 'scale': 3}
  }
}

def parseArgs():
    parser = ArgumentParser()
    parser.add_argument("-sh", "--shorts", default=True)
    parser.add_argument("-t", "--tickers")
    parser.add_argument("-tr", "--target_risk", default=0.12)
    parser.add_argument("-c", "--capital", default=10000)
    parser.add_argument("-m", "--margin_cost", default=0.04)
    parser.add_argument("-sc", "--short_cost", default=0.001)
    parser.add_argument("-iob", "--interest_on_balance", default=0)
    parser.add_argument("-maxf", "--max_forecast", default=2)
    parser.add_argument("-minf", "--min_forecast", default=-2)
    parser.add_argument("-d", "--exposure_drift", default=0.1)
    parser.add_argument("-bt", "--backtest", default=False)
    parser.add_argument("-sv", "--save", default=True)
    return parser.parse_args()

def main():
    args = parseArgs()
    sys = AlpacaStarterSystem(args.tickers, sig_dict, base_url=URL)
    sys.alpacaInit(KEY, SECRET)
    sys.trade()


if __name__ == "__main__":
    main()