Claude
7e9221a914
- PLAN.md: full implementation plan from issue - config.py: configurable thresholds, API keys via .env - ingestion/: EDGAR RSS poller + Form 4 XML parser - db/: SQLite schema + interface (WAL mode) - signals/: filter engine (buy/10b5-1/value/role) + cluster detector - alerts/: Slack webhook alert with score gating - broker/: Alpaca paper/live trade execution - backtest/: historical signal backtesting with yfinance - main.py: CLI entrypoint (run | fetch-once | backtest)
95 lines
2.8 KiB
Python
95 lines
2.8 KiB
Python
import logging
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from typing import Optional
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import config
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from db.db import mark_signal_executed
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logger = logging.getLogger(__name__)
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def _get_api():
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try:
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from alpaca_trade_api import REST
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except ImportError:
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raise ImportError("alpaca-trade-api not installed. Run: pip install alpaca-trade-api")
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return REST(
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key_id=config.ALPACA_KEY,
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secret_key=config.ALPACA_SECRET,
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base_url=config.ALPACA_BASE_URL,
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)
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def get_portfolio_value() -> float:
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api = _get_api()
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account = api.get_account()
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return float(account.portfolio_value)
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def get_open_positions_count() -> int:
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api = _get_api()
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return len(api.list_positions())
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def execute_signal(signal: dict) -> bool:
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if not config.ALPACA_KEY or not config.ALPACA_SECRET:
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logger.warning("Alpaca credentials not configured")
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return False
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ticker = signal["ticker"]
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try:
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api = _get_api()
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positions_count = get_open_positions_count()
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if positions_count >= config.MAX_POSITIONS:
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logger.warning(f"Max positions ({config.MAX_POSITIONS}) reached, skipping {ticker}")
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return False
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portfolio_value = get_portfolio_value()
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allocation = portfolio_value * config.POSITION_SIZE_PCT
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latest_trade = api.get_latest_trade(ticker)
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price = float(latest_trade.price)
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if price <= 0:
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logger.error(f"Invalid price for {ticker}: {price}")
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return False
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qty = int(allocation / price)
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if qty < 1:
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logger.warning(f"Allocation too small for {ticker}: ${allocation:.2f} at ${price:.2f}")
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return False
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existing_positions = {p.symbol: p for p in api.list_positions()}
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if ticker in existing_positions:
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existing_value = float(existing_positions[ticker].market_value)
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if existing_value / portfolio_value >= 0.10:
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logger.warning(f"Already at 10% cap for {ticker}, skipping")
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return False
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order = api.submit_order(
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symbol=ticker,
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qty=qty,
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side="buy",
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type="market",
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time_in_force="day",
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)
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logger.info(f"Order submitted: {ticker} qty={qty} order_id={order.id}")
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mark_signal_executed(signal["id"])
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return True
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except Exception as e:
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logger.error(f"Failed to execute signal for {ticker}: {e}")
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return False
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def close_position_after_days(ticker: str, holding_days: Optional[int] = None):
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days = holding_days or config.HOLDING_PERIOD_DAYS
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api = _get_api()
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try:
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api.close_position(ticker)
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logger.info(f"Closed position: {ticker} after {days} days")
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return True
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except Exception as e:
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logger.error(f"Failed to close position {ticker}: {e}")
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return False
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