This directory contains an actual algorithm code that is converted from Quantopian source (https://www.quantopian.com/posts/best-performing-algorithms) to pylivetrader code. original.py is the code from Quantopian and you can still copy & paste it to your backtest IDE to see how it performs in the testing.
algo.py is the output of the conversion following the migration document ready for live trading. It comes with Pipfile files so if you have pipenv installed in your environment, you can immediately start.
First you will need to set up a heroku app and install a few buildpacks. Navigate to https://dashboard.heroku.com/apps and create a new application using the python buildpack.
Next set your environment variables in heroku. Navigate to https://dashboard.heroku.com/apps
From there go to settings and Reveal Config Vars.
In this section you will set your base_url, key, and secret for alpaca.
use the string before the = for the KEY and the string after as the VALUE.
export APCA_API_BASE_URL=bbb
export APCA_API_KEY_ID=xxx
export APCA_API_SECRET_KEY=yyyNow you can choose to deploy from the heroku tab. Navigate to Deploy and link your github repo. Choose to deploy from the master branch and click deploy.
After deployment navigate over to the Resources tab.
Here you will see a line that states
worker pylivetrader run -f algo.py followed by a switch, dollar amount, and pen.
Click the pen and move the slider. Click confirm to activate the worker.
You can verify the app is running by navigating to the logs in your dashboard. To do this click the More drop down and select logs. You should see output similar to:
You can also verify the logs through an ssh tunnel. You will need the Heroku CLI at https://devcenter.heroku.com/articles/heroku-cli#download-and-install
launch a powershell and enter the following commands.
heroku login
heroku logs -a <app_name>
You will see a prompt
heroku: Press any key to open up the browser to login or q to exit:
press any key besides q when prompted.
All trading algorithms need routine maintenance. Most algorithms need to run continuously without interruption to save variables accrued on the heap during its runtime. We must make sure the algorithm is running cleanly to ensure we don't have to re-deploy (restart) the algorithm and lose the heap variables.
After first trading day:
- verify successful run
- verify program did not exit
weekly:
- check for web_socket errors
- verify successful run
- verify heroku environment is suitable for algorithm.
- verify program is trading at proper time intervals