ltorres6 / junalgo Goto Github PK

Set API key environment variables.

export APCA_API_KEY_ID=xxx
export APCA_API_SECRET_KEY=xxx

It is packaged in a docker, so setup should be done by building the image.

$ make build

$ make run

For the debug purpose, you can start a shell by

$ make debug

The algo saves a local file called .state.json in this directory and loads the last state when it restarts. Docker mounts this current directory.

The algo buys the stock for 95% of the cash when one of the current strategies hits the buy signal. When a position is held, it checks the sell signal of the buy strategy, and sells everything when it hits the signal.

The strategies are chosen based on the last 6 months daily prices. It simply runs the backtest for this duration and see the total profit.

The algo is supposed to run once every morning. The order decision is made at the market open and places a market order.

Backtesting of the algo is implemented separately (test1.py). In order to run this backtesting, you need to install python dependencies by pipenv.