codesociety/friartuck

Live Quant Trading Framework for Robinhood, using IEX Trading and AlphaVantage for Free Prices.

friartuck's Issues

Authentication Error

Seems RH changed how authentication works, I've been looking around for a fix.

module

issue with cancel_order()

Hello,
I am afraid I do not know how to use cancel_order function. I tried the following and it seems it didn't work.
get_order_orders did return an object and cancel_order needs a str which is not what is returned by get_open_orders
orderid = get_open_orders(security)
cancel_order(orderid)

Issue with context

I'm porting an algo from Quantopian, and I'm getting an error with 'context.output' but not sure what's causing it.

CustomFactor as Quantopian

Is there a way to add the CustomFactor functionality from Quantopian?

pipenv might be nice

pipenv might be nice. implements a locked Pipfile like yarn does, along with virtual env.

Pipfile would replace requirements.txt.

IEX Pricing Error - TypeError: float() argument must be a string or a number, not 'NoneType'

When retrieving historical quotes from IEX receive the following:

019-01-17 14:47:04,919:INFO - quote_source:66 - connected:True
https://api.iextrading.com/1.0/stock/tqqq/chart/date/20190116
390
storing quotes:
2019-01-17 14:47:05,335:ERROR - api:661 - Error occurred while invoking handle_data: float() argument must be a string or a number, not 'NoneType'
Traceback (most recent call last):
File "/home/ubuntu/projects/friartuck/friartuck_startfish_prime_1/friartuck/api.py", line 656, in _time_interval_processor
self.active_algo.handle_data(self.context, self.friar_data)
File "/home/ubuntu/projects/friartuck/friartuck_startfish_prime_1/starfish_prime_12_11_18_TQQQ.py", line 194, in handle_data
CalcRsi(context, data)
File "/home/ubuntu/projects/friartuck/friartuck_startfish_prime_1/starfish_prime_12_11_18_TQQQ.py", line 235, in CalcRsi
prices = data.history(context.asset, frequency='1m', bar_count=1600, field=['price'])
File "/home/ubuntu/projects/friartuck/friartuck_startfish_prime_1/friartuck/api.py", line 94, in history
return self.friar_tuck_live.history(security, bar_count, frequency, field)
File "/home/ubuntu/projects/friartuck/friartuck_startfish_prime_1/friartuck/api.py", line 290, in history
quotes = self.quote_source.fetch_quotes(symbol=symbol_map.keys(), bar_count=bar_count, frequency=frequency, field=field, market_open=self.is_market_open, since_last_quote_time=since_last_quote_time)
File "/home/ubuntu/projects/friartuck/friartuck_startfish_prime_1/friartuck/quote_source.py", line 110, in fetch_quotes
symbol_bars[sym] = self._fetch_quotes_by_sym(symbol=sym, bar_count=bar_count, frequency=frequency, field=field, market_open=market_open, since_last_quote_time=since_last_quote_time)
File "/home/ubuntu/projects/friartuck/friartuck_startfish_prime_1/friartuck/quote_source.py", line 138, in _fetch_quotes_by_sym
new_bars = self.iex.get_quote_intraday_hist_by_bars(symbol=symbol, minute_series=self.allowed_history_frequency[frequency], bars=bar_count, before_date=before_date)
File "/home/ubuntu/projects/friartuck/friartuck_startfish_prime_1/friartuck/iextrading/iextrading.py", line 153, in get_quote_intraday_hist_by_bars
my_bars = summarize_quote(quotes, minute_series)
File "/home/ubuntu/projects/friartuck/friartuck_startfish_prime_1/friartuck/iextrading/iextrading.py", line 216, in summarize_quote
market_close = is_valid_value(float(quote_data['marketClose']), float(get_field_value('close', quote_data, -1)))
TypeError: float() argument must be a string or a number, not 'NoneType'

Python 2.7

Is it possible for you to create a version based on Python 2.7? I tried it under Python 2.7 and could not get it running

Schedule function as Quantopian

Hello,

It would be great to add "schedule" function as Quantopian. Function includes daily trade at open/close or set time as well as at week/month start or end.

Thanks

RobinHood API Quote

Anyone else having problems with the quotes from Robinhood. I think it is their issue, but not positive. Been getting:

requests.exceptions.HTTPError: 401 Client Error: Unauthorized for url: https://api.robinhood.com/quotes/UPRO/

Google Prices

Hi - - Love this library btw.

Seems google has shut the pricing feed down. Any thoughts on alternative pricing?

Thanks

Robinhood authentication change

I was able to change Robinhood.py per the link below and continue to use this branch:
westonplatter/fast_arrow#13 (comment)

IEX - - Needs API Token Now

Looks like IEX also now needs and API token
https://iexcloud.io/docs/api/#introduction