Alpaca Bot

How It Works

1. Before Market Open (closed_market.py):

   • Closes all current positions.
   • Predicts next-day high return for a list of tickers.
   • Selects the most promising ticker (highest predicted return over threshold).
   • Buys that stock using available cash at market open (OPG order).

2. After Market Open (open_market.py):

   • Places a limit sell order at the predicted high.

---

Project Structure

File	Purpose
closed_market.py	Executes before market opens (buy logic)
open_market.py	Executes after market opens (sell logic)
trade.py	Closes all current positions
utils.py	Prediction logic + Alpaca helpers
alpacaWrappers.py	Order, data, and account wrappers for Alpaca
tickers.json	List of tickers and threshold values
models/	Contains saved models and scalers

---

Environment Variables

Create a .env file in your root directory:

ALPACA_API_KEY=your_api_key
ALPACA_SECRET_KEY=your_secret_key

You can use Alpaca’s paper trading credentials for testing.

Setup

pip install -r requirements.txt

Packages:

alpaca-trade-api
pandas
pandas_market_calendars
python-dotenv
tensorflow
joblib

Model Predictions

Each stock in tickers.json must have:

{
  "SPY": {
    "threshold": 0.85
  },
  "QQQ": {
    "threshold": 0.90
  }
}

• Models should be saved as: ./models/model_{TICKER}.keras
• Scalers as: ./models/scaler_{TICKER}.pkl or fallback to scaler.pkl

Trading Logic

• Buy: Submits MarketOrder with TimeInForce.OPG at open.
• Sell: Submits LimitOrder with TimeInForce.DAY at predicted high price.

Notes

• Uses IEX feed for historical data.
• Automatically validates trading calendar (NYSE).
• Logs last selected stock in last_selection.json.