{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "c9dc167c",
   "metadata": {},
   "source": [
    "# How to create a trading bot in Python (2) - for beginners, using RSI, TA-lib, Alpaca, Anaconda."
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8ef06019",
   "metadata": {},
   "source": [
    "## The trading bot - code only version"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "68dea90f",
   "metadata": {},
   "source": [
    "If you want, you can find the previous tutorial about starting with Anaconda, Alpaca, Jupyter Notebook, and creating a simple trading bot in 10 lines of code at:\n",
    "\n",
    "https://superai.pl/the_simple_trading_bot.html"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "588474f1",
   "metadata": {},
   "source": [
    "## Install and import dependencies (all the necessary libraries, packages, modules)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "8ec757cf",
   "metadata": {},
   "outputs": [],
   "source": [
    "!pip install alpaca-trade-api"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "92a36a11",
   "metadata": {},
   "outputs": [],
   "source": [
    "!pip install TA-lib"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "54dfb049",
   "metadata": {},
   "outputs": [],
   "source": [
    "!pip install websocket-client"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "1373d9df",
   "metadata": {},
   "outputs": [],
   "source": [
    "import alpaca_trade_api as tradeapi\n",
    "import ast\n",
    "import json\n",
    "import numpy as np\n",
    "import talib as ta\n",
    "import websocket"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "f1de1e69",
   "metadata": {},
   "source": [
    "## Prepare your data for authentication and authenticate your bot at Alpaca"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "2324ee9c",
   "metadata": {},
   "outputs": [],
   "source": [
    "KEY_ID = \"paste your KEY_ID here\"\n",
    "SECRET_KEY = \"paste your SECRET_KEY here\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "864f7768",
   "metadata": {},
   "outputs": [],
   "source": [
    "api = tradeapi.REST(KEY_ID, SECRET_KEY, \"https://paper-api.alpaca.markets\", \"v2\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "81a8f3b7",
   "metadata": {},
   "source": [
    "## Create variables you might want to change in the future to modify your bot's performance"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "88f68471",
   "metadata": {},
   "outputs": [],
   "source": [
    "rsi_timeframe = 3\n",
    "oversold_threshold = 49\n",
    "overbought_threshold = 51\n",
    "company = \"AAPL\"\n",
    "shares = 10\n",
    "data = []"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "f996032f",
   "metadata": {},
   "source": [
    "## Create all the necessary functions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "323ff551",
   "metadata": {},
   "outputs": [],
   "source": [
    "def on_open(ws):\n",
    "    auth_data = {\"action\": \"authenticate\", \"data\": {\"key_id\": KEY_ID, \"secret_key\": SECRET_KEY}}\n",
    "    ws.send(json.dumps(auth_data))\n",
    "    \n",
    "    listen_message = {\"action\": \"listen\", \"data\": {\"streams\": [\"AM.\" + company]}}\n",
    "    ws.send(json.dumps(listen_message))\n",
    "    print(\"I'm connected to Alpaca API and ready to work. I'm starting to watch the prices.\")\n",
    "    print(\"I will start calculating RSIs when I'll collect {} prices.\".format(rsi_timeframe))\n",
    "    print(\"I will buy {} shares of {} when the last RSI is less than {}.\".format(shares, company, oversold_threshold))\n",
    "    print(\"I will sell {} shares of {} when the last RSI is more than {}.\".format(shares, company, overbought_threshold))\n",
    "    print(\"So, here we go. Wish me luck.\")\n",
    "    print()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "c1346080",
   "metadata": {},
   "outputs": [],
   "source": [
    "def on_message(ws, message):\n",
    "    formatted_message = ast.literal_eval(message)\n",
    "    last_close = formatted_message.get(\"data\").get(\"c\")\n",
    "    print(\"Last price after minute closed: {}$\".format(last_close))\n",
    "    \n",
    "    if isinstance(last_close, float):\n",
    "        data.append(last_close)\n",
    "        print('List of last {} collected prices: {}'.format(rsi_timeframe, data[-rsi_timeframe:]))\n",
    "        \n",
    "    try:\n",
    "        if len(data) > rsi_timeframe:\n",
    "            np_data = np.array(data)\n",
    "            rsis = ta.RSI(np_data, rsi_timeframe)\n",
    "            rsi_now = rsis[-1]\n",
    "            \n",
    "            print(\"The list of last 5 RSIs:\", rsis[-5:])\n",
    "            print(\"Last RSI: \", rsi_now)\n",
    "            \n",
    "            if rsi_now < oversold_threshold:\n",
    "                try:\n",
    "                    api.get_position(company)\n",
    "                    print(\"We hit the threshold to buy, but we already have some shares, so we won't buy more.\")\n",
    "                except:\n",
    "                    api.submit_order(symbol=company, qty=shares, side = \"buy\", type='market', time_in_force='gtc')\n",
    "                    print('We submitted the order to buy {} {} shares.'.format(shares, company))\n",
    "            \n",
    "            elif rsi_now > overbought_threshold:\n",
    "                try:\n",
    "                    api.get_position(company)\n",
    "                    api.submit_order(symbol=company,qty=shares,side='sell',type='market',time_in_force='gtc')\n",
    "                    print('We submitted an order to sell {} {} shares.'.format(shares, company))\n",
    "                except:\n",
    "                    print(\"We hit the threshold to sell, but we don't have anything to sell. Next time maybe.\")\n",
    "            \n",
    "            else:\n",
    "                print(\"The RSI is {} and it's between the given thresholds: {} and {}, so we wait.\".format(rsi_now, oversold_threshold, overbought_threshold))\n",
    "        else:\n",
    "            print(\"Not enough prices to calculate RSI and start trading:\", len(data), \"<=\", rsi_timeframe)\n",
    "    except:\n",
    "        print(\"I tried my best, buy I think something went wrong. I'll try again in a moment.\")\n",
    "    print()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "7052ad6d",
   "metadata": {},
   "source": [
    "## Connect to websocket and ask your bot nicely to start buying and selling stocks for you"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "1aae3536",
   "metadata": {},
   "outputs": [],
   "source": [
    "socket = \"wss://data.alpaca.markets/stream\"\n",
    "SuperAI_trader = websocket.WebSocketApp(socket, on_open=on_open, on_message=on_message)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "2ccf3868",
   "metadata": {},
   "outputs": [],
   "source": [
    "SuperAI_trader.run_forever()\n",
    "print(\"You've interrupted me. That's it then. I hope I did good. Till the next time.\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "5bc6b573",
   "metadata": {},
   "source": [
    "## Modify the bot"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "75fd662e",
   "metadata": {},
   "outputs": [],
   "source": [
    "rsi_timeframe = 4\n",
    "oversold_threshold = 48\n",
    "overbought_threshold = 52\n",
    "company = \"TSLA\"\n",
    "shares = 100\n",
    "data = []"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "49773910",
   "metadata": {},
   "outputs": [],
   "source": [
    "SuperAI_trader.run_forever()\n",
    "print(\"You've interrupted me. That's it then. I hope I did good. Till the next time.\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "148fd3ee",
   "metadata": {},
   "source": [
    "### Pretty much the same bot in 15 lines of code"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "fd6dabe2",
   "metadata": {},
   "outputs": [],
   "source": [
    "import alpaca_trade_api as tradeapi, ast, json, numpy as np, talib as ta, websocket\n",
    "data = []\n",
    "def on_open(ws):\n",
    "    ws.send(json.dumps({\"action\": \"authenticate\", \"data\": {\"key_id\": \"paste your KEY_ID here\", \"secret_key\": \"paste your SECRET_KEY here\"}}))\n",
    "    ws.send(json.dumps({\"action\": \"listen\", \"data\": {\"streams\": [\"AM.AAPL\"]}}))\n",
    "def on_message(ws, message):\n",
    "    if isinstance(ast.literal_eval(message).get(\"data\").get(\"c\"), float): data.append(ast.literal_eval(message).get(\"data\").get(\"c\"))        \n",
    "    if len(data) > 3 and ta.RSI(np.array(data), 3)[-1] < 49:\n",
    "        try: tradeapi.REST(\"paste your KEY_ID here\", \"paste your SECRET_KEY here\", \"https://paper-api.alpaca.markets\", \"v2\").get_position(\"AAPL\")\n",
    "        except:tradeapi.REST(\"paste your KEY_ID here\", \"paste your SECRET_KEY here\", \"https://paper-api.alpaca.markets\", \"v2\").submit_order(symbol=\"AAPL\", qty=10, side = \"buy\", type='market', time_in_force='gtc')            \n",
    "    elif len(data) > 3 and ta.RSI(np.array(data), 3)[-1] > 51:\n",
    "        tradeapi.REST(\"paste your KEY_ID here\", \"paste your SECRET_KEY here\", \"https://paper-api.alpaca.markets\", \"v2\").get_position(\"AAPL\")\n",
    "        tradeapi.REST(\"paste your KEY_ID here\", \"paste your SECRET_KEY here\", \"https://paper-api.alpaca.markets\", \"v2\").submit_order(symbol=\"AAPL\",qty=10,side='sell',type='market',time_in_force='gtc')\n",
    "websocket.WebSocketApp(\"wss://data.alpaca.markets/stream\", on_open=on_open, on_message=on_message).run_forever()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "9c9efd5e",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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