alpaca-backtrader-api

To use Alpaca with the backtrader framework, you must initialize an AlpacaStore with your credentials. You can then use the store to retrieve a broker for live/paper trading or a data factory for fetching market data.

Key steps:

1. Initialize AlpacaStore with key_id, secret_key, and paper (boolean).
2. If paper is False, use store.getbroker() to set the backtrader broker.
3. Use store.getdata as a factory to create data feeds (e.g., data0 = DataFactory(dataname='AAPL', ...)).

Note: Examples requiring real data may require a funded brokerage account or Polygon data access.

import alpaca_backtrader_api
import backtrader as bt
from datetime import datetime

ALPACA_API_KEY = <key_id>
ALPACA_SECRET_KEY = <secret_key>
ALPACA_PAPER = True

class SmaCross(bt.SignalStrategy):
  def __init__(self):
    sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
    crossover = bt.ind.CrossOver(sma1, sma2)
    self.signal_add(bt.SIGNAL_LONG, crossover)


cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)

store = alpaca_backtrader_api.AlpacaStore(
    key_id=ALPACA_API_KEY,
    secret_key=ALPACA_SECRET_KEY,
    paper=ALPACA_PAPER
)

if not ALPACA_PAPER:
  broker = store.getbroker()  # or just alpaca_backtrader_api.AlpacaBroker()
  cerebro.setbroker(broker)

DataFactory = store.getdata  # or use alpaca_backtrader_api.AlpacaData
data0 = DataFactory(dataname='AAPL', historical=True, fromdate=datetime(
    2015, 1, 1), timeframe=bt.TimeFrame.Days)
cerebro.adddata(data0)

print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.plot()