mcli-framework 7.1.3__py3-none-any.whl → 7.3.1__py3-none-any.whl

mcli/ml/trading/alpaca_client.py

@@ -0,0 +1,353 @@
+"""Alpaca Trading API client for executing trades"""
+
+import logging
+from datetime import datetime, timedelta
+from decimal import Decimal
+from typing import Dict, List, Optional, Tuple, Union
+
+import pandas as pd
+from alpaca.trading.client import TradingClient
+from alpaca.trading.requests import (
+    GetOrdersRequest,
+    MarketOrderRequest,
+    LimitOrderRequest,
+    GetPortfolioHistoryRequest,
+)
+from alpaca.trading.enums import OrderSide, TimeInForce, OrderStatus
+from alpaca.data.historical import StockHistoricalDataClient
+from alpaca.data.requests import StockBarsRequest
+from alpaca.data.timeframe import TimeFrame
+from pydantic import BaseModel, Field
+
+logger = logging.getLogger(__name__)
+
+
+class TradingConfig(BaseModel):
+    """Configuration for Alpaca trading"""
+    
+    api_key: str = Field(..., description="Alpaca API key")
+    secret_key: str = Field(..., description="Alpaca secret key")
+    base_url: str = Field(default="https://paper-api.alpaca.markets", description="Alpaca base URL")
+    data_url: str = Field(default="https://data.alpaca.markets", description="Alpaca data URL")
+    paper_trading: bool = Field(default=True, description="Use paper trading")
+
+
+class Position(BaseModel):
+    """Represents a trading position"""
+    
+    symbol: str
+    quantity: int
+    side: str  # "long" or "short"
+    market_value: float
+    cost_basis: float
+    unrealized_pl: float
+    unrealized_plpc: float
+    current_price: float
+    qty_available: int
+
+
+class Order(BaseModel):
+    """Represents a trading order"""
+    
+    id: str
+    symbol: str
+    side: str  # "buy" or "sell"
+    quantity: int
+    order_type: str
+    status: str
+    created_at: datetime
+    filled_at: Optional[datetime] = None
+    filled_price: Optional[float] = None
+    filled_quantity: Optional[int] = None
+
+
+class Portfolio(BaseModel):
+    """Represents portfolio information"""
+    
+    equity: float
+    cash: float
+    buying_power: float
+    portfolio_value: float
+    unrealized_pl: float
+    realized_pl: float
+    positions: List[Position] = []
+
+
+class AlpacaTradingClient:
+    """Client for Alpaca Trading API operations"""
+    
+    def __init__(self, config: TradingConfig):
+        self.config = config
+        self.trading_client = TradingClient(
+            api_key=config.api_key,
+            secret_key=config.secret_key,
+            paper=config.paper_trading,
+            base_url=config.base_url
+        )
+        self.data_client = StockHistoricalDataClient(
+            api_key=config.api_key,
+            secret_key=config.secret_key,
+            base_url=config.data_url
+        )
+    
+    def get_account(self) -> Dict:
+        """Get account information"""
+        try:
+            account = self.trading_client.get_account()
+            return {
+                "account_id": account.id,
+                "equity": float(account.equity),
+                "cash": float(account.cash),
+                "buying_power": float(account.buying_power),
+                "portfolio_value": float(account.portfolio_value),
+                "unrealized_pl": float(account.unrealized_pl),
+                "realized_pl": float(account.realized_pl),
+                "currency": account.currency,
+                "status": account.status,
+                "trading_blocked": account.trading_blocked,
+                "pattern_day_trader": account.pattern_day_trader,
+            }
+        except Exception as e:
+            logger.error(f"Failed to get account info: {e}")
+            raise
+    
+    def get_positions(self) -> List[Position]:
+        """Get current positions"""
+        try:
+            positions = self.trading_client.get_all_positions()
+            return [
+                Position(
+                    symbol=pos.symbol,
+                    quantity=int(pos.qty),
+                    side="long" if int(pos.qty) > 0 else "short",
+                    market_value=float(pos.market_value),
+                    cost_basis=float(pos.cost_basis),
+                    unrealized_pl=float(pos.unrealized_pl),
+                    unrealized_plpc=float(pos.unrealized_plpc),
+                    current_price=float(pos.current_price),
+                    qty_available=int(pos.qty_available),
+                )
+                for pos in positions
+            ]
+        except Exception as e:
+            logger.error(f"Failed to get positions: {e}")
+            return []
+    
+    def get_orders(self, status: Optional[str] = None, limit: int = 100) -> List[Order]:
+        """Get orders with optional status filter"""
+        try:
+            request = GetOrdersRequest(status=status, limit=limit)
+            orders = self.trading_client.get_orders(request)
+            return [
+                Order(
+                    id=order.id,
+                    symbol=order.symbol,
+                    side=order.side.value,
+                    quantity=int(order.qty),
+                    order_type=order.order_type.value,
+                    status=order.status.value,
+                    created_at=order.created_at,
+                    filled_at=order.filled_at,
+                    filled_price=float(order.filled_avg_price) if order.filled_avg_price else None,
+                    filled_quantity=int(order.filled_qty) if order.filled_qty else None,
+                )
+                for order in orders
+            ]
+        except Exception as e:
+            logger.error(f"Failed to get orders: {e}")
+            return []
+    
+    def place_market_order(
+        self, 
+        symbol: str, 
+        quantity: int, 
+        side: str,
+        time_in_force: str = "day"
+    ) -> Order:
+        """Place a market order"""
+        try:
+            order_side = OrderSide.BUY if side.lower() == "buy" else OrderSide.SELL
+            time_in_force_enum = TimeInForce.DAY if time_in_force.lower() == "day" else TimeInForce.GTC
+            
+            order_request = MarketOrderRequest(
+                symbol=symbol,
+                qty=quantity,
+                side=order_side,
+                time_in_force=time_in_force_enum,
+            )
+            
+            order = self.trading_client.submit_order(order_request)
+            
+            return Order(
+                id=order.id,
+                symbol=order.symbol,
+                side=order.side.value,
+                quantity=int(order.qty),
+                order_type=order.order_type.value,
+                status=order.status.value,
+                created_at=order.created_at,
+            )
+        except Exception as e:
+            logger.error(f"Failed to place market order: {e}")
+            raise
+    
+    def place_limit_order(
+        self,
+        symbol: str,
+        quantity: int,
+        side: str,
+        limit_price: float,
+        time_in_force: str = "day"
+    ) -> Order:
+        """Place a limit order"""
+        try:
+            order_side = OrderSide.BUY if side.lower() == "buy" else OrderSide.SELL
+            time_in_force_enum = TimeInForce.DAY if time_in_force.lower() == "day" else TimeInForce.GTC
+            
+            order_request = LimitOrderRequest(
+                symbol=symbol,
+                qty=quantity,
+                side=order_side,
+                time_in_force=time_in_force_enum,
+                limit_price=limit_price,
+            )
+            
+            order = self.trading_client.submit_order(order_request)
+            
+            return Order(
+                id=order.id,
+                symbol=order.symbol,
+                side=order.side.value,
+                quantity=int(order.qty),
+                order_type=order.order_type.value,
+                status=order.status.value,
+                created_at=order.created_at,
+            )
+        except Exception as e:
+            logger.error(f"Failed to place limit order: {e}")
+            raise
+    
+    def cancel_order(self, order_id: str) -> bool:
+        """Cancel an order"""
+        try:
+            self.trading_client.cancel_order_by_id(order_id)
+            return True
+        except Exception as e:
+            logger.error(f"Failed to cancel order {order_id}: {e}")
+            return False
+    
+    def get_portfolio_history(
+        self, 
+        period: str = "1M",
+        timeframe: str = "1Day"
+    ) -> pd.DataFrame:
+        """Get portfolio history"""
+        try:
+            # Convert period to start/end dates
+            end_date = datetime.now()
+            if period == "1D":
+                start_date = end_date - timedelta(days=1)
+            elif period == "1W":
+                start_date = end_date - timedelta(weeks=1)
+            elif period == "1M":
+                start_date = end_date - timedelta(days=30)
+            elif period == "3M":
+                start_date = end_date - timedelta(days=90)
+            elif period == "1Y":
+                start_date = end_date - timedelta(days=365)
+            else:
+                start_date = end_date - timedelta(days=30)
+            
+            # Convert timeframe
+            tf = TimeFrame.Day if timeframe == "1Day" else TimeFrame.Hour
+            
+            request = GetPortfolioHistoryRequest(
+                start=start_date,
+                end=end_date,
+                timeframe=tf,
+            )
+            
+            history = self.trading_client.get_portfolio_history(request)
+            
+            # Convert to DataFrame
+            data = []
+            for i, timestamp in enumerate(history.timestamp):
+                data.append({
+                    "timestamp": timestamp,
+                    "equity": float(history.equity[i]) if history.equity else 0,
+                    "profit_loss": float(history.profit_loss[i]) if history.profit_loss else 0,
+                    "profit_loss_pct": float(history.profit_loss_pct[i]) if history.profit_loss_pct else 0,
+                })
+            
+            return pd.DataFrame(data)
+        except Exception as e:
+            logger.error(f"Failed to get portfolio history: {e}")
+            return pd.DataFrame()
+    
+    def get_stock_data(
+        self, 
+        symbols: List[str], 
+        start_date: datetime, 
+        end_date: datetime,
+        timeframe: str = "1Day"
+    ) -> pd.DataFrame:
+        """Get historical stock data"""
+        try:
+            tf = TimeFrame.Day if timeframe == "1Day" else TimeFrame.Hour
+            
+            request = StockBarsRequest(
+                symbol_or_symbols=symbols,
+                timeframe=tf,
+                start=start_date,
+                end=end_date,
+            )
+            
+            bars = self.data_client.get_stock_bars(request)
+            
+            # Convert to DataFrame
+            data = []
+            for symbol, bar_list in bars.items():
+                for bar in bar_list:
+                    data.append({
+                        "symbol": symbol,
+                        "timestamp": bar.timestamp,
+                        "open": float(bar.open),
+                        "high": float(bar.high),
+                        "low": float(bar.low),
+                        "close": float(bar.close),
+                        "volume": int(bar.volume),
+                    })
+            
+            return pd.DataFrame(data)
+        except Exception as e:
+            logger.error(f"Failed to get stock data: {e}")
+            return pd.DataFrame()
+    
+    def get_portfolio(self) -> Portfolio:
+        """Get complete portfolio information"""
+        try:
+            account = self.get_account()
+            positions = self.get_positions()
+            
+            return Portfolio(
+                equity=account["equity"],
+                cash=account["cash"],
+                buying_power=account["buying_power"],
+                portfolio_value=account["portfolio_value"],
+                unrealized_pl=account["unrealized_pl"],
+                realized_pl=account["realized_pl"],
+                positions=positions,
+            )
+        except Exception as e:
+            logger.error(f"Failed to get portfolio: {e}")
+            raise
+
+
+def create_trading_client(api_key: str, secret_key: str, paper_trading: bool = True) -> AlpacaTradingClient:
+    """Create a trading client with the given credentials"""
+    config = TradingConfig(
+        api_key=api_key,
+        secret_key=secret_key,
+        paper_trading=paper_trading
+    )
+    return AlpacaTradingClient(config)

mcli/ml/trading/migrations.py

@@ -0,0 +1,164 @@
+"""Database migrations for trading functionality"""
+
+import logging
+from sqlalchemy import create_engine, text
+from sqlalchemy.orm import sessionmaker
+from mcli.ml.trading.models import Base
+from mcli.ml.config.settings import get_settings
+
+logger = logging.getLogger(__name__)
+
+
+def create_trading_tables():
+    """Create trading-related tables in the database"""
+    try:
+        # Get database URL from settings
+        settings = get_settings()
+        engine = create_engine(settings.database.url)
+        
+        # Create all tables
+        Base.metadata.create_all(engine)
+        
+        logger.info("Trading tables created successfully")
+        return True
+        
+    except Exception as e:
+        logger.error(f"Failed to create trading tables: {e}")
+        return False
+
+
+def drop_trading_tables():
+    """Drop trading-related tables from the database"""
+    try:
+        # Get database URL from settings
+        settings = get_settings()
+        engine = create_engine(settings.database.url)
+        
+        # Drop all tables
+        Base.metadata.drop_all(engine)
+        
+        logger.info("Trading tables dropped successfully")
+        return True
+        
+    except Exception as e:
+        logger.error(f"Failed to drop trading tables: {e}")
+        return False
+
+
+def migrate_trading_data():
+    """Migrate existing data to new trading schema"""
+    try:
+        # Get database URL from settings
+        settings = get_settings()
+        engine = create_engine(settings.database.url)
+        Session = sessionmaker(bind=engine)
+        session = Session()
+        
+        # Check if we need to migrate existing portfolio data
+        # This would depend on your existing schema
+        
+        session.close()
+        logger.info("Trading data migration completed")
+        return True
+        
+    except Exception as e:
+        logger.error(f"Failed to migrate trading data: {e}")
+        return False
+
+
+def verify_trading_schema():
+    """Verify that trading schema is properly set up"""
+    try:
+        # Get database URL from settings
+        settings = get_settings()
+        engine = create_engine(settings.database.url)
+        
+        # Check if tables exist
+        with engine.connect() as conn:
+            # Check for trading_accounts table
+            if "sqlite" in settings.database.url:
+                # SQLite syntax
+                result = conn.execute(text("""
+                    SELECT name FROM sqlite_master 
+                    WHERE type='table' AND name='trading_accounts';
+                """))
+                accounts_exists = result.fetchone() is not None
+                
+                result = conn.execute(text("""
+                    SELECT name FROM sqlite_master 
+                    WHERE type='table' AND name='portfolios';
+                """))
+                portfolios_exists = result.fetchone() is not None
+                
+                result = conn.execute(text("""
+                    SELECT name FROM sqlite_master 
+                    WHERE type='table' AND name='positions';
+                """))
+                positions_exists = result.fetchone() is not None
+                
+                result = conn.execute(text("""
+                    SELECT name FROM sqlite_master 
+                    WHERE type='table' AND name='trading_orders';
+                """))
+                orders_exists = result.fetchone() is not None
+            else:
+                # PostgreSQL syntax
+                result = conn.execute(text("""
+                    SELECT EXISTS (
+                        SELECT FROM information_schema.tables 
+                        WHERE table_name = 'trading_accounts'
+                    );
+                """))
+                accounts_exists = result.scalar()
+                
+                result = conn.execute(text("""
+                    SELECT EXISTS (
+                        SELECT FROM information_schema.tables 
+                        WHERE table_name = 'portfolios'
+                    );
+                """))
+                portfolios_exists = result.scalar()
+                
+                result = conn.execute(text("""
+                    SELECT EXISTS (
+                        SELECT FROM information_schema.tables 
+                        WHERE table_name = 'positions'
+                    );
+                """))
+                positions_exists = result.scalar()
+                
+                result = conn.execute(text("""
+                    SELECT EXISTS (
+                        SELECT FROM information_schema.tables 
+                        WHERE table_name = 'trading_orders'
+                    );
+                """))
+                orders_exists = result.scalar()
+        
+        all_tables_exist = all([accounts_exists, portfolios_exists, positions_exists, orders_exists])
+        
+        if all_tables_exist:
+            logger.info("Trading schema verification successful")
+        else:
+            logger.warning("Some trading tables are missing")
+            
+        return all_tables_exist
+        
+    except Exception as e:
+        logger.error(f"Failed to verify trading schema: {e}")
+        return False
+
+
+if __name__ == "__main__":
+    # Run migrations
+    print("Creating trading tables...")
+    if create_trading_tables():
+        print("✅ Trading tables created successfully")
+    else:
+        print("❌ Failed to create trading tables")
+    
+    print("Verifying schema...")
+    if verify_trading_schema():
+        print("✅ Trading schema verified successfully")
+    else:
+        print("❌ Trading schema verification failed")