Comments (6)
thedatadavis
commented on July 28, 2024
1
I had this issue as well.
The culprit appears to be in the alpaca-trade-api itself. Update the stream2.py module to create a new event loop if one is not running.
Change this:
# /site-packages/alpaca_trade_api/stream2.py
class StreamConn(object):
def __init__(self, key_id=None, secret_key=None, base_url=None):
self._key_id, self._secret_key = get_credentials(key_id, secret_key)
base_url = re.sub(r'^http', 'ws', base_url or get_base_url())
self._endpoint = base_url + '/stream'
self._handlers = {}
self._handler_symbols = {}
self._base_url = base_url
self._ws = None
self.polygon = None
self.loop = asyncio.get_event_loop() # where Runtime Error is occuring
To this:
# /site-packages/alpaca_trade_api/stream2.py
class StreamConn(object):
def __init__(self, key_id=None, secret_key=None, base_url=None):
self._key_id, self._secret_key = get_credentials(key_id, secret_key)
base_url = re.sub(r'^http', 'ws', base_url or get_base_url())
self._endpoint = base_url + '/stream'
self._handlers = {}
self._handler_symbols = {}
self._base_url = base_url
self._ws = None
self.polygon = None
# Add try block for get_event_loop()
# If no current loop then create one
try:
self.loop = asyncio.get_event_loop()
except:
self.loop = asyncio.new_event_loop()
asyncio.set_event_loop(self.loop)
Edit Re: Plotting
The sample backtest shows that the exactbars parameter should be set to either 0 or -1 or -2 to enable plotting.
Once you make this change, cerebro.plot() will return an array of charts. You can access the one from this example using cerebro.plot()[0][0] --
# example_backtest.py
# ...
data0 = DataFactory(dataname='AAPL', historical=True, fromdate=datetime(2015, 1,1), timeframe=bt.TimeFrame.TFrame("Days")) # Supported timeframes: "Days"/"Minutes"
cerebro.adddata(data0)
cerebro.run(exactbars=0) # or -1 or -2
cerebro.plot()[0][0]
from alpaca-backtrader-api.
alexonab
commented on July 28, 2024
Try cerebro.setbroker() instead of cerebro.setbroker(broker). It seems like the alpaca broker only works with live trading. The default broker will do for backtesting.
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fjctp
commented on July 28, 2024
I tried cerebro.setbroker() as you suggested, but I got this error.
setbroker() missing 1 required positional argument: 'broker'
Then I removed the line cerebro.setbroker(broker). The script finished without error, but I did not see a plot at the end.
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alexonab
commented on July 28, 2024
It looks like commenting out lines 108 and 109 in alpacastore.py works also. I don't see the need for the event loop when calling conn.run.
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kevinmarkwardt
commented on July 28, 2024
The only way I could get this working is by updating the stream2.py as well but I changed it like this
# /site-packages/alpaca_trade_api/stream2.py
class StreamConn(object):
def __init__(self, key_id=None, secret_key=None, base_url=None):
self._key_id, self._secret_key = get_credentials(key_id, secret_key)
base_url = re.sub(r'^http', 'ws', base_url or get_base_url())
self._endpoint = base_url + '/stream'
self._handlers = {}
self._handler_symbols = {}
self._base_url = base_url
self._ws = None
self.polygon = None
# Add try block for get_event_loop()
# If no current loop then create one
try:
self.loop = asyncio.get_event_loop()
except:
self.loop = asyncio.new_event_loop()
asyncio.set_event_loop(self.loop)
TO
# /site-packages/alpaca_trade_api/stream2.py
class StreamConn(object):
def __init__(self, key_id=None, secret_key=None, base_url=None):
self._key_id, self._secret_key = get_credentials(key_id, secret_key)
base_url = re.sub(r'^http', 'ws', base_url or get_base_url())
self._endpoint = base_url + '/stream'
self._handlers = {}
self._handler_symbols = {}
self._base_url = base_url
self._ws = None
self.polygon = None
self.loop = asyncio.new_event_loop()
asyncio.set_event_loop(self.loop)
Setting a new event loop and then setting that new one as the current event loop. Once I did that the threads connected and data streamed in. Hope this helps someone else.
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shlomiku
commented on July 28, 2024
this issue should be resolved with the updated version on pypi.
let me know if you still encounter issues.
please note - you must have a funded account to do paper/live trading.
you could do backtesting by getting the data not through polygon (polygon access requires a funded account)
let me know if there are still issues
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Related Issues (20)
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