This depends on Polygon Aggregate v1, which has been depreciated. about alpaca-backtrader-api HOT 16 CLOSED

we will be releasing a fix soon (already in this PR if you want to try it out before we do: #24)

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Hey all. Thought I would post my solution. I tried to make minimal changes to the code to get it working. I made 2 changes:

1. In the trade API, I changed the polygon rest.py so that the method historic_agg is just a pass through to historic_agg_v2.
2. I changed one line in alpacastore.py so that it always looks for a timestamp in the record dictionary.

I set it up so that every call to historic_agg still throws a deprecation warning so that people know that it is just getting passed through to historic_agg_v2.

My forks are here if you want to take a look at what/how I did it. I think it needs more work to be generalized, but the example runs now.

https://github.com/Nicholas-Schaub/alpaca-trade-api-python
https://github.com/Nicholas-Schaub/alpaca-backtrader-api

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Sure. The way I did it was:

1. Clone each repo
2. pip install path/to/clone/directory (or pip3 depending on how you have your environment set up)

Note: This should uninstall what you currently have installed and install the cloned repo.

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Oh sweet, thanks! I'll add that in. I haven't studied the Alpaca code very much so not sure what else needs to be done...just wanted to get it working asap.

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@shlomikushchi for what it's worth, receiving the following errors when running your commit:
`RuntimeError: There is no current event loop in thread 'Thread-2'.

500 Server Error: Internal Server Error for url: https://api.polygon.io/v2/aggs/ticker/SPY/range/1/day/2015-01-01T00:00:00/2020-03-29T03:29:42.791724?unadjusted=False&apiKey=yaddayadda`
Pretty sure I've set everything correctly. I can run @Nicholas-Schaub 's forks just fine.

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new version (v0.5) is on pypi and you could install it via pip. if there are no new problems with this issue, I will consider it resolved and close the issue. let me know if something is still not working.

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Yep i was about to submit this as well..

alpacastore.py calls this: (comment is my own)

# needs to be v2
response = self.oapi.polygon.historic_agg(granularity,
              dataname,
              _from=start_dt,
              to=end_dt)

It should be calling historic_agg_v2. I'm tinkering with it, but will take a bit since the params and responses are different

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I did the following and it's working (although few issues with some assets, not sure if related):

alpacastore.py
395: field = 'timestamp'
344: end_dt = dtend.strftime('%Y-%m-%d')
353: start_dt = dtkwargs['start'].strftime('%Y-%m-%d')

355: response = self.oapi.polygon.historic_agg_v2(dataname, 1,
granularity,
_from=start_dt,
to=end_dt)

I also reached out to the Polygon team, who said they would talk to the Alpaca team about it.

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Nice..! Could try using the compression parameter instead of the 1 there.. pretty sure that's the typical backtrader variable for numeric portion of aggregation period

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thank you too.. your date formatting saved me time :)

At a quick glance, it appears to be working, but i haven't had a chance to really see what differences there are in the 2 response types. But everything looks pretty sane with these changes

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Glad I could help!

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@Nicholas-Schaub sorry but could you point me in the direction of how I'd call these forks locally when running backtrader-alpaca scripts?
I tried something like this: pip3 install git+https://github.com/your-repo.git but am still getting 404's when running code
I know this is like Python 101..

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Echoing @cole-seph, I also get the 500 Server Error:

500 Server Error: Internal Server Error for url: https://api.polygon.io/v2/aggs/ticker/VOO/range/1/minute/2020-02-20T00:00:00/2020-03-30T00:00:00?unadjusted=False&apiKey=##############

If I paste this into a browser I get the response:
{"error":"Could not parse from date. Use YYYY-MM-DD or Unix MS Timestamps","status":"ERROR"}

If I delete the T and the zeros manually in the url in the browser I get a response with data as expected:
https://api.polygon.io/v2/aggs/ticker/VOO/range/1/minute/2020-02-20/2020-03-30?unadjusted=False&apiKey=##############

I haven't been able to get @Nicholas-Schaub 's fork to work yet either but I will try and investigate more later.

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I had to do the following to fix the above:
in alpacastore.py
344: end_dt = dtend.strftime('%Y-%m-%d')
353: start_dt = dtkwargs['start'].strftime('%Y-%m-%d')

seemed to work

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@wstewarttennes Thanks! Think that has me working for now, our line numbers were slightly different but I think it's working. Appreciate the help everyone!

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ok, I have fixed the issues as you pointed out. code is now in the master branch. you could pull it from there. let me know if there are still any issues.
new pypi version will be released soon

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