FlexTrading/PortfolioManagementSystem.py at main · Hukkenberg/FlexTrading · GitHub

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class PortfolioManagementSystem(TradingSystem):

    def __init__(self):
        super().__init__(AlpacaPaperSocket(), 'IBM', 86400, 1, 'AI_PM')
        self.AI = PortfolioManagementModel()

    def place_buy_order(self):
        self.api.submit_order(
                        symbol='IBM',
                        qty=1,
                        side='buy',
                        type='market',
                        time_in_force='day',
                    )

    def place_sell_order(self):
        self.api.submit_order(
                        symbol='IBM',
                        qty=1,
                        side='sell',
                        type='market',
                        time_in_force='day',
                    )

    def system_loop(self):
        # Variables for weekly close
        this_weeks_close = 0
        last_weeks_close = 0
        delta = 0
        day_count = 0
        while(True):
            # Wait a day to request more data
            time.sleep(1440)
            # Request EoD data for IBM
            data_req = self.api.get_barset('IBM', timeframe='1D', limit=1).df
            # Construct dataframe to predict
            x = pd.DataFrame(
                data=[[
                    data_req['IBM']['close'][0]]], columns='Close'.split()
            )
            if(day_count == 7):
                day_count = 0
                last_weeks_close = this_weeks_close
                this_weeks_close = x['Close']
                delta = this_weeks_close - last_weeks_close

                # AI choosing to buy, sell, or hold
                if np.around(self.AI.network.predict([delta])) <= -.5:
                    self.place_sell_order()

                elif np.around(self.AI.network.predict([delta]) >= .5):
                    self.place_buy_order()

PortfolioManagementSystem()