prep 1.0.5, advance version for release

amor71 · Apr 9, 2021 · fdac748 · fdac748
1 parent 508b667
commit fdac748
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Showing 8 changed files with 20 additions and 18 deletions.
diff --git a/database/schema.sql b/database/schema.sql
@@ -110,19 +110,19 @@ CREATE INDEX ON trending_tickers(batch_id);
 INSERT INTO trending_tickers (symbol, batch_id)
 SELECT distinct t.symbol,
                 r.batch_id
-FROM new_trades as t,
-     algo_run as r
+FROM new_trades AS t,
+     algo_run AS r
 WHERE t.algo_run_id = r.algo_run_id
     AND batch_id != '';
 
-BEGIN;
+BEGIN ;
 
 
-alter table new_trades
-drop constraint "new_trades_qty_check";
+alter TABLE new_trades
+DROP constraint "new_trades_qty_check";
 
 
-alter table new_trades add check (qty != 0);
+alter TABLE new_trades add check (qty != 0);
 
 
 COMMIT;
@@ -178,7 +178,7 @@ CREATE TABLE IF NOT EXISTS trade_analysis (trade_analysis_id serial PRIMARY KEY,
                                                                                                                                                                       end_tstamp timestamp with time zone NOT NULL,
                                                                                                                                                                                                           gain_percentage decimal (5, 2) NOT NULL,
                                                                                                                                                                                                                                          gain_value decimal (8, 2) NOT NULL,
-                                                                                                                                                                                                                                                                   r_units decimal(4,2),
+                                                                                                                                                                                                                                                                   r_units decimal(4, 2),
                                                                                                                                                                                                                                                                            tstamp timestamp with time zone DEFAULT current_timestamp,
                                                                                                                                                                                                                                                                                                                    UNIQUE(symbol, algo_run_id, start_tstamp));
 
@@ -199,12 +199,11 @@ CREATE INDEX ON portfolio(portfolio_id);
 CREATE INDEX ON portfolio(symbol);
 
 
-alter table new_trades
-drop constraint "new_trades_qty_check";
+alter TABLE new_trades
+DROP constraint "new_trades_qty_check";
 
 
 ALTER TABLE portfolio RENAME COLUMN "rank" TO "score";
 
 
-ALTER TABLE portfolio RENAME COLUMN "atr" TO "volatility";
-
+ALTER TABLE portfolio RENAME COLUMN "atr" TO "volatility";
diff --git a/docs/source/(Advanced) Setup.rst b/docs/source/(Advanced) Setup.rst
@@ -23,6 +23,7 @@ When using Polygon.io A `Stater`, or above subscription w/ Polygon_ is required.
 
 .. _Polygon: https://polygon.io/pricing
 
+Alpaca is the default data-provider, Unlimited/Pro subscription is recommanded.
 
 Installation
 ------------

diff --git a/docs/source/Examples.rst b/docs/source/Examples.rst
@@ -24,7 +24,7 @@ Inspired by Andrew Clenow's Book `Stocks On The Move`_ :
 * SP500_ analysis notebook.
 
 .. _miner:
-    https://github.com/amor71/LiuAlgoTrader/blob/master/examples/swing_momentum/portfolio.py
+    https://github.com/amor71/LiuAlgoTrader/blob/master/examples/swing_momentum/trend.py
 
 .. _configuration:
     https://github.com/amor71/LiuAlgoTrader/blob/master/examples/swing_momentum/miner.toml

diff --git a/docs/source/What's New.rst b/docs/source/What's New.rst
@@ -4,6 +4,8 @@ What's New
 +------------------+----------------------------------------------+
 | Release          | Notes                                        |
 +------------------+----------------------------------------------+
+| 0.1.05           | Alapaca data-provider production ready       |
++------------------+----------------------------------------------+
 | 0.1.00           | **Competible Breaking Release**              |
 |                  |                                              |
 |                  | 1. Added support for Alpaca and Polygon      |

diff --git a/examples/env_vars.sh b/examples/env_vars.sh
@@ -5,7 +5,7 @@ set -e
 export DSN="postgresql://momentum@localhost/tradedb"
 
 # Which data providers to use values maybe polygon/alpaca (finnhub coming soon)
-export DATA_CONNECTOR="polygon"
+export DATA_CONNECTOR="alpaca"
 
 # Polygon API key
 export POLYGON_API_KEY=""
@@ -16,7 +16,7 @@ export ALPACA_BASEURL="https://paper-api.alpaca.markets"
 export APCA_API_KEY_ID=""
 export APCA_API_SECRET_KEY=""
 
-# "sip" for PRO subscriptions
+# "sip" for PRO subscriptions, "iex" for free
 export alpaca_data_feed="iex" 
 
 # max number of symbols to trade in parallel

diff --git a/examples/swing-momentum/miner.toml b/examples/swing-momentum/miner.toml
@@ -1,10 +1,10 @@
 # This is a TOML configuration file for market_miner.py
 [miners]
-[miners.follow_trend]
+[miners.trend]
 atr_days = 20
 volatility_days=90
 debug = true
-filename = "examples/swing-momentum/follow_trend.py"
+filename = "examples/swing-momentum/trend.py"
 index = 'SP500'
 indicators = ['SMA100']
 portfolio_size = 2000

diff --git a/liualgotrader/__init__.py b/liualgotrader/__init__.py
@@ -1 +1 @@
-__version__ = "0.1.04"
+__version__ = "0.1.05"
diff --git a/liualgotrader/common/config.py b/liualgotrader/common/config.py
@@ -17,7 +17,7 @@
 env: str
 
 
-data_connector: DataConnectorType = DataConnectorType[os.getenv("DATA_CONNECTOR", "polygon")]  # type: ignore
+data_connector: DataConnectorType = DataConnectorType[os.getenv("DATA_CONNECTOR", "alpaca")]  # type: ignore
 
 #
 # Broker
-Original file line number
+Diff line change
@@ Expand Up @@
     .. _Polygon: https://polygon.io/pricing
+    Alpaca is the default data-provider, Unlimited/Pro subscription is recommanded.
     Installation
     ------------
@@ Expand Down @@