Trading Bot Scripts

A collection of scripts for trading stocks and crypto on Alpaca Markets and Binance.

History & Background

This neural network trading bot trades stocks (long/short) and crypto (long-only) daily at market open/close. It successfully grew my portfolio from $38k to $66k over several months in favorable conditions at the end of 2024.

The bot uses the Amazon Chronos model for time series forecasting.

Breakdown of how it works

https://www.youtube.com/watch?v=56c3OhqJDJk&list=PLVovYLPm_feCybDdwSeXUCCTHZaLPoXZJ&index=9

Getting Started

npm install -g selenium-side-runner
npm install -g chromedriver

Prepare Machine

sudo apt-get install libsqlite3-dev -y
sudo apt-get update
sudo apt-get install libxml2-dev
sudo apt-get install libxslt1-dev

Scripts

Clear out positions at bid/ask (much more cost-effective than market orders):

PYTHONPATH=$(pwd) python ./scripts/alpaca_cli.py close_all_positions

Cancel an order with a linear ramp:

PYTHONPATH=$(pwd) python scripts/alpaca_cli.py backout_near_market BTCUSD

Ramp into a position:

PYTHONPATH=$(pwd) python scripts/alpaca_cli.py ramp_into_position ETHUSD

Schedule Tasks

Using the Linux at command:

echo "PYTHONPATH=$(pwd) python ./scripts/alpaca_cli.py ramp_into_position TSLA" | at 3:30

Show/cancel jobs with atq:

atq
atrm 1
atq

Cancel any duplicate orders/(need to run this incase of bugs):

PYTHONPATH=$(pwd) python ./scripts/cancel_multi_orders.py

Notes and todos

• Proper datastores refreshed data
• Dynamic config

Neural networks:

• Select set of trades to make
• Margin
• Take profit
• Roughly at EOD only to close stock positions violently

Check if numbers are flipped and if so, do something?

Crypto Issues

Crypto can only be traded non-margin for some time, cant be shorted in alpaca, so this server should be used that loops/does market orders in Binance instead which is also better low fee:

./.env/bin/gunicorn -k uvicorn.workers.UvicornWorker -b :5050 src.crypto_loop.crypto_order_loop_server:app --timeout 1800 --workers 1

Install Requirements

uv pip install requirements.txt

Run the Stock Trading Bot

python trade_stock_e2e.py

Run the Tests

pytest .

Run a Simulation

PYTHONPATH=$(pwd) python backtest_test3_inline.py

todos

better forecasting transformers better trading alg as on avg its good and accurate but following the sign is loosing some of the power of the model - need a better fuzzy strategy that better exploits the fact that the model is correct on average

Please Support Me!

You can support us by purchasing Netwrck an AI agent maker and art generator.

• Art Generator/photo editor: AIArt-Generator.art
• Helix.app.nz a dashboard builder
• Text-Generator.io an API server for vision language and speech models