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September 2, 2024 22:38
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,128 @@ from td.client import TDClient from datetime import datetime, timedelta import time # Set up TD Ameritrade API credentials consumer_key = 'YOUR_TD_AMERITRADE_CONSUMER_KEY' redirect_uri = 'YOUR_REDIRECT_URI' credentials_path = 'path_to_credentials.json' # Path where credentials will be stored # Login to TD Ameritrade td_client = TDClient( client_id=consumer_key, redirect_uri=redirect_uri, credentials_path=credentials_path ) td_client.login() # Define the trading parameters symbol = 'GOOGL' investment_amount = 10.0 # Amount to use per transaction # Define the time for trading time_after_open = timedelta(minutes=2) time_before_close = timedelta(minutes=2) # Helper function to get the current price def get_current_price(symbol): quote = td_client.get_quotes(instruments=[symbol]) return (quote[symbol]['bidPrice'] + quote[symbol]['askPrice']) / 2 # Midpoint between bid and ask # Helper function to get the current account balance def get_account_balance(): accounts = td_client.get_accounts(fields=['positions']) cash_available = float(accounts[0]['securitiesAccount']['currentBalances']['cashAvailableForTrading']) return cash_available # Helper function to place orders def place_order(symbol, notional, action): order = { "orderType": "MARKET", "session": "NORMAL", "duration": "DAY", "orderStrategyType": "SINGLE", "orderLegCollection": [ { "instruction": action, "quantity": notional / get_current_price(symbol), # Calculate the quantity based on current price "instrument": { "symbol": symbol, "assetType": "EQUITY" } } ] } td_client.place_order(account_id='YOUR_ACCOUNT_ID', order=order) # Helper function to close all positions def close_all_positions(): positions = td_client.get_accounts(fields=['positions'])[0]['securitiesAccount']['positions'] for position in positions: symbol = position['instrument']['symbol'] quantity = position['longQuantity'] if quantity > 0: place_order(symbol, quantity, 'SELL') print("Closed all positions.") # Trading logic def trade(): initial_price = get_current_price(symbol) peak_price = initial_price trough_price = initial_price while True: current_time = datetime.now() # Assuming market opens at 9:30 AM and closes at 4:00 PM market_open_time = datetime.combine(current_time.date(), datetime.strptime('09:30', '%H:%M').time()) market_close_time = datetime.combine(current_time.date(), datetime.strptime('16:00', '%H:%M').time()) # Calculate trade start and stop times start_trading_time = market_open_time + time_after_open stop_trading_time = market_close_time - time_before_close # Check if current time is within trading hours if start_trading_time <= current_time <= stop_trading_time: current_price = get_current_price(symbol) balance = get_account_balance() # Update the peak and trough prices if current_price > peak_price: peak_price = current_price if current_price < trough_price: trough_price = current_price # Buy when there's a gain, using all available balance if current_price > initial_price and balance >= investment_amount: place_order(symbol, investment_amount, 'BUY') print(f"Bought ${investment_amount} worth of {symbol} at {current_price} due to price gain.") wait_for_balance_to_update() # Sell when there's a loss positions = td_client.get_accounts(fields=['positions'])[0]['securitiesAccount']['positions'] if symbol in [pos['instrument']['symbol'] for pos in positions] and current_price < initial_price: position_qty = next(pos['longQuantity'] for pos in positions if pos['instrument']['symbol'] == symbol) place_order(symbol, position_qty * current_price, 'SELL') print(f"Sold all shares of {symbol} at {current_price} due to price loss.") wait_for_balance_to_update() # Close all positions a couple of minutes before market close if current_time > stop_trading_time: close_all_positions() break # Exit the loop after closing positions for the day time.sleep(1) # Check as frequently as possible # Helper function to wait until the account balance updates after a sell def wait_for_balance_to_update(): while True: balance = get_account_balance() if balance >= investment_amount: break time.sleep(1) # Run the trading strategy trade() # Log out of TD Ameritrade td_client.logout()