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Python bot (bot/alpaclaudia): alpaca-py client, wheel strategy (CSP + covered calls) plus equity trailing stops, risk gates (cash buffer, cost-basis guard, per-symbol concentration cap), SQLite state log, Typer CLI (tick/loop/status/ report/dump-state), Discord daily report, pytest suite. Next.js 14 dashboard (dashboard/): read-only — reads the bot's SQLite directly and pulls live account/positions/orders from Alpaca. KPIs, equity chart, positions, bot-intents audit table, and orders table. Dark UI with Tailwind. systemd/: user-unit templates for the polling loop and the post-close report timer. docs/STRATEGY.md: wheel mechanics, risk invariants, later candidates. Defaults to BOT_MODE=dry — nothing is submitted to Alpaca until explicitly enabled in .env. ALPACA_ENV=paper by default; flipping to live requires an explicit second guard.
135 lines
3.7 KiB
Python
135 lines
3.7 KiB
Python
from __future__ import annotations
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import os
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from dataclasses import dataclass, field
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from pathlib import Path
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from dotenv import load_dotenv
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def _load_env() -> None:
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root = Path(__file__).resolve().parents[2]
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for candidate in (root / ".env", root.parent / ".env"):
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if candidate.exists():
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load_dotenv(candidate, override=False)
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return
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def _bool(val: str | None, default: bool = False) -> bool:
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if val is None:
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return default
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return val.strip().lower() in {"1", "true", "yes", "y", "on"}
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def _float(val: str | None, default: float) -> float:
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try:
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return float(val) if val is not None else default
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except ValueError:
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return default
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def _int(val: str | None, default: int) -> int:
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try:
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return int(val) if val is not None else default
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except ValueError:
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return default
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@dataclass(frozen=True)
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class AlpacaConfig:
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key: str
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secret: str
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base_url: str
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env: str # "paper" or "live"
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@property
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def is_paper(self) -> bool:
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return self.env.lower() != "live"
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@dataclass(frozen=True)
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class WheelConfig:
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universe: tuple[str, ...]
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put_dte_min: int
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put_dte_max: int
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put_target_delta: float
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put_otm_pct: float
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call_otm_pct: float
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min_annual_yield: float
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max_short_puts_per_symbol: int
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@dataclass(frozen=True)
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class RiskConfig:
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max_position_pct: float
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min_cash_buffer_pct: float
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trailing_stop_enabled: bool
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trailing_stop_pct: float
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@dataclass(frozen=True)
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class Config:
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mode: str # "dry" or "live"
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alpaca: AlpacaConfig
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wheel: WheelConfig
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risk: RiskConfig
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tick_interval: int
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data_dir: Path
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log_dir: Path
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discord_webhook: str | None = None
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@property
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def dry_run(self) -> bool:
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return self.mode.lower() != "live"
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def load_config() -> Config:
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_load_env()
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env = os.environ
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alpaca = AlpacaConfig(
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key=env.get("ALPACA_API_KEY", ""),
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secret=env.get("ALPACA_API_SECRET", ""),
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base_url=env.get("ALPACA_BASE_URL", "https://paper-api.alpaca.markets"),
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env=env.get("ALPACA_ENV", "paper"),
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)
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universe = tuple(
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s.strip().upper() for s in env.get("WHEEL_UNIVERSE", "TSLA").split(",") if s.strip()
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)
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wheel = WheelConfig(
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universe=universe,
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put_dte_min=_int(env.get("WHEEL_PUT_DTE_MIN"), 14),
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put_dte_max=_int(env.get("WHEEL_PUT_DTE_MAX"), 28),
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put_target_delta=_float(env.get("WHEEL_PUT_TARGET_DELTA"), 0.30),
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put_otm_pct=_float(env.get("WHEEL_PUT_OTM_PCT"), 0.10),
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call_otm_pct=_float(env.get("WHEEL_CALL_OTM_PCT"), 0.10),
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min_annual_yield=_float(env.get("WHEEL_MIN_ANNUAL_YIELD"), 0.15),
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max_short_puts_per_symbol=_int(env.get("WHEEL_MAX_SHORT_PUTS_PER_SYMBOL"), 1),
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)
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risk = RiskConfig(
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max_position_pct=_float(env.get("MAX_POSITION_PCT"), 0.25),
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min_cash_buffer_pct=_float(env.get("MIN_CASH_BUFFER_PCT"), 0.05),
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trailing_stop_enabled=_bool(env.get("TRAILING_STOP_ENABLED"), True),
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trailing_stop_pct=_float(env.get("TRAILING_STOP_PCT"), 0.08),
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)
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root = Path(__file__).resolve().parents[2]
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data_dir = Path(env.get("DATA_DIR") or (root / "data")).expanduser().resolve()
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log_dir = Path(env.get("LOG_DIR") or (root / "logs")).expanduser().resolve()
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data_dir.mkdir(parents=True, exist_ok=True)
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log_dir.mkdir(parents=True, exist_ok=True)
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return Config(
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mode=env.get("BOT_MODE", "dry"),
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alpaca=alpaca,
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wheel=wheel,
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risk=risk,
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tick_interval=_int(env.get("TICK_INTERVAL_SECONDS"), 900),
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data_dir=data_dir,
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log_dir=log_dir,
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discord_webhook=env.get("DISCORD_WEBHOOK_URL") or None,
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)
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