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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.
48 lines
1.9 KiB
Bash
48 lines
1.9 KiB
Bash
# --- Alpaca (Paper) -----------------------------------------------------------
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ALPACA_API_KEY=PK_your_paper_key_here
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ALPACA_API_SECRET=your_paper_secret_here
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# https://paper-api.alpaca.markets for paper, https://api.alpaca.markets for live
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ALPACA_BASE_URL=https://paper-api.alpaca.markets
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# Hard guard — must explicitly set to "live" to touch the live endpoint
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ALPACA_ENV=paper
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# --- Bot runtime --------------------------------------------------------------
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# dry = log intended orders only. live = actually submit to Alpaca paper.
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BOT_MODE=dry
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# Universe for the wheel (comma-separated)
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WHEEL_UNIVERSE=TSLA
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# Target DTE window for cash-secured puts (days)
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WHEEL_PUT_DTE_MIN=14
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WHEEL_PUT_DTE_MAX=28
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# Target delta for CSPs (magnitude, e.g. 0.30 => ~30-delta short put)
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WHEEL_PUT_TARGET_DELTA=0.30
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# Strike distance for CSPs as fraction of spot (fallback when delta data missing)
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WHEEL_PUT_OTM_PCT=0.10
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# Strike distance for covered calls above cost basis (fraction)
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WHEEL_CALL_OTM_PCT=0.10
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# Minimum annualised yield (decimal) a candidate contract must offer
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WHEEL_MIN_ANNUAL_YIELD=0.15
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# Max concurrent short puts per symbol
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WHEEL_MAX_SHORT_PUTS_PER_SYMBOL=1
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# Trailing-stop config (equity positions only)
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TRAILING_STOP_ENABLED=true
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TRAILING_STOP_PCT=0.08
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# Position sizing — max % of equity to put at risk per symbol
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MAX_POSITION_PCT=0.25
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# Minimum cash buffer (as fraction of equity) to keep unencumbered
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MIN_CASH_BUFFER_PCT=0.05
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# --- Scheduling ---------------------------------------------------------------
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# Polling interval (seconds) inside market hours when --loop is used
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TICK_INTERVAL_SECONDS=900
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# --- Reporting ----------------------------------------------------------------
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# Discord webhook URL (optional). If set, daily report is posted after close.
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DISCORD_WEBHOOK_URL=
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# --- Storage ------------------------------------------------------------------
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DATA_DIR=./data
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LOG_DIR=./logs
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