Trade logic slop generated by copilot x(
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"""Portfolio and open order inspection for Alpaca trading."""
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from __future__ import annotations
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import argparse
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import os
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from dataclasses import dataclass
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from typing import Any
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from alpaca.trading.client import TradingClient
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from alpaca.trading.models import Position
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from alpaca.trading.requests import GetOrdersRequest
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from alpaca.trading.enums import QueryOrderStatus
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from dotenv import load_dotenv
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load_dotenv()
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DEFAULT_SYMBOL = "SPY"
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@dataclass(frozen=True)
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class AlpacaOrderSummary:
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symbol: str
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side: str
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qty: float
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filled_qty: float
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unfilled_qty: float
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limit_price: float | None
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order_type: str
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status: str
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@dataclass(frozen=True)
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class AlpacaPortfolioSummary:
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cash: float
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spy_quantity: float
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spy_market_value: float
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spy_avg_entry_price: float | None
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current_cash_to_spy_ratio: float | None
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projected_cash_to_spy_ratio: float | None
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open_spy_order_count: int
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estimated_spy_price: float | None
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def _string_to_float(value: Any, default: float = 0.0) -> float:
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if value is None:
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return default
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if isinstance(value, (float, int)):
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return float(value)
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if isinstance(value, str):
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value = value.strip()
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if value == "":
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return default
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try:
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return float(value)
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except (TypeError, ValueError):
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return default
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def _get_attribute(obj: Any, *names: str, default: Any = None) -> Any:
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if obj is None:
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return default
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if isinstance(obj, dict):
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for name in names:
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if name in obj:
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return obj[name]
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return default
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for name in names:
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if hasattr(obj, name):
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return getattr(obj, name)
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return default
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def create_alpaca_trading_client(
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api_key: str | None = None,
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secret_key: str | None = None,
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paper: bool = True,
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) -> TradingClient:
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if api_key is None or secret_key is None:
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raise ValueError(
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"Alpaca API key and secret key must be provided via CLI arguments or environment variables."
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)
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return TradingClient(api_key, secret_key, paper=paper)
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def _extract_unfilled_qty(order: Any) -> float:
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qty = _string_to_float(
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_get_attribute(order, "qty", "quantity", "order_qty", default=0)
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)
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filled = _string_to_float(
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_get_attribute(order, "filled_qty", "filled_quantity", default=0)
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)
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return max(qty - filled, 0.0)
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def _extract_order_limit_price(order: Any) -> float | None:
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value = _get_attribute(order, "limit_price", "limitPrice", default=None)
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if value is None:
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return None
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price = _string_to_float(value, default=None)
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return price if price is not None and price > 0 else None
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def _build_order_summary(order: Any) -> AlpacaOrderSummary:
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symbol = str(_get_attribute(order, "symbol", "asset_symbol", default=DEFAULT_SYMBOL)).upper()
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side = str(_get_attribute(order, "side", default="buy")).lower()
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qty = _string_to_float(_get_attribute(order, "qty", "quantity", default=0))
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filled_qty = _string_to_float(
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_get_attribute(order, "filled_qty", "filled_quantity", default=0)
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)
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limit_price = _extract_order_limit_price(order)
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order_type = str(_get_attribute(order, "type", default="unknown"))
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status = str(_get_attribute(order, "status", default="unknown")).lower()
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return AlpacaOrderSummary(
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symbol=symbol,
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side=side,
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qty=qty,
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filled_qty=filled_qty,
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unfilled_qty=max(qty - filled_qty, 0.0),
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limit_price=limit_price,
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order_type=order_type,
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status=status,
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)
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def _find_spy_position(positions: list[Any], symbol: str = DEFAULT_SYMBOL) -> tuple[float, float, float | None]:
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normalized = symbol.upper()
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for position in positions:
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position_symbol = str(
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_get_attribute(position, "symbol", "asset_symbol", default="")
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).upper()
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if position_symbol != normalized:
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continue
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quantity = _string_to_float(_get_attribute(position, "qty", "quantity", default=0))
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market_value = _string_to_float(
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_get_attribute(position, "market_value", "marketValue", default=0)
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)
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avg_entry_price = _string_to_float(
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_get_attribute(position, "avg_entry_price", "avgEntryPrice", default=None),
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default=None,
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)
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return quantity, market_value, avg_entry_price
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return 0.0, 0.0, None
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def _safe_ratio(numerator: float, denominator: float) -> float | None:
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if denominator <= 0:
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return None
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return numerator / denominator
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def summarize_alpaca_portfolio(
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account: Any,
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positions: list[Position],
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open_orders: list[Any],
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symbol: str = DEFAULT_SYMBOL,
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) -> AlpacaPortfolioSummary:
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cash = _string_to_float(_get_attribute(account, "cash", default=0.0))
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spy_quantity, spy_market_value, spy_avg_entry_price = _find_spy_position(
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positions, symbol=symbol
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)
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current_ratio = _safe_ratio(cash, spy_market_value)
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spy_open_orders = [
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_build_order_summary(order)
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for order in open_orders
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if _build_order_summary(order).symbol == symbol.upper()
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]
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net_open_spy_qty = 0.0
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open_order_price = None
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for order_summary in spy_open_orders:
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if order_summary.side == "sell":
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net_open_spy_qty -= order_summary.unfilled_qty
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else:
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net_open_spy_qty += order_summary.unfilled_qty
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if open_order_price is None and order_summary.limit_price is not None:
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open_order_price = order_summary.limit_price
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estimated_price = None
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if spy_quantity > 0 and spy_market_value > 0:
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estimated_price = spy_market_value / spy_quantity
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elif open_order_price is not None:
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estimated_price = open_order_price
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projected_cash = None
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projected_spy_value = None
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projected_ratio = None
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if estimated_price is not None:
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projected_cash = cash - (net_open_spy_qty * estimated_price)
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projected_spy_value = spy_market_value + (net_open_spy_qty * estimated_price)
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projected_ratio = _safe_ratio(projected_cash, projected_spy_value)
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return AlpacaPortfolioSummary(
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cash=cash,
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spy_quantity=spy_quantity,
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spy_market_value=spy_market_value,
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spy_avg_entry_price=spy_avg_entry_price,
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current_cash_to_spy_ratio=current_ratio,
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projected_cash_to_spy_ratio=projected_ratio,
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open_spy_order_count=len(spy_open_orders),
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estimated_spy_price=estimated_price,
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)
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def fetch_alpaca_portfolio_summary(
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api_key: str | None = None,
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secret_key: str | None = None,
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paper: bool = True,
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symbol: str = DEFAULT_SYMBOL,
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) -> AlpacaPortfolioSummary:
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client = create_alpaca_trading_client(
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api_key=api_key,
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secret_key=secret_key,
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paper=paper,
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)
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account = client.get_account()
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positions = client.get_all_positions()
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if not isinstance(positions, list):
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raise TypeError(f"Expected positions to be a list but got: {type(positions)}")
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orders = client.get_orders(GetOrdersRequest(status=QueryOrderStatus.OPEN))
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if not isinstance(orders, list):
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raise TypeError(f"Expected orders to be a list but got: {type(orders)}")
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return summarize_alpaca_portfolio(account, positions, orders, symbol=symbol)
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def print_alpaca_portfolio_summary(summary: AlpacaPortfolioSummary) -> None:
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print("Alpaca portfolio summary")
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print(f" cash: ${summary.cash:,.2f}")
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print(f" SPY quantity: {summary.spy_quantity:.4f}")
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print(f" SPY market value: ${summary.spy_market_value:,.2f}")
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if summary.spy_avg_entry_price is not None:
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print(f" SPY avg entry price: ${summary.spy_avg_entry_price:,.4f}")
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if summary.estimated_spy_price is not None:
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print(f" estimated SPY price: ${summary.estimated_spy_price:,.4f}")
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print(
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f" current cash / SPY value ratio: "
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+ (
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f"{summary.current_cash_to_spy_ratio:.4f}"
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if summary.current_cash_to_spy_ratio is not None
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else "n/a"
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)
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)
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print(f" open SPY order count: {summary.open_spy_order_count}")
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print(
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f" projected cash / SPY ratio after open SPY orders: "
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+ (
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f"{summary.projected_cash_to_spy_ratio:.4f}"
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if summary.projected_cash_to_spy_ratio is not None
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else "n/a"
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)
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)
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def parse_args() -> argparse.Namespace:
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parser = argparse.ArgumentParser(
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description="Fetch Alpaca account cash, SPY position, and open SPY order details."
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)
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parser.add_argument(
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"--api-key",
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default=os.getenv("ALPACA_API_KEY"),
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help="Alpaca API Key ID (defaults to ALPACA_API_KEY env var).",
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)
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parser.add_argument(
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"--secret-key",
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default=os.getenv("ALPACA_SECRET_KEY"),
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help="Alpaca Secret Key (defaults to ALPACA_SECRET_KEY env var).",
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)
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parser.add_argument(
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"--symbol",
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default=DEFAULT_SYMBOL,
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help="Symbol to inspect for SPY exposure. Defaults to SPY.",
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)
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parser.add_argument(
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"--paper",
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action="store_true",
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help="Force Alpaca paper trading mode. Defaults to paper if no base URL is configured.",
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)
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return parser.parse_args()
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def main() -> None:
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args = parse_args()
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summary = fetch_alpaca_portfolio_summary(
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api_key=args.api_key,
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secret_key=args.secret_key,
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paper=args.paper if args.paper else True,
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symbol=args.symbol,
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)
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print_alpaca_portfolio_summary(summary)
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if __name__ == "__main__":
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main()
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@@ -0,0 +1,62 @@
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from trading_bot.models.trade import summarize_alpaca_portfolio
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def test_calculate_cash_to_spy_ratio() -> None:
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account = {"cash": "1000.00"}
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positions = [{"symbol": "SPY", "qty": "10", "market_value": "5000", "avg_entry_price": "500"}]
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orders = []
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summary = summarize_alpaca_portfolio(account, positions, orders)
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assert summary.cash == 1000.0
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assert summary.spy_quantity == 10.0
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assert summary.spy_market_value == 5000.0
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assert summary.current_cash_to_spy_ratio == 0.2
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assert summary.projected_cash_to_spy_ratio == 0.2
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assert summary.open_spy_order_count == 0
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def test_projected_ratio_includes_open_spy_buy_order() -> None:
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account = {"cash": "1000.00"}
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positions = [{"symbol": "SPY", "qty": "10", "market_value": "5000", "avg_entry_price": "500"}]
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orders = [
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{
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"symbol": "SPY",
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"side": "buy",
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"qty": "2",
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"filled_qty": "0",
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"limit_price": "500",
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"status": "open",
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"type": "limit",
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}
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]
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summary = summarize_alpaca_portfolio(account, positions, orders)
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assert summary.open_spy_order_count == 1
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assert summary.estimated_spy_price == 500.0
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assert summary.projected_cash_to_spy_ratio == 0.14285714285714285
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def test_projected_ratio_handles_no_spy_position_but_open_order() -> None:
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account = {"cash": "1500.00"}
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positions = []
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orders = [
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{
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"symbol": "SPY",
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"side": "buy",
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"qty": "3",
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"filled_qty": "0",
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"limit_price": "500",
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"status": "open",
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"type": "limit",
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}
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]
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summary = summarize_alpaca_portfolio(account, positions, orders)
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assert summary.spy_quantity == 0.0
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assert summary.spy_market_value == 0.0
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assert summary.current_cash_to_spy_ratio is None
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assert summary.projected_cash_to_spy_ratio == 1.0
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assert summary.open_spy_order_count == 1
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