Merge pull request #325 from Lumiwealth/tradier_initial_creation

tradier: new broker and data_source skeleton code added along with in…

lumibot/brokers/__init__.py

@@ -2,3 +2,4 @@
 from .broker import Broker
 from .ccxt import Ccxt
 from .interactive_brokers import InteractiveBrokers
+from .tradier import Tradier

lumibot/brokers/tradier.py

@@ -0,0 +1,69 @@
+from lumibot.brokers import Broker
+from lumibot.data_sources import TRADIER_LIVE_API_URL, TRADIER_PAPER_API_URL, TradierAPIError, TradierData
+from lumibot.entities import Asset, Order
+
+
+class Tradier(Broker):
+    """
+    Broker that connects to Tradier API to place orders and retrieve data
+    """
+    def __init__(self, account_id=None, api_token=None, paper=True, config=None, max_workers=20, connect_stream=True,
+                 data_source=None):
+
+        if data_source is None:
+            data_source = TradierData(account_id=account_id, api_key=api_token, paper=paper, max_workers=max_workers)
+
+        super().__init__(name='Tradier', data_source=data_source, config=config, max_workers=max_workers,
+                         connect_stream=connect_stream)
+
+        self._tradier_api_key = api_token
+        self._tradier_account_id = account_id
+        self._tradier_paper = paper
+        self._tradier_base_url = TRADIER_PAPER_API_URL if self._tradier_paper else TRADIER_LIVE_API_URL
+
+        try:
+            self.validate_credentials()
+        except TradierAPIError as e:
+            raise TradierAPIError("Invalid Tradier Credentials") from e
+
+    def validate_credentials(self):
+        pass
+
+    def cancel_order(self, order: Order):
+        pass
+
+    def _submit_order(self, order: Order):
+        pass
+
+    def _get_balances_at_broker(self, quote_asset: Asset) -> float:
+        pass
+
+    def get_historical_account_value(self):
+        pass
+
+    def _get_stream_object(self):
+        pass
+
+    def _register_stream_events(self):
+        pass
+
+    def _run_stream(self):
+        pass
+
+    def _parse_broker_position(self, broker_position, strategy, orders=None):
+        pass
+
+    def _pull_broker_position(self, asset: Asset):
+        pass
+
+    def _pull_broker_positions(self, strategy=None):
+        pass
+
+    def _parse_broker_order(self, response, strategy_name, strategy_object=None):
+        pass
+
+    def _pull_broker_order(self, identifier):
+        pass
+
+    def _pull_broker_open_orders(self):
+        pass

lumibot/data_sources/__init__.py

@@ -6,5 +6,12 @@
 from .exceptions import NoDataFound, UnavailabeTimestep
 from .interactive_brokers_data import InteractiveBrokersData
 from .pandas_data import PandasData
+from .tradier_data import (
+    TRADIER_LIVE_API_URL,
+    TRADIER_PAPER_API_URL,
+    TRADIER_STREAM_API_URL,
+    TradierAPIError,
+    TradierData,
+)
 from .tradovate_data import TradovateData
 from .yahoo_data import YahooData

lumibot/data_sources/tradier_data.py

@@ -0,0 +1,35 @@
+from .data_source import DataSource
+
+TRADIER_LIVE_API_URL = "https://api.tradier.com/v1/"
+TRADIER_PAPER_API_URL = "https://sandbox.tradier.com/v1/"
+TRADIER_STREAM_API_URL = "https://stream.tradier.com/v1/"  # Only valid Live, no Paper support
+
+
+class TradierAPIError(Exception):
+    pass
+
+
+class TradierData(DataSource):
+    MIN_TIMESTEP = "minute"
+    SOURCE = "Tradier"
+
+    def __init__(self, account_id, api_key, paper=True, max_workers=20):
+        super().__init__(api_key=api_key)
+        self._account_id = account_id
+        self._paper = paper
+        self._base_url = TRADIER_PAPER_API_URL if self._paper else TRADIER_LIVE_API_URL
+        self.max_workers = min(max_workers, 50)
+
+    def _pull_source_symbol_bars(self, asset, length, timestep=MIN_TIMESTEP, timeshift=None, quote=None, exchange=None,
+                                 include_after_hours=True):
+        pass
+
+    def _pull_source_bars(self, assets, length, timestep=MIN_TIMESTEP, timeshift=None, quote=None,
+                          include_after_hours=True):
+        pass
+
+    def _parse_source_symbol_bars(self, response, asset, quote=None, length=None):
+        pass
+
+    def get_last_price(self, asset, quote=None, exchange=None):
+        pass

tests/test_tradier.py

@@ -0,0 +1,15 @@
+from lumibot.brokers import Tradier
+from lumibot.data_sources import TradierData
+
+
+class TestTradierData:
+    def test_basics(self):
+        tdata = TradierData(account_id="1234", api_key="a1b2c3", paper=True)
+        assert tdata._account_id == "1234"
+
+
+class TestTradierBroker:
+    def test_basics(self):
+        broker = Tradier(account_id="1234", api_token="a1b2c3", paper=True)
+        assert broker.name == "Tradier"
+        assert broker._tradier_account_id == "1234"