Merge pull request #656 from Lumiwealth/m-dev

Implement strategy.run_live() in example strategies

lumibot/example_strategies/crypto_important_functions.py

@@ -3,8 +3,6 @@
 from lumibot.brokers import Ccxt
 from lumibot.entities import Asset
 from lumibot.strategies.strategy import Strategy
-from lumibot.traders import Trader
-
 
 class ImportantFunctions(Strategy):
     def initialize(self):
@@ -123,8 +121,6 @@ def on_trading_iteration(self):
 
 
 if __name__ == "__main__":
-    trader = Trader()
-
     KRAKEN_CONFIG = {
         "exchange_id": "kraken",
         "apiKey": "YOUR_API_KEY",
@@ -145,5 +141,4 @@ def on_trading_iteration(self):
         broker=broker,
     )
 
-    trader.add_strategy(strategy)
-    strategy_executors = trader.run_all()
+    strategy.run_live()

lumibot/example_strategies/forex_hold_to_expiry.py

@@ -59,14 +59,8 @@ def on_trading_iteration(self):
     is_live = True
 
     if is_live:
-        from lumibot.traders import Trader
-
-        trader = Trader()
-
         strategy = FuturesHoldToExpiry()
-
-        trader.add_strategy(strategy)
-        strategy_executors = trader.run_all()
+        strategy.run_live()
 
     else:
         from lumibot.backtesting import PolygonDataBacktesting

lumibot/example_strategies/futures_hold_to_expiry.py

@@ -83,11 +83,5 @@ def on_trading_iteration(self):
         )
 
     else:
-        from lumibot.traders import Trader
-
-        trader = Trader()
-
         strategy = FuturesHoldToExpiry()
-
-        trader.add_strategy(strategy)
-        strategy_executors = trader.run_all()
+        strategy.run_live()

lumibot/example_strategies/lifecycle_logger.py

@@ -62,10 +62,7 @@ def after_market_closes(self):
     else:
         from lumibot.credentials import ALPACA_CONFIG
         from lumibot.brokers import Alpaca
-        from lumibot.traders import Trader
 
-        trader = Trader()
         broker = Alpaca(ALPACA_CONFIG)
         strategy = LifecycleLogger(broker=broker)
-        trader.add_strategy(strategy)
-        strategy_executors = trader.run_all()
+        strategy.run_live()

lumibot/example_strategies/options_hold_to_expiry.py

@@ -68,15 +68,11 @@ def on_trading_iteration(self):
         from credentials import INTERACTIVE_BROKERS_CONFIG
 
         from lumibot.brokers import InteractiveBrokers
-        from lumibot.traders import Trader
-
-        trader = Trader()
 
         broker = InteractiveBrokers(INTERACTIVE_BROKERS_CONFIG)
         strategy = OptionsHoldToExpiry(broker=broker)
 
-        trader.add_strategy(strategy)
-        strategy_executors = trader.run_all()
+        strategy.run_live()
 
     else:
         from lumibot.backtesting import PolygonDataBacktesting

lumibot/example_strategies/simple_start_single_file.py

@@ -5,8 +5,6 @@
 from lumibot.backtesting import YahooDataBacktesting
 from lumibot.brokers import Alpaca
 from lumibot.strategies.strategy import Strategy
-from lumibot.traders import Trader
-
 
 class MyStrategy(Strategy):
     def initialize(self, symbol=""):
@@ -26,7 +24,6 @@ def on_trading_iteration(self):
 if __name__ == "__main__":
     live = True
 
-    trader = Trader()
     broker = Alpaca(AlpacaConfig)
     strategy = MyStrategy(broker, symbol="SPY")
 
@@ -42,5 +39,4 @@ def on_trading_iteration(self):
         )
     else:
         # Run the strategy live
-        trader.add_strategy(strategy)
-        trader.run_all()
+        strategy.run_live()

lumibot/example_strategies/stock_bracket.py

@@ -60,16 +60,11 @@ def on_trading_iteration(self):
         from credentials import ALPACA_CONFIG
 
         from lumibot.brokers import Alpaca
-        from lumibot.traders import Trader
-
-        trader = Trader()
 
         broker = Alpaca(ALPACA_CONFIG)
 
         strategy = StockBracket(broker=broker)
-
-        trader.add_strategy(strategy)
-        strategy_executors = trader.run_all()
+        strategy.run_live()
 
     else:
         from lumibot.backtesting import YahooDataBacktesting

lumibot/example_strategies/stock_buy_and_hold.py

@@ -82,13 +82,8 @@ def on_trading_iteration(self):
         }
 
         from lumibot.brokers import Alpaca
-        from lumibot.traders import Trader
-
-        trader = Trader()
 
         broker = Alpaca(ALPACA_CONFIG)
 
         strategy = BuyAndHold(broker=broker)
-
-        trader.add_strategy(strategy)
-        strategy_executors = trader.run_all()
+        strategy.run_live()

lumibot/example_strategies/stock_diversified_leverage.py

@@ -4,7 +4,6 @@
 from lumibot.brokers import Alpaca
 from lumibot.entities import TradingFee
 from lumibot.strategies.strategy import Strategy
-from lumibot.traders import Trader
 
 """
 Strategy Description
@@ -127,11 +126,9 @@ def rebalance_portfolio(self):
         ####
         from credentials import ALPACA_CONFIG
 
-        trader = Trader()
         broker = Alpaca(ALPACA_CONFIG)
         strategy = DiversifiedLeverage(broker=broker)
-        trader.add_strategy(strategy)
-        trader.run_all()
+        strategy.run_live()
 
     else:
         ####

lumibot/example_strategies/stock_limit_and_trailing_stops.py

@@ -68,16 +68,12 @@ def on_trading_iteration(self):
         from credentials import ALPACA_CONFIG
 
         from lumibot.brokers import Alpaca
-        from lumibot.traders import Trader
-
-        trader = Trader()
 
         broker = Alpaca(ALPACA_CONFIG)
 
         strategy = LimitAndTrailingStop(broker=broker)
 
-        trader.add_strategy(strategy)
-        strategy_executors = trader.run_all()
+        strategy.run_live()
 
     else:
         from lumibot.backtesting import YahooDataBacktesting

lumibot/example_strategies/stock_momentum.py

@@ -153,16 +153,11 @@ def get_assets_momentums(self):
     if is_live:
         from lumibot.credentials import ALPACA_CONFIG
         from lumibot.brokers import Alpaca
-        from lumibot.traders import Trader
-
-        trader = Trader()
 
         broker = Alpaca(ALPACA_CONFIG)
 
         strategy = Momentum(broker=broker)
-
-        trader.add_strategy(strategy)
-        strategy_executors = trader.run_all()
+        strategy.run_live()
 
     else:
         from lumibot.backtesting import YahooDataBacktesting

lumibot/example_strategies/stock_oco.py

@@ -66,16 +66,11 @@ def on_trading_iteration(self):
         from credentials import ALPACA_CONFIG
 
         from lumibot.brokers import Alpaca
-        from lumibot.traders import Trader
-
-        trader = Trader()
 
         broker = Alpaca(ALPACA_CONFIG)
 
         strategy = StockOco(broker=broker)
-
-        trader.add_strategy(strategy)
-        strategy_executors = trader.run_all()
+        strategy.run_live()
 
     else:
         from lumibot.backtesting import YahooDataBacktesting

lumibot/example_strategies/strangle.py

@@ -3,8 +3,7 @@
 import time
 from itertools import cycle
 
-import pandas as pd
-from yfinance import Ticker, download
+from yfinance import Ticker
 
 from lumibot.strategies.strategy import Strategy
 

lumibot/example_strategies/test_broker_functions.py

@@ -1,12 +1,6 @@
-from datetime import date, datetime
-from decimal import Decimal
-
 import logging
-from lumibot.brokers import InteractiveBrokers, Tradier, InteractiveBrokersREST, ExampleBroker
 from lumibot.entities import Asset, Order
 from lumibot.strategies.strategy import Strategy
-from lumibot.traders import Trader
-import yfinance as yf
 from datetime import timedelta
 
 # from lumiwealth_tradier import Tradier as _Tradier
@@ -132,8 +126,5 @@ def on_new_order(self, order):
     # broker = ExampleBroker()
 
     strategy = BrokerTest()
+    strategy.run_live()
 
-    trader = Trader()
-
-    trader.add_strategy(strategy)
-    strategy_executors = trader.run_all()