Can you help me make this code run live on trade station
class BullCreditSpread(QCAlgorithm):
def initialize(self):
self.set_cash(500)
self.spy = self.add_equity("SPY", Resolution.HOUR)
self.spy_option = self.add_option("SPY")
self.spy_option.set_filter(self.weekly_filter)
self.sma = self.sma("SPY", 50, Resolution.HOUR)
self.has_position = False
self.spy_price = None # Initialize spy_price
self.schedule.on(self.date_rules.every(DayOfWeek.MONDAY), self.time_rules.at(10, 0), self.trade_options)
def weekly_filter(self, universe):
return universe.include_weeklys().strikes(-5, 5).expiration(0, 7)
def on_data(self, slice):
if not self.sma.is_ready:
return
if self.securities.contains_key("SPY"):
self.spy_price = self.securities["SPY"].price
def trade_options(self):
if self.spy_price is None: # Check if spy_price is set
return
if self.spy_price > self.sma.current.value:
chain = self.current_slice.option_chains.get(self.spy_option.Symbol)
if chain is None:
return
contracts = sorted(chain, key=lambda x: abs(x.greeks.delta - 0.35))
if len(contracts) == 0:
return
short_option = contracts[0]
long_options = [x for x in chain if x.strike < short_option.strike and x.expiry == short_option.expiry]
if not long_options:
return
long_option = sorted(long_options, key=lambda x: x.strike, reverse=True)[0]
if not self.has_position:
spread = OptionStrategies.bull_put_spread(self.spy_option.Symbol, short_option.strike, long_option.strike, short_option.expiry)
self.buy(spread, 1)
self.has_position = True
def CheckStopLoss(self):
# Calculate the current floating loss
current_float_loss = self.Securities[self.symbol].Holdings.UnrealizedProfit - self.credit_received
# Check if the floating loss exceeds # times the credit received
if current_float_loss <= -1.2 * self.credit_received:
# Close the current option strategy trade
self.Liquidate(self.current_option_strategy)
# Reset the credit received
self.credit_received = 0.0
def CheckTakeProfit(self):
# Calculate the current floating profit
current_float_profit = self.Securities[self.symbol].Holdings.UnrealizedProfit
# Check if the floating loss exceeds # times the credit received
if current_float_profit >= .75 * self.credit_received:
# Close the current option strategy trade
self.Liquidate(self.current_option_strategy)
# Reset the credit received
self.credit_received = 0.0
def on_order_event(self, orderEvent):
if orderEvent.status == OrderStatus.FILLED:
self.has_position = False
Mia Alissi
To run your algorithm live on TradeStation using QuantConnect, follow these steps:
Prepare Your Environment: Ensure you have the Lean CLI installed and are logged into your QuantConnect account. This is essential for deploying your algorithm live.
Select TradeStation as Your Brokerage: Use the Lean CLI to deploy your algorithm live. Run the command
lean live deploy "<projectName>"
and select TradeStation as your brokerage from the list of options.Set Initial Cash Balance: During the deployment process, you will be prompted to set your initial cash balance. Follow the instructions to configure this as per your requirements.
Configure Data Providers: Choose the appropriate data providers for your live trading needs. Ensure that TradeStation is selected as your data provider.
Deploy the Algorithm: Complete the deployment process by following the on-screen instructions. This will include setting up any additional configurations required for live trading.
Monitor Live Trading: Once deployed, monitor your algorithm's performance through the QuantConnect interface. You can view results in real-time and make adjustments as necessary.
Review and Adjust Code: Ensure your code adheres to PEP 8 standards and fix any errors identified in the validation process. For example, correct method and attribute names to match QuantConnect's conventions.
Here's the corrected version of your code with PEP 8 compliance and error fixes:
Make sure to replace placeholders like
<projectName>
with your actual project name when deploying.Sources: QuantConnect Paper Trading - QuantConnect.com, QuantConnect Paper Trading - QuantConnect.com, Bitfinex - QuantConnect.com, Index Option Bull Call Spread Algorithm, Index Option Bull Put Spread Algorithm
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Warren chapman
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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