Replacing deprecated alpaca_trade_api library with alpaca

examples/Stock_NeurIPS2018_SB3.ipynb

@@ -224,15 +224,6 @@
    ],
    "source": [
     "## install required packages\n",
-    "\n",
-    "!pip install swig\n",
-    "!pip install wrds\n",
-    "!pip install pyportfolioopt\n",
-    "## install finrl library\n",
-    "!pip install -q condacolab\n",
-    "import condacolab\n",
-    "condacolab.install()\n",
-    "!apt-get update -y -qq && apt-get install -y -qq cmake libopenmpi-dev python3-dev zlib1g-dev libgl1-mesa-glx swig\n",
     "!pip install git+https://github.com/AI4Finance-Foundation/FinRL.git"
    ]
   },

finrl/meta/data_processors/processor_alpaca.py

@@ -14,8 +14,6 @@
 from alpaca.data.timeframe import TimeFrame
 from stockstats import StockDataFrame as Sdf
 
-# import alpaca_trade_api as tradeapi
-
 
 class AlpacaProcessor:
     def __init__(self, API_KEY=None, API_SECRET=None, API_BASE_URL=None, client=None):

finrl/meta/env_stock_trading/env_stock_papertrading.py

@@ -4,7 +4,7 @@
 import threading
 import time
 
-import alpaca_trade_api as tradeapi
+import alpaca as tradeapi
 import gymnasium as gym
 import numpy as np
 import pandas as pd

finrl/meta/paper_trading/alpaca.py

@@ -6,11 +6,14 @@
 import threading
 import time
 
-import alpaca_trade_api as tradeapi
-import gym
+import gymnasium as gym
 import numpy as np
 import pandas as pd
 import torch
+from alpaca.trading.client import TradingClient
+from alpaca.trading.enums import OrderSide
+from alpaca.trading.enums import QueryOrderStatus
+from alpaca.trading.requests import GetOrdersRequest
 
 from finrl.meta.data_processors.processor_alpaca import AlpacaProcessor
 from finrl.meta.paper_trading.common import AgentPPO
@@ -94,7 +97,9 @@ def __init__(
 
         # connect to Alpaca trading API
         try:
-            self.alpaca = tradeapi.REST(API_KEY, API_SECRET, API_BASE_URL, "v2")
+            self.alpaca = TradingClient(
+                api_key=API_KEY, secret_key=SECRET_KEY, paper=True
+            )
         except:
             raise ValueError(
                 "Fail to connect Alpaca. Please check account info and internet connection."
@@ -145,7 +150,11 @@ def test_latency(self, test_times=10):
         return latency
 
     def run(self):
-        orders = self.alpaca.list_orders(status="open")
+        # params to filter orders by
+        request_params = GetOrdersRequest(status=QueryOrderStatus.OPEN)
+
+        # orders that satisfy params
+        orders = self.alpaca.get_orders(filter=request_params)
         for order in orders:
             self.alpaca.cancel_order(order.id)
 
@@ -168,7 +177,7 @@ def run(self):
                 print("Market closing soon.  Closing positions.")
 
                 threads = []
-                positions = self.alpaca.list_positions()
+                positions = self.alpaca.get_all_positions()
                 for position in positions:
                     if position.side == "long":
                         orderSide = "sell"
@@ -280,7 +289,7 @@ def trade(self):
 
         else:  # sell all when turbulence
             threads = []
-            positions = self.alpaca.list_positions()
+            positions = self.alpaca.get_all_positions()
             for position in positions:
                 if position.side == "long":
                     orderSide = "sell"
@@ -313,7 +322,7 @@ def get_state(self):
         ).astype(np.float32)
 
         tech = tech * 2**-7
-        positions = self.alpaca.list_positions()
+        positions = self.alpaca.get_all_positions()
         stocks = [0] * len(self.stockUniverse)
         for position in positions:
             ind = self.stockUniverse.index(position.symbol)

finrl/meta/paper_trading/common.py

@@ -798,7 +798,7 @@ def test(
 
 # -----------------------------------------------------------------------------------------------------------------------------------------
 
-import alpaca_trade_api as tradeapi
+import alpaca as tradeapi
 import pandas_market_calendars as tc
 import numpy as np
 import pandas as pd

pyproject.toml

@@ -29,7 +29,6 @@ github = "https://github.com/finrl/finrl-library"
 [tool.poetry.dependencies]
 python = "^3.7"
 elegantrl = {git="https://github.com/AI4Finance-Foundation/ElegantRL.git#egg=elegantrl"}
-alpaca-trade-api = "^3"
 ccxt = "^3"
 jqdatasdk = "^1"
 pyfolio-reloaded = "^0.9"

requirements.txt

@@ -1,5 +1,4 @@
 alpaca-py
-alpaca_trade_api>=2.1.0
 ccxt>=1.66.32
 elegantrl