Passing a list of specific stocks

Alpaca Products Discussion Feature Requests
1

I’ve been trying to pass a list of specific stocks into the pipeline and I haven’t been able to do it. In Quantopian we could use StaticAssets, but it doesn’t seem to be working on pylivetrader. I think this would be an incredible feature for people that are looking to trade specific stocks for specific sectors.

Something like this is what I’m trying to do:

def initialize(context):
    stocks = (StaticAssets(symbols("QQQ", "AAPL", "MSFT")))
    sma_50 = SimpleMovingAverage(
        inputs=[USEquityPricing.close],
        window_length=50,
        mask=stocks
    )
    sma_15 = SimpleMovingAverage(
        inputs=[USEquityPricing.close],
        window_length=15,
        mask=stocks
    )
    context.pipe = Pipeline({
       'SMA_50': sma_50, 
       'SMA_15': sma_15, 
    })
before_trading_start()
    context.attach_pipeline(context.pipe, "pipe")
2 Likes
2

I second that! This feature will make Alpaca even better!