Hello,
I am having trouble in accessing history data using pylivetrader.
Below code is a simple code that checks SPY data enters SPY or TLT based on moving averages.
It gives below error. Any help?
============================================================
from pylivetrader.api import *
import numpy as np
import pandas as pd
def initialize(context):
# Schedule functions
schedule_function(rebalance,
date_rules.every_day(),
time_rules.every_minute()
)
def rebalance(context, data):
prices = data.history(symbol(‘SPY’), ‘price’, 300, ‘1d’)
sma_50day = np.average(prices[-50:])
sma_200day = np.average(prices[-200:])
if sma_50day > sma_200day:
order_target_percent(symbol('SPY'), 1.0)
else:
order_target_percent(symbol('TLT'), 1.0)
======================================================================
Above code is giving below error:
[2020-12-04 17:28:06.721220] ERROR: Executor: 403 Client Error: Forbidden for url: https://data.alpaca.markets/v1/bars/day?symbols=SPY&limit=300&start=2019-09-30T00%3A00%3A00-04%3A00&end=2020-12-04T00%3A00%3A00-05%3A00
multiprocessing.pool.RemoteTraceback:
“”"
Traceback (most recent call last):
File “/usr/lib/python3.6/multiprocessing/pool.py”, line 119, in worker
result = (True, func(*args, **kwds))
File “/usr/lib/python3.6/multiprocessing/pool.py”, line 44, in mapstar
return list(map(*args))
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/backend/alpaca.py”, line 679, in _fetch_bars_from_api_internal
return wrapper()
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/backend/alpaca.py”, line 85, in wrapper
return func(*args, **kwargs)
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/backend/alpaca.py”, line 665, in wrapper
end=to.isoformat()).df[symbols]
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/alpaca_trade_api/rest.py”, line 456, in get_barset
resp = self.data_get(’/bars/{}’.format(timeframe), params)
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/alpaca_trade_api/rest.py”, line 173, in data_get
‘GET’, path, data, base_url=base_url, api_version=‘v1’
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/alpaca_trade_api/rest.py”, line 119, in _request
return self._one_request(method, url, opts, retry)
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/alpaca_trade_api/rest.py”, line 140, in _one_request
resp.raise_for_status()
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/requests/models.py”, line 943, in raise_for_status
raise HTTPError(http_error_msg, response=self)
requests.exceptions.HTTPError: 403 Client Error: Forbidden for url: https://data.alpaca.markets/v1/bars/day?symbols=SPY&limit=300&start=2019-09-30T00%3A00%3A00-04%3A00&end=2020-12-04T00%3A00%3A00-05%3A00
“”"
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/executor/executor.py”, line 67, in wrapper
func(*args, **kwargs)
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/executor/executor.py”, line 88, in every_bar
handle_data(algo, current_data, dt_to_use)
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/misc/events.py”, line 218, in handle_data
dt,
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/misc/events.py”, line 237, in handle_data
self.callback(context, data)
File “trial-1.py”, line 14, in rebalance
prices = data.history(symbol(‘SPY’), ‘price’, 300, ‘1d’)
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/data/bardata.py”, line 147, in history
self.data_frequency,
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/data/data_portal.py”, line 86, in get_history_window
end_dt=end_dt).swaplevel(
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/data/data_portal.py”, line 62, in _get_realtime_bars
assets, frequency, bar_count=bar_count, end_dt=end_dt)
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/backend/alpaca.py”, line 533, in get_bars
limit=bar_count)
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/backend/alpaca.py”, line 602, in _fetch_bars_from_api
self._fetch_bars_from_api_internal)(args)
File “/mnt/c/Users/veguthik/Documents/Python3-Alpaca/lib/python3.6/site-packages/pylivetrader/misc/parallel_utils.py”, line 65, in wrapper
return PROCESS_POOL.map(mapfunc, args_list)
File “/usr/lib/python3.6/multiprocessing/pool.py”, line 266, in map
return self._map_async(func, iterable, mapstar, chunksize).get()
File “/usr/lib/python3.6/multiprocessing/pool.py”, line 644, in get
raise self._value
requests.exceptions.HTTPError: 403 Client Error: Forbidden for url: https://data.alpaca.markets/v1/bars/day?symbols=SPY&limit=300&start=2019-09-30T00%3A00%3A00-04%3A00&end=2020-12-04T00%3A00%3A00-05%3A00