Trading Order Entry & Analytics

CLI tool for managing trading orders on Alpaca with automated execution logging, analytics, and dbt transformations.

Features

CLI

• Real-time stock/options order entry with risk-reward calculations
• Paper and live trading modes via Alpaca API
• Live market data streaming and portfolio monitoring

Analytics

• Automated execution and stop order logging to DuckDB/MotherDuck
• Trade tracking with unique trade IDs for entry/exit correlation
• dbt transformations for trade metrics and performance analysis
• Watchlist and account snapshot tracking

Setup

Prerequisites

• Python 3.11+
• uv package manager
• Alpaca API credentials (paper or live)
• DuckDB/MotherDuck database

Installation

uv sync

Configuration

Set environment variables for Alpaca API and database connection (see .env file requirements).

Usage

Trading Operations

Run trading scripts from project root:

uv run src/trading_analytics/processes/log_watchlists.py

Analytics

Run dbt transformations:

cd src/trading_analytics/trading_analytics_dbt
uv run dbt run

Key Models

• entry_executions: Aggregated entry-level execution data
• exit_executions: Aggregated exit-level execution data
• trade_executions: Combined entry/exit data per trade
• closed_trades: Fully closed positions only
• trades_view: Enhanced trade metrics with risk/reward calculations
• avg_performance_month: Monthly aggregated performance metrics

License

This project is licensed under the MIT License.