add alpaca examples

examples/alpaca/stream.kg

@@ -0,0 +1,48 @@
+.py("klongpy.ws")
+
+.comment("****")
+Auth Volley:
+
+receive: [{"T":"success","msg":"connected"}]
+send: {"action": "auth", "key": "{KEY_ID}", "secret": "{SECRET}"}
+receive: [{"T":"success","msg":"authenticated"}]
+
+send: {"action":"subscribe","trades":["AAPL"],"quotes":["AMD","CLDR"],"bars":["*"]}
+confirmation: [{"T":"subscription","trades":["AAPL"],"quotes":["AMD","CLDR"],"bars":["*"],"updatedBars":[],"dailyBars":["VOO"],"statuses":["*"],"lulds":[],"corrections":["AAPL"],"cancelErrors":["AAPL"]}]
+
+{"action": "unsubscribe", "bars": ["*"]}
+
+{
+  "T": "t",
+  "i": 96921,
+  "S": "AAPL",
+  "x": "D",
+  "p": 126.55,
+  "s": 1,
+  "t": "2021-02-22T15:51:44.208Z",
+  "c": ["@", "I"],
+  "z": "C"
+}
+****
+
+auth:::{["action" "auth"]}
+auth,"key",,.os.env?"ALPACA_API_KEY"
+auth,"secret",,.os.env?"ALPACA_SECRET_KEY"
+
+subscription:::{["action" "subscribe"]}
+subscription,"trades",,["AAPL"]
+.p(subscription)
+subscribe::{x(subscription)}
+
+handleData::{.p(y)}
+
+handleError::{.d("error: ");.p(y)}
+
+sendAuth::{.p("sending auth");x(auth)}
+handleAuthFailure::{.p("failed to auth")}
+handleLogin::{.p("logged in");subscribe(x)}
+handleControl::{[msg];msg::y?"msg";:[msg="connected";sendAuth(x);:[msg="authenticated";handleLogin(x;y);handleAuthFailure(x;y)]]}
+handleMsg::{[q T];.p(y);T::y?"T";:[T="success";handleControl(x;y);:[T="error";handleError(x;y);handleData(x;y)]]}
+.ws.m::{[c];c::x;{handleMsg(c;x)}'y}
+
+c::.ws("wss://stream.data.alpaca.markets/v2/sip")

examples/alpaca/update_data.kg

@@ -0,0 +1,30 @@
+.comment("****")
+
+Get a list of all tickers from Alpaca.
+For each ticker, get the latest stored time from the dfs and use that as the start time for the next request
+map the new ticker data to the columns of the dfs
+append the new data to the dfs
+write the data back to the dfs
+
+****
+
+.py("klongpy.db")
+.pyf("alpaca.trading.client";"TradingClient")
+.pyf("alpaca.data.historical";"StockHistoricalDataClient")
+.pyf("alpaca.data.requests";"StockLatestTradeRequest")
+
+keys:::{}
+keys,"api_key",,.os.env?"ALPACA_API_KEY"
+keys,"secret_key",,.os.env?"ALPACA_SECRET_KEY"
+
+args:::{};{args,x,,y}'keys
+
+tc::.pyc(TradingClient;[];args)
+account::.pyc(tc,"get_account";[];:{})
+
+.d("cash: ");.p(.pyc(account,"cash";[];:{}))
+
+dc::.pyc(StockHistoricalDataClient;[];keys)
+tr::.pyc(StockLatestTradeRequest;[];:{["symbol_or_symbols" ["MSFT"]]})
+prices::.pyc(dc,"get_stock_latest_trade";,tr;:{})
+.d("prices: ");.p(prices)

klongpy/sys_fn.py

@@ -449,6 +449,11 @@ def eval_sys_python_call(klong, x, y, z):
         y is either a list of or a single positional arguments to pass to the function.
         z is a dictionary of keyword arguments to pass to the function.
 
+        Example:
+
+            .pyc(obj;[1 2 3];:{"a":1,"b":2,"c":3})
+            .pyc(obj,"method";[1 2 3];:{"a":1,"b":2,"c":3})
+
     """
     if is_list(x):
         if not isinstance(x[0],object):

klongpy/ws/sys_fn_ws.py

@@ -31,8 +31,15 @@ class KGRemoteCloseConnectionException(KlongException):
     pass
 
 
+class NumpyEncoder(json.JSONEncoder):
+    def default(self, obj):
+        if isinstance(obj, np.ndarray):
+            return obj.tolist()
+        return json.JSONEncoder.default(self, obj)
+
+
 def encode_message(msg):
-    return json.dumps(msg)
+    return json.dumps(msg, cls=NumpyEncoder)
 
 
 def decode_message(data):
@@ -159,7 +166,7 @@ def __init__(self, ioloop, klongloop, klong, conn_provider, shutdown_event=None,
             self.shutdown_event.subscribe(self.close)
 
     def run_client(self):
-        """        
+        """
         """
         self.running = True
         connect_event = threading.Event()
@@ -181,7 +188,7 @@ def run_server(self):
         """
         self.running = True
         return self._run(self.on_connect, self.on_close, self.on_error, self.on_message)
-    
+
     async def _run(self, on_connect, on_close, on_error, on_message):
         while self.running:
             try:
@@ -237,7 +244,7 @@ async def _listen(self, on_message):
         except websockets.exceptions.ConnectionClosed:
             logging.info("Connection error")
             raise KlongWSConnectionFailureException()
-        
+
     def call(self, msg):
         """
         """
@@ -268,7 +275,7 @@ def _stop(self):
 
         Stop the network client.
         First send the KGRemoteCloseConnection message to the server to tell it to close the connection.
-        
+
         """
         self.running = False
         self._run_exit_event.wait()
@@ -316,16 +323,16 @@ def is_open(self):
 
     def get_arity(self):
         return 1
-        
+
     def __str__(self):
         return f"{str(self.conn_provider)}:fn"
 
     @staticmethod
     def create_from_conn_provider(ioloop, klongloop, klong, conn_provider, shutdown_event=None, on_connect=None, on_close=None, on_error=None, on_message=None):
         """
-        
+
         Create a network client to connect to a remote server.
-        
+
         :param ioloop: the asyncio ioloop
         :param klongloop: the klong loop
         :param klong: the klong interpreter
@@ -339,7 +346,7 @@ def create_from_conn_provider(ioloop, klongloop, klong, conn_provider, shutdown_
     @staticmethod
     def create_from_uri(ioloop, klongloop, klong, uri, shutdown_event=None, on_connect=None, on_close=None, on_error=None, on_message=None):
         """
-        
+
         Create a network client to connect to a remote server.
 
         :param ioloop: the asyncio ioloop
@@ -348,7 +355,7 @@ def create_from_uri(ioloop, klongloop, klong, uri, shutdown_event=None, on_conne
         :param addr: the address to connect to.  If the address is an integer, it is interpreted as a port in "localhost:<port>".
 
         :return: a network client
-                
+
         """
         conn_provider = ClientConnectionProvider(uri)
         return NetworkClient.create_from_conn_provider(ioloop, klongloop, klong, conn_provider, shutdown_event=shutdown_event, on_connect=on_connect, on_close=on_close, on_error=on_error, on_message=on_message)
@@ -389,9 +396,9 @@ def create_from_uri(ioloop, klongloop, klong, uri, shutdown_event=None, on_conne
 
 #     async def handle_client(self, websocket):
 #         """
-        
+
 #         Handle a client connection.  Messages are read from the client and executed on the klong loop.
-        
+
 #         """
 #         # host, port, _, _ = writer.get_extra_info('peername')
 #         # if host == "::1":