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Adds AlpacaData Custom Data Source #310

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merged 4 commits into from
Dec 28, 2021
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haxdds
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@haxdds haxdds commented Dec 27, 2021

Integrates Alpaca's Historical Data API for equities and crypto into vectorbt.
Alpaca provides 5+ years of historical data at up to 1 minute resolution.

You'll need an API key to access AlpacaData.
You can provide the API key in the settings

vectorbt.settings.data['alpaca']['key_id'] = 'Your Alpaca API Key'
vectorbt.settings.data['alpaca']['secret_key'] = 'You Alpaca Secret Key'

All tests are passing and README has also been updated to reflect the changes.

@polakowo
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Thank you @haxdds, this looks great.

@polakowo polakowo merged commit 26f58c7 into polakowo:master Dec 28, 2021
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2 participants