Supported Models
Alpaca
Introduction
This page explains the AlpacaBrokerageModel
, including the asset classes it supports, its default security-level models, and it's default markets.
SetBrokerageModel(BrokerageName.Alpaca, AccountType.Cash); SetBrokerageModel(BrokerageName.Alpaca, AccountType.Margin);
self.set_brokerage_model(BrokerageName.ALPACA, AccountType.CASH) self.set_brokerage_model(BrokerageName.ALPACA, AccountType.MARGIN)
To view the implementation of this model, see the LEAN GitHub repository.
Orders
The AlpacaBrokerageModel
supports several order types, order properties, and most order updates.
Order Types
The following table describes the available order types for each asset class that the AlpacaBrokerageModel
supports:
Order Type | Equity | Equity Options | Crypto |
---|---|---|---|
Market | |||
Limit | |||
Stop market | |||
Stop limit | |||
Trailing stop | |||
Market on Open | |||
Market on Close |
Time In Force
The AlpacaBrokerageModel
supports the following TimeInForce instructions:
Day
DAY
GoodTilCanceled
GOOD_TIL_CANCELED
GoodTilDate
good_til_date
public override void Initialize() { // Set the default order properties DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled; } public override void OnData(Slice slice) { // Use default order order properties LimitOrder(_symbol, quantity, limitPrice); // Override the default order properties LimitOrder(_symbol, quantity, limitPrice, orderProperties: new TradeStationOrderProperties { TimeInForce = TimeInForce.Day }); LimitOrder(_symbol, quantity, limitPrice, orderProperties: new TradeStationOrderProperties { TimeInForce = TimeInForce.GoodTilDate(new DateTime(year, month, day)) }); }
def initialize(self) -> None: # Set the default order properties self.default_order_properties.time_in_force = TimeInForce.GOOD_TIL_CANCELED def on_data(self, slice: Slice) -> None: # Use default order order properties self.limit_order(self._symbol, quantity, limit_price) # Override the default order properties order_properties = TradeStationOrderProperties() order_properties.time_in_force = TimeInForce.DAY self.limit_order(self._symbol, quantity, limit_price, order_properties=order_properties) order_properties.time_in_force = TimeInForce.good_til_date(datetime(year, month, day)) self.limit_order(self._symbol, quantity, limit_price, order_properties=order_properties)
Updates
The AlpacaBrokerageModel
supports order updates.
Handling Splits
If you're using raw data normalization and you have active orders with a limit, stop, or trigger price in the market for a US Equity when a stock split occurs, the following properties of your orders automatically adjust to reflect the stock split:
- Quantity
- Limit price
- Stop price
- Trigger price
Fills
The AlpacaBrokerageModel
uses the EquityFillModel for Equity trades and the ImmediateFillModel for Option and Crypto trades.
Slippage
The AlpacaBrokerageModel
uses the NullSlippageModel.
Fees
The AlpacaBrokerageModel
uses the AlpacaFeeModel with the default argument values. We model current Alpaca fees on all assets.
Settlement
The AlpacaBrokerageModel
uses the ImmediateSettlementModel for margin accounts and the DelayedSettlementModel with the default settlement rules for cash accounts with Equity and Equity Options.
// For US Equities with a cash account: security.SetSettlementModel(new DelayedSettlementModel(Equity.DefaultSettlementDays, Equity.DefaultSettlementTime)); // For Equity Options with a cash account: security.SetSettlementModel(new DelayedSettlementModel(Option.DefaultSettlementDays, Option.DefaultSettlementTime)); // For remaining cases: security.SetSettlementModel(new ImmediateSettlementModel());
# For US Equities with a cash account: security.set_settlement_model(DelayedSettlementModel(Equity.DEFAULT_SETTLEMENT_DAYS, Equity.DEFAULT_SETTLEMENT_TIME)) # For Equity Options with a cash account: security.set_settlement_model(DelayedSettlementModel(Option.DEFAULT_SETTLEMENT_DAYS, Option.DEFAULT_SETTLEMENT_TIME)) # For remaining cases: security.set_settlement_model(ImmediateSettlementModel())
Margin Interest Rate
The AlpacaBrokerageModel
uses the NullMarginInterestRateModel.