alpacar

An R interface to the Alpaca API

'alpacar' provides an R interface to the Alpaca API's Python SDK. It uses Miniconda and 'reticulate' to automatically configure your python environment for exposure to R.

Setup

• Install 'alpacar'

remotes::install_github("https://github.com/joshwlivingston/alpacar/")

• Download and install Miniconda
• Set up an Alpaca account
• Open your .Rprofile

usethis::edit_r_profile()

• Set your API key ID and secret key in your .Rprofile

Sys.setenv("APCA_API_KEY_ID" = <ALPACA_API_KEY_ID>)
Sys.setenv("APCA_API_SECRET_KEY" = <ALPACA_API_SECRET_KEY>)

• Set the correct url for your paper or live trading account

Sys.setenv("APCA_API_BASE_URL" = "https://paper-api.alpaca.markets/")

or

Sys.setenv("APCA_API_BASE_URL" = "https://api.alpaca.markets/")

• Set additional parameters as required. E.g., for market data:

Sys.setenv("APCA_API_DATA_URL" = "https://data.alpaca.markets/")

Usage

To get started, simply load the python module as an R object:

library(alpacar)
alpaca <- alpaca_trade_api()

By default, a conda environment named "r-alpacar" will be created to host the python executable containing the alpaca-trade-api module. If you want to use your own conda environment, you can specify with the env argument. You can configure an existing conda environment:

configure_env(conda_env = "myenv")

Once the module is loaded, the submodules are accessed with $

REST <- alpaca$rest$REST
TimeFrame <- alpaca$rest$TimeFrame

Module methods are accessible as callable R functions

r <- api$REST()
r$get_account()

Module attributes are accessible as R objects

api <- REST()
data_res <- api$get_bars(
  "AAPL",
  TimeFrame$Hour,
  "2021-06-08",
  "2021-06-08",
  adjustment = "raw"
)
head(data_res$df)