Paper Trading (Simple)

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"""Simple paper trading example demonstrating PaperBroker usage.

This example shows how to use PaperBroker to simulate live trading
without risking real capital. It demonstrates:

1. PaperBroker initialization with commission/slippage models
2. Connecting to paper broker
3. Subscribing to market data
4. Submitting orders (market, limit)
5. Tracking positions and account balance
6. Transaction history

Usage:
    python examples/paper_trading_simple.py
"""

"""Simple paper trading example demonstrating PaperBroker usage. This example shows how to use PaperBroker to simulate live trading without risking real capital. It demonstrates: 1. PaperBroker initialization with commission/slippage models 2. Connecting to paper broker 3. Subscribing to market data 4. Submitting orders (market, limit) 5. Tracking positions and account balance 6. Transaction history Usage: python examples/paper_trading_simple.py """

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import asyncio
from datetime import datetime
from decimal import Decimal

import asyncio from datetime import datetime from decimal import Decimal

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from rustybt.assets import Equity, ExchangeInfo
from rustybt.finance.decimal.commission import PerShareCommission
from rustybt.finance.decimal.slippage import FixedBasisPointsSlippage
from rustybt.live.brokers import PaperBroker

from rustybt.assets import Equity, ExchangeInfo from rustybt.finance.decimal.commission import PerShareCommission from rustybt.finance.decimal.slippage import FixedBasisPointsSlippage from rustybt.live.brokers import PaperBroker

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async def main():
    """Run simple paper trading example."""
    print("=" * 80)
    print("RustyBT Paper Trading Example")
    print("=" * 80)
    print()

    # Create sample assets
    exchange = ExchangeInfo("NASDAQ", "NASDAQ", "US")
    aapl = Equity(1, exchange, symbol="AAPL")
    spy = Equity(2, exchange, symbol="SPY")

    # Initialize PaperBroker with realistic settings
    print("Initializing PaperBroker...")
    broker = PaperBroker(
        starting_cash=Decimal("100000"),  # Start with $100k
        commission_model=PerShareCommission(
            rate=Decimal("0.005"),  # $0.005 per share
            minimum=Decimal("1.00"),  # $1 minimum per order
        ),
        slippage_model=FixedBasisPointsSlippage(
            basis_points=Decimal("5")  # 5 bps (0.05%) slippage
        ),
        order_latency_ms=100,  # 100ms order latency
        volume_limit_pct=Decimal("0.025"),  # Max 2.5% of bar volume
    )
    print(f"  Starting cash: ${broker.starting_cash}")
    print("  Commission: PerShareCommission($0.005/share, $1 min)")
    print("  Slippage: FixedBasisPointsSlippage(5 bps)")
    print()

    # Connect to paper broker
    print("Connecting to paper broker...")
    await broker.connect()
    print("  Connected!")
    print()

    # Subscribe to market data
    print("Subscribing to market data...")
    await broker.subscribe_market_data([aapl, spy])
    print("  Subscribed to AAPL, SPY")
    print()

    # Simulate market data updates
    print("Simulating market data...")
    broker._update_market_data(
        aapl,
        {
            "open": Decimal("150.00"),
            "high": Decimal("152.00"),
            "low": Decimal("149.00"),
            "close": Decimal("151.00"),
            "volume": Decimal("50000000"),  # 50M shares volume
            "timestamp": datetime.now(),
        },
    )
    broker._update_market_data(
        spy,
        {
            "open": Decimal("450.00"),
            "high": Decimal("452.00"),
            "low": Decimal("449.00"),
            "close": Decimal("451.00"),
            "volume": Decimal("100000000"),  # 100M shares volume
            "timestamp": datetime.now(),
        },
    )
    print(f"  AAPL: ${await broker.get_current_price(aapl)}")
    print(f"  SPY: ${await broker.get_current_price(spy)}")
    print()

    # Example 1: Market buy order
    print("Example 1: Market buy order (AAPL)")
    print("-" * 40)
    order_id_1 = await broker.submit_order(
        asset=aapl,
        amount=Decimal("100"),  # Buy 100 shares
        order_type="market",
    )
    print("  Submitted market buy: 100 shares AAPL")
    print(f"  Order ID: {order_id_1}")

    # Wait for fill
    await asyncio.sleep(0.2)

    # Check account after first order
    account_info = await broker.get_account_info()
    print(f"  Cash after buy: ${account_info['cash']:.2f}")
    print(f"  Portfolio value: ${account_info['portfolio_value']:.2f}")

    # Check position
    positions = await broker.get_positions()
    if positions:
        pos = positions[0]
        print(f"  Position: {pos['amount']} shares @ ${pos['cost_basis']:.2f}")
        print(f"  Market value: ${pos['market_value']:.2f}")
        print(f"  Unrealized P&L: ${pos['unrealized_pnl']:.2f}")
    print()

    # Example 2: Limit buy order
    print("Example 2: Limit buy order (SPY)")
    print("-" * 40)
    order_id_2 = await broker.submit_order(
        asset=spy,
        amount=Decimal("50"),  # Buy 50 shares
        order_type="limit",
        limit_price=Decimal("452.00"),  # Limit at $452 (above current price)
    )
    print("  Submitted limit buy: 50 shares SPY @ $452")
    print(f"  Order ID: {order_id_2}")

    # Wait for fill
    await asyncio.sleep(0.2)

    # Check account after second order
    account_info = await broker.get_account_info()
    print(f"  Cash after buy: ${account_info['cash']:.2f}")
    print(f"  Portfolio value: ${account_info['portfolio_value']:.2f}")
    print()

    # Example 3: Sell part of position
    print("Example 3: Market sell order (AAPL)")
    print("-" * 40)

    # Update market price (simulate price increase)
    broker._update_market_data(
        aapl,
        {
            "close": Decimal("155.00"),  # Price increased
            "volume": Decimal("50000000"),
            "timestamp": datetime.now(),
        },
    )
    print(f"  AAPL price updated to: ${await broker.get_current_price(aapl)}")

    order_id_3 = await broker.submit_order(
        asset=aapl,
        amount=Decimal("-50"),  # Sell 50 shares
        order_type="market",
    )
    print("  Submitted market sell: 50 shares AAPL")
    print(f"  Order ID: {order_id_3}")

    # Wait for fill
    await asyncio.sleep(0.2)

    # Final account summary
    print()
    print("Final Account Summary")
    print("=" * 80)
    account_info = await broker.get_account_info()
    print(f"  Starting cash: ${broker.starting_cash:.2f}")
    print(f"  Current cash: ${account_info['cash']:.2f}")
    print(f"  Portfolio value: ${account_info['portfolio_value']:.2f}")
    print(f"  Total P&L: ${account_info['portfolio_value'] - broker.starting_cash:.2f}")
    print()

    # Show positions
    positions = await broker.get_positions()
    print("Current Positions:")
    for pos in positions:
        symbol = pos["asset"].symbol if hasattr(pos["asset"], "symbol") else str(pos["asset"])
        print(f"  {symbol}: {pos['amount']} shares @ ${pos['cost_basis']:.2f}")
        print(f"    Market value: ${pos['market_value']:.2f}")
        print(f"    Unrealized P&L: ${pos['unrealized_pnl']:.2f}")
    print()

    # Show transaction history
    print("Transaction History:")
    print(f"  Total transactions: {len(broker.transactions)}")
    for i, txn in enumerate(broker.transactions, 1):
        symbol = txn.asset.symbol if hasattr(txn.asset, "symbol") else str(txn.asset)
        side = "BUY" if txn.amount > Decimal("0") else "SELL"
        print(
            f"  {i}. {side} {abs(txn.amount)} {symbol} @ ${txn.price:.2f} (commission: ${txn.commission:.2f})"
        )
    print()

    # Disconnect
    await broker.disconnect()
    print("Disconnected from paper broker")
    print()
    print("=" * 80)
    print("Paper Trading Example Complete!")
    print("=" * 80)

async def main(): """Run simple paper trading example.""" print("=" * 80) print("RustyBT Paper Trading Example") print("=" * 80) print() # Create sample assets exchange = ExchangeInfo("NASDAQ", "NASDAQ", "US") aapl = Equity(1, exchange, symbol="AAPL") spy = Equity(2, exchange, symbol="SPY") # Initialize PaperBroker with realistic settings print("Initializing PaperBroker...") broker = PaperBroker( starting_cash=Decimal("100000"), # Start with $100k commission_model=PerShareCommission( rate=Decimal("0.005"), # $0.005 per share minimum=Decimal("1.00"), # $1 minimum per order ), slippage_model=FixedBasisPointsSlippage( basis_points=Decimal("5") # 5 bps (0.05%) slippage ), order_latency_ms=100, # 100ms order latency volume_limit_pct=Decimal("0.025"), # Max 2.5% of bar volume ) print(f" Starting cash: ${broker.starting_cash}") print(" Commission: PerShareCommission($0.005/share, $1 min)") print(" Slippage: FixedBasisPointsSlippage(5 bps)") print() # Connect to paper broker print("Connecting to paper broker...") await broker.connect() print(" Connected!") print() # Subscribe to market data print("Subscribing to market data...") await broker.subscribe_market_data([aapl, spy]) print(" Subscribed to AAPL, SPY") print() # Simulate market data updates print("Simulating market data...") broker._update_market_data( aapl, { "open": Decimal("150.00"), "high": Decimal("152.00"), "low": Decimal("149.00"), "close": Decimal("151.00"), "volume": Decimal("50000000"), # 50M shares volume "timestamp": datetime.now(), }, ) broker._update_market_data( spy, { "open": Decimal("450.00"), "high": Decimal("452.00"), "low": Decimal("449.00"), "close": Decimal("451.00"), "volume": Decimal("100000000"), # 100M shares volume "timestamp": datetime.now(), }, ) print(f" AAPL: ${await broker.get_current_price(aapl)}") print(f" SPY: ${await broker.get_current_price(spy)}") print() # Example 1: Market buy order print("Example 1: Market buy order (AAPL)") print("-" * 40) order_id_1 = await broker.submit_order( asset=aapl, amount=Decimal("100"), # Buy 100 shares order_type="market", ) print(" Submitted market buy: 100 shares AAPL") print(f" Order ID: {order_id_1}") # Wait for fill await asyncio.sleep(0.2) # Check account after first order account_info = await broker.get_account_info() print(f" Cash after buy: ${account_info['cash']:.2f}") print(f" Portfolio value: ${account_info['portfolio_value']:.2f}") # Check position positions = await broker.get_positions() if positions: pos = positions[0] print(f" Position: {pos['amount']} shares @ ${pos['cost_basis']:.2f}") print(f" Market value: ${pos['market_value']:.2f}") print(f" Unrealized P&L: ${pos['unrealized_pnl']:.2f}") print() # Example 2: Limit buy order print("Example 2: Limit buy order (SPY)") print("-" * 40) order_id_2 = await broker.submit_order( asset=spy, amount=Decimal("50"), # Buy 50 shares order_type="limit", limit_price=Decimal("452.00"), # Limit at $452 (above current price) ) print(" Submitted limit buy: 50 shares SPY @ $452") print(f" Order ID: {order_id_2}") # Wait for fill await asyncio.sleep(0.2) # Check account after second order account_info = await broker.get_account_info() print(f" Cash after buy: ${account_info['cash']:.2f}") print(f" Portfolio value: ${account_info['portfolio_value']:.2f}") print() # Example 3: Sell part of position print("Example 3: Market sell order (AAPL)") print("-" * 40) # Update market price (simulate price increase) broker._update_market_data( aapl, { "close": Decimal("155.00"), # Price increased "volume": Decimal("50000000"), "timestamp": datetime.now(), }, ) print(f" AAPL price updated to: ${await broker.get_current_price(aapl)}") order_id_3 = await broker.submit_order( asset=aapl, amount=Decimal("-50"), # Sell 50 shares order_type="market", ) print(" Submitted market sell: 50 shares AAPL") print(f" Order ID: {order_id_3}") # Wait for fill await asyncio.sleep(0.2) # Final account summary print() print("Final Account Summary") print("=" * 80) account_info = await broker.get_account_info() print(f" Starting cash: ${broker.starting_cash:.2f}") print(f" Current cash: ${account_info['cash']:.2f}") print(f" Portfolio value: ${account_info['portfolio_value']:.2f}") print(f" Total P&L: ${account_info['portfolio_value'] - broker.starting_cash:.2f}") print() # Show positions positions = await broker.get_positions() print("Current Positions:") for pos in positions: symbol = pos["asset"].symbol if hasattr(pos["asset"], "symbol") else str(pos["asset"]) print(f" {symbol}: {pos['amount']} shares @ ${pos['cost_basis']:.2f}") print(f" Market value: ${pos['market_value']:.2f}") print(f" Unrealized P&L: ${pos['unrealized_pnl']:.2f}") print() # Show transaction history print("Transaction History:") print(f" Total transactions: {len(broker.transactions)}") for i, txn in enumerate(broker.transactions, 1): symbol = txn.asset.symbol if hasattr(txn.asset, "symbol") else str(txn.asset) side = "BUY" if txn.amount > Decimal("0") else "SELL" print( f" {i}. {side} {abs(txn.amount)} {symbol} @ ${txn.price:.2f} (commission: ${txn.commission:.2f})" ) print() # Disconnect await broker.disconnect() print("Disconnected from paper broker") print() print("=" * 80) print("Paper Trading Example Complete!") print("=" * 80)

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if __name__ == "__main__":
    asyncio.run(main())

if __name__ == "__main__": asyncio.run(main())