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Mean reversion#94

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sturlese wants to merge 6 commits intoalpacahq:masterfrom
sturlese:mean_reversion
Open

Mean reversion#94
sturlese wants to merge 6 commits intoalpacahq:masterfrom
sturlese:mean_reversion

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@sturlese
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@sturlese sturlese commented Apr 5, 2019

In case you think it can be interesting to add to pylivetrader, I've created a new backend to paper trade with alpaca not using the Polygon API. It is useful in case you can't get a live trading account.
I've also added an example algo that uses this paper trading backend. It's a long mean reversion algorithm.

You might not be interested it merge the whole code but at least wanted to comunicate the idea that having a paper trading backend for non live trading accounts can be useful for some users.

@ttt733
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ttt733 commented May 10, 2019

Hi @sturlese - I do think it's a good idea to get pylivetrader set up for paper trading without Polygon. However, I'd rather integrate it directly into the Alpaca backend. I'm in the process of migrating it to v2 aggregates for Polygon, and once that's done, I'll look into utilizing some of this code. I'm sure some people will also be interested in running on AWS. I'll leave the PR open for the moment and see if we can simplify the example once paper trading works in the backend.

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