alpaca_client.py

import os
from alpaca.data.historical import StockHistoricalDataClient
from alpaca.data.requests import StockBarsRequest
from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
from datetime import datetime, timedelta
from dotenv import load_dotenv

load_dotenv()

API_KEY = os.getenv("APCA_API_KEY_ID")
API_SECRET = os.getenv("APCA_API_SECRET_KEY")

client = StockHistoricalDataClient(API_KEY, API_SECRET)

def get_premarket_high_low(symbols):
    today = datetime.now().date()
    start_time = datetime.combine(today, datetime.min.time()) + timedelta(
        hours=4
    )  # 4 am
    end_time = datetime.combine(today, datetime.min.time()) + timedelta(
        hours=9, minutes=25
    )  # 9:25 am

    timeframe_5min = TimeFrame(5, TimeFrameUnit.Minute)

    request = StockBarsRequest(
        symbol_or_symbols=symbols,
        start=start_time,
        end=end_time,
        timeframe=timeframe_5min,
    )

    bars = client.get_stock_bars(request).df.reset_index()

    high_low_map = {}

    if bars.empty:
        print(f"No premarket data returned.")
        return {}

    for symbol in symbols:
        symbol_data = bars[bars["symbol"] == symbol]
        if symbol_data.empty:
            print(f"No premarket data for {symbol}.")
            high_low_map[symbol] = (None, None)
        else:
            high = symbol_data["high"].max()
            low = symbol_data["low"].min()
            high_low_map[symbol] = (high, low)

    return high_low_map