Swing Trading Options Bot

Automated swing trading bot that uses momentum/directional signals to trade stock options. Built for Alpaca paper trading (US options); switch to live by changing config and API keys.

Setup

1. Python 3.11+ (3.12 recommended).

2. Install dependencies:

   pip install -r requirements.txt

3. Configure environment:

   • Copy config/.env.example to config/.env (or create .env in project root).
   • Set your Alpaca paper API keys:
     • APCA_API_KEY_ID
     • APCA_API_SECRET_KEY
     • APCA_API_BASE_URL=https://paper-api.alpaca.markets
   • For daily email summary: set NOTIFICATION_EMAIL_FROM, NOTIFICATION_EMAIL_APP_PASSWORD, NOTIFICATION_EMAIL_TO (Gmail app password).

4. Run the bot:

   python bot.py

   All times are US Eastern (America/New_York). The scheduler runs:

   • 9:00 AM ET – Pre-market scan (movers + core watchlist).
   • 9:45 AM ET – First signal scan after open.
   • Every 30 min (10:00–15:30 ET) – Signal scan and position checks.
   • Every 15 min – Exit checks (stop loss, take profit, max hold).
   • Friday 3:00 PM ET – Close all positions.
   • 4:15 PM ET – Daily summary email.

Project layout

• config/settings.py – Strategy, risk, and options parameters; load from .env.
• data/market_data.py – Alpaca bars, price, account.
• data/options_data.py – yfinance options chains (Greeks/IV as provided; TODO: Polygon).
• scanner/premarket_scanner.py – Pre-market movers + fallback universe.
• strategy/momentum.py – RSI, MACD, EMA, volume; composite signal (BUY_CALL / BUY_PUT).
• options/selector.py – Filter/rank option contracts (DTE, delta, liquidity).
• risk/manager.py – Position size, stop loss, take profit, max hold.
• trading/order_manager.py – Alpaca option orders; position_tracker.py – exits.
• notifications/daily_summary.py – End-of-day email summary.
• bot.py – Main runner and scheduling.
• Logs: logs/bot.log (daily rotation, 14 days).

Going live

• Set PAPER_TRADING=false (or in .env).
• Use live Alpaca API keys and APCA_API_BASE_URL=https://api.alpaca.markets.
• Ensure your Alpaca account has options trading enabled (Level 2+ for buy call/put).

Risk parameters (config/settings.py)

Parameter	Default
Max position size	20%
Max open positions	4
Stop loss	25%
Take profit	40%
Max hold	5 days
Options DTE	14–30
Options delta	0.30–0.45