amor71 / LiuAlgoTrader

Framework for algorithmic trading

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adopt momentum-scanner to Alpaca new Snapshot API

amor71 opened this issue · comments

Is your feature request related to a problem? Please describe.
The current momentum scanner (the only one provided out of the box) is an "old" code, based on Polygon API. IT does not use Alpaca APIs.

Describe the solution you'd like
re-write / adopt the existing scanner to use Alpaca new snapshot APIs (while still giving the option to use Polygon)

Additional context
the functionality should move in the data API in the data folder. This would allow adding additional data providers easily in the future.

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