Add Alpaca Data Provider

pyproject.toml

@@ -110,9 +110,12 @@ oanda = [
 cot = [
     "cot-reports>=0.1.0",  # CFTC Commitment of Traders data
 ]
+alpaca = [
+    "alpaca-py>=0.30.0",
+]
 
 all-providers = [
-    "ml4t-data[yahoo,databento,oanda,cot]",
+    "ml4t-data[yahoo,databento,oanda,cot,alpaca]",
 ]
 
 # Development dependencies
@@ -171,6 +174,7 @@ dev = [
     "yfinance>=0.2.0",
     "oandapyV20>=0.7.0",
     "xlsxwriter>=3.1.0",
+    "alpaca-py>=0.30.0",
 ]
 
 [tool.pytest.ini_options]

src/ml4t/data/managers/provider_manager.py

@@ -215,6 +215,13 @@ def _get_provider_classes(cls) -> dict[str, type]:
         except ImportError:
             pass
 
+        try:
+            from ml4t.data.providers.alpaca import AlpacaProvider
+
+            provider_classes["alpaca"] = AlpacaProvider
+        except ImportError:
+            pass
+
         cls._PROVIDER_CLASSES = provider_classes
         return provider_classes
 
@@ -248,6 +255,9 @@ def _detect_available_providers(self) -> None:
             if free_provider not in self._available_providers:
                 self._available_providers.append(free_provider)
 
+        if "alpaca" in self._provider_classes and "alpaca" not in self._available_providers:
+            self._available_providers.append("alpaca")
+
     @property
     def available_providers(self) -> list[str]:
         """Get list of available provider names."""

src/ml4t/data/providers/AGENTS.md

@@ -13,6 +13,7 @@
 | File | Lines | Purpose |
 |------|-------|---------|
 | yahoo.py | 603 | Yahoo Finance (free) |
+| alpaca.py | — | Alpaca Markets OHLCV  |
 | binance_api.py | 410 | Binance REST API |
 | binance_bulk.py | 1430 | Binance bulk historical archive |
 | eodhd.py | 464 | EOD Historical Data |

src/ml4t/data/providers/__init__.py

@@ -5,6 +5,7 @@
 Available Providers (20 live + 3 synthetic/testing):
     - BaseProvider: Abstract base class for all providers
     - YahooFinanceProvider: Yahoo Finance (free, no API key)
+    - AlpacaProvider: Alpaca Markets bars (optional: pip install 'ml4t-data[alpaca]')
     - TiingoProvider: Tiingo stocks (free tier: 1000 req/day, 500 symbols/month)
     - FinnhubProvider: Finnhub multi-asset data (free tier: 60 req/min)
     - EODHDProvider: EODHD global equities (free tier: 500 req/day, 1 year depth)
@@ -48,6 +49,12 @@
 except ImportError:
     YahooFinanceProvider = None  # type: ignore
 
+try:
+    from ml4t.data.providers.alpaca import AlpacaHistoricalProvider, AlpacaProvider
+except ImportError:
+    AlpacaHistoricalProvider = None  # type: ignore
+    AlpacaProvider = None  # type: ignore
+
 try:
     from ml4t.data.providers.tiingo import TiingoProvider
 except ImportError:
@@ -148,6 +155,8 @@
     "Provider",
     # Equity providers
     "YahooFinanceProvider",
+    "AlpacaHistoricalProvider",
+    "AlpacaProvider",
     "TiingoProvider",
     "FinnhubProvider",
     "EODHDProvider",