Merge branch 'dev' into be-dev

README.md

@@ -40,8 +40,11 @@ To run this example strategy, click on the `Deploy to Render` button below to de
 
 If you want to contribute to Lumibot, you can check how to get started below. We are always looking for contributors to help us out!
 
+Here's a video to help you get started with contributing to Lumibot: [Watch The Video](https://youtu.be/Huz6VxqafZs)
+
 **Steps to contribute:**
 
+0. Watch the video: [Watch The Video](https://youtu.be/Huz6VxqafZs)
 1. Clone the repository to your local machine
 2. Create a new branch for your feature
 3. Run `pip install -r requirements_dev.txt` to install the developer dependencies

lumibot/backtesting/backtesting_broker.py

@@ -4,7 +4,7 @@
 from decimal import Decimal
 from functools import wraps
 
-import pandas as pd
+import pytz
 
 from lumibot.brokers import Broker
 from lumibot.data_sources import DataSourceBacktesting
@@ -88,13 +88,19 @@ def get_historical_account_value(self):
     def _update_datetime(self, update_dt, cash=None, portfolio_value=None):
         """Works with either timedelta or datetime input
         and updates the datetime of the broker"""
+        tz = self.datetime.tzinfo
+        is_pytz = isinstance(tz, (pytz.tzinfo.StaticTzInfo, pytz.tzinfo.DstTzInfo))
 
         if isinstance(update_dt, timedelta):
             new_datetime = self.datetime + update_dt
         elif isinstance(update_dt, int) or isinstance(update_dt, float):
             new_datetime = self.datetime + timedelta(seconds=update_dt)
         else:
             new_datetime = update_dt
+
+        # This is needed to handle Daylight Savings Time changes
+        new_datetime = tz.normalize(new_datetime) if is_pytz else new_datetime
+
         self.data_source._update_datetime(new_datetime, cash=cash, portfolio_value=portfolio_value)
         if self.option_source:
             self.option_source._update_datetime(new_datetime, cash=cash, portfolio_value=portfolio_value)

lumibot/brokers/alpaca.py

@@ -447,6 +447,7 @@ def _submit_order(self, order):
             order.set_identifier(response.id)
             order.status = response.status
             order.update_raw(response)
+            self._unprocessed_orders.append(order)
 
         except Exception as e:
             order.set_error(e)
@@ -547,14 +548,13 @@ def _run_stream(self):
         """
 
         async def _trade_update(trade_update):
-            self._orders_queue.join()
             try:
                 logged_order = trade_update.order
                 type_event = trade_update.event
                 identifier = logged_order.id
                 stored_order = self.get_tracked_order(identifier)
                 if stored_order is None:
-                    logging.info(f"Untracked order {identifier} was logged by broker {self.name}")
+                    logging.debug(f"Untracked order {identifier} was logged by broker {self.name}")
                     return False
 
                 price = trade_update.price

lumibot/brokers/broker.py

@@ -1204,21 +1204,21 @@ def _process_trade_event(self, stored_order, type_event, price=None, filled_quan
             except ValueError:
                 raise error
 
-        if type_event == self.NEW_ORDER:
+        if Order.is_equivalent_status(type_event, self.NEW_ORDER):
             stored_order = self._process_new_order(stored_order)
             self._on_new_order(stored_order)
-        elif type_event == self.CANCELED_ORDER:
+        elif Order.is_equivalent_status(type_event, self.CANCELED_ORDER):
             # Do not cancel or re-cancel already completed orders
             if stored_order.is_active():
                 stored_order = self._process_canceled_order(stored_order)
                 self._on_canceled_order(stored_order)
-        elif type_event == self.PARTIALLY_FILLED_ORDER:
+        elif Order.is_equivalent_status(type_event, self.PARTIALLY_FILLED_ORDER):
             stored_order, position = self._process_partially_filled_order(stored_order, price, filled_quantity)
             self._on_partially_filled_order(position, stored_order, price, filled_quantity, multiplier)
-        elif type_event == self.FILLED_ORDER:
+        elif Order.is_equivalent_status(type_event, self.FILLED_ORDER):
             position = self._process_filled_order(stored_order, price, filled_quantity)
             self._on_filled_order(position, stored_order, price, filled_quantity, multiplier)
-        elif type_event == self.CASH_SETTLED:
+        elif Order.is_equivalent_status(type_event, self.CASH_SETTLED):
             self._process_cash_settlement(stored_order, price, filled_quantity)
             stored_order.type = self.CASH_SETTLED
         else:

lumibot/brokers/ccxt.py

@@ -299,7 +299,7 @@ def _parse_broker_order(self, response, strategy_name, strategy_object=None):
             response["side"],
             limit_price=response["price"],
             stop_price=response["stopPrice"],
-            time_in_force=response["timeInForce"].lower(),
+            time_in_force=response["timeInForce"].lower() if response["timeInForce"] else None,
             quote=Asset(
                 symbol=pair[1],
                 asset_type="crypto",
@@ -324,7 +324,10 @@ def _pull_broker_order(self, identifier):
     def _pull_broker_closed_orders(self):
         params = {}
 
-        if self.is_margin_enabled():
+        if self.api.id == "kraken":  # Check if the exchange is Kraken
+            logging.info("Detected Kraken exchange. Not sending params for closed orders.")
+            params = None  # Ensure no parameters are sent
+        elif self.is_margin_enabled():
             params["tradeType"] = "MARGIN_TRADE"
 
         closed_orders = self.api.fetch_closed_orders(params)

lumibot/credentials.py

@@ -148,9 +148,7 @@ def find_and_load_dotenv(base_dir) -> bool:
     # Add ALPACA_API_KEY, ALPACA_API_SECRET, and ALPACA_IS_PAPER to your .env file or set them as secrets
     "API_KEY": os.environ.get("ALPACA_API_KEY"),
     "API_SECRET": os.environ.get("ALPACA_API_SECRET"),
-    "PAPER": os.environ.get("ALPACA_IS_PAPER").lower() == "true"
-    if os.environ.get("ALPACA_IS_PAPER")
-    else True,
+    "PAPER": os.environ.get("ALPACA_IS_PAPER").lower() == "true" if os.environ.get("ALPACA_IS_PAPER") else True,
 }
 
 # Tradier Configuration