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update master#681

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grzesir merged 172 commits intomasterLumiwealth/lumibot:masterfrom devLumiwealth/lumibot:devCopy head branch name to clipboardJan 12, 2025

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Commits

Commits on Nov 4, 2024

• readme update

  brettelliot

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  dec5060

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• fix bug so that negative absolute drifts cause a rebalance

  brettelliot

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  d9442bd

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Commits on Nov 5, 2024

• fix bug in calculating limit price; set default slippate to 50 BPS; attempt to get status of broker orders during trading iteration

  brettelliot

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  c0fcd7b

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• rename absolute_drift to just drift

  brettelliot

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• enabling or preventing shorting in the drift rebalancer

  brettelliot

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• add shorting strategy param

  brettelliot

  committed
  367f8f3

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Commits on Nov 6, 2024

• fixed futures and orders position object representations, better filtering for 0 quantity positions

  Al4ise

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Commits on Nov 7, 2024

• futures improvements, fixed an edge case where portfolio value is 0

  Al4ise

  committed
  81abc7e

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• Merge pull request #617 from Lumiwealth/ib-asset-fix

  grzesir

  authored
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• added tests for bars index being timestamp

  brettelliot

  committed
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• move driftRebalancer to examples; change example to be more lumibot like; remove logger in strategy

  brettelliot

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Commits on Nov 8, 2024

• Merge pull request #611 from Lumiwealth/be-drift-rebalancer-3

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  grzesir

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Commits on Nov 9, 2024

• remove numpy restriction and deploy

  grzesir

  committed
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Commits on Nov 10, 2024

• even more rigorous retry policies for requests to the ib api

  Al4ise

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• Merge remote-tracking branch 'origin/dev' into ib-retry-policy

  Al4ise

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• formatted

  Al4ise

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Commits on Nov 11, 2024

• Merge pull request #621 from Lumiwealth/ib-retry-policy

  grzesir

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• fix conflict

  brettelliot

  committed
  6593027

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• make sure the index of bars returned by tradier is a timestamp

  brettelliot

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• add tests for timezone

  brettelliot

  committed
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• check tzinfo; note alpaca tz is UTC which is different from all others

  brettelliot

  committed
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• use a trading calendar to get the start date that is length bars earlier then end_date

  brettelliot

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• Merge pull request #619 from Lumiwealth/get-bars-fixes

  grzesir

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• add logging when rebalancing

  brettelliot

  committed
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Commits on Nov 12, 2024

• deploy v3.8.7

  grzesir

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Commits on Nov 13, 2024

• Merge pull request #623 from Lumiwealth/drift-rebalancer-4

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  grzesir

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Commits on Nov 14, 2024

• bug fixes supposedly

  Al4ise

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• Merge remote-tracking branch 'origin/dev' into ib-retry-policy

  Al4ise

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• Merge pull request #625 from Lumiwealth/ib-retry-policy

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  grzesir

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• deploy v3.8.8

  grzesir

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Commits on Nov 15, 2024

• move DriftRebalancer logic to components; refactor tests

  brettelliot

  committed
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• refactored limit order drift rebalancer logic into components

  brettelliot

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• refactored check if rebalance needed to rebalance logic

  brettelliot

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• fix a bug where it got the wrong number of bars when asked to get data before market open

  brettelliot

  committed
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• move logic out of drift rebalancer strategy and into components

  brettelliot

  committed
  fc4c566

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• pull orders better; catch exceptions;

  brettelliot

  committed
  e55c351

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• initial work on IB websockets

  Al4ise

  committed
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• super not ready

  Al4ise

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Commits on Nov 16, 2024

• Added DriftRebalancerLogic

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  brettelliot

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Commits on Nov 17, 2024

• refactored tests for DriftCalculationLogic

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  brettelliot

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• use DriftRebalancerLogic

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  brettelliot

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• Relative drift tests

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  brettelliot

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• market order tests

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  brettelliot

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• fixes for orders and websockets

  Al4ise

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• Merge remote-tracking branch 'origin/dev' into ib-retry-policy

  Al4ise

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• added pytest.ini to gitignore

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  brettelliot

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• update comments

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  brettelliot

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• added check when current_weight and target_weight are zero

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  brettelliot

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Commits on Nov 18, 2024

• more fixes for shorting

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  brettelliot

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• add websocket

  Al4ise

  committed
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• removed self.config

  Al4ise

  committed
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• http status codes return

  Al4ise

  committed
  62e5a2f

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• Merge pull request #626 from Lumiwealth/drift-rebalancer-5

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  grzesir

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• Merge pull request #627 from Lumiwealth/ib-retry-policy

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  grzesir

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• conform orders during submit_order

  brettelliot

  committed
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• Update alpaca.py

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  brettelliot

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• Delete test_brokers.py

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  brettelliot

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• warn when conforming orders

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  brettelliot

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• Merge pull request #624 from Lumiwealth/conform-orders

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  grzesir

  authored
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Commits on Nov 19, 2024

• deploy v3.8.9

  grzesir

  committed
  3292430

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• fix setup.py

  Al4ise

  authored
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• Merge pull request #629 from Lumiwealth/ws-patch

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  grzesir

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• deploy v3.8.10

  grzesir

  committed
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Commits on Nov 21, 2024

• next iteration of error handling and trade events working for IB

  Al4ise

  committed
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• Merge remote-tracking branch 'origin/dev' into ib-retry-policy

  Al4ise

  committed
  4b2e761

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• Merge pull request #631 from Lumiwealth/ib-retry-policy

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  grzesir

  authored
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• v3.8.11 deployed

  grzesir

  committed
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Commits on Nov 22, 2024

• polygon helper now gets missing dates when there are nans

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  brettelliot

  committed
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• Localize tradier bars.df index instead of converting it

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  brettelliot

  committed
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• renamed set_pandas_float_display_precision

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  brettelliot

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• moved test_bars to test_get_historical_prices

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  brettelliot

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• set_pandas_float_display_precision renamed

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  brettelliot

  committed
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• fixed comment to describe what its doing

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  brettelliot

  committed
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• add another tradier test, for lengths of 1

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  brettelliot

  committed
  478d150

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• add a test for alpaca data with a length of 1

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  brettelliot

  committed
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• label what the test does

  brettelliot

  committed
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• disable my additional checks for missig data cause i can't make the tests pasa

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  brettelliot

  committed
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• example futures strategy + futures orders fix

  Al4ise

  committed
  e0703b9

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• example forex strategy

  Al4ise

  committed
  d6499b1

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• small fix for selling

  Al4ise

  committed
  33d84a4

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• Merge remote-tracking branch 'origin/dev' into ib-retry-policy

  Al4ise

  committed
  fd242f4

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• cleanup

  Al4ise

  committed
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• cleaned test_get_historical_prices a bit

  brettelliot

  committed
  574b3a8

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• Merge pull request #634 from Lumiwealth/ib-retry-policy

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  grzesir

  authored
  631b943

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• deploy v3.8.12

  grzesir

  committed
  44bb1a9

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• fixed futures example

  grzesir

  committed
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• update comments on get_momentum signature

  brettelliot

  committed
  6d0a85a

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• Merge pull request #635 from Lumiwealth/fix-momentum-example

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  grzesir

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Commits on Nov 25, 2024

• bump version of lumiwealth-tradier

  brettelliot

  committed
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Commits on Nov 26, 2024

• fixes

  Al4ise

  committed
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• Merge remote-tracking branch 'origin/dev' into ib-retry-policy

  Al4ise

  committed
  ccc09a4

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• Merge pull request #637 from Lumiwealth/test-get-bars

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  grzesir

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Commits on Nov 27, 2024

• pull broker only takes 2 params.

  brettelliot

  committed
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• fixes

  Al4ise

  committed
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• Merge remote-tracking branch 'origin/dev' into ib-retry-policy

  Al4ise

  committed
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• fix for order circle color

  Al4ise

  committed
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Commits on Nov 28, 2024

• comment out broken test

  brettelliot

  committed
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• Merge pull request #639 from Lumiwealth/drift-rebalancer-6

  grzesir

  authored
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• Merge pull request #638 from Lumiwealth/ib-retry-policy

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  grzesir

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• deploy v3.8.13

  grzesir

  committed
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Commits on Nov 29, 2024

• potential fix for the send update to cloud function

  Al4ise

  committed
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• Merge remote-tracking branch 'origin/dev' into ib-retry-policy

  Al4ise

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  9c2ce7b

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• handle one more error IB

  Al4ise

  committed
  c0c6422

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• Merge pull request #640 from Lumiwealth/ib-retry-policy

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  grzesir

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• deployed 3.8.14

  grzesir

  committed
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• bug fix for float in historical data

  grzesir

  committed
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Commits on Dec 2, 2024

• ib fixes + changes to submit_orders methods

  Al4ise

  committed
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• Merge remote-tracking branch 'origin/dev' into ib-retry-policy

  Al4ise

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• less error logging

  Al4ise

  committed
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Commits on Dec 3, 2024

• further cleanup of strategy classes

  Al4ise

  committed
  79d4a30

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• fix for tests?

  Al4ise

  committed
  0fdb71a

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• IB Fix for hanging issue

  Al4ise

  committed
  6ddee3f

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• quick fix

  Al4ise

  committed
  977d58c

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• Merge pull request #641 from Lumiwealth/float-in-historical-data-bug-fix

  grzesir

  authored
  b295196

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• Merge pull request #643 from Lumiwealth/ib-hang-fix

  grzesir

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  d16d093

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• Merge pull request #642 from Lumiwealth/ib-retry-policy

  grzesir

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• deploy v3.8.16

  grzesir

  committed
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Commits on Dec 4, 2024

• When rebalancing, sort the sells and buys by biggest drift first.

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  brettelliot

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• update check for printing a warning about not rebalancing

  brettelliot

  committed
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Commits on Dec 5, 2024

• Use logger for everything instead of logging to discord

  brettelliot

  committed
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• remove logging of crash events

  brettelliot

  committed
  4f5c7f9

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Commits on Dec 6, 2024

• Fix for tradier?

  Al4ise

  committed
  5b3b42f

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• show approximately 99.4% less errors for IB

  Al4ise

  committed
  51c9b72

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• implemented strategy.run_live() in the example strategies

  Al4ise

  committed
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Commits on Dec 7, 2024

• Merge pull request #653 from Lumiwealth/drift-rebalancer-7

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  grzesir

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• edit readme

  grzesir

  committed
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• Update README.md

  grzesir

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• Merge pull request #654 from Lumiwealth/tradier-fix

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  grzesir

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• Merge pull request #655 from Lumiwealth/ib-retry-policy

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  grzesir

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• deploy v3.8.17

  grzesir

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Commits on Dec 9, 2024

• cleaned up dependencies, python 3.13 support

  Al4ise

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• Merge remote-tracking branch 'origin/dev' into m-dev

  Al4ise

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• re-added pyarrow

  Al4ise

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• Fix for Alpaca order tracking

  Al4ise

  committed
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Commits on Dec 10, 2024

• fixes for alpaca and IB

  Al4ise

  committed
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Commits on Dec 11, 2024

• Merge pull request #658 from Lumiwealth/3.13-support

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  grzesir

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• Merge pull request #660 from Lumiwealth/alpaca-fix

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  grzesir

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• deploy v3.8.18

  grzesir

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• backtest: When running a long backtest that goes across Daylight Savings transitions, lumibot is reporting the start time at 10:30am instead of 9:30am

  davidlatte

  committed
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• handle dates better in get_historical_prices and deploy

  grzesir

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Commits on Dec 12, 2024

• timezone bug fix

  grzesir

  committed
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• Merge branch 'dev' into daylight_savings_backtest_fix

  davidlatte

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• backtest: When running a long backtest that goes across Daylight Savings transitions, lumibot is reporting the start time at 10:30am instead of 9:30am

  davidlatte

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• unittest: skipping ThetaData tests that aren't ready yet.

  davidlatte

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• unittest: skipping ThetaData tests that aren't ready yet.

  davidlatte

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• Merge remote-tracking branch 'origin/daylight_savings_backtest_fix' into daylight_savings_backtest_fix

  davidlatte

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• Merge pull request #662 from Lumiwealth/daylight_savings_backtest_fix

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  davidlatte

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• less agressive trim on dependencies

  Al4ise

  committed
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• added psycopg2-binary as dependency

  grzesir

  committed
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• Merge branch 'dev' of https://github.com/Lumiwealth/lumibot into dev

  grzesir

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Commits on Dec 14, 2024

• Fix: Check timeInForce exists on Kraken API response.

  

  William Whispell

  committed
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• Merge pull request #664 from WilliamWhispell/dev

  grzesir

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Commits on Dec 16, 2024

• Update setup.py

  Al4ise

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• order: adding "cash_settled" as a valid fill type.

  davidlatte

  committed
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Commits on Dec 17, 2024

• Merge pull request #665 from Lumiwealth/order_cash_settled

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  grzesir

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• Merge branch 'dev' into 3.13-fix

  grzesir

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• Merge pull request #663 from Lumiwealth/3.13-fix

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  grzesir

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• json.dumps fix

  grzesir

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• Merge branch 'dev' of https://github.com/Lumiwealth/lumibot into dev

  grzesir

  committed
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• fixes for docker messages + fixes for ib weekend maintenance errors

  Al4ise

  committed
  9ca9484

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• Merge remote-tracking branch 'origin/dev' into ib-fixes-n+1

  Al4ise

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• fix for historical

  Al4ise

  committed
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• Merge pull request #667 from Lumiwealth/ib-fixes-n+1

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  grzesir

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• deploy 3.8.22

  grzesir

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Commits on Dec 18, 2024

• change warning to debug

  brettelliot

  committed
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• Merge pull request #668 from Lumiwealth/change-backup-warning-to-debug

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  grzesir

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Commits on Dec 22, 2024

• added strategy_name to cloud update and deploy 3.8.23

  grzesir

  committed
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• add broker name to cloud update and deploy

  grzesir

  committed
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Commits on Jan 6, 2025

• Added ConfigsHelper to components

  brettelliot

  committed
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• move config to examples directory.

  brettelliot

  committed
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Commits on Jan 7, 2025

• Merge pull request #675 from Lumiwealth/be-config-helper

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  grzesir

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Commits on Jan 12, 2025

• added types to all strategy methods

  grzesir

  committed
  fb217f4

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