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

.gitignore

@@ -25,6 +25,7 @@ test_bot.py
 lumi_tradier
 lumiwealth_tradier
 ThetaTerminal.jar
+pytest.ini
 
 # Pypi deployment
 build

lumibot/backtesting/backtesting_broker.py

@@ -386,6 +386,8 @@ def _process_cash_settlement(self, order, price, quantity):
 
     def submit_order(self, order):
         """Submit an order for an asset"""
+        self._conform_order(order)
+
         # NOTE: This code is to address Tradier API requirements, they want is as "to_open" or "to_close" instead of just "buy" or "sell"
         # If the order has a "buy_to_open" or "buy_to_close" side, then we should change it to "buy"
         if order.is_buy_order():

lumibot/brokers/alpaca.py

@@ -14,6 +14,7 @@
 
 from lumibot.data_sources import AlpacaData
 from lumibot.entities import Asset, Order, Position
+from lumibot.tools.helpers import has_more_than_n_decimal_places
 
 from .broker import Broker
 
@@ -467,6 +468,32 @@ def _submit_order(self, order):
 
         return order
 
+    def _conform_order(self, order):
+        """Conform an order to Alpaca's requirements
+        See: https://docs.alpaca.markets/docs/orders-at-alpaca
+        """
+        if order.asset.asset_type == "stock" and order.type == "limit":
+            """
+            The minimum price variance exists for limit orders.
+            Orders received in excess of the minimum price variance will be rejected.
+            Limit price >=$1.00: Max Decimals = 2
+            Limit price <$1.00: Max Decimals = 4
+            """
+            orig_price = order.limit_price
+            conformed = False
+            if order.limit_price >= 1.0 and has_more_than_n_decimal_places(order.limit_price, 2):
+                    order.limit_price = round(order.limit_price, 2)
+                    conformed = True
+            elif order.limit_price < 1.0 and has_more_than_n_decimal_places(order.limit_price, 4):
+                order.limit_price = round(order.limit_price, 4)
+                conformed = True
+
+            if conformed:
+                logging.warning(
+                    f"Order {order} was changed to conform to Alpaca's requirements. "
+                    f"The limit price was changed from {orig_price} to {order.limit_price}."
+                )
+
     def cancel_order(self, order):
         """Cancel an order
 

lumibot/brokers/broker.py

@@ -958,9 +958,14 @@ def _pull_all_orders(self, strategy_name, strategy_object):
         return result
 
     def submit_order(self, order):
-        """Submit an order for an asset"""
+        """Conform an order for an asset to broker constraints and submit it."""
+        self._conform_order(order)
         self._submit_order(order)
 
+    def _conform_order(self, order):
+        """Conform an order to broker constraints. Derived brokers should implement this method."""
+        pass
+
     def submit_orders(self, orders, **kwargs):
         """Submit orders"""
         self._submit_orders(orders, **kwargs)