Merge pull request #106 from alpacahq/enable_trailing_stop_orders

Enable trailing stop orders

Author: Shlomi Kushchi

alpaca_backtrader_api/alpacastore.py

@@ -709,6 +709,7 @@ def get_value(self):
         bt.Order.Limit: 'limit',
         bt.Order.Stop: 'stop',
         bt.Order.StopLimit: 'stop_limit',
+        bt.Order.StopTrail: 'trailing_stop',
     }
 
     def broker_threads(self):
@@ -766,7 +767,7 @@ def order_create(self, order, stopside=None, takeside=None, **kwargs):
         okwargs['side'] = 'buy' if order.isbuy() else 'sell'
         okwargs['type'] = self._ORDEREXECS[order.exectype]
         okwargs['time_in_force'] = "gtc"
-        if order.exectype != bt.Order.Market:
+        if order.exectype not in [bt.Order.Market, bt.Order.StopTrail]:
             okwargs['limit_price'] = str(order.created.price)
 
         if order.exectype in [bt.Order.StopLimit, bt.Order.Stop]:
@@ -785,6 +786,18 @@ def order_create(self, order, stopside=None, takeside=None, **kwargs):
         if stopside or takeside:
             okwargs['order_class'] = "bracket"
 
+        if order.exectype == bt.Order.StopTrail:
+            if order.trailpercent and order.trailamount:
+                raise Exception("You can't create trailing stop order with "
+                                "both TrailPrice and TrailPercent. choose one")
+            if order.trailpercent:
+                okwargs['trail_percent'] = order.trailpercent
+            elif order.trailamount:
+                okwargs['trail_price'] = order.trailamount
+            else:
+                raise Exception("You must provide either trailpercent or "
+                                "trailamount when creating StopTrail order")
+
         okwargs.update(**kwargs)  # anything from the user
 
         self.q_ordercreate.put((order.ref, okwargs,))

requirements/requirements.txt

@@ -1,3 +1,3 @@
 backtrader==1.9.76.123
-alpaca-trade-api==0.49.1
+alpaca-trade-api==0.50.1
 trading_calendars==1.11.10