Remove unused runtime dependencies

.github/workflows/cicd.yaml

@@ -123,7 +123,7 @@ jobs:
 
           # CI target: keep PR checks fast and deterministic.
           # Downloader + apitests are run separately / opt-in.
-          PYTEST_MARKERS='not apitest and not downloader'
+          PYTEST_MARKERS='not apitest and not downloader and not broker_strategy_live'
           export PYTEST_MARKERS
 
           echo "Shard ${SHARD_INDEX}/${SHARD_TOTAL} markers=${PYTEST_MARKERS}"
@@ -223,7 +223,7 @@ jobs:
         run: |
           set -euo pipefail
 
-          PYTEST_MARKERS='not apitest and not downloader'
+          PYTEST_MARKERS='not apitest and not downloader and not broker_strategy_live'
           export PYTEST_MARKERS
 
           echo "Shard ${SHARD_INDEX}/${SHARD_TOTAL} markers=${PYTEST_MARKERS}"
@@ -267,17 +267,67 @@ jobs:
           echo "Running $(wc -l shard_nodeids.txt | awk '{print $1}') nodeids"
           timeout 1500 python -m pytest -m "${PYTEST_MARKERS}" --tb=short -q --durations=30 -x $(cat shard_nodeids.txt)
 
+  broker-live-strategy-tests:
+    name: Broker Live Strategy Tests
+    runs-on: ubuntu-latest
+    timeout-minutes: 20
+    environment: unit-tests
+    needs: lint
+
+    steps:
+      - uses: actions/checkout@v3
+
+      - name: Set up Python 3.10
+        uses: actions/setup-python@v4
+        with:
+          python-version: "3.10"
+          cache: pip
+
+      - name: Install dependencies
+        run: |
+          echo "Set AIOHTTP_NO_EXTENSIONS=$AIOHTTP_NO_EXTENSIONS so that aiohttp doesn't try to install C extensions"
+          python -m pip install --upgrade pip
+          pip install requests
+          pip install -r requirements_dev.txt
+
+      - name: Validate broker paper secrets
+        run: |
+          set -euo pipefail
+          python - <<'PY'
+          import os
+
+          required = [
+              "ALPACA_TEST_API_KEY",
+              "ALPACA_TEST_API_SECRET",
+              "TRADIER_TEST_ACCESS_TOKEN",
+              "TRADIER_TEST_ACCOUNT_NUMBER",
+          ]
+          missing = [name for name in required if not os.environ.get(name)]
+          if missing:
+              raise SystemExit("Missing broker live strategy test secrets: " + ", ".join(missing))
+
+          print("Broker live strategy test secrets present.")
+          PY
+
+      - name: Run broker live strategy tests
+        run: |
+          set -euo pipefail
+          timeout 900 python -m pytest -q --tb=short -x \
+            -m "broker_strategy_live" \
+            tests/test_broker_live_strategy_run_apitest.py
+
   LintAndTest:
     name: LintAndTest
     runs-on: ubuntu-latest
     if: always()
-    needs: [lint, unit-tests, backtest-tests]
+    needs: [lint, unit-tests, backtest-tests, broker-live-strategy-tests]
     steps:
       - name: Check results
         run: |
           echo "lint: ${{ needs.lint.result }}"
           echo "unit-tests: ${{ needs.unit-tests.result }}"
           echo "backtest-tests: ${{ needs.backtest-tests.result }}"
+          echo "broker-live-strategy-tests: ${{ needs.broker-live-strategy-tests.result }}"
 
           if [ "${{ needs.lint.result }}" != "success" ]; then
             exit 1
@@ -288,3 +338,6 @@ jobs:
           if [ "${{ needs.backtest-tests.result }}" != "success" ]; then
             exit 1
           fi
+          if [ "${{ needs.broker-live-strategy-tests.result }}" != "success" ]; then
+            exit 1
+          fi

docs/SMART_LIMIT_LIVE_TESTING.md

@@ -45,7 +45,29 @@ Notes:
 - Tradier smoke includes a paper connectivity check; the submit/cancel lifecycle test requires explicit live config
   (`TRADIER_IS_PAPER=false`) and should be run only when you intend to touch the live API.
 
-### 4) Run live matrix (market hours)
+### 4) Strict CI strategy-run smoke
+
+CI runs a strict paper-broker strategy path for Alpaca and Tradier:
+
+- instantiates the real broker from `ALPACA_TEST_*` / `TRADIER_TEST_*` secrets;
+- submits, polls, and cancels a direct broker GTC limit order as a broker contract preflight;
+- runs `Trader.run_all(run_once=True)`;
+- executes `before_starting_trading`, `on_trading_iteration`, and `on_strategy_end`;
+- submits a deep non-marketable AAPL GTC limit order through `Strategy.submit_order(...)`;
+- polls the real paper broker for the order id/status;
+- cancels through `Strategy.cancel_order(...)`;
+- fails if required secrets are missing or the broker order does not reach canceled state.
+
+The strategy-run test overrides only the executor's market-open gate so pull-request CI is not tied to US equity
+session timing. Broker config and submitted assets stay unchanged; the paper broker still accepts or rejects the real
+GTC order.
+
+```bash
+/Users/robertgrzesik/bin/safe-timeout 1200s python3 -m pytest -q -m "broker_strategy_live" \
+  tests/test_broker_live_strategy_run_apitest.py
+```
+
+### 5) Run live matrix (market hours)
 
 These are heavier tests that add:
 
@@ -60,7 +82,7 @@ These are heavier tests that add:
   tests/test_smart_limit_live_matrix_tradier.py
 ```
 
-### 5) Benchmarks (market hours; not a pytest)
+### 6) Benchmarks (market hours; not a pytest)
 
 Benchmarks are in `scripts/` and write CSVs to `logs/`. These are used for price-improvement statistics and are not
 treated as strict pass/fail (paper fills can be unrealistic).

lumibot/brokers/alpaca.py

@@ -964,7 +964,16 @@ def _flatten_order(self, order):
 
 
 
-    def _submit_orders(self, orders, is_multileg=False, order_type=None, duration="day", price=None):
+    def _submit_orders(
+        self,
+        orders,
+        is_multileg=False,
+        order_type=None,
+        duration="day",
+        price=None,
+        take_profit=None,
+        stop_loss=None,
+    ):
         """
         Submit multiple orders to the broker. Supports multi-leg (MLeg) orders for options.
         """
@@ -973,23 +982,40 @@ def _submit_orders(self, orders, is_multileg=False, order_type=None, duration="d
 
         if is_multileg:
             tag = orders[0].tag if hasattr(orders[0], "tag") and orders[0].tag else orders[0].strategy
-            parent_order = self._submit_multileg_order(orders, order_type, duration, price, tag)
+            parent_order = self._submit_multileg_order(
+                orders,
+                order_type,
+                duration,
+                price,
+                tag,
+                take_profit=take_profit,
+                stop_loss=stop_loss,
+            )
             return [parent_order]
         else:
             sub_orders = []
             for order in orders:
                 sub_orders.append(self._submit_order(order))
             return sub_orders
 
-    def _submit_multileg_order(self, orders, order_type="limit", duration="day", price=None, tag=None):
+    def _submit_multileg_order(
+        self,
+        orders,
+        order_type="limit",
+        duration="day",
+        price=None,
+        tag=None,
+        take_profit=None,
+        stop_loss=None,
+    ):
         """
         Submit a multi-leg (MLeg) options order to Alpaca.
 
         Note:
         - Tradier uses "credit" for net credit (receive premium) and "debit" for net debit (pay premium).
         - Alpaca only supports "market" and "limit" for multi-leg orders.
         - We convert "credit", "debit", and "even" to "limit" for Alpaca, as both are limit orders in Alpaca's API.
-        - The sign of the limit price (positive/negative) is not used by Alpaca to distinguish credit/debit.
+        - Bracket exits use Alpaca's take_profit and stop_loss fields on the same mleg request.
         - Alpaca requires that the leg ratio quantities are relatively prime (GCD == 1).
         """
         requested_multileg_type = order_type if order_type in ("credit", "debit", "even") else None
@@ -1087,7 +1113,15 @@ def _submit_multileg_order(self, orders, order_type="limit", duration="day", pri
         if price is not None:
             # Ensure limit price is at most 2 decimal places (Alpaca requirement)
             limit_price = round(float(price), 2)
+            if requested_multileg_type == "credit":
+                limit_price = -abs(limit_price)
+            elif requested_multileg_type == "debit":
+                limit_price = abs(limit_price)
             kwargs["limit_price"] = limit_price
+        if take_profit is not None:
+            kwargs["take_profit"] = self._format_multileg_take_profit(take_profit)
+        if stop_loss is not None:
+            kwargs["stop_loss"] = self._format_multileg_stop_loss(stop_loss)
         # Submit order
         try:
             response = self.api.submit_order(order_data=OrderData(**kwargs))
@@ -1116,6 +1150,32 @@ def _submit_multileg_order(self, orders, order_type="limit", duration="day", pri
                 o.set_error(e)
             raise
 
+    @staticmethod
+    def _format_multileg_take_profit(take_profit):
+        if not isinstance(take_profit, dict):
+            raise ValueError("multi-leg take_profit must be a dict")
+        limit_price = take_profit.get("limit_price")
+        if limit_price is None:
+            raise ValueError("multi-leg take_profit requires limit_price")
+        return {"limit_price": round(float(limit_price), 2)}
+
+    @staticmethod
+    def _format_multileg_stop_loss(stop_loss):
+        if not isinstance(stop_loss, dict):
+            raise ValueError("multi-leg stop_loss must be a dict")
+        unsupported = {"trail_price", "trail_percent"} & set(stop_loss)
+        if unsupported:
+            names = ", ".join(sorted(unsupported))
+            raise ValueError(f"multi-leg stop_loss does not support {names}")
+        payload = {}
+        if stop_loss.get("stop_price") is not None:
+            payload["stop_price"] = round(float(stop_loss["stop_price"]), 2)
+        if stop_loss.get("limit_price") is not None:
+            payload["limit_price"] = round(float(stop_loss["limit_price"]), 2)
+        if "stop_price" not in payload:
+            raise ValueError("multi-leg stop_loss requires stop_price")
+        return payload
+
 
     def _submit_order(self, order):
         """Submit an order for an asset (single-leg, including options)"""

lumibot/strategies/_strategy.py

@@ -9,6 +9,7 @@
 
 from lumibot._lazy_imports import LazyClassMeta, LazyModule, LazyStrategyLogger, lazy_class, lazy_typing
 
+
 def _env_flag_enabled(name: str) -> bool:
     return os.environ.get(name, "").strip().lower() in ("1", "true", "yes", "y", "on")
 
@@ -81,7 +82,6 @@ def get_default_data_source():
         DISCORD_WEBHOOK_URL,
         HIDE_POSITIONS,
         HIDE_TRADES,
-        IS_BACKTESTING,
         LIVE_CONFIG,
         LOG_BACKTEST_PROGRESS_TO_FILE,
         LUMIWEALTH_API_KEY,
@@ -96,6 +96,9 @@ def get_default_data_source():
         get_default_broker,
         get_default_data_source,
     )
+    from ..credentials import (
+        IS_BACKTESTING as IS_BACKTESTING,
+    )
 
 mdates = LazyModule("matplotlib.dates")
 pd = LazyModule("pandas")
@@ -121,7 +124,7 @@ def get_default_data_source():
 DATA_SOURCE = None
 
 if TYPE_CHECKING:
-    from ..entities import CashEvent, Data, Position
+    from ..entities import CashEvent, Data
 
 
 def colored(*args, **kwargs):

requirements.txt

@@ -1,19 +1,15 @@
 polygon-api-client>=1.13.3
 alpaca-py>=0.42.0
-alpha_vantage
 ibapi==9.81.1.post1
 yfinance>=0.2.61
 matplotlib>=3.3.3
-quandl
 numpy>=1.20.0,<2.5.0
 pandas>=2.2.0
 polars>=1.32.3
 pandas_market_calendars>=5.1.0
 pandas-ta-classic>=0.3.14b0
 plotly>=5.18.0
 sqlalchemy
-bcrypt
-pytest
 yappi>=1.6.0
 scipy>=1.14.0
 quantstats-lumi>=1.1.5,<1.2.0
@@ -29,13 +25,9 @@ lumiwealth-tradier>=0.1.18
 py-clob-client-v2>=1.0.1
 websockets>=15.0.1
 pytz
-psycopg2-binary
-exchange_calendars>=4.6.0
 duckdb
 tabulate
 databento>=0.42.0
-holidays
-psutil
 openai
 setuptools<81
 google-adk[extensions]>=2.0.0,<3.0.0
@@ -44,7 +36,6 @@ litellm>=1.83.7,<=1.83.14
 anyio>=4.10.0
 mcp>=1.26.0
 schwab-py>=1.5.0
-Flask>=2.3
 free-proxy
 requests-oauthlib
 boto3>=1.40.64

setup.cfg

@@ -22,6 +22,7 @@ known-third-party=lumibot
 [tool:pytest]
 markers =
     apitest: marks tests as API tests (deselect with '-m "not apitest"')
+    broker_strategy_live: strict paper-broker strategy-run tests that submit, poll, and cancel real orders
     smartlimit_matrix: larger SMART_LIMIT live matrix tests (run with '-m smartlimit_matrix')
     downloader: marks tests that require the shared Theta downloader service
     polymarket: marks tests that require Polymarket CLOB credentials or live market data
@@ -44,7 +45,7 @@ norecursedirs = docs .* *.egg* appdir jupyter *pycache* venv* .cache* .coverage*
 
 # .coveragerc to control coverag.py
 [coverage:run]
-command_line = -m pytest -m "not apitest"
+command_line = -m pytest -m "not apitest and not broker_strategy_live"
 branch = True
 omit =
 	# * so you can get all dirs

setup.py

@@ -56,11 +56,9 @@ def _maybe_copy_theta_terminal(self):
     install_requires=[
         "polygon-api-client>=1.13.3",
         "alpaca-py>=0.42.0",
-        "alpha_vantage",
         "ibapi==9.81.1.post1",
         "yfinance>=0.2.61",
         "matplotlib>=3.3.3",
-        "quandl",
         # NumPy 2.5 emits noisy timedelta deprecation warnings through pandas 2.x calendar paths.
         "numpy>=1.20.0,<2.5.0",
         "pandas>=2.2.0",
@@ -69,8 +67,6 @@ def _maybe_copy_theta_terminal(self):
         "pandas-ta-classic>=0.3.14b0",
         "plotly>=5.18.0",
         "sqlalchemy",
-        "bcrypt",
-        "pytest",
         "yappi>=1.6.0",
         # SciPy 1.14.0+ supports NumPy 2.x
         "scipy>=1.14.0",
@@ -87,14 +83,9 @@ def _maybe_copy_theta_terminal(self):
         "lumiwealth-tradier>=0.1.18",
         "py-clob-client-v2>=1.0.1",
         "pytz",
-        "psycopg2-binary",
-        # Exchange calendars 4.6.0+ supports NumPy 2.x
-        "exchange_calendars>=4.6.0",
         "duckdb",
         "tabulate",
         "databento>=0.42.0",
-        "holidays",
-        "psutil",
         "openai",
         "setuptools<81",
         "google-adk[extensions]>=2.0.0,<3.0.0",
@@ -103,7 +94,6 @@ def _maybe_copy_theta_terminal(self):
         "anyio>=4.10.0",
         "mcp>=1.26.0",
         "schwab-py>=1.5.0",
-        "Flask>=2.3",
         "free-proxy",
         "requests-oauthlib",
         "boto3>=1.40.64",