OandaStore: order.Completed not received for Stop orders

ThatBlokeDave

Hello.
I am not receiving order.Completed notifications for stop orders submitted when using the oanda store.

To verify I tested using oandatest

I do receive the order.Completed notifications when using a market order.

.tests$ python3 oandatest.py --account REMOVED --token REMOVED --data0 GBP_USD --resample --timeframe Minutes --compression 1 --no-backfill_start --stake 1000 --exectype Stop --trade --broker
--------------------------------------------------
Strategy Created
--------------------------------------------------
-- Contract Details:
{'displayName': 'GBP/USD', 'instrument': 'GBP_USD', 'maxTradeUnits': 10000000, 'pip': '0.0001'}
Datetime, Open, High, Low, Close, Volume, OpenInterest, SMA
***** DATA NOTIF: LIVE
Data0, 0001, 736430.293056, 2017-04-11T07:02:00.000000, 1.241420, 1.241420, 1.241360, 1.241360,      0, 0, nan
-------------------------------------------------- ORDER BEGIN 2017-04-11 15:03:00.307367
Ref: 1
OrdType: 0
OrdType: Buy
Status: 1
Status: Submitted
Size: 1000
Price: 1.2363600000000001
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 3
ExecType: Stop
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fd4ca4e1940>
End of Session: 736430.9999999999
Info: AutoOrderedDict([('oco', None), ('parent', None), ('transmit', True), ('trailpercent', None), ('trailamount', None)])
Broker: <backtrader.brokers.oandabroker.OandaBroker object at 0x7fd4c8cbb908>
Alive: True
-------------------------------------------------- ORDER END
-------------------------------------------------- ORDER BEGIN 2017-04-11 15:03:00.307626
Ref: 1
OrdType: 0
OrdType: Buy
Status: 2
Status: Accepted
Size: 1000
Price: 1.2363600000000001
Price Limit: None
TrailAmount: None
TrailPercent: None
ExecType: 3
ExecType: Stop
CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fd4ca4e1940>
End of Session: 736430.9999999999
Info: AutoOrderedDict([('oco', None), ('parent', None), ('transmit', True), ('trailpercent', None), ('trailamount', None)])
Broker: None
Alive: True
-------------------------------------------------- ORDER END
Data0, 0002, 736430.293750, 2017-04-11T07:03:00.000000, 1.241370, 1.241560, 1.241210, 1.241390,      0, 0, nan
Data0, 0003, 736430.294444, 2017-04-11T07:04:00.000000, 1.241390, 1.241440, 1.241140, 1.241190,      0, 0, nan
Data0, 0004, 736430.295139, 2017-04-11T07:05:00.000000, 1.241110, 1.241300, 1.241000, 1.241210,      0, 0, nan
Data0, 0005, 736430.295833, 2017-04-11T07:06:00.000000, 1.241130, 1.241170, 1.241080, 1.241100,      0, 0, 1.241250

Note the stop order is being triggered as I verified on Oanda's fxTrade platform.

backtrader

This was mentioned in another thread, but it seems that the finishing touches of the REST v20 API of Oanda brought some changes to the original REST API.

The commit made there is the culprit (although the last message sent by Oanda, ORDER_CANCEL, after having filled the order doesn't help)

Use the latest commit available as of now in the master branch

https://github.com/mementum/backtrader/commit/3255ff687cbc41a2e442e6b1c59da4d18c662a7f

backtrader

Released today in 1.9.41.116

ThatBlokeDave

Thanks! I will take a look.