feat: add PDT rolling 5-day window tracking with CSV persistence

alpaca_trader/api.py

@@ -2,12 +2,9 @@ import time
 import logging
 import backoff
 import alpaca_trade_api as tradeapi
-import requests.exceptions
 
 logging.getLogger('backoff').setLevel(logging.CRITICAL)
 
-_RETRYABLE_ERRORS = (tradeapi.rest.APIError, ConnectionError, requests.exceptions.ConnectionError)
-
 
 def _is_position_not_found(e):
     return isinstance(e, tradeapi.rest.APIError) and "position does not exist" in str(e)
@@ -17,50 +14,50 @@ class AlpacaClient:
     def __init__(self, api_key_id, api_secret_key, base_url, api_version="v2"):
         self.api = tradeapi.REST(api_key_id, api_secret_key, base_url, api_version=api_version)
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def get_account(self):
         return self.api.get_account()
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def get_clock(self):
         return self.api.get_clock()
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def get_bars(self, symbol, timeframe, **kwargs):
         bars = self.api.get_bars(symbol, timeframe, **kwargs)
         if bars is None:
             return None
         return bars.df
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def get_latest_quote(self, symbol):
         return self.api.get_latest_quote(symbol)
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def submit_order(self, **kwargs):
         return self.api.submit_order(**kwargs)
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def get_order(self, order_id):
         return self.api.get_order(order_id)
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def cancel_order(self, order_id):
         return self.api.cancel_order(order_id)
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def list_positions(self):
         return self.api.list_positions()
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def list_orders(self, **kwargs):
         return self.api.list_orders(**kwargs)
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
     def close_all_positions(self):
         return self.api.close_all_positions()
     
-    @backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter, giveup=_is_position_not_found)
+    @backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter, giveup=_is_position_not_found)
     def get_position(self, symbol):
         return self.api.get_position(symbol)