Bump pipeline-live dependency to 0.2.0

This release simply bumps the dependency on pipeline-live to 0.2.0 to fix issues related to it still using market data v1

Remove calls to marketdata v1 endpoints

Removes remaining sdk usages of the marketdata v1 endpoints such as get_barset.

PRs Included in this release:

• #255 Quick fixes to remove calls to market data v1 from alpaca SDK

Support for Alpaca Data V2

• In this release we add support for the data v2 stage.
• We also still use the get_barset() as a phase out step and fall back on the new get_bars()

Maintenance Apr 19

• bump docker image to v0.5.5 (e255f43)
• update version to 0.5.5 (70d589b)
• bump alpaca-trade-api to v1.2.0 (87beead)
• ci:: pyup weekly updates are enough (ebeea3e)

Maintenance Jan 21

In this release we do some maintenance work:

• update alpaca-trade-api to 0.52.0
• update pipeline-live to 0.1.12
• limit versions of pandas (<1.2.0) and numpy (<1.20.0) scipy(<1.6.0) which dropped support for python 3.6
• CI maintenance

Ignore Untradable Assets

This is a minor release for small fixes:

• calc order amount fails due to missing current price value - add retry (c2fe9c4)
• don't include untradable assets in the asset list (2ca0a74)

Add support for Polygon data with the alpaca-proxy-agent

The alpaca-trade-api 0.51.0 version adds support for the alpaca-proxy-agent when using the Polygon stream service.

This minor version is now fully supporting usage of the alpaca-proxy-agent.

Make the project compatible with alapca-proxy-agent

In this release we make this project compatible with the alapca-proxy-agent project:
https://github.com/shlomikushchi/alpaca-proxy-agent

What else

• changed can_trade to be more resilient.
• fixed minor issues with the smoke-util

Optimize Alpaca bar query

In this release we optimize the bar query from the Alpaca servers for high load algorithms.
Alpaca API supports up to 200 equities per one API query.
This release takes advantage of that feature to make the data query for high loads much faster.

What else

• pyup integration
• change the way the docker image is built. not using pipenv anymore.
• update alpaca-trade-api to v0.50.1

Quantopian Migration Tool

In this release we add a migration tool to the pylivetrader cli
it could be used to take code written for quantopian or zipline and make it compatible to pylivetrader
you could use it as follows:

pylivetrader --help

pylivetrader migrate -i quantopian_example.py -o pylivetrader_compatible.py