Fix critical bugs: RSI division by zero, API price validation, order timeout, and crossover race condition

alpaca_trader/api.py

@@ -64,7 +64,7 @@ class AlpacaClient:
             price_source = limit_price
         else:
             price_source = bid_price if side == "buy" else ask_price
-        if price_source is None:
+        if price_source is None or price_source <= 0:
             return None
         shares = int(notional / price_source)
         if shares == 0:
@@ -83,7 +83,11 @@ class AlpacaClient:
             return None
         order = self.submit_order(symbol=symbol, qty=shares, side=side, type="market", time_in_force="day")
         status = self.get_order(order.id)
+        timeout = 30
+        start_time = time.time()
         while status.status not in {"filled", "cancelled", "expired", "rejected"}:
+            if time.time() - start_time > timeout:
+                return None
             time.sleep(0.5)
             status = self.get_order(order.id)
         if status.status == "filled":

alpaca_trader/engine.py

@@ -206,6 +206,17 @@ api = AlpacaClient(
     api_version='v2'
 )
 
+class SignalState:
+    def __init__(self):
+        self.last_bullish_crossover_bar = -999
+        self.last_bearish_crossover_bar = -999
+    
+    def reset(self):
+        self.last_bullish_crossover_bar = -999
+        self.last_bearish_crossover_bar = -999
+
+signal_state = SignalState()
+
 def debug_print(message):
     if DEBUG_MODE:
         debug_logger.debug(f"🔎  {message}")
@@ -426,28 +437,23 @@ def advanced_signal_generator(symbol):
     bearish_crossover = False
     
     if REQUIRE_MA_CROSSOVER and len(bars) >= LONG_WINDOW + CROSSOVER_LOOKBACK:
-        if not hasattr(advanced_signal_generator, 'last_bullish_crossover_bar'):
-            advanced_signal_generator.last_bullish_crossover_bar = -999
-        if not hasattr(advanced_signal_generator, 'last_bearish_crossover_bar'):
-            advanced_signal_generator.last_bearish_crossover_bar = -999
-        
         current_bar_index = len(bars) - 1
         
         for i in range(1, CROSSOVER_LOOKBACK + 1):
             bar_index = current_bar_index - i
             if short_ma_series.iloc[-i-1] <= long_ma_series.iloc[-i-1] and short_ma_series.iloc[-i] > long_ma_series.iloc[-i]:
-                if bar_index > advanced_signal_generator.last_bullish_crossover_bar:
+                if bar_index > signal_state.last_bullish_crossover_bar:
                     bullish_crossover = True
-                    advanced_signal_generator.last_bullish_crossover_bar = bar_index
+                    signal_state.last_bullish_crossover_bar = bar_index
                     debug_print(f"Bullish crossover detected {i} bars ago")
                 break
         
         for i in range(1, CROSSOVER_LOOKBACK + 1):
             bar_index = current_bar_index - i
             if short_ma_series.iloc[-i-1] >= long_ma_series.iloc[-i-1] and short_ma_series.iloc[-i] < long_ma_series.iloc[-i]:
-                if bar_index > advanced_signal_generator.last_bearish_crossover_bar:
+                if bar_index > signal_state.last_bearish_crossover_bar:
                     bearish_crossover = True
-                    advanced_signal_generator.last_bearish_crossover_bar = bar_index
+                    signal_state.last_bearish_crossover_bar = bar_index
                     debug_print(f"Bearish crossover detected {i} bars ago")
                 break
     
@@ -647,10 +653,7 @@ def main():
                 trades_today = 0
                 total_pnl = 0
                 
-                if hasattr(advanced_signal_generator, 'last_bullish_crossover_bar'):
-                    delattr(advanced_signal_generator, 'last_bullish_crossover_bar')
-                if hasattr(advanced_signal_generator, 'last_bearish_crossover_bar'):
-                    delattr(advanced_signal_generator, 'last_bearish_crossover_bar')
+                signal_state.reset()
                 
                 try:
                     existing_position = api.get_position(SYMBOL)

alpaca_trader/indicators.py

@@ -10,7 +10,8 @@ def rsi(data, window=14):
     delta = data.diff()
     gain = (delta.where(delta > 0, 0)).rolling(window=window).mean()
     loss = (-delta.where(delta < 0, 0)).rolling(window=window).mean()
-    loss = loss.replace(0, 0.0001)
+    loss = loss.replace(0, 1e-10)
+    loss = loss.clip(lower=1e-10)
     rs = gain / loss
     rsi_val = 100 - (100 / (1 + rs))
     return rsi_val