Missing logic for the sleep() method on the Strategy class

[majdzadeh]

Problem description

The sleep() method on the Strategy class (strategy.py file) accepts a process_pending_orders switch which is not used in the body of the method and basically the method doesn't process pending orders. On the other hand, BacktestingBroker seems to be the only broker which has a logic to process pending orders. Not fully sure about this but the implementation seems a bit contradictory; the Strategy has a broker attribute however, when backtesting, it is not possible to call self.broker.process_pending_orders() from a Strategy subclass as it expects a mandatory strategy argument!

[grzesir]

@majdzadeh agreed this is something that can be improved upon. One bug that results because of this: we are not able to see that an order was filled until the next trading iteration. So if you submit a trade and sleep for 10 seconds, then that order will still appear to be open rather than filled.

If you want feel free to submit a PR around this, just make sure to add lots of tests

[majdzadeh]

Sure. Thanks a lot for the feedback @grzesir

[majdzadeh]

@grzesir
A quick note, I assume that the feature shall be implemented for backtesting only. Is this correct? I don't see the method under the Broker base class. Please share your thoughts.