diff --git a/lumibot/backtesting/polygon_backtesting.py b/lumibot/backtesting/polygon_backtesting.py
index 173c08ac6..a7bb152ec 100644
--- a/lumibot/backtesting/polygon_backtesting.py
+++ b/lumibot/backtesting/polygon_backtesting.py
@@ -2,6 +2,8 @@
 import traceback
 from collections import OrderedDict, defaultdict
 from datetime import date, timedelta
+from decimal import Decimal
+from typing import Union
 
 from polygon.exceptions import BadResponse
 from termcolor import colored
@@ -216,7 +218,7 @@ def get_historical_prices_between_dates(
         bars = self._parse_source_symbol_bars(response, asset, quote=quote)
         return bars
 
-    def get_last_price(self, asset, timestep="minute", quote=None, exchange=None, **kwargs):
+    def get_last_price(self, asset, timestep="minute", quote=None, exchange=None, **kwargs) -> Union[float, Decimal, None]:
         try:
             dt = self.get_datetime()
             self._update_pandas_data(asset, quote, 1, timestep, dt)
diff --git a/lumibot/backtesting/thetadata_backtesting.py b/lumibot/backtesting/thetadata_backtesting.py
index a7ee26ece..846cf0ddc 100644
--- a/lumibot/backtesting/thetadata_backtesting.py
+++ b/lumibot/backtesting/thetadata_backtesting.py
@@ -1,6 +1,9 @@
 import logging
 import re
 import traceback
+from decimal import Decimal
+from typing import Union
+
 import pandas as pd
 import subprocess
 from datetime import date, datetime, timedelta
@@ -247,7 +250,7 @@ def get_historical_prices_between_dates(
         bars = self._parse_source_symbol_bars(response, asset, quote=quote)
         return bars
 
-    def get_last_price(self, asset, timestep="minute", quote=None, exchange=None, **kwargs):
+    def get_last_price(self, asset, timestep="minute", quote=None, exchange=None, **kwargs) -> Union[float, Decimal, None]:
         try:
             dt = self.get_datetime()
             self._update_pandas_data(asset, quote, 1, timestep, dt)
diff --git a/lumibot/brokers/broker.py b/lumibot/brokers/broker.py
index 3ce2fa0e2..4e64b9d63 100644
--- a/lumibot/brokers/broker.py
+++ b/lumibot/brokers/broker.py
@@ -304,7 +304,7 @@ def sync_positions(self, strategy):
 
     # =========Market functions=======================
 
-    def get_last_price(self, asset: Asset, quote=None, exchange=None) -> float:
+    def get_last_price(self, asset: Asset, quote=None, exchange=None) -> Union[float, Decimal, None]:
         """
         Takes an asset and returns the last known price
 
@@ -319,7 +319,7 @@ def get_last_price(self, asset: Asset, quote=None, exchange=None) -> float:
 
         Returns
         -------
-        float
+        float or Decimal or None
             The last known price of the asset.
         """
         if self.option_source and asset.asset_type == "option":
diff --git a/lumibot/data_sources/alpaca_data.py b/lumibot/data_sources/alpaca_data.py
index 953815254..bdaf24bff 100644
--- a/lumibot/data_sources/alpaca_data.py
+++ b/lumibot/data_sources/alpaca_data.py
@@ -1,5 +1,7 @@
 import logging
 from datetime import datetime, timedelta, timezone
+from decimal import Decimal
+from typing import Union
 
 import pandas as pd
 from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
@@ -141,7 +143,7 @@ def get_chains(self, asset: Asset, quote=None, exchange: str = None):
             "feature, please use a different data source."
         )
 
-    def get_last_price(self, asset, quote=None, exchange=None, **kwargs):
+    def get_last_price(self, asset, quote=None, exchange=None, **kwargs) -> Union[float, Decimal, None]:
         if quote is not None:
             # If the quote is not None, we use it even if the asset is a tuple
             if type(asset) == Asset and asset.asset_type == "stock":
diff --git a/lumibot/data_sources/ccxt_backtesting_data.py b/lumibot/data_sources/ccxt_backtesting_data.py
index 6395909c7..e93e27732 100644
--- a/lumibot/data_sources/ccxt_backtesting_data.py
+++ b/lumibot/data_sources/ccxt_backtesting_data.py
@@ -12,7 +12,8 @@
 from lumibot.tools import CcxtCacheDB
 from pandas import DataFrame
 
-from typing import Union,Any
+from typing import Union, Any, Dict
+
 
 class CcxtBacktestingData(DataSourceBacktesting):
     """Use CcxtCacheDB to download and cache data.
@@ -107,7 +108,7 @@ def _pull_source_symbol_bars(
             data = self._data_store[symbol_timestep]
         else:
             data = self._pull_source_bars([asset],length,timestep,timeshift,quote,include_after_hours)
-            if data is None or len(data) == 0:
+            if data is None or data[symbol] is None or data[symbol].empty:
                 message = f"{self.SOURCE} did not return data for asset {symbol}. Make sure this symbol is valid."
                 logging.error(message)
                 return None
@@ -125,10 +126,15 @@ def _pull_source_symbol_bars(
 
         return result_data.tail(length)
 
-
-    def _pull_source_bars(self, assets:tuple[Asset,Asset], length:int, timestep:str=MIN_TIMESTEP,
-        timeshift:int=None, quote:Asset=None, include_after_hours:bool=False
-    )->DataFrame:
+    def _pull_source_bars(
+            self,
+            assets: tuple[Asset,Asset],
+            length: int,
+            timestep: str = MIN_TIMESTEP,
+            timeshift: int = None,
+            quote: Asset = None,
+            include_after_hours: bool = False
+    ) -> Dict:
         """pull broker bars for a list assets"""
         parsed_timestep = self._parse_source_timestep(timestep, reverse=True)
 
@@ -150,17 +156,18 @@ def _pull_source_bars(self, assets:tuple[Asset,Asset], length:int, timestep:str=
             else:
                 start_dt = start_dt - timedelta(minutes=self._download_start_dt_prebuffer)
 
+            data = self.cache_db.download_ohlcv(
+                symbol,parsed_timestep,
+                start_dt,
+                end_dt
+            )
 
-            data = self.cache_db.download_ohlcv(symbol,parsed_timestep,
-                                                start_dt,end_dt)
-
-            data.index  = data.index.tz_localize("UTC")
+            data.index = data.index.tz_localize("UTC")
             data.index = data.index.tz_convert(LUMIBOT_DEFAULT_PYTZ)
             result[symbol] = data
 
         return result
 
-
     def get_historical_prices(self, asset:tuple[Asset,Asset], length:int, timestep:str=None,
             timeshift:int=None, quote:Asset=None, exchange:Any=None, include_after_hours:bool=True
     )->Bars:
@@ -231,8 +238,7 @@ def _parse_source_symbol_bars(self, response:DataFrame, asset:tuple[Asset,Asset]
         bars = Bars(response, self.SOURCE, asset, quote=quote, raw=response)
         return bars
 
-
-    def get_last_price(self, asset, timestep=None, quote=None, exchange=None, **kwargs):
+    def get_last_price(self, asset, timestep=None, quote=None, exchange=None, **kwargs) -> Union[float, Decimal, None]:
         """Takes an asset and returns the last known price of close"""
         if timestep is None:
             timestep = self.get_timestep()
diff --git a/lumibot/data_sources/ccxt_data.py b/lumibot/data_sources/ccxt_data.py
index 6ae6416dc..5036a9a4d 100644
--- a/lumibot/data_sources/ccxt_data.py
+++ b/lumibot/data_sources/ccxt_data.py
@@ -1,6 +1,8 @@
 import datetime
 import logging
 import time
+from decimal import Decimal
+from typing import Union
 
 import ccxt
 import pandas as pd
@@ -209,7 +211,7 @@ def _parse_source_symbol_bars(self, response, asset, quote=None, length=None):
         bars = Bars(response, self.SOURCE, asset, quote=quote, raw=response)
         return bars
 
-    def get_last_price(self, asset, quote=None, exchange=None, **kwargs):
+    def get_last_price(self, asset, quote=None, exchange=None, **kwargs) -> Union[float, Decimal, None]:
         if quote is not None:
             symbol = f"{asset.symbol}/{quote.symbol}"
         else:
diff --git a/lumibot/data_sources/data_source.py b/lumibot/data_sources/data_source.py
index be85f47cb..ea9d6261a 100644
--- a/lumibot/data_sources/data_source.py
+++ b/lumibot/data_sources/data_source.py
@@ -4,6 +4,8 @@
 from datetime import datetime, timedelta
 import traceback
 import time
+from decimal import Decimal
+from typing import Union
 
 import pandas as pd
 
@@ -101,7 +103,7 @@ def get_historical_prices(
         pass
 
     @abstractmethod
-    def get_last_price(self, asset, quote=None, exchange=None) -> float:
+    def get_last_price(self, asset, quote=None, exchange=None) -> Union[float, Decimal, None]:
         """
         Takes an asset and returns the last known price
 
@@ -116,7 +118,7 @@ def get_last_price(self, asset, quote=None, exchange=None) -> float:
 
         Returns
         -------
-        float
+        float or Decimal or None
             The last known price of the asset.
         """
         pass
diff --git a/lumibot/data_sources/example_broker_data.py b/lumibot/data_sources/example_broker_data.py
index ef6c7945e..ade271c76 100644
--- a/lumibot/data_sources/example_broker_data.py
+++ b/lumibot/data_sources/example_broker_data.py
@@ -1,4 +1,7 @@
 import logging
+from decimal import Decimal
+from typing import Union
+
 from termcolor import colored
 from lumibot.entities import Asset, Bars
 from lumibot.data_sources import DataSource
@@ -25,6 +28,6 @@ def get_historical_prices(
         logging.error(colored("Method 'get_historical_prices' is not yet implemented.", "red"))
         return None  # Return None as a placeholder
 
-    def get_last_price(self, asset, quote=None, exchange=None) -> float:
+    def get_last_price(self, asset, quote=None, exchange=None) -> Union[float, Decimal, None]:
         logging.error(colored("Method 'get_last_price' is not yet implemented.", "red"))
         return 0.0  # Return 0.0 as a placeholder
\ No newline at end of file
diff --git a/lumibot/data_sources/interactive_brokers_data.py b/lumibot/data_sources/interactive_brokers_data.py
index f0d9304e0..e977b21e4 100644
--- a/lumibot/data_sources/interactive_brokers_data.py
+++ b/lumibot/data_sources/interactive_brokers_data.py
@@ -1,5 +1,7 @@
 import datetime
 import math
+from decimal import Decimal
+from typing import Union
 
 import pandas as pd
 
@@ -340,7 +342,7 @@ def get_historical_prices(
         bars = self._parse_source_symbol_bars(response, asset, quote=quote, length=length)
         return bars
 
-    def get_last_price(self, asset, timestep=None, quote=None, exchange=None, **kwargs):
+    def get_last_price(self, asset, timestep=None, quote=None, exchange=None, **kwargs) -> Union[float, Decimal, None]:
         if exchange is None:
             exchange = "SMART"
 
diff --git a/lumibot/data_sources/interactive_brokers_rest_data.py b/lumibot/data_sources/interactive_brokers_rest_data.py
index 64183170c..4ac00574a 100644
--- a/lumibot/data_sources/interactive_brokers_rest_data.py
+++ b/lumibot/data_sources/interactive_brokers_rest_data.py
@@ -1,4 +1,7 @@
 import logging
+from decimal import Decimal
+from typing import Union
+
 from termcolor import colored
 
 from lumibot import LUMIBOT_DEFAULT_PYTZ
@@ -842,7 +845,7 @@ def get_historical_prices(
 
         return bars
 
-    def get_last_price(self, asset, quote=None, exchange=None) -> float | None:
+    def get_last_price(self, asset, quote=None, exchange=None) -> Union[float, Decimal, None]:
         field = "last_price"
         response = self.get_market_snapshot(asset, [field])  # TODO add exchange
 
diff --git a/lumibot/data_sources/pandas_data.py b/lumibot/data_sources/pandas_data.py
index e3c544c79..d88e1a096 100644
--- a/lumibot/data_sources/pandas_data.py
+++ b/lumibot/data_sources/pandas_data.py
@@ -1,6 +1,8 @@
 import logging
 from collections import defaultdict, OrderedDict
 from datetime import timedelta
+from decimal import Decimal
+from typing import Union
 
 import pandas as pd
 from lumibot.data_sources import DataSourceBacktesting
@@ -178,7 +180,7 @@ def update_date_index(self):
 
         return dt_index
 
-    def get_last_price(self, asset, quote=None, exchange=None):
+    def get_last_price(self, asset, quote=None, exchange=None) -> Union[float, Decimal, None]:
         # Takes an asset and returns the last known price
         tuple_to_find = self.find_asset_in_data_store(asset, quote)
 
diff --git a/lumibot/data_sources/tradier_data.py b/lumibot/data_sources/tradier_data.py
index 3bc90720a..8df4425ca 100644
--- a/lumibot/data_sources/tradier_data.py
+++ b/lumibot/data_sources/tradier_data.py
@@ -1,6 +1,8 @@
 import logging
 from collections import defaultdict
 from datetime import datetime, date, timedelta
+from decimal import Decimal
+from typing import Union
 
 import pandas as pd
 
@@ -255,7 +257,7 @@ def get_historical_prices(
 
         return bars
 
-    def get_last_price(self, asset, quote=None, exchange=None):
+    def get_last_price(self, asset, quote=None, exchange=None) -> Union[float, Decimal, None]:
         """
         This function returns the last price of an asset.
         Parameters
@@ -269,7 +271,7 @@ def get_last_price(self, asset, quote=None, exchange=None):
 
         Returns
         -------
-        float
+        float or Decimal or none
            Price of the asset
         """
 
diff --git a/lumibot/data_sources/yahoo_data.py b/lumibot/data_sources/yahoo_data.py
index 1c9907495..cc46f9d52 100644
--- a/lumibot/data_sources/yahoo_data.py
+++ b/lumibot/data_sources/yahoo_data.py
@@ -1,6 +1,7 @@
 import logging
 from datetime import timedelta
 from decimal import Decimal
+from typing import Union
 
 import numpy
 
@@ -131,7 +132,7 @@ def _parse_source_symbol_bars(self, response, asset, quote=None, length=None):
         bars = Bars(response, self.SOURCE, asset, raw=response)
         return bars
 
-    def get_last_price(self, asset, timestep=None, quote=None, exchange=None, **kwargs):
+    def get_last_price(self, asset, timestep=None, quote=None, exchange=None, **kwargs) -> Union[float, Decimal, None]:
         """Takes an asset and returns the last known price"""
         if timestep is None:
             timestep = self.get_timestep()
diff --git a/lumibot/entities/bars.py b/lumibot/entities/bars.py
index 48e084cc8..3f1047de2 100644
--- a/lumibot/entities/bars.py
+++ b/lumibot/entities/bars.py
@@ -1,5 +1,7 @@
 import logging
 from datetime import datetime
+from decimal import Decimal
+from typing import Union
 
 import pandas as pd
 
@@ -168,7 +170,7 @@ def split(self):
 
         return result
 
-    def get_last_price(self):
+    def get_last_price(self) -> Union[float, Decimal, None]:
         """Return the last price of the last bar
 
         Parameters
@@ -177,7 +179,7 @@ def get_last_price(self):
 
         Returns
         -------
-        float
+        float, Decimal or None
 
         """
         return self.df["close"].iloc[-1]
diff --git a/lumibot/entities/data.py b/lumibot/entities/data.py
index b040e7e1b..ab25136b1 100644
--- a/lumibot/entities/data.py
+++ b/lumibot/entities/data.py
@@ -1,6 +1,8 @@
 import datetime
 import logging
 import re
+from decimal import Decimal
+from typing import Union
 
 import pandas as pd
 from lumibot import LUMIBOT_DEFAULT_PYTZ as DEFAULT_PYTZ
@@ -383,7 +385,7 @@ def checker(self, *args, **kwargs):
         return checker
 
     @check_data
-    def get_last_price(self, dt, length=1, timeshift=0):
+    def get_last_price(self, dt, length=1, timeshift=0) -> Union[float, Decimal, None]:
         """Returns the last known price of the data.
 
         Parameters
@@ -399,7 +401,7 @@ def get_last_price(self, dt, length=1, timeshift=0):
 
         Returns
         -------
-        float
+        float or Decimal or None
         """
         iter_count = self.get_iter_count(dt)
         open_price = self.datalines["open"].dataline[iter_count]
diff --git a/lumibot/example_strategies/ccxt_backtesting_example.py b/lumibot/example_strategies/ccxt_backtesting_example.py
index a699f6485..7d81b46ac 100644
--- a/lumibot/example_strategies/ccxt_backtesting_example.py
+++ b/lumibot/example_strategies/ccxt_backtesting_example.py
@@ -24,11 +24,13 @@ def initialize(self, asset:tuple[Asset,Asset] = None,
     def _position_sizing(self):
         cash = self.get_cash()
         last_price = self.get_last_price(asset=self.asset,quote=self.quote)
+        if last_price is None:
+            return cash, last_price, 0.0
         quantity = round(cash * self.cash_at_risk / last_price,0)
         return cash, last_price, quantity
 
     def _get_historical_prices(self):
-        return self.get_historical_prices(asset=self.asset,length=None,
+        return self.get_historical_prices(asset=self.asset,length=self.window,
                                     timestep="day",quote=self.quote).df
 
     def _get_bbands(self,history_df:DataFrame):
diff --git a/lumibot/strategies/strategy.py b/lumibot/strategies/strategy.py
index 87fa850a9..9e269d5d3 100644
--- a/lumibot/strategies/strategy.py
+++ b/lumibot/strategies/strategy.py
@@ -1651,7 +1651,7 @@ def sell_all(self, cancel_open_orders: bool = True, is_multileg: bool = False):
         """
         self.broker.sell_all(self.name, cancel_open_orders=cancel_open_orders, strategy=self, is_multileg=is_multileg)
 
-    def get_last_price(self, asset: Union[Asset, str], quote=None, exchange=None):
+    def get_last_price(self, asset: Union[Asset, str], quote=None, exchange=None) -> Union[float, Decimal, None]:
         """Takes an asset and returns the last known price
 
         Makes an active call to the market to retrieve the last price.
diff --git a/tests/backtest/test_example_strategies.py b/tests/backtest/test_example_strategies.py
index 749390659..edc0d51ee 100644
--- a/tests/backtest/test_example_strategies.py
+++ b/tests/backtest/test_example_strategies.py
@@ -245,8 +245,7 @@ def test_options_hold_to_expiry(self):
         assert round(cash_settled_orders.iloc[0]["price"], 0) == 0
         assert cash_settled_orders.iloc[0]["filled_quantity"] == 10
 
-    @pytest.mark.skip(reason="This test is skipped because the CCXTBackTesting data source is not currently "
-                             "returning data for this date range.")
+    @pytest.mark.skip()  # Skip this test; it works locally but i can't get it to work on github actions
     def test_ccxt_backtesting(self):
         """
         Test the example strategy StockBracket by running a backtest and checking that the strategy object is returned
diff --git a/tests/test_brokers_handle_crypto.py b/tests/test_brokers_handle_crypto.py
index 93de6f026..ecc976aec 100644
--- a/tests/test_brokers_handle_crypto.py
+++ b/tests/test_brokers_handle_crypto.py
@@ -2,8 +2,9 @@
 from datetime import datetime, timedelta
 from typing import assert_type
 
+import pytz
 from lumibot.entities import Asset, Order, Bars
-from lumibot.backtesting import BacktestingBroker, PolygonDataBacktesting, YahooDataBacktesting
+from lumibot.backtesting import BacktestingBroker, PolygonDataBacktesting, YahooDataBacktesting, CcxtBacktesting
 from lumibot.brokers.alpaca import Alpaca
 from lumibot.credentials import ALPACA_CONFIG, POLYGON_CONFIG
 
@@ -48,7 +49,7 @@ def test_yahoo_backtesting_with_symbol(self):
             strategy="test",
             asset=asset,
             quantity=1,
-            side="buy",
+            side=Order.OrderSide.BUY,
             limit_price=limit_price,
         )
         assert order.status == "unprocessed"
@@ -88,7 +89,7 @@ def test_yahoo_backtesting_with_base_and_quote(self):
             strategy="test",
             asset=self.base,
             quantity=1,
-            side="buy",
+            side=Order.OrderSide.BUY,
             limit_price=limit_price,
             quote=self.quote
         )
@@ -148,7 +149,7 @@ def test_polygon_backtesting_with_base_and_quote(self):
             strategy="test",
             asset=self.base,
             quantity=1,
-            side="buy",
+            side=Order.OrderSide.BUY,
             limit_price=limit_price,
             quote=self.quote
         )
@@ -195,7 +196,57 @@ def test_alpaca_broker_with_base_and_quote(self):
             strategy="test",
             asset=self.base,
             quantity=1,
-            side="buy",
+            side=Order.OrderSide.BUY,
+            limit_price=limit_price,
+            quote=self.quote
+        )
+        assert order.status == "unprocessed"
+        broker.submit_order(order)
+        assert order.status == "new"
+        broker.cancel_order(order)
+
+    def test_ccxt_backtesting_with_base_and_quote(self):
+        start = (datetime.now() - timedelta(days=4)).replace(hour=0, minute=0, second=0, microsecond=0)
+        end = (datetime.now() - timedelta(days=2)).replace(hour=0, minute=0, second=0, microsecond=0)
+        kwargs = {
+            # "max_data_download_limit":10000, # optional
+            "exchange_id": "kraken"  #"kucoin" #"bybit" #"okx" #"bitmex" # "binance"
+        }
+        data_source = CcxtBacktesting(
+            datetime_start=start,
+            datetime_end=end,
+            **kwargs
+        )
+        broker = BacktestingBroker(data_source=data_source)
+
+        # test_get_last_price
+        last_price = broker.data_source.get_last_price(asset=self.base, quote=self.quote)
+        assert_type(last_price, float)
+        assert last_price > 0.0
+
+        # test_get_historical_prices
+        bars = broker.data_source.get_historical_prices(
+            asset=self.base,
+            length=self.length,
+            timestep=self.timestep,
+            quote=self.quote
+        )
+
+        assert_type(bars, Bars)
+        assert len(bars.df) == self.length
+        # get the date of the last bar, which should be the day before the start date
+        last_date = bars.df.index[-1]
+        assert last_date.date() == (start - timedelta(days=1)).date()
+        last_price = bars.df['close'].iloc[-1]
+        assert last_price > 0.0
+
+        # test_submit_limit_order
+        limit_price = 1.0  # Make sure we never hit this price
+        order = Order(
+            strategy="test",
+            asset=self.base,
+            quantity=1,
+            side=Order.OrderSide.BUY,
             limit_price=limit_price,
             quote=self.quote
         )
diff --git a/tests/test_data_source.py b/tests/test_data_source.py
index 6f242d93f..aa0966c03 100644
--- a/tests/test_data_source.py
+++ b/tests/test_data_source.py
@@ -1,3 +1,6 @@
+from decimal import Decimal
+from typing import Union
+
 from lumibot.data_sources.data_source import DataSource
 from lumibot.entities import Asset
 
@@ -9,7 +12,7 @@ def __init__(self, api_key):
     def get_chains(self, asset: Asset, quote: Asset = None) -> dict:
         return {}
 
-    def get_last_price(self, asset, quote=None, exchange=None):
+    def get_last_price(self, asset, quote=None, exchange=None) -> Union[float, Decimal, None]:
         return 0.0
 
     def get_historical_prices(
diff --git a/tests/test_drift_rebalancer.py b/tests/test_drift_rebalancer.py
index f0426bd73..76af7ef35 100644
--- a/tests/test_drift_rebalancer.py
+++ b/tests/test_drift_rebalancer.py
@@ -44,7 +44,7 @@ def __init__(
             fractional_shares=fractional_shares
         )
 
-    def get_last_price(self, asset: Union[Asset, str], quote=None, exchange=None):
+    def get_last_price(self, asset: Union[Asset, str], quote=None, exchange=None) -> Union[float, Decimal, None]:
         return Decimal(100.0)  # Mock price
 
     def update_broker_balances(self, force_update: bool = False) -> None:
@@ -866,7 +866,7 @@ def __init__(
             fractional_shares=fractional_shares
         )
 
-    def get_last_price(self, asset: Union[Asset, str], quote=None, exchange=None):
+    def get_last_price(self, asset: Union[Asset, str], quote=None, exchange=None) -> Union[float, Decimal, None]:
         return Decimal(100.0)  # Mock price
 
     def update_broker_balances(self, force_update: bool = False) -> None:
diff --git a/tests/test_get_historical_prices.py b/tests/test_get_historical_prices.py
index 39b777eb9..55d6fe5aa 100644
--- a/tests/test_get_historical_prices.py
+++ b/tests/test_get_historical_prices.py
@@ -8,7 +8,7 @@
 import pytz
 from pandas.testing import assert_series_equal
 
-from lumibot.backtesting import PolygonDataBacktesting, YahooDataBacktesting
+from lumibot.backtesting import PolygonDataBacktesting, YahooDataBacktesting, CcxtBacktesting
 from lumibot.data_sources import AlpacaData, TradierData, PandasData
 from tests.fixtures import pandas_data_fixture
 from lumibot.tools import print_full_pandas_dataframes, set_pandas_float_display_precision
@@ -76,6 +76,21 @@ def get_first_trading_day_after_long_weekend(self, year):
         first_trading_day = mlk_date + timedelta(days=1)
         return first_trading_day
 
+    # noinspection PyMethodMayBeStatic
+    def check_date_of_last_bar_is_date_of_day_before_backtest_start_for_crypto(
+            self, bars: Bars,
+            backtesting_start: datetime
+    ):
+        # The current behavior of the backtesting data sources is to return the data for the
+        # last trading day before now.
+        # To simulate this, we set backtesting_start date to what we want "now" to be.
+        # So based on the backtesting_start date, the last bar should be the bar from the previous day
+        # before the backtesting_start date. Since this is crypto and it trades 24/7, we don't care about
+        # trading days.
+
+        previous_day_date = backtesting_start - timedelta(days=1)
+        assert bars.df.index[-1].date() == previous_day_date.date()
+
     # noinspection PyMethodMayBeStatic
     def check_date_of_last_bar_is_date_of_last_trading_date_before_backtest_start(
             self, bars: Bars,
@@ -179,6 +194,7 @@ def test_get_first_trading_day_after_long_weekend(self):
         first_trading_day_after_mlk = self.get_first_trading_day_after_long_weekend(2023)
         assert first_trading_day_after_mlk == datetime(2023, 1, 17)
 
+    # @pytest.mark.skip()
     def test_pandas_backtesting_data_source_get_historical_prices_daily_bars_dividends_and_adj_returns(self, pandas_data_fixture):
         """
         This tests that the pandas data_source calculates adjusted returns for bars and that they
@@ -199,6 +215,7 @@ def test_pandas_backtesting_data_source_get_historical_prices_daily_bars_dividen
         )
         self.check_dividends_and_adjusted_returns(bars)
 
+    # @pytest.mark.skip()
     def test_pandas_backtesting_data_source_get_historical_prices_daily_bars_for_backtesting_broker(
             self,
             pandas_data_fixture
@@ -226,6 +243,7 @@ def test_pandas_backtesting_data_source_get_historical_prices_daily_bars_for_bac
             backtesting_start=backtesting_start
         )
 
+    # @pytest.mark.skip()
     def test_pandas_backtesting_data_source_get_historical_prices_daily_bars_over_long_weekend(
             self,
             pandas_data_fixture
@@ -327,6 +345,7 @@ def test_polygon_backtesting_data_source_get_historical_prices_daily_bars_over_l
             backtesting_start=backtesting_start
         )
 
+    # @pytest.mark.skip()
     def test_yahoo_backtesting_data_source_get_historical_prices_daily_bars_dividends_and_adj_returns(
             self,
             pandas_data_fixture
@@ -350,6 +369,7 @@ def test_yahoo_backtesting_data_source_get_historical_prices_daily_bars_dividend
             backtesting_start=backtesting_start
         )
 
+    # @pytest.mark.skip()
     def test_yahoo_backtesting_data_source_get_historical_prices_daily_bars_for_backtesting_broker(
             self,
             pandas_data_fixture
@@ -379,6 +399,7 @@ def test_yahoo_backtesting_data_source_get_historical_prices_daily_bars_for_back
             backtesting_start=backtesting_start
         )
 
+    # @pytest.mark.skip()
     def test_yahoo_backtesting_data_source_get_historical_prices_daily_bars_over_long_weekend(
             self,
             pandas_data_fixture
@@ -404,8 +425,39 @@ def test_yahoo_backtesting_data_source_get_historical_prices_daily_bars_over_lon
             backtesting_start=backtesting_start
         )
 
+    def test_kraken_ccxt_backtesting_data_source_get_historical_prices_daily_bars(
+            self
+    ):
+        """
+        This tests that the kraken ccxt data_source gets the right bars
+        """
+        backtesting_start = (datetime.now() - timedelta(days=4)).replace(hour=0, minute=0, second=0, microsecond=0)
+        backtesting_end = (datetime.now() - timedelta(days=2)).replace(hour=0, minute=0, second=0, microsecond=0)
+        base = Asset(symbol='BTC', asset_type='crypto')
+        quote = Asset(symbol='USD', asset_type='forex')
+        timestep = "day"
+        kwargs = {
+            # "max_data_download_limit":10000, # optional
+            "exchange_id": "kraken"  # "kucoin" #"bybit" #"okx" #"bitmex" # "binance"
+        }
+        data_source = CcxtBacktesting(
+            datetime_start=backtesting_start,
+            datetime_end=backtesting_end,
+            **kwargs
+        )
+        bars = data_source.get_historical_prices(
+            asset=(base,quote),
+            length=self.length,
+            timestep=self.timestep
+        )
+        check_bars(bars=bars, length=self.length)
+        self.check_date_of_last_bar_is_date_of_day_before_backtest_start_for_crypto(
+            bars,
+            backtesting_start=backtesting_start
+        )
+
 
-@pytest.mark.skip()
+# @pytest.mark.skip()
 class TestDatasourceGetHistoricalPricesDailyData:
     """These tests check the daily Bars returned from get_historical_prices for live data sources."""