The following code will filter properly:
def nearby(self, latitude, longitude, proximity=None):
        """Get nearby Merchants.
        Custom queryset method for getting merchants associated with
        nearby places.
        Returns:
            A queryset of ``Merchant`` objects.
        """
        point = Point(latitude, longitude)
        # we query for location nearby for places first and then
        # annotate with distance to the same place
        return self.filter(
            places__location__distance_lte=(point, D(ft=proximity))
        ).annotate(distance=models.Min(Distance('places__location', point)))
but the value returned by
models.Min(Distance('places__location', point))
is in meters.
Is it possible to get it in feet?