today = datetime.datetime.now()
1 Current year
Order.objects.filter(created_at__year=today.year)
2 Current month
Order.objects.filter(created_at__year=today.year, created_at__month=today.month)
3 Last month
last_month = today.month - 1 if today.month>1 else 12
last_month_year = today.year if today.month > last_month else today.year - 1
Order.objects.filter(created_at__year=last_month_year, created_at__month=last_month)
4 Last year
last_year = today.year - 1
Order.objects.filter(created_at__year=last_year)
5 Single Query
As last year + current year includes last month and current month, and all orders>= last_year includes current year, the query is super simple:
Order.objects.filter(created_at__year__gte=last_year)