akquant 0.1.0__tar.gz → 0.1.2__tar.gz

{akquant-0.1.0 → akquant-0.1.2}/Cargo.lock

@@ -30,7 +30,7 @@ dependencies = [
 
 [[package]]
 name = "akquant"
-version = "0.1.0"
+version = "0.1.2"
 dependencies = [
  "anyhow",
  "chrono",

{akquant-0.1.0 → akquant-0.1.2}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "akquant"
-version = "0.1.0"
+version = "0.1.2"
 edition = "2024"
 readme = "README.md"
 

{akquant-0.1.0 → akquant-0.1.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akquant
-Version: 0.1.0
+Version: 0.1.2
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{akquant-0.1.0 → akquant-0.1.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "maturin"
 
 [project]
 name = "akquant"
-version = "0.1.0"
+version = "0.1.2"
 description = "High-performance quantitative trading framework based on Rust and Python"
 readme = "README.md"
 license = {file = "LICENSE"}

{akquant-0.1.0 → akquant-0.1.2}/python/akquant/backtest.py

@@ -277,7 +277,9 @@ def plot_result(
     if first_ts > 1e11:
         scale = 1e-9
 
-    times = [datetime.fromtimestamp(t * scale) for t, _ in equity_curve]
+    from datetime import timezone
+    # Use UTC to avoid local timezone issues and align with benchmark data which is often UTC
+    times = [datetime.fromtimestamp(t * scale, tz=timezone.utc).replace(tzinfo=None) for t, _ in equity_curve]
     equity = [e for _, e in equity_curve]
 
     # Convert to DataFrame for easier calculation
@@ -304,6 +306,10 @@ def plot_result(
             # Ensure benchmark has DatetimeIndex
             if not isinstance(benchmark.index, pd.DatetimeIndex):
                 benchmark.index = pd.to_datetime(benchmark.index)
+            
+            # Normalize timezones: ensure benchmark is tz-naive UTC
+            if benchmark.index.tz is not None:
+                benchmark.index = benchmark.index.tz_convert('UTC').tz_localize(None)
 
             # Reindex benchmark to match strategy dates (forward fill for missing days if any, but strict alignment preferred)
             # Normalize dates to start of day for alignment if needed, but here we assume close match