ivolatility-backtesting 1.8.0__tar.gz → 1.10.0__tar.gz

{ivolatility_backtesting-1.8.0 → ivolatility_backtesting-1.10.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 1.8.0
+Version: 1.10.0
 Summary: A universal backtesting framework for financial strategies using the IVolatility API.
 Author-email: IVolatility <support@ivolatility.com>
 Project-URL: Homepage, https://ivolatility.com

{ivolatility_backtesting-1.8.0 → ivolatility_backtesting-1.10.0}/ivolatility_backtesting/ivolatility_backtesting.py

@@ -2350,7 +2350,7 @@ def preload_options_data(config, progress_widgets=None):
     symbol = config['symbol']
     dte_target = config.get('dte_target', 30)
     lookback_period = config.get('lookback_period', 60)
-    chunk_months = config.get('chunk_months', 3)
+    chunk_months = config.get('chunk_months', 1)  # Default 1 month (~30 days), not 3
     
     # Calculate date chunks
     data_start = start_date - timedelta(days=lookback_period + 60)
@@ -2358,8 +2358,10 @@ def preload_options_data(config, progress_widgets=None):
     date_chunks = []
     current_chunk_start = data_start
     while current_chunk_start <= end_date:
+        # Use chunk_days_options if available, otherwise chunk_months * 30
+        chunk_days = config.get('chunk_days_options', chunk_months * 30)
         chunk_end = min(
-            current_chunk_start + timedelta(days=chunk_months * 31),
+            current_chunk_start + timedelta(days=chunk_days),
             end_date
         )
         date_chunks.append((current_chunk_start, chunk_end))
@@ -3019,23 +3021,40 @@ def optimize_parameters(base_config, param_grid, strategy_function,
         print("Running optimization (no progress bar)...")
     
     # ═══════════════════════════════════════════════════════════════════════════
-    # PRELOAD DATA ONCE (FOR ALL OPTIMIZATION ITERATIONS)
+    # DEPRECATED: optimize_parameters should NOT preload data internally!
+    # Data should be preloaded BEFORE calling optimize_parameters using preload_data_universal()
     # ═══════════════════════════════════════════════════════════════════════════
-    print("\n" + "="*80)
-    print("📥 PRELOADING OPTIONS DATA (loads ONCE, reused for all combinations)")
-    print("="*80)
+    # Check if data is already preloaded
+    preloaded_keys = [k for k in base_config.keys() if k.startswith('_preloaded_')]
     
-    preloaded_lean_df, preloaded_options_df = preload_options_data(
-        base_config, 
-        progress_widgets=shared_progress['progress_widgets'] if shared_progress else None
-    )
+    # Initialize these variables for backward compatibility
+    preloaded_lean_df = None
+    preloaded_options_df = None
+    use_legacy_preload = False
     
-    if preloaded_lean_df.empty:
-        print("\n❌ ERROR: Failed to preload data. Cannot proceed with optimization.")
-        return pd.DataFrame(), None
-    
-    print(f"✓ Preloading complete! Data will be reused for all {total_combinations} combinations")
-    print("="*80 + "\n")
+    if not preloaded_keys:
+        # Fallback: use old preload_options_data (for backward compatibility)
+        print("\n" + "="*80)
+        print("📥 PRELOADING OPTIONS DATA (loads ONCE, reused for all combinations)")
+        print("="*80)
+        print("⚠️  WARNING: Data not preloaded! Using deprecated preload_options_data()")
+        print("⚠️  Recommendation: Use preload_data_universal() before calling optimize_parameters()")
+        print("="*80)
+        
+        preloaded_lean_df, preloaded_options_df = preload_options_data(
+            base_config, 
+            progress_widgets=shared_progress['progress_widgets'] if shared_progress else None
+        )
+        
+        if preloaded_lean_df.empty:
+            print("\n❌ ERROR: Failed to preload data. Cannot proceed with optimization.")
+            return pd.DataFrame(), None
+        
+        use_legacy_preload = True
+        print(f"✓ Preloading complete! Data will be reused for all {total_combinations} combinations")
+        print("="*80 + "\n")
+    else:
+        print("\n✓ Using preloaded data from preload_data_universal() (recommended method)\n")
     
     # ═══════════════════════════════════════════════════════════════════════════
     # RESET PROGRESS BAR FOR OPTIMIZATION LOOP
@@ -3062,8 +3081,11 @@ def optimize_parameters(base_config, param_grid, strategy_function,
         test_config['strategy_name'] = f"{base_config.get('strategy_name', 'Strategy')} [{param_str}]"
         
         # ═══ ADD PRELOADED DATA TO CONFIG ═══
-        test_config['_preloaded_lean_df'] = preloaded_lean_df
-        test_config['_preloaded_options_cache'] = preloaded_options_df
+        # Only add legacy preloaded data if it was loaded by preload_options_data
+        if use_legacy_preload:
+            test_config['_preloaded_lean_df'] = preloaded_lean_df
+            test_config['_preloaded_options_cache'] = preloaded_options_df
+        # Otherwise, data is already in base_config from preload_data_universal
         
         # Update progress
         if has_widgets:
@@ -3387,8 +3409,9 @@ def optimize_parameters(base_config, param_grid, strategy_function,
     # Create config for best combination
     best_config = base_config.copy()
     best_config.update(best_params)
-    best_config['_preloaded_lean_df'] = preloaded_lean_df
-    best_config['_preloaded_options_cache'] = preloaded_options_df
+    if use_legacy_preload:
+        best_config['_preloaded_lean_df'] = preloaded_lean_df
+        best_config['_preloaded_options_cache'] = preloaded_options_df
     
     # Create folder for best combination
     best_combo_folder = os.path.join(results_folder, 'best_combination')
@@ -4059,7 +4082,9 @@ def apply_optimization_preset(config, preset='default'):
     # Update only specific fields from preset
     preset_data = presets[preset]
     
-    # Save user-defined param_grid if it exists (user override has priority)
+    # CRITICAL LOGIC:
+    # - If preset == 'default' → use param_grid from config (if exists)
+    # - If preset != 'default' → use param_grid from preset (override config)
     user_param_grid = config.get('param_grid')
     
     fields_to_update = [
@@ -4071,19 +4096,22 @@ def apply_optimization_preset(config, preset='default'):
     
     for field in fields_to_update:
         if field in preset_data:
-            # Special handling for param_grid: preserve user's param_grid if provided
-            if field == 'param_grid' and user_param_grid is not None:
-                # User defined param_grid - don't override with preset
-                continue
-            config[field] = preset_data[field]
-    
-    # Restore user's param_grid if it was saved (preserve user override)
-    if user_param_grid is not None:
-        config['param_grid'] = user_param_grid
+            # Special handling for param_grid based on preset type
+            if field == 'param_grid':
+                if preset == 'default' and user_param_grid is not None:
+                    # 'default' preset → preserve user's param_grid
+                    continue
+                else:
+                    # Non-default preset (quick_test, aggressive, etc.) → use preset's param_grid
+                    config[field] = preset_data[field]
+            else:
+                config[field] = preset_data[field]
     
     print(f"✓ Applied preset: {preset}")
-    if user_param_grid is not None:
-        print(f"  (Preserved user-defined param_grid)")
+    if preset == 'default' and user_param_grid is not None:
+        print(f"  (Using user-defined param_grid from config)")
+    elif preset != 'default':
+        print(f"  (Using param_grid from preset, ignoring config)")
     
     return config
 

{ivolatility_backtesting-1.8.0 → ivolatility_backtesting-1.10.0}/ivolatility_backtesting.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 1.8.0
+Version: 1.10.0
 Summary: A universal backtesting framework for financial strategies using the IVolatility API.
 Author-email: IVolatility <support@ivolatility.com>
 Project-URL: Homepage, https://ivolatility.com

{ivolatility_backtesting-1.8.0 → ivolatility_backtesting-1.10.0}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "ivolatility_backtesting"
-version = "1.8.0"
+version = "1.10.0"
 description = "A universal backtesting framework for financial strategies using the IVolatility API."
 readme = "README.md"
 authors = [