ivolatility-backtesting 2.138__tar.gz → 2.139__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/PKG-INFO +1 -1
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/ivolatility_backtesting/ivolatility_backtesting.py +31 -2
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/ivolatility_backtesting.egg-info/PKG-INFO +1 -1
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/pyproject.toml +1 -1
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/README.md +0 -0
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/ivolatility_backtesting/__init__.py +0 -0
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/ivolatility_backtesting.egg-info/SOURCES.txt +0 -0
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/ivolatility_backtesting.egg-info/dependency_links.txt +0 -0
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/ivolatility_backtesting.egg-info/requires.txt +0 -0
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/ivolatility_backtesting.egg-info/top_level.txt +0 -0
- {ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/setup.cfg +0 -0
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@@ -1,6 +1,6 @@
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Metadata-Version: 2.4
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Name: ivolatility_backtesting
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Version: 2.
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Version: 2.139
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Summary: A universal backtesting framework for financial strategies using the IVolatility API.
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Author-email: IVolatility <support@ivolatility.com>
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Project-URL: Homepage, https://ivolatility.com
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@@ -35,6 +35,34 @@ import seaborn as sns
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from datetime import datetime, timedelta
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import ivolatility as ivol # PATCHED: Session + connection pooling (~5x faster)
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import os
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# Distinctive User-Agent on ALL REST traffic: lets the gateway/Graylog tell
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# framework calls apart from hand-written scripts, and workspace runs from
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# local pip installs (CODER_AGENT_URL is set inside Coder workspaces only).
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def _ivb_user_agent():
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try:
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from importlib.metadata import version as _pkg_version
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_ver = _pkg_version('ivolatility_backtesting')
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except Exception:
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_ver = 'dev'
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_env = 'workspace' if os.getenv('CODER_AGENT_URL') else 'local'
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try:
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import requests as _rq
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_rq_ver = _rq.__version__
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except Exception:
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_rq_ver = '?'
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return f'ivolatility-backtesting/{_ver} ({_env}) python-requests/{_rq_ver}'
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_IVB_UA = _ivb_user_agent()
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try:
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# _session lives in the ivolatility.ivolatility submodule; the top-level
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# package does not re-export it (same lookup as _thread_safe_session)
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_ivol_inner = getattr(ivol, 'ivolatility', ivol)
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_ivol_inner._session.headers['User-Agent'] = _IVB_UA # SDK global session
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except Exception:
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pass
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import time
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import psutil
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import warnings
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@@ -1690,6 +1718,7 @@ def _create_sdk_like_session():
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adapter = HTTPAdapter(pool_connections=10, pool_maxsize=10, max_retries=retry)
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s.mount("https://", adapter)
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s.mount("http://", adapter)
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s.headers['User-Agent'] = _IVB_UA
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return s
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@@ -20904,7 +20933,7 @@ def _resolve_futures_underlying(symbol, region=None, mic=None,
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try:
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r = _requests.get(
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'https://restapi.ivolatility.com/futures/eod/fut-underlying-info',
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params=params, timeout=60)
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params=params, timeout=60, headers={'User-Agent': _IVB_UA})
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if r.status_code != 200:
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if debuginfo >= 1:
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print(f" ⚠️ fut-underlying-info HTTP {r.status_code} "
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@@ -21125,7 +21154,7 @@ def _load_futures_for_hedge(config, preloaded):
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params={'apiKey': _api_key, 'symbol': fut_root,
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'from': current.strftime('%Y-%m-%d'),
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'to': chunk_end.strftime('%Y-%m-%d')},
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timeout=30)
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timeout=30, headers={'User-Agent': _IVB_UA})
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if r.status_code == 200:
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data = r.json().get('data', [])
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all_rows.extend(data)
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@@ -1,6 +1,6 @@
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Metadata-Version: 2.4
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Name: ivolatility_backtesting
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Version: 2.
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Version: 2.139
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Summary: A universal backtesting framework for financial strategies using the IVolatility API.
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Author-email: IVolatility <support@ivolatility.com>
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Project-URL: Homepage, https://ivolatility.com
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "ivolatility_backtesting"
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version = "2.
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version = "2.139"
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description = "A universal backtesting framework for financial strategies using the IVolatility API."
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readme = "README.md"
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authors = [
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{ivolatility_backtesting-2.138 → ivolatility_backtesting-2.139}/ivolatility_backtesting/__init__.py
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