ivolatility-backtesting 2.142__tar.gz → 2.143__tar.gz

{ivolatility_backtesting-2.142 → ivolatility_backtesting-2.143}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 2.142
+Version: 2.143
 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-2.142 → ivolatility_backtesting-2.143}/ivolatility_backtesting/ivolatility_backtesting.py

@@ -19832,8 +19832,30 @@ def _preload_duckdb_SSD_storage(config, cache_config):
             
             # Get connection for ChunkManager
             conn = _get_duckdb_storage_conn(cache_config)
-            
+
             _opt_tbl = _get_options_eod_table(config)
+
+            # Cold-path completeness: every backtest trading day must exist in
+            # the options table; misses are loud + flag _failed_chunks
+            try:
+                _cc_df = conn.execute(
+                    f"SELECT DISTINCT date FROM {_opt_tbl} WHERE symbol = ?", [symbol]
+                ).fetchdf()
+                _cc_have = set(pd.to_datetime(_cc_df['date']).dt.strftime('%Y-%m-%d'))
+                _cc_need = {pd.Timestamp(d).strftime('%Y-%m-%d') for d in backtest_trading_days}
+                _cc_missing = sorted(_cc_need - _cc_have)
+            except Exception as _ce:
+                _cc_missing = None
+                print(f"           ⚠️ Completeness check could not run: {_ce}")
+            if _cc_missing:
+                print(f"           🕳️ COMPLETENESS: {len(_cc_missing)} trading day(s) missing "
+                      f"in options after initial load: {_cc_missing[:10]}"
+                      + (' …' if len(_cc_missing) > 10 else ''))
+                config.setdefault('_failed_chunks', []).extend(
+                    ('cold-completeness', d, d, '*') for d in _cc_missing)
+            elif _cc_missing is not None:
+                print(f"           ✅ COMPLETENESS: options cover all {len(_cc_need)} backtest trading days")
+
             chunk_mgr = OptionsChunkManager(
                 db_path=db_path,
                 symbol=symbol,

{ivolatility_backtesting-2.142 → ivolatility_backtesting-2.143}/ivolatility_backtesting.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 2.142
+Version: 2.143
 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-2.142 → ivolatility_backtesting-2.143}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "ivolatility_backtesting"
-version = "2.142"
+version = "2.143"
 description = "A universal backtesting framework for financial strategies using the IVolatility API."
 readme = "README.md"
 authors = [