ivolatility-backtesting 2.144__tar.gz → 2.145__tar.gz

{ivolatility_backtesting-2.144 → ivolatility_backtesting-2.145}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 2.144
+Version: 2.145
 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-2.144 → ivolatility_backtesting-2.145}/ivolatility_backtesting/ivolatility_backtesting.py

@@ -179,8 +179,29 @@ _API_LOG_FILE = None  # Track API log file path for summary printing
 # ============================================================
 from typing import Optional, Dict, Any, Tuple
 
+_NUMERIC_COERCE_WARNED = False
+
+
+def _as_data_row(source):
+    """Normalize a stock/data row to a single record.
+
+    Callers legitimately pass either a row (``df.iloc[0]``) or a one-row slice
+    (``df[df['date'] == d]``). Only a 2-D object needs ``.iloc[0]``: applying it
+    to a Series would collapse it to its first cell.
+    """
+    if source is None:
+        return None
+    try:
+        if getattr(source, 'ndim', 1) > 1:
+            return source.iloc[0] if len(source) > 0 else None
+    except Exception:
+        return source
+    return source
+
+
 def _first_valid_numeric_value(source, columns) -> Optional[float]:
     """Return the first usable numeric value from source[column] in priority order."""
+    source = _as_data_row(source)
     if source is None:
         return None
     for col in columns:
@@ -196,7 +217,16 @@ def _first_valid_numeric_value(source, columns) -> Optional[float]:
             if value is None or pd.isna(value):
                 continue
             return float(value)
-        except Exception:
+        except Exception as exc:
+            # Shape errors here used to vanish silently and surface later as a
+            # wrong number (fallback instead of the real price). Warn once per
+            # run so the cause is visible without flooding the notebook output.
+            global _NUMERIC_COERCE_WARNED
+            if not _NUMERIC_COERCE_WARNED:
+                _NUMERIC_COERCE_WARNED = True
+                print(f"\u26a0\ufe0f  Could not read numeric field '{col}' from the data row "
+                      f"({type(exc).__name__}: {exc}). Falling back to defaults — "
+                      f"check that stock_row is a row or a one-row slice.")
             continue
     return None
 
@@ -266,14 +296,7 @@ def _resolve_runtime_underlying_price(stock_price=None, stock_row=None, options_
     Resolve the best option-aligned underlying price for runtime P&L / SL logic.
     Priority: stock_row runtime fields -> options underlying_price -> passed scalar.
     """
-    row_obj = None
-    try:
-        if stock_row is not None and hasattr(stock_row, 'iloc') and len(stock_row) > 0:
-            row_obj = stock_row.iloc[0]
-        elif stock_row is not None:
-            row_obj = stock_row
-    except Exception:
-        row_obj = stock_row
+    row_obj = _as_data_row(stock_row)
 
     value = _first_valid_numeric_value(
         row_obj,
@@ -297,14 +320,7 @@ def _resolve_runtime_underlying_price(stock_price=None, stock_row=None, options_
 
 def _resolve_runtime_stock_range(stock_row=None, fallback_price=None) -> Tuple[Optional[float], Optional[float]]:
     """Resolve runtime high/low in the same coordinate system as runtime price."""
-    row_obj = None
-    try:
-        if stock_row is not None and hasattr(stock_row, 'iloc') and len(stock_row) > 0:
-            row_obj = stock_row.iloc[0]
-        elif stock_row is not None:
-            row_obj = stock_row
-    except Exception:
-        row_obj = stock_row
+    row_obj = _as_data_row(stock_row)
 
     high = _first_valid_numeric_value(row_obj, ('runtime_high', 'high'))
     low = _first_valid_numeric_value(row_obj, ('runtime_low', 'low'))
@@ -1515,6 +1531,7 @@ def report_results_folder(
     return {"folder": folder, "strategies": strategies}
 
 
+
 def run_backtest_notebook(
     base_config: dict,
     strategy_fn,
@@ -13715,15 +13732,12 @@ class PositionManager:
                 if stock_row is not None:
                     # runtime_open = split-aligned open (REFERENCE §4a) — the
                     # AM-settlement reference must not use the adjusted series
-                    _stock_open = None
-                    for _oc in ('runtime_open', 'open'):
-                        try:
-                            _ov = stock_row.get(_oc) if hasattr(stock_row, 'get') else stock_row[_oc]
-                        except (KeyError, IndexError, TypeError):
-                            _ov = None
-                        if _ov is not None and not pd.isna(_ov) and float(_ov) > 0:
-                            _stock_open = float(_ov)
-                            break
+                    # stock_row may arrive as a single-row slice (stock_df[mask]) —
+                    # take the row itself, otherwise .get() yields a Series and any
+                    # boolean/float use of it raises ValueError.
+                    _stock_open = _first_valid_numeric_value(stock_row, ('runtime_open', 'open'))
+                    if _stock_open is not None and _stock_open <= 0:
+                        _stock_open = None
                     price_data[pos_id].update({
                         'underlying_high': stock_high,
                         'underlying_low': stock_low,
@@ -15708,6 +15722,14 @@ class ResultsReporter:
         print("TRADING STATISTICS")
         print("-"*80)
         print(f"Total Trades:            {m['total_trades']:>15}")
+        if not m.get('total_trades'):
+            # 0 trades is almost never a real result — it usually means the entry
+            # signal never fired (unread config key, indicators not computed).
+            print("\u26a0\ufe0f  0 trades: the entry signal never fired — this is not a "
+                  "result, it is a run that never entered. Check that indicators were "
+                  "computed (look for 'Processing N cached indicators' — 0 means the "
+                  "signal could not be evaluated) and that the data loaded (a locked "
+                  "DuckDB cache or a failed fetch also ends in 0 trades).")
         print(f"Winning Trades:          {m['winning_trades']:>15}")
         print(f"Losing Trades:           {m['losing_trades']:>15}")
         print(f"Win Rate:                {m['win_rate']:>15.2f}%  (% profitable trades)")
@@ -25550,7 +25572,7 @@ def print_signals_table(config, indicator_cache, stock_df, save_path=None, silen
     expected_ivx_key = ('iv_lean_zscore_ivx', (_cfg_dte, int(_cfg_lb))) if _cfg_lb is not None else None
 
     if expected_raw_key is not None and expected_raw_key not in indicator_cache and should_print:
-        present_lbs = sorted({k[1][0] for k in indicator_cache if k[0] == 'iv_lean_zscore' and isinstance(k[1], tuple)})
+        present_lbs = sorted({k[1][0] for k in indicator_cache if k[0] == 'iv_lean_zscore' and isinstance(k[1], tuple) and k[1]})
         print(f"⚠️  print_signals_table: no iv_lean_zscore cache for lookback={_cfg_lb} "
               f"(cache has: {present_lbs}). Table will be empty for active config.")
 
@@ -26803,6 +26825,7 @@ def run_optimization(base_config, param_grid, strategy_function,
         (combined_results_df, baselines_dict, results_folder)
         baselines_dict: {symbol: metrics_dict}
     """
+
     import copy as _copy
 
     if symbols is None:

{ivolatility_backtesting-2.144 → ivolatility_backtesting-2.145}/ivolatility_backtesting.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 2.144
+Version: 2.145
 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-2.144 → ivolatility_backtesting-2.145}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "ivolatility_backtesting"
-version = "2.144"
+version = "2.145"
 description = "A universal backtesting framework for financial strategies using the IVolatility API."
 readme = "README.md"
 authors = [