ivolatility-backtesting 2.148__tar.gz → 2.149__tar.gz

{ivolatility_backtesting-2.148 → ivolatility_backtesting-2.149}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 2.148
+Version: 2.149
 Summary: A universal backtesting framework for financial strategies using the IVolatility API.
 Author-email: IVolatility <support@ivolatility.com>
 Project-URL: Homepage, https://ivolatility.com
@@ -19,7 +19,7 @@ Requires-Dist: pandas<3.0,>=1.5.0
 Requires-Dist: numpy<3.0,>=1.21.0
 Requires-Dist: matplotlib>=3.5.0
 Requires-Dist: seaborn>=0.11.0
-Requires-Dist: ivolatility>=1.8.2
+Requires-Dist: ivolatility>=1.9.6
 Requires-Dist: psutil>=7.1.0
 
 # IVolatility Backtesting Framework v1.32

{ivolatility_backtesting-2.148 → ivolatility_backtesting-2.149}/ivolatility_backtesting/ivolatility_backtesting.py

@@ -40,13 +40,24 @@ import os
 # Distinctive User-Agent on ALL REST traffic: lets the gateway/Graylog tell
 # framework calls apart from hand-written scripts, and workspace runs from
 # local pip installs (CODER_AGENT_URL is set inside Coder workspaces only).
+def _ivb_client():
+    if os.getenv('IVOL_CLIENT'):
+        return os.getenv('IVOL_CLIENT')
+    if os.getenv('CODER_AGENT_URL'):
+        return 'workspace'
+    # venv created by the IVolAI plugin (ivolai-dist setup_env.sh); pods use /home/coder/.venv
+    if os.path.normpath(__import__('sys').prefix).endswith(os.path.join('ivolatility', '.venv')):
+        return 'plugin'
+    return 'local'
+
+
 def _ivb_user_agent():
     try:
         from importlib.metadata import version as _pkg_version
         _ver = _pkg_version('ivolatility_backtesting')
     except Exception:
         _ver = 'dev'
-    _env = 'workspace' if os.getenv('CODER_AGENT_URL') else 'local'
+    _env = _ivb_client()
     try:
         import requests as _rq
         _rq_ver = _rq.__version__
@@ -1793,8 +1804,10 @@ def _create_sdk_like_session():
     from urllib3.util.retry import Retry
     from requests.adapters import HTTPAdapter
     s = _req.Session()
-    retry = Retry(total=3, backoff_factor=1, status_forcelist=[429, 500, 502, 503, 504],
-                  allowed_methods=["GET", "POST", "DELETE"])
+    # SDK >= 1.9.6 pauses before the first retry; reuse it so thread sessions behave the same
+    retry = getattr(_ivol_inner, '_retry_strategy', None) or Retry(
+        total=3, backoff_factor=1, status_forcelist=[429, 500, 502, 503, 504],
+        allowed_methods=["GET", "POST", "DELETE"])
     adapter = HTTPAdapter(pool_connections=10, pool_maxsize=10, max_retries=retry)
     s.mount("https://", adapter)
     s.mount("http://", adapter)
@@ -7822,8 +7835,9 @@ def _api_call_direct(endpoint: str, max_retries: int = 3, **kwargs) -> Optional[
                 return None
             df = data if isinstance(data, pd.DataFrame) else pd.DataFrame(data)
             return df if not df.empty else None
-        except RETRYABLE:
-            if attempt == max_retries - 1:
+        except RETRYABLE as e:
+            if _is_client_error(e) or attempt == max_retries - 1:
+                _safe_print(f"   ⚠️ {endpoint}: {e}")
                 return None
             continue
         except Exception:
@@ -7831,6 +7845,12 @@ def _api_call_direct(endpoint: str, max_retries: int = 3, **kwargs) -> Optional[
     return None
 
 
+def _is_client_error(exc):
+    """4xx other than 429: the same request cannot succeed on retry."""
+    status = getattr(getattr(exc, 'response', None), 'status_code', None)
+    return status is not None and 400 <= status < 500 and status != 429
+
+
 def api_call(endpoint, cache_config=None, debug=False, max_retries=3, skip_parquet_cache=False, 
              _chunk_info=None, **kwargs):
     """
@@ -7927,6 +7947,8 @@ def api_call(endpoint, cache_config=None, debug=False, max_retries=3, skip_parqu
         
         except RETRYABLE_ERRORS as e:
             last_exception = e
+            if _is_client_error(e):
+                raise
             if debug_level >= 1:
                 print(f"[RETRY] Network error on attempt {attempt + 1}/{max_retries}: {type(e).__name__}: {e}")
             
@@ -21853,8 +21875,11 @@ def _load_futures_for_hedge(config, preloaded):
                 if r.status_code == 200:
                     data = r.json().get('data', [])
                     all_rows.extend(data)
-            except Exception:
-                pass
+                else:
+                    print(f"           ⚠️  futures/eod/prices {fut_root} {current:%Y-%m-%d}..{chunk_end:%Y-%m-%d}: "
+                          f"HTTP {r.status_code} {r.text[:300]}")
+            except Exception as e:
+                print(f"           ⚠️  futures/eod/prices {fut_root} {current:%Y-%m-%d}: {e}")
             current = chunk_end + _td(days=1)
 
         if all_rows:

{ivolatility_backtesting-2.148 → ivolatility_backtesting-2.149}/ivolatility_backtesting.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: ivolatility_backtesting
-Version: 2.148
+Version: 2.149
 Summary: A universal backtesting framework for financial strategies using the IVolatility API.
 Author-email: IVolatility <support@ivolatility.com>
 Project-URL: Homepage, https://ivolatility.com
@@ -19,7 +19,7 @@ Requires-Dist: pandas<3.0,>=1.5.0
 Requires-Dist: numpy<3.0,>=1.21.0
 Requires-Dist: matplotlib>=3.5.0
 Requires-Dist: seaborn>=0.11.0
-Requires-Dist: ivolatility>=1.8.2
+Requires-Dist: ivolatility>=1.9.6
 Requires-Dist: psutil>=7.1.0
 
 # IVolatility Backtesting Framework v1.32

{ivolatility_backtesting-2.148 → ivolatility_backtesting-2.149}/ivolatility_backtesting.egg-info/SOURCES.txt

@@ -12,4 +12,5 @@ tests/test_2142_fixes.py
 tests/test_2144_duckdb_dedup.py
 tests/test_2146_vix_vro.py
 tests/test_2147_cents_multiplier.py
-tests/test_2148_loader_memory.py
+tests/test_2148_loader_memory.py
+tests/test_2149_client_errors.py

{ivolatility_backtesting-2.148 → ivolatility_backtesting-2.149}/ivolatility_backtesting.egg-info/requires.txt

@@ -2,5 +2,5 @@ pandas<3.0,>=1.5.0
 numpy<3.0,>=1.21.0
 matplotlib>=3.5.0
 seaborn>=0.11.0
-ivolatility>=1.8.2
+ivolatility>=1.9.6
 psutil>=7.1.0

{ivolatility_backtesting-2.148 → ivolatility_backtesting-2.149}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "ivolatility_backtesting"
-version = "2.148"
+version = "2.149"
 description = "A universal backtesting framework for financial strategies using the IVolatility API."
 readme = "README.md"
 authors = [
@@ -17,7 +17,7 @@ dependencies = [
     "numpy>=1.21.0,<3.0",
     "matplotlib>=3.5.0",
     "seaborn>=0.11.0",
-    "ivolatility>=1.8.2",
+    "ivolatility>=1.9.6",
     "psutil>=7.1.0",
 ]
 keywords = ["backtesting", "finance", "trading", "ivolatility"]

ivolatility_backtesting-2.149/tests/test_2149_client_errors.py

@@ -0,0 +1,131 @@
+# No retry on 4xx, pause before retrying a 429, client tag in User-Agent.
+# Run: python3 tests/test_2149_client_errors.py  (or pytest). No network: a local server stands in for the API.
+import json
+import os
+import sys
+import threading
+import time
+import traceback
+from http.server import BaseHTTPRequestHandler, ThreadingHTTPServer
+
+import matplotlib
+matplotlib.use('Agg')
+
+HITS = {}
+
+
+class _Api(BaseHTTPRequestHandler):
+    def log_message(self, *args):
+        pass
+
+    def _reply(self, code, body):
+        data = json.dumps(body).encode()
+        self.send_response(code)
+        self.send_header('Content-Type', 'application/json')
+        self.send_header('Content-Length', str(len(data)))
+        self.end_headers()
+        self.wfile.write(data)
+
+    def do_GET(self):
+        path = self.path.split('?')[0]
+        HITS[path] = HITS.get(path, 0) + 1
+        if path == '/busy' and HITS[path] == 1:
+            self._reply(429, {'code': 429, 'message': 'per-second rate limit'})
+        elif path == '/equities/eod/stock-prices':
+            self._reply(403, {'code': 403, 'name': 'Forbidden',
+                              'message': 'Trial records limit exhausted. To continue, please upgrade to a paid plan'})
+        else:
+            self._reply(200, {'ok': True})
+
+
+# CI runners set HTTP_PROXY; the local stand-in API must bypass it
+for _var in ('NO_PROXY', 'no_proxy'):
+    os.environ[_var] = ','.join(filter(None, [os.environ.get(_var), '127.0.0.1', 'localhost']))
+
+_SERVER = ThreadingHTTPServer(('127.0.0.1', 0), _Api)
+threading.Thread(target=_SERVER.serve_forever, daemon=True).start()
+_BASE = f'http://127.0.0.1:{_SERVER.server_address[1]}'
+os.environ['IVOL_API_BASE_URL'] = _BASE
+os.environ['API_KEY'] = 'TESTKEY000000000'
+
+_REPO = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
+sys.path.insert(0, os.path.join(_REPO, 'ivolatility_backtesting'))
+import ivolatility_backtesting as lib  # noqa: E402
+import requests  # noqa: E402
+
+
+def _sdk_version():
+    return tuple(int(x) for x in lib.ivol.__version__.split('.')[:3])
+
+
+def test_client_error_not_retried():
+    HITS.pop('/equities/eod/stock-prices', None)
+    try:
+        lib.api_call('/equities/eod/stock-prices', symbol='AAPL', from_='2024-01-02', to='2024-01-03')
+        raise AssertionError('403 must raise')
+    except requests.HTTPError as e:
+        assert e.response.status_code == 403
+        if _sdk_version() >= (1, 9, 6):
+            assert 'Trial records limit' in str(e)
+    assert HITS['/equities/eod/stock-prices'] == 1
+
+
+def test_direct_call_not_retried_on_client_error():
+    HITS.pop('/equities/eod/stock-prices', None)
+    assert lib._api_call_direct('/equities/eod/stock-prices', symbol='AAPL',
+                                from_='2024-01-02', to='2024-01-03') is None
+    assert HITS['/equities/eod/stock-prices'] == 1
+
+
+def test_thread_session_pauses_before_retrying_429():
+    if _sdk_version() < (1, 9, 6):
+        return
+    HITS.pop('/busy', None)
+    t0 = time.time()
+    r = lib._create_sdk_like_session().get(f'{_BASE}/busy', timeout=10)
+    assert r.status_code == 200 and HITS['/busy'] == 2
+    assert time.time() - t0 >= 1.0
+
+
+def test_is_client_error():
+    class E(Exception):
+        def __init__(self, code):
+            self.response = type('R', (), {'status_code': code})()
+    assert lib._is_client_error(E(403)) and lib._is_client_error(E(400))
+    assert not lib._is_client_error(E(429)) and not lib._is_client_error(E(500))
+    assert not lib._is_client_error(ValueError())
+
+
+def test_client_tag():
+    saved = {k: os.environ.pop(k, None) for k in ('IVOL_CLIENT', 'CODER_AGENT_URL')}
+    saved_prefix = sys.prefix
+    try:
+        sys.prefix = '/opt/venv'
+        assert lib._ivb_client() == 'local'
+        sys.prefix = os.path.join('/Users/x', 'ivolatility', '.venv')
+        assert lib._ivb_client() == 'plugin'
+        os.environ['CODER_AGENT_URL'] = 'http://agent'
+        assert lib._ivb_client() == 'workspace'
+        os.environ['IVOL_CLIENT'] = 'chat'
+        assert lib._ivb_client() == 'chat'
+    finally:
+        sys.prefix = saved_prefix
+        for k, v in saved.items():
+            os.environ.pop(k, None)
+            if v is not None:
+                os.environ[k] = v
+
+
+if __name__ == '__main__':
+    failed = 0
+    for name, fn in list(globals().items()):
+        if name.startswith('test_') and callable(fn):
+            try:
+                fn()
+                print(f'PASS {name}')
+            except Exception:
+                failed += 1
+                print(f'FAIL {name}')
+                traceback.print_exc()
+    _SERVER.shutdown()
+    sys.exit(1 if failed else 0)