lumibot 4.0.21__py3-none-any.whl → 4.0.22__py3-none-any.whl
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.
Potentially problematic release.
This version of lumibot might be problematic. Click here for more details.
- lumibot/backtesting/__init__.py +3 -3
- {lumibot-4.0.21.dist-info → lumibot-4.0.22.dist-info}/METADATA +1 -1
- {lumibot-4.0.21.dist-info → lumibot-4.0.22.dist-info}/RECORD +7 -7
- tests/backtest/test_databento.py +3 -2
- {lumibot-4.0.21.dist-info → lumibot-4.0.22.dist-info}/LICENSE +0 -0
- {lumibot-4.0.21.dist-info → lumibot-4.0.22.dist-info}/WHEEL +0 -0
- {lumibot-4.0.21.dist-info → lumibot-4.0.22.dist-info}/top_level.txt +0 -0
lumibot/backtesting/__init__.py
CHANGED
|
@@ -8,8 +8,8 @@ from .polygon_backtesting import PolygonDataBacktesting
|
|
|
8
8
|
from .thetadata_backtesting import ThetaDataBacktesting
|
|
9
9
|
from .yahoo_backtesting import YahooDataBacktesting
|
|
10
10
|
|
|
11
|
-
# Import DataBento backtesting - use polars
|
|
11
|
+
# Import DataBento backtesting - use pandas version (polars version is slow)
|
|
12
12
|
try:
|
|
13
|
-
from .
|
|
13
|
+
from .databento_backtesting import DataBentoDataBacktesting
|
|
14
14
|
except ImportError:
|
|
15
|
-
from .
|
|
15
|
+
from .databento_backtesting_polars import DataBentoDataBacktestingPolars as DataBentoDataBacktesting
|
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
lumibot/__init__.py,sha256=fHJI9tgI2gk8n7Z8v8bopekW7oXIa8Rm3nYKwhQkYxo,4378
|
|
2
2
|
lumibot/constants.py,sha256=aQT0_QR7sCQuNPizeo2lQNhF0xd5g_H2_gr_-kG2AXM,629
|
|
3
3
|
lumibot/credentials.py,sha256=tplT093Fd0lDP0fUAxpqQb9Iqh67pWBDL8P39VaUyCY,31238
|
|
4
|
-
lumibot/backtesting/__init__.py,sha256=
|
|
4
|
+
lumibot/backtesting/__init__.py,sha256=vrzgpE4TsVJFzFs1xf0aqvSQ5Vj74iv5tG_aWW5I2i0,782
|
|
5
5
|
lumibot/backtesting/alpaca_backtesting.py,sha256=56vnBwKjwZ-8QW92I_dlJd1AO752_WV5Mhwt8jd7x5o,31258
|
|
6
6
|
lumibot/backtesting/alpha_vantage_backtesting.py,sha256=LR3UNhJrdAKdvadiThVKdKrMZYQ_xcHzAISKPe0yqS0,417
|
|
7
7
|
lumibot/backtesting/backtesting_broker.py,sha256=mf-UnOT9DX-JhF8wjqKQZrv-wY48rH0_B9CwTtR-o4M,62267
|
|
@@ -224,7 +224,7 @@ tests/backtest/performance_tracker.py,sha256=oyaDvte66HveBAiU6fOsk5Z5FJaKulKN67I
|
|
|
224
224
|
tests/backtest/test_backtesting_broker_processing.py,sha256=JbTKZvcMq3l4AgIGhsvVWvhw3_NXQwql2ImztNKbziw,22145
|
|
225
225
|
tests/backtest/test_buy_hold_quiet_logs_full_run.py,sha256=LDiR8wsEwIASPnO_bUMide6re0Jb-rzFG3hccD9OGJM,4998
|
|
226
226
|
tests/backtest/test_crypto_cash_regressions.py,sha256=-f0wjb-9nXpggS30N4zomYl098Qu-tfvfWwhlkoxPMM,6077
|
|
227
|
-
tests/backtest/test_databento.py,sha256=
|
|
227
|
+
tests/backtest/test_databento.py,sha256=n4ScdvgOxinuTBIU9ptEIgNem8qcbQOObKvHILb--50,5382
|
|
228
228
|
tests/backtest/test_dividends.py,sha256=fYSpzAf13AMpfxmxyFTfvUGPAGkbUTWL_gUYQUrqkbU,9815
|
|
229
229
|
tests/backtest/test_example_strategies.py,sha256=EDgz-1PJUHEv_11DLWXvlzHqGOY_bJSCnUA16VbMByY,14575
|
|
230
230
|
tests/backtest/test_failing_backtest.py,sha256=jBkm_3Yq-TrzezAQM7XEAn3424lzG6Mu5agnTJQCo6E,5460
|
|
@@ -235,8 +235,8 @@ tests/backtest/test_polygon.py,sha256=bKrI5C3Gel1nsZfSR4tqdONMpEDNBDy1Q2If7wLclD
|
|
|
235
235
|
tests/backtest/test_strategy_executor.py,sha256=r-QNPCNJnisxQyIAxPGO-BQ-l3qtZMChOUWCVX-b4ls,1289
|
|
236
236
|
tests/backtest/test_thetadata.py,sha256=-76X2QpPCt-EXkOYeTlFIOr_UBBGPel0B-r_F84hl5g,16838
|
|
237
237
|
tests/backtest/test_yahoo.py,sha256=FolIqwsPlAOyAr2fjw4TKp_dAzBLT-KMLNcJa1ej4RE,2011
|
|
238
|
-
lumibot-4.0.
|
|
239
|
-
lumibot-4.0.
|
|
240
|
-
lumibot-4.0.
|
|
241
|
-
lumibot-4.0.
|
|
242
|
-
lumibot-4.0.
|
|
238
|
+
lumibot-4.0.22.dist-info/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
|
|
239
|
+
lumibot-4.0.22.dist-info/METADATA,sha256=t0RWKH2s87LWbJTFyQXvXtqwgrfgxAgVPw7tAmCMPfk,11519
|
|
240
|
+
lumibot-4.0.22.dist-info/WHEEL,sha256=tZoeGjtWxWRfdplE7E3d45VPlLNQnvbKiYnx7gwAy8A,92
|
|
241
|
+
lumibot-4.0.22.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
|
|
242
|
+
lumibot-4.0.22.dist-info/RECORD,,
|
tests/backtest/test_databento.py
CHANGED
|
@@ -111,8 +111,9 @@ class TestDatabentoBacktestFull:
|
|
|
111
111
|
Test Databento with continuous futures using daily data over a longer period.
|
|
112
112
|
This is similar to the profiling test but as a permanent test.
|
|
113
113
|
"""
|
|
114
|
-
|
|
115
|
-
|
|
114
|
+
tzinfo = pytz.timezone("America/New_York")
|
|
115
|
+
backtesting_start = tzinfo.localize(datetime.datetime(2025, 1, 2))
|
|
116
|
+
backtesting_end = tzinfo.localize(datetime.datetime(2025, 3, 31))
|
|
116
117
|
|
|
117
118
|
# Simple daily strategy
|
|
118
119
|
class DailyContinuousFutures(Strategy):
|
|
File without changes
|
|
File without changes
|
|
File without changes
|