lumibot 4.0.22__py3-none-any.whl → 4.1.0__py3-none-any.whl

lumibot/traders/trader.py

@@ -191,7 +191,7 @@ class Trader:
                 set_log_level("ERROR")
             else:
                 set_log_level("INFO")
-                set_console_log_level("ERROR")  # Only show errors in console for backtesting
+                # When quiet_logs=False, allow INFO logs to console (respects BACKTESTING_QUIET_LOGS)
         else:
             # Live trades should always have full logging for both console and file
             set_log_level("INFO")

{lumibot-4.0.22.dist-info → lumibot-4.1.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lumibot
-Version: 4.0.22
+Version: 4.1.0
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik
@@ -43,7 +43,6 @@ Requires-Dist: psycopg2-binary
 Requires-Dist: exchange-calendars>=4.6.0
 Requires-Dist: duckdb
 Requires-Dist: tabulate
-Requires-Dist: thetadata==0.9.11
 Requires-Dist: databento>=0.42.0
 Requires-Dist: holidays
 Requires-Dist: psutil

{lumibot-4.0.22.dist-info → lumibot-4.1.0.dist-info}/RECORD

@@ -1,20 +1,34 @@
 lumibot/__init__.py,sha256=fHJI9tgI2gk8n7Z8v8bopekW7oXIa8Rm3nYKwhQkYxo,4378
 lumibot/constants.py,sha256=aQT0_QR7sCQuNPizeo2lQNhF0xd5g_H2_gr_-kG2AXM,629
-lumibot/credentials.py,sha256=tplT093Fd0lDP0fUAxpqQb9Iqh67pWBDL8P39VaUyCY,31238
-lumibot/backtesting/__init__.py,sha256=vrzgpE4TsVJFzFs1xf0aqvSQ5Vj74iv5tG_aWW5I2i0,782
+lumibot/credentials.py,sha256=es7sXNnOmo6-jXuLQG_P9U-GEOmUZG0rXe1YS2Lqp_k,31354
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 lumibot/backtesting/alpaca_backtesting.py,sha256=56vnBwKjwZ-8QW92I_dlJd1AO752_WV5Mhwt8jd7x5o,31258
 lumibot/backtesting/alpha_vantage_backtesting.py,sha256=LR3UNhJrdAKdvadiThVKdKrMZYQ_xcHzAISKPe0yqS0,417
-lumibot/backtesting/backtesting_broker.py,sha256=mf-UnOT9DX-JhF8wjqKQZrv-wY48rH0_B9CwTtR-o4M,62267
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 lumibot/backtesting/ccxt_backtesting.py,sha256=O-RjuNpx5y4f-hKKwwUbrU7hAVkGEegmnvH_9nQWhAo,246
-lumibot/backtesting/databento_backtesting.py,sha256=m5rkM83CiTffpDpDRD8hQxhwRCRihzZ-zQQn-_76QFg,23028
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 lumibot/backtesting/databento_backtesting_polars.py,sha256=duWr5VfLEAyCbZJQVsJ0iftH-8SACWvuRINSlpOEHpM,26128
 lumibot/backtesting/interactive_brokers_rest_backtesting.py,sha256=5HJ_sPX0uOUg-rbfOKDjwYVCLiXevlwtdK_3BcUwqXc,6602
 lumibot/backtesting/pandas_backtesting.py,sha256=m-NvT4o-wFQjaZft6TXULzeZBrskO_7Z-jfy9AIkyAY,388
 lumibot/backtesting/polygon_backtesting.py,sha256=u9kif_2_7k0P4-KDvbHhaMfSoBVejUUX7fh9H3PCVE0,12350
-lumibot/backtesting/thetadata_backtesting.py,sha256=Pifx56RRKys9Hn_q3CMXKorAa09ny7vv5SIwSNaDxAg,12818
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 lumibot/backtesting/yahoo_backtesting.py,sha256=LT2524mGlrUSq1YSRnUqGW4-Xcq4USgRv2EhnV_zfs4,502
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 lumibot/brokers/__init__.py,sha256=MGWKHeH3mqseYRL7u-KX1Jp2x9EaFO4Ol8sfNSxzu1M,404
-lumibot/brokers/alpaca.py,sha256=BVpv176YWnY2S11ABTMlMAVqrmpqTptaEl_hmdA3nlw,60587
+lumibot/brokers/alpaca.py,sha256=qbmjKCAmMU9Nu9ceOkSNA-CAxewHpkExSWK_P6b8T_w,61115
 lumibot/brokers/bitunix.py,sha256=hwcYC4goXsukSHSevb9W5irJz2lJt5tSgK2X5S0VyUs,34555
 lumibot/brokers/broker.py,sha256=01cBrBjeiQGT9LMdZ2EgrSYT-xyoKz9JhVZkQQr1QxU,71951
 lumibot/brokers/ccxt.py,sha256=9F8YeEF9HBRGgcwJ9WTSb2pKRXlh_zUj-CeA1j4K77w,31434
@@ -23,50 +37,100 @@ lumibot/brokers/interactive_brokers.py,sha256=qOTvOLOk01_LnF7B-t_5gtmuDtXitqV_WU
 lumibot/brokers/interactive_brokers_rest.py,sha256=CT6L2NZE2jMuSreRSiR6iQbcTLa55SlLduIxSSM2QDM,54161
 lumibot/brokers/projectx.py,sha256=JT7ysIQ4ek-yZdNrmuZYA6aKZMinSh1GnraetDrsjh0,78055
 lumibot/brokers/schwab.py,sha256=yo0hz_mzey7egUt0akx58JQkfycA2VV5zsaDg0jFEuI,90865
+lumibot/brokers/tradeovate.py,sha256=NBGw79aWWL0JlNF34EAJQ5dfB3HkiGuWhuSVQ5yg1ZI,22091
 lumibot/brokers/tradier.py,sha256=E45lj4LV-lrF3mKgtZtoYDXoetgbnFlsmYb5HI7bgbM,50863
 lumibot/brokers/tradovate.py,sha256=8YaadpvoJyA-IkK6BCENLvCRfYSMnG-uTxkvDB2Sd94,38668
+lumibot/brokers/__pycache__/__init__.cpython-312.pyc,sha256=jaM9qF-rAlxhkFo8M7tPr9mAqWIrpH32Jx-rBkXLRoY,752
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 lumibot/components/drift_rebalancer_logic.py,sha256=KL1S9Su5gxibGzl2fw_DH8StzXvjFfFl23sOFGHgIZI,28653
 lumibot/components/grok_helper.py,sha256=vgyPAs63VoNsfZojMoHYRLckb-CFiZkHIlY8HSYZLQs,15382
-lumibot/components/options_helper.py,sha256=Y41hcNFNJO7PdZZAf0P5_cem5byYd-zIq7BRNGhXQ24,61738
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 lumibot/data_sources/ccxt_data.py,sha256=kvLtfcXfS_V6yILzUATdQMa07lZdspMtDez0boFE4DE,7766
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@@ -144,9 +242,10 @@ tests/test_backtesting_broker.py,sha256=rxZGH5cgiWLmNGdI3k9fti3Fp9IOSohq8xD2E3L2
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 tests/test_backtesting_crypto_cash_unit.py,sha256=4EO9jVajdZNV0M7zSyp4gpR_msZFoM4x5tb-6g-mHO8,11399
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 tests/test_bars_frequency_flex.py,sha256=eLkkzt2IqGBkaCfcf62WvvlPnLmlXMqP2Is_8RVke8s,3157
@@ -169,12 +268,12 @@ tests/test_databento_auto_expiry_integration.py,sha256=uPAyYTMTzEqppUUZx99G8pvnv
 tests/test_databento_backtesting.py,sha256=5uGiKxQIY8eYVvgQEO6kA4GWUP4k2MCHi_S5h40gqH8,19150
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 tests/test_futures_integration.py,sha256=3Ut0M8d5xPwHd4WcTSmP4HLC7VG_xSUXeJPX0-c0Fe8,9179
-tests/test_get_historical_prices.py,sha256=ygHW_cUu6f-HYmkYt9j4kDjsQP5iRjopP_PPw2E60rw,15540
+tests/test_get_historical_prices.py,sha256=0JGlFuDyQFltKRpaFp2CLKEyleD2xMmgINVzLjrTdl8,15540
 tests/test_helpers.py,sha256=8Ay1B6I8yn3trZKrYjOs6Kbda7jmM20-TFh8LfIWpmY,11659
 tests/test_indicator_subplots.py,sha256=5gD5EX4KbGGk9FPwkT4m230U2nkgAT6t5nbgVo-2idc,10333
 tests/test_integration_tests.py,sha256=FJhWEJNF0OM6fAIsADnzB7EX61EvNiZBXH2Afmnd888,3071
@@ -186,12 +285,12 @@ tests/test_lumibot_logger.py,sha256=76e5yl86NWk4OYtM_be-7yaHnPA-1bO2rBNH-piX8Dk,
 tests/test_market_infinite_loop_bug.py,sha256=x9O5la9FgSyeza9V6QPUoY24BeZfGySYsioqWqDUYSo,13715
 tests/test_mes_symbols.py,sha256=Av5AM-pogp1STfWZ4A3bA2NmbaA3E9b0Dg449mfk-Ss,3106
 tests/test_momentum.py,sha256=oakKjgnz5pNQkw0CagbbKKSux0HkOxP_iLW8-Yk0XOo,8492
-tests/test_options_helper.py,sha256=c0_KYo9TvI4nDcagODc9P0rgXlJl0YtE8i6DHJw6ZqU,22066
+tests/test_options_helper.py,sha256=NizH8E9ZnzVWsShsHp5X6qBE8FWJ3sS2eE9bCko7y9U,27352
 tests/test_options_helper_enhancements.py,sha256=3Ei-vy9IQfg1AnlBqofLNc-kuiQ64vouhJyIuVj3KIg,7324
 tests/test_order.py,sha256=qN_sqsItl8L-WqSQTF0PUN0s2nxm4HKYOA6gYQ6EBJA,12110
 tests/test_order_serialization.py,sha256=zcX5fgcYeo0jm6dlIQnUfuH56svTnKRFPtYCSI7xCJw,3710
 tests/test_pandas_data.py,sha256=VCDhPwAuOO6twR8a5B8dmBv3wfnOENw_1Pxr9N3x9iQ,2098
-tests/test_polygon_helper.py,sha256=YlT_neLx8g-qdWvgaFRSSJRsS8qbrNgBBKMllV17AUE,25520
+tests/test_polygon_helper.py,sha256=JQCRHYgdiEzZQS_8j5kChg77S-xBpLQU6ZFN73Kfz4g,26230
 tests/test_position_serialization.py,sha256=QtBPKnGdmULLT_hKrfFzvbWWG3kfqWPW-Jv_r3theuM,4293
 tests/test_projectx.py,sha256=jyyX9ZEOCiF557MzG1sGQYk-v6JZYZ-LVIkLlURhMhQ,18327
 tests/test_projectx_bracket_helpers.py,sha256=Lnt-qA_6H0JcHeQaR5XNuc0O7uUCggksvYdIa3RVFEs,5554
@@ -208,35 +307,54 @@ tests/test_projectx_url_mappings.py,sha256=1E0xZe_cZtGiU-fPIfohbvsrrPjawkblR8F2M
 tests/test_quiet_logs_buy_and_hold.py,sha256=GjXGeHBcNrRJoHGWLuc_LkrzcpNVzshiiBkQACczIxI,2681
 tests/test_quiet_logs_comprehensive.py,sha256=QVkZWLAUnPEb04Ec8qKXvLzdDUkp8alez2mU_Y1Umm0,6068
 tests/test_quiet_logs_functionality.py,sha256=MlOBUICuTy1OXCDifOW05uD7hjnZRsQ2xxQlcLkGebQ,3811
-tests/test_quiet_logs_requirements.py,sha256=Dw147gq10HdP2pO9lnxIay-JrhpgXIMr9w9KAK20XGU,7893
+tests/test_quiet_logs_requirements.py,sha256=YoUooSVLrFL8TlWPfxEiqxvSj4d8z6-qg58ja4dtOc0,7856
 tests/test_session_manager.py,sha256=1qygN3aQ2Xe2uh4BMPm0E3V8KXLFNGq5qdL8KkZjef4,11632
 tests/test_strategy_methods.py,sha256=j9Mhr6nnG1fkiVQXnx7gLjzGbeQmwt0UbJr_4plD36o,12539
-tests/test_thetadata_helper.py,sha256=4AshRKdpjnpvTb2zX2Bgq3oK0Y258WS57vDxEp2RiH0,37232
+tests/test_thetadata_helper.py,sha256=fFLUfLlucUzHc4zAFY84lwWYZ-U79moU-a8z3rkRzcI,50631
 tests/test_tradier.py,sha256=iCEM2FTxJSzJ2oLNaRqSx05XaX_DCiMzLx1aEYPANko,33280
 tests/test_tradier_data.py,sha256=1jTxDzQtzaC42CQJVXMRMElBwExy1mVci3NFfKjjVH0,13363
 tests/test_tradingfee.py,sha256=2CBJgdU-73Ae4xuys-QkbCtpDTL9hwOUkRnCgLm4OmE,163
 tests/test_tradovate.py,sha256=XW0ZyiMbRYr16hqGJIa8C1Wg5O0V0tpiUMHvejIAnEg,37436
 tests/test_unified_logger.py,sha256=Y2rhLk6GoUs9Vj-qRvGThRUTdNohxmH2yFbb3j8Yq3g,10849
 tests/test_vix_helper.py,sha256=jE6TZ4ufVU_0W4Jx3zJ295srsy4Xjw9qU3KwfujjZ_s,8476
+tests/test_yahoo_data.py,sha256=84R2jCl9z2U5qKZhR68tFJou2Rfwno0Qomc8yxPfvAs,4578
 tests/backtest/__init__.py,sha256=5hgvfU4Y_lOGEzArAzk-ng4m_elcSm7gpdnmGooJsbc,400
+tests/backtest/check_timing_offset.py,sha256=NbzDTgJr8y0w1oz4d4HNeNTQe-o0z0hXwrnL92b2_GY,7493
+tests/backtest/check_volume_spike.py,sha256=obMBw3SnaGFRQzXvvIEnDvZCqx7QovZ5oOUun1BKNNg,3959
+tests/backtest/comprehensive_comparison.py,sha256=59ZMjLUMQQIKxj4H7YqtKJ9irOEjX6HQtAgqzn4widY,6599
 tests/backtest/conftest.py,sha256=yaZ2fYmi_BI8Wr6t0eB-Su_Coq9JxtyGPvIcCPW-JRs,2451
+tests/backtest/debug_comparison.py,sha256=y2jmwp4E2ztBCcRpSs4meBj0hsx1qyCSdBwYt1xkX70,2898
+tests/backtest/diagnose_price_difference.py,sha256=itJADngYkztSgMtDn1aJnK_5uUtsVclGQuoneTM3Bfo,3465
+tests/backtest/direct_api_comparison.py,sha256=4YbJIlqfqWbg_v_B1OXhKyU_8mViDfWV3y3u2d7CfaI,7225
 tests/backtest/performance_tracker.py,sha256=oyaDvte66HveBAiU6fOsk5Z5FJaKulKN67IMnr5YTBU,4800
+tests/backtest/profile_thetadata_vs_polygon.py,sha256=93kkcg6TaFk5N1A6GWN6wNSDBJWPsE0Hq3DdDgz1KLY,7870
+tests/backtest/root_cause_analysis.py,sha256=L9VJUI4Dt8OpaAtTsOpYri_F75FAb-wtnkLuZKMl2pQ,3805
+tests/backtest/test_accuracy_verification.py,sha256=NCvcmO0n6gmjsIfV06ZlpnEDwifsVM15xE_SLy5kAJg,9073
 tests/backtest/test_backtesting_broker_processing.py,sha256=JbTKZvcMq3l4AgIGhsvVWvhw3_NXQwql2ImztNKbziw,22145
 tests/backtest/test_buy_hold_quiet_logs_full_run.py,sha256=LDiR8wsEwIASPnO_bUMide6re0Jb-rzFG3hccD9OGJM,4998
 tests/backtest/test_crypto_cash_regressions.py,sha256=-f0wjb-9nXpggS30N4zomYl098Qu-tfvfWwhlkoxPMM,6077
-tests/backtest/test_databento.py,sha256=n4ScdvgOxinuTBIU9ptEIgNem8qcbQOObKvHILb--50,5382
-tests/backtest/test_dividends.py,sha256=fYSpzAf13AMpfxmxyFTfvUGPAGkbUTWL_gUYQUrqkbU,9815
-tests/backtest/test_example_strategies.py,sha256=EDgz-1PJUHEv_11DLWXvlzHqGOY_bJSCnUA16VbMByY,14575
+tests/backtest/test_daily_data_timestamp_comparison.py,sha256=DeMLH0hwl0zEybJF0YTyBgfO8p96DGLahiBCwVQKjA4,35910
+tests/backtest/test_databento.py,sha256=L7UIN0IjxdVzE65ujBvsoKyQhY4KHTctIOeOeWvVNBY,7485
+tests/backtest/test_databento_comprehensive_trading.py,sha256=M7M2YHVkYRi5xBXifUESCnX5BFdtUDXy-HAhgazBAC4,23615
+tests/backtest/test_debug_avg_fill_price.py,sha256=W4pgvCkAwmqlK82yzlw7u-s8VXe-dIQjPu-BVQkwJvg,3520
+tests/backtest/test_dividends.py,sha256=tDEnK4IcqHPHYPXAfUlApEBOf-iMROSl3aCap0BX1nI,9970
+tests/backtest/test_example_strategies.py,sha256=mSRRONtKdd7x0DUiuqCZD3YXLiPS8kAGn5wT1f_gDlk,15482
 tests/backtest/test_failing_backtest.py,sha256=jBkm_3Yq-TrzezAQM7XEAn3424lzG6Mu5agnTJQCo6E,5460
+tests/backtest/test_futures_edge_cases.py,sha256=87j1WQ3ywE1FkusZGlW9IXFlqFhf776EXHd-yQmySZY,15422
+tests/backtest/test_futures_single_trade.py,sha256=seGe-mOkoFnCY58HT-iaWktPo76-WG0xgxPkOiL6BOg,10838
+tests/backtest/test_futures_ultra_simple.py,sha256=UWGhuhwALCpez-yJxmbke5pfW6vHLDsHbsezwezU934,6875
+tests/backtest/test_index_data_verification.py,sha256=oCM_xRMylyDkUS0uDXCyj4KVKs_GG24lcqCvQq1Exvw,13737
 tests/backtest/test_multileg_backtest.py,sha256=XqvwMtyvlo59ZV3yqnZZ_nC_9cqnLozS4MRtKdFFY-U,4981
 tests/backtest/test_pandas_backtest.py,sha256=GSkhMY4wK1pFDe1Hscu7YxZG36RGdM1PtkLeq7u0caI,5433
 tests/backtest/test_passing_trader_into_backtest.py,sha256=KttDS3x1Dv686GBWjt520v_ampK2MIUyPfzl7HLVlwE,3163
-tests/backtest/test_polygon.py,sha256=bKrI5C3Gel1nsZfSR4tqdONMpEDNBDy1Q2If7wLclDU,24976
+tests/backtest/test_polygon.py,sha256=-KMvCX8bioSm-2QrNDPBo8Ff0geHkdBLeOl6i5wFlWc,26095
 tests/backtest/test_strategy_executor.py,sha256=r-QNPCNJnisxQyIAxPGO-BQ-l3qtZMChOUWCVX-b4ls,1289
-tests/backtest/test_thetadata.py,sha256=-76X2QpPCt-EXkOYeTlFIOr_UBBGPel0B-r_F84hl5g,16838
-tests/backtest/test_yahoo.py,sha256=FolIqwsPlAOyAr2fjw4TKp_dAzBLT-KMLNcJa1ej4RE,2011
-lumibot-4.0.22.dist-info/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
-lumibot-4.0.22.dist-info/METADATA,sha256=t0RWKH2s87LWbJTFyQXvXtqwgrfgxAgVPw7tAmCMPfk,11519
-lumibot-4.0.22.dist-info/WHEEL,sha256=tZoeGjtWxWRfdplE7E3d45VPlLNQnvbKiYnx7gwAy8A,92
-lumibot-4.0.22.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
-lumibot-4.0.22.dist-info/RECORD,,
+tests/backtest/test_thetadata.py,sha256=xWYfC9C4EhbMDb29qyZWHO3sSWaLIPzzvcMbHCt5H0w,23306
+tests/backtest/test_thetadata_comprehensive.py,sha256=-gN3xLJcJtlB-k4vlaK82DCZDGDmr0LNZZDzn-aN3l4,26120
+tests/backtest/test_thetadata_vs_polygon.py,sha256=dZqsrOx3u3cz-1onIO6o5BDRjI1ey7U9vIkZupfXoig,22831
+tests/backtest/test_yahoo.py,sha256=uHb9aK3uHYEvA7MI_y1dbKm7mjHrErlxU7TJOgVdzs8,1966
+lumibot-4.1.0.dist-info/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
+lumibot-4.1.0.dist-info/METADATA,sha256=Ousu6h0LyLNYv50Jcl1T9kVtmQcCFVA1CnvLHPrXjso,11485
+lumibot-4.1.0.dist-info/WHEEL,sha256=tZoeGjtWxWRfdplE7E3d45VPlLNQnvbKiYnx7gwAy8A,92
+lumibot-4.1.0.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
+lumibot-4.1.0.dist-info/RECORD,,

tests/backtest/check_timing_offset.py

@@ -0,0 +1,198 @@
+"""
+Check for timing offsets between ThetaData and Polygon.
+Test if bars are offset by 1-3 minutes.
+"""
+
+import os
+import datetime
+import pandas as pd
+import requests
+from polygon import RESTClient
+from lumibot.credentials import POLYGON_API_KEY
+
+
+def get_thetadata_bars(symbol, date_str):
+    """Get minute bars from ThetaData API directly."""
+    url = "http://127.0.0.1:25510/hist/stock/ohlc"
+    params = {
+        "root": symbol,
+        "start_date": date_str,
+        "end_date": date_str,
+        "ivl": 60000,
+        "rth": "true"
+    }
+
+    response = requests.get(url, params=params)
+    data = response.json()
+
+    if data and "response" in data:
+        df = pd.DataFrame(data["response"], columns=data["header"]["format"])
+        df["datetime"] = pd.to_datetime(df["date"].astype(str), format="%Y%m%d") + pd.to_timedelta(df["ms_of_day"], unit="ms")
+        df = df.set_index("datetime")
+        df.index = df.index.tz_localize("America/New_York")
+        df = df[["open", "high", "low", "close", "volume"]]
+        return df
+    return None
+
+
+def get_polygon_bars(symbol, date):
+    """Get minute bars from Polygon API directly."""
+    client = RESTClient(POLYGON_API_KEY)
+    aggs = client.get_aggs(ticker=symbol, multiplier=1, timespan="minute", from_=date, to=date, limit=50000)
+
+    bars = []
+    for agg in aggs:
+        dt = datetime.datetime.fromtimestamp(agg.timestamp/1000, tz=datetime.timezone.utc)
+        bars.append({
+            "datetime": dt,
+            "open": agg.open,
+            "high": agg.high,
+            "low": agg.low,
+            "close": agg.close,
+            "volume": agg.volume,
+        })
+
+    if bars:
+        df = pd.DataFrame(bars)
+        df = df.set_index("datetime")
+        return df
+    return None
+
+
+def test_timing_offset(symbol, date, date_str):
+    """Test different timing offsets to find best match."""
+    print(f"\n{'='*120}")
+    print(f"Testing Timing Offsets for {symbol}")
+    print(f"{'='*120}")
+
+    # Get data
+    theta_df = get_thetadata_bars(symbol, date_str)
+    polygon_df = get_polygon_bars(symbol, date)
+
+    if theta_df is None or polygon_df is None:
+        print(f"Missing data for {symbol}")
+        return
+
+    polygon_df.index = polygon_df.index.tz_convert("America/New_York")
+
+    # Show first 10 bars from each to examine timestamps
+    print(f"\nFirst 10 ThetaData bars:")
+    print(theta_df.head(10)[["open", "close", "volume"]])
+
+    print(f"\nFirst 10 Polygon bars:")
+    print(polygon_df.head(10)[["open", "close", "volume"]])
+
+    # Test offsets from -3 minutes to +3 minutes
+    print(f"\n{'='*120}")
+    print(f"Testing Different Time Offsets")
+    print(f"{'='*120}")
+
+    best_offset = None
+    best_score = float('inf')
+
+    for offset_minutes in range(-3, 4):
+        # Shift ThetaData bars by offset
+        theta_shifted = theta_df.copy()
+        theta_shifted.index = theta_shifted.index + pd.Timedelta(minutes=offset_minutes)
+
+        # Find matching times around market open (9:30-9:35)
+        matches = []
+        for hour in [9, 10]:
+            for minute in range(0 if hour == 10 else 30, 60 if hour == 9 else 5):
+                time_str = f"{hour:02d}:{minute:02d}"
+
+                theta_matches = theta_shifted[(theta_shifted.index.hour == hour) & (theta_shifted.index.minute == minute)]
+                polygon_matches = polygon_df[(polygon_df.index.hour == hour) & (polygon_df.index.minute == minute)]
+
+                if not theta_matches.empty and not polygon_matches.empty:
+                    theta_bar = theta_matches.iloc[0]
+                    polygon_bar = polygon_matches.iloc[0]
+
+                    open_diff = abs(theta_bar["open"] - polygon_bar["open"])
+                    close_diff = abs(theta_bar["close"] - polygon_bar["close"])
+                    volume_diff = abs(theta_bar["volume"] - polygon_bar["volume"])
+                    volume_pct_diff = abs(volume_diff / polygon_bar["volume"] * 100) if polygon_bar["volume"] > 0 else 0
+
+                    matches.append({
+                        "time": time_str,
+                        "open_diff": open_diff,
+                        "close_diff": close_diff,
+                        "volume_pct_diff": volume_pct_diff,
+                    })
+
+        if matches:
+            avg_open_diff = sum(m["open_diff"] for m in matches) / len(matches)
+            avg_close_diff = sum(m["close_diff"] for m in matches) / len(matches)
+            avg_volume_pct_diff = sum(m["volume_pct_diff"] for m in matches) / len(matches)
+
+            # Score based on price and volume differences
+            score = avg_open_diff + avg_close_diff + (avg_volume_pct_diff / 100)
+
+            print(f"\nOffset: {offset_minutes:+2d} minutes | Avg Open Diff: ${avg_open_diff:.3f} | Avg Close Diff: ${avg_close_diff:.3f} | Avg Vol Diff: {avg_volume_pct_diff:.1f}% | Score: {score:.3f}")
+
+            if score < best_score:
+                best_score = score
+                best_offset = offset_minutes
+
+    print(f"\n{'='*120}")
+    print(f"BEST OFFSET: {best_offset:+d} minutes (Score: {best_score:.3f})")
+    print(f"{'='*120}")
+
+    # Show detailed comparison at best offset
+    if best_offset is not None:
+        theta_shifted = theta_df.copy()
+        theta_shifted.index = theta_shifted.index + pd.Timedelta(minutes=best_offset)
+
+        print(f"\nDetailed Comparison at Market Open with {best_offset:+d} minute offset:")
+        print("-" * 120)
+
+        for minute in range(30, 35):
+            theta_matches = theta_shifted[(theta_shifted.index.hour == 9) & (theta_shifted.index.minute == minute)]
+            polygon_matches = polygon_df[(polygon_df.index.hour == 9) & (polygon_df.index.minute == minute)]
+
+            if not theta_matches.empty and not polygon_matches.empty:
+                theta_bar = theta_matches.iloc[0]
+                polygon_bar = polygon_matches.iloc[0]
+
+                open_diff = theta_bar["open"] - polygon_bar["open"]
+                close_diff = theta_bar["close"] - polygon_bar["close"]
+                volume_diff = theta_bar["volume"] - polygon_bar["volume"]
+                volume_pct = (volume_diff / polygon_bar["volume"] * 100) if polygon_bar["volume"] > 0 else 0
+
+                print(f"\n  9:{minute:02d} AM:")
+                print(f"    ThetaData : O=${theta_bar['open']:.3f} C=${theta_bar['close']:.3f} V={theta_bar['volume']:,.0f}")
+                print(f"    Polygon   : O=${polygon_bar['open']:.3f} C=${polygon_bar['close']:.3f} V={polygon_bar['volume']:,.0f}")
+                print(f"    Difference: O=${open_diff:+.3f} C=${close_diff:+.3f} V={volume_diff:+,.0f} ({volume_pct:+.1f}%)")
+
+    return best_offset
+
+
+def main():
+    date = datetime.date(2024, 8, 1)
+    date_str = "20240801"
+
+    symbols = ["AMZN", "AAPL", "SPY"]
+
+    offsets = {}
+    for symbol in symbols:
+        offset = test_timing_offset(symbol, date, date_str)
+        if offset is not None:
+            offsets[symbol] = offset
+
+    print(f"\n{'='*120}")
+    print(f"SUMMARY")
+    print(f"{'='*120}")
+    for symbol, offset in offsets.items():
+        print(f"{symbol}: {offset:+d} minutes")
+
+    if offsets:
+        all_same = len(set(offsets.values())) == 1
+        if all_same:
+            print(f"\n✓ All symbols have the same offset: {list(offsets.values())[0]:+d} minutes")
+            print(f"  This indicates a systematic timing issue in ThetaData!")
+        else:
+            print(f"\n⚠ Different offsets detected - issue may be more complex")
+
+
+if __name__ == "__main__":
+    main()