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

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  1. lumibot/__pycache__/__init__.cpython-312.pyc +0 -0
  2. lumibot/__pycache__/constants.cpython-312.pyc +0 -0
  3. lumibot/__pycache__/credentials.cpython-312.pyc +0 -0
  4. lumibot/backtesting/__init__.py +6 -5
  5. lumibot/backtesting/__pycache__/__init__.cpython-312.pyc +0 -0
  6. lumibot/backtesting/__pycache__/alpaca_backtesting.cpython-312.pyc +0 -0
  7. lumibot/backtesting/__pycache__/alpha_vantage_backtesting.cpython-312.pyc +0 -0
  8. lumibot/backtesting/__pycache__/backtesting_broker.cpython-312.pyc +0 -0
  9. lumibot/backtesting/__pycache__/ccxt_backtesting.cpython-312.pyc +0 -0
  10. lumibot/backtesting/__pycache__/databento_backtesting.cpython-312.pyc +0 -0
  11. lumibot/backtesting/__pycache__/interactive_brokers_rest_backtesting.cpython-312.pyc +0 -0
  12. lumibot/backtesting/__pycache__/pandas_backtesting.cpython-312.pyc +0 -0
  13. lumibot/backtesting/__pycache__/polygon_backtesting.cpython-312.pyc +0 -0
  14. lumibot/backtesting/__pycache__/thetadata_backtesting.cpython-312.pyc +0 -0
  15. lumibot/backtesting/__pycache__/yahoo_backtesting.cpython-312.pyc +0 -0
  16. lumibot/backtesting/backtesting_broker.py +209 -9
  17. lumibot/backtesting/databento_backtesting.py +141 -24
  18. lumibot/backtesting/thetadata_backtesting.py +63 -42
  19. lumibot/brokers/__pycache__/__init__.cpython-312.pyc +0 -0
  20. lumibot/brokers/__pycache__/alpaca.cpython-312.pyc +0 -0
  21. lumibot/brokers/__pycache__/bitunix.cpython-312.pyc +0 -0
  22. lumibot/brokers/__pycache__/broker.cpython-312.pyc +0 -0
  23. lumibot/brokers/__pycache__/ccxt.cpython-312.pyc +0 -0
  24. lumibot/brokers/__pycache__/example_broker.cpython-312.pyc +0 -0
  25. lumibot/brokers/__pycache__/interactive_brokers.cpython-312.pyc +0 -0
  26. lumibot/brokers/__pycache__/interactive_brokers_rest.cpython-312.pyc +0 -0
  27. lumibot/brokers/__pycache__/projectx.cpython-312.pyc +0 -0
  28. lumibot/brokers/__pycache__/schwab.cpython-312.pyc +0 -0
  29. lumibot/brokers/__pycache__/tradier.cpython-312.pyc +0 -0
  30. lumibot/brokers/__pycache__/tradovate.cpython-312.pyc +0 -0
  31. lumibot/brokers/alpaca.py +11 -1
  32. lumibot/brokers/tradeovate.py +475 -0
  33. lumibot/components/grok_news_helper.py +284 -0
  34. lumibot/components/options_helper.py +90 -34
  35. lumibot/credentials.py +3 -0
  36. lumibot/data_sources/__init__.py +2 -1
  37. lumibot/data_sources/__pycache__/__init__.cpython-312.pyc +0 -0
  38. lumibot/data_sources/__pycache__/alpaca_data.cpython-312.pyc +0 -0
  39. lumibot/data_sources/__pycache__/alpha_vantage_data.cpython-312.pyc +0 -0
  40. lumibot/data_sources/__pycache__/bitunix_data.cpython-312.pyc +0 -0
  41. lumibot/data_sources/__pycache__/ccxt_backtesting_data.cpython-312.pyc +0 -0
  42. lumibot/data_sources/__pycache__/ccxt_data.cpython-312.pyc +0 -0
  43. lumibot/data_sources/__pycache__/data_source.cpython-312.pyc +0 -0
  44. lumibot/data_sources/__pycache__/data_source_backtesting.cpython-312.pyc +0 -0
  45. lumibot/data_sources/__pycache__/databento_data_polars_backtesting.cpython-312.pyc +0 -0
  46. lumibot/data_sources/__pycache__/databento_data_polars_live.cpython-312.pyc +0 -0
  47. lumibot/data_sources/__pycache__/example_broker_data.cpython-312.pyc +0 -0
  48. lumibot/data_sources/__pycache__/exceptions.cpython-312.pyc +0 -0
  49. lumibot/data_sources/__pycache__/interactive_brokers_data.cpython-312.pyc +0 -0
  50. lumibot/data_sources/__pycache__/interactive_brokers_rest_data.cpython-312.pyc +0 -0
  51. lumibot/data_sources/__pycache__/pandas_data.cpython-312.pyc +0 -0
  52. lumibot/data_sources/__pycache__/polars_mixin.cpython-312.pyc +0 -0
  53. lumibot/data_sources/__pycache__/polygon_data_polars.cpython-312.pyc +0 -0
  54. lumibot/data_sources/__pycache__/projectx_data.cpython-312.pyc +0 -0
  55. lumibot/data_sources/__pycache__/schwab_data.cpython-312.pyc +0 -0
  56. lumibot/data_sources/__pycache__/tradier_data.cpython-312.pyc +0 -0
  57. lumibot/data_sources/__pycache__/tradovate_data.cpython-312.pyc +0 -0
  58. lumibot/data_sources/__pycache__/yahoo_data_polars.cpython-312.pyc +0 -0
  59. lumibot/data_sources/data_source_backtesting.py +3 -5
  60. lumibot/data_sources/databento_data.py +5 -5
  61. lumibot/data_sources/databento_data_polars_backtesting.py +636 -0
  62. lumibot/data_sources/databento_data_polars_live.py +793 -0
  63. lumibot/data_sources/pandas_data.py +6 -3
  64. lumibot/data_sources/polars_mixin.py +126 -21
  65. lumibot/data_sources/tradeovate_data.py +80 -0
  66. lumibot/data_sources/tradier_data.py +2 -1
  67. lumibot/entities/__pycache__/__init__.cpython-312.pyc +0 -0
  68. lumibot/entities/__pycache__/asset.cpython-312.pyc +0 -0
  69. lumibot/entities/__pycache__/bar.cpython-312.pyc +0 -0
  70. lumibot/entities/__pycache__/bars.cpython-312.pyc +0 -0
  71. lumibot/entities/__pycache__/chains.cpython-312.pyc +0 -0
  72. lumibot/entities/__pycache__/data.cpython-312.pyc +0 -0
  73. lumibot/entities/__pycache__/dataline.cpython-312.pyc +0 -0
  74. lumibot/entities/__pycache__/order.cpython-312.pyc +0 -0
  75. lumibot/entities/__pycache__/position.cpython-312.pyc +0 -0
  76. lumibot/entities/__pycache__/quote.cpython-312.pyc +0 -0
  77. lumibot/entities/__pycache__/trading_fee.cpython-312.pyc +0 -0
  78. lumibot/entities/asset.py +8 -0
  79. lumibot/entities/order.py +1 -1
  80. lumibot/entities/quote.py +14 -0
  81. lumibot/example_strategies/__pycache__/__init__.cpython-312.pyc +0 -0
  82. lumibot/example_strategies/__pycache__/test_broker_functions.cpython-312-pytest-8.4.1.pyc +0 -0
  83. lumibot/strategies/__pycache__/__init__.cpython-312.pyc +0 -0
  84. lumibot/strategies/__pycache__/_strategy.cpython-312.pyc +0 -0
  85. lumibot/strategies/__pycache__/strategy.cpython-312.pyc +0 -0
  86. lumibot/strategies/__pycache__/strategy_executor.cpython-312.pyc +0 -0
  87. lumibot/strategies/_strategy.py +95 -27
  88. lumibot/strategies/strategy.py +5 -6
  89. lumibot/strategies/strategy_executor.py +2 -2
  90. lumibot/tools/__pycache__/__init__.cpython-312.pyc +0 -0
  91. lumibot/tools/__pycache__/alpaca_helpers.cpython-312.pyc +0 -0
  92. lumibot/tools/__pycache__/bitunix_helpers.cpython-312.pyc +0 -0
  93. lumibot/tools/__pycache__/black_scholes.cpython-312.pyc +0 -0
  94. lumibot/tools/__pycache__/ccxt_data_store.cpython-312.pyc +0 -0
  95. lumibot/tools/__pycache__/databento_helper.cpython-312.pyc +0 -0
  96. lumibot/tools/__pycache__/databento_helper_polars.cpython-312.pyc +0 -0
  97. lumibot/tools/__pycache__/debugers.cpython-312.pyc +0 -0
  98. lumibot/tools/__pycache__/decorators.cpython-312.pyc +0 -0
  99. lumibot/tools/__pycache__/helpers.cpython-312.pyc +0 -0
  100. lumibot/tools/__pycache__/indicators.cpython-312.pyc +0 -0
  101. lumibot/tools/__pycache__/lumibot_logger.cpython-312.pyc +0 -0
  102. lumibot/tools/__pycache__/pandas.cpython-312.pyc +0 -0
  103. lumibot/tools/__pycache__/polygon_helper.cpython-312.pyc +0 -0
  104. lumibot/tools/__pycache__/polygon_helper_async.cpython-312.pyc +0 -0
  105. lumibot/tools/__pycache__/polygon_helper_polars_optimized.cpython-312.pyc +0 -0
  106. lumibot/tools/__pycache__/projectx_helpers.cpython-312.pyc +0 -0
  107. lumibot/tools/__pycache__/schwab_helper.cpython-312.pyc +0 -0
  108. lumibot/tools/__pycache__/thetadata_helper.cpython-312.pyc +0 -0
  109. lumibot/tools/__pycache__/types.cpython-312.pyc +0 -0
  110. lumibot/tools/__pycache__/yahoo_helper.cpython-312.pyc +0 -0
  111. lumibot/tools/__pycache__/yahoo_helper_polars_optimized.cpython-312.pyc +0 -0
  112. lumibot/tools/databento_helper.py +384 -133
  113. lumibot/tools/databento_helper_polars.py +218 -156
  114. lumibot/tools/databento_roll.py +216 -0
  115. lumibot/tools/lumibot_logger.py +32 -17
  116. lumibot/tools/polygon_helper.py +65 -0
  117. lumibot/tools/thetadata_helper.py +588 -70
  118. lumibot/traders/__pycache__/__init__.cpython-312.pyc +0 -0
  119. lumibot/traders/__pycache__/trader.cpython-312.pyc +0 -0
  120. lumibot/traders/trader.py +1 -1
  121. lumibot/trading_builtins/__pycache__/__init__.cpython-312.pyc +0 -0
  122. lumibot/trading_builtins/__pycache__/custom_stream.cpython-312.pyc +0 -0
  123. lumibot/trading_builtins/__pycache__/safe_list.cpython-312.pyc +0 -0
  124. {lumibot-4.0.22.dist-info → lumibot-4.1.0.dist-info}/METADATA +1 -2
  125. {lumibot-4.0.22.dist-info → lumibot-4.1.0.dist-info}/RECORD +164 -46
  126. tests/backtest/check_timing_offset.py +198 -0
  127. tests/backtest/check_volume_spike.py +112 -0
  128. tests/backtest/comprehensive_comparison.py +166 -0
  129. tests/backtest/debug_comparison.py +91 -0
  130. tests/backtest/diagnose_price_difference.py +97 -0
  131. tests/backtest/direct_api_comparison.py +203 -0
  132. tests/backtest/profile_thetadata_vs_polygon.py +255 -0
  133. tests/backtest/root_cause_analysis.py +109 -0
  134. tests/backtest/test_accuracy_verification.py +244 -0
  135. tests/backtest/test_daily_data_timestamp_comparison.py +801 -0
  136. tests/backtest/test_databento.py +57 -0
  137. tests/backtest/test_databento_comprehensive_trading.py +564 -0
  138. tests/backtest/test_debug_avg_fill_price.py +112 -0
  139. tests/backtest/test_dividends.py +8 -3
  140. tests/backtest/test_example_strategies.py +54 -47
  141. tests/backtest/test_futures_edge_cases.py +451 -0
  142. tests/backtest/test_futures_single_trade.py +270 -0
  143. tests/backtest/test_futures_ultra_simple.py +191 -0
  144. tests/backtest/test_index_data_verification.py +348 -0
  145. tests/backtest/test_polygon.py +45 -24
  146. tests/backtest/test_thetadata.py +246 -60
  147. tests/backtest/test_thetadata_comprehensive.py +729 -0
  148. tests/backtest/test_thetadata_vs_polygon.py +557 -0
  149. tests/backtest/test_yahoo.py +1 -2
  150. tests/conftest.py +20 -0
  151. tests/test_backtesting_data_source_env.py +249 -0
  152. tests/test_backtesting_quiet_logs_complete.py +10 -11
  153. tests/test_databento_helper.py +73 -86
  154. tests/test_databento_live.py +10 -10
  155. tests/test_databento_timezone_fixes.py +21 -4
  156. tests/test_get_historical_prices.py +6 -6
  157. tests/test_options_helper.py +162 -40
  158. tests/test_polygon_helper.py +21 -13
  159. tests/test_quiet_logs_requirements.py +5 -5
  160. tests/test_thetadata_helper.py +487 -171
  161. tests/test_yahoo_data.py +125 -0
  162. {lumibot-4.0.22.dist-info → lumibot-4.1.0.dist-info}/LICENSE +0 -0
  163. {lumibot-4.0.22.dist-info → lumibot-4.1.0.dist-info}/WHEEL +0 -0
  164. {lumibot-4.0.22.dist-info → lumibot-4.1.0.dist-info}/top_level.txt +0 -0
lumibot/strategies/strategy_executor.py CHANGED
@@ -474,7 +474,7 @@ class StrategyExecutor(Thread):
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  if (
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  update_cash
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- and asset_type != Asset.AssetType.CRYPTO
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+ and asset_type not in (Asset.AssetType.CRYPTO, Asset.AssetType.FUTURE, Asset.AssetType.CONT_FUTURE)
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  and quantity is not None
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  and price is not None
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  ):
@@ -509,7 +509,7 @@ class StrategyExecutor(Thread):
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  if (
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  update_cash
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- and asset_type != Asset.AssetType.CRYPTO
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+ and asset_type not in (Asset.AssetType.CRYPTO, Asset.AssetType.FUTURE, Asset.AssetType.CONT_FUTURE)
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  and quantity is not None
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  and price is not None
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  ):