lumibot 4.1.0__py3-none-any.whl → 4.1.1__py3-none-any.whl

lumibot/backtesting/databento_backtesting.py

@@ -438,6 +438,10 @@ class DataBentoDataBacktesting(PandasData):
                         # Filter to data up to current backtest time (exclude current bar unless broker overrides)
                         filtered_df = df[df.index <= cutoff_dt]
 
+                        # If we have no prior bar (e.g., first iteration), allow the current timestamp
+                        if filtered_df.empty:
+                            filtered_df = df[df.index <= current_dt_aware]
+
                         if not filtered_df.empty:
                             last_price = filtered_df['close'].iloc[-1]
                             if not pd.isna(last_price):

{lumibot-4.1.0.dist-info → lumibot-4.1.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lumibot
-Version: 4.1.0
+Version: 4.1.1
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik

{lumibot-4.1.0.dist-info → lumibot-4.1.1.dist-info}/RECORD

@@ -9,7 +9,7 @@ lumibot/backtesting/alpaca_backtesting.py,sha256=56vnBwKjwZ-8QW92I_dlJd1AO752_WV
 lumibot/backtesting/alpha_vantage_backtesting.py,sha256=LR3UNhJrdAKdvadiThVKdKrMZYQ_xcHzAISKPe0yqS0,417
 lumibot/backtesting/backtesting_broker.py,sha256=btn-uPXLU3iaaioiuKph-OI5Qy0lBb7G9hoWM6wXx3E,71962
 lumibot/backtesting/ccxt_backtesting.py,sha256=O-RjuNpx5y4f-hKKwwUbrU7hAVkGEegmnvH_9nQWhAo,246
-lumibot/backtesting/databento_backtesting.py,sha256=OnOqZI-rS-cAZ5vLRGOYERmW70x48hmBDyCPWfATseM,27773
+lumibot/backtesting/databento_backtesting.py,sha256=pEM12DzUC6388lTyRv4WTvdZEhs4Ofp4E2VOjD3Azek,27998
 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
@@ -224,6 +224,7 @@ lumibot/trading_builtins/safe_list.py,sha256=IIjZOHSiZYK25A4WBts0oJaZNOJDsjZL65M
 lumibot/trading_builtins/__pycache__/__init__.cpython-312.pyc,sha256=ksqDHG5HzxBeh3sDNn2NjEhYtj3dI6TvuQoe03VAItg,345
 lumibot/trading_builtins/__pycache__/custom_stream.cpython-312.pyc,sha256=w9EEoPd4LTBKmS8x6x-umicO1GwzaHlZnAv7MC2A78o,7397
 lumibot/trading_builtins/__pycache__/safe_list.cpython-312.pyc,sha256=2MQnqSCnMHHVu_gMK-3xBVSdHFyhxGR7_UrNdOvb4So,4875
+lumibot-4.1.1.data/data/ThetaTerminal.jar,sha256=K6GeeFcN8-gvyL2x5iq5pzD79KfPJvMK8iiezi3TmNQ,11834389
 tests/__init__.py,sha256=3-VoT-nAuqMfwufd4ceN6fXaHl_zCfDCSXJOTp1ywYQ,393
 tests/conftest.py,sha256=UBw_2fx7r6TZPKus2b1Qxrzmd4bg8EEBnX1vCHUuSVA,3311
 tests/fixtures.py,sha256=wOHQsh1SGHnXe_PGi6kDWI30CS_Righi7Ig7vwSEKT4,9082
@@ -268,7 +269,7 @@ tests/test_databento_auto_expiry_integration.py,sha256=uPAyYTMTzEqppUUZx99G8pvnv
 tests/test_databento_backtesting.py,sha256=5uGiKxQIY8eYVvgQEO6kA4GWUP4k2MCHi_S5h40gqH8,19150
 tests/test_databento_backtesting_polars.py,sha256=V9Z7-WG2TNKpHQVF5vGJSIdgUsuhJwlopZV66FREWA0,8097
 tests/test_databento_data.py,sha256=HakjDileGpicQc_OXeX7l8ncIDn3FtxP8ymKA6TQp8o,18860
-tests/test_databento_helper.py,sha256=vM_zgxITXXfzMlZwoS9vnJvoOqcrVv2ZdnRKjVxergY,43522
+tests/test_databento_helper.py,sha256=C2FRkD3341FFHc09bObEYYN7eqUsO9aewyaLX9hCdvU,43465
 tests/test_databento_live.py,sha256=tbg2C9cyW45OYY7dKYlPMNZpgsN_sjs4yk1GR23OL6o,15648
 tests/test_databento_timezone_fixes.py,sha256=NsfND7yTdKH2ddiYYhO6kU3m41V7se7C4_zTvqKOGv0,11562
 tests/test_drift_rebalancer.py,sha256=AUuEd3WIunfx3gwVdLVtq8jOHlz65UeqpO4adY1xfcs,105289
@@ -353,8 +354,8 @@ tests/backtest/test_thetadata.py,sha256=xWYfC9C4EhbMDb29qyZWHO3sSWaLIPzzvcMbHCt5
 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,,
+lumibot-4.1.1.dist-info/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
+lumibot-4.1.1.dist-info/METADATA,sha256=lRxs-rWEYAAcbpGVP5TtgWLyOM6VjNVBZJYyo0DXqh0,11485
+lumibot-4.1.1.dist-info/WHEEL,sha256=tZoeGjtWxWRfdplE7E3d45VPlLNQnvbKiYnx7gwAy8A,92
+lumibot-4.1.1.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
+lumibot-4.1.1.dist-info/RECORD,,

tests/test_databento_helper.py

@@ -16,8 +16,7 @@ class TestDataBentoHelper(unittest.TestCase):
         self.api_key = "test_api_key"
         self.test_asset_future = Asset(
             symbol="ES",
-            asset_type="future",
-            expiration=datetime(2025, 3, 15).date()
+            asset_type="CONT_FUTURE"
         )
         self.test_asset_stock = Asset(
             symbol="AAPL",
@@ -217,8 +216,8 @@ class TestDataBentoHelper(unittest.TestCase):
             self.end_date,
             "minute"
         )
-        
-        expected_name = "ES_20250315_minute_20250101_20250131.parquet"
+
+        expected_name = "ES_minute_202501010000_202501310000.parquet"
         self.assertEqual(filename.name, expected_name)
 
     def test_no_retry_logic_for_correct_symbol(self):