lumibot 4.1.1__tar.gz → 4.1.2__tar.gz

{lumibot-4.1.1 → lumibot-4.1.2}/MANIFEST.in

@@ -1,2 +1 @@
 recursive-include lumibot/resources *
-include ThetaTerminal.jar

{lumibot-4.1.1/lumibot.egg-info → lumibot-4.1.2}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: lumibot
-Version: 4.1.1
+Version: 4.1.2
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik
@@ -51,6 +51,17 @@ Requires-Dist: schwab-py>=1.5.0
 Requires-Dist: Flask>=2.3
 Requires-Dist: free-proxy
 Requires-Dist: requests-oauthlib
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: license
+Dynamic: license-file
+Dynamic: requires-dist
+Dynamic: requires-python
+Dynamic: summary
 
 [![CI Status](https://github.com/Lumiwealth/lumibot/actions/workflows/cicd.yaml/badge.svg?branch=dev)](https://github.com/Lumiwealth/lumibot/actions/workflows/cicd.yaml)
 [![Coverage](https://raw.githubusercontent.com/Lumiwealth/lumibot/badge/coverage.svg)](https://github.com/Lumiwealth/lumibot/actions/workflows/cicd.yaml)

{lumibot-4.1.1 → lumibot-4.1.2}/lumibot/tools/thetadata_helper.py

@@ -498,20 +498,25 @@ def start_theta_data_client(username: str, password: str):
         logger.info("ThetaTerminal.jar not found, copying from lumibot package...")
         import shutil as shutil_copy
 
-        # Find the bundled jar file in the lumibot package
-        lumibot_jar = Path(__file__).parent.parent.parent / "ThetaTerminal.jar"
+        package_root = Path(__file__).resolve().parent.parent
+        candidate_paths = [
+            package_root / "resources" / "ThetaTerminal.jar",
+            package_root.parent / "ThetaTerminal.jar",  # legacy location fallback
+        ]
 
-        if lumibot_jar.exists():
-            logger.info(f"Copying ThetaTerminal.jar from {lumibot_jar} to {jar_file}")
-            shutil_copy.copy2(lumibot_jar, jar_file)
-            logger.info(f"Successfully copied ThetaTerminal.jar to {jar_file}")
-        else:
+        lumibot_jar = next((path for path in candidate_paths if path.exists()), None)
+
+        if lumibot_jar is None:
             raise FileNotFoundError(
-                f"ThetaTerminal.jar not found at {lumibot_jar}. "
-                f"Please ensure ThetaTerminal.jar is included in the lumibot package, "
-                f"or manually place it at {jar_file}"
+                "ThetaTerminal.jar not bundled with lumibot installation. "
+                f"Searched: {', '.join(str(path) for path in candidate_paths)}. "
+                f"Please reinstall lumibot or manually place the jar at {jar_file}"
             )
 
+        logger.info(f"Copying ThetaTerminal.jar from {lumibot_jar} to {jar_file}")
+        shutil_copy.copy2(lumibot_jar, jar_file)
+        logger.info(f"Successfully copied ThetaTerminal.jar to {jar_file}")
+
     if not jar_file.exists():
         raise FileNotFoundError(f"ThetaTerminal.jar not found at {jar_file}")
 

{lumibot-4.1.1 → lumibot-4.1.2/lumibot.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: lumibot
-Version: 4.1.1
+Version: 4.1.2
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik
@@ -51,6 +51,17 @@ Requires-Dist: schwab-py>=1.5.0
 Requires-Dist: Flask>=2.3
 Requires-Dist: free-proxy
 Requires-Dist: requests-oauthlib
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: license
+Dynamic: license-file
+Dynamic: requires-dist
+Dynamic: requires-python
+Dynamic: summary
 
 [![CI Status](https://github.com/Lumiwealth/lumibot/actions/workflows/cicd.yaml/badge.svg?branch=dev)](https://github.com/Lumiwealth/lumibot/actions/workflows/cicd.yaml)
 [![Coverage](https://raw.githubusercontent.com/Lumiwealth/lumibot/badge/coverage.svg)](https://github.com/Lumiwealth/lumibot/actions/workflows/cicd.yaml)

{lumibot-4.1.1 → lumibot-4.1.2}/lumibot.egg-info/SOURCES.txt

@@ -1,7 +1,6 @@
 LICENSE
 MANIFEST.in
 README.md
-ThetaTerminal.jar
 pyproject.toml
 setup.cfg
 setup.py
@@ -102,6 +101,7 @@ lumibot/example_strategies/stock_momentum.py
 lumibot/example_strategies/stock_oco.py
 lumibot/example_strategies/strangle.py
 lumibot/example_strategies/test_broker_functions.py
+lumibot/resources/ThetaTerminal.jar
 lumibot/resources/conf.yaml
 lumibot/strategies/__init__.py
 lumibot/strategies/_strategy.py
@@ -248,6 +248,7 @@ tests/backtest/test_crypto_cash_regressions.py
 tests/backtest/test_daily_data_timestamp_comparison.py
 tests/backtest/test_databento.py
 tests/backtest/test_databento_comprehensive_trading.py
+tests/backtest/test_databento_parity.py
 tests/backtest/test_debug_avg_fill_price.py
 tests/backtest/test_dividends.py
 tests/backtest/test_example_strategies.py

{lumibot-4.1.1 → lumibot-4.1.2}/setup.py

@@ -5,7 +5,7 @@ with open("README.md", "r", encoding="utf-8") as fh:
 
 setuptools.setup(
     name="lumibot",
-    version="4.1.1",
+    version="4.1.2",
     author="Robert Grzesik",
     author_email="rob@lumiwealth.com",
     description="Backtesting and Trading Library, Made by Lumiwealth",
@@ -14,7 +14,7 @@ setuptools.setup(
     url="https://github.com/Lumiwealth/lumibot",
     packages=setuptools.find_packages(),
     license="MIT",  # Add license argument
-    include_package_data=True, 
+    include_package_data=True,
     install_requires=[
         "polygon-api-client>=1.13.3",
         "alpaca-py>=0.42.0",
@@ -61,7 +61,9 @@ setuptools.setup(
         "free-proxy",
         "requests-oauthlib",
     ],
-    data_files=[("", ["ThetaTerminal.jar"])],
+    package_data={
+        "lumibot": ["resources/ThetaTerminal.jar"],
+    },
     classifiers=[
         "Programming Language :: Python :: 3",
         "Operating System :: OS Independent",

lumibot-4.1.2/tests/backtest/test_databento_parity.py

@@ -0,0 +1,81 @@
+"""Parity checks between DataBento pandas and polars backends."""
+
+import shutil
+from pathlib import Path
+from datetime import datetime
+
+import pandas as pd
+import pytest
+import pytz
+
+from lumibot.backtesting.databento_backtesting import DataBentoDataBacktesting as DataBentoPandas
+from lumibot.data_sources.databento_data_polars_backtesting import DataBentoDataPolarsBacktesting
+from lumibot.entities import Asset
+from lumibot.credentials import DATABENTO_CONFIG
+from lumibot.tools import databento_helper, databento_helper_polars
+
+DATABENTO_API_KEY = DATABENTO_CONFIG.get("API_KEY")
+
+
+def _clear_databento_caches():
+    for cache_dir in (
+        databento_helper.LUMIBOT_DATABENTO_CACHE_FOLDER,
+        databento_helper_polars.LUMIBOT_DATABENTO_CACHE_FOLDER,
+    ):
+        path = Path(cache_dir)
+        if path.exists():
+            shutil.rmtree(path)
+
+
+@pytest.mark.apitest
+@pytest.mark.skipif(
+    not DATABENTO_API_KEY or DATABENTO_API_KEY == '<your key here>',
+    reason="This test requires a Databento API key",
+)
+def test_databento_price_parity():
+    """Ensure pandas and polars backends deliver identical prices."""
+
+    _clear_databento_caches()
+
+    tz = pytz.timezone("America/New_York")
+    start = tz.localize(datetime(2025, 9, 15, 0, 0))
+    end = tz.localize(datetime(2025, 9, 29, 23, 59))
+    asset = Asset("MES", asset_type=Asset.AssetType.CONT_FUTURE)
+
+    pandas_ds = DataBentoPandas(
+        datetime_start=start,
+        datetime_end=end,
+        api_key=DATABENTO_API_KEY,
+        show_progress_bar=False,
+    )
+    polars_ds = DataBentoDataPolarsBacktesting(
+        datetime_start=start,
+        datetime_end=end,
+        api_key=DATABENTO_API_KEY,
+        show_progress_bar=False,
+    )
+
+    # Prime caches
+    pandas_bars = pandas_ds.get_historical_prices(asset, 500, timestep="minute").df
+    polars_bars = polars_ds.get_historical_prices(asset, 500, timestep="minute").df
+
+    pd.testing.assert_frame_equal(polars_bars, pandas_bars)
+
+    checkpoints = [
+        (0, 0),
+        (3, 40),
+        (4, 0),
+        (7, 35),
+        (11, 5),
+        (14, 5),
+    ]
+
+    for hour, minute in checkpoints:
+        current_dt = tz.localize(datetime(2025, 9, 15, hour, minute))
+        pandas_ds._datetime = current_dt
+        polars_ds._datetime = current_dt
+        pandas_price = pandas_ds.get_last_price(asset)
+        polars_price = polars_ds.get_last_price(asset)
+        assert pandas_price == pytest.approx(polars_price), (
+            f"Mismatch at {current_dt}: pandas={pandas_price}, polars={polars_price}"
+        )

{lumibot-4.1.1 → lumibot-4.1.2}/tests/test_databento_backtesting.py

@@ -2,6 +2,7 @@ import unittest
 from unittest.mock import Mock, patch, MagicMock
 from datetime import datetime, timedelta
 import pandas as pd
+import pytz
 
 from lumibot.backtesting.databento_backtesting import DataBentoDataBacktesting
 from lumibot.entities import Asset, Data
@@ -224,6 +225,49 @@ class TestDataBentoDataBacktesting(unittest.TestCase):
         self.assertEqual(result, 4250.75)
         mock_get_last_price.assert_called_once()
 
+    @patch('lumibot.tools.databento_helper.DATABENTO_AVAILABLE', True)
+    @patch('lumibot.tools.databento_helper.get_last_price_from_databento')
+    def test_get_last_price_uses_current_bar_when_available(self, mock_get_last_price):
+        """
+        Ensure we reuse the latest completed bar from cache (rather than hitting the API)
+        when no earlier bar exists in the window.
+        """
+        ny = pytz.timezone("America/New_York")
+        current_dt = ny.localize(datetime(2025, 1, 1, 9, 30))
+
+        backtester = DataBentoDataBacktesting(
+            datetime_start=self.start_date,
+            datetime_end=self.end_date,
+            api_key=self.api_key
+        )
+        backtester._datetime = current_dt
+
+        # Seed cached data with a single bar at the current timestamp
+        test_df = pd.DataFrame(
+            {
+                "open": [100.0],
+                "high": [101.0],
+                "low": [99.5],
+                "close": [100.5],
+                "volume": [1000],
+            },
+            index=pd.DatetimeIndex([current_dt]),
+        )
+
+        data = Data(
+            self.test_asset,
+            df=test_df,
+            timestep="minute",
+            quote=Asset("USD", "forex"),
+        )
+        search_asset = (self.test_asset, Asset("USD", "forex"))
+        backtester.pandas_data[search_asset] = data
+
+        price = backtester.get_last_price(asset=self.test_asset)
+
+        self.assertEqual(price, 100.5)
+        mock_get_last_price.assert_not_called()
+
     @patch('lumibot.tools.databento_helper.DATABENTO_AVAILABLE', True)
     def test_get_chains(self):
         """Test options chains retrieval (should return empty dict)"""