lumibot 4.1.2__py3-none-any.whl → 4.2.0__py3-none-any.whl

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Files changed (164) hide show
  1. lumibot/backtesting/__init__.py +19 -5
  2. lumibot/backtesting/backtesting_broker.py +98 -18
  3. lumibot/backtesting/databento_backtesting.py +5 -686
  4. lumibot/backtesting/databento_backtesting_pandas.py +738 -0
  5. lumibot/backtesting/databento_backtesting_polars.py +860 -546
  6. lumibot/backtesting/fix_debug.py +37 -0
  7. lumibot/backtesting/thetadata_backtesting.py +9 -355
  8. lumibot/backtesting/thetadata_backtesting_pandas.py +1178 -0
  9. lumibot/brokers/alpaca.py +8 -1
  10. lumibot/brokers/schwab.py +12 -2
  11. lumibot/credentials.py +13 -0
  12. lumibot/data_sources/__init__.py +5 -8
  13. lumibot/data_sources/data_source.py +6 -2
  14. lumibot/data_sources/data_source_backtesting.py +30 -0
  15. lumibot/data_sources/databento_data.py +5 -390
  16. lumibot/data_sources/databento_data_pandas.py +440 -0
  17. lumibot/data_sources/databento_data_polars.py +15 -9
  18. lumibot/data_sources/pandas_data.py +30 -17
  19. lumibot/data_sources/polars_data.py +986 -0
  20. lumibot/data_sources/polars_mixin.py +472 -96
  21. lumibot/data_sources/polygon_data_polars.py +5 -0
  22. lumibot/data_sources/yahoo_data.py +9 -2
  23. lumibot/data_sources/yahoo_data_polars.py +5 -0
  24. lumibot/entities/__init__.py +15 -0
  25. lumibot/entities/asset.py +5 -28
  26. lumibot/entities/bars.py +89 -20
  27. lumibot/entities/data.py +29 -6
  28. lumibot/entities/data_polars.py +668 -0
  29. lumibot/entities/position.py +38 -4
  30. lumibot/strategies/_strategy.py +31 -9
  31. lumibot/strategies/strategy.py +61 -49
  32. lumibot/tools/backtest_cache.py +284 -0
  33. lumibot/tools/databento_helper.py +65 -42
  34. lumibot/tools/databento_helper_polars.py +748 -778
  35. lumibot/tools/futures_roll.py +251 -0
  36. lumibot/tools/indicators.py +135 -104
  37. lumibot/tools/polars_utils.py +142 -0
  38. lumibot/tools/thetadata_helper.py +1068 -134
  39. {lumibot-4.1.2.dist-info → lumibot-4.2.0.dist-info}/METADATA +9 -1
  40. {lumibot-4.1.2.dist-info → lumibot-4.2.0.dist-info}/RECORD +72 -148
  41. tests/backtest/test_databento.py +37 -6
  42. tests/backtest/test_databento_comprehensive_trading.py +70 -87
  43. tests/backtest/test_databento_parity.py +31 -7
  44. tests/backtest/test_debug_avg_fill_price.py +1 -1
  45. tests/backtest/test_example_strategies.py +11 -1
  46. tests/backtest/test_futures_edge_cases.py +96 -63
  47. tests/backtest/test_futures_single_trade.py +2 -2
  48. tests/backtest/test_futures_ultra_simple.py +2 -2
  49. tests/backtest/test_polars_lru_eviction.py +470 -0
  50. tests/backtest/test_yahoo.py +42 -0
  51. tests/test_asset.py +4 -4
  52. tests/test_backtest_cache_manager.py +149 -0
  53. tests/test_backtesting_data_source_env.py +50 -10
  54. tests/test_continuous_futures_resolution.py +60 -48
  55. tests/test_data_polars_parity.py +160 -0
  56. tests/test_databento_asset_validation.py +23 -5
  57. tests/test_databento_backtesting.py +1 -1
  58. tests/test_databento_backtesting_polars.py +312 -192
  59. tests/test_databento_data.py +220 -463
  60. tests/test_databento_helper.py +6 -1
  61. tests/test_databento_live.py +10 -10
  62. tests/test_futures_roll.py +38 -0
  63. tests/test_indicator_subplots.py +101 -0
  64. tests/test_market_infinite_loop_bug.py +77 -3
  65. tests/test_polars_resample.py +67 -0
  66. tests/test_polygon_helper.py +46 -0
  67. tests/test_thetadata_backwards_compat.py +97 -0
  68. tests/test_thetadata_helper.py +222 -23
  69. tests/test_thetadata_pandas_verification.py +186 -0
  70. lumibot/__pycache__/__init__.cpython-312.pyc +0 -0
  71. lumibot/__pycache__/constants.cpython-312.pyc +0 -0
  72. lumibot/__pycache__/credentials.cpython-312.pyc +0 -0
  73. lumibot/backtesting/__pycache__/__init__.cpython-312.pyc +0 -0
  74. lumibot/backtesting/__pycache__/alpaca_backtesting.cpython-312.pyc +0 -0
  75. lumibot/backtesting/__pycache__/alpha_vantage_backtesting.cpython-312.pyc +0 -0
  76. lumibot/backtesting/__pycache__/backtesting_broker.cpython-312.pyc +0 -0
  77. lumibot/backtesting/__pycache__/ccxt_backtesting.cpython-312.pyc +0 -0
  78. lumibot/backtesting/__pycache__/databento_backtesting.cpython-312.pyc +0 -0
  79. lumibot/backtesting/__pycache__/interactive_brokers_rest_backtesting.cpython-312.pyc +0 -0
  80. lumibot/backtesting/__pycache__/pandas_backtesting.cpython-312.pyc +0 -0
  81. lumibot/backtesting/__pycache__/polygon_backtesting.cpython-312.pyc +0 -0
  82. lumibot/backtesting/__pycache__/thetadata_backtesting.cpython-312.pyc +0 -0
  83. lumibot/backtesting/__pycache__/yahoo_backtesting.cpython-312.pyc +0 -0
  84. lumibot/brokers/__pycache__/__init__.cpython-312.pyc +0 -0
  85. lumibot/brokers/__pycache__/alpaca.cpython-312.pyc +0 -0
  86. lumibot/brokers/__pycache__/bitunix.cpython-312.pyc +0 -0
  87. lumibot/brokers/__pycache__/broker.cpython-312.pyc +0 -0
  88. lumibot/brokers/__pycache__/ccxt.cpython-312.pyc +0 -0
  89. lumibot/brokers/__pycache__/example_broker.cpython-312.pyc +0 -0
  90. lumibot/brokers/__pycache__/interactive_brokers.cpython-312.pyc +0 -0
  91. lumibot/brokers/__pycache__/interactive_brokers_rest.cpython-312.pyc +0 -0
  92. lumibot/brokers/__pycache__/projectx.cpython-312.pyc +0 -0
  93. lumibot/brokers/__pycache__/schwab.cpython-312.pyc +0 -0
  94. lumibot/brokers/__pycache__/tradier.cpython-312.pyc +0 -0
  95. lumibot/brokers/__pycache__/tradovate.cpython-312.pyc +0 -0
  96. lumibot/data_sources/__pycache__/__init__.cpython-312.pyc +0 -0
  97. lumibot/data_sources/__pycache__/alpaca_data.cpython-312.pyc +0 -0
  98. lumibot/data_sources/__pycache__/alpha_vantage_data.cpython-312.pyc +0 -0
  99. lumibot/data_sources/__pycache__/bitunix_data.cpython-312.pyc +0 -0
  100. lumibot/data_sources/__pycache__/ccxt_backtesting_data.cpython-312.pyc +0 -0
  101. lumibot/data_sources/__pycache__/ccxt_data.cpython-312.pyc +0 -0
  102. lumibot/data_sources/__pycache__/data_source.cpython-312.pyc +0 -0
  103. lumibot/data_sources/__pycache__/data_source_backtesting.cpython-312.pyc +0 -0
  104. lumibot/data_sources/__pycache__/databento_data_polars_backtesting.cpython-312.pyc +0 -0
  105. lumibot/data_sources/__pycache__/databento_data_polars_live.cpython-312.pyc +0 -0
  106. lumibot/data_sources/__pycache__/example_broker_data.cpython-312.pyc +0 -0
  107. lumibot/data_sources/__pycache__/exceptions.cpython-312.pyc +0 -0
  108. lumibot/data_sources/__pycache__/interactive_brokers_data.cpython-312.pyc +0 -0
  109. lumibot/data_sources/__pycache__/interactive_brokers_rest_data.cpython-312.pyc +0 -0
  110. lumibot/data_sources/__pycache__/pandas_data.cpython-312.pyc +0 -0
  111. lumibot/data_sources/__pycache__/polars_mixin.cpython-312.pyc +0 -0
  112. lumibot/data_sources/__pycache__/polygon_data_polars.cpython-312.pyc +0 -0
  113. lumibot/data_sources/__pycache__/projectx_data.cpython-312.pyc +0 -0
  114. lumibot/data_sources/__pycache__/schwab_data.cpython-312.pyc +0 -0
  115. lumibot/data_sources/__pycache__/tradier_data.cpython-312.pyc +0 -0
  116. lumibot/data_sources/__pycache__/tradovate_data.cpython-312.pyc +0 -0
  117. lumibot/data_sources/__pycache__/yahoo_data_polars.cpython-312.pyc +0 -0
  118. lumibot/entities/__pycache__/__init__.cpython-312.pyc +0 -0
  119. lumibot/entities/__pycache__/asset.cpython-312.pyc +0 -0
  120. lumibot/entities/__pycache__/bar.cpython-312.pyc +0 -0
  121. lumibot/entities/__pycache__/bars.cpython-312.pyc +0 -0
  122. lumibot/entities/__pycache__/chains.cpython-312.pyc +0 -0
  123. lumibot/entities/__pycache__/data.cpython-312.pyc +0 -0
  124. lumibot/entities/__pycache__/dataline.cpython-312.pyc +0 -0
  125. lumibot/entities/__pycache__/order.cpython-312.pyc +0 -0
  126. lumibot/entities/__pycache__/position.cpython-312.pyc +0 -0
  127. lumibot/entities/__pycache__/quote.cpython-312.pyc +0 -0
  128. lumibot/entities/__pycache__/trading_fee.cpython-312.pyc +0 -0
  129. lumibot/example_strategies/__pycache__/__init__.cpython-312.pyc +0 -0
  130. lumibot/example_strategies/__pycache__/test_broker_functions.cpython-312-pytest-8.4.1.pyc +0 -0
  131. lumibot/strategies/__pycache__/__init__.cpython-312.pyc +0 -0
  132. lumibot/strategies/__pycache__/_strategy.cpython-312.pyc +0 -0
  133. lumibot/strategies/__pycache__/strategy.cpython-312.pyc +0 -0
  134. lumibot/strategies/__pycache__/strategy_executor.cpython-312.pyc +0 -0
  135. lumibot/tools/__pycache__/__init__.cpython-312.pyc +0 -0
  136. lumibot/tools/__pycache__/alpaca_helpers.cpython-312.pyc +0 -0
  137. lumibot/tools/__pycache__/bitunix_helpers.cpython-312.pyc +0 -0
  138. lumibot/tools/__pycache__/black_scholes.cpython-312.pyc +0 -0
  139. lumibot/tools/__pycache__/ccxt_data_store.cpython-312.pyc +0 -0
  140. lumibot/tools/__pycache__/databento_helper.cpython-312.pyc +0 -0
  141. lumibot/tools/__pycache__/databento_helper_polars.cpython-312.pyc +0 -0
  142. lumibot/tools/__pycache__/debugers.cpython-312.pyc +0 -0
  143. lumibot/tools/__pycache__/decorators.cpython-312.pyc +0 -0
  144. lumibot/tools/__pycache__/helpers.cpython-312.pyc +0 -0
  145. lumibot/tools/__pycache__/indicators.cpython-312.pyc +0 -0
  146. lumibot/tools/__pycache__/lumibot_logger.cpython-312.pyc +0 -0
  147. lumibot/tools/__pycache__/pandas.cpython-312.pyc +0 -0
  148. lumibot/tools/__pycache__/polygon_helper.cpython-312.pyc +0 -0
  149. lumibot/tools/__pycache__/polygon_helper_async.cpython-312.pyc +0 -0
  150. lumibot/tools/__pycache__/polygon_helper_polars_optimized.cpython-312.pyc +0 -0
  151. lumibot/tools/__pycache__/projectx_helpers.cpython-312.pyc +0 -0
  152. lumibot/tools/__pycache__/schwab_helper.cpython-312.pyc +0 -0
  153. lumibot/tools/__pycache__/thetadata_helper.cpython-312.pyc +0 -0
  154. lumibot/tools/__pycache__/types.cpython-312.pyc +0 -0
  155. lumibot/tools/__pycache__/yahoo_helper.cpython-312.pyc +0 -0
  156. lumibot/tools/__pycache__/yahoo_helper_polars_optimized.cpython-312.pyc +0 -0
  157. lumibot/traders/__pycache__/__init__.cpython-312.pyc +0 -0
  158. lumibot/traders/__pycache__/trader.cpython-312.pyc +0 -0
  159. lumibot/trading_builtins/__pycache__/__init__.cpython-312.pyc +0 -0
  160. lumibot/trading_builtins/__pycache__/custom_stream.cpython-312.pyc +0 -0
  161. lumibot/trading_builtins/__pycache__/safe_list.cpython-312.pyc +0 -0
  162. {lumibot-4.1.2.dist-info → lumibot-4.2.0.dist-info}/WHEEL +0 -0
  163. {lumibot-4.1.2.dist-info → lumibot-4.2.0.dist-info}/licenses/LICENSE +0 -0
  164. {lumibot-4.1.2.dist-info → lumibot-4.2.0.dist-info}/top_level.txt +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: lumibot
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- Version: 4.1.2
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+ Version: 4.2.0
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  Summary: Backtesting and Trading Library, Made by Lumiwealth
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  Home-page: https://github.com/Lumiwealth/lumibot
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  Author: Robert Grzesik
@@ -51,6 +51,7 @@ Requires-Dist: schwab-py>=1.5.0
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  Requires-Dist: Flask>=2.3
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  Requires-Dist: free-proxy
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  Requires-Dist: requests-oauthlib
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+ Requires-Dist: boto3>=1.28.0
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  Dynamic: author
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  Dynamic: author-email
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  Dynamic: classifier
@@ -146,6 +147,13 @@ To run an individual test file, you can run the following command:
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  pytest tests/test_asset.py
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  ```
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+ ## Remote Cache Configuration
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+
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+ Lumibot can mirror its local parquet caches to AWS S3 when you enable the new
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+ backtest cache manager. The feature is optional and defaults to local storage.
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+ To configure the environment variables, understand the key naming convention,
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+ and follow the manual validation checklist, review `docs/remote_cache.md`.
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+
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  ### Showing Code Coverage
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  To show code coverage, you can run the following command:
@@ -1,34 +1,23 @@
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  lumibot/__init__.py,sha256=fHJI9tgI2gk8n7Z8v8bopekW7oXIa8Rm3nYKwhQkYxo,4378
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  lumibot/constants.py,sha256=aQT0_QR7sCQuNPizeo2lQNhF0xd5g_H2_gr_-kG2AXM,629
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- lumibot/credentials.py,sha256=es7sXNnOmo6-jXuLQG_P9U-GEOmUZG0rXe1YS2Lqp_k,31354
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- lumibot/__pycache__/__init__.cpython-312.pyc,sha256=EFyN3QSJKQNZNQgz2UawwgLzTQzWkxlPYjbltXzeoA8,3391
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- lumibot/__pycache__/constants.cpython-312.pyc,sha256=YMXHvscXtrYUQ55e8EB-NI_aW3RajDEmrkeow8q8h-Y,1043
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- lumibot/__pycache__/credentials.cpython-312.pyc,sha256=VQXXJYzZk4EztCTTFqXFDu2jNg84Xwmj6C6zXyl_TPE,27608
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- lumibot/backtesting/__init__.py,sha256=GZMu-_u9rg5l9z-7QvHJptyklpXObIPDRr9dKseXjmQ,874
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+ lumibot/credentials.py,sha256=yz8d3_gh9alzahaykV3c3kEWTG8L5d1DCv1UR5eF6ZQ,32041
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+ lumibot/backtesting/__init__.py,sha256=xsrwDg0tjnwvKhdDFbickqigSFKykS0Jp3voVzXUsS0,1204
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  lumibot/backtesting/alpha_vantage_backtesting.py,sha256=LR3UNhJrdAKdvadiThVKdKrMZYQ_xcHzAISKPe0yqS0,417
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- lumibot/backtesting/backtesting_broker.py,sha256=btn-uPXLU3iaaioiuKph-OI5Qy0lBb7G9hoWM6wXx3E,71962
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+ lumibot/backtesting/backtesting_broker.py,sha256=C0zn__i0aoyd6u147oizRYO2Akqa5JWs8znl6siLd8Y,76003
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  lumibot/backtesting/ccxt_backtesting.py,sha256=O-RjuNpx5y4f-hKKwwUbrU7hAVkGEegmnvH_9nQWhAo,246
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- lumibot/backtesting/databento_backtesting.py,sha256=pEM12DzUC6388lTyRv4WTvdZEhs4Ofp4E2VOjD3Azek,27998
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- lumibot/backtesting/databento_backtesting_polars.py,sha256=duWr5VfLEAyCbZJQVsJ0iftH-8SACWvuRINSlpOEHpM,26128
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+ lumibot/backtesting/databento_backtesting.py,sha256=zQS6IaamDTQREcjViguk_y4b_HF1xyV3gUrDuHnkUUY,430
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+ lumibot/backtesting/databento_backtesting_pandas.py,sha256=kK6XXmm9veZSt-z1HBKdEzM_LkrVt2-DVfajtkTDdCI,31229
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+ lumibot/backtesting/databento_backtesting_polars.py,sha256=qanSLBsw4aBEFVfMuwSWzTDtaXQlOfcrvp6ERLWkRVo,45786
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+ lumibot/backtesting/fix_debug.py,sha256=ETHl-O38xK9JOQC2x8IZVJRCQrR1cokk2Vb4vpGMvb8,1204
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+ lumibot/backtesting/thetadata_backtesting.py,sha256=Xcz5f-4zTkKgWWcktNzItH2vrr8CysIMQWKKqLwugbA,345
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+ lumibot/backtesting/thetadata_backtesting_pandas.py,sha256=rglyUgZc0bNt9IWuPvmJJNXyU80JvQvRiUXWCzR1oDA,51994
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- lumibot/backtesting/__pycache__/alpha_vantage_backtesting.cpython-312.pyc,sha256=DC6KxajzVQ5HAMxVEh-uUwu_jAE9LbkjkU3Y-wOskB0,814
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- lumibot/backtesting/__pycache__/backtesting_broker.cpython-312.pyc,sha256=X-4ZtuIz2UipTYmGBBqYUkQdVyrB9YRyVkScPVZY0Iw,61264
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- lumibot/backtesting/__pycache__/ccxt_backtesting.cpython-312.pyc,sha256=l0SCIDJpuLS9XXvpoEYLKvbR6HUSnoKDSZgdhZWRmLw,724
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- lumibot/backtesting/__pycache__/databento_backtesting.cpython-312.pyc,sha256=N5DBMvnIP065iuknF56qD5FLh1HbWNMOuZhNktWmVqU,18919
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- lumibot/backtesting/__pycache__/interactive_brokers_rest_backtesting.cpython-312.pyc,sha256=sMhctHR4iu231rXJTH9P0xZZ8ctCIGQ02RVshYl8fkE,7562
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- lumibot/backtesting/__pycache__/pandas_backtesting.cpython-312.pyc,sha256=H7sUPgTAVvMli9uFWUddJ9LVRlZpvaqRUEdqjf-9yNE,963
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- lumibot/backtesting/__pycache__/polygon_backtesting.cpython-312.pyc,sha256=-_5VWqMHR9GrI-_hkBp50L_09DQl2OUQJKguMlevCwY,12494
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- lumibot/backtesting/__pycache__/thetadata_backtesting.cpython-312.pyc,sha256=QJ1LFWPm-nEc5o2XGaH-DQf2tJGaeZMQI-MALZgzocs,12080
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- lumibot/backtesting/__pycache__/yahoo_backtesting.cpython-312.pyc,sha256=j78lUPeuqMvHav76cmj-zBWmYl_U8Sj5-SGMSF1iPEE,916
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  lumibot/brokers/__init__.py,sha256=MGWKHeH3mqseYRL7u-KX1Jp2x9EaFO4Ol8sfNSxzu1M,404
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- lumibot/brokers/alpaca.py,sha256=qbmjKCAmMU9Nu9ceOkSNA-CAxewHpkExSWK_P6b8T_w,61115
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+ lumibot/brokers/alpaca.py,sha256=VQ17idfqiEFb2JCqqdMGmbvF789L7_PpsCbudiFRzmg,61595
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  lumibot/brokers/bitunix.py,sha256=hwcYC4goXsukSHSevb9W5irJz2lJt5tSgK2X5S0VyUs,34555
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@@ -36,22 +25,10 @@ lumibot/brokers/example_broker.py,sha256=mjfBaPU8kJvLwigMKczSeFcmPYQIB5L1CkqvNGn
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- lumibot/brokers/schwab.py,sha256=yo0hz_mzey7egUt0akx58JQkfycA2VV5zsaDg0jFEuI,90865
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+ lumibot/brokers/schwab.py,sha256=eiBEm-WXtzMZQhY1eyErNazkso8ONqJFtGNIcxdDOHE,91486
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- lumibot/brokers/__pycache__/__init__.cpython-312.pyc,sha256=jaM9qF-rAlxhkFo8M7tPr9mAqWIrpH32Jx-rBkXLRoY,752
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- lumibot/brokers/__pycache__/alpaca.cpython-312.pyc,sha256=qraNX7CCjBcu17YXU23IMfs3x81yi4Cu6a8crpVTxUg,60648
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- lumibot/brokers/__pycache__/bitunix.cpython-312.pyc,sha256=p6p1uSRbXh6zwLjGuQzvaAotlLXSPtLLxGFuUFrBIU4,41059
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- lumibot/brokers/__pycache__/broker.cpython-312.pyc,sha256=OPPAizwXEbms5IcinLkN9iA9R-CWYHnZ3Jeof5kLU0k,78800
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- lumibot/brokers/__pycache__/ccxt.cpython-312.pyc,sha256=o0YJxaAA3P_rqj58WY7HzddoBwwcnXz2F4Q_zNwjHsk,32670
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- lumibot/brokers/__pycache__/example_broker.cpython-312.pyc,sha256=0BL0vaPVeoKYOeZeMB-sJDBTCMp-X7owCYJa1BOOe_M,10540
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- lumibot/brokers/__pycache__/interactive_brokers.cpython-312.pyc,sha256=bXfGQL8b1AWabOw02od4cAoZ7AQjwATmzQpnjN6D72Q,72169
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- lumibot/brokers/__pycache__/interactive_brokers_rest.cpython-312.pyc,sha256=m5IF5xE_cA_C2DZIEx7haqFCKm7NI5kt6OJQ47EQZYk,51086
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- lumibot/brokers/__pycache__/projectx.cpython-312.pyc,sha256=5iNIXUBRrEpfNLJxD30Sp5abppPeLQAuK1ZRE0NSxqI,74400
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- lumibot/brokers/__pycache__/schwab.cpython-312.pyc,sha256=24U83vt_fINpxL1SyXvr1nDYzgscOljfI7hsLDlj7Ow,85129
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- lumibot/brokers/__pycache__/tradier.cpython-312.pyc,sha256=eEsMhoV8_TsA_cB8n1H0BToMuRmnS_URNCchC9l5WKs,47681
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- lumibot/brokers/__pycache__/tradovate.cpython-312.pyc,sha256=PdM1Q-6emm0IFNlKOUUX5f4YWAu0Au2sfdOi-11127k,41509
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  lumibot/components/drift_rebalancer_logic.py,sha256=KL1S9Su5gxibGzl2fw_DH8StzXvjFfFl23sOFGHgIZI,28653
@@ -61,76 +38,46 @@ lumibot/components/options_helper.py,sha256=pUihHFEv5w17pXACE3xw0Tq6tHb9s05fzttl
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- lumibot/data_sources/__init__.py,sha256=pIU_0Kbucd594EmUQoQC6QpPJA9EUlNwJjTGj9fOzKE,1064
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+ lumibot/data_sources/__init__.py,sha256=_pPpNTKE0O3Nli3soQtw734Qou6rXxqYoSZqREwKsmI,960
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- lumibot/data_sources/data_source.py,sha256=oOZ9hdg2OUAFT5yCQ8uExDEoNYqqeswDoHdVxHhJACs,28225
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- lumibot/data_sources/data_source_backtesting.py,sha256=hamqm1uHS34tS7kVslqcJxllHxUS4szgzKTngYsMc4o,8610
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- lumibot/data_sources/databento_data.py,sha256=GdD9UwLhRkbWwVpqssO6hT_pALh_V3t1aIO_j90FJFk,14210
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- lumibot/data_sources/databento_data_polars.py,sha256=7Nl6TDfP4piUSiZs3KqFuZkdseEu3-7F37mWUC6P76U,36479
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+ lumibot/data_sources/data_source.py,sha256=TrOlzYGrwc8PGru0c0DFK5DkoAc9Q0GrIzWcekhUUlw,28607
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+ lumibot/data_sources/data_source_backtesting.py,sha256=PPlfhuYzaqjs9IkS8CXMSBwgB4oEHoi6u3hWqjSiqCc,9619
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+ lumibot/data_sources/databento_data.py,sha256=PIv0SWB6WJbu9sfxfuifXXKjDFuuiSVJMzgORal8K0Y,332
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+ lumibot/data_sources/databento_data_pandas.py,sha256=H4T53OGZi1ymzMKW0F-BES9DIGFG7BLDW5iV_zeUaYA,16293
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+ lumibot/data_sources/databento_data_polars.py,sha256=uPzhHHKdF-tavo6mzgdab75n4ixPpNkPfA6e8AVgbvE,36670
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- lumibot/data_sources/pandas_data.py,sha256=yDJJHnXrCzSrR6-EZlTbtNrzBiOD4w9UVZEwW1-Q2SA,21067
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- lumibot/data_sources/polars_mixin.py,sha256=oWPIWaHVYWQJIFAH-WC1vrLA7ZNo9HMGO490JNT2UUc,17294
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- lumibot/data_sources/polygon_data_polars.py,sha256=fvXeS9kghITbQ0mM8ocyyusAMJmUBArkK-MZrRXnBKs,26952
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+ lumibot/data_sources/pandas_data.py,sha256=7V4v3W_myPyEW5ebL6Ebb-vUnoQTp8nqifNLvycBFGk,21604
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+ lumibot/data_sources/polars_data.py,sha256=g2sML6DsnQGifBXSzqKCsupxos2Znz1w5voOeGFzbgw,40318
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+ lumibot/data_sources/polars_mixin.py,sha256=lGzSiNmyajk8jW4y6r70yRdVCN8uHo_v7avU_oVTMcQ,33878
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+ lumibot/data_sources/polygon_data_polars.py,sha256=TS4830kIUgJ4A1KDVNQ_KcNmPdCUbG1oB1h8TYP3ZX8,27241
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- lumibot/data_sources/yahoo_data.py,sha256=Po7SCSYA1xIMmvK914IcqrY0NQJHTUxQtde6Nnie1G8,18802
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- lumibot/data_sources/yahoo_data_polars.py,sha256=xXzvDqO_3hT_lrp4S8w1WWDVLqjR6FAiLpCFpcY6dr8,13955
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- lumibot/data_sources/__pycache__/__init__.cpython-312.pyc,sha256=GgkwSu-sXW18J1PTVh_4-V67RdhmR-aSRrZUNAhNExw,1506
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- lumibot/data_sources/__pycache__/example_broker_data.cpython-312.pyc,sha256=1VCXHZ2O_NPs4-_ZlgYa0zIZYH7UuCBP4VGCZrln5Vg,3222
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- lumibot/data_sources/__pycache__/tradier_data.cpython-312.pyc,sha256=gC2bUXi0qreXScJBnOXU0IrqnHv680N71I_qCib3fl4,18316
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- lumibot/data_sources/__pycache__/tradovate_data.cpython-312.pyc,sha256=kc02HAag5Xla3bBulm1fn9KRD7f0yp6hxwW05kXcq_Q,4342
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- lumibot/data_sources/__pycache__/yahoo_data_polars.cpython-312.pyc,sha256=RvcWAwuiNMuuxlK0pfoay38zw9oRmf8hTVuypGUYEJc,14988
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- lumibot/entities/__init__.py,sha256=PvY1km9u_HtKXI0f3w1ZooHwMMWqYA8gBeKVapJk4Qg,410
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+ lumibot/data_sources/yahoo_data.py,sha256=dFgsUNEhLDY_Erimeczuz2LLrIB3abPPFJay6E9Czig,19132
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+ lumibot/data_sources/yahoo_data_polars.py,sha256=0JB7RFoaoVS4JKLegT_kXxbVOLP3MlXRgeqrqCoiw2o,14244
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+ lumibot/entities/__init__.py,sha256=-zmHEFGc5TfOl0CqHKOGUrSfnL_UZArW94r7HpJrc2Q,637
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+ lumibot/entities/asset.py,sha256=BwpgKjXpx5NGOb_aF34ZSvxZVN11SUQ0MW-GYAGozC4,28643
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+ lumibot/entities/data.py,sha256=hAg0fRmNsQJ_iG7FXBvjxk9JU6KJ--_IFBWPcSnwXyw,27907
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+ lumibot/entities/data_polars.py,sha256=fx7bCsQCRAos2MZNicq_vJT1qEx770JAZ6NmzeyaKYg,27762
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- lumibot/entities/__pycache__/asset.cpython-312.pyc,sha256=P5DVp2iHhOqW727rDCM3eRDUxSF9JIS4YRRJuO4T93E,30767
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- lumibot/entities/__pycache__/bar.cpython-312.pyc,sha256=kdMRKaH-zuJPyDttdmVjGEmWBAjzPESH2eVZqBJ-L9U,8915
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- lumibot/entities/__pycache__/bars.cpython-312.pyc,sha256=oClUE4OdXKD1VHeUI5wckirgy9DWEe-3WDngOdrqWWg,26667
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- lumibot/entities/__pycache__/dataline.cpython-312.pyc,sha256=-ZEV4BGQT_oL-_0dK845vFeIDQ7b2SRLO6HcY9El3Ow,637
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- lumibot/entities/__pycache__/order.cpython-312.pyc,sha256=b_Vfji4nBLsfnYKcKCaqCnLYi70FrzYzBPoNr67ilPI,51950
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- lumibot/entities/__pycache__/position.cpython-312.pyc,sha256=him2imuHAqfBnB2GhmS8JAdOMrFsCEAXHnK5oL0qFfA,11002
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- lumibot/entities/__pycache__/quote.cpython-312.pyc,sha256=6prQDmk1uLzLXvSiAQOIMcRszhnUZajm-ummviUZ4LY,4232
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@@ -154,78 +101,48 @@ lumibot/example_strategies/stock_momentum.py,sha256=ln1qNafk1IwQjeJsFxunJSxiPItF
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- lumibot/example_strategies/__pycache__/__init__.cpython-312.pyc,sha256=vawGE5mjtFUCyn6dqWSmZM2ij5pVT6YF4Cjn3KE0N-s,227
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- lumibot/example_strategies/__pycache__/test_broker_functions.cpython-312-pytest-8.4.1.pyc,sha256=Jvch4BJBA5IYmQx86yf8dDpWYFtV5ETkzrLFSxQoGkc,5452
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- lumibot/tools/__pycache__/thetadata_helper.cpython-312.pyc,sha256=FJ4_nh9UAUEmGLk9WGxCoN6q4fTf6FZ9eHHBg6vjvjw,21403
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- lumibot-4.1.2.dist-info/licenses/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
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+ lumibot-4.2.0.dist-info/licenses/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
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@@ -237,14 +154,15 @@ tests/test_alpaca_helpers.py,sha256=IXkJS0QhGcSBdg-yp6cUluKsXLYu1Nuhn85EB9F34wk,
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- tests/test_asset.py,sha256=uAiVNPo2OjIZwg5YLVe4RVZpqtHDpLVcOBKDw2NU7ek,7661
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+ tests/test_asset.py,sha256=qk9giu-z3kPoFRXL6Wi0-Ly1mb7YpUNtViuLUMjaEhY,7659
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+ tests/test_backtest_cache_manager.py,sha256=Lkm_xnKX2L-_wS2wGZ57AghPDeZUeoS9BxcuDvwdNnw,4871
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- tests/test_backtesting_data_source_env.py,sha256=Y36G2f0z_BsYkNA7zxKXwlbyQxKDXYbLDV_E4qjEem0,10671
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+ tests/test_backtesting_data_source_env.py,sha256=w1qren0mKXXFcLHaGo111z5BpqtBj_A-bMZZjhYkVq8,12318
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@@ -263,28 +181,30 @@ tests/test_ccxt_store.py,sha256=_lFqMRWDKCgz0eByG89NSbxD0RRVq4knORqdMWky3Ms,4921
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- tests/test_continuous_futures_resolution.py,sha256=1fob1-GF7QZrxiMK1EKcI2-LDP6bzgqy4_0MQL-wnTQ,14937
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+ tests/test_continuous_futures_resolution.py,sha256=ijohSmY0MsbYvd6riYMNUvX9oRAtAJj2NkYqiF_okA0,14467
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+ tests/test_data_polars_parity.py,sha256=zANlJ7371B93Y7L2SLsGYT2KQCEceEp6IOMRVzaeWkc,4877
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- tests/test_databento_asset_validation.py,sha256=bKSY_vWUb7IoVFfyI7Lk88DMjEgRcSw5dNPmKOc9-AI,5193
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+ tests/test_databento_asset_validation.py,sha256=HdVoX38rOzQbmzFA7fFlvw9pBWUYIpqL6NzXZHj8ld0,5790
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- tests/test_databento_backtesting.py,sha256=LqcuHgjivmHIcEcCjZNSPDdD7epCwdaKtj6Q6Q4KTF0,20671
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- tests/test_databento_backtesting_polars.py,sha256=V9Z7-WG2TNKpHQVF5vGJSIdgUsuhJwlopZV66FREWA0,8097
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- tests/test_databento_data.py,sha256=HakjDileGpicQc_OXeX7l8ncIDn3FtxP8ymKA6TQp8o,18860
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- tests/test_databento_helper.py,sha256=C2FRkD3341FFHc09bObEYYN7eqUsO9aewyaLX9hCdvU,43465
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- tests/test_databento_live.py,sha256=tbg2C9cyW45OYY7dKYlPMNZpgsN_sjs4yk1GR23OL6o,15648
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+ tests/test_databento_backtesting.py,sha256=TOe3bmNjyDD1vwtmNGbw8vfzLF4yvR60AtcoTbIYZBw,20712
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+ tests/test_databento_backtesting_polars.py,sha256=hasKKLesIF7mL94y4dhJkQfljKt4vmCaVCU1WXF9kH8,11043
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+ tests/test_databento_data.py,sha256=OTrVVCAjJYz43lvI2SGMVUMpCVLAFaOtDHdPIiJObOw,10280
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+ tests/test_databento_helper.py,sha256=Oeojl4xTZi37JewuX0n-7ML8EQcLTbl5Jc4ugtQrYb8,43611
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+ tests/test_databento_live.py,sha256=cydmUDbBruhVd-cZxN5uKjWRgXWt-gy4ZlajUfy0QSs,15583
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+ tests/test_futures_roll.py,sha256=hg0_QIjBeN2-DHyGZmL3NAnSUJYprAgXX727sXFZjcM,1262
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+ tests/test_indicator_subplots.py,sha256=-nqUq1jNhTtSb0xH0WU16xfC-DLD-Ak9qzWo6Yx2bnE,13245
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285
205
  tests/test_logging.py,sha256=UxCZiV86OK4AS0-wQ5LNyNHtcYeL3Xrby02iU8ryxOc,2782
286
206
  tests/test_lumibot_logger.py,sha256=76e5yl86NWk4OYtM_be-7yaHnPA-1bO2rBNH-piX8Dk,5700
287
- tests/test_market_infinite_loop_bug.py,sha256=x9O5la9FgSyeza9V6QPUoY24BeZfGySYsioqWqDUYSo,13715
207
+ tests/test_market_infinite_loop_bug.py,sha256=p8Wiq2sdNFYOH54Ij9MkDFWBLTC8V3vbJEphcPq6T8g,16181
288
208
  tests/test_mes_symbols.py,sha256=Av5AM-pogp1STfWZ4A3bA2NmbaA3E9b0Dg449mfk-Ss,3106
289
209
  tests/test_momentum.py,sha256=oakKjgnz5pNQkw0CagbbKKSux0HkOxP_iLW8-Yk0XOo,8492
290
210
  tests/test_options_helper.py,sha256=NizH8E9ZnzVWsShsHp5X6qBE8FWJ3sS2eE9bCko7y9U,27352
@@ -292,7 +212,8 @@ tests/test_options_helper_enhancements.py,sha256=3Ei-vy9IQfg1AnlBqofLNc-kuiQ64vo
292
212
  tests/test_order.py,sha256=qN_sqsItl8L-WqSQTF0PUN0s2nxm4HKYOA6gYQ6EBJA,12110
293
213
  tests/test_order_serialization.py,sha256=zcX5fgcYeo0jm6dlIQnUfuH56svTnKRFPtYCSI7xCJw,3710
294
214
  tests/test_pandas_data.py,sha256=VCDhPwAuOO6twR8a5B8dmBv3wfnOENw_1Pxr9N3x9iQ,2098
295
- tests/test_polygon_helper.py,sha256=JQCRHYgdiEzZQS_8j5kChg77S-xBpLQU6ZFN73Kfz4g,26230
215
+ tests/test_polars_resample.py,sha256=OikFHh8u5dURmZzNmp1bGrJiuJjyqBeqVn1n2mxCKMs,2260
216
+ tests/test_polygon_helper.py,sha256=Em-Rc-DAs407G6Op_Jh0jrSzl259IPAV_hsajvzs0sc,27675
296
217
  tests/test_position_serialization.py,sha256=QtBPKnGdmULLT_hKrfFzvbWWG3kfqWPW-Jv_r3theuM,4293
297
218
  tests/test_projectx.py,sha256=jyyX9ZEOCiF557MzG1sGQYk-v6JZYZ-LVIkLlURhMhQ,18327
298
219
  tests/test_projectx_bracket_helpers.py,sha256=Lnt-qA_6H0JcHeQaR5XNuc0O7uUCggksvYdIa3RVFEs,5554
@@ -312,7 +233,9 @@ tests/test_quiet_logs_functionality.py,sha256=MlOBUICuTy1OXCDifOW05uD7hjnZRsQ2xx
312
233
  tests/test_quiet_logs_requirements.py,sha256=YoUooSVLrFL8TlWPfxEiqxvSj4d8z6-qg58ja4dtOc0,7856
313
234
  tests/test_session_manager.py,sha256=1qygN3aQ2Xe2uh4BMPm0E3V8KXLFNGq5qdL8KkZjef4,11632
314
235
  tests/test_strategy_methods.py,sha256=j9Mhr6nnG1fkiVQXnx7gLjzGbeQmwt0UbJr_4plD36o,12539
315
- tests/test_thetadata_helper.py,sha256=fFLUfLlucUzHc4zAFY84lwWYZ-U79moU-a8z3rkRzcI,50631
236
+ tests/test_thetadata_backwards_compat.py,sha256=RzNLhNZNJZ2hPkEDyG-T_4mRRXh5XqavK6r-OjfRASQ,3306
237
+ tests/test_thetadata_helper.py,sha256=lNUhA9VuzCZaGKuN86Zkpq3fi2Qk_R0iv1P5JdkOXNA,57966
238
+ tests/test_thetadata_pandas_verification.py,sha256=MkGIci52W3gez4C6SI4SpcFlrDXmagxikNeOLmXt0yA,6547
316
239
  tests/test_tradier.py,sha256=iCEM2FTxJSzJ2oLNaRqSx05XaX_DCiMzLx1aEYPANko,33280
317
240
  tests/test_tradier_data.py,sha256=1jTxDzQtzaC42CQJVXMRMElBwExy1mVci3NFfKjjVH0,13363
318
241
  tests/test_tradingfee.py,sha256=2CBJgdU-73Ae4xuys-QkbCtpDTL9hwOUkRnCgLm4OmE,163
@@ -336,27 +259,28 @@ tests/backtest/test_backtesting_broker_processing.py,sha256=JbTKZvcMq3l4AgIGhsvV
336
259
  tests/backtest/test_buy_hold_quiet_logs_full_run.py,sha256=LDiR8wsEwIASPnO_bUMide6re0Jb-rzFG3hccD9OGJM,4998
337
260
  tests/backtest/test_crypto_cash_regressions.py,sha256=-f0wjb-9nXpggS30N4zomYl098Qu-tfvfWwhlkoxPMM,6077
338
261
  tests/backtest/test_daily_data_timestamp_comparison.py,sha256=DeMLH0hwl0zEybJF0YTyBgfO8p96DGLahiBCwVQKjA4,35910
339
- tests/backtest/test_databento.py,sha256=L7UIN0IjxdVzE65ujBvsoKyQhY4KHTctIOeOeWvVNBY,7485
340
- tests/backtest/test_databento_comprehensive_trading.py,sha256=M7M2YHVkYRi5xBXifUESCnX5BFdtUDXy-HAhgazBAC4,23615
341
- tests/backtest/test_databento_parity.py,sha256=bG10kIJlkLnXfPaEYMVhaf8D5V5Gf-qoyB9PW-H8JzM,2553
342
- tests/backtest/test_debug_avg_fill_price.py,sha256=W4pgvCkAwmqlK82yzlw7u-s8VXe-dIQjPu-BVQkwJvg,3520
262
+ tests/backtest/test_databento.py,sha256=kpbNNcthiH0am703nIkEFaKf7203u9bS79wdbq8hk4M,8413
263
+ tests/backtest/test_databento_comprehensive_trading.py,sha256=e20_RmGk5dSyyxeJ5egWpE0EqVZzlRMFs_hyXhHiNHc,22094
264
+ tests/backtest/test_databento_parity.py,sha256=MNnBhbf1kImSmVCNLFpUjswyyWA3PY8eOiOqZARZznY,3531
265
+ tests/backtest/test_debug_avg_fill_price.py,sha256=bW0U2ReKDdg7eZYrfzp2q6rUmtx4xjEjkpVjcu4Na-8,3548
343
266
  tests/backtest/test_dividends.py,sha256=tDEnK4IcqHPHYPXAfUlApEBOf-iMROSl3aCap0BX1nI,9970
344
- tests/backtest/test_example_strategies.py,sha256=mSRRONtKdd7x0DUiuqCZD3YXLiPS8kAGn5wT1f_gDlk,15482
267
+ tests/backtest/test_example_strategies.py,sha256=tTKqZZnlx7M5LxiOWu5NUGYV_nAKKRwdfP-z_MnF8hs,16050
345
268
  tests/backtest/test_failing_backtest.py,sha256=jBkm_3Yq-TrzezAQM7XEAn3424lzG6Mu5agnTJQCo6E,5460
346
- tests/backtest/test_futures_edge_cases.py,sha256=87j1WQ3ywE1FkusZGlW9IXFlqFhf776EXHd-yQmySZY,15422
347
- tests/backtest/test_futures_single_trade.py,sha256=seGe-mOkoFnCY58HT-iaWktPo76-WG0xgxPkOiL6BOg,10838
348
- tests/backtest/test_futures_ultra_simple.py,sha256=UWGhuhwALCpez-yJxmbke5pfW6vHLDsHbsezwezU934,6875
269
+ tests/backtest/test_futures_edge_cases.py,sha256=rmS4T1Ve45Eey9qqtMmcU6qPyyg12VrMroHtM0K0KD8,18321
270
+ tests/backtest/test_futures_single_trade.py,sha256=SD3NLnPJckutooXUOPZV2_y96NMzCR6rJsBXla0Mxws,10860
271
+ tests/backtest/test_futures_ultra_simple.py,sha256=QJ0UcZNW0GzK1mLb8e9oTE3FKcdodNoPw5L6HQIj5wA,6897
349
272
  tests/backtest/test_index_data_verification.py,sha256=oCM_xRMylyDkUS0uDXCyj4KVKs_GG24lcqCvQq1Exvw,13737
350
273
  tests/backtest/test_multileg_backtest.py,sha256=XqvwMtyvlo59ZV3yqnZZ_nC_9cqnLozS4MRtKdFFY-U,4981
351
274
  tests/backtest/test_pandas_backtest.py,sha256=GSkhMY4wK1pFDe1Hscu7YxZG36RGdM1PtkLeq7u0caI,5433
352
275
  tests/backtest/test_passing_trader_into_backtest.py,sha256=KttDS3x1Dv686GBWjt520v_ampK2MIUyPfzl7HLVlwE,3163
276
+ tests/backtest/test_polars_lru_eviction.py,sha256=XrAUB53rFO_G9YKSFnoKAvvzI5WCHNvP3qEAT6KP1Y8,17347
353
277
  tests/backtest/test_polygon.py,sha256=-KMvCX8bioSm-2QrNDPBo8Ff0geHkdBLeOl6i5wFlWc,26095
354
278
  tests/backtest/test_strategy_executor.py,sha256=r-QNPCNJnisxQyIAxPGO-BQ-l3qtZMChOUWCVX-b4ls,1289
355
279
  tests/backtest/test_thetadata.py,sha256=xWYfC9C4EhbMDb29qyZWHO3sSWaLIPzzvcMbHCt5H0w,23306
356
280
  tests/backtest/test_thetadata_comprehensive.py,sha256=-gN3xLJcJtlB-k4vlaK82DCZDGDmr0LNZZDzn-aN3l4,26120
357
281
  tests/backtest/test_thetadata_vs_polygon.py,sha256=dZqsrOx3u3cz-1onIO6o5BDRjI1ey7U9vIkZupfXoig,22831
358
- tests/backtest/test_yahoo.py,sha256=uHb9aK3uHYEvA7MI_y1dbKm7mjHrErlxU7TJOgVdzs8,1966
359
- lumibot-4.1.2.dist-info/METADATA,sha256=45LvQ6tGhCYieVoXNPDspLGbhfj7JccZ1xZFzTilsHs,11721
360
- lumibot-4.1.2.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
361
- lumibot-4.1.2.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
362
- lumibot-4.1.2.dist-info/RECORD,,
282
+ tests/backtest/test_yahoo.py,sha256=2FguUTUMC9_A20eqxnZ17rN3tT9n6hyvJHaL98QKpqY,3443
283
+ lumibot-4.2.0.dist-info/METADATA,sha256=fLMcodhb7BQl9rONrvfEQMxIhXx9lo5T-iRftdS2qDk,12092
284
+ lumibot-4.2.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
285
+ lumibot-4.2.0.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
286
+ lumibot-4.2.0.dist-info/RECORD,,
@@ -6,8 +6,14 @@ from dotenv import load_dotenv
6
6
  # Load environment variables from .env file
7
7
  load_dotenv()
8
8
 
9
- from lumibot.backtesting import BacktestingBroker, DataBentoDataBacktesting
10
- from lumibot.data_sources import DataBentoDataBacktesting as DataBentoDataBacktestingPolars
9
+ from lumibot.backtesting import BacktestingBroker
10
+ from lumibot.backtesting.databento_backtesting_pandas import (
11
+ DataBentoDataBacktestingPandas,
12
+ )
13
+ from lumibot.backtesting.databento_backtesting_polars import (
14
+ DataBentoDataBacktestingPolars,
15
+ )
16
+ from lumibot.tools.databento_helper import DataBentoAuthenticationError
11
17
  from lumibot.entities import Asset
12
18
  from lumibot.strategies import Strategy
13
19
  from lumibot.traders import Trader
@@ -16,6 +22,31 @@ from lumibot.credentials import DATABENTO_CONFIG
16
22
  DATABENTO_API_KEY = DATABENTO_CONFIG.get("API_KEY")
17
23
 
18
24
 
25
+
26
+
27
+ def test_databento_auth_failure_propagates(monkeypatch):
28
+ start = datetime.datetime(2025, 1, 6, tzinfo=pytz.UTC)
29
+ end = datetime.datetime(2025, 1, 7, tzinfo=pytz.UTC)
30
+ asset = Asset("MES", asset_type=Asset.AssetType.CONT_FUTURE)
31
+
32
+ def boom(*args, **kwargs):
33
+ raise DataBentoAuthenticationError("401 auth_authentication_failed")
34
+
35
+ monkeypatch.setattr(
36
+ "lumibot.tools.databento_helper.get_price_data_from_databento",
37
+ boom,
38
+ )
39
+
40
+ data_source = DataBentoDataBacktestingPandas(
41
+ datetime_start=start,
42
+ datetime_end=end,
43
+ api_key="dummy",
44
+ show_progress_bar=False,
45
+ )
46
+
47
+ with pytest.raises(DataBentoAuthenticationError):
48
+ data_source.get_historical_prices(asset, length=1, timestep="minute")
49
+
19
50
  class SimpleContinuousFutures(Strategy):
20
51
  """Simple strategy for testing continuous futures with minute-level data"""
21
52
 
@@ -67,10 +98,10 @@ class TestDatabentoBacktestFull:
67
98
  backtesting_start = tzinfo.localize(datetime.datetime(2025, 1, 2, 9, 30))
68
99
  backtesting_end = tzinfo.localize(datetime.datetime(2025, 1, 3, 16, 0))
69
100
 
70
- data_source = DataBentoDataBacktesting(
101
+ data_source = DataBentoDataBacktestingPandas(
71
102
  datetime_start=backtesting_start,
72
103
  datetime_end=backtesting_end,
73
- databento_key=DATABENTO_API_KEY,
104
+ api_key=DATABENTO_API_KEY,
74
105
  )
75
106
 
76
107
  broker = BacktestingBroker(data_source=data_source)
@@ -184,10 +215,10 @@ class TestDatabentoBacktestFull:
184
215
  order = self.create_order(asset, 1, "buy")
185
216
  self.submit_order(order)
186
217
 
187
- data_source = DataBentoDataBacktesting(
218
+ data_source = DataBentoDataBacktestingPandas(
188
219
  datetime_start=backtesting_start,
189
220
  datetime_end=backtesting_end,
190
- databento_key=DATABENTO_API_KEY,
221
+ api_key=DATABENTO_API_KEY,
191
222
  )
192
223
 
193
224
  broker = BacktestingBroker(data_source=data_source)