lumibot 4.1.3__py3-none-any.whl → 4.2.1__py3-none-any.whl

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Files changed (163) 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 +1167 -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 +2 -1
  31. lumibot/strategies/strategy.py +61 -49
  32. lumibot/tools/backtest_cache.py +284 -0
  33. lumibot/tools/databento_helper.py +35 -35
  34. lumibot/tools/databento_helper_polars.py +738 -775
  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-4.1.3.dist-info → lumibot-4.2.1.dist-info}/METADATA +9 -1
  40. {lumibot-4.1.3.dist-info → lumibot-4.2.1.dist-info}/RECORD +71 -147
  41. tests/backtest/test_databento.py +37 -6
  42. tests/backtest/test_databento_comprehensive_trading.py +8 -4
  43. tests/backtest/test_databento_parity.py +4 -2
  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 +3 -3
  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 +6 -0
  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_live.py +10 -10
  61. tests/test_futures_roll.py +38 -0
  62. tests/test_indicator_subplots.py +101 -0
  63. tests/test_market_infinite_loop_bug.py +77 -3
  64. tests/test_polars_resample.py +67 -0
  65. tests/test_polygon_helper.py +46 -0
  66. tests/test_thetadata_backwards_compat.py +97 -0
  67. tests/test_thetadata_helper.py +222 -23
  68. tests/test_thetadata_pandas_verification.py +186 -0
  69. lumibot/__pycache__/__init__.cpython-312.pyc +0 -0
  70. lumibot/__pycache__/constants.cpython-312.pyc +0 -0
  71. lumibot/__pycache__/credentials.cpython-312.pyc +0 -0
  72. lumibot/backtesting/__pycache__/__init__.cpython-312.pyc +0 -0
  73. lumibot/backtesting/__pycache__/alpaca_backtesting.cpython-312.pyc +0 -0
  74. lumibot/backtesting/__pycache__/alpha_vantage_backtesting.cpython-312.pyc +0 -0
  75. lumibot/backtesting/__pycache__/backtesting_broker.cpython-312.pyc +0 -0
  76. lumibot/backtesting/__pycache__/ccxt_backtesting.cpython-312.pyc +0 -0
  77. lumibot/backtesting/__pycache__/databento_backtesting.cpython-312.pyc +0 -0
  78. lumibot/backtesting/__pycache__/interactive_brokers_rest_backtesting.cpython-312.pyc +0 -0
  79. lumibot/backtesting/__pycache__/pandas_backtesting.cpython-312.pyc +0 -0
  80. lumibot/backtesting/__pycache__/polygon_backtesting.cpython-312.pyc +0 -0
  81. lumibot/backtesting/__pycache__/thetadata_backtesting.cpython-312.pyc +0 -0
  82. lumibot/backtesting/__pycache__/yahoo_backtesting.cpython-312.pyc +0 -0
  83. lumibot/brokers/__pycache__/__init__.cpython-312.pyc +0 -0
  84. lumibot/brokers/__pycache__/alpaca.cpython-312.pyc +0 -0
  85. lumibot/brokers/__pycache__/bitunix.cpython-312.pyc +0 -0
  86. lumibot/brokers/__pycache__/broker.cpython-312.pyc +0 -0
  87. lumibot/brokers/__pycache__/ccxt.cpython-312.pyc +0 -0
  88. lumibot/brokers/__pycache__/example_broker.cpython-312.pyc +0 -0
  89. lumibot/brokers/__pycache__/interactive_brokers.cpython-312.pyc +0 -0
  90. lumibot/brokers/__pycache__/interactive_brokers_rest.cpython-312.pyc +0 -0
  91. lumibot/brokers/__pycache__/projectx.cpython-312.pyc +0 -0
  92. lumibot/brokers/__pycache__/schwab.cpython-312.pyc +0 -0
  93. lumibot/brokers/__pycache__/tradier.cpython-312.pyc +0 -0
  94. lumibot/brokers/__pycache__/tradovate.cpython-312.pyc +0 -0
  95. lumibot/data_sources/__pycache__/__init__.cpython-312.pyc +0 -0
  96. lumibot/data_sources/__pycache__/alpaca_data.cpython-312.pyc +0 -0
  97. lumibot/data_sources/__pycache__/alpha_vantage_data.cpython-312.pyc +0 -0
  98. lumibot/data_sources/__pycache__/bitunix_data.cpython-312.pyc +0 -0
  99. lumibot/data_sources/__pycache__/ccxt_backtesting_data.cpython-312.pyc +0 -0
  100. lumibot/data_sources/__pycache__/ccxt_data.cpython-312.pyc +0 -0
  101. lumibot/data_sources/__pycache__/data_source.cpython-312.pyc +0 -0
  102. lumibot/data_sources/__pycache__/data_source_backtesting.cpython-312.pyc +0 -0
  103. lumibot/data_sources/__pycache__/databento_data_polars_backtesting.cpython-312.pyc +0 -0
  104. lumibot/data_sources/__pycache__/databento_data_polars_live.cpython-312.pyc +0 -0
  105. lumibot/data_sources/__pycache__/example_broker_data.cpython-312.pyc +0 -0
  106. lumibot/data_sources/__pycache__/exceptions.cpython-312.pyc +0 -0
  107. lumibot/data_sources/__pycache__/interactive_brokers_data.cpython-312.pyc +0 -0
  108. lumibot/data_sources/__pycache__/interactive_brokers_rest_data.cpython-312.pyc +0 -0
  109. lumibot/data_sources/__pycache__/pandas_data.cpython-312.pyc +0 -0
  110. lumibot/data_sources/__pycache__/polars_mixin.cpython-312.pyc +0 -0
  111. lumibot/data_sources/__pycache__/polygon_data_polars.cpython-312.pyc +0 -0
  112. lumibot/data_sources/__pycache__/projectx_data.cpython-312.pyc +0 -0
  113. lumibot/data_sources/__pycache__/schwab_data.cpython-312.pyc +0 -0
  114. lumibot/data_sources/__pycache__/tradier_data.cpython-312.pyc +0 -0
  115. lumibot/data_sources/__pycache__/tradovate_data.cpython-312.pyc +0 -0
  116. lumibot/data_sources/__pycache__/yahoo_data_polars.cpython-312.pyc +0 -0
  117. lumibot/entities/__pycache__/__init__.cpython-312.pyc +0 -0
  118. lumibot/entities/__pycache__/asset.cpython-312.pyc +0 -0
  119. lumibot/entities/__pycache__/bar.cpython-312.pyc +0 -0
  120. lumibot/entities/__pycache__/bars.cpython-312.pyc +0 -0
  121. lumibot/entities/__pycache__/chains.cpython-312.pyc +0 -0
  122. lumibot/entities/__pycache__/data.cpython-312.pyc +0 -0
  123. lumibot/entities/__pycache__/dataline.cpython-312.pyc +0 -0
  124. lumibot/entities/__pycache__/order.cpython-312.pyc +0 -0
  125. lumibot/entities/__pycache__/position.cpython-312.pyc +0 -0
  126. lumibot/entities/__pycache__/quote.cpython-312.pyc +0 -0
  127. lumibot/entities/__pycache__/trading_fee.cpython-312.pyc +0 -0
  128. lumibot/example_strategies/__pycache__/__init__.cpython-312.pyc +0 -0
  129. lumibot/example_strategies/__pycache__/test_broker_functions.cpython-312-pytest-8.4.1.pyc +0 -0
  130. lumibot/strategies/__pycache__/__init__.cpython-312.pyc +0 -0
  131. lumibot/strategies/__pycache__/_strategy.cpython-312.pyc +0 -0
  132. lumibot/strategies/__pycache__/strategy.cpython-312.pyc +0 -0
  133. lumibot/strategies/__pycache__/strategy_executor.cpython-312.pyc +0 -0
  134. lumibot/tools/__pycache__/__init__.cpython-312.pyc +0 -0
  135. lumibot/tools/__pycache__/alpaca_helpers.cpython-312.pyc +0 -0
  136. lumibot/tools/__pycache__/bitunix_helpers.cpython-312.pyc +0 -0
  137. lumibot/tools/__pycache__/black_scholes.cpython-312.pyc +0 -0
  138. lumibot/tools/__pycache__/ccxt_data_store.cpython-312.pyc +0 -0
  139. lumibot/tools/__pycache__/databento_helper.cpython-312.pyc +0 -0
  140. lumibot/tools/__pycache__/databento_helper_polars.cpython-312.pyc +0 -0
  141. lumibot/tools/__pycache__/debugers.cpython-312.pyc +0 -0
  142. lumibot/tools/__pycache__/decorators.cpython-312.pyc +0 -0
  143. lumibot/tools/__pycache__/helpers.cpython-312.pyc +0 -0
  144. lumibot/tools/__pycache__/indicators.cpython-312.pyc +0 -0
  145. lumibot/tools/__pycache__/lumibot_logger.cpython-312.pyc +0 -0
  146. lumibot/tools/__pycache__/pandas.cpython-312.pyc +0 -0
  147. lumibot/tools/__pycache__/polygon_helper.cpython-312.pyc +0 -0
  148. lumibot/tools/__pycache__/polygon_helper_async.cpython-312.pyc +0 -0
  149. lumibot/tools/__pycache__/polygon_helper_polars_optimized.cpython-312.pyc +0 -0
  150. lumibot/tools/__pycache__/projectx_helpers.cpython-312.pyc +0 -0
  151. lumibot/tools/__pycache__/schwab_helper.cpython-312.pyc +0 -0
  152. lumibot/tools/__pycache__/thetadata_helper.cpython-312.pyc +0 -0
  153. lumibot/tools/__pycache__/types.cpython-312.pyc +0 -0
  154. lumibot/tools/__pycache__/yahoo_helper.cpython-312.pyc +0 -0
  155. lumibot/tools/__pycache__/yahoo_helper_polars_optimized.cpython-312.pyc +0 -0
  156. lumibot/traders/__pycache__/__init__.cpython-312.pyc +0 -0
  157. lumibot/traders/__pycache__/trader.cpython-312.pyc +0 -0
  158. lumibot/trading_builtins/__pycache__/__init__.cpython-312.pyc +0 -0
  159. lumibot/trading_builtins/__pycache__/custom_stream.cpython-312.pyc +0 -0
  160. lumibot/trading_builtins/__pycache__/safe_list.cpython-312.pyc +0 -0
  161. {lumibot-4.1.3.dist-info → lumibot-4.2.1.dist-info}/WHEEL +0 -0
  162. {lumibot-4.1.3.dist-info → lumibot-4.2.1.dist-info}/licenses/LICENSE +0 -0
  163. {lumibot-4.1.3.dist-info → lumibot-4.2.1.dist-info}/top_level.txt +0 -0