lumibot 4.2.1__py3-none-any.whl → 4.2.2__py3-none-any.whl

lumibot/tools/thetadata_helper.py

@@ -26,6 +26,17 @@ CONNECTION_MAX_RETRIES = 60
 BOOT_GRACE_PERIOD = 5.0
 MAX_RESTART_ATTEMPTS = 3
 
+
+def _resolve_asset_folder(asset_obj: Asset) -> str:
+    asset_type = getattr(asset_obj, "asset_type", None) or "stock"
+    asset_key = str(asset_type).strip().lower()
+    return asset_key
+
+
+def _normalize_folder_component(value: str, fallback: str) -> str:
+    normalized = str(value or "").strip().lower().replace(" ", "_")
+    return normalized or fallback
+
 # Global process tracking for ThetaTerminal
 THETA_DATA_PROCESS = None
 THETA_DATA_PID = None
@@ -785,7 +796,11 @@ def get_trading_dates(asset: Asset, start: datetime, end: datetime):
 def build_cache_filename(asset: Asset, timespan: str, datastyle: str = "ohlc"):
     """Helper function to create the cache filename for a given asset and timespan"""
 
-    lumibot_cache_folder = Path(LUMIBOT_CACHE_FOLDER) / CACHE_SUBFOLDER
+    provider_root = Path(LUMIBOT_CACHE_FOLDER) / CACHE_SUBFOLDER
+    asset_folder = _resolve_asset_folder(asset)
+    timespan_folder = _normalize_folder_component(timespan, "unknown")
+    datastyle_folder = _normalize_folder_component(datastyle, "default")
+    base_folder = provider_root / asset_folder / timespan_folder / datastyle_folder
 
     # If It's an option then also add the expiration date, strike price and right to the filename
     if asset.asset_type == "option":
@@ -799,7 +814,7 @@ def build_cache_filename(asset: Asset, timespan: str, datastyle: str = "ohlc"):
         uniq_str = asset.symbol
 
     cache_filename = f"{asset.asset_type}_{uniq_str}_{timespan}_{datastyle}.parquet"
-    cache_file = lumibot_cache_folder / cache_filename
+    cache_file = base_folder / cache_filename
     return cache_file
 
 
@@ -1969,7 +1984,7 @@ def get_chains_cached(
     Retrieve option chain with caching (MATCHES POLYGON PATTERN).
 
     This function follows the EXACT same caching strategy as Polygon:
-    1. Check cache: LUMIBOT_CACHE_FOLDER/thetadata/option_chains/{symbol}_{date}.parquet
+    1. Check cache: LUMIBOT_CACHE_FOLDER/thetadata/<asset-type>/option_chains/{symbol}_{date}.parquet
     2. Reuse files within RECENT_FILE_TOLERANCE_DAYS (default 7 days)
     3. If not found, fetch from ThetaData and save to cache
     4. Use pyarrow engine with snappy compression
@@ -2006,7 +2021,7 @@ def get_chains_cached(
         return None
 
     # 2) Build cache folder path
-    chain_folder = Path(LUMIBOT_CACHE_FOLDER) / "thetadata" / "option_chains"
+    chain_folder = Path(LUMIBOT_CACHE_FOLDER) / "thetadata" / _resolve_asset_folder(asset) / "option_chains"
     chain_folder.mkdir(parents=True, exist_ok=True)
 
     # 3) Check for recent cached file (within RECENT_FILE_TOLERANCE_DAYS)

{lumibot-4.2.1.dist-info → lumibot-4.2.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: lumibot
-Version: 4.2.1
+Version: 4.2.2
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik

{lumibot-4.2.1.dist-info → lumibot-4.2.2.dist-info}/RECORD

@@ -132,7 +132,7 @@ lumibot/tools/polygon_helper_async.py,sha256=YHDXa9kmkkn8jh7hToY6GP5etyXS9Tj-uky
 lumibot/tools/polygon_helper_polars_optimized.py,sha256=NaIZ-5Av-G2McPEKHyJ-x65W72W_Agnz4lRgvXfQp8c,30415
 lumibot/tools/projectx_helpers.py,sha256=EIemLfbG923T_RBV_i6s6A9xgs7dt0et0oCnhFwdWfA,58299
 lumibot/tools/schwab_helper.py,sha256=CXnYhgsXOIb5MgmIYOp86aLxsBF9oeVrMGrjwl_GEv0,11768
-lumibot/tools/thetadata_helper.py,sha256=z9x26RXazzVmne7a1AcAdxKW2IWTpOLcJ7auEVZikcE,79407
+lumibot/tools/thetadata_helper.py,sha256=-FJm_NXSBJoyYLcdNQXGytMbmr-wx7F1gItnRnBUWf0,80072
 lumibot/tools/types.py,sha256=x-aQBeC6ZTN2-pUyxyo69Q0j5e0c_swdfe06kfrWSVc,1978
 lumibot/tools/yahoo_helper.py,sha256=htcKKkuktatIckVKfLc_ms0X75mXColysQhrZW244z8,19497
 lumibot/tools/yahoo_helper_polars_optimized.py,sha256=g9xBN-ReHSW4Aj9EMU_OncBXVS1HpfL8LTHit9ZxFY4,7417
@@ -142,7 +142,7 @@ lumibot/traders/trader.py,sha256=KMif3WoZtnSxA0BzoK3kvkTITNELrDFIortx1BYBv8s,967
 lumibot/trading_builtins/__init__.py,sha256=vH2QL5zLjL3slfEV1YW-BvQHtEYLCFkIWTZDfh3y8LE,87
 lumibot/trading_builtins/custom_stream.py,sha256=8_XiPT0JzyXrgnXCXoovGGUrWEfnG4ohIYMPfB_Nook,5264
 lumibot/trading_builtins/safe_list.py,sha256=IIjZOHSiZYK25A4WBts0oJaZNOJDsjZL65MOSHhE3Ig,1975
-lumibot-4.2.1.dist-info/licenses/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
+lumibot-4.2.2.dist-info/licenses/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
 tests/__init__.py,sha256=3-VoT-nAuqMfwufd4ceN6fXaHl_zCfDCSXJOTp1ywYQ,393
 tests/conftest.py,sha256=UBw_2fx7r6TZPKus2b1Qxrzmd4bg8EEBnX1vCHUuSVA,3311
 tests/fixtures.py,sha256=wOHQsh1SGHnXe_PGi6kDWI30CS_Righi7Ig7vwSEKT4,9082
@@ -157,7 +157,7 @@ tests/test_apscheduler_warnings.py,sha256=08lzprPjKq_KAIy-_gMo2zZATpo7VPvmg_qnmS
 tests/test_asset.py,sha256=qk9giu-z3kPoFRXL6Wi0-Ly1mb7YpUNtViuLUMjaEhY,7659
 tests/test_asset_auto_expiry.py,sha256=aa0JVbAIHPKupQ6gMDk5QaDWDXV1xqHMdX513WjwWNQ,13716
 tests/test_auto_market_inference.py,sha256=NFauxzT9ZKDSjrkgHWLgcrLfJMeIj04uWvSKlZVIwqs,1717
-tests/test_backtest_cache_manager.py,sha256=Lkm_xnKX2L-_wS2wGZ57AghPDeZUeoS9BxcuDvwdNnw,4871
+tests/test_backtest_cache_manager.py,sha256=4bZkbv-PZVFRTuKinyLFeAl03tR8rwWV81xHLsvkphI,5120
 tests/test_backtesting_broker.py,sha256=rxZGH5cgiWLmNGdI3k9fti3Fp9IOSohq8xD2E3L2UdY,13194
 tests/test_backtesting_broker_await_close.py,sha256=WbehY7E4Qet3_Mo7lpfgjmhtI9pnJPIt9mkFI15Dzho,7545
 tests/test_backtesting_broker_time_advance.py,sha256=FCv0nKG8BQlEjNft7kmQYm9M2CsLIZ0b7mWCllOHQxc,6378
@@ -234,8 +234,8 @@ tests/test_quiet_logs_requirements.py,sha256=YoUooSVLrFL8TlWPfxEiqxvSj4d8z6-qg58
 tests/test_session_manager.py,sha256=1qygN3aQ2Xe2uh4BMPm0E3V8KXLFNGq5qdL8KkZjef4,11632
 tests/test_strategy_methods.py,sha256=j9Mhr6nnG1fkiVQXnx7gLjzGbeQmwt0UbJr_4plD36o,12539
 tests/test_thetadata_backwards_compat.py,sha256=RzNLhNZNJZ2hPkEDyG-T_4mRRXh5XqavK6r-OjfRASQ,3306
-tests/test_thetadata_helper.py,sha256=lNUhA9VuzCZaGKuN86Zkpq3fi2Qk_R0iv1P5JdkOXNA,57966
-tests/test_thetadata_pandas_verification.py,sha256=MkGIci52W3gez4C6SI4SpcFlrDXmagxikNeOLmXt0yA,6547
+tests/test_thetadata_helper.py,sha256=pcEPu-9kQYp4cn5xmhU1-28DfT-GRu_nUuUMb1xi7nA,58088
+tests/test_thetadata_pandas_verification.py,sha256=MWUecqBY6FGFslWLRo_C5blGbom_unmXCZikAfZXLks,6553
 tests/test_tradier.py,sha256=iCEM2FTxJSzJ2oLNaRqSx05XaX_DCiMzLx1aEYPANko,33280
 tests/test_tradier_data.py,sha256=1jTxDzQtzaC42CQJVXMRMElBwExy1mVci3NFfKjjVH0,13363
 tests/test_tradingfee.py,sha256=2CBJgdU-73Ae4xuys-QkbCtpDTL9hwOUkRnCgLm4OmE,163
@@ -280,7 +280,7 @@ 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=2FguUTUMC9_A20eqxnZ17rN3tT9n6hyvJHaL98QKpqY,3443
-lumibot-4.2.1.dist-info/METADATA,sha256=PiXutqcizL9FWqUSokKsUMfqKV3vMRzh4jjBviIV_oI,12092
-lumibot-4.2.1.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-lumibot-4.2.1.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
-lumibot-4.2.1.dist-info/RECORD,,
+lumibot-4.2.2.dist-info/METADATA,sha256=yjZcnAmbXlQQj4ZEDPZNoWndZHusYMdY8nluNGVQP-0,12092
+lumibot-4.2.2.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+lumibot-4.2.2.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
+lumibot-4.2.2.dist-info/RECORD,,

tests/test_backtest_cache_manager.py

@@ -67,7 +67,7 @@ def _build_settings(prefix: str = "prod/cache") -> BacktestCacheSettings:
 def test_remote_key_uses_relative_cache_path(tmp_path, monkeypatch):
     cache_root = tmp_path / "cache"
     cache_root.mkdir()
-    local_file = cache_root / "thetadata" / "bars" / "spy.parquet"
+    local_file = cache_root / "thetadata" / "stock" / "minute" / "ohlc" / "stock_SPY_minute_ohlc.parquet"
     local_file.parent.mkdir(parents=True, exist_ok=True)
 
     monkeypatch.setattr(backtest_cache, "LUMIBOT_CACHE_FOLDER", cache_root)
@@ -76,17 +76,17 @@ def test_remote_key_uses_relative_cache_path(tmp_path, monkeypatch):
     manager = BacktestCacheManager(settings, client_factory=lambda settings: StubS3Client())
 
     remote_key = manager.remote_key_for(local_file)
-    assert remote_key == "stage/cache/v3/thetadata/bars/spy.parquet"
+    assert remote_key == "stage/cache/v3/thetadata/stock/minute/ohlc/stock_SPY_minute_ohlc.parquet"
 
 
 def test_ensure_local_file_downloads_from_s3(tmp_path, monkeypatch):
     cache_root = tmp_path / "cache"
     cache_root.mkdir()
-    local_file = cache_root / "thetadata" / "bars" / "spy.parquet"
+    local_file = cache_root / "thetadata" / "stock" / "minute" / "ohlc" / "stock_SPY_minute_ohlc.parquet"
 
     monkeypatch.setattr(backtest_cache, "LUMIBOT_CACHE_FOLDER", cache_root)
 
-    remote_key = "stage/cache/v3/thetadata/bars/spy.parquet"
+    remote_key = "stage/cache/v3/thetadata/stock/minute/ohlc/stock_SPY_minute_ohlc.parquet"
     objects = {("test-bucket", remote_key): b"cached-data"}
 
     stub = StubS3Client(objects)
@@ -101,7 +101,7 @@ def test_ensure_local_file_downloads_from_s3(tmp_path, monkeypatch):
 def test_ensure_local_file_handles_missing_remote(tmp_path, monkeypatch):
     cache_root = tmp_path / "cache"
     cache_root.mkdir()
-    local_file = cache_root / "thetadata" / "bars" / "spy.parquet"
+    local_file = cache_root / "thetadata" / "stock" / "minute" / "ohlc" / "stock_SPY_minute_ohlc.parquet"
 
     monkeypatch.setattr(backtest_cache, "LUMIBOT_CACHE_FOLDER", cache_root)
 
@@ -116,13 +116,13 @@ def test_ensure_local_file_handles_missing_remote(tmp_path, monkeypatch):
 def test_on_local_update_uploads_file(tmp_path, monkeypatch):
     cache_root = tmp_path / "cache"
     cache_root.mkdir()
-    local_file = cache_root / "thetadata" / "bars" / "spy.parquet"
+    local_file = cache_root / "thetadata" / "stock" / "minute" / "ohlc" / "stock_SPY_minute_ohlc.parquet"
     local_file.parent.mkdir(parents=True, exist_ok=True)
     local_file.write_bytes(b"new-data")
 
     monkeypatch.setattr(backtest_cache, "LUMIBOT_CACHE_FOLDER", cache_root)
 
-    remote_key = "stage/cache/v3/thetadata/bars/spy.parquet"
+    remote_key = "stage/cache/v3/thetadata/stock/minute/ohlc/stock_SPY_minute_ohlc.parquet"
     stub = StubS3Client({("test-bucket", remote_key): b"old"})
     manager = BacktestCacheManager(_build_settings(prefix="stage/cache"), client_factory=lambda s: stub)
 

tests/test_thetadata_helper.py

@@ -324,13 +324,13 @@ def test_get_trading_dates():
 def test_build_cache_filename(mocker, tmpdir, datastyle):
     asset = Asset("SPY")
     timespan = "1D"
-    mocker.patch.object(thetadata_helper, "LUMIBOT_CACHE_FOLDER", tmpdir)
-    expected = tmpdir / "thetadata" / f"stock_SPY_1D_{datastyle}.parquet"
+    mocker.patch.object(thetadata_helper, "LUMIBOT_CACHE_FOLDER", str(tmpdir))
+    expected = tmpdir / "thetadata" / "stock" / "1d" / datastyle / f"stock_SPY_1D_{datastyle}.parquet"
     assert thetadata_helper.build_cache_filename(asset, timespan, datastyle) == expected
 
     expire_date = datetime.date(2023, 8, 1)
     option_asset = Asset("SPY", asset_type="option", expiration=expire_date, strike=100, right="CALL")
-    expected = tmpdir / "thetadata" / f"option_SPY_230801_100_CALL_1D_{datastyle}.parquet"
+    expected = tmpdir / "thetadata" / "option" / "1d" / datastyle / f"option_SPY_230801_100_CALL_1D_{datastyle}.parquet"
     assert thetadata_helper.build_cache_filename(option_asset, timespan, datastyle) == expected
 
     # Bad option asset with no expiration
@@ -427,8 +427,8 @@ def test_missing_dates():
     ],
 )
 def test_update_cache(mocker, tmpdir, df_all, df_cached, datastyle):
-    mocker.patch.object(thetadata_helper, "LUMIBOT_CACHE_FOLDER", tmpdir)
-    cache_file = Path(tmpdir / "thetadata" / f"stock_SPY_1D_{datastyle}.parquet")
+    mocker.patch.object(thetadata_helper, "LUMIBOT_CACHE_FOLDER", str(tmpdir))
+    cache_file = thetadata_helper.build_cache_filename(Asset("SPY"), "1D", datastyle)
     
     # Empty DataFrame of df_all, don't write cache file
     thetadata_helper.update_cache(cache_file, df_all, df_cached)
@@ -550,8 +550,9 @@ def test_get_price_data_invokes_remote_cache_manager(tmp_path, monkeypatch):
 )
 def test_load_data_from_cache(mocker, tmpdir, df_cached, datastyle):
     # Setup some basics
-    mocker.patch.object(thetadata_helper, "LUMIBOT_CACHE_FOLDER", tmpdir)
-    cache_file = Path(tmpdir / "thetadata" / f"stock_SPY_1D_{datastyle}.parquet")
+    mocker.patch.object(thetadata_helper, "LUMIBOT_CACHE_FOLDER", str(tmpdir))
+    asset = Asset("SPY")
+    cache_file = thetadata_helper.build_cache_filename(asset, "1D", datastyle)
 
     # No cache file should return None (not raise)
     assert thetadata_helper.load_cache(cache_file) is None
@@ -1371,8 +1372,8 @@ class TestThetaDataChainsCaching:
 
         # CLEAR CACHE to ensure first call downloads fresh data
         # This prevents cache pollution from previous tests in the suite
-        # Chains are stored in: LUMIBOT_CACHE_FOLDER / "thetadata" / "option_chains"
-        chain_folder = Path(LUMIBOT_CACHE_FOLDER) / "thetadata" / "option_chains"
+        # Chains are stored in: LUMIBOT_CACHE_FOLDER / "thetadata" / "option" / "option_chains"
+        chain_folder = Path(LUMIBOT_CACHE_FOLDER) / "thetadata" / "option" / "option_chains"
         if chain_folder.exists():
             # Delete all AAPL chain cache files
             for cache_file in chain_folder.glob("AAPL_*.parquet"):

tests/test_thetadata_pandas_verification.py

@@ -44,7 +44,7 @@ def count_cache_files():
     cache_dir = get_cache_dir()
     if not cache_dir.exists():
         return 0
-    return len(list(cache_dir.glob("*.parquet")))
+    return sum(1 for _ in cache_dir.rglob("*.parquet"))
 
 
 class WeeklyMomentumOptionsStrategy(Strategy):