lumibot 4.2.1__tar.gz → 4.2.2__tar.gz

{lumibot-4.2.1/lumibot.egg-info → lumibot-4.2.2}/PKG-INFO

@@ -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 → lumibot-4.2.2}/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 → lumibot-4.2.2/lumibot.egg-info}/PKG-INFO

@@ -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 → lumibot-4.2.2}/setup.py

@@ -5,7 +5,7 @@ with open("README.md", "r", encoding="utf-8") as fh:
 
 setuptools.setup(
     name="lumibot",
-    version="4.2.1",
+    version="4.2.2",
     author="Robert Grzesik",
     author_email="rob@lumiwealth.com",
     description="Backtesting and Trading Library, Made by Lumiwealth",

{lumibot-4.2.1 → lumibot-4.2.2}/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)
 

{lumibot-4.2.1 → lumibot-4.2.2}/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"):

{lumibot-4.2.1 → lumibot-4.2.2}/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):