lumibot 4.2.2__py3-none-any.whl → 4.2.3__py3-none-any.whl

lumibot/backtesting/thetadata_backtesting_pandas.py

@@ -288,7 +288,8 @@ class ThetaDataBacktestingPandas(PandasData):
         )
 
         expected_last_dt = self.to_default_timezone(current_dt).replace(hour=0, minute=0, second=0, microsecond=0) - timedelta(days=1)
-        target_index = pd.date_range(end=expected_last_dt, periods=requested_length, freq="D", tz=self.tzinfo)
+        expected_last_dt_utc = expected_last_dt.astimezone(pytz.UTC)
+        target_index = pd.date_range(end=expected_last_dt_utc, periods=requested_length, freq="D", tz=pytz.UTC).tz_convert(self.tzinfo)
 
         # DEBUG-LOG: Target index details
         logger.debug(

{lumibot-4.2.2.dist-info → lumibot-4.2.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: lumibot
-Version: 4.2.2
+Version: 4.2.3
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik

{lumibot-4.2.2.dist-info → lumibot-4.2.3.dist-info}/RECORD

@@ -14,7 +14,7 @@ lumibot/backtesting/interactive_brokers_rest_backtesting.py,sha256=5HJ_sPX0uOUg-
 lumibot/backtesting/pandas_backtesting.py,sha256=m-NvT4o-wFQjaZft6TXULzeZBrskO_7Z-jfy9AIkyAY,388
 lumibot/backtesting/polygon_backtesting.py,sha256=u9kif_2_7k0P4-KDvbHhaMfSoBVejUUX7fh9H3PCVE0,12350
 lumibot/backtesting/thetadata_backtesting.py,sha256=Xcz5f-4zTkKgWWcktNzItH2vrr8CysIMQWKKqLwugbA,345
-lumibot/backtesting/thetadata_backtesting_pandas.py,sha256=14XMsbQCa3uE_iS2nvTlGUXkn9kvI0cDSE8mqdKnDEg,51750
+lumibot/backtesting/thetadata_backtesting_pandas.py,sha256=3ltwnxqAw4xXG2VOk14G_vpVHAVdnGl10SsveoMoJF0,51844
 lumibot/backtesting/yahoo_backtesting.py,sha256=LT2524mGlrUSq1YSRnUqGW4-Xcq4USgRv2EhnV_zfs4,502
 lumibot/brokers/__init__.py,sha256=MGWKHeH3mqseYRL7u-KX1Jp2x9EaFO4Ol8sfNSxzu1M,404
 lumibot/brokers/alpaca.py,sha256=VQ17idfqiEFb2JCqqdMGmbvF789L7_PpsCbudiFRzmg,61595
@@ -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-4.2.2.dist-info/licenses/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
+lumibot-4.2.3.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
@@ -234,7 +234,7 @@ 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=pcEPu-9kQYp4cn5xmhU1-28DfT-GRu_nUuUMb1xi7nA,58088
+tests/test_thetadata_helper.py,sha256=l77ksu70knZBudfrMAOwT9zJ91AxX5UgazqvYSrotqM,59346
 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
@@ -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-4.2.2.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,,
+lumibot-4.2.3.dist-info/METADATA,sha256=6a_FNEVEmL6ZbCA_h71_vSc1HAThL2gMk1aG1vuZv9Q,12092
+lumibot-4.2.3.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+lumibot-4.2.3.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
+lumibot-4.2.3.dist-info/RECORD,,

tests/test_thetadata_helper.py

@@ -1408,6 +1408,46 @@ class TestThetaDataChainsCaching:
         assert time2 < time1 * 0.1, f"Cache not working: time1={time1:.2f}s, time2={time2:.2f}s (should be 10x faster)"
         print(f"✓ Cache speedup: {time1/time2:.1f}x faster ({time1:.2f}s -> {time2:.4f}s)")
 
+
+def test_finalize_day_frame_handles_dst_fallback():
+    tz = pytz.timezone("America/New_York")
+    utc = pytz.UTC
+    frame_index = pd.date_range(
+        end=tz.localize(datetime.datetime(2024, 10, 31, 16, 0)),
+        periods=5,
+        freq="D",
+    )
+    frame = pd.DataFrame(
+        {
+            "open": [100 + i for i in range(len(frame_index))],
+            "high": [101 + i for i in range(len(frame_index))],
+            "low": [99 + i for i in range(len(frame_index))],
+            "close": [100.5 + i for i in range(len(frame_index))],
+            "volume": [1000 + i for i in range(len(frame_index))],
+        },
+        index=frame_index,
+    )
+
+    data_source = ThetaDataBacktestingPandas(
+        datetime_start=utc.localize(datetime.datetime(2024, 10, 1)),
+        datetime_end=utc.localize(datetime.datetime(2024, 11, 5)),
+        username="user",
+        password="pass",
+        use_quote_data=False,
+    )
+
+    current_dt = utc.localize(datetime.datetime(2024, 11, 4, 13, 30))
+    result = data_source._finalize_day_frame(
+        frame,
+        current_dt,
+        requested_length=len(frame_index),
+        timeshift=None,
+        asset=Asset("TSLA"),
+    )
+
+    assert result is not None
+    assert len(result) == len(frame_index)
+
     def test_chains_strike_format(self):
         """Test strikes are floats (not integers) and properly converted."""
         username = os.environ.get("THETADATA_USERNAME")