lumibot 4.2.2__py3-none-any.whl → 4.2.4__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/strategies/_strategy.py

@@ -1388,12 +1388,6 @@ class _Strategy:
         if use_other_option_source and not isinstance(optionsource_class, type):
             raise ValueError(f"`optionsource_class` must be a class. You passed in {optionsource_class}")
 
-        self.verify_backtest_inputs(backtesting_start, backtesting_end)
-
-        if not self.IS_BACKTESTABLE:
-            get_logger(__name__).warning(f"Strategy {name + ' ' if name is not None else ''}cannot be " f"backtested at the moment")
-            return None
-
         try:
             backtesting_start = to_datetime_aware(backtesting_start)
             backtesting_end = to_datetime_aware(backtesting_end)
@@ -1405,6 +1399,12 @@ class _Strategy:
             )
             return None
 
+        self.verify_backtest_inputs(backtesting_start, backtesting_end)
+
+        if not self.IS_BACKTESTABLE:
+            get_logger(__name__).warning(f"Strategy {name + ' ' if name is not None else ''}cannot be " f"backtested at the moment")
+            return None
+
         if BACKTESTING_QUIET_LOGS is not None:
             quiet_logs = BACKTESTING_QUIET_LOGS
 
@@ -1628,18 +1628,21 @@ class _Strategy:
         if not isinstance(backtesting_end, datetime.datetime):
             raise ValueError(f"`backtesting_end` must be a datetime object. You passed in {backtesting_end}")
 
+        start_dt = to_datetime_aware(backtesting_start)
+        end_dt = to_datetime_aware(backtesting_end)
+
         # Check that backtesting end is after backtesting start
-        if backtesting_end <= backtesting_start:
+        if end_dt <= start_dt:
             raise ValueError(
                 f"`backtesting_end` must be after `backtesting_start`. You passed in "
-                f"{backtesting_end} and {backtesting_start}"
+                f"{end_dt} and {start_dt}"
             )
 
         # Check that backtesting_end is not in the future
-        now = datetime.datetime.now(backtesting_end.tzinfo) if backtesting_end.tzinfo else datetime.datetime.now()
-        if backtesting_end > now:
+        now = datetime.datetime.now(end_dt.tzinfo) if end_dt.tzinfo else datetime.datetime.now()
+        if end_dt > now:
             raise ValueError(
-                f"`backtesting_end` cannot be in the future. You passed in {backtesting_end}, now is {now}"
+                f"`backtesting_end` cannot be in the future. You passed in {end_dt}, now is {now}"
             )
 
     def send_update_to_cloud(self):

{lumibot-4.2.2.dist-info → lumibot-4.2.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: lumibot
-Version: 4.2.2
+Version: 4.2.4
 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-4.2.4.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
@@ -104,7 +104,7 @@ lumibot/example_strategies/test_broker_functions.py,sha256=wnVS-M_OtzMgaXVBgshVE
 lumibot/resources/ThetaTerminal.jar,sha256=K6GeeFcN8-gvyL2x5iq5pzD79KfPJvMK8iiezi3TmNQ,11834389
 lumibot/resources/conf.yaml,sha256=rjB9-10JP7saZ_edjX5bQDGfuc3amOQTUUUr-UiMpNA,597
 lumibot/strategies/__init__.py,sha256=jEZ95K5hG0f595EXYKWwL2_UsnWWk5Pug361PK2My2E,79
-lumibot/strategies/_strategy.py,sha256=2SWG-VP-MRcZz3ABbP2BHsBWMw78hx4f0hvftpKJRvY,110788
+lumibot/strategies/_strategy.py,sha256=jfKU4NpYiGJexTEeHz-pi-8NtSdcX1BXBTcjr7wsUuY,110825
 lumibot/strategies/session_manager.py,sha256=Nze6UYNSPlCsf-tyHvtFqUeL44WSNHjwsKrIepvsyCY,12956
 lumibot/strategies/strategy.py,sha256=toPeL5oIVWmCxBNcfXqIuTCF_EeCfIVj425PrSYImCo,170021
 lumibot/strategies/strategy_executor.py,sha256=IrHwDOu5s3gG65dz7FL-0kllWy7COci7JFyB4iiPUrg,70801
@@ -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-4.2.4.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
@@ -162,7 +162,8 @@ tests/test_backtesting_broker.py,sha256=rxZGH5cgiWLmNGdI3k9fti3Fp9IOSohq8xD2E3L2
 tests/test_backtesting_broker_await_close.py,sha256=WbehY7E4Qet3_Mo7lpfgjmhtI9pnJPIt9mkFI15Dzho,7545
 tests/test_backtesting_broker_time_advance.py,sha256=FCv0nKG8BQlEjNft7kmQYm9M2CsLIZ0b7mWCllOHQxc,6378
 tests/test_backtesting_crypto_cash_unit.py,sha256=4EO9jVajdZNV0M7zSyp4gpR_msZFoM4x5tb-6g-mHO8,11399
-tests/test_backtesting_data_source_env.py,sha256=w1qren0mKXXFcLHaGo111z5BpqtBj_A-bMZZjhYkVq8,12318
+tests/test_backtesting_data_source_env.py,sha256=ZzpF42-tMc8qqETuy_nf43UsSZMbHtS_ivH93ZqV5P0,12460
+tests/test_backtesting_datetime_normalization.py,sha256=8NjxiZbSIOzE4I2qDwEqkN3M7jnIdTfjPPE2Qp_0ySE,2984
 tests/test_backtesting_flow_control.py,sha256=pBqW-fa-HnZq0apUBltalGMM-vNJ_2A5W2SoJzMK8Mg,7208
 tests/test_backtesting_multileg_unit.py,sha256=h1DPfVuYXXx-uq6KtUjr6_nasZuXPm_5gFat1XxCKIo,6456
 tests/test_backtesting_quiet_logs_complete.py,sha256=x-GfOiqkiUu8pYKCzB0UUacn13Nx_cPRth7_jmPY2Y8,14155
@@ -234,7 +235,7 @@ 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 +281,7 @@ 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-4.2.4.dist-info/METADATA,sha256=tTX4FY9DKXc8JjeCMImHK3NgzlR1h_U9dSvQqyOnQ28,12092
+lumibot-4.2.4.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+lumibot-4.2.4.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
+lumibot-4.2.4.dist-info/RECORD,,

tests/test_backtesting_data_source_env.py

@@ -75,6 +75,9 @@ class TestBacktestingDataSourceEnv:
         # Configure caplog to capture INFO level logs from lumibot.strategies._strategy
         import logging
         caplog.set_level(logging.INFO, logger='lumibot.strategies._strategy')
+        polygon_key = os.environ.get("POLYGON_API_KEY")
+        if not polygon_key:
+            pytest.skip("Polygon API key not configured")
 
         with patch.dict(os.environ, {'BACKTESTING_DATA_SOURCE': 'polygon'}):
             # Re-import credentials to pick up env change

tests/test_backtesting_datetime_normalization.py

@@ -0,0 +1,90 @@
+import datetime
+from unittest.mock import patch
+
+import pytest
+
+from lumibot.strategies import Strategy
+from lumibot.strategies._strategy import _Strategy
+
+
+class MinimalStrategy(Strategy):
+    """No-op strategy used for backtest scaffolding."""
+
+    def initialize(self):
+        self.sleeptime = "1D"
+
+    def on_trading_iteration(self):
+        pass
+
+
+class DummyDataSource:
+    """Lightweight datasource stub capturing the start/end datetimes."""
+
+    SOURCE = "dummy"
+
+    def __init__(self, datetime_start=None, datetime_end=None, **kwargs):
+        self.datetime_start = datetime_start
+        self.datetime_end = datetime_end
+        self._data_store = {}
+
+
+class DummyTrader:
+    """Trader stub that records strategies and returns canned results."""
+
+    def __init__(self, *args, **kwargs):
+        self._strategies = []
+
+    def add_strategy(self, strategy):
+        self._strategies.append(strategy)
+
+    def run_all(self, **_kwargs):
+        return {strategy.name: {"dummy": True} for strategy in self._strategies}
+
+
+class _EarlyExit(Exception):
+    """Signal to stop run_backtest after the datasource is constructed."""
+
+
+def test_verify_backtest_inputs_accepts_mixed_timezones():
+    """Regression: verify_backtest_inputs must not crash on naive vs aware inputs."""
+    naive_start = datetime.datetime(2025, 1, 1)
+    aware_end = datetime.datetime(2025, 9, 30, tzinfo=datetime.timezone.utc)
+
+    # Should not raise
+    _Strategy.verify_backtest_inputs(naive_start, aware_end)
+
+
+def test_run_backtest_normalizes_mixed_timezones():
+    """Strategy.run_backtest should normalize naive/aware datetimes before validation."""
+    naive_start = datetime.datetime(2025, 1, 1)
+    aware_end = datetime.datetime(2025, 9, 30, tzinfo=datetime.timezone.utc)
+
+    captured = {}
+
+    class CapturingDataSource(DummyDataSource):
+        def __init__(self, datetime_start=None, datetime_end=None, **kwargs):
+            super().__init__(datetime_start=datetime_start, datetime_end=datetime_end, **kwargs)
+            captured["start"] = self.datetime_start
+            captured["end"] = self.datetime_end
+
+    def broker_factory(data_source, *args, **kwargs):
+        captured["data_source"] = data_source
+        raise _EarlyExit
+
+    with patch("lumibot.strategies._strategy.BacktestingBroker", side_effect=broker_factory), \
+         patch("lumibot.strategies._strategy.Trader", DummyTrader):
+        with pytest.raises(_EarlyExit):
+            MinimalStrategy.run_backtest(
+                CapturingDataSource,
+                backtesting_start=naive_start,
+                backtesting_end=aware_end,
+                show_plot=False,
+                show_tearsheet=False,
+                show_indicators=False,
+                show_progress_bar=False,
+                save_logfile=False,
+                save_stats_file=False,
+            )
+
+    assert "start" in captured and captured["start"].tzinfo is not None
+    assert "end" in captured and captured["end"].tzinfo is not None

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")