lumibot 4.2.2__tar.gz → 4.2.3__tar.gz

{lumibot-4.2.2/lumibot.egg-info → lumibot-4.2.3}/PKG-INFO

@@ -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 → lumibot-4.2.3}/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 → lumibot-4.2.3/lumibot.egg-info}/PKG-INFO

@@ -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 → lumibot-4.2.3}/setup.py

@@ -5,7 +5,7 @@ with open("README.md", "r", encoding="utf-8") as fh:
 
 setuptools.setup(
     name="lumibot",
-    version="4.2.2",
+    version="4.2.3",
     author="Robert Grzesik",
     author_email="rob@lumiwealth.com",
     description="Backtesting and Trading Library, Made by Lumiwealth",

{lumibot-4.2.2 → lumibot-4.2.3}/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")