lumibot 4.2.3__py3-none-any.whl → 4.2.5__py3-none-any.whl

lumibot/strategies/_strategy.py

@@ -124,6 +124,17 @@ class Vars:
 
 
 class _Strategy:
+    @staticmethod
+    def _normalize_backtest_datetime(value):
+        """Convert backtest boundary datetimes to the LumiBot default timezone."""
+        if value is None:
+            return None
+        aware = to_datetime_aware(value)
+        tzinfo = getattr(aware, "tzinfo", None)
+        if tzinfo is not None and tzinfo != LUMIBOT_DEFAULT_PYTZ:
+            return aware.astimezone(LUMIBOT_DEFAULT_PYTZ)
+        return aware
+
     @property
     def is_backtesting(self) -> bool:
         """Boolean flag indicating whether the strategy is running in backtesting mode."""
@@ -1388,15 +1399,9 @@ 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)
+            backtesting_start = self._normalize_backtest_datetime(backtesting_start)
+            backtesting_end = self._normalize_backtest_datetime(backtesting_end)
         except AttributeError:
             get_logger(__name__).error(
                 "`backtesting_start` and `backtesting_end` must be datetime objects. \n"
@@ -1405,6 +1410,15 @@ class _Strategy:
             )
             return None
 
+        get_logger(__name__).info("Backtest start = %s", backtesting_start)
+        get_logger(__name__).info("Backtest end = %s", backtesting_end)
+
+        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 +1642,21 @@ 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 = cls._normalize_backtest_datetime(backtesting_start)
+        end_dt = cls._normalize_backtest_datetime(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/strategies/strategy_executor.py

@@ -13,8 +13,6 @@ import pandas_market_calendars as mcal
 from apscheduler.jobstores.memory import MemoryJobStore
 from apscheduler.schedulers.background import BackgroundScheduler
 from apscheduler.triggers.cron import CronTrigger
-from termcolor import colored
-
 from lumibot.constants import LUMIBOT_DEFAULT_PYTZ
 from lumibot.entities import Asset, Order
 from lumibot.entities import Asset
@@ -1166,7 +1164,7 @@ class StrategyExecutor(Thread):
                 # For live trading, stop when market closes
                 return False
 
-        self.strategy.log_message(colored(f"Sleeping for {strategy_sleeptime} seconds", color="blue"))
+        self.strategy.logger.debug("Sleeping for %s seconds", strategy_sleeptime)
 
         # Run process orders at the market close time first (if not continuous market)
         if not is_continuous_market:

lumibot/tools/thetadata_helper.py

@@ -311,7 +311,13 @@ def get_price_data(
     )
 
     if cache_file.exists():
-        logger.info(f"\nLoading '{datastyle}' pricing data for {asset} / {quote_asset} with '{timespan}' timespan from cache file...")
+        logger.debug(
+            "\nLoading '%s' pricing data for %s / %s with '%s' timespan from cache file...",
+            datastyle,
+            asset,
+            quote_asset,
+            timespan,
+        )
         df_cached = load_cache(cache_file)
         if df_cached is not None and not df_cached.empty:
             df_all = df_cached.copy() # Make a copy so we can check the original later for differences
@@ -372,7 +378,7 @@ def get_price_data(
     )
     if not missing_dates:
         if df_all is not None and not df_all.empty:
-            logger.info("ThetaData cache HIT for %s %s %s (%d rows).", asset, timespan, datastyle, len(df_all))
+            logger.debug("ThetaData cache HIT for %s %s %s (%d rows).", asset, timespan, datastyle, len(df_all))
             # DEBUG-LOG: Cache hit
             logger.debug(
                 "[THETA][DEBUG][CACHE][HIT] asset=%s timespan=%s datastyle=%s rows=%d start=%s end=%s",

{lumibot-4.2.3.dist-info → lumibot-4.2.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: lumibot
-Version: 4.2.3
+Version: 4.2.5
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik

{lumibot-4.2.3.dist-info → lumibot-4.2.5.dist-info}/RECORD

@@ -104,10 +104,10 @@ 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=wWx2te98kwMTuusioKR24KsKW8Djs3yhOb2nNmvgbiU,111467
 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
+lumibot/strategies/strategy_executor.py,sha256=AnmXlKD2eMgKXs3TrD1u8T_Zsn_8GnG5KRcM_Pq-JBQ,70749
 lumibot/tools/__init__.py,sha256=oRRoK2NBkfnc0kueAfY0HrWVKgzRBO1hlglVMR4jr5M,1501
 lumibot/tools/alpaca_helpers.py,sha256=nhBS-sv28lZfIQ85szC9El8VHLrCw5a5KbsGOOEjm6w,3147
 lumibot/tools/backtest_cache.py,sha256=A-Juzu0swZI_FP4U7cd7ruYTgJYgV8BPf_WJDI-NtrM,9556
@@ -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=-FJm_NXSBJoyYLcdNQXGytMbmr-wx7F1gItnRnBUWf0,80072
+lumibot/tools/thetadata_helper.py,sha256=Guutp_2QAZe22_r6pftCojpTb3DpDp4Ul_szf6N7X1I,80152
 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-4.2.3.dist-info/licenses/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
+lumibot-4.2.5.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=n1ObwObTI_V4uQOQw_WIii7Ph_OgPZYIZGbx5Jv_19U,3245
 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
@@ -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-4.2.3.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,,
+lumibot-4.2.5.dist-info/METADATA,sha256=lK1f_O0TcWv79IUVPehgpO2s_dQE1jrsj69_LCqeKM8,12092
+lumibot-4.2.5.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+lumibot-4.2.5.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
+lumibot-4.2.5.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 +1,94 @@
+import datetime
+from unittest.mock import patch
+
+import pytest
+
+from lumibot.constants import LUMIBOT_DEFAULT_PYTZ
+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
+    assert captured["start"].tzinfo.zone == LUMIBOT_DEFAULT_PYTZ.zone
+    assert captured["end"].tzinfo.zone == LUMIBOT_DEFAULT_PYTZ.zone
+    assert captured["start"].tzinfo.zone == captured["end"].tzinfo.zone