lumibot 4.2.6__tar.gz → 4.2.7__tar.gz

{lumibot-4.2.6/lumibot.egg-info → lumibot-4.2.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: lumibot
-Version: 4.2.6
+Version: 4.2.7
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik

{lumibot-4.2.6 → lumibot-4.2.7}/lumibot/backtesting/databento_backtesting_pandas.py

@@ -410,6 +410,7 @@ class DataBentoDataBacktestingPandas(PandasData):
             # OPTIMIZATION: Check cache first
             self._check_and_clear_cache()
             current_dt = self.get_datetime()
+            current_dt_aware = to_datetime_aware(current_dt)
 
             # Try to get data from our cached pandas_data first
             search_asset = asset
@@ -435,8 +436,6 @@ class DataBentoDataBacktestingPandas(PandasData):
 
                 if not df.empty and 'close' in df.columns:
                         # Ensure current_dt is timezone-aware for comparison
-                        current_dt_aware = to_datetime_aware(current_dt)
-
                         # Step back one bar so only fully closed bars are visible
                         bar_delta = timedelta(minutes=1)
                         if asset_data.timestep == "hour":
@@ -461,12 +460,38 @@ class DataBentoDataBacktestingPandas(PandasData):
                                 self._last_price_cache[cache_key] = price
                                 return price
             
-            # If no cached data, try to get recent data
+            # If no cached data, try to load it for the backtest window
+            try:
+                fetched_bars = self.get_historical_prices(
+                    asset_separated,
+                    length=1,
+                    quote=quote_asset,
+                    timestep="minute",
+                )
+                if fetched_bars is not None:
+                    asset_data = self.pandas_data.get(search_asset)
+                    if asset_data is not None:
+                        df = asset_data.df
+                        if not df.empty and 'close' in df.columns:
+                            valid_closes = df[df.index <= current_dt_aware]['close'].dropna()
+                            if not valid_closes.empty:
+                                price = float(valid_closes.iloc[-1])
+                                self._last_price_cache[cache_key] = price
+                                return price
+            except Exception as exc:
+                logger.debug(
+                    "Attempted to hydrate Databento cache for %s but hit error: %s",
+                    asset.symbol,
+                    exc,
+                )
+
+            # If still no data, fall back to direct fetch (live-style)
             logger.warning(f"No cached data for {asset.symbol}, attempting direct fetch")
             return databento_helper.get_last_price_from_databento(
                 api_key=self._api_key,
                 asset=asset_separated,
-                venue=exchange
+                venue=exchange,
+                reference_date=current_dt_aware
             )
             
         except DataBentoAuthenticationError as e:

{lumibot-4.2.6 → lumibot-4.2.7}/lumibot/tools/databento_helper.py

@@ -947,6 +947,7 @@ def get_last_price_from_databento(
     api_key: str,
     asset: Asset,
     venue: Optional[str] = None,
+    reference_date: Optional[datetime] = None,
     **kwargs
 ) -> Optional[Union[float, Decimal]]:
     """
@@ -978,12 +979,14 @@ def get_last_price_from_databento(
         
         # For continuous futures, resolve to the current active contract
         if asset.asset_type == Asset.AssetType.CONT_FUTURE:
-            # Use Asset class method to resolve continuous futures to actual contract (returns string)
-            resolved_symbol = asset.resolve_continuous_futures_contract(year_digits=1)
+            # Resolve based on reference date when backtesting so we match the contract in use
+            resolved_symbol = _format_futures_symbol_for_databento(
+                asset,
+                reference_date=reference_date,
+            )
             if resolved_symbol is None:
                 logger.error(f"Could not resolve continuous futures contract for {asset.symbol}")
                 return None
-            # Generate the correct DataBento symbol format (should be single result)
             symbols_to_try = _generate_databento_symbol_alternatives(asset.symbol, resolved_symbol)
             logger.info(f"Resolved continuous future {asset.symbol} to specific contract: {resolved_symbol}")
             logger.info(f"DataBento symbol format for last price: {symbols_to_try[0]}")
@@ -1000,12 +1003,17 @@ def get_last_price_from_databento(
             if hasattr(range_result, 'end') and range_result.end:
                 if hasattr(range_result.end, 'tz_localize'):
                     # Already a pandas Timestamp
-                    available_end = range_result.end if range_result.end.tz else range_result.end.tz_localize('UTC')
+                    if range_result.end.tz is not None:
+                        available_end = range_result.end.tz_convert('UTC')
+                    else:
+                        available_end = range_result.end.tz_localize('UTC')
                 else:
                     # Convert to pandas Timestamp
-                    available_end = pd.to_datetime(range_result.end).tz_localize('UTC')
+                    ts = pd.to_datetime(range_result.end)
+                    available_end = ts if ts.tz is not None else ts.tz_localize('UTC')
             elif isinstance(range_result, dict) and 'end' in range_result:
-                available_end = pd.to_datetime(range_result['end']).tz_localize('UTC')
+                ts = pd.to_datetime(range_result['end'])
+                available_end = ts if ts.tz is not None else ts.tz_localize('UTC')
             else:
                 logger.warning(f"Could not parse dataset range for {dataset}: {range_result}")
                 # Fallback: use a recent date that's likely to have data

{lumibot-4.2.6 → lumibot-4.2.7/lumibot.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: lumibot
-Version: 4.2.6
+Version: 4.2.7
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik

{lumibot-4.2.6 → lumibot-4.2.7}/setup.py

@@ -5,7 +5,7 @@ with open("README.md", "r", encoding="utf-8") as fh:
 
 setuptools.setup(
     name="lumibot",
-    version="4.2.6",
+    version="4.2.7",
     author="Robert Grzesik",
     author_email="rob@lumiwealth.com",
     description="Backtesting and Trading Library, Made by Lumiwealth",