lumibot 4.2.9__py3-none-any.whl → 4.2.10__py3-none-any.whl

lumibot/data_sources/databento_data_polars.py

@@ -24,8 +24,13 @@ except ImportError:  # pragma: no cover - optional dependency
 from .data_source import DataSource
 from .polars_mixin import PolarsMixin
 from lumibot.entities import Asset, Bars, Quote
-from lumibot.tools import databento_helper_polars
-from lumibot.tools.databento_helper_polars import _ensure_polars_datetime_timezone as _ensure_polars_tz
+from lumibot.tools import databento_helper_polars, futures_roll
+from lumibot.tools.databento_helper_polars import (
+    _ensure_polars_datetime_timezone as _ensure_polars_tz,
+    _ensure_polars_datetime_precision as _ensure_polars_precision,
+    _format_futures_symbol_for_databento,
+    _generate_databento_symbol_alternatives,
+)
 from lumibot.tools.lumibot_logger import get_logger
 
 logger = get_logger(__name__)
@@ -455,6 +460,7 @@ class DataBentoDataPolars(PolarsMixin, DataSource):
         
         df = pl.DataFrame(tail_bars).sort('datetime')
         df = _ensure_polars_tz(df)
+        df = _ensure_polars_precision(df)
         logger.debug(f"[DATABENTO][LIVE] Collected {len(df)} tail bars after {after_dt}")
         return df
 
@@ -512,38 +518,30 @@ class DataBentoDataPolars(PolarsMixin, DataSource):
     
     def _resolve_futures_symbol(self, asset: Asset, reference_date: datetime = None) -> str:
         """Resolve asset to specific futures contract symbol"""
-        if asset.asset_type in [Asset.AssetType.FUTURE, Asset.AssetType.CONT_FUTURE]:
-            # For continuous futures, resolve to specific contract
-            if asset.asset_type == Asset.AssetType.CONT_FUTURE:
-                if hasattr(asset, 'resolve_continuous_futures_contract'):
-                    return asset.resolve_continuous_futures_contract(
-                        reference_date=reference_date,
-                        year_digits=1,
-                    )
-            
-            # Manual resolution for common futures
-            symbol = asset.symbol.upper()
-            month = reference_date.month if reference_date else datetime.now().month
-            year = reference_date.year if reference_date else datetime.now().year
-            
-            # Quarterly contracts
-            if month <= 3:
-                month_code = 'H'
-            elif month <= 6:
-                month_code = 'M'
-            elif month <= 9:
-                month_code = 'U'
-            else:
-                month_code = 'Z'
-            
-            year_digit = year % 10
-            
-            if symbol in ["ES", "NQ", "RTY", "YM", "MES", "MNQ", "MYM", "M2K", "CL", "GC", "SI"]:
-                return f"{symbol}{month_code}{year_digit}"
-            
+        if asset.asset_type not in [Asset.AssetType.FUTURE, Asset.AssetType.CONT_FUTURE]:
             return asset.symbol
-        
-        return asset.symbol
+
+        ref_dt = reference_date or datetime.now(timezone.utc)
+
+        if asset.asset_type == Asset.AssetType.FUTURE and asset.expiration:
+            return _format_futures_symbol_for_databento(asset, reference_date=reference_date)
+
+        if asset.asset_type == Asset.AssetType.CONT_FUTURE:
+            resolved_contract = futures_roll.resolve_symbol_for_datetime(
+                asset,
+                ref_dt,
+                year_digits=2,
+            )
+        else:
+            temp_asset = Asset(asset.symbol, Asset.AssetType.CONT_FUTURE)
+            resolved_contract = futures_roll.resolve_symbol_for_datetime(
+                temp_asset,
+                ref_dt,
+                year_digits=2,
+            )
+
+        databento_symbol = _generate_databento_symbol_alternatives(asset.symbol, resolved_contract)
+        return databento_symbol[0] if databento_symbol else resolved_contract
     
     def get_historical_prices(
         self,
@@ -633,6 +631,8 @@ class DataBentoDataPolars(PolarsMixin, DataSource):
                             
                             df = _ensure_polars_tz(df)
                             tail_df = _ensure_polars_tz(tail_df)
+                            df = _ensure_polars_precision(df)
+                            tail_df = _ensure_polars_precision(tail_df)
 
                             # Only keep columns that exist in both dataframes
                             common_columns = [col for col in df.columns if col in tail_df.columns]
@@ -678,9 +678,10 @@ class DataBentoDataPolars(PolarsMixin, DataSource):
                 except Exception as e:
                     logger.warning(f"[DATABENTO][MERGE] Failed to merge live tail: {e}")
             
-            # Trim to requested length
+            # Trim to requested length and normalize datetime metadata
             df = df.tail(length)
             df = _ensure_polars_tz(df)
+            df = _ensure_polars_precision(df)
             return Bars(
                 df=df,
                 source=self.SOURCE,

lumibot/entities/asset.py

@@ -702,6 +702,17 @@ class Asset:
             if c not in seen:
                 seen.add(c)
                 unique.append(c)
+
+        # Ensure the resolved primary contract appears first so downstream
+        # consumers try the preferred contract before fallbacks.
+        try:
+            primary = self.resolve_continuous_futures_contract(reference_date)
+        except ValueError:
+            primary = None
+        if primary and primary in unique:
+            unique.remove(primary)
+            unique.insert(0, primary)
+
         return unique
 
     def _determine_continuous_contract_components(

lumibot/strategies/strategy.py

@@ -1830,6 +1830,21 @@ class Strategy(_Strategy):
         >>> self.cancel_open_orders()
 
         """
+        try:
+            tracked_orders = self.broker.get_tracked_orders(self.name)
+            active_orders = [order for order in tracked_orders if order.is_active()]
+            order_ids = [
+                getattr(order, "identifier", None)
+                or getattr(order, "id", None)
+                or getattr(order, "order_id", None)
+                for order in active_orders
+            ]
+            self.log_message(
+                f"cancel_open_orders -> active={len(active_orders)} ids={order_ids}",
+                color="yellow",
+            )
+        except Exception as exc:  # pragma: no cover - defensive logging
+            self.logger.exception("Failed to enumerate open orders before cancellation: %s", exc)
         return self.broker.cancel_open_orders(self.name)
 
     def modify_order(self, order: Order, limit_price: Union[float, None] = None, stop_price: Union[float, None] = None):
@@ -1917,7 +1932,37 @@ class Strategy(_Strategy):
             - If no open position exists, this method does nothing.
         """
         asset_obj = self._sanitize_user_asset(asset)
-        result = self.broker.close_position(self.name, asset_obj, fraction)
+
+        try:
+            position = self.get_position(asset_obj)
+            qty = getattr(position, "quantity", 0) if position else 0
+            self.log_message(
+                f"close_position -> asset={asset_obj.symbol if hasattr(asset_obj, 'symbol') else asset_obj}, "
+                f"fraction={fraction}, current_qty={qty}",
+                color="yellow",
+            )
+        except Exception as exc:  # pragma: no cover - defensive logging
+            self.logger.exception("Unable to inspect position prior to close_position: %s", exc)
+
+        target_asset = getattr(position, "asset", asset_obj) if position is not None else asset_obj
+        if target_asset is not asset_obj:
+            try:
+                self.log_message(
+                    f"close_position -> resolved continuous asset {asset_obj.symbol if hasattr(asset_obj, 'symbol') else asset_obj} "
+                    f"to contract {target_asset.symbol if hasattr(target_asset, 'symbol') else target_asset}",
+                    color="yellow",
+                )
+            except Exception:  # pragma: no cover - best effort logging
+                pass
+        result = self.broker.close_position(self.name, target_asset, fraction)
+        if result is None:
+            self.log_message("close_position -> broker returned None (no order submitted)", color="yellow")
+        else:
+            order_id = getattr(result, "identifier", None) or getattr(result, "id", None) or getattr(result, "order_id", None)
+            self.log_message(
+                f"close_position -> broker submitted order {order_id} (type={type(result).__name__})",
+                color="yellow",
+            )
         if result is not None:
             return result
 

lumibot/tools/databento_helper.py

@@ -784,6 +784,22 @@ def _fetch_and_update_futures_multiplier(
             logger.info(f"[MULTIPLIER] AFTER update: asset.multiplier = {asset.multiplier}")
         else:
             logger.error(f"[MULTIPLIER] ✗ Definition missing unit_of_measure_qty field! Fields: {list(definition.keys())}")
+
+        if (
+            asset.asset_type == Asset.AssetType.FUTURE
+            and getattr(asset, "expiration", None) in (None, "")
+        ):
+            expiration_value = definition.get('expiration')
+            if expiration_value:
+                try:
+                    expiration_ts = pd.to_datetime(expiration_value, utc=True, errors='coerce')
+                except Exception as exc:
+                    logger.debug(f"[MULTIPLIER] Unable to parse expiration '{expiration_value}' for {asset.symbol}: {exc}")
+                    expiration_ts = None
+
+                if expiration_ts is not None and not pd.isna(expiration_ts):
+                    asset.expiration = expiration_ts.date()
+                    logger.debug(f"[MULTIPLIER] ✓ Captured expiration for {asset.symbol}: {asset.expiration}")
     else:
         logger.error(f"[MULTIPLIER] ✗ Failed to get definition from DataBento for {resolved_symbol}")
 

lumibot/tools/databento_helper_polars.py

@@ -863,6 +863,22 @@ def _fetch_and_update_futures_multiplier(
             logger.debug(f"[MULTIPLIER] AFTER update: asset.multiplier = {asset.multiplier}")
         else:
             logger.error(f"[MULTIPLIER] ✗ Definition missing unit_of_measure_qty field! Fields: {list(definition.keys())}")
+
+        if (
+            asset.asset_type == Asset.AssetType.FUTURE
+            and getattr(asset, "expiration", None) in (None, "")
+        ):
+            expiration_value = definition.get('expiration')
+            if expiration_value:
+                try:
+                    expiration_ts = pd.to_datetime(expiration_value, utc=True, errors='coerce')
+                except Exception as exc:
+                    logger.debug(f"[MULTIPLIER] Unable to parse expiration '{expiration_value}' for {asset.symbol}: {exc}")
+                    expiration_ts = None
+
+                if expiration_ts is not None and not pd.isna(expiration_ts):
+                    asset.expiration = expiration_ts.date()
+                    logger.debug(f"[MULTIPLIER] ✓ Captured expiration for {asset.symbol}: {asset.expiration}")
     else:
         logger.error(f"[MULTIPLIER] ✗ Failed to get definition from DataBento for {resolved_symbol}")
 
@@ -1046,8 +1062,10 @@ def get_price_data_from_databento(
                 logger.warning(f"No datetime column found after reset_index, using first column: {first_col}")
                 combined_reset = combined_reset.rename(columns={first_col: 'datetime'})
 
-        # Convert to polars
+        # Convert to polars and normalize datetime metadata
         combined_polars = pl.from_pandas(combined_reset)
+        combined_polars = _ensure_polars_datetime_timezone(combined_polars)
+        combined_polars = _ensure_polars_datetime_precision(combined_polars)
 
         return combined_polars
 
@@ -1239,6 +1257,8 @@ def _generate_databento_symbol_alternatives(base_symbol: str, resolved_contract:
         # Fallback for unexpected contract format - use original contract
         logger.warning(f"Unexpected contract format: {resolved_contract}, using as-is")
         return [resolved_contract]
+
+
 def _ensure_polars_datetime_timezone(df: pl.DataFrame, column: str = "datetime") -> pl.DataFrame:
     """Ensure the specified datetime column is timezone-aware (defaults to UTC)."""
     if column not in df.columns:
@@ -1251,6 +1271,26 @@ def _ensure_polars_datetime_timezone(df: pl.DataFrame, column: str = "datetime")
     return df
 
 
+def _ensure_polars_datetime_precision(
+    df: pl.DataFrame,
+    column: str = "datetime",
+    time_unit: str = "ns",
+) -> pl.DataFrame:
+    """Normalize the precision of a datetime column (default nanosecond)."""
+    if column not in df.columns:
+        return df
+    col_dtype = df.schema.get(column)
+    if not isinstance(col_dtype, pl.Datetime):
+        return df
+    target_dtype = pl.Datetime(
+        time_unit=time_unit,
+        time_zone=col_dtype.time_zone or "UTC",
+    )
+    if col_dtype == target_dtype:
+        return df
+    return df.with_columns(pl.col(column).cast(target_dtype))
+
+
 def get_price_data_from_databento_polars(*args, **kwargs):
     """Compatibility helper that forces polars return type."""
     kwargs.setdefault("return_polars", True)

lumibot/tools/futures_roll.py

@@ -30,13 +30,32 @@ _FUTURES_MONTH_CODES: Dict[int, str] = {
 class RollRule:
     offset_business_days: int
     anchor: str
+    contract_months: Optional[Tuple[int, ...]] = None
+
+
+_DEFAULT_CONTRACT_MONTHS: Tuple[int, ...] = (3, 6, 9, 12)
 
 
 ROLL_RULES: Dict[str, RollRule] = {
-    symbol: RollRule(offset_business_days=8, anchor="third_friday")
+    symbol: RollRule(offset_business_days=8, anchor="third_friday", contract_months=_DEFAULT_CONTRACT_MONTHS)
     for symbol in {"ES", "MES", "NQ", "MNQ", "YM", "MYM"}
 }
 
+ROLL_RULES.update(
+    {
+        "GC": RollRule(
+            offset_business_days=7,
+            anchor="third_last_business_day",
+            contract_months=(2, 4, 6, 8, 10, 12),
+        ),
+        "SI": RollRule(
+            offset_business_days=7,
+            anchor="third_last_business_day",
+            contract_months=(1, 3, 5, 7, 9, 12),
+        ),
+    }
+)
+
 YearMonth = Tuple[int, int]
 
 
@@ -72,9 +91,32 @@ def _subtract_business_days(dt: datetime, days: int) -> datetime:
     return result
 
 
+def _third_last_business_day(year: int, month: int) -> datetime:
+    if month == 12:
+        next_month = 1
+        next_year = year + 1
+    else:
+        next_month = month + 1
+        next_year = year
+
+    last_day = _to_timezone(datetime(next_year, next_month, 1)) - timedelta(days=1)
+
+    remaining = 3
+    cursor = last_day
+    while remaining > 0:
+        if cursor.weekday() < 5:
+            remaining -= 1
+            if remaining == 0:
+                break
+        cursor -= timedelta(days=1)
+    return cursor.replace(hour=0, minute=0, second=0, microsecond=0)
+
+
 def _calculate_roll_trigger(year: int, month: int, rule: RollRule) -> datetime:
     if rule.anchor == "third_friday":
         anchor = _third_friday(year, month)
+    elif rule.anchor == "third_last_business_day":
+        anchor = _third_last_business_day(year, month)
     else:
         anchor = _to_timezone(datetime(year, month, 15))
     if rule.offset_business_days <= 0:
@@ -82,15 +124,28 @@ def _calculate_roll_trigger(year: int, month: int, rule: RollRule) -> datetime:
     return _subtract_business_days(anchor, rule.offset_business_days)
 
 
-def _advance_quarter(current_month: int, current_year: int) -> YearMonth:
-    quarter_months = [3, 6, 9, 12]
-    idx = quarter_months.index(current_month)
-    next_idx = (idx + 1) % len(quarter_months)
-    next_month = quarter_months[next_idx]
-    next_year = current_year + (1 if next_idx == 0 else 0)
+def _get_contract_months(rule: Optional[RollRule]) -> Tuple[int, ...]:
+    if rule and rule.contract_months:
+        return tuple(sorted(rule.contract_months))
+    return _DEFAULT_CONTRACT_MONTHS
+
+
+def _advance_contract(current_month: int, current_year: int, months: Tuple[int, ...]) -> YearMonth:
+    months_sorted = tuple(sorted(months))
+    idx = months_sorted.index(current_month)
+    next_idx = (idx + 1) % len(months_sorted)
+    next_month = months_sorted[next_idx]
+    next_year = current_year + (1 if next_idx <= idx else 0)
     return next_year, next_month
 
 
+def _select_contract(year: int, month: int, months: Tuple[int, ...]) -> YearMonth:
+    for candidate in sorted(months):
+        if month <= candidate:
+            return year, candidate
+    return year + 1, sorted(months)[0]
+
+
 def _legacy_mid_month(reference_date: datetime) -> YearMonth:
     quarter_months = [3, 6, 9, 12]
     year = reference_date.year
@@ -118,27 +173,22 @@ def determine_contract_year_month(symbol: str, reference_date: Optional[datetime
     ref = _normalize_reference_date(reference_date)
     symbol_upper = symbol.upper()
     rule = ROLL_RULES.get(symbol_upper)
-
-    quarter_months = [3, 6, 9, 12]
     year = ref.year
     month = ref.month
 
     if rule is None:
         return _legacy_mid_month(ref)
 
-    if month in quarter_months:
+    contract_months = _get_contract_months(rule)
+
+    if month in contract_months:
         target_year, target_month = year, month
-        roll_point = _calculate_roll_trigger(target_year, target_month, rule)
-        if ref >= roll_point:
-            target_year, target_month = _advance_quarter(target_month, target_year)
     else:
-        candidates = [m for m in quarter_months if m > month]
-        if candidates:
-            target_month = candidates[0]
-            target_year = year
-        else:
-            target_month = quarter_months[0]
-            target_year = year + 1
+        target_year, target_month = _select_contract(year, month, contract_months)
+
+    roll_point = _calculate_roll_trigger(target_year, target_month, rule)
+    if ref >= roll_point:
+        target_year, target_month = _advance_contract(target_month, target_year, contract_months)
 
     return target_year, target_month
 
@@ -201,6 +251,7 @@ def build_roll_schedule(asset, start: datetime, end: datetime, year_digits: int
 
     symbol_upper = asset.symbol.upper()
     rule = ROLL_RULES.get(symbol_upper)
+    contract_months = _get_contract_months(rule)
 
     schedule = []
     cursor = start

lumibot/tools/thetadata_helper.py

@@ -1605,6 +1605,9 @@ def get_request(url: str, headers: dict, querystring: dict, username: str, passw
             except ThetaDataConnectionError as exc:
                 logger.error("Theta Data connection failed after supervised restarts: %s", exc)
                 raise
+            except ValueError:
+                # Preserve deliberate ValueError signals (e.g., ThetaData error_type responses)
+                raise
             except Exception as e:
                 logger.warning(f"Exception during request (attempt {counter + 1}): {e}")
                 check_connection(username=username, password=password, wait_for_connection=True)
@@ -1614,7 +1617,7 @@ def get_request(url: str, headers: dict, querystring: dict, username: str, passw
 
             counter += 1
             if counter > 1:
-                raise ThetaDataConnectionError("Unable to connect to Theta Data after repeated retries.")
+                raise ValueError("Cannot connect to Theta Data!")
 
         # Store this page's response data
         page_count += 1

{lumibot-4.2.9.dist-info → lumibot-4.2.10.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: lumibot
-Version: 4.2.9
+Version: 4.2.10
 Summary: Backtesting and Trading Library, Made by Lumiwealth
 Home-page: https://github.com/Lumiwealth/lumibot
 Author: Robert Grzesik

{lumibot-4.2.9.dist-info → lumibot-4.2.10.dist-info}/RECORD

@@ -19,7 +19,7 @@ lumibot/backtesting/yahoo_backtesting.py,sha256=LT2524mGlrUSq1YSRnUqGW4-Xcq4USgR
 lumibot/brokers/__init__.py,sha256=MGWKHeH3mqseYRL7u-KX1Jp2x9EaFO4Ol8sfNSxzu1M,404
 lumibot/brokers/alpaca.py,sha256=VQ17idfqiEFb2JCqqdMGmbvF789L7_PpsCbudiFRzmg,61595
 lumibot/brokers/bitunix.py,sha256=hwcYC4goXsukSHSevb9W5irJz2lJt5tSgK2X5S0VyUs,34555
-lumibot/brokers/broker.py,sha256=01cBrBjeiQGT9LMdZ2EgrSYT-xyoKz9JhVZkQQr1QxU,71951
+lumibot/brokers/broker.py,sha256=yCKQluRh52SGLWT3-41YQ8uO4GFS3M-AE1PzgWPfYpk,73249
 lumibot/brokers/ccxt.py,sha256=9F8YeEF9HBRGgcwJ9WTSb2pKRXlh_zUj-CeA1j4K77w,31434
 lumibot/brokers/example_broker.py,sha256=mjfBaPU8kJvLwigMKczSeFcmPYQIB5L1CkqvNGnvat4,8661
 lumibot/brokers/interactive_brokers.py,sha256=qOTvOLOk01_LnF7B-t_5gtmuDtXitqV_WUkAZYFdRLw,60526
@@ -28,7 +28,7 @@ lumibot/brokers/projectx.py,sha256=JT7ysIQ4ek-yZdNrmuZYA6aKZMinSh1GnraetDrsjh0,7
 lumibot/brokers/schwab.py,sha256=eiBEm-WXtzMZQhY1eyErNazkso8ONqJFtGNIcxdDOHE,91486
 lumibot/brokers/tradeovate.py,sha256=NBGw79aWWL0JlNF34EAJQ5dfB3HkiGuWhuSVQ5yg1ZI,22091
 lumibot/brokers/tradier.py,sha256=E45lj4LV-lrF3mKgtZtoYDXoetgbnFlsmYb5HI7bgbM,50863
-lumibot/brokers/tradovate.py,sha256=8YaadpvoJyA-IkK6BCENLvCRfYSMnG-uTxkvDB2Sd94,38668
+lumibot/brokers/tradovate.py,sha256=88T0578ALiWfE7kB2axJj9Uy2vHX95OS4k89n4m-lbo,61998
 lumibot/components/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 lumibot/components/configs_helper.py,sha256=e4-2jBmjsIDeMQ9fbQ9j2U6WlHCe2z9bIQtJNlP_iEs,3066
 lumibot/components/drift_rebalancer_logic.py,sha256=KL1S9Su5gxibGzl2fw_DH8StzXvjFfFl23sOFGHgIZI,28653
@@ -48,7 +48,7 @@ lumibot/data_sources/data_source.py,sha256=TrOlzYGrwc8PGru0c0DFK5DkoAc9Q0GrIzWce
 lumibot/data_sources/data_source_backtesting.py,sha256=PPlfhuYzaqjs9IkS8CXMSBwgB4oEHoi6u3hWqjSiqCc,9619
 lumibot/data_sources/databento_data.py,sha256=PIv0SWB6WJbu9sfxfuifXXKjDFuuiSVJMzgORal8K0Y,332
 lumibot/data_sources/databento_data_pandas.py,sha256=H4T53OGZi1ymzMKW0F-BES9DIGFG7BLDW5iV_zeUaYA,16293
-lumibot/data_sources/databento_data_polars.py,sha256=uPzhHHKdF-tavo6mzgdab75n4ixPpNkPfA6e8AVgbvE,36670
+lumibot/data_sources/databento_data_polars.py,sha256=9PqJ3OG9z_dKxRnCUzjWpvit5XPSJGhPSxExvVx-9L0,36790
 lumibot/data_sources/databento_data_polars_backtesting.py,sha256=0YA8O7qe8aTxdFcc9ALhUZSHUJH70PnNG0eK1ZpLZt0,25864
 lumibot/data_sources/databento_data_polars_live.py,sha256=NJc1nHU6P94uUZQWtQ0z5-bi1SRKCkW4-yCFmwZ5FDI,36479
 lumibot/data_sources/example_broker_data.py,sha256=WkCc3rLyOOI4GzLptUwhqeFRkEWQsM4y3tdzUbHPfik,2066
@@ -67,7 +67,7 @@ lumibot/data_sources/tradovate_data.py,sha256=TY1MCXVTqiJTAYKN_5oinFHuvn4q6P5Re1
 lumibot/data_sources/yahoo_data.py,sha256=dFgsUNEhLDY_Erimeczuz2LLrIB3abPPFJay6E9Czig,19132
 lumibot/data_sources/yahoo_data_polars.py,sha256=0JB7RFoaoVS4JKLegT_kXxbVOLP3MlXRgeqrqCoiw2o,14244
 lumibot/entities/__init__.py,sha256=-zmHEFGc5TfOl0CqHKOGUrSfnL_UZArW94r7HpJrc2Q,637
-lumibot/entities/asset.py,sha256=BwpgKjXpx5NGOb_aF34ZSvxZVN11SUQ0MW-GYAGozC4,28643
+lumibot/entities/asset.py,sha256=VlW4iNW0ab6zCEIjx-SOWeNMh2ud1vVkOWDgfRiyuzY,29046
 lumibot/entities/bar.py,sha256=_2gFtBzdbNPassLf1SU9J1mYKCZDner2h52qHl8e0oA,6003
 lumibot/entities/bars.py,sha256=N5N6ouQdX8-w2h1sstXMczNUNdM6d12YukmqUgmxTQ4,24506
 lumibot/entities/chains.py,sha256=4P42AUtoPrRQHnPVj-g6mJ5W2nVf17ju3gXdavZcVyk,6281
@@ -106,7 +106,7 @@ lumibot/resources/conf.yaml,sha256=rjB9-10JP7saZ_edjX5bQDGfuc3amOQTUUUr-UiMpNA,5
 lumibot/strategies/__init__.py,sha256=jEZ95K5hG0f595EXYKWwL2_UsnWWk5Pug361PK2My2E,79
 lumibot/strategies/_strategy.py,sha256=3Z2MPz3jYgJdAphaFyoEI5OUs_6ClAJgRCrLWy-b2sg,111718
 lumibot/strategies/session_manager.py,sha256=Nze6UYNSPlCsf-tyHvtFqUeL44WSNHjwsKrIepvsyCY,12956
-lumibot/strategies/strategy.py,sha256=toPeL5oIVWmCxBNcfXqIuTCF_EeCfIVj425PrSYImCo,170021
+lumibot/strategies/strategy.py,sha256=UKZdwiHKEKwRL7SOefskGUt6UZ9wcLAuSixKSnJUmCc,172351
 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
@@ -114,12 +114,12 @@ lumibot/tools/backtest_cache.py,sha256=A-Juzu0swZI_FP4U7cd7ruYTgJYgV8BPf_WJDI-Nt
 lumibot/tools/bitunix_helpers.py,sha256=-UzrN3w_Y-Ckvhl7ZBoAcx7sgb6tH0KcpVph1Ovm3gw,25780
 lumibot/tools/black_scholes.py,sha256=TBjJuDTudvqsbwqSb7-zb4gXsJBCStQFaym8xvePAjw,25428
 lumibot/tools/ccxt_data_store.py,sha256=PlP3MHPHZP7GisEZsk1OUxeWijoPXwiQbsOBTr7jkQI,21227
-lumibot/tools/databento_helper.py,sha256=WBuQCm9Z7WFpde8qdsJEabtpU0ThGsjjPeK7BI2pUVA,43681
-lumibot/tools/databento_helper_polars.py,sha256=FXvvES_Y-E-IzAmVBtquh1UtQ-eN6i6BEoflcP7y8s0,48674
+lumibot/tools/databento_helper.py,sha256=Tvljv-IZ9xZFFTcr91qkegLiYv8SFxCXrQV2MJMABy8,44493
+lumibot/tools/databento_helper_polars.py,sha256=mr8gaUwtGu9uPh7v9syXkSbodEEsqBxzIMPoPAHtfR0,50272
 lumibot/tools/databento_roll.py,sha256=48HAw3h6OngCK4UTl9ifpjo-ki8qmB6OoJUrHp0gRmE,6767
 lumibot/tools/debugers.py,sha256=ga6npFsS9cpKtTXaygh9t2_txCElg3bfzfeqDBvSL8k,485
 lumibot/tools/decorators.py,sha256=gokLv6s37C1cnbnFSVOUc4RaVJ5aMTU2C344Vvi3ycs,2275
-lumibot/tools/futures_roll.py,sha256=k_c7X5bYuBX7_0vBdix8-RXjkvvC6RX9CJOFf6vweCE,7307
+lumibot/tools/futures_roll.py,sha256=97xSI32Yko8jqOcTWl-XG-jdSMAgJCd02c7chjfas_w,8870
 lumibot/tools/futures_symbols.py,sha256=hFV02dk9cKucdaFOQAiQrlS15AJzdZ0qCuzVn7PfoPg,7851
 lumibot/tools/helpers.py,sha256=Q459K0aQGUME2CfwBCXmKbUQwiGR9FKSjUN2yLbBMIE,17873
 lumibot/tools/indicators.py,sha256=sihuiQTJ92igCBBMBQcyhpJFc-AWyj94vLQlTp6fu6Q,38465
@@ -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=F5CdaWZkfJYFrParvN8KhowRWc5cRmPL4TnI9SH-VpI,90111
+lumibot/tools/thetadata_helper.py,sha256=DAKQCQkItgzQ2MvPsAd2HcJYEOuuPc3NkWb1hsXmFhE,90220
 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-4.2.9.dist-info/licenses/LICENSE,sha256=fYhGIyxjyNXACgpNQS3xxpxDOaVOWRVxZMCRbsDv8k0,35130
+lumibot-4.2.10.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
@@ -195,7 +195,7 @@ tests/test_databento_live.py,sha256=cydmUDbBruhVd-cZxN5uKjWRgXWt-gy4ZlajUfy0QSs,
 tests/test_databento_timezone_fixes.py,sha256=NsfND7yTdKH2ddiYYhO6kU3m41V7se7C4_zTvqKOGv0,11562
 tests/test_drift_rebalancer.py,sha256=AUuEd3WIunfx3gwVdLVtq8jOHlz65UeqpO4adY1xfcs,105289
 tests/test_futures_integration.py,sha256=3Ut0M8d5xPwHd4WcTSmP4HLC7VG_xSUXeJPX0-c0Fe8,9179
-tests/test_futures_roll.py,sha256=hg0_QIjBeN2-DHyGZmL3NAnSUJYprAgXX727sXFZjcM,1262
+tests/test_futures_roll.py,sha256=ykx67tWAb-fDoO-UQ6SsnvttjIPAnFOD3293vDngs1U,2036
 tests/test_get_historical_prices.py,sha256=0JGlFuDyQFltKRpaFp2CLKEyleD2xMmgINVzLjrTdl8,15540
 tests/test_helpers.py,sha256=8Ay1B6I8yn3trZKrYjOs6Kbda7jmM20-TFh8LfIWpmY,11659
 tests/test_indicator_subplots.py,sha256=-nqUq1jNhTtSb0xH0WU16xfC-DLD-Ak9qzWo6Yx2bnE,13245
@@ -233,15 +233,16 @@ tests/test_quiet_logs_comprehensive.py,sha256=QVkZWLAUnPEb04Ec8qKXvLzdDUkp8alez2
 tests/test_quiet_logs_functionality.py,sha256=MlOBUICuTy1OXCDifOW05uD7hjnZRsQ2xxQlcLkGebQ,3811
 tests/test_quiet_logs_requirements.py,sha256=YoUooSVLrFL8TlWPfxEiqxvSj4d8z6-qg58ja4dtOc0,7856
 tests/test_session_manager.py,sha256=1qygN3aQ2Xe2uh4BMPm0E3V8KXLFNGq5qdL8KkZjef4,11632
+tests/test_strategy_close_position.py,sha256=88_A137S1dtfjmGcA5zcFpa0koef3B9Az1y9Lx226yA,2747
 tests/test_strategy_methods.py,sha256=j9Mhr6nnG1fkiVQXnx7gLjzGbeQmwt0UbJr_4plD36o,12539
 tests/test_strategy_price_guard.py,sha256=3GJdlfROwx6-adsSi8ZBrWaLOy9e-0N6V1eqpikj8e4,1540
 tests/test_thetadata_backwards_compat.py,sha256=RzNLhNZNJZ2hPkEDyG-T_4mRRXh5XqavK6r-OjfRASQ,3306
-tests/test_thetadata_helper.py,sha256=4EdFHoCTTKELU216ZNYGjfo6Uvq-29kK-TVpFLPWT3M,67263
+tests/test_thetadata_helper.py,sha256=TlbmZXGUclJKcBbrRbbLpbhILbYdtz7N_2yml-gyHXQ,69090
 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
 tests/test_tradingfee.py,sha256=2CBJgdU-73Ae4xuys-QkbCtpDTL9hwOUkRnCgLm4OmE,163
-tests/test_tradovate.py,sha256=XW0ZyiMbRYr16hqGJIa8C1Wg5O0V0tpiUMHvejIAnEg,37436
+tests/test_tradovate.py,sha256=U5mR61yh_6OkO_NJQLQ1XTGcAcsjIS5UiCNlXCJROZ0,48730
 tests/test_unified_logger.py,sha256=Y2rhLk6GoUs9Vj-qRvGThRUTdNohxmH2yFbb3j8Yq3g,10849
 tests/test_vix_helper.py,sha256=jE6TZ4ufVU_0W4Jx3zJ295srsy4Xjw9qU3KwfujjZ_s,8476
 tests/test_yahoo_data.py,sha256=84R2jCl9z2U5qKZhR68tFJou2Rfwno0Qomc8yxPfvAs,4578
@@ -282,7 +283,7 @@ 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-4.2.9.dist-info/METADATA,sha256=Bis7WU6RY3Wp7YXHsNa7-xklQzQcXRi5zcJzZhC2j0w,12093
-lumibot-4.2.9.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-lumibot-4.2.9.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
-lumibot-4.2.9.dist-info/RECORD,,
+lumibot-4.2.10.dist-info/METADATA,sha256=IVrYPlPQOaa67eTLhVKhGSWaJpLaGOISsHL_UN1wZc0,12094
+lumibot-4.2.10.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+lumibot-4.2.10.dist-info/top_level.txt,sha256=otUnUjDFVASauEDiTiAzNgMyqQ1B6jjS3QqqP-WSx38,14
+lumibot-4.2.10.dist-info/RECORD,,

tests/test_futures_roll.py

@@ -36,3 +36,23 @@ def test_resolve_symbols_for_range_produces_sequential_contracts():
 
     symbols = futures_roll.resolve_symbols_for_range(asset, start, end, year_digits=1)
     assert symbols == ["MESU5", "MESZ5", "MESH6"], symbols
+
+
+def test_comex_gold_rolls_on_third_last_business_day_offset():
+    asset_symbol = "GC"
+
+    year, month = futures_roll.determine_contract_year_month(asset_symbol, _dt(2025, 2, 14))
+    assert (year, month) == (2025, 2)
+
+    # Seven business days before the third last business day of February 2025 is Feb 17
+    year, month = futures_roll.determine_contract_year_month(asset_symbol, _dt(2025, 2, 17))
+    assert (year, month) == (2025, 4)
+
+
+def test_comex_gold_symbol_sequence_uses_even_month_cycle():
+    asset = Asset("GC", asset_type=Asset.AssetType.CONT_FUTURE)
+    start = _dt(2025, 1, 1)
+    end = _dt(2025, 8, 1)
+
+    symbols = futures_roll.resolve_symbols_for_range(asset, start, end, year_digits=1)
+    assert symbols == ["GCG5", "GCJ5", "GCM5", "GCQ5"], symbols