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Polygon day fix #446

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Polygon day fix #446

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Commits on May 3, 2024

  1. Fixed day polygon backtesting

    @Canx
    Canx committed May 3, 2024
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Commits on May 6, 2024

  1. get timestep from data source if not available

    @Canx
    Canx committed May 6, 2024
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  2. Use get_timestep() instead of MIN_TIMESTEP

    @Canx
    Canx committed May 6, 2024
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  3. timestep should be mandatory in get_historical_prices

    @Canx
    Canx committed May 6, 2024
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  4. make timestep mandatory in _pull_source_symbol_bars

    @Canx
    Canx committed May 6, 2024
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  5. Fail fast if timestep not specified in polygon data source

    @Canx
    Canx committed May 6, 2024
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  6. Do not ask for timestep, minute is safer

    @Canx
    Canx committed May 6, 2024
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  7. This must be a typo!

    @Canx
    Canx committed May 6, 2024
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  8. Was not starting from the first date in 'day' timestep

    @Canx
    Canx committed May 6, 2024
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  9. In 'day' timestep we need to add one more day

    @Canx
    Canx committed May 6, 2024
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Commits on May 8, 2024

  1. check correctly empty bars

    @Canx
    Canx committed May 8, 2024
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  2. add case where timestep and self.timestep is 'day'

    @Canx
    Canx committed May 8, 2024
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  3. remove UTC as is added by default and set to LUMIBOT_DEFAULT_PYTZ if … 

    …not in data
    @Canx
    Canx committed May 8, 2024
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  4. Added data logs and changed UTC to LUMIBOT_DEFAULT_PYTZ on fetched po… 

    …lygon data
    @Canx
    Canx committed May 8, 2024
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  5. Was breaking things

    @Canx
    Canx committed May 8, 2024
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Commits on May 9, 2024

  1. Added full backtesting tests with fixtures

    @Canx
    Canx committed May 9, 2024
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  2. Removed comments

    @Canx
    Canx committed May 9, 2024
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  3. populate avg_fill_price

    @Canx
    Aboozar Mapar authored and Canx committed May 9, 2024
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  4. orders can have zero or negative values

    @grzesir @Canx
    grzesir authored and Canx committed May 9, 2024
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  5. deploy 3.4.0

    @grzesir @Canx
    grzesir authored and Canx committed May 9, 2024
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  6. fix empty tearsheet_file for trader.run_all

    @minfawang @Canx
    minfawang authored and Canx committed May 9, 2024
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  7. generate test data with decimals

    @Canx
    Canx committed May 9, 2024
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Commits on May 10, 2024

  1. Raise exception if data generation for options is asked

    @Canx
    Canx committed May 10, 2024
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  2. Reduce test length and exception message

    @Canx
    Canx committed May 10, 2024
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  3. better TestStrategy class

    @Canx
    Canx committed May 10, 2024
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  4. Improved tests

    @Canx
    Canx committed May 10, 2024
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  5. added is_holiday and no special case for day timestep for waiting mar… 

    …ket to open
    @Canx
    Canx committed May 10, 2024
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  6. Make sure timestep is correct

    @Canx
    Canx committed May 10, 2024
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  7. is_holiday should be implemented by all brokers

    @Canx
    Canx committed May 10, 2024
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  8. No need for special case, added complexity having different timesteps

    @Canx
    Canx committed May 10, 2024
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  9. Wait till open only if it's not is holiday

    @Canx
    Canx committed May 10, 2024
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  10. Moved is_holiday to Broker class

    @Canx
    Canx committed May 10, 2024
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  11. Checking positions before checking orders

    @Canx
    Canx committed May 10, 2024
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  12. Removed exception when no timestep specified, just for tests to pass

    @Canx
    Canx committed May 10, 2024
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  13. Undoing change in localize

    @Canx
    Canx committed May 10, 2024
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  14. We should end before datetime_end

    @Canx
    Canx committed May 10, 2024
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  15. Added datetime asserts

    @Canx
    Canx committed May 10, 2024
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  16. Added intraday 30m polygon test

    @Canx
    Canx committed May 10, 2024
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Commits on May 11, 2024

  1. added ability to backtest index options

    @grzesir @Canx
    grzesir authored and Canx committed May 11, 2024
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  2. Cleaned tests

    @Canx
    Canx committed May 11, 2024
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  3. Renamed strategy class, was giving a warning in pytest

    @Canx
    Canx committed May 11, 2024
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  4. Make sure we return a datetime object

    @Canx
    Canx committed May 11, 2024
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  5. Use datetime broker property

    @Canx
    Canx committed May 11, 2024
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  6. Undoing zoneinfo

    @Canx
    Canx committed May 11, 2024
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  7. Added get_historical_prices call in tests

    @Canx
    Canx committed May 11, 2024
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  8. Give more historic data to cache as get_historical_prices is called

    @Canx
    Canx committed May 11, 2024
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Commits on May 12, 2024

  1. options have the same dataframe data

    @Canx
    Canx committed May 12, 2024
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  2. Undo ohlc empty test

    @Canx
    Canx committed May 12, 2024
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  3. Undo removing UTC

    @Canx
    Canx committed May 12, 2024
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  4. Refactored for testing

    @Canx
    Canx committed May 12, 2024
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  5. fixed cache mock

    @Canx
    Canx committed May 12, 2024
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Commits on May 13, 2024

  1. Undo timestep raise exception

    @Canx
    Canx committed May 13, 2024
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  2. Renaming is_holiday to is_market_day and inverting logic

    @Canx
    Canx committed May 13, 2024
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  3. Undoing timestep parameter

    @Canx
    Canx committed May 13, 2024
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  4. Add market option, still not implemented

    @Canx
    Canx committed May 13, 2024
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  5. Fixed day polygon backtesting

    @Canx
    Canx committed May 13, 2024
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Commits on May 14, 2024

  1. Add portfolio value assert

    @Canx
    Canx committed May 14, 2024
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Commits on May 15, 2024

  1. Improved tests to check positions

    @Canx
    Canx committed May 15, 2024
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  2. Same values for tests

    @Canx
    Canx committed May 15, 2024
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  3. Remove UTC timezone

    @Canx
    Canx committed May 15, 2024
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  4. Undo timezone condition

    @Canx
    Canx committed May 15, 2024
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Commits on May 16, 2024

  1. generate asset data with multiplier, for bigger test numbers

    @Canx
    Canx committed May 16, 2024
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Commits on May 17, 2024

  1. Undo UTC removal

    @Canx
    Canx committed May 17, 2024
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  2. Modified test values

    @Canx
    Canx committed May 17, 2024
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  3. Update cicd.yaml

    @grzesir @Canx
    grzesir authored and Canx committed May 17, 2024
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  4. Fixed indentation

    @Canx
    Canx committed May 17, 2024
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  5. Remove spanish comments

    @Canx
    Canx committed May 17, 2024
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Commits on May 24, 2024

  1. Merged from dev

    @Canx
    Canx committed May 24, 2024
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Commits on Jun 1, 2024

  1. Merge branch 'dev' into polygon_day_fix

    @Canx
    Canx committed Jun 1, 2024
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  2. Undoing datetime casting

    @Canx
    Canx committed Jun 1, 2024
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  3. remove timestep parameter and fix tab

    @Canx
    Canx committed Jun 1, 2024
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Commits on Jun 2, 2024

  1. One more test: test_polygon_1D_minute_stock

    @Canx
    Canx committed Jun 2, 2024
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Commits on Jun 4, 2024

  1. Add new test

    @Canx
    Canx committed Jun 4, 2024
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Commits on Jun 8, 2024

  1. also await market close in day backtesting

    @Canx
    Canx committed Jun 8, 2024
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  2. only process trade iteration if it's market day in day backtesting

    @Canx
    Canx committed Jun 8, 2024
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  3. Added test_polygon_1M_day_stock

    @Canx
    Canx committed Jun 8, 2024
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  4. Added test_polygon_1M_minute_stock

    @Canx
    Canx committed Jun 8, 2024
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Commits on Jun 11, 2024

  1. Merge branch 'dev' into polygon_day_fix

    @Canx
    Canx committed Jun 11, 2024
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  2. Suboptimal fix in is_market_day due to index change in _trading_days … 

    …dataframe
    @Canx
    Canx committed Jun 11, 2024
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Commits on Jun 12, 2024

  1. Merge branch 'dev' into polygon_day_fix

    @Canx
    Canx committed Jun 12, 2024
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Commits on Jun 15, 2024

  1. Merge branch 'dev' into polygon_day_fix

    @Canx
    Canx committed Jun 15, 2024
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  2. Integrated day with intraday logic

    @Canx
    Canx committed Jun 15, 2024
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Commits on Jun 16, 2024

  1. Improved market hours checks

    @Canx
    Canx committed Jun 16, 2024
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Commits on Jun 17, 2024

  1. Merge branch 'dev' into polygon_day_fix

    @Canx
    Canx committed Jun 17, 2024
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Commits on Jul 1, 2024

  1. fixed log message

    @Canx
    Canx committed Jul 1, 2024
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