Releases: Lumiwealth/lumibot
Releases · Lumiwealth/lumibot
v4.4.50
What's Changed
Full Changelog: v4.4.49...v4.4.50
v4.4.49
What's Changed
Full Changelog: v4.4.48...v4.4.49
v4.4.48
What's Changed
Full Changelog: v4.4.47...v4.4.48
v4.4.47
What's Changed
- v4.4.47 - IBKR seconds timesteps + crypto futures expirations + backtest budget env + downloader queue rename by @grzesir in #964
Full Changelog: v4.4.46...v4.4.47
v4.4.46
What's Changed
- v4.4.43 - Hotfix: add_ohlc actually shipped by @grzesir in #958
- fix get trading days by @brettelliot in #961
- Version 4.4.46 by @grzesir in #963
- v4.4.44 - Hotfix: ship add_ohlc in PyPI wheel by @grzesir in #959
Full Changelog: v4.4.43...v4.4.46
v4.4.45
Full Changelog: v4.4.44...v4.4.45
4.4.39
Highlights
- Router backtesting (IBKR futures/cont_future/crypto): prefetch full backtest window once per series and slice from memory to avoid per-iteration history fetches (major warm-cache speedup).
- Indicators: fix plot_indicators hovertext generation when detail_text is missing/NaN/NA.
Docs
- Added router IBKR speed investigation ledger and backtesting docs updates.
Full diff: PR #953.
4.4.33
4.4.33 - 2026-01-12
Fixed
- SMART_LIMIT (live): avoid scanning full tracked order history in the background loop by using the broker’s active-order fast path, preventing high RSS growth in accounts with large historical order lists.
- Backtesting (router): make dataset lookup timestep-aware so minute requests don’t accidentally resolve to daily Data objects, and routed crypto assets passed as
(base, quote)work reliably. - Backtesting (router): refactor multi-provider routing to a provider registry + adapters (no hard-coded branching), add
alpaca/ccxtsupport, and allow CCXT exchange-id aliases likecoinbase/kraken(case/sep-insensitive). - IBKR (crypto): normalize daily timestep handling (
day/1d/1day) so crypto daily bars consistently use the derived-daily path. - ThetaData: prevent acceptance backtests from hitting the downloader queue by enforcing CI-only warm-cache guardrails consistently (local runs behave like GitHub CI).
- ThetaData: treat session close as “complete coverage” for index minute OHLC to avoid perpetual STALE→REFRESH loops when backtest end dates are represented as midnight.
- Backtest cache (S3): speed up warm-cache hydration by streaming small objects via
get_objectinstead ofdownload_filetransfer manager overhead.
v4.4.31
4.4.31 - 2026-01-09
Deploy marker: d5c6b730 ("deploy 4.4.31")
Changed
- Acceptance backtests now run in CI (no longer marked
apitest) and CI caps were raised for the long full-year strategies to account for runner variability. - Backtests running under pytest no longer auto-open HTML artifacts (plots/tearsheets) in a browser.
Fixed
- ThetaData: reduced option chain fanout (chain cache reuse under expiry hints; strike-list prefetch limited to head+tail expirations when unconstrained).
- Backtesting progress: improved per-asset download progress tracking in
download_statusso UI diagnostics are clearer.
Removed
⚠️ Removed ThetaData chain default-horizon env vars (THETADATA_CHAIN_DEFAULT_MAX_DAYS_OUT*). Chain default horizons are now fixed and covered by tests.