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Releases: Lumiwealth/lumibot

v4.4.50

19 Feb 09:41
d68ede8

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What's Changed

  • v4.4.50 - Indicators hardening + ThetaData acceptance stabilization by @grzesir in #967

Full Changelog: v4.4.49...v4.4.50

v4.4.49

11 Feb 00:04
0561f83

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What's Changed

  • v4.4.49 - Parquet backtest artifacts + contract logs by @grzesir in #966

Full Changelog: v4.4.48...v4.4.49

v4.4.48

10 Feb 07:25
e0c9bd8

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What's Changed

  • v4.4.48: Emit Parquet backtest artifacts (BotSpot perf) by @grzesir in #965

Full Changelog: v4.4.47...v4.4.48

v4.4.47

07 Feb 20:17
d14efaf

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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

06 Feb 02:51
8c20cd0

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What's Changed

Full Changelog: v4.4.43...v4.4.46

v4.4.45

30 Jan 09:00

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Full Changelog: v4.4.44...v4.4.45

4.4.39

27 Jan 07:39
18d57e6

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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

12 Jan 20:05

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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/ccxt support, and allow CCXT exchange-id aliases like coinbase/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_object instead of download_file transfer manager overhead.

v4.4.31

09 Jan 21:09

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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_status so 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.

v4.4.29

06 Jan 06:36

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Deploy marker: b8c6a83 (deploy 4.4.29)\n\nFixed\n- Prevent production backtests from OOM-like hard exits (ERROR_CODE_CRASH) when refreshing multi-year intraday ThetaData caches by avoiding deep copies during cache load/write and trimming non-option intraday frames in-memory.