From 057b675e3c8e987665069938be07c0a1120e7ecd Mon Sep 17 00:00:00 2001
From: Brett Elliot <brett@theelliots.net>
Date: Thu, 7 Nov 2024 20:30:01 -0500
Subject: [PATCH] use a trading calendar to get the start date that is length
 bars earlier then end_date

---
 lumibot/data_sources/tradier_data.py | 10 +++++++++-
 tests/test_bars.py                   |  8 ++++----
 2 files changed, 13 insertions(+), 5 deletions(-)

diff --git a/lumibot/data_sources/tradier_data.py b/lumibot/data_sources/tradier_data.py
index 9cfb7c624..9ff9db89e 100644
--- a/lumibot/data_sources/tradier_data.py
+++ b/lumibot/data_sources/tradier_data.py
@@ -6,7 +6,7 @@
 import pytz
 
 from lumibot.entities import Asset, Bars
-from lumibot.tools.helpers import create_options_symbol, parse_timestep_qty_and_unit
+from lumibot.tools.helpers import create_options_symbol, parse_timestep_qty_and_unit, get_trading_days
 from lumiwealth_tradier import Tradier
 
 from .data_source import DataSource
@@ -202,6 +202,14 @@ def get_historical_prices(
         td, _ = self.convert_timestep_str_to_timedelta(timestep)
         start_date = end_date - (td * length)
 
+        if timestep == 'day' and timeshift is None:
+            # What we really want is the last n bars, not the bars from the last n days.
+            # get twice as many days as we need to ensure we get enough bars
+            tcal_start_date = end_date - (td * length * 2)
+            trading_days = get_trading_days(market='NYSE', start_date=tcal_start_date, end_date=end_date)
+            # Now, start_date is the length bars before the last trading day
+            start_date = trading_days.index[-length]
+
         # Check what timestep we are using, different endpoints are required for different timesteps
         try:
             if parsed_timestep_unit == "minute":
diff --git a/tests/test_bars.py b/tests/test_bars.py
index 1e85e2555..78221e650 100644
--- a/tests/test_bars.py
+++ b/tests/test_bars.py
@@ -56,7 +56,7 @@ def setup_class(cls):
         df['expected_return'] = df['Adj Close'].pct_change()
         cls.expected_df = df
 
-    @pytest.mark.skip()
+    # @pytest.mark.skip()
     @pytest.mark.skipif(not ALPACA_CONFIG['API_KEY'], reason="This test requires an alpaca API key")
     @pytest.mark.skipif(ALPACA_CONFIG['API_KEY'] == '<your key here>', reason="This test requires an alpaca API key")
     def test_alpaca_data_source_daily_bars(self):
@@ -80,7 +80,7 @@ def test_alpaca_data_source_daily_bars(self):
         # check that there is no dividend column... This test will fail when dividends are added. We hope that's soon.
         assert "dividend" not in prices.df.columns
 
-    @pytest.mark.skip()
+    # @pytest.mark.skip()
     def test_yahoo_data_source_daily_bars(self):
         """
         This tests that the yahoo data_source calculates adjusted returns for bars and that they
@@ -130,7 +130,7 @@ def test_yahoo_data_source_daily_bars(self):
             rtol=0
         )
 
-    @pytest.mark.skip()
+    # @pytest.mark.skip()
     def test_pandas_data_source_daily_bars(self, pandas_data_fixture):
         """
         This tests that the pandas data_source calculates adjusted returns for bars and that they
@@ -181,7 +181,7 @@ def test_pandas_data_source_daily_bars(self, pandas_data_fixture):
             rtol=0
         )
 
-    @pytest.mark.skip()
+    # @pytest.mark.skip()
     @pytest.mark.skipif(POLYGON_API_KEY == '<your key here>', reason="This test requires a Polygon.io API key")
     def test_polygon_data_source_daily_bars(self):
         """