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BackTest: Daylight Savings Fix #662
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…ngs transitions, lumibot is reporting the start time at 10:30am instead of 9:30am
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I've completed my review and didn't find any issues.
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File Path | Reviewed |
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lumibot/data_sources/tradier_data.py | ✅ |
lumibot/tools/thetadata_helper.py | ✅ |
lumibot/backtesting/backtesting_broker.py | ✅ |
lumibot/data_sources/interactive_brokers_rest_data.py | ✅ |
lumibot/strategies/_strategy.py | ✅ |
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…ngs transitions, lumibot is reporting the start time at 10:30am instead of 9:30am
…nto daylight_savings_backtest_fix
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When running a long backtest that goes across Daylight Savings transitions, lumibot is reporting the start time at 10:30am instead of 9:30am. Basically the DST offset that existed when the backtest began continues through out the entire backtest regardless of DST transitions. The fix is pretty straightforward which is to normalize the time after incrementing it with a timedelta() to ensure that the proper DST accounting takes place.
Additionally, all of the various timezone calls throughout the code have been standardized to use the Lumibot default.
Description by Korbit AI
What change is being made?
Update timezone handling by using a unified timezone configuration
LUMIBOT_DEFAULT_PYTZ
for better consistency and fix daylight savings time issues in thelumibot
codebase.Why are these changes being made?
These changes address inconsistent timezone management which could lead to errors especially around daylight savings time transitions. By introducing a single source of truth for timezone handling (
LUMIBOT_DEFAULT_PYTZ
), the codebase improves readability, maintainability, and correctness regarding datetime operations across different modules.