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Fix polygon get historical prices #673
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…ata with timeshifts; remove uneeded fix in data.py
…always rebalance regardless of weights.
Korbit doesn't automatically review large (500+ lines changed) pull requests such as this one. If you want me to review anyway, use |
Updated summary of these changes DriftRebalancer:
AlpacaData / Pandas Data
yahoodata:
test_example_strategies / test_polygon
test_gest_historical_prices
|
…s' into fix-polygon-get-historical-prices
davidlatte
approved these changes
Jan 8, 2025
brettelliot
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unit-tests
January 10, 2025 00:47 — with
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grzesir
approved these changes
Jan 18, 2025
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Description by Korbit AI
What change is being made?
Remove redundant warning in drift rebalancer, enhance handling of short positions, update loop limits for holiday adjustments in data fetchers, fix handling of
timeshift
in Yahoo data, re-enable missing dates logic in polygon helper, and align tests with updated configuration approach.Why are these changes being made?
The removed warning was redundant as it doesn't impact rebalance logic significantly and clutters the logs. Short position handling is improved to correctly manage covering scenarios during rebalancing. Adjustments in loop limits and
timeshift
address better accommodation for market holidays, ensuring enough data is fetched. Reinstating the missing dates logic ensures accuracy even with potentially incomplete data due to infrequent trading. Tests and API configurations are updated for better maintainability and ensure readiness for real-world scenarios, particularly concerning API key management.