Merge pull request #888 from Lumiwealth/fix/backtest-datetime-normalization

Fix/backtest datetime normalization

Author: grzesir

lumibot/strategies/_strategy.py

@@ -124,6 +124,21 @@ def all(self):
 
 
 class _Strategy:
+    @staticmethod
+    def _normalize_backtest_datetime(value):
+        """Ensure backtest boundary datetimes are timezone-aware.
+
+        Naive datetimes are localized to the LumiBot default timezone; timezone-aware
+        inputs are returned unchanged so their original offsets are preserved.
+        """
+        if value is None:
+            return None
+        if isinstance(value, datetime.datetime) and (
+            value.tzinfo is None or value.tzinfo.utcoffset(value) is None
+        ):
+            return to_datetime_aware(value)
+        return value
+
     @property
     def is_backtesting(self) -> bool:
         """Boolean flag indicating whether the strategy is running in backtesting mode."""
@@ -1389,8 +1404,8 @@ def run_backtest(
             raise ValueError(f"`optionsource_class` must be a class. You passed in {optionsource_class}")
 
         try:
-            backtesting_start = to_datetime_aware(backtesting_start)
-            backtesting_end = to_datetime_aware(backtesting_end)
+            backtesting_start = self._normalize_backtest_datetime(backtesting_start)
+            backtesting_end = self._normalize_backtest_datetime(backtesting_end)
         except AttributeError:
             get_logger(__name__).error(
                 "`backtesting_start` and `backtesting_end` must be datetime objects. \n"
@@ -1399,6 +1414,9 @@ def run_backtest(
             )
             return None
 
+        get_logger(__name__).info("Backtest start = %s", backtesting_start)
+        get_logger(__name__).info("Backtest end = %s", backtesting_end)
+
         self.verify_backtest_inputs(backtesting_start, backtesting_end)
 
         if not self.IS_BACKTESTABLE:
@@ -1628,8 +1646,8 @@ def verify_backtest_inputs(cls, backtesting_start, backtesting_end):
         if not isinstance(backtesting_end, datetime.datetime):
             raise ValueError(f"`backtesting_end` must be a datetime object. You passed in {backtesting_end}")
 
-        start_dt = to_datetime_aware(backtesting_start)
-        end_dt = to_datetime_aware(backtesting_end)
+        start_dt = cls._normalize_backtest_datetime(backtesting_start)
+        end_dt = cls._normalize_backtest_datetime(backtesting_end)
 
         # Check that backtesting end is after backtesting start
         if end_dt <= start_dt:

setup.py

@@ -5,7 +5,7 @@
 
 setuptools.setup(
     name="lumibot",
-    version="4.2.4",
+    version="4.2.5",
     author="Robert Grzesik",
     author_email="rob@lumiwealth.com",
     description="Backtesting and Trading Library, Made by Lumiwealth",

tests/test_backtesting_datetime_normalization.py

@@ -3,6 +3,7 @@
 
 import pytest
 
+from lumibot.constants import LUMIBOT_DEFAULT_PYTZ
 from lumibot.strategies import Strategy
 from lumibot.strategies._strategy import _Strategy
 
@@ -88,3 +89,6 @@ def broker_factory(data_source, *args, **kwargs):
 
     assert "start" in captured and captured["start"].tzinfo is not None
     assert "end" in captured and captured["end"].tzinfo is not None
+    assert captured["start"].tzinfo.zone == LUMIBOT_DEFAULT_PYTZ.zone
+    assert captured["end"].tzinfo.zone == LUMIBOT_DEFAULT_PYTZ.zone
+    assert captured["start"].tzinfo.zone == captured["end"].tzinfo.zone