Merge pull request #972 from Lumiwealth/version/4.4.53

v4.4.53 - Routed IBKR daily cadence + options MTM/delta fixes

Author: grzesir

CHANGELOG.md

@@ -1,5 +1,26 @@
 # Changelog
 
+## 4.4.53 - 2026-03-06
+
+### Added
+- Regression tests for daily-cadence datasource seeding in `StrategyExecutor`, routed `1D` timestep normalization, put-delta normalization/model-path strike selection, and IBKR equity corporate-action cache reuse.
+- Regression tests for IBKR paged-history retention when later pages are empty, plus option valuation fallback coverage for off-session stale mark scenarios.
+
+### Changed
+- Daily-cadence backtests now seed datasource cadence to `day` during strategy initialization to avoid first-lookup minute prefetch blowups.
+- `Strategy.get_last_price()` now consistently prefers daily bars for stock/index assets in daily backtest cadence, including routed IBKR stock/index paths.
+- Routed backtesting now treats day-like timestep aliases (`1D`, `1day`, etc.) as daily cadence for non-Theta last-price/quote reads.
+- ThetaData daily option fetches now prefetch forward in bounded chunks (capped by expiration/end) to reduce repeated downloader round-trips during long runs.
+- Option helper strike selection now normalizes absolute delta inputs by option side and uses a fast model-based strike pick for Theta daily option backtests.
+- IBKR equity corporate-action enrichment now uses Yahoo history with coverage hints (`last_needed_datetime`) and date-bucket cache keys for stable reuse.
+- Backtest artifact export now always writes CSV/parquet outputs for trades/stats/indicators/trade-events regardless of `show_plot` mode.
+
+### Fixed
+- Guarded option MTM valuation against off-session stale marks that could cause transient portfolio-value drops in backtests.
+- Fixed IBKR history pagination to preserve already-fetched chunks when a subsequent page returns empty.
+- Refreshed acceptance baseline metrics for `aapl_deep_dip_calls` and `leaps_alpha_picks_short` to match current deterministic CI outputs.
+- Updated `test_classic_60_40` drift-rebalancer expectations to the corrected daily-cadence fill quantities.
+
 ## 4.4.52 - 2026-03-03
 
 ### Added

lumibot/backtesting/routed_backtesting.py

@@ -102,6 +102,22 @@ def _align_timestamp_to_index_tz(ts_value: datetime, ref_index_ts: pd.Timestamp)
     return ts
 
 
+def _is_day_like_timestep(value: str) -> bool:
+    """Return True when a timestep string represents daily cadence.
+
+    Accepts aliases like `day`, `1d`, `1day`, and normalized quantities returned by
+    `parse_timestep_qty_and_unit`.
+    """
+    raw = str(value or "").strip().lower()
+    if not raw:
+        return False
+    try:
+        _qty, unit = parse_timestep_qty_and_unit(raw)
+        return str(unit).strip().lower() == "day"
+    except Exception:
+        return raw in {"day", "1d", "1day", "d"}
+
+
 class _RoutingAdapter:
     provider_key: str
 
@@ -976,7 +992,7 @@ def get_last_price(self, asset, timestep="minute", quote=None, exchange=None, **
 
         if spec.provider != "thetadata" and timestep == "minute":
             source_timestep = str(getattr(self, "_timestep", "") or "").strip().lower()
-            if source_timestep == "day":
+            if _is_day_like_timestep(source_timestep):
                 timestep = "day"
             elif not bool(getattr(self, "_observed_intraday_cadence", False)) and bool(
                 getattr(self, "_effective_day_mode", False)
@@ -1005,7 +1021,7 @@ def get_quote(self, asset, quote=None, exchange=None, timestep="minute", **kwarg
 
         if spec.provider != "thetadata" and timestep == "minute":
             source_timestep = str(getattr(self, "_timestep", "") or "").strip().lower()
-            if source_timestep == "day":
+            if _is_day_like_timestep(source_timestep):
                 timestep = "day"
             elif not bool(getattr(self, "_observed_intraday_cadence", False)) and bool(
                 getattr(self, "_effective_day_mode", False)

lumibot/backtesting/thetadata_backtesting_pandas.py

@@ -1055,6 +1055,18 @@ def _update_pandas_data(
         expiration_dt = self._option_expiration_end(asset_separated)
         if expiration_dt is not None and end_requirement is not None and expiration_dt < end_requirement:
             end_requirement = expiration_dt
+        end_for_fetch = end_requirement
+        # Perf: daily option mark-to-market paths can otherwise extend cache one trading day at a time,
+        # causing one downloader call per day per open contract in long runs.
+        # Fetch forward in chunks (capped to expiration) so subsequent days hit warm cache.
+        if is_option_asset and ts_unit == "day" and end_for_fetch is not None:
+            prefetch_horizon = end_for_fetch + timedelta(days=45)
+            if expiration_dt is not None:
+                end_for_fetch = min(prefetch_horizon, expiration_dt)
+            else:
+                end_for_fetch = prefetch_horizon
+            if self.datetime_end is not None and end_for_fetch is not None and end_for_fetch > self.datetime_end:
+                end_for_fetch = self.datetime_end
 
         canonical_key, legacy_key = self._build_dataset_keys(asset_separated, quote_asset, ts_unit)
         dataset_key = canonical_key
@@ -1813,7 +1825,7 @@ def _fetch_ohlc():
             frame = thetadata_helper.get_price_data(
                 fetch_asset,
                 start_for_fetch,
-                end_requirement,
+                end_for_fetch,
                 timespan=ts_unit,
                 quote_asset=quote_asset,
                 dt=date_time_now,
@@ -1839,7 +1851,7 @@ def _fetch_quote():
             frame = thetadata_helper.get_price_data(
                 fetch_asset,
                 start_for_fetch,
-                end_requirement,
+                end_for_fetch,
                 timespan=ts_unit,
                 quote_asset=quote_asset,
                 dt=date_time_now,