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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
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Jan 8, 2025
brettelliot
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January 10, 2025 00:47 — with
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Description by Korbit AI
What change is being made?
Refactor and enhance functionality for calculating and handling historical prices, managing various data source configurations, and ensuring proper order of execution during drift rebalancing.
Why are these changes being made?
The changes address issues with covered short positions, improve handling of historical prices and trading day calculations, and optimize test coverage. This refactor allows for better flexibility and accuracy in data handling, especially over long weekends, and ensures proper validations and usage of API keys with more robust configuration management.