trader.marketdata.cache module

Bar cache: fetch a window once, reuse it thereafter.

Backtests re-read the same history repeatedly. Fetching every time is slow, rate-limited, and — because Yahoo revises history — makes results drift for reasons unrelated to the code under test.

class trader.marketdata.cache.BarCache(repository, provider, refresh_tail=None)[source]

Bases: object

Ensures a date window is present locally, fetching only what is missing.

Parameters:
__init__(repository, provider, refresh_tail=None)[source]
Parameters:

  • refresh_tail (timedelta | None) –

    how far back from a requested window’s end to re-fetch on every call. None keeps the cache strictly fetch-once, which is what backtests want. The trading path sets it, because the current day’s bar is written partial — its high, low and close are wherever price stood at the first fetch of the day — and save_bars skips timestamps it already holds, so nothing would ever correct it to the real close.

    The policy lives here rather than at each call site so a second caller cannot forget it.

  • repository (BarRepository)

  • provider (MarketDataProvider)

Return type:

None

ensure(symbol, start, end, interval='1d', refresh=False)[source]

Return bars for the window, fetching any span not already covered.

Parameters:

  • symbol (str)

  • start (datetime)

  • end (datetime)

  • interval (str)

  • refresh (bool)

Return type:

list[Bar]