Remove support for month timeframe.

Specifying a month timeframe is incompatible with caching since months have variable lengths. Instead use a timeframe with consistent length e.g. 20d.
edtechre · Dec 10, 2023 · 351c2cf · 351c2cf
1 parent f2f3a5d
commit 351c2cf
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Showing 5 changed files with 3 additions and 14 deletions.
diff --git a/src/pybroker/common.py b/src/pybroker/common.py
@@ -24,7 +24,6 @@
     "h": "hour",
     "d": "day",
     "w": "week",
-    "mo": "month",
 }
 _CENTS: Final = Decimal(".01")
 
@@ -225,7 +224,6 @@ def parse_timeframe(timeframe: str) -> list[tuple[int, str]]:
     - ``"h"``/``"hour"``: hours
     - ``"d"``/``"day"``: days
     - ``"w"``/``"week"``: weeks
-    - ``"mo"``/``"month"``: months
 
     An example timeframe string is ``1h 30m``.
 
@@ -261,7 +259,6 @@ def to_seconds(timeframe: Optional[str]) -> int:
     - ``"h"``/``"hour"``: hours
     - ``"d"``/``"day"``: days
     - ``"w"``/``"week"``: weeks
-    - ``"mo"``/``"month"``: months
 
     An example timeframe string is ``1h 30m``.
 

diff --git a/src/pybroker/data.py b/src/pybroker/data.py
@@ -57,7 +57,7 @@ def get_cached(
                 - ``"h"``/``"hour"``: hours
                 - ``"d"``/``"day"``: days
                 - ``"w"``/``"week"``: weeks
-                - ``"mo"``/``"month"``: months
+
 
                 An example timeframe string is ``1h 30m``.
             start_date: Starting date of the cached data (inclusive).
@@ -126,7 +126,6 @@ def set_cached(
                 - ``"h"``/``"hour"``: hours
                 - ``"d"``/``"day"``: days
                 - ``"w"``/``"week"``: weeks
-                - ``"mo"``/``"month"``: months
 
                 An example timeframe string would be ``1h 30m``.
             start_date: Starting date of the data to cache (inclusive).
@@ -191,7 +190,6 @@ def query(
                 - ``"h"``/``"hour"``: hours
                 - ``"d"``/``"day"``: days
                 - ``"w"``/``"week"``: weeks
-                - ``"mo"``/``"month"``: months
 
                 An example timeframe string is ``1h 30m``.
             adjust: The type of adjustment to make.
@@ -275,7 +273,6 @@ def _fetch_data(
                 - ``"h"``/``"hour"``: hours
                 - ``"d"``/``"day"``: days
                 - ``"w"``/``"week"``: weeks
-                - ``"mo"``/``"month"``: months
 
                 An example timeframe string is ``1h 30m``.
             adjust: The type of adjustment to make.
@@ -309,8 +306,6 @@ def _parse_alpaca_timeframe(
         unit = TimeFrameUnit.Day
     elif tf[1] == "week":
         unit = TimeFrameUnit.Week
-    elif tf[1] == "month":
-        unit = TimeFrame.Month
     else:
         raise ValueError(f"Invalid Alpaca timeframe: {timeframe}")
     return tf[0], unit

diff --git a/src/pybroker/strategy.py b/src/pybroker/strategy.py
@@ -1023,7 +1023,6 @@ def backtest(
                 - ``"h"``/``"hour"``: hours
                 - ``"d"``/``"day"``: days
                 - ``"w"``/``"week"``: weeks
-                - ``"mo"``/``"month"``: months
 
                 An example timeframe string is ``1h 30m``.
             between_time: ``tuple[str, str]`` of times of day e.g.
@@ -1112,7 +1111,6 @@ def walkforward(
                 - ``"h"``/``"hour"``: hours
                 - ``"d"``/``"day"``: days
                 - ``"w"``/``"week"``: weeks
-                - ``"mo"``/``"month"``: months
 
                 An example timeframe string is ``1h 30m``.
             between_time: ``tuple[str, str]`` of times of day e.g.

diff --git a/tests/test_common.py b/tests/test_common.py
@@ -77,7 +77,6 @@ def test_bar_data_get_custom_data_when_no_attr_then_error():
         ("10week", [(10, "week")]),
         ("3d 20m", [(3, "day"), (20, "min")]),
         ("30s", [(30, "sec")]),
-        ("2mo", [(2, "month")]),
     ],
 )
 def test_parse_timeframe_success(tf, expected):

diff --git a/tests/test_data.py b/tests/test_data.py
@@ -397,7 +397,7 @@ def test_query_when_symbols_empty(self, empty_symbols):
         ):
             alpaca.query(empty_symbols, START_DATE, END_DATE, TIMEFRAME)
 
-    @pytest.mark.parametrize("timeframe", ["1mo 2d", "30s"])
+    @pytest.mark.parametrize("timeframe", ["1w 2d", "30s"])
     def test_query_when_invalid_timeframe_then_error(self, symbols, timeframe):
         alpaca = Alpaca(API_KEY, API_SECRET)
         with pytest.raises(
@@ -482,7 +482,7 @@ def test_query_when_empty_result(self, symbols, columns):
                 )
             )
 
-    @pytest.mark.parametrize("timeframe", ["1mo 2d", "30s"])
+    @pytest.mark.parametrize("timeframe", ["1w 2d", "30s"])
     def test_query_when_invalid_timeframe_then_error(self, symbols, timeframe):
         crypto = AlpacaCrypto(API_KEY, API_SECRET)
         with pytest.raises(