Fixed bugs in pandas_data and data.py which didnt correctly handle long lengths in get_historical_prices

[brettelliot]

Description by Korbit AI

What change is being made?

Fix bugs in pandas_data.py and data.py to correctly handle extended lengths in the get_historical_prices function and revise test cases to reflect updates with a focus on correct handling of API keys and trading day calculations.

Why are these changes being made?

The changes address issues with calculating historical prices when dealing with extended data lengths, particularly accounting for long weekends and potential data gaps. The updates to test cases ensure more robust handling of API configurations and correct assessment of trading day calculations, such as the first trading day after Thanksgiving. This approach aims to improve data consistency and accuracy in historical data acquisition.

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[korbit-ai]

Review Summary by Korbit AI

Code Execution Comments

• Review overflow and buffer values for accurate processing during holidays or multiple market closures.

Files scanned

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File Path	Reviewed
lumibot/data_sources/pandas_data.py	✅
lumibot/tools/polygon_helper.py	✅
lumibot/entities/data.py	✅

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[korbit-ai]

Inflexible Date Buffer for Market Closures

Tell me more

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What is the issue?
The hardcoded overflow factor of 1.5 and additional 3 days buffer may not be sufficient for all scenarios, particularly during periods with multiple holidays or market closures.

Why this matters
During periods with multiple holidays (e.g., Christmas to New Year's) or unexpected market closures, the calculation could still result in insufficient data being retrieved, causing potential data gaps or incorrect analysis.

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[davidlatte]

Small comment about extra days for a long length backtest.

As an FYI, my own historical usage is:

• 30 daily candles
• 2 weeks of 1hr candles
• 4 trading days of 15m candles
• all of today's 1m candles.

[davidlatte]

1.5 multiplier can be large if someone is running a large backtest of like 2 years. How about instead using a round weeks check?

weeks_requested = td // 5  # Full trading week is 5 days
extra_padding_days = weeks_requested * 3  # to account for 3day weekends
td += extra_padding_days