Malformed values like CCXT_TIMEOUT_MS=abc / OKX_TIMEOUT_S=abc raised ValueError at import time and could block startup. Add shared positive_env_int/float helpers in loaders/base.py; invalid/blank/non-positive timeout/budget values now warn and fall back to defaults. Valid values still honored.
Closes#227.
Add an opt-in local market-data cache (VIBE_TRADING_DATA_CACHE) for the backtest
loaders. When enabled, every data source — tushare, okx, ccxt, akshare, mootdx,
yfinance, futu — caches settled historical bars under ~/.vibe-trading/cache
(user home, never the repo tree) so repeated and long-horizon / cross-market
backtests skip the network and avoid provider rate limits.
- Generic loader_cache_get / loader_cache_put / cached_loader_fetch helpers in
the loader base; batch/connection loaders (yfinance, futu) skip the bulk
download / FutuOpenD connection entirely on a full cache hit.
- Staleness guard: ranges ending today or in the future are never cached, since
the key is content-addressed on end_date, not fetch time.
- Cached frames round-trip byte-identical to freshly fetched ones (columns name
and per-level index dtype preserved across the duckdb parquet round-trip).
- pid + uuid tmp filenames for concurrency-safe atomic writes; cache version 2.
- Documented in .env.example; staleness, real-duckdb, and batch-loader tests.
Closes#171.
Signed-off-by: Haozhe Wu <haozhe_wu@connect.hku.hk>
Read HTTP_PROXY/HTTPS_PROXY/ALL_PROXY (and lowercase variants) and pass them to the CCXT exchange constructor so Binance/OKX public data works from restricted networks. Additive only; no behavior change when no proxy env is set.
ccxt_loader and okx each carried their own copy of the same 25-line
retry+budget loop introduced in #121. Hoist the pattern into two
helpers — check_budget() and retry_with_budget() — so any future loader
(yfinance, akshare, tushare) inherits the same guarantees: per-call
transient retries, a wall-clock budget, non-transient exceptions left
unwrapped, original exception preserved as __cause__.
ccxt_loader / okx now declare only what is loader-specific (the
exception class for transient errors and the budget env var); the
scheduling, sleep math, and TimeoutError wrapping live in base.py.
Adds 11 helper-level tests + the 11 pre-existing integration tests
still pass against the refactored loaders.
Follow-up to #121.
* fix(loaders): bound ccxt fetch timeout + retry
ccxt_loader set no request timeout and paginated fetch_ohlcv in an
unbounded loop with no retry budget, so a transient disconnect hung
get_market_data for 10+ minutes (P12-b — it stalled a crypto E2E).
Set an explicit per-call timeout on the exchange, retry the transient
ccxt.NetworkError family with bounded backoff, and enforce a hard
wall-clock budget that raises a clear TimeoutError instead of
hanging. Non-network errors (e.g. bad symbol) are not retried; the
happy path still issues one call per page (no behavior change).
okx.py has the same shape — noted as a follow-up, out of scope here.
(cherry picked from commit ef934fbd70209d74a110e81757dbe322a2b717ab)
* fix(loaders): bound okx fetch retry + budget
okx.py set a per-request timeout but had no retry and no wall-clock
budget, so a transient blip dropped the whole symbol via the outer
silent skip, and a slow keyless tier could stall roughly
max_pages * timeout (P12-b parity with the ccxt loader).
Retry the transient requests.RequestException family with bounded
backoff and enforce a hard wall-clock budget that raises a clear
TimeoutError; non-network errors are not retried; the happy path
still issues exactly one request per page (no behavior change).
(cherry picked from commit e5030bf3edc3e44cc27003b3ac23e9e4fefc3c97)
- ffill(limit=5) replaces unlimited ffill to prevent stale prices from
masking long suspensions; all-NaN symbols auto-dropped with warning
- try/except per symbol in _execute_bars so one symbol failure doesn't
crash the entire backtest
- pydantic BacktestConfigSchema validates config.json before execution
(codes non-empty, date format, start<=end, valid interval/engine/source)
- validate_date_range() shared helper called from all 5 loaders
- 25 regression tests covering all four fixes
- Add DataLoader Protocol + Registry with market-level fallback chains
- New data sources: AKShare (A-shares/US/HK/futures, free) and CCXT (100+ crypto exchanges)
- Auto-fallback: tushare unavailable -> akshare; OKX unavailable -> CCXT
- Zero-config: all markets work without any API keys
- New web_search tool (DuckDuckGo) for web information retrieval
- Skill categorization: 68 skills organized into 7 categories (data-source, strategy, analysis, asset-class, crypto, flow, tool)
- New data-routing meta-skill for intelligent data source selection
- Registry self-initializes via _ensure_registered() — no manual imports needed
- Pattern detection returns market type instead of source name (decoupled)
- runner.py loads .env via dotenv for reliable token access
shadowinlife