Lumiwealth/lumibot
Nov 2024 – Dec 2025
12 Months active
Languages Used
PythonCSSHTMLJavaScriptSQLYAMLShell
Technical Skills
BacktestingLoggingSoftware DevelopmentBackend DevelopmentCI/CDData Analysis
davidlatte
PROFILE
Davidlatte
David MacLeod engineered robust trading infrastructure for the Lumiwealth/lumibot repository, focusing on backtesting accuracy, broker integration, and data reliability. Over twelve months, he delivered features such as unified order management, advanced option handling, and API-driven contract ID lookups, while modernizing logging and error handling for observability and maintainability. Using Python, Pandas, and SQL, David refactored core modules to align simulated and live trading, improved timezone and datetime consistency, and introduced caching to optimize data retrieval. His work addressed complex edge cases in order processing and historical data, resulting in a stable, scalable platform for automated and algorithmic trading.
Overall Statistics
Feature vs Bugs
50%Features
Repository Contributions
50Total
Bugs
15
Commits
50
Features
15
Lines of code
343,422
Activity Months12
Work History
December 2025
1 Commits • 1 Features
Dec 1, 2025Month: 2025-12 — Lumiwealth/lumibot delivered modernization of Contract ID Lookup for ProjectX Broker with an API-first approach and caching, enhancing broker performance and maintainability. Deprecated the old contract ID retrieval method to reduce tech debt and simplify future enhancements.
1 Commits • 1 Features
Dec 1, 2025Month: 2025-12 — Lumiwealth/lumibot delivered modernization of Contract ID Lookup for ProjectX Broker with an API-first approach and caching, enhancing broker performance and maintainability. Deprecated the old contract ID retrieval method to reduce tech debt and simplify future enhancements.
December 2025
November 2025
5 Commits
Nov 1, 2025November 2025 monthly summary for Lumiwealth/lumibot focused on stabilizing backtesting data integrity for ProjectX and strengthening observability. Key outcomes include datetime consistency, timezone handling, and data retrieval accuracy improvements for historical prices, preserved datetime information in dataframes, corrected candle bar processing, and enhanced logging and test coverage to enable faster diagnostics and more reliable forecasts.
November 2025
5 Commits
Nov 1, 2025November 2025 monthly summary for Lumiwealth/lumibot focused on stabilizing backtesting data integrity for ProjectX and strengthening observability. Key outcomes include datetime consistency, timezone handling, and data retrieval accuracy improvements for historical prices, preserved datetime information in dataframes, corrected candle bar processing, and enhanced logging and test coverage to enable faster diagnostics and more reliable forecasts.
October 2025
1 Commits
Oct 1, 2025Month 2025-10 – Lumiwealth/lumibot: Focused on data accuracy and reliability for minute-bar historical data. Implemented a Tradier data fix to refine the calculation of required trading days for minute bars, accounting for pre-market and after-hours sessions to ensure a more complete historical data fetch. This correction improves backtests, analytics, and decision-making relying on historical data.
1 Commits
Oct 1, 2025Month 2025-10 – Lumiwealth/lumibot: Focused on data accuracy and reliability for minute-bar historical data. Implemented a Tradier data fix to refine the calculation of required trading days for minute bars, accounting for pre-market and after-hours sessions to ensure a more complete historical data fetch. This correction improves backtests, analytics, and decision-making relying on historical data.
October 2025
August 2025
5 Commits • 3 Features
Aug 1, 2025Aug 2025 monthly summary for Lumiwealth/lumibot: Delivered scalable execution, improved live/log stability, and hardened test reliability. Focused on business value and technical impact, with concrete commits tied to featured improvements and critical bug fixes.
August 2025
5 Commits • 3 Features
Aug 1, 2025Aug 2025 monthly summary for Lumiwealth/lumibot: Delivered scalable execution, improved live/log stability, and hardened test reliability. Focused on business value and technical impact, with concrete commits tied to featured improvements and critical bug fixes.
July 2025
8 Commits • 3 Features
Jul 1, 2025July 2025 monthly summary for Lumiwealth/lumibot: Delivered structured observability and reliability improvements through logging controls, cron scheduling robustness, and backtesting data fidelity, while strengthening the test suite. These changes reduce debugging time, improve AI-driven analysis, and enhance decision-making consistency across live and backtest environments.
8 Commits • 3 Features
Jul 1, 2025July 2025 monthly summary for Lumiwealth/lumibot: Delivered structured observability and reliability improvements through logging controls, cron scheduling robustness, and backtesting data fidelity, while strengthening the test suite. These changes reduce debugging time, improve AI-driven analysis, and enhance decision-making consistency across live and backtest environments.
July 2025
May 2025
1 Commits
May 1, 2025May 2025: Restored CI/CD pipeline stability by reverting to the standard pytest configuration defined in setup.py, ensuring consistent test execution across environments for Lumiwealth/lumibot.
May 2025
1 Commits
May 1, 2025May 2025: Restored CI/CD pipeline stability by reverting to the standard pytest configuration defined in setup.py, ensuring consistent test execution across environments for Lumiwealth/lumibot.
April 2025
1 Commits
Apr 1, 2025April 2025 monthly summary for Lumiwealth/lumibot focusing on backtesting accuracy and order modification reliability. Highlights include fixing the backtest price lookup to ignore seconds/microseconds and refactoring modify_order to update limit and stop prices after modifications, resulting in more accurate fills and trustworthy strategy evaluation. This work improves business value by delivering reliable simulated performance and reducing risk in trading strategies.
1 Commits
Apr 1, 2025April 2025 monthly summary for Lumiwealth/lumibot focusing on backtesting accuracy and order modification reliability. Highlights include fixing the backtest price lookup to ignore seconds/microseconds and refactoring modify_order to update limit and stop prices after modifications, resulting in more accurate fills and trustworthy strategy evaluation. This work improves business value by delivering reliable simulated performance and reducing risk in trading strategies.
April 2025
March 2025
5 Commits • 2 Features
Mar 1, 2025Month: 2025-03 — Lumiwealth/lumibot delivered significant reliability and performance improvements. Key features delivered include unified error handling for Lumibot broker interactions and robust OCO order processing, with race-condition mitigation and tests updates. In addition, backtesting fidelity was improved via a StrategyExecutor refactor to fetch broker identifiers once and by tracking placeholder orders to align backtesting with live behavior. A critical bug fix in Tradier data handling ensures fill price tracking remains stable when 0.0 is returned, preventing disruption of order status. Overall impact: higher reliability in production, faster, more accurate backtesting, and stronger data integrity. Technologies/skills demonstrated: Python refactoring, test-driven development, error handling architecture, backtesting alignment, and Tradier integration.
March 2025
5 Commits • 2 Features
Mar 1, 2025Month: 2025-03 — Lumiwealth/lumibot delivered significant reliability and performance improvements. Key features delivered include unified error handling for Lumibot broker interactions and robust OCO order processing, with race-condition mitigation and tests updates. In addition, backtesting fidelity was improved via a StrategyExecutor refactor to fetch broker identifiers once and by tracking placeholder orders to align backtesting with live behavior. A critical bug fix in Tradier data handling ensures fill price tracking remains stable when 0.0 is returned, preventing disruption of order status. Overall impact: higher reliability in production, faster, more accurate backtesting, and stronger data integrity. Technologies/skills demonstrated: Python refactoring, test-driven development, error handling architecture, backtesting alignment, and Tradier integration.
February 2025
15 Commits • 4 Features
Feb 1, 2025February 2025 Lumibot monthly summary: Delivered a major cross-broker order management overhaul and a suite of reliability improvements across lumiwealth/lumibot. The work focused on business value through safer, more consistent trading workflows, stronger backtesting realism, and improved data quality for AI-driven analysis. Key features delivered: - Unified order management and advanced order types across brokers: migrated from order.type to order.order_type, consolidated advanced-order classes, and auto-populated child_orders at creation. Enabled stop_limit and trailing_stop within OCO/OTO/Bracket children, added comprehensive warnings for backward-compatibility, and enhanced parsing/logging for consistent broker behavior. Documentation updated to reflect new model and usage. - Active order modification support: added hooks to adjust limit/stop prices on active orders, with full support currently for Tradier and BackTestBroker and scaffolding for other brokers. - Alpaca broker fixes: corrected enum mapping for BRACKET/OTO to MARKET and implemented child_stop settings for advanced stop loss orders to prevent misconfigurations. - Strategy data reliability: introduced include_cash_positions option to explicitly include or exclude cash in reported data, improving stability for AI-assisted analysis. - Backtesting improvements: enhanced option handling with a chain lookup that selects the strike price closest to the current asset price; refactored select_option_expiration/strike logic and improved cache filename handling for option assets. - Testing infrastructure and docs: gated Alpaca tests behind credential checks; configured Tradier tests to run without API interactions when possible; ongoing documentation cleanup and reorganization to reflect refactoring. - Quality fixes: Pandas applymap FutureWarning resolved by updating DataFrame usage to apply consistently across columns, preserving non-numeric types and rounding numeric data to two decimals. Overall impact and accomplishments: - Achieved cross-broker consistency for complex order types, reducing surprises for end users and enabling safer automated strategies across brokers. - Improved backtesting realism and data reliability, enabling better evaluation and AI-driven decision-making. - Strengthened developer experience through clearer APIs, better logging, and robust tests and documentation. Technologies/skills demonstrated: - Python data modeling and enums, broker-agnostic order handling, and comprehensive logging. - Refactoring for clarity and backwards compatibility, and multi-broker orchestration. - Backtesting logic (strike/expiration handling), option chain lookups, and cache management. - Testing strategies, credential gating, and test scaffolding; Pandas data handling and data hygiene.
15 Commits • 4 Features
Feb 1, 2025February 2025 Lumibot monthly summary: Delivered a major cross-broker order management overhaul and a suite of reliability improvements across lumiwealth/lumibot. The work focused on business value through safer, more consistent trading workflows, stronger backtesting realism, and improved data quality for AI-driven analysis. Key features delivered: - Unified order management and advanced order types across brokers: migrated from order.type to order.order_type, consolidated advanced-order classes, and auto-populated child_orders at creation. Enabled stop_limit and trailing_stop within OCO/OTO/Bracket children, added comprehensive warnings for backward-compatibility, and enhanced parsing/logging for consistent broker behavior. Documentation updated to reflect new model and usage. - Active order modification support: added hooks to adjust limit/stop prices on active orders, with full support currently for Tradier and BackTestBroker and scaffolding for other brokers. - Alpaca broker fixes: corrected enum mapping for BRACKET/OTO to MARKET and implemented child_stop settings for advanced stop loss orders to prevent misconfigurations. - Strategy data reliability: introduced include_cash_positions option to explicitly include or exclude cash in reported data, improving stability for AI-assisted analysis. - Backtesting improvements: enhanced option handling with a chain lookup that selects the strike price closest to the current asset price; refactored select_option_expiration/strike logic and improved cache filename handling for option assets. - Testing infrastructure and docs: gated Alpaca tests behind credential checks; configured Tradier tests to run without API interactions when possible; ongoing documentation cleanup and reorganization to reflect refactoring. - Quality fixes: Pandas applymap FutureWarning resolved by updating DataFrame usage to apply consistently across columns, preserving non-numeric types and rounding numeric data to two decimals. Overall impact and accomplishments: - Achieved cross-broker consistency for complex order types, reducing surprises for end users and enabling safer automated strategies across brokers. - Improved backtesting realism and data reliability, enabling better evaluation and AI-driven decision-making. - Strengthened developer experience through clearer APIs, better logging, and robust tests and documentation. Technologies/skills demonstrated: - Python data modeling and enums, broker-agnostic order handling, and comprehensive logging. - Refactoring for clarity and backwards compatibility, and multi-broker orchestration. - Backtesting logic (strike/expiration handling), option chain lookups, and cache management. - Testing strategies, credential gating, and test scaffolding; Pandas data handling and data hygiene.
February 2025
January 2025
2 Commits
Jan 1, 2025Monthly summary for 2025-01: Lumiwealth/lumibot focused on improving data quality and backtesting reliability to deliver trustworthy analytics and align with live-broker behavior. Re-enabled missing dates detection in financial data with updated tests. Implemented critical backtesting reliability fixes, including submission parity with other brokers, corrected order returns for complex/multi-leg orders, and stabilized data handling through polygon_helper caching and improved timezone-aware tests. These changes enhance data integrity, test determinism, and the credibility of performance metrics.
January 2025
2 Commits
Jan 1, 2025Monthly summary for 2025-01: Lumiwealth/lumibot focused on improving data quality and backtesting reliability to deliver trustworthy analytics and align with live-broker behavior. Re-enabled missing dates detection in financial data with updated tests. Implemented critical backtesting reliability fixes, including submission parity with other brokers, corrected order returns for complex/multi-leg orders, and stabilized data handling through polygon_helper caching and improved timezone-aware tests. These changes enhance data integrity, test determinism, and the credibility of performance metrics.
December 2024
5 Commits • 2 Features
Dec 1, 2024December 2024 monthly summary for Lumiwealth/lumibot: Delivered targeted features and reliability improvements that enhance backtesting accuracy, CI stability, and order processing, driving reliable business insights and execution risk management.
5 Commits • 2 Features
Dec 1, 2024December 2024 monthly summary for Lumiwealth/lumibot: Delivered targeted features and reliability improvements that enhance backtesting accuracy, CI stability, and order processing, driving reliable business insights and execution risk management.
December 2024
November 2024
1 Commits
Nov 1, 2024November 2024 performance summary for Lumiwealth/lumibot focused on stability and observability of backtesting logs, delivering predictable results and reduced console noise. Highlighted by a targeted logging refactor that demarcates backtesting vs live trading output and introduces a debug-enabled signature option for full visibility when needed.
November 2024
1 Commits
Nov 1, 2024November 2024 performance summary for Lumiwealth/lumibot focused on stability and observability of backtesting logs, delivering predictable results and reduced console noise. Highlighted by a targeted logging refactor that demarcates backtesting vs live trading output and introduces a debug-enabled signature option for full visibility when needed.
Activity
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Quality Metrics
Correctness86.2%
Maintainability85.8%
Architecture81.8%
Performance79.6%
AI Usage24.4%
Skills & Technologies
Programming Languages
CSSHTMLJavaScriptPythonSQLShellYAML
Technical Skills
API IntegrationAPI integrationAlgorithmic TradingAutomated TradingBack-end DevelopmentBackend DevelopmentBacktestingBroker API IntegrationBroker IntegrationBroker SimulationCI/CDCode MaintenanceCron JobsData AnalysisData Caching
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