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Propagate trading frequency from exchange_kwargs to Account in get_strategy_executor#2268

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Whning0513:fix-account-freq-default-1846
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Propagate trading frequency from exchange_kwargs to Account in get_strategy_executor#2268
Whning0513 wants to merge 4 commits into
microsoft:mainfrom
Whning0513:fix-account-freq-default-1846

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@Whning0513 Whning0513 commented Jun 19, 2026

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Propagate trading frequency from exchange_kwargs to Account in get_strategy_executor

Whning0513 added 4 commits June 5, 2026 01:41
@Whning0513
Fix Yahoo date parsing with mixed timezone formats (microsoft#2014)
374160e 
YahooCollectorCN1d.download_index_data calls pd.to_datetime(df['date'])
on timestamps from East Money API that may include timezone offsets
(e.g. ' 09:30:00+08:00'). Similarly, YahooNormalize.normalize_yahoo calls
pd.to_datetime(df.index) on date strings from Yahoo Finance.

Without specifying format='mixed', pd.to_datetime raises when it encounters
mixed formats in the same column — some entries are date-only strings while
others carry timezone info. Adding format='mixed' lets pandas infer the
format per-entry and parse them correctly.
@Whning0513
Centralize instrument name normalization in code_to_fname (microsoft#…
216028f 
…2053)

The root cause is that code_to_fname() — the central normalization
function for instrument names — doesn't normalize case before
returning. Individual consumers (FileFeatureStorage, LocalPITProvider)
each add ad-hoc .lower() calls, but any code path that skips them uses
the original case, causing path mismatches on case-sensitive
filesystems (Linux ext4).

Fix:
1. Normalize to lowercase in code_to_fname() — the single source of
   truth for instrument-to-filename conversion.
2. Remove the redundant instrument.lower() from FileFeatureStorage
   (instrument already flows through code_to_fname in LocalFeatureProvider).
3. Remove the redundant instrument.lower() from LocalPITProvider
   (same reason).

This is a no-op on Windows/macOS (case-insensitive FS) and fixes
FileNotFoundError on Linux when callers pass mixed-case instrument
names.
@Whning0513
Fix ParallelExt AttributeError on _backend_args with joblib >=1.5.0 (m…
b21627e 
…icrosoft#1927)

The existing code used joblib.__version__ to decide whether to write
maxtasksperchild to _backend_args (joblib <1.5.0) or _backend_kwargs
(joblib >=1.5.0). However:

1. The version check fails on local joblib forks or patched installs.
2. The attribute may not exist yet during Parallel.__init__() depending
   on which backend is selected and how far initialization has progressed.

Fix: use hasattr() to probe for _backend_kwargs first (joblib >=1.5.0),
then fall back to _backend_args (legacy joblib). This is both more
robust and simpler — no version string parsing needed.

Also removed the now-unused  statement.
@Whning0513
Propagate trading freq to Account via _create_account (microsoft#1846)
5174365 
Account.__init__ defaults freq="day" regardless of the actual trading
frequency of the backtest.  When users run with a different frequency
(e.g. "1min", "30min") the portfolio metrics and indicator reports
use the wrong frequency throughout the backtest.

The root cause is a missing parameter thread: get_strategy_executor()
receives freq in exchange_kwargs but never forwards it to
create_account_instance(), which always constructs Account(freq="day").

Fix: add a freq parameter to create_account_instance() and read it
from exchange_kwargs in get_strategy_executor().  All existing
callers already pass freq inside exchange_kwargs, so no other changes
are needed.
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