Lumibot: Backtesting and Algorithmic Trading Library ======================================================= **An Easy to Use and Powerful Backtesting and Trading Library for Crypto, Stocks, Options, Futures and FOREX** .. raw:: html :file: _html/main.html After you have installed Lumibot on your computer, you can then create a strategy and backtest it using free data available from Yahoo Finance, or use your own data (see the Backtesting section to get more details on this). Here's some code to get you started: .. code-block:: python from datetime import datetime from lumibot.backtesting import YahooDataBacktesting from lumibot.strategies import Strategy # A simple strategy that buys AAPL on the first day and hold it class MyStrategy(Strategy): def on_trading_iteration(self): if self.first_iteration: aapl_price = self.get_last_price("AAPL") quantity = self.portfolio_value // aapl_price order = self.create_order("AAPL", quantity, "buy") self.submit_order(order) # Pick the dates that you want to start and end your backtest # and the allocated budget backtesting_start = datetime(2020, 11, 1) backtesting_end = datetime(2020, 12, 31) # Run the backtest MyStrategy.backtest( YahooDataBacktesting, backtesting_start, backtesting_end, ) Once you have backtested your strategy and found it to be profitable on historical data, you can then very easily take your bot live. Notice here how the strategy code is exactly the same, it only takes a few lines of code to switch from backtesting to live trading. Here's an example using Alpaca (you can create a free Paper Trading account here in minutes: https://alpaca.markets/) .. code-block:: python from lumibot.backtesting import YahooDataBacktesting from lumibot.brokers import Alpaca from lumibot.strategies.strategy import Strategy from lumibot.traders import Trader ALPACA_CONFIG = { # Put your own Alpaca key here: "API_KEY": "YOUR_ALPACA_API_KEY", # Put your own Alpaca secret here: "API_SECRET": "YOUR_ALPACA_SECRET", # If you want to go live, you must change this. It is currently set for paper trading "ENDPOINT": "https://paper-api.alpaca.markets" } # A simple strategy that buys AAPL on the first day and hold it class MyStrategy(Strategy): def on_trading_iteration(self): if self.first_iteration: aapl_price = self.get_last_price("AAPL") quantity = self.portfolio_value // aapl_price order = self.create_order("AAPL", quantity, "buy") self.submit_order(order) trader = Trader() broker = Alpaca(ALPACA_CONFIG) strategy = MyStrategy(broker=broker) # Run the strategy live trader.add_strategy(strategy) trader.run_all() And that's it! Easy-peasy. If you would like to learn how to modify your strategies we suggest that you first learn about Lifecycle Methods, then Strategy Methods and Strategy Properties. You can find the documentation for these in the menu, with the main pages describing what they are, then the sub-pages describing each method and property individually. We also have some more sample code that you can check out here: https://github.com/Lumiwealth/lumibot/tree/dev/lumibot/example_strategies We wish you good luck with your trading strategies, don't forget us when you're swimming in cash! Need Extra Help? -------------------- .. raw:: html :file: _html/course_list.html Table of Contents -------------------- .. toctree:: :maxdepth: 3 Home Community/Forum getting_started lifecycle_methods strategy_methods strategy_properties backtesting brokers entities Indices and tables ==================== * :ref:`genindex` * :ref:`modindex` * :ref:`search`