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Lumibot documentation
Lumibot documentation
  • Home
  • Community/Forum
  • What is Lumibot?
  • Getting Started
  • Adding Trading Fees
  • Profiling to Improve Performance
  • Lifecycle Methods
    • Summary
    • def initialize
    • def on_trading_iteration
    • def before_market_opens
    • def before_starting_trading
    • def before_market_closes
    • def after_market_closes
    • def on_abrupt_closing
    • def on_bot_crash
    • def trace_stats
    • def on_new_order
    • def on_partially_filled_order
    • def on_filled_order
    • def on_canceled_order
    • def on_parameters_updated
  • Strategy Methods
    • Order Management
      • self.create_order
      • self.submit_order
      • self.submit_orders
      • self.cancel_order
      • self.cancel_orders
      • self.cancel_open_orders
      • self.get_selling_order
      • self.sell_all
      • self.get_order
      • self.get_orders
      • self.get_asset_potential_total
    • Account Management
      • self.get_portfolio_value
      • self.get_cash
      • self.get_position
      • self.get_positions
    • Data
      • self.get_last_price
      • self.get_last_prices
      • self.get_historical_prices
      • self.get_historical_prices_for_assets
      • self.start_realtime_bars
      • self.get_realtime_bars
      • self.cancel_realtime_bars
      • self.get_yesterday_dividend
      • self.get_yesterday_dividends
    • Chart Functions
      • self.add_marker
      • self.add_line
      • self.get_markers_df
      • self.get_lines_df
    • Parameters
      • self.get_parameters
      • self.set_parameters
    • Options
      • self.get_chain
      • self.get_chains
      • self.get_greeks
      • self.get_strikes
      • self.get_expiration
      • self.get_multiplier
      • self.options_expiry_to_datetime_date
      • self.get_option_expiration_after_date
    • DateTime
      • self.get_datetime
      • self.get_timestamp
      • self.get_round_minute
      • self.get_last_minute
      • self.get_round_day
      • self.get_last_day
      • self.get_datetime_range
      • self.localize_datetime
      • self.to_default_timezone
    • Miscellaneous
      • self.log_message
      • self.sleep
      • self.set_market
      • self.update_parameters
      • self.get_parameters
      • self.await_market_to_close
      • self.await_market_to_open
      • self.wait_for_order_registration
      • self.wait_for_order_execution
      • self.wait_for_orders_registration
      • self.wait_for_orders_execution
  • Strategy Properties
    • self.cash
    • self.portfolio_value
    • self.first_iteration
    • self.is_backtesting
    • self.quote_asset
    • self.name
    • self.initial_budget
    • self.minutes_before_closing
    • self.minutes_before_opening
    • self.sleeptime
    • self.last_on_trading_iteration_datetime
    • self.timezone
    • self.pytz
    • self.unspent_money
  • Backtesting
    • All Backtesting
    • Yahoo
    • Pandas (CSV or other data)
    • Polygon.io Backtesting
  • Brokers
    • Alpaca
    • Interactive Brokers
    • Crypto Brokers (Using CCXT)
  • Entities
    • Asset
    • Bars
    • Data
    • Order
    • Position
    • Trading Fee

BacktestingΒΆ

Lumibot has two modes for backtesting.

  1. Yahoo Backtesting: Daily stock backtesting with data from Yahoo.

  2. Pandas Backtesting: Intra-day and inter-day testing of stocks and futures using CSV data supplied by you.

Contents:

  • All Backtesting
  • Yahoo
  • Pandas (CSV or other data)
    • Getting Data
  • Polygon.io Backtesting
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All Backtesting
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self.unspent_money
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