Index

_

_asset_types (entities.asset.Asset attribute)

_get_bars_dict() (entities.data.Data method) _right (entities.asset.Asset attribute)

A

add_line() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) add_marker() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) add_order() (entities.position.Position method) add_strategy() (lumibot.traders.trader.Trader method) add_transaction() (entities.order.Order method) after_market_closes() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) aggregate_bars() (entities.bars.Bars method), [1] Alpaca (class in lumibot.brokers.alpaca) analysis (lumibot.strategies.strategy.Strategy property) api (lumibot.brokers.alpaca.Alpaca attribute) Asset (class in entities.asset)

asset (entities.data.Data attribute) (entities.position.Position attribute) Asset.AssetType (class in entities.asset) Asset.OptionRight (class in entities.asset) asset_type (entities.asset.Asset attribute), [1] ASSET_TYPE_MAP (lumibot.brokers.alpaca.Alpaca attribute) asset_type_must_be_one_of() (entities.asset.Asset method), [1] AssetsMapping (class in entities.asset) available (entities.position.Position property) avg_fill_price (entities.order.Order property) await_market_to_close() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) await_market_to_open() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method)

B

backtest() (in module strategies.strategy.Strategy) backtesting_end (lumibot.strategies.strategy.Strategy property) backtesting_start (lumibot.strategies.strategy.Strategy property) BacktestingBroker (class in lumibot.backtesting.backtesting_broker) Bars (class in entities.bars) before_market_closes() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) before_market_opens() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method)

before_starting_trading() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) BRACKET (entities.order.Order.OrderType attribute) BUY (entities.order.Order.OrderSide attribute) BUY_TO_CLOSE (entities.order.Order.OrderSide attribute) BUY_TO_COVER (entities.order.Order.OrderSide attribute) BUY_TO_OPEN (entities.order.Order.OrderSide attribute)

C

calculate_greeks() (lumibot.data_sources.data_source.DataSource method) calculate_returns() (lumibot.strategies.strategy.Strategy method) calculate_trade_cost() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) CALL (entities.asset.Asset.OptionRight attribute) cancel_open_orders() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) cancel_order() (in module strategies.strategy.Strategy) (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method) (lumibot.strategies.strategy.Strategy method) cancel_orders() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) cancel_realtime_bars() (in module lumibot.strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method)

CANCELED (entities.order.Order.OrderStatus attribute) cash (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) cash_pending() (entities.order.Order method) cash_settle_options_contract() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) CASH_SETTLED (entities.order.Order.OrderStatus attribute) check_data() (entities.data.Data method), [1] columns() (entities.data.Data method), [1] convert_timestep_str_to_timedelta() (lumibot.data_sources.data_source.DataSource static method) create_asset() (lumibot.strategies.strategy.Strategy method) create_order() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) CRYPTO (entities.asset.Asset.AssetType attribute) crypto_assets_to_tuple() (lumibot.strategies.strategy.Strategy static method)

D

Data (class in entities.data) datalines (entities.data.Data attribute) DataSource (class in lumibot.data_sources.data_source) date_end (entities.data.Data attribute)

date_start (entities.data.Data attribute) datetime (lumibot.backtesting.backtesting_broker.BacktestingBroker property) DEFAULT_PYTZ (lumibot.data_sources.data_source.DataSource attribute) DEFAULT_TIMEZONE (lumibot.data_sources.data_source.DataSource attribute) df (entities.data.Data attribute)

E

entities.asset module entities.bars module entities.data module entities.order module

entities.position module entities.trading_fee module equivalent_status() (entities.order.Order method) ERROR (entities.order.Order.OrderStatus attribute) expiration (entities.asset.Asset attribute), [1]

F

FILLED (entities.order.Order.OrderStatus attribute) filter() (entities.bars.Bars method) find_first_friday() (lumibot.strategies.strategy.Strategy method)

first_iteration (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) FOREX (entities.asset.Asset.AssetType attribute) FUTURE (entities.asset.Asset.AssetType attribute)

G

get_asset_potential_total() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_bars() (entities.data.Data method), [1] (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_bars_between_dates() (entities.data.Data method) get_cash() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_chain() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_chains() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_datetime() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_datetime_range() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_expiration() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_fill_price() (entities.order.Order method) get_greeks() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_historical_account_value() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method) get_historical_bot_stats() (lumibot.strategies.strategy.Strategy method) get_historical_prices() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_historical_prices_for_assets() (in module lumibot.strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_increment() (entities.order.Order method) get_iter_count() (entities.data.Data method), [1] get_last_bar() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) get_last_day() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_last_dividend() (entities.bars.Bars method), [1] get_last_minute() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_last_price() (entities.bars.Bars method), [1] (entities.data.Data method), [1] (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_last_prices() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_lines_df() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_markers_df() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_momentum() (entities.bars.Bars method), [1] get_multiplier() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_next_trading_day() (in module lumibot.strategies.strategy.Strategy) (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method)

get_option_expiration_after_date() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_order() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_orders() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_parameters() (in module strategies.strategy.Strategy), [1] (lumibot.strategies.strategy.Strategy method) get_portfolio_value() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_position() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_positions() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_quote() (in module lumibot.strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_realtime_bars() (in module lumibot.strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_round_day() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_round_minute() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_selling_order() (entities.position.Position method) (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_stats_from_database() (lumibot.strategies.strategy.Strategy method) get_strikes() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_symbol_bars() (lumibot.strategies.strategy.Strategy method) get_tick() (lumibot.strategies.strategy.Strategy method) get_time_to_close() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method), [1] get_time_to_open() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method), [1] get_timestamp() (in module strategies.strategy.Strategy) (lumibot.brokers.alpaca.Alpaca method), [1] (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_timestep() (lumibot.data_sources.data_source.DataSource method) get_total_dividends() (entities.bars.Bars method) get_total_return() (entities.bars.Bars method) get_total_return_pct() (entities.bars.Bars method) get_total_return_pct_change() (entities.bars.Bars method) get_total_stock_splits() (entities.bars.Bars method) get_total_volume() (entities.bars.Bars method), [1] get_tracked_assets() (lumibot.strategies.strategy.Strategy method) get_tracked_order() (lumibot.strategies.strategy.Strategy method) get_tracked_orders() (lumibot.strategies.strategy.Strategy method) get_tracked_position() (lumibot.strategies.strategy.Strategy method) get_tracked_positions() (lumibot.strategies.strategy.Strategy method) get_yesterday_dividend() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_yesterday_dividends() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method)

H

hold (entities.position.Position property)

I

INDEX (entities.asset.Asset.AssetType attribute) initial_budget (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) initialize() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) is_active() (entities.order.Order method) is_backtest_broker (lumibot.traders.trader.Trader property) is_backtesting (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property)

IS_BACKTESTING_BROKER (lumibot.backtesting.backtesting_broker.BacktestingBroker attribute) IS_BACKTESTING_DATA_SOURCE (lumibot.data_sources.data_source.DataSource attribute) is_canceled() (entities.order.Order method) is_filled() (entities.order.Order method) is_market_open() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method), [1] is_option() (entities.order.Order method) is_valid() (entities.asset.Asset method) iter_index (entities.data.Data attribute)

L

last_on_trading_iteration_datetime (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) LIMIT (entities.order.Order.OrderType attribute) limit_order() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) load_pandas() (lumibot.strategies.strategy.Strategy method) localize_datetime() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource class method) (lumibot.strategies.strategy.Strategy method) log_message() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) lumibot.backtesting.backtesting_broker module

lumibot.brokers.alpaca module lumibot.data_sources module lumibot.data_sources.data_source module lumibot.strategies.strategy module lumibot.traders.trader module

M

map_asset_type() (lumibot.brokers.alpaca.Alpaca method) MARKET (entities.order.Order.OrderType attribute) MIN_TIMESTEP (entities.data.Data attribute) (lumibot.data_sources.data_source.DataSource attribute) minutes_before_closing (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) minutes_before_opening (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) module entities.asset entities.bars entities.data entities.order entities.position entities.trading_fee lumibot.backtesting.backtesting_broker lumibot.brokers.alpaca lumibot.data_sources lumibot.data_sources.data_source lumibot.strategies.strategy lumibot.traders.trader

multiplier (entities.asset.Asset attribute), [1]

N

name (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property)

NEW (entities.order.Order.OrderStatus attribute) NoBarDataFound

O

OCO (entities.order.Order.OrderType attribute) on_abrupt_closing() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) on_bot_crash() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) on_canceled_order() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) on_filled_order() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) on_new_order() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) on_parameters_updated() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) on_partially_filled_order() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method)

on_strategy_end() (lumibot.strategies.strategy.Strategy method) on_trading_iteration() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) OPTION (entities.asset.Asset.AssetType attribute) options_expiry_to_datetime_date() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) Order (class in entities.order) Order.OrderSide (class in entities.order) Order.OrderStatus (class in entities.order) Order.OrderType (class in entities.order) Order.Transaction (class in entities.order) OrderData (class in lumibot.brokers.alpaca) orders (entities.position.Position attribute) OTO (entities.order.Order.OrderType attribute)

P

parse_bar_list() (entities.bars.Bars class method) PARTIALLY_FILLED (entities.order.Order.OrderStatus attribute) portfolio_value (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) Position (class in entities.position) positions (lumibot.strategies.strategy.Strategy property)

precision (entities.asset.Asset attribute), [1] price (entities.order.Order.Transaction attribute) process_expired_option_contracts() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) process_pending_orders() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) PUT (entities.asset.Asset.OptionRight attribute) pytz (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property)

Q

quantity (entities.order.Order property) (entities.order.Order.Transaction attribute) (entities.position.Position attribute) (entities.position.Position property)

query_greeks() (lumibot.data_sources.data_source.DataSource method) quote_asset (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property)

R

repair_times_and_fill() (entities.data.Data method), [1] right (entities.asset.Asset attribute), [1] right_must_be_one_of() (entities.asset.Asset method), [1]

risk_free_rate (lumibot.strategies.strategy.Strategy property) run_all() (lumibot.traders.trader.Trader method) run_all_async() (lumibot.traders.trader.Trader method)

S

SELL (entities.order.Order.OrderSide attribute) sell_all() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) SELL_SHORT (entities.order.Order.OrderSide attribute) SELL_TO_CLOSE (entities.order.Order.OrderSide attribute) SELL_TO_OPEN (entities.order.Order.OrderSide attribute) send_account_summary_to_discord() (lumibot.strategies.strategy.Strategy method) send_discord_message() (lumibot.strategies.strategy.Strategy method) send_result_text_to_discord() (lumibot.strategies.strategy.Strategy method) send_spark_chart_to_discord() (lumibot.strategies.strategy.Strategy method) set_canceled() (entities.order.Order method) set_date_format() (entities.data.Data method), [1] set_dates() (entities.data.Data method), [1] set_error() (entities.order.Order method) set_filled() (entities.order.Order method) set_identifier() (entities.order.Order method) set_market() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) set_new() (entities.order.Order method) set_parameter_defaults() (lumibot.strategies.strategy.Strategy method) set_parameters() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) set_partially_filled() (entities.order.Order method) set_times() (entities.data.Data method), [1] should_continue() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) should_send_account_summary_to_discord() (lumibot.strategies.strategy.Strategy method) sleep() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method)

sleeptime (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) SOURCE (lumibot.data_sources.data_source.DataSource attribute) split() (entities.bars.Bars method) start_realtime_bars() (in module lumibot.strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) stats (lumibot.strategies.strategy.Strategy property) stats_file (lumibot.strategies.strategy.Strategy property) status (entities.order.Order property) STOCK (entities.asset.Asset.AssetType attribute) STOP (entities.order.Order.OrderType attribute) stop_all() (lumibot.traders.trader.Trader method) STOP_LIMIT (entities.order.Order.OrderType attribute) stop_order() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) Strategy (class in lumibot.strategies.strategy) strategy (entities.position.Position attribute) strike (entities.asset.Asset attribute), [1] submit_order() (in module strategies.strategy.Strategy) (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.strategies.strategy.Strategy method) submit_orders() (in module strategies.strategy.Strategy) (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.strategies.strategy.Strategy method) sybmol (entities.data.Data attribute) symbol (entities.asset.Asset attribute), [1] (entities.position.Position attribute) symbol2asset() (entities.asset.Asset class method)

T

timestep (entities.data.Data attribute) TIMESTEP_MAPPING (entities.data.Data attribute) (lumibot.data_sources.data_source.DataSource attribute) timezone (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) to_datalines() (entities.data.Data method), [1] to_default_timezone() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource class method) (lumibot.strategies.strategy.Strategy method) to_position() (entities.order.Order method)

to_request_fields() (lumibot.brokers.alpaca.OrderData method) to_sql() (lumibot.strategies.strategy.Strategy method) trace_stats() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) Trader (class in lumibot.traders.trader) trading_hours_end (entities.data.Data attribute) trading_hours_start (entities.data.Data attribute) TradingFee (class in entities.trading_fee) TRAIL (entities.order.Order.OrderType attribute) trim_data() (entities.data.Data method), [1]

U

unspent_money (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) update_parameters() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method)

update_raw() (entities.order.Order method) update_trail_stop_price() (entities.order.Order method)

V

value_type() (entities.position.Position method)

W

wait_for_order_execution() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) wait_for_order_registration() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) wait_for_orders_execution() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method)

wait_for_orders_registration() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) wait_to_be_closed() (entities.order.Order method) wait_to_be_registered() (entities.order.Order method) was_transmitted() (entities.order.Order method) write_backtest_settings() (lumibot.strategies.strategy.Strategy method)