Index

_

_get_bars_dict() (entities.data.Data method)

_right (entities.asset.Asset attribute)

A

add_child_order() (entities.order.Order method) add_line() (in module lumibot.strategies.strategy.Strategy), [1] add_marker() (in module lumibot.strategies.strategy.Strategy), [1] add_order() (entities.position.Position method) add_strategy() (lumibot.traders.trader.Trader method) add_transaction() (entities.order.Order method) after_market_closes() (in module lumibot.strategies.strategy.Strategy) aggregate_bars() (entities.bars.Bars method), [1] Alpaca (class in lumibot.brokers.alpaca) 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) ASSET_TYPE_MAP (lumibot.brokers.alpaca.Alpaca attribute) (lumibot.brokers.bitunix.Bitunix attribute) asset_type_must_be_one_of() (entities.asset.Asset method), [1] AssetsMapping (class in entities.asset) available (entities.position.Position attribute) (entities.position.Position property) avg_fill_price (entities.order.Order property) (entities.position.Position attribute) await_market_to_close() (in module lumibot.strategies.strategy.Strategy), [1] await_market_to_open() (in module lumibot.strategies.strategy.Strategy), [1]

B

BacktestingBroker (class in lumibot.backtesting.backtesting_broker) Bars (class in entities.bars) before_market_closes() (in module lumibot.strategies.strategy.Strategy) before_market_opens() (in module lumibot.strategies.strategy.Strategy) before_starting_trading() (in module lumibot.strategies.strategy.Strategy)

Bitunix (class in lumibot.brokers.bitunix) BRACKET (entities.order.Order.OrderClass 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_trade_cost() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) CALL (entities.asset.Asset.OptionRight attribute) cancel_open_orders() (in module lumibot.strategies.strategy.Strategy), [1] cancel_order() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method) (lumibot.brokers.bitunix.Bitunix method) cancel_orders() (in module lumibot.strategies.strategy.Strategy), [1] cancel_realtime_bars() (in module lumibot.strategies.strategy.Strategy) CANCELED (entities.order.Order.OrderStatus attribute) CANCELLING (entities.order.Order.OrderStatus attribute)

cash (lumibot.strategies.strategy.Strategy property), [1] 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] clean_trading_times() (lumibot.data_sources.pandas_data.PandasData method) close_position() (lumibot.brokers.bitunix.Bitunix method) columns() (entities.data.Data method), [1] CONT_FUTURE (entities.asset.Asset.AssetType attribute) convert_timestep_str_to_timedelta() (lumibot.data_sources.data_source.DataSource static method) create_order() (in module lumibot.strategies.strategy.Strategy), [1] CRYPTO (entities.asset.Asset.AssetType attribute) CRYPTO_FUTURE (entities.asset.Asset.AssetType attribute)

D

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

datetime (lumibot.backtesting.backtesting_broker.BacktestingBroker property) DEFAULT_POLL_INTERVAL (lumibot.brokers.bitunix.Bitunix attribute) DEFAULT_PYTZ (lumibot.data_sources.data_source.DataSource attribute) DEFAULT_TIMEZONE (lumibot.data_sources.data_source.DataSource attribute) df (entities.data.Data attribute) do_polling() (lumibot.brokers.bitunix.Bitunix method)

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) EXPIRED (entities.order.Order.OrderStatus attribute)

F

FILLED (entities.order.Order.OrderStatus attribute) filter() (entities.bars.Bars method) find_asset_in_data_store() (lumibot.data_sources.pandas_data.PandasData method) first_iteration (lumibot.strategies.strategy.Strategy property), [1]

FOREX (entities.asset.Asset.AssetType attribute) from_dict() (entities.asset.Asset class method) (entities.order.Order class method) (entities.position.Position class method) FUTURE (entities.asset.Asset.AssetType attribute)

G

get_asset_by_name() (lumibot.data_sources.pandas_data.PandasData method) get_asset_by_symbol() (lumibot.data_sources.pandas_data.PandasData method) get_asset_potential_total() (in module lumibot.strategies.strategy.Strategy), [1] get_assets() (lumibot.data_sources.pandas_data.PandasData method) get_bars() (entities.data.Data method), [1] (lumibot.data_sources.data_source.DataSource method) get_bars_between_dates() (entities.data.Data method) get_cash() (in module lumibot.strategies.strategy.Strategy), [1] get_chain() (in module lumibot.strategies.strategy.Strategy), [1] get_chain_full_info() (lumibot.data_sources.data_source.DataSource method) get_chains() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas_data.PandasData method) (lumibot.data_sources.yahoo_data.YahooData method) get_current_trail_stop_price() (entities.order.Order method) get_datetime() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.data_source_backtesting.DataSourceBacktesting method) get_datetime_range() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.data_source_backtesting.DataSourceBacktesting method) get_expiration() (in module lumibot.strategies.strategy.Strategy), [1] get_fill_price() (entities.order.Order method) get_greeks() (in module lumibot.strategies.strategy.Strategy), [1] get_historical_account_value() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method) (lumibot.brokers.bitunix.Bitunix method) get_historical_prices() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas_data.PandasData method) (lumibot.data_sources.yahoo_data.YahooData method) get_historical_prices_for_assets() (in module lumibot.strategies.strategy.Strategy) 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 lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) get_last_dividend() (entities.bars.Bars method), [1] get_last_minute() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource 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.data_sources.pandas_data.PandasData method) (lumibot.data_sources.yahoo_data.YahooData method) get_last_prices() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas_data.PandasData method) get_lines_df() (in module lumibot.strategies.strategy.Strategy), [1]

get_markers_df() (in module lumibot.strategies.strategy.Strategy), [1] get_momentum() (entities.bars.Bars method), [1] get_multiplier() (in module lumibot.strategies.strategy.Strategy), [1] get_next_trading_day() (in module lumibot.strategies.strategy.Strategy), [1], [2] get_option_expiration_after_date() (in module lumibot.strategies.strategy.Strategy) get_order() (in module lumibot.strategies.strategy.Strategy), [1] get_orders() (in module lumibot.strategies.strategy.Strategy), [1] get_parameters() (in module lumibot.strategies.strategy.Strategy), [1], [2], [3] get_portfolio_value() (in module lumibot.strategies.strategy.Strategy), [1] get_position() (in module lumibot.strategies.strategy.Strategy), [1] get_positions() (in module lumibot.strategies.strategy.Strategy), [1] get_quote() (entities.data.Data method) (in module lumibot.strategies.strategy.Strategy) (lumibot.brokers.alpaca.Alpaca method) (lumibot.data_sources.pandas_data.PandasData method) get_quote_asset() (lumibot.brokers.bitunix.Bitunix method) get_realtime_bars() (in module lumibot.strategies.strategy.Strategy) get_round_day() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) get_round_minute() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) get_selling_order() (entities.position.Position method) (in module lumibot.strategies.strategy.Strategy), [1] get_start_datetime_and_ts_unit() (lumibot.data_sources.pandas_data.PandasData method) get_strikes() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.yahoo_data.YahooData method) get_time_to_close() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method), [1] (lumibot.brokers.bitunix.Bitunix method) get_time_to_open() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method), [1] (lumibot.brokers.bitunix.Bitunix method) get_timestamp() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.brokers.alpaca.Alpaca method), [1] (lumibot.brokers.bitunix.Bitunix method) (lumibot.data_sources.data_source.DataSource 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_trading_days_pandas() (lumibot.data_sources.pandas_data.PandasData method) get_yesterday_dividend() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas_data.PandasData method) get_yesterday_dividends() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas_data.PandasData method)

H

hold (entities.position.Position attribute) (entities.position.Position property)

I

identifier (entities.order.Order property) INDEX (entities.asset.Asset.AssetType attribute) initial_budget (lumibot.strategies.strategy.Strategy property), [1] initialize() (in module lumibot.strategies.strategy.Strategy) is_active() (entities.order.Order method) is_advanced_order() (entities.order.Order method) is_backtest_broker (lumibot.traders.trader.Trader property) IS_BACKTESTING_BROKER (lumibot.backtesting.backtesting_broker.BacktestingBroker attribute) IS_BACKTESTING_DATA_SOURCE (lumibot.data_sources.data_source.DataSource attribute) (lumibot.data_sources.data_source_backtesting.DataSourceBacktesting attribute) is_buy_order() (entities.order.Order method)

is_canceled() (entities.order.Order method) is_equivalent_status() (entities.order.Order class method) is_filled() (entities.order.Order method) is_market_open() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method), [1] (lumibot.brokers.bitunix.Bitunix method) is_option() (entities.order.Order method) is_parent() (entities.order.Order method) is_sell_order() (entities.order.Order method) is_stop_order() (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), [1] LIMIT (entities.order.Order.OrderType attribute) limit_order() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) load_data() (lumibot.data_sources.pandas_data.PandasData method) localize_datetime() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) log_backtest_progress_to_csv() (lumibot.data_sources.data_source_backtesting.DataSourceBacktesting method) log_message() (in module lumibot.strategies.strategy.Strategy), [1] lumibot.backtesting.backtesting_broker module lumibot.brokers.alpaca module lumibot.brokers.bitunix module

lumibot.data_sources module lumibot.data_sources.data_source module lumibot.data_sources.data_source_backtesting module lumibot.data_sources.pandas_data module lumibot.data_sources.yahoo_data module lumibot.strategies.strategy.Strategy module lumibot.traders.trader module LUMIBOT_DEFAULT_QUOTE_ASSET (lumibot.brokers.bitunix.Bitunix attribute)

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) (lumibot.data_sources.yahoo_data.YahooData attribute) minutes_before_closing (lumibot.strategies.strategy.Strategy property), [1] minutes_before_opening (lumibot.strategies.strategy.Strategy property), [1] module entities.asset entities.bars entities.data entities.order entities.position entities.trading_fee lumibot.backtesting.backtesting_broker lumibot.brokers.alpaca lumibot.brokers.bitunix lumibot.data_sources lumibot.data_sources.data_source lumibot.data_sources.data_source_backtesting lumibot.data_sources.pandas_data lumibot.data_sources.yahoo_data lumibot.strategies.strategy.Strategy lumibot.traders.trader

MULTILEG (entities.asset.Asset.AssetType attribute) (entities.order.Order.OrderClass attribute) multiplier (entities.asset.Asset attribute)

N

name (lumibot.strategies.strategy.Strategy property), [1]

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

O

OCO (entities.order.Order.OrderClass attribute) on_abrupt_closing() (in module lumibot.strategies.strategy.Strategy) on_bot_crash() (in module lumibot.strategies.strategy.Strategy) on_canceled_order() (in module lumibot.strategies.strategy.Strategy) on_filled_order() (in module lumibot.strategies.strategy.Strategy) on_new_order() (in module lumibot.strategies.strategy.Strategy) on_parameters_updated() (in module lumibot.strategies.strategy.Strategy) on_partially_filled_order() (in module lumibot.strategies.strategy.Strategy) on_trading_iteration() (in module lumibot.strategies.strategy.Strategy) OPEN (entities.order.Order.OrderStatus attribute)

OPTION (entities.asset.Asset.AssetType attribute) options_expiry_to_datetime_date() (in module lumibot.strategies.strategy.Strategy), [1] Order (class in entities.order) Order.OrderClass (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.OrderClass attribute)

P

PandasData (class in lumibot.data_sources.pandas_data) parse_bar_list() (entities.bars.Bars class method) PARTIALLY_FILLED (entities.order.Order.OrderStatus attribute) portfolio_value (lumibot.strategies.strategy.Strategy property), [1] Position (class in entities.position)

precision (entities.asset.Asset attribute) 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), [1], [2]

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), [1]

R

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

run_all() (lumibot.traders.trader.Trader method) run_all_async() (lumibot.traders.trader.Trader method) run_backtest() (in module lumibot.strategies.strategy.Strategy)

S

SELL (entities.order.Order.OrderSide attribute) sell_all() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.brokers.bitunix.Bitunix method) SELL_SHORT (entities.order.Order.OrderSide attribute) SELL_TO_CLOSE (entities.order.Order.OrderSide attribute) SELL_TO_OPEN (entities.order.Order.OrderSide attribute) 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 lumibot.strategies.strategy.Strategy), [1] set_new() (entities.order.Order method) set_parameters() (in module lumibot.strategies.strategy.Strategy), [1] set_partially_filled() (entities.order.Order method) set_times() (entities.data.Data method), [1] should_continue() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) SIMPLE (entities.order.Order.OrderClass attribute) sleep() (in module lumibot.strategies.strategy.Strategy), [1] sleeptime (lumibot.strategies.strategy.Strategy property), [1]

SOURCE (lumibot.data_sources.data_source.DataSource attribute) (lumibot.data_sources.pandas_data.PandasData attribute) (lumibot.data_sources.yahoo_data.YahooData attribute) split() (entities.bars.Bars method) start_realtime_bars() (in module lumibot.strategies.strategy.Strategy) 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 (entities.position.Position attribute) StrEnum (class in entities.asset) (class in entities.order) strike (entities.asset.Asset attribute) submit_order() (in module lumibot.strategies.strategy.Strategy), [1] submit_orders() (in module lumibot.strategies.strategy.Strategy), [1] SUBMITTED (entities.order.Order.OrderStatus attribute) sybmol (entities.data.Data attribute) symbol (entities.asset.Asset attribute) (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) (lumibot.data_sources.pandas_data.PandasData attribute) (lumibot.data_sources.yahoo_data.YahooData attribute) timezone (lumibot.strategies.strategy.Strategy property), [1] to_datalines() (entities.data.Data method), [1] to_default_timezone() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) to_dict() (entities.asset.Asset method) (entities.order.Order method) (entities.position.Position method)

to_position() (entities.order.Order method) to_request_fields() (lumibot.brokers.alpaca.OrderData method) trace_stats() (in module lumibot.strategies.strategy.Strategy) 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

UNPROCESSED (entities.order.Order.OrderStatus attribute) unspent_money (lumibot.strategies.strategy.Strategy property), [1] update_date_index() (lumibot.data_sources.pandas_data.PandasData method)

update_parameters() (in module lumibot.strategies.strategy.Strategy), [1] 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 lumibot.strategies.strategy.Strategy), [1] wait_for_order_registration() (in module lumibot.strategies.strategy.Strategy), [1] wait_for_orders_execution() (in module lumibot.strategies.strategy.Strategy), [1] wait_for_orders_registration() (in module lumibot.strategies.strategy.Strategy), [1]

wait_to_be_closed() (entities.order.Order method) wait_to_be_registered() (entities.order.Order method) was_transmitted() (entities.order.Order method) ws_url (lumibot.brokers.bitunix.Bitunix attribute)

Y

YahooData (class in lumibot.data_sources.yahoo_data)