Index _ | A | B | C | D | E | F | G | H | I | L | M | N | O | P | Q | R | S | T | U | V | W | Y _ _asset_types (entities.asset.Asset attribute) _get_bars_dict() (entities.data.Data method) _right (entities.asset.Asset attribute) A 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_type (entities.asset.Asset attribute), [1] ASSET_TYPE_MAP (lumibot.brokers.alpaca.Alpaca attribute) asset_type_must_be_one_of() (entities.asset.Asset class method) (entities.asset.Asset method) AssetsMapping (class in entities.asset) available (entities.position.Position 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) BacktestingBroker (class in lumibot.backtesting.backtesting_broker) Bar (class in entities.bar) 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) BUY (entities.order.Order attribute) C 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) CannotPredictFuture (lumibot.backtesting.backtesting_broker.BacktestingBroker attribute) cash (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) cash_pending() (entities.order.Order method) check_data() (entities.data.Data method), [1] clean_trading_times() (lumibot.data_sources.pandas.PandasData method) close (entities.bar.Bar attribute) (entities.bar.Bar property) columns() (entities.data.Data method), [1] COMPARAISON_PROP (entities.bar.Bar attribute) create_asset() (lumibot.strategies.strategy.Strategy method) create_order() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) crypto_assets_to_tuple() (lumibot.strategies.strategy.Strategy static method) currency (entities.asset.Asset attribute), [1] D Data (class in entities.data) Dataline (class in entities.dataline) datalines (entities.data.Data attribute) DataSource (class in lumibot.data_sources.data_source) DataSourceBacktesting (class in lumibot.backtesting.data_source_backtesting) date_end (entities.data.Data attribute) date_start (entities.data.Data attribute) datetime (entities.bar.Bar property) (lumibot.backtesting.backtesting_broker.BacktestingBroker property) DEFAULT_PYTZ (entities.bar.Bar attribute) (lumibot.data_sources.data_source.DataSource attribute) DEFAULT_TIMEZONE (entities.bar.Bar attribute) (lumibot.data_sources.data_source.DataSource attribute) df (entities.data.Data attribute) dividend (entities.bar.Bar attribute) (entities.bar.Bar property) E entities.asset module entities.bar module entities.bars module entities.data module entities.dataline module entities.order module entities.position module entities.trading_fee module expiration (entities.asset.Asset attribute), [1] expired_contracts() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) F filter() (entities.bars.Bars method) first_iteration (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) flat_fee (entities.trading_fee.TradingFee attribute) G get_asset_by_name() (lumibot.data_sources.pandas.PandasData method) get_asset_by_symbol() (lumibot.data_sources.pandas.PandasData method) get_asset_potential_total() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_assets() (lumibot.data_sources.pandas.PandasData method) get_bars() (entities.data.Data method), [1] (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_chain() (in module strategies.strategy.Strategy) (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.data_sources.pandas.PandasData method) (lumibot.strategies.strategy.Strategy method) get_chains() (in module strategies.strategy.Strategy) (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.data_sources.pandas.PandasData method) (lumibot.strategies.strategy.Strategy method) get_datetime() (in module strategies.strategy.Strategy) (lumibot.backtesting.data_source_backtesting.DataSourceBacktesting method) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_datetime_range() (in module strategies.strategy.Strategy) (lumibot.backtesting.data_source_backtesting.DataSourceBacktesting method) (lumibot.data_sources.data_source.DataSource method) (lumibot.strategies.strategy.Strategy method) get_empty_bar() (entities.bar.Bar class method) get_expiration() (in module strategies.strategy.Strategy) (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.data_sources.pandas.PandasData method) (lumibot.strategies.strategy.Strategy method) get_greeks() (in module strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas.PandasData method) (lumibot.strategies.strategy.Strategy method) get_historical_account_value() (lumibot.brokers.alpaca.Alpaca method) get_historical_bot_stats() (lumibot.strategies.strategy.Strategy method) get_historical_prices() (in module lumibot.strategies.strategy.Strategy) (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.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas.PandasData method) (lumibot.strategies.strategy.Strategy method) get_last_prices() (in module lumibot.strategies.strategy.Strategy) (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas.PandasData method) (lumibot.strategies.strategy.Strategy method) get_momentum() (entities.bars.Bars method), [1] get_multiplier() (in module strategies.strategy.Strategy) (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.data_sources.pandas.PandasData method) (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) (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_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_strikes() (in module strategies.strategy.Strategy) (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.data_sources.pandas.PandasData method) (lumibot.strategies.strategy.Strategy method) get_symbol_bars() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (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() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_tracked_orders() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_tracked_position() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_tracked_positions() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) get_tradable_assets() (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas.PandasData method) get_trading_days_pandas() (lumibot.data_sources.pandas.PandasData method) get_yesterday_dividend() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas.PandasData method) (lumibot.strategies.strategy.Strategy method) get_yesterday_dividends() (in module lumibot.strategies.strategy.Strategy) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas.PandasData method) (lumibot.strategies.strategy.Strategy method) H high (entities.bar.Bar attribute) (entities.bar.Bar property) hold (entities.position.Position property) I initial_budget (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) initialize() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) is_backtest (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.backtesting.data_source_backtesting.DataSourceBacktesting attribute) (lumibot.data_sources.data_source.DataSource attribute) (lumibot.data_sources.pandas.PandasData attribute) is_market_open() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method), [1] is_option() (entities.order.Order method) is_tradable() (entities.data.Data method) (lumibot.data_sources.data_source.DataSource method) (lumibot.data_sources.pandas.PandasData method) iter_index (entities.data.Data attribute) L last_on_trading_iteration_datetime (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) limit_order() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) load_data() (lumibot.data_sources.pandas.PandasData 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) low (entities.bar.Bar attribute) (entities.bar.Bar property) lumibot.backtesting.backtesting_broker module lumibot.backtesting.data_source_backtesting module lumibot.brokers.alpaca module lumibot.data_sources module lumibot.data_sources.data_source module lumibot.data_sources.pandas module lumibot.data_sources.yahoo module lumibot.strategies.strategy module lumibot.traders.trader module M maker (entities.trading_fee.TradingFee attribute) map_asset_type() (lumibot.brokers.alpaca.Alpaca method) MIN_TIMESTEP (entities.data.Data attribute) (lumibot.data_sources.data_source.DataSource attribute) (lumibot.data_sources.pandas.PandasData attribute) (lumibot.data_sources.yahoo.YahooData 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.bar entities.bars entities.data entities.dataline entities.order entities.position entities.trading_fee lumibot.backtesting.backtesting_broker lumibot.backtesting.data_source_backtesting lumibot.brokers.alpaca lumibot.data_sources lumibot.data_sources.data_source lumibot.data_sources.pandas lumibot.data_sources.yahoo lumibot.strategies.strategy lumibot.traders.trader multiplier (entities.asset.Asset attribute), [1] N name (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) NoBarDataFound O 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) open (entities.bar.Bar attribute) (entities.bar.Bar property) options_expiry_to_datetime_date() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) Order (class in entities.order) Order.Transaction (class in entities.order) orders (entities.position.Position attribute) P PandasData (class in lumibot.data_sources.pandas) parse_bar_list() (entities.bars.Bars class method) percent_fee (entities.trading_fee.TradingFee 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_pending_orders() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) 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) quote_asset (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) R raw (entities.bar.Bar property) repair_times_and_fill() (entities.data.Data method), [1] right (entities.asset.Asset attribute), [1] right_must_be_one_of() (entities.asset.Asset class method) (entities.asset.Asset method) 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 attribute) sell_all() (in module strategies.strategy.Strategy) (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() (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) 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) (lumibot.data_sources.pandas.PandasData attribute) (lumibot.data_sources.yahoo.YahooData 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) stock_splits (entities.bar.Bar attribute) (entities.bar.Bar property) stop_all() (lumibot.traders.trader.Trader method) 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) T taker (entities.trading_fee.TradingFee attribute) timestamp (entities.bar.Bar attribute) (entities.bar.Bar property) timestep (entities.data.Data attribute) TIMESTEP_MAPPING (entities.data.Data attribute) (lumibot.data_sources.data_source.DataSource attribute) (lumibot.data_sources.pandas.PandasData attribute) (lumibot.data_sources.yahoo.YahooData 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) 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) trim_data() (entities.data.Data method), [1] U unspent_money (lumibot.strategies.strategy.Strategy property) (strategies.strategy.Strategy property) update() (entities.bar.Bar method), [1] update_date_index() (lumibot.data_sources.pandas.PandasData method) update_parameters() (in module strategies.strategy.Strategy) (lumibot.strategies.strategy.Strategy method) update_raw() (entities.order.Order method) update_status() (entities.order.Order method) V value_type() (entities.position.Position method) volume (entities.bar.Bar attribute) (entities.bar.Bar property) 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) Y YahooData (class in lumibot.data_sources.yahoo)