Backtesting Data Sources¶

Q: How do I pick the data source without changing my code?

Set BACKTESTING_DATA_SOURCE in your .env file. The environment setting takes precedence over the data source class in code.

You do not need a broker account to backtest. LumiBot backtests run on historical data from one of these sources. Pick the one that covers your assets and bar size.

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Backtesting data sources¶
Data source	Good for	Setup
Yahoo	Daily stocks and ETFs	No account or key
ThetaData	Intraday stocks and options	ThetaData subscription
Polygon.io	Stocks, options, forex and crypto	Polygon.io API key
Databento	Futures	Databento API key
Interactive Brokers	Interactive Brokers history	Client Portal access
Alpaca	Stocks and options with your Alpaca account	Alpaca API key
Pandas	Your own CSV or DataFrame data	Your files
Polymarket	Prediction contract prices	Polymarket market ids
CCXT	Spot crypto candles	Exchange id

Choose the source with BACKTESTING_DATA_SOURCE or pass a data source class in Python. The full guide is Backtesting Trading Strategies in Python with LumiBot.

Frequently asked questions¶

Do I need a broker to backtest?¶

No. Backtests use historical data only. Yahoo daily data needs no account and no key.

Which data source should I start with?¶

Yahoo, for daily stock and ETF strategies. For intraday stocks or options, use ThetaData, Polygon or Alpaca. For futures, use Databento or Interactive Brokers.

How do I pick the data source without changing my code?¶

Set BACKTESTING_DATA_SOURCE in your .env file. The environment setting takes precedence over the data source class in code.

Do backtest results tell me how a strategy will do live?¶

No. A backtest is a simulation on past data. Fills, fees and market conditions can differ in live trading.

Can I use my own CSV data?¶

Yes. Load it into a pandas DataFrame and use the Pandas backtester. See Pandas (CSV or other data).