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Build strategies

  • Strategy API
  • Imports and Startup
  • Reusable Components
  • 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 tearsheet_custom_metrics
    • 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.adjust_cash
      • self.configure_cash_financing
      • self.deposit_cash
      • self.get_portfolio_value
      • self.get_cash
      • self.get_position
      • self.get_positions
      • self.set_cash_financing_rates
      • self.withdraw_cash
    • Data
      • self.get_last_price
      • self.get_last_prices
      • self.get_historical_prices
      • self.get_historical_prices_for_assets
      • self.get_quote
      • self.get_yesterday_dividend
      • self.get_next_trading_day
    • 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_next_trading_day
    • 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
      • self.register_cron_callback
  • 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
  • Assets and Orders
    • Asset
    • Bars
    • Data
    • Order
    • Position
    • Trading Fee
    • Trading Slippage
    • Smart Limit Config
    • Chains Entity
  • Indicators
  • SEC Fundamentals
  • Macro Data

Backtest and trade

  • Backtesting
    • How to Backtest a Python Trading Strategy with LumiBot
    • Files Generated from Backtesting
    • Backtesting Function
    • Backtesting Performance (Speed + Parity)
    • Free Daily Stock Backtesting with Yahoo and LumiBot
    • Pandas (CSV or other data)
    • Polygon.io Backtesting
    • Databento Backtesting with LumiBot
    • ThetaData Options and Stock Backtesting with LumiBot
    • Interactive Brokers (REST) Backtesting
    • Alpaca Backtesting
    • LumiBot Backtest Tear Sheets and Performance Reports
    • Trades Files
    • Indicators Files
    • Logs CSV
  • Brokers
    • Alpaca API Trading with LumiBot
    • Bitunix API Perpetual Futures Trading with LumiBot
    • CCXT Crypto Trading and Backtesting with LumiBot
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      • KuCoin CCXT Configuration
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      • Bybit CCXT Backtesting
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    • Interactive Brokers API Trading with LumiBot
    • Interactive Brokers Legacy
    • Polymarket
    • ProjectX / TopstepX
    • Charles Schwab API Trading with LumiBot
    • Tradier
    • Tradovate
  • Cash Accounting
  • Deployment
  • Reference
    • Variable Backup & Restore
    • Futures Trading
    • Smart Limit Orders
    • OptionsHelper
    • Environment Variables
  • Common Mistakes
  • FAQ

Community and learning

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Entities¶

Entities are the main object types that are passed around within Lumibot to place orders, get to know your positions, load data and more.

Here’s a list of the main entities in Lumibot:

Contents:

  • Asset
  • Bars
  • Data
  • Order
  • Position
  • Trading Fee
  • Trading Slippage
  • Smart Limit Config
  • Chains Entity
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Last updated on October 03, 2026