Smart Limit Config

class lumibot.entities.smart_limit.SmartLimitConfig(preset: SmartLimitPreset = SmartLimitPreset.NORMAL, final_price_pct: float = 1.0, slippage: TradingSlippage | float | None = None, step_seconds: int | None = None, final_hold_seconds: int | None = None)

Bases: object

Configuration for SMART_LIMIT orders.

Parameters:

• preset (SmartLimitPreset) – Execution pace (FAST, NORMAL, PATIENT).

• final_price_pct (float) – Percent of bid/ask spread allowed for the final price (1.0 = full spread).

• slippage (TradingSlippage | float | None) – Absolute slippage applied in backtests (mid ± slippage).

• step_seconds (int | None) – Optional override for seconds per step.

• final_hold_seconds (int | None) – Optional override for final hold time.

final_hold_seconds: int | None = None

final_price_pct: float = 1.0

classmethod from_dict(data: dict | None)

get_final_hold_seconds() → int

get_slippage_amount() → float

get_step_count() → int

get_step_seconds() → int

preset: SmartLimitPreset = 'normal'

slippage: TradingSlippage | float | None = None

step_seconds: int | None = None

to_dict() → dict

class lumibot.entities.smart_limit.SmartLimitPreset(value)

Bases: str, Enum

An enumeration.

FAST = 'fast'

NORMAL = 'normal'

PATIENT = 'patient'