Index

A

add_line() (in module lumibot.strategies.strategy.Strategy), [1] add_marker() (in module lumibot.strategies.strategy.Strategy), [1] add_strategy() (lumibot.traders.trader.Trader method) after_market_closes() (in module lumibot.strategies.strategy.Strategy)

Alpaca (class in lumibot.brokers.alpaca) api (lumibot.brokers.alpaca.Alpaca attribute) ASSET_TYPE_MAP (lumibot.brokers.alpaca.Alpaca 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) 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)

C

calculate_greeks() (lumibot.data_sources.data_source.DataSource method) calculate_trade_cost() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) 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)

cancel_orders() (in module lumibot.strategies.strategy.Strategy), [1] cancel_realtime_bars() (in module lumibot.strategies.strategy.Strategy) cash (lumibot.strategies.strategy.Strategy property), [1] cash_settle_options_contract() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) clean_trading_times() (lumibot.data_sources.pandas_data.PandasData method) convert_timestep_str_to_timedelta() (lumibot.data_sources.data_source.DataSource static method) create_order() (in module lumibot.strategies.strategy.Strategy), [1]

D

DataSource (class in lumibot.data_sources.data_source) DataSourceBacktesting (class in lumibot.data_sources.data_source_backtesting)

datetime (lumibot.backtesting.backtesting_broker.BacktestingBroker property) DEFAULT_PYTZ (lumibot.data_sources.data_source.DataSource attribute) DEFAULT_TIMEZONE (lumibot.data_sources.data_source.DataSource attribute)

F

find_asset_in_data_store() (lumibot.data_sources.pandas_data.PandasData method)

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

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() (lumibot.data_sources.data_source.DataSource method) get_cash() (in module lumibot.strategies.strategy.Strategy), [1] get_chain() (in module lumibot.strategies.strategy.Strategy), [1] 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_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_greeks() (in module lumibot.strategies.strategy.Strategy), [1] get_historical_account_value() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca 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_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_minute() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource method) get_last_price() (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_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() (in module lumibot.strategies.strategy.Strategy) 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() (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] get_time_to_open() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method), [1] get_timestamp() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.brokers.alpaca.Alpaca method), [1] (lumibot.data_sources.data_source.DataSource method) get_timestep() (lumibot.data_sources.data_source.DataSource method) 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)

I

initial_budget (lumibot.strategies.strategy.Strategy property), [1] initialize() (in module lumibot.strategies.strategy.Strategy) is_backtest_broker (lumibot.traders.trader.Trader property) is_backtesting (lumibot.strategies.strategy.Strategy property), [1]

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_market_open() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) (lumibot.brokers.alpaca.Alpaca method), [1]

L

last_on_trading_iteration_datetime (lumibot.strategies.strategy.Strategy property), [1] 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 class method) log_message() (in module lumibot.strategies.strategy.Strategy), [1] lumibot.backtesting.backtesting_broker module lumibot.brokers.alpaca 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

M

map_asset_type() (lumibot.brokers.alpaca.Alpaca method) MIN_TIMESTEP (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 lumibot.backtesting.backtesting_broker lumibot.brokers.alpaca 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

N

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

O

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) options_expiry_to_datetime_date() (in module lumibot.strategies.strategy.Strategy), [1] OrderData (class in lumibot.brokers.alpaca)

P

PandasData (class in lumibot.data_sources.pandas_data) portfolio_value (lumibot.strategies.strategy.Strategy property), [1]

process_expired_option_contracts() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) process_pending_orders() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) pytz (lumibot.strategies.strategy.Strategy property), [1], [2]

Q

query_greeks() (lumibot.data_sources.data_source.DataSource method)

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

R

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_all() (in module lumibot.strategies.strategy.Strategy), [1] set_market() (in module lumibot.strategies.strategy.Strategy), [1] set_parameters() (in module lumibot.strategies.strategy.Strategy), [1] should_continue() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) 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)

start_realtime_bars() (in module lumibot.strategies.strategy.Strategy) stop_all() (lumibot.traders.trader.Trader method) stop_order() (lumibot.backtesting.backtesting_broker.BacktestingBroker method) submit_order() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.backtesting.backtesting_broker.BacktestingBroker method) submit_orders() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.backtesting.backtesting_broker.BacktestingBroker method)

T

TIMESTEP_MAPPING (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_default_timezone() (in module lumibot.strategies.strategy.Strategy), [1] (lumibot.data_sources.data_source.DataSource class method) to_request_fields() (lumibot.brokers.alpaca.OrderData method) trace_stats() (in module lumibot.strategies.strategy.Strategy) Trader (class in lumibot.traders.trader)

U

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]

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]

Y

YahooData (class in lumibot.data_sources.yahoo_data)