Reference

Reference documentation for specialized Lumibot features.

• Variable Backup & Restore
  • How It Works
  • Benefits of self.vars
  • Usage Guide
  • Database Configuration
  • Database Storage Structure
• Futures Trading
  • Types of Futures Assets
  • Continuous Futures (Recommended for Backtesting)
  • Specific Expiry Futures
  • Auto-Expiry Futures
  • Popular Futures Symbols
  • Complete Strategy Example
  • Futures Accounting and Mark-to-Market
  • Best Practices
  • Example with Risk Management
  • Common Issues and Solutions
  • Data Provider Support
• Smart Limit Orders
  • Overview
  • Presets (Option Alpha parity)
  • Backtesting behavior
  • Usage
  • Multi-leg orders
• Environment Variables
  • Backtesting configuration
  • Backtest artifacts + UX flags
  • Backtest progress file (BotSpot/BotManager UI)
  • Trade audit telemetry (accuracy investigations)
  • Profiling (performance + parity investigations)
  • ThetaData via remote downloader
  • ThetaData option-chain building (performance)
  • ThetaData corporate action normalization (accuracy)
  • Remote cache (S3)
  • Strategy configuration
  • Database configuration
  • Broker selection
  • Alpaca broker
  • Tradier broker
  • Interactive Brokers
  • Interactive Brokers REST
  • Schwab broker
  • Tradovate broker
  • Crypto brokers (CCXT)
  • Bitunix broker
  • ProjectX brokers
  • Data source credentials