Locate the cache key for an asset, preferring timestep-aware keys but gracefully falling back to legacy (asset, quote) entries for ba

Best-effort merge of audit fields onto an Order. Invariant: audit collection must never break backtests. This function must be safe to call

Convert a datetime to UTC, treating naive datetimes as LumiBot local time. IMPORTANT: LumiBot uses `pytz` timezones. For pytz, you must NOT attac

Clean up stream threads properly to prevent segmentation faults

get all tracked and completed orders

Get the expiration date that is on or after a given date, validating that the option has tradeable data. Parameters --------

get all tracked orders for a given strategy

Returns a dataframe of the data. Parameters ---------- dt : datetime.datetime The datetime to get the data.

Get historical pricing data for a given symbol or asset. Return data bars for a given symbol or asset. Any number of bars can be ret

Parse the timestep string and return the quantity and unit. Parameters ---------- timestep : str The timestep string to pars

Find the first column name matching the provided candidates (case-insensitive).

Generate a unique key for an asset combination with specific parameters. Parameters ---------- base_asset: Asset - B

Returns the cache file name. If the cache folder does not exist, it is created. cache folder is created under LUMIBOT_CACHE_FOLDER with exchan

Returns the last known price of the data. Parameters ---------- dt : datetime.datetime The datetime to get the la

Cancel all open orders at the broker.

Returns if the 2 statuses passed are equivalent.

Return best available price from the provided data source.

Get all positions for the account. Parameters ---------- include_cash_positions : bool If True, include cash posi

Return True when the evaluation contains usable buy and sell prices. A quote can be "one-sided" (ask-only or bid-only). In that case we canno

Return (mark_price, bid, ask) derived from quotes; never calls get_last_price().

Return a dataframe with the drift of each asset in the portfolio. Parameters ---------- portfolio_weights : List[Dict[str, A

Convert a timestep string to a timedelta object. For example, "1minute" will be converted to a timedelta of 1 minute. Parame

Create a test order with a specific creation date.

This function is called every time the broker polls for new orders. It checks for new orders and dispatches them to the stream for pr

Ensure the dataframe includes a `missing` flag column (True for placeholders).

Returns if the status is equivalent to the order status.

Returns the current datetime in the default timezone Parameters ---------- adjust_for_delay : bool Wheth

Get a list of potential futures contracts in order of preference. This is useful for data sources or brokers that need to tr

Executes the trading strategy in Live mode Parameters ---------- run_once : bool, optional Run one tradi

Format a futures Asset object for DataBento symbol conventions This function handles the complexity of DataBento's futures symbology, wh

Get the current ThetaData download status. Returns a dictionary with the current download state, suitable for including in progress CSV

Get a strategy-specific logger that includes the strategy name in all messages. This is particularly useful for broker and strategy clas

get a tracked order given an identifier