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Functions9,807 in github.com/Lumiwealth/lumibot

⨍ Functions 9,807◇ Types & classes 1,103↳ Endpoints 177
↓ 4 callersMethodgetWidth
()
docsrc/_html/bootstrap/js/bootstrap.esm.min.js:6
↓ 4 callersMethodgetWidth
()
docsrc/_html/bootstrap/js/bootstrap.bundle.min.js:6
↓ 4 callersMethodgetWidth
()
docsrc/_html/bootstrap/js/bootstrap.js:2425
↓ 4 callersMethodgetWidth
()
docsrc/_html/bootstrap/js/bootstrap.min.js:6
↓ 4 callersMethodgetWidth
()
docsrc/_html/bootstrap/js/bootstrap.bundle.js:4191
↓ 4 callersMethodgetWidth
()
docsrc/_html/bootstrap/js/bootstrap.esm.js:2401
↓ 4 callersMethodget_account
Retrieve FUTURES account metrics for the specified quote asset (`margin_coin`). This might also include spot balances depending on th
lumibot/tools/bitunix_helpers.py:126
↓ 4 callersMethodget_balance_allowance
(self, *args, **kwargs)
tests/test_polymarket_broker.py:55
↓ 4 callersMethodget_company_facts
( self, symbol: str, *, as_of: Any | None = None, raw: bool = False,
lumibot/fundamentals/sec.py:241
↓ 4 callersMethodget_conid_from_asset
(self, asset: Asset, exchange: str = None)
lumibot/data_sources/interactive_brokers_rest_data.py:1051
↓ 4 callersMethodget_filing_document
( self, symbol: str, *, accession_number: str, primary_document: str |
lumibot/fundamentals/sec.py:602
↓ 4 callersFunctionget_historical_data
Fetch intraday history from ThetaData using the v3 REST endpoints. Parameters ---------- session_time_override : Optional[Tuple[str,
lumibot/tools/thetadata_helper.py:5902
↓ 4 callersMethodget_historical_prices
Get historical prices with live tail merge
lumibot/data_sources/databento_data_polars.py:546
↓ 4 callersMethodget_last_price
Returns the last known price of the data. Parameters ---------- dt : datetime.datetime The datetime to get the la
lumibot/entities/data.py:970
↓ 4 callersMethodget_last_price
Return the best available last price for mark-to-market during IBKR backtests. For IBKR crypto daily backtests, prefetching the full-minute s
lumibot/backtesting/interactive_brokers_rest_backtesting.py:222
↓ 4 callersMethodget_last_price
Align routed daily backtests away from minute bars for performance. ThetaDataBacktestingPandas already aligns get_last_price() to day bars wh
lumibot/backtesting/routed_backtesting.py:1179
↓ 4 callersMethodget_market_rules
(self, market=None, **kwargs)
lumibot/data_sources/polymarket_data.py:252
↓ 4 callersFunctionget_missing_dates_polars
Determine which trading dates are missing from the cache. A date is considered "checked" if any row exists in the cache (whether it cont
lumibot/tools/polygon_helper_polars_optimized.py:451
↓ 4 callersMethodget_price_snapshot
Return OHLC, bid/ask, and timestamp metadata for the provided datetime.
lumibot/entities/data.py:1012
↓ 4 callersMethodget_quote
Get a quote for the asset. Parameters ---------- asset : Asset object The asset for which the quote is needed.
lumibot/strategies/strategy.py:2775
↓ 4 callersMethodget_quote
(self, asset: Asset, quote: Asset = None, exchange: str = None)
lumibot/data_sources/polymarket_data.py:162
↓ 4 callersMethodget_symbols_data
(symbols, interval="1d", auto_adjust=True, caching=True)
lumibot/tools/yahoo_helper.py:439
↓ 4 callersMethodget_time_to_close
Return the remaining time for the market to close in seconds
lumibot/backtesting/backtesting_broker.py:602
↓ 4 callersMethodget_tracked_orders
Deprecated, will be removed in the future. Please use `get_orders()` instead.
lumibot/strategies/strategy.py:1575
↓ 4 callersMethodget_vix_1d_value
Get the VIX 1D value for the current date. Parameters ---------- current_dt : datetime.datetime The curr
lumibot/components/vix_helper.py:635
↓ 4 callersMethodget_vix_values
Get the VIX values for the given window. Parameters ---------- dt : datetime.datetime The datetime to ge
lumibot/components/vix_helper.py:461
↓ 4 callersMethodhandle_user_event
(self, event: Any)
lumibot/brokers/polymarket.py:128
↓ 4 callersMethodinitialize
(self, parameters=None)
scripts/bench_ibkr_speed_burner_warm_cache.py:89
↓ 4 callersMethodinitialize
( self, base_symbol: str = "BTC", quote_symbol: str = "USDT",
scripts/run_crypto_backtest_validation.py:573
↓ 4 callersMethodinitialize
(self, parameters=None)
scripts/bench_ibkr_speed_burner_stubbed.py:87
↓ 4 callersMethodinitialize
(self, parameters=None)
tests/test_ibkr_speed_burner_stubbed.py:18
↓ 4 callersMethodinitialize
(self, parameters: Any = None)
tests/test_momentum.py:32
↓ 4 callersMethodint_env
(name, default)
lumibot/strategies/scheduled_timing.py:49
↓ 4 callersFunctionisVisible
docsrc/_html/bootstrap/js/bootstrap.esm.min.js:6
↓ 4 callersFunctionisVisible
docsrc/_html/bootstrap/js/bootstrap.js:167
↓ 4 callersFunctionisVisible
docsrc/_html/bootstrap/js/bootstrap.bundle.js:147
↓ 4 callersFunctionisVisible
docsrc/_html/bootstrap/js/bootstrap.esm.js:143
↓ 4 callersMethodis_margin_enabled
Check if the broker is using margin trading
lumibot/brokers/ccxt.py:71
↓ 4 callersMethodis_market_open
Determines if the market is open. Parameters ---------- None Returns ------- boolean Tru
lumibot/brokers/broker.py:2155
↓ 4 callersMethodis_option
Return true if this order is an option.
lumibot/entities/order.py:1363
↓ 4 callersFunctionl
docsrc/_html/bootstrap/js/bootstrap.bundle.min.js:6
↓ 4 callersFunctionlistScrollParents
(element, list)
docsrc/_html/bootstrap/js/bootstrap.bundle.js:2700
↓ 4 callersMethodlist_options_contracts
(self, **kwargs)
tests/backtest/test_polygon.py:491
↓ 4 callersFunctionlistify
(value: Any)
scripts/polymarket_smoke.py:354
↓ 4 callersFunctionload_cache_polars
Load cached data from a Parquet file and return a DataFrame with datetime column. Parameters ---------- cache_file : Path
lumibot/tools/polygon_helper_polars_optimized.py:495
↓ 4 callersMethodnotify
( self, title: str, message: str, *, severity: str = "info", e
lumibot/components/notifications/base.py:40
↓ 4 callersFunctiono
docsrc/_html/bootstrap/js/bootstrap.min.js:6
↓ 4 callersFunctionoe
(t,e,i)
docsrc/_html/bootstrap/js/bootstrap.bundle.min.js:6
↓ 4 callersMethodplace_order
( self, base_asset: Asset, quantity: Decimal, limit_price: Dec
lumibot/components/drift_rebalancer_logic.py:604
↓ 4 callersFunctionplot_returns
( strategy_df, strategy_name, benchmark_df, benchmark_name, plot_file_html="backtest_resul
lumibot/tools/indicators.py:1089
↓ 4 callersFunctionpoll_transaction
(relayer, transaction_id: str, base: dict[str, Any])
scripts/polymarket_deposit_wallet_setup.py:294
↓ 4 callersFunctionprofile_backtest
Profile a backtest run. Args: data_source_class: ThetaDataBacktesting or PolygonDataBacktesting name: Name for logging
tests/backtest/profile_thetadata_vs_polygon.py:68
↓ 4 callersFunctionredact_address
(value: str | None)
scripts/polymarket_deposit_wallet_setup.py:375
↓ 4 callersFunctionredact_identifiers
(value)
scripts/polymarket_lumibot_smoke.py:263
↓ 4 callersFunctionresample_polars_ohlc
Resample a Polars DataFrame containing OHLC-like data. Parameters ---------- df: Input DataFrame containing at least ``datetime``
lumibot/tools/polars_utils.py:63
↓ 4 callersFunctionrestore_bracket_meta_if_needed
Ensure order._synthetic_bracket is attached if present in cache or meta_map. Returns True if restoration / attachment happened, else False.
lumibot/tools/projectx_helpers.py:1328
↓ 4 callersMethodsearch
(self)
lumibot/components/agents/builtins.py:1487
↓ 4 callersMethodsearch_contracts
Search for contracts
lumibot/tools/projectx_helpers.py:918
↓ 4 callersFunctionselect_effective_prices
Return (limit_price, stop_price) applying secondary_* precedence. Logic copied from inline broker section (non-bracket path): - Warn if depre
lumibot/tools/projectx_helpers.py:1224
↓ 4 callersFunctionset_pandas_float_display_precision
(precision: int = 5)
lumibot/tools/pandas.py:59
↓ 4 callersFunctionsynthetic_closes
(base: float, drift: float, amplitude: float)
scripts/run_real_builtin_tools_llm_backtest.py:138
↓ 4 callersFunctiontest_logger_setting_logic
(backtesting_quiet_logs, is_backtesting)
tests/test_quiet_logs_comprehensive.py:98
↓ 4 callersFunctiontest_quiet_logs_logic
(show_progress_bar, env_value)
tests/test_quiet_logs_comprehensive.py:74
↓ 4 callersMethodticker_to_cik
(self, symbol: str)
lumibot/fundamentals/sec.py:228
↓ 4 callersMethodupload_file
(self, filename, Bucket, Key)
tests/test_ibkr_exchange_routing_unit.py:135
↓ 4 callersFunctionvolatility
Calculate the volatility (standard deviation) The dataframe _df must include a column "return" that has the return for that time period (eg. d
lumibot/tools/indicators.py:457
↓ 4 callersMethodwas_transmitted
(self)
lumibot/entities/order.py:1326
↓ 4 callersFunctionwithin
(min$1, value, max$1)
docsrc/_html/bootstrap/js/bootstrap.bundle.js:2266
↓ 4 callersMethodwrite
(self)
lumibot/strategies/scheduled_timing.py:67
↓ 3 callersFunctionF
(t)
docsrc/_html/bootstrap/js/bootstrap.bundle.min.js:6
↓ 3 callersFunctionI
(t,e,i,n,s)
docsrc/_html/bootstrap/js/bootstrap.bundle.min.js:6
↓ 3 callersFunctionKt
(t)
docsrc/_html/bootstrap/js/bootstrap.bundle.min.js:6
↓ 3 callersFunctionTe
(t)
docsrc/_html/bootstrap/js/bootstrap.bundle.min.js:6
↓ 3 callersFunctionV
(t)
docsrc/_html/bootstrap/js/bootstrap.min.js:6
↓ 3 callersFunctionWe
(t)
docsrc/_html/bootstrap/js/bootstrap.bundle.min.js:6
↓ 3 callersMethod_adjustDialog
()
docsrc/_html/bootstrap/js/bootstrap.esm.min.js:6
↓ 3 callersMethod_adjustDialog
()
docsrc/_html/bootstrap/js/bootstrap.bundle.min.js:6
↓ 3 callersMethod_adjustDialog
()
docsrc/_html/bootstrap/js/bootstrap.js:3086
↓ 3 callersMethod_adjustDialog
()
docsrc/_html/bootstrap/js/bootstrap.min.js:6
↓ 3 callersMethod_adjustDialog
()
docsrc/_html/bootstrap/js/bootstrap.bundle.js:4852
↓ 3 callersMethod_adjustDialog
()
docsrc/_html/bootstrap/js/bootstrap.esm.js:3062
↓ 3 callersMethod_after_market_closes
(self)
lumibot/strategies/strategy_executor.py:1202
↓ 3 callersFunction_aggregate_usage_metadata
(payloads: list[dict[str, Any]])
lumibot/components/agents/runtime.py:265
↓ 3 callersFunction_align_day_index_to_market_close_utc
Normalize a day-cadence ThetaData frame to market-close timestamps in UTC. This transform is date-keyed and idempotent: applying it multiple time
lumibot/tools/thetadata_helper.py:1989
↓ 3 callersFunction_alpaca
()
tests/test_alpaca_broker_smoke_apitest.py:14
↓ 3 callersMethod_append_memory
(self, result: AgentRunResult)
lumibot/components/agents/manager.py:887
↓ 3 callersMethod_append_run_artifact_summary
(self, result: AgentRunResult, runtime_context: dict[str, Any])
lumibot/components/agents/manager.py:1096
↓ 3 callersFunction_append_run_log
(path: Path, message: str)
scripts/run_lumibot_data_matrix.py:566
↓ 3 callersMethod_apply_access_token
Update access token across broker + data source Tradier clients (best-effort).
lumibot/brokers/tradier.py:297
↓ 3 callersMethod_apply_cash_adjustment
( self, *, delta_cash: float, reason: str, kind: str, allow_ne
lumibot/strategies/_strategy.py:857
↓ 3 callersMethod_apply_oauth_token_json
(self, token_json: dict)
lumibot/brokers/tradier.py:255
↓ 3 callersFunction_artifact_present
(row: Optional[dict[str, Any]])
scripts/build_release_readiness.py:171
↓ 3 callersMethod_attempt_option_purchase
(self, entry_key, current_price, current_dt)
tests/backtest/acceptance_strategies/Meli Deep Drawdown Calls.py:169
↓ 3 callersFunction_b64url
(payload: dict)
tests/test_tradier_force_refresh.py:11
↓ 3 callersMethod_b64url
(self, obj: dict)
tests/test_tradier.py:76
↓ 3 callersMethod_before_market_closes
(self)
lumibot/strategies/strategy_executor.py:1196
↓ 3 callersFunction_bool_str
(v: bool)
scripts/run_backtest_prodlike.py:33
↓ 3 callersFunction_build_request_headers
(base: Optional[Dict[str, str]] = None)
lumibot/tools/thetadata_helper.py:521
↓ 3 callersFunction_build_trade_marker_tooltip
Return tooltip text for a trade marker; None when the row lacks required data.
lumibot/tools/indicators.py:139
↓ 3 callersMethod_cache_ohlcv
ccxt에서 가져온 데이터를 cache에 저장한다. Args: symbol (str): BCH/USDT, ETH/USDT etc. df (DataFrame): DataFrame to store in cache(
lumibot/tools/ccxt_data_store.py:318
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