Normalize a broker/native symbol into LumiBot's canonical internal format.

Convert Lumibot timestep to BitUnix interval format. Delegates to the data source's implementation.

Wrapper around requests.request with throttling.

Cancel an order

Compute the SMART_LIMIT final price. `final_price_pct` is interpreted as the fraction of the bid/ask spread (from the midpoint toward the agg

Returns option chains. Obtains option chain information for the asset (stock) from each of the exchanges the options trade on and ret

Retrieve the delta for an option with a specific strike. Parameters ---------- underlying_asset : Asset

Generate a DatetimeIndex of trading times based on market calendar and timestep Parameters: ----------- pcal : pd.DataFrame

Parse a futures contract symbol into components. Supports formats: - MNQU5 (Tradovate: root + month_code + 1-digit year) - MNQU2

Sync the broker positions with the lumibot positions. Remove any lumibot positions that are not at the broker.

Return canonical (asset, quote, timestep) and legacy (asset, quote) cache keys.

Create standard headers for API requests. Parameters ---------- with_auth : bool Whether to incl

Ensure datetimes are timezone-aware in the default market timezone.

Force reimport of credentials module to pick up env var changes.

Return True only for ADK-native models known to accept temperature. ADK's LiteLlm bridge forwards GenerateContentConfig fields to provider APIs.

Get the current cash value in your account. In live trading this forces a fresh broker balance refresh. If the broker cannot return a

Get tracked orders, optionally filtered by identifiers and OrderStatus values. In live trading this refreshes broker order state before retur

Query the broker to get the current portfolio value (cash + net equity). This is a slow, expensive call, if you want the fast "last s

Convert complex action types to simple buy/sell actions

Convert datetime's timezone to pytz.timezone, handling both pytz and zoneinfo cases

Get a list of trading days for the asset between the start and end dates Parameters ---------- asset : Asset Asset we are get

Check whether a datetime is inside a market's regular trading session. This intentionally ignores any strategy-level broker market setting.

Round price to the nearest tick size

Return a copy with mixed timezone datetimes normalized for sorting/export.

Create an instance of AlpacaBacktesting with default or provided parameters.

Return the latest downloader base URL, honoring runtime env overrides.

Return True only when an execution bar belongs to the current sim bucket.

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

Return True when the underlying behaves like an index for option-liquidity heuristics. Some strategies represent indices as plain stock Asset

Maps BitUnix order status string to Lumibot OrderStatus enum.

Return the Alpaca source timestep and optional pandas resample rule.