Adjust a previous daily price when the current date has a split before the daily row. Native daily stock bars are commonly timestamped at the

Build contract variants for different year digit formats.

Build and cache sorted datetime nanosecond arrays for quick slicing.

Close the current position.

Convert ProjectX order to Lumibot Order object.

Enforce memory limits using LRU eviction. This method ensures total memory usage stays under MAX_STORAGE_BYTES (1GB) by evicting leas

Convert a normalized Lumibot timestep to an Alpaca SDK TimeFrame.

Handle authentication errors with helpful error messages. This will mark the strategy as failed to stop execution.

Handle no-current-price cases without fabricating fills from stale rows.

parse a broker order representation to an order object

Fetch a bounded slice around the current sim time after a full-window underfill. IBKR history is capped to roughly 1000 bars per request and

Resolve the OHLC timestep for pending-order fills. The default remains the data source timestep. The narrow exception is the IBKR sto

Invoke `Strategy.backtest()` with whatever env overrides are set and return the (backtesting_start, backtesting_end) that ultimately got

Helper to set the mock time.

Detect intraday cadence so daily-history requests don't flip the whole run to day mode. This is used to prevent a common failure mode:

Helper to create a test data source with all abstract methods implemented.

Convert IB-style expiration date to month code and 2-digit year. Parameters ---------- expiration_date : date, datetime, or str

Static

Static

Static

Make a ThetaData request using either the internal Data Downloader or a local ThetaTerminal. Selection rule (strict; no fallback on failure):

Returns the strikes for an option asset with right and expiry.

get all tracked positions for a given strategy

Get the VIX value for the current date. Parameters ---------- current_dt : datetime.datetime The current

The market is always open for Crypto. Returns ------- True

Log backtest progress to CSV file. Parameters ---------- percent : float Progress percentage (0-100)

Sleep for sleeptime seconds. Use to pause the execution of the program. This should be used instead of `time.sleep` within the strategy. Also

[Deprecated] Submit a list of orders This method is deprecated and will be removed in future versions. Please use `submit_order` inst

Updates the broker's balances, including cash and portfolio value Parameters ---------- force_update : bool, optional

Update the cache file with the new data and optional placeholder markers.

Write df to parquet with strong logging. Raises on failure when required=True.