This is a base class for Assets including stocks, futures, options, forex, and crypto. Parameters ---------- symbol : str

Input and manage Pandas dataframes for backtesting. Parameters ---------- asset : Asset Object Asset to which this data is attach

Configuration for SMART_LIMIT orders. Parameters ---------- preset : SmartLimitPreset Execution pace (FAST, NORMAL, PATIENT).

A broker class that connects to Alpaca Attributes ---------- api : tradeapi.REST Alpaca API object Methods ------- g

This is a Position object. It is used to keep track of the quantity of an asset owned in a strategy. Position objects are retreived from the

Quote entity class. Attributes: ----------- asset : Asset The asset for which the quote is being provided. price : float

TradingFee class. Used to define the trading fees for a broker in a strategy/backtesting.

Pricing and financial data for given Symbol. The OHLCV, and if available, dividends, stock splits for a given financial instrument. Price cha

OptionsHelper is a utility component for constructing and managing various options strategies. It provides functions for: - Finding vali

Backtesting implementation of the PandasData class. This class is just kept around for legacy purposes. Please just use PandasData directly

Broker that connects to Tradier API to place orders and retrieve data. Tradier API only supports Order streaming for live accounts, paper tra

Backtesting data source that fetches historical data from IBKR via the Data Downloader. IMPORTANT: - Uses the Client Portal Gateway (REST) st

Queue-aware client for ThetaData requests. This client maintains local state about pending requests and provides methods to check queue statu

Backtesting implementation of ThetaData

Handler that reports errors to Botspot API endpoint. Only active when LUMIWEALTH_API_KEY is available. Includes rate limiting to pre

Backtesting data source that routes requests to multiple providers by asset type. Supported providers (routing values are case/whitespace/_/- ins

Public market-data source for Polymarket's international CLOB.

Exception raised for errors in the Tradovate API.

Fake data source that supports get_quote().

Per-strategy indicator accessor. See module docstring for usage.

Backtesting implementation of DataBento data source This class extends PolarsData to provide DataBento-specific backtesting functionality.

PandasData is a Backtesting-only DataSource that uses a Pandas DataFrame (read from CSV) as the source of data for a backtest run. It is not

Input and manage Polars dataframes for backtesting. This is a polars-optimized version of the Data class that stores data as polars DataFrame

Custom timeout exception for test timeouts.

TradingSlippage class. Defines a per-order slippage amount for backtesting fills.

Strategy stub that avoids Strategy.__init__ (no broker side effects).

A broker class that connects to the Bitunix exchange for crypto futures trading. This broker is designed specifically for Bitunix's perpetua

Mock subscriber to capture lifecycle events

PolarsData is a Backtesting-only DataSource that will be optimized to use Polars DataFrames. Currently identical to PandasData as a baseline.

ProjectX data source implementation for market data. Provides historical data for futures contracts through ProjectX API. Supports multi

Fake quote object with bid/ask prices.

Tradovate broker that implements connection to the Tradovate API.

Strategy stub that avoids Strategy.__init__ (no broker side effects).

A ccxt data cache class using duckdb. The data being cached is OHLCV data and is stored in UTC. After importing the data, you'll need to chang

SQLite-backed memory store for Lumibot trading agents. The SQLite database is the live write path. Events are append-only; the `memory_index`

A stream that polls an API endpoint at a regular interval and dispatches events based on the response. It is required that a polling action i

ProjectX broker implementation for futures trading. Supports multiple underlying brokers through ProjectX gateway. Base URLs are pro

Direct SEC EDGAR client with mandatory local caching and point-in-time helpers.

Handler that writes ERROR and WARNING messages to CSV with deduplication.

Normalized broker cash activity payload for cloud telemetry.

DataBento data source optimized with Polars and proper Live API usage. Uses Live API for real-time trade streaming to achieve <1 minute lag.

Custom formatter for Lumibot that provides consistent formatting and includes source information for warnings and errors.

Per-strategy notification fanout with backtest-safe defaults.

Information about a request in the queue.

Session manager for backtesting scenarios. Ensures guaranteed time progression to prevent infinite restart loops that occur when _ru

DataBento client wrapper for handling API connections and requests

FRED/ALFRED macro data client with local caching and strategy-date gating. Data access requires ``FRED_API_KEY`` and uses the official API with