Backtesting and trading for stocks, options, crypto, futures and more!

Documentation

Check out the documentation for the project here: http://lumibot.lumiwealth.com/

Community

If you want to learn more about Lumibot or Algorithmic Trading then you will love out communities! You can join us on our forum or Discord.

To join/view our forum: https://lumiwealth.circle.so/c/lumibot/

To join us on Discord: https://discord.gg/TmMsJCKY3T

Courses

If you need extra help building your algorithm, we have courses to help you out.

For our Algorithmic Trading course: https://lumiwealth.com/algorithmic-trading-landing-page

For our Machine Learning for Trading course: https://www.lumiwealth.com/product-category/machine-learning-purchase/

For our Options Trading course: https://www.lumiwealth.com/product-category/options-trading-purchase/

License

This library is covered by the MIT license for open sourced software which can be found here: https://github.com/Lumiwealth/lumibot/blob/master/LICENSE

Profiling and Optimization Tips to Improve Performance

Profiling

We recommend using yappi to profile your code. You can install it with pip install yappi. You can then use it to profile your code like this:

import yappi

yappi.start()
# Run your code here, eg. a backtest
MachineLearningLongShort.backtest(
    PandasDataBacktesting,
    backtesting_start,
    backtesting_end,
    pandas_data=pandas_data,
    benchmark_asset="TQQQ",
)
# Stop the profiler
yappi.stop()

# Save the results
threads = yappi.get_thread_stats()
for thread in threads:
    print(
        "Function stats for (%s) (%d)" % (thread.name, thread.id)
    )  # it is the Thread.__class__.__name__
    yappi.get_func_stats(ctx_id=thread.id).save(
        f"profile_{thread.name}.out", type="pstat"
    )

Viewing the results

We recommend using snakeviz to view the results. You can install it with pip install snakeviz. You can then use it to view the results like this:

snakeviz profile_MachineLearningLongShort.out