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<title>Backtesting - Lumibot Documentation</title>
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<li class="toctree-l1 has-children"><a class="reference internal" href="lifecycle_methods.html">Lifecycle Methods</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of Lifecycle Methods</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.summary.html">Summary</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.initialize.html">def initialize</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.on_trading_iteration.html">def on_trading_iteration</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.before_market_opens.html">def before_market_opens</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.before_starting_trading.html">def before_starting_trading</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.before_market_closes.html">def before_market_closes</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.after_market_closes.html">def after_market_closes</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.on_abrupt_closing.html">def on_abrupt_closing</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.on_bot_crash.html">def on_bot_crash</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.trace_stats.html">def trace_stats</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.on_new_order.html">def on_new_order</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.on_partially_filled_order.html">def on_partially_filled_order</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.on_filled_order.html">def on_filled_order</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.on_canceled_order.html">def on_canceled_order</a></li>
<li class="toctree-l2"><a class="reference internal" href="lifecycle_methods.on_parameters_updated.html">def on_parameters_updated</a></li>
</ul>
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<li class="toctree-l1"><a class="reference internal" href="vars.html">Variable Backup & Restore</a></li>
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<li class="toctree-l2 has-children"><a class="reference internal" href="strategy_methods.orders.html">Order Management</a><input class="toctree-checkbox" id="toctree-checkbox-3" name="toctree-checkbox-3" role="switch" type="checkbox"/><label for="toctree-checkbox-3"><div class="visually-hidden">Toggle navigation of Order Management</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.create_order.html">self.create_order</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.submit_order.html">self.submit_order</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.submit_orders.html">self.submit_orders</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.cancel_order.html">self.cancel_order</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.cancel_orders.html">self.cancel_orders</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.cancel_open_orders.html">self.cancel_open_orders</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.get_selling_order.html">self.get_selling_order</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.sell_all.html">self.sell_all</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.get_order.html">self.get_order</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.get_orders.html">self.get_orders</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.orders/lumibot.strategies.strategy.Strategy.get_asset_potential_total.html">self.get_asset_potential_total</a></li>
</ul>
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<li class="toctree-l2 has-children"><a class="reference internal" href="strategy_methods.account.html">Account Management</a><input class="toctree-checkbox" id="toctree-checkbox-4" name="toctree-checkbox-4" role="switch" type="checkbox"/><label for="toctree-checkbox-4"><div class="visually-hidden">Toggle navigation of Account Management</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.account/lumibot.strategies.strategy.Strategy.get_portfolio_value.html">self.get_portfolio_value</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.account/lumibot.strategies.strategy.Strategy.get_cash.html">self.get_cash</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.account/lumibot.strategies.strategy.Strategy.get_position.html">self.get_position</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.account/lumibot.strategies.strategy.Strategy.get_positions.html">self.get_positions</a></li>
</ul>
</li>
<li class="toctree-l2 has-children"><a class="reference internal" href="strategy_methods.data.html">Data</a><input class="toctree-checkbox" id="toctree-checkbox-5" name="toctree-checkbox-5" role="switch" type="checkbox"/><label for="toctree-checkbox-5"><div class="visually-hidden">Toggle navigation of Data</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.data/lumibot.strategies.strategy.Strategy.get_last_price.html">self.get_last_price</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.data/lumibot.strategies.strategy.Strategy.get_last_prices.html">self.get_last_prices</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.data/lumibot.strategies.strategy.Strategy.get_historical_prices.html">self.get_historical_prices</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.data/lumibot.strategies.strategy.Strategy.get_historical_prices_for_assets.html">self.get_historical_prices_for_assets</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.data/lumibot.strategies.strategy.Strategy.get_quote.html">self.get_quote</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.data/lumibot.strategies.strategy.Strategy.get_yesterday_dividend.html">self.get_yesterday_dividend</a></li>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.data/lumibot.strategies.strategy.Strategy.get_next_trading_day.html">self.get_next_trading_day</a></li>
</ul>
</li>
<li class="toctree-l2 has-children"><a class="reference internal" href="strategy_methods.chart.html">Chart Functions</a><input class="toctree-checkbox" id="toctree-checkbox-6" name="toctree-checkbox-6" role="switch" type="checkbox"/><label for="toctree-checkbox-6"><div class="visually-hidden">Toggle navigation of Chart Functions</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul>
<li class="toctree-l3"><a class="reference internal" href="strategy_methods.chart/lumibot.strategies.strategy.Strategy.add_marker.html">self.add_marker</a></li>
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<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html">How To Backtest</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html#files-generated-from-backtesting">Files Generated from Backtesting</a></li>
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<li class="toctree-l2"><a class="reference internal" href="backtesting.thetadata.html">ThetaData Backtesting</a></li>
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<section id="backtesting">
<h1>Backtesting<a class="headerlink" href="#backtesting" title="Link to this heading">#</a></h1>
<p>Lumibot has three modes for backtesting:</p>
<ol class="arabic simple">
<li><p><strong>Yahoo Backtesting:</strong> Daily stock backtesting with data from Yahoo.</p></li>
<li><p><strong>Pandas Backtesting:</strong> Intra-day and inter-day testing of stocks and futures using CSV data supplied by you.</p></li>
<li><p><strong>Polygon Backtesting:</strong> Intra-day and inter-day testing of stocks and futures using Polygon data from polygon.io.</p></li>
</ol>
<p>It is recommended to use Yahoo Backtesting for daily stock backtesting, or Polygon Backtesting for intra-day and inter-day testing of stocks, options, crypto, and FOREX. Pandas Backtesting is an advanced feature that allows you to test any type of data you have in CSV format but requires more work to setup and is not recommended for most users.</p>
<section id="files-generated-from-backtesting">
<h2>Files Generated from Backtesting<a class="headerlink" href="#files-generated-from-backtesting" title="Link to this heading">#</a></h2>
<p>When you run a backtest, several important files are generated, each prefixed by the strategy name and the date. These files provide detailed insights into the performance and behavior of the strategy.</p>
<div class="toctree-wrapper compound">
<p class="caption" role="heading"><span class="caption-text">Contents:</span></p>
<ul>
<li class="toctree-l1"><a class="reference internal" href="backtesting.how_to_backtest.html">How To Backtest</a><ul>
<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html#installing-lumibot">Installing LumiBot</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html#choosing-a-data-source">Choosing a Data Source</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html#running-a-backtest-with-polygon-io">Running a Backtest with Polygon.io</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html#optional-using-environment-variables-for-backtest-dates">Optional: Using Environment Variables for Backtest Dates</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="backtesting.how_to_backtest.html#files-generated-from-backtesting">Files Generated from Backtesting</a><ul>
<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html#tearsheet-html">Tearsheet HTML</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html#trades-files">Trades Files</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html#indicators-files">Indicators Files</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.how_to_backtest.html#conclusion">Conclusion</a></li>
</ul>
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<li class="toctree-l1"><a class="reference internal" href="backtesting.backtesting_function.html">Backtesting Function</a><ul>
<li class="toctree-l2"><a class="reference internal" href="backtesting.backtesting_function.html#lumibot.strategies.strategy.Strategy.run_backtest"><code class="docutils literal notranslate"><span class="pre">run_backtest()</span></code></a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="backtesting.yahoo.html">Yahoo</a><ul>
<li class="toctree-l2"><a class="reference internal" href="backtesting.yahoo.html#option-1-provide-start-and-end-in-code">Option 1: Provide Start and End in Code</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.yahoo.html#using-environment-variables-optional">Using Environment Variables (Optional)</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.yahoo.html#option-2-rely-on-environment-variables-no-start-end-in-code">Option 2: Rely on Environment Variables (No Start/End in Code)</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="backtesting.pandas.html">Pandas (CSV or other data)</a><ul>
<li class="toctree-l2"><a class="reference internal" href="backtesting.pandas.html#in-summary">In Summary</a></li>
<li class="toctree-l2"><a class="reference internal" href="backtesting.pandas.html#optional-environment-variables">Optional: Environment Variables</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="backtesting.polygon.html">Polygon.io Backtesting</a><ul>
<li class="toctree-l2"><a class="reference internal" href="backtesting.polygon.html#here-s-the-full-code-with-explicit-dates">Here’s the full code (with explicit dates):</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="backtesting.thetadata.html">ThetaData Backtesting</a><ul>
<li class="toctree-l2"><a class="reference internal" href="backtesting.thetadata.html#here-s-the-full-code-with-explicit-dates">Here’s the full code (with explicit dates):</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="backtesting.tearsheet_html.html">Tearsheet HTML</a></li>
<li class="toctree-l1"><a class="reference internal" href="backtesting.trades_files.html">Trades Files</a></li>
<li class="toctree-l1"><a class="reference internal" href="backtesting.indicators_files.html">Indicators Files</a></li>
<li class="toctree-l1"><a class="reference internal" href="backtesting.logs_csv.html">Logs CSV</a></li>
</ul>
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