lumibot 4.4.62

Python framework for algorithmic trading: backtesting and live deployment for stocks, options, crypto, futures, and forex. Same code for backtest and live trading.

Lumibot: Algorithmic Trading for Stocks, Options, Crypto, Futures & Forex

The same code runs your backtest and your live trading. The only open-source Python trading library with full options support, built-in AI trading agents, and 5+ broker integrations.

If you find Lumibot useful, a star helps others discover it.

Use Lumibot Your Way

Path	Description
Open source	Build, backtest, and self-host trading strategies with Python. Free forever.
BotSpot	Deploy strategies to the cloud with AI assistance, monitoring, and scheduling. No code required.
Data providers	Multiple supported. Yahoo Finance is free. ThetaData, Polygon, DataBento, and others available.

Introducing BotSpot: No-Code AI Trading Bots

BotSpot is our platform built on top of Lumibot that lets you build, backtest, and deploy trading strategies without writing any code. Just describe what you want in plain English and BotSpot's AI handles the rest.

• Build strategies using natural language -- the AI writes production-ready Lumibot code for you
• Backtest against years of historical data with a single click
• Deploy to live trading with real brokers (Alpaca, Interactive Brokers, and more)
• Browse a marketplace of proven, community-built strategies you can run immediately

Quick Start

pip install lumibot

from datetime import datetime
from lumibot.strategies import Strategy
from lumibot.backtesting import YahooDataBacktesting

class MyStrategy(Strategy):
    def on_trading_iteration(self):
        if self.first_iteration:
            aapl = self.create_order("AAPL", 10, "buy")
            self.submit_order(aapl)

MyStrategy.backtest(
    YahooDataBacktesting,
    datetime(2023, 1, 1),
    datetime(2024, 1, 1),
)

python my_strategy.py

That same strategy code works with live brokers. Just swap the broker class.

Full documentation: lumibot.lumiwealth.com

Why Lumibot?

Feature	Lumibot	Backtrader	Freqtrade	Zipline	Backtesting.py	Jesse
Same code: backtest + live	Yes	Yes	Yes (crypto)	No	No	Yes (paid)
Stocks	Yes	Yes	No	Yes	Yes	No
Options	Yes	No	No	No	No	No
Crypto	Yes	Limited	Yes	No	Yes	Yes
Futures	Yes	Limited	Crypto only	Partial	Yes	Crypto only
Forex	Yes	Outdated	No	No	Yes	No
AI agent runtime	Built-in	No	FreqAI (ML)	No	No	ML pipeline
Brokers	5+ (Alpaca, IBKR, Tradier, Schwab, CCXT)	IB only (outdated)	10+ crypto exchanges	None	None	8+ crypto (paid)
Actively maintained	Yes (2026)	No (since 2023)	Yes	Minimal	Moderate	Yes
License	MIT	GPL-3.0	GPL-3.0	Apache-2.0	AGPL-3.0	MIT

Switching from Backtrader? See our migration guide for a side-by-side comparison with code examples.

Deploy Live

Option A: BotSpot (managed cloud)

BotSpot runs your Lumibot strategies on hosted infrastructure with scheduling, monitoring, and live execution. Build strategies with AI, no coding required.

• Create trading bots using natural language
• Backtest with historical data
• Deploy to trade automatically 24/7
• Join a community of algorithmic traders

Get started at BotSpot.trade

Option B: Self-hosted (full control)

Run Lumibot on your own machine with any supported broker:

from lumibot.brokers import Alpaca
from lumibot.traders import Trader

ALPACA_CONFIG = {
    "API_KEY": "your-key",
    "API_SECRET": "your-secret",
    "PAPER": True,
}

broker = Alpaca(ALPACA_CONFIG)
strategy = MyStrategy(broker=broker)

trader = Trader()
trader.add_strategy(strategy)
trader.run_all()

Supported Brokers & Data Sources

Brokers (live trading)	Data Sources (backtesting)
Alpaca	Yahoo Finance (free)
Interactive Brokers	ThetaData
Tradier	Polygon
Schwab	DataBento
CCXT (100+ crypto exchanges)	Interactive Brokers
Bitunix	CCXT
ProjectX	Alpaca

Recommended Data Provider

For the deepest historical coverage (stocks, options, futures, indexes), we recommend ThetaData. Use promo code BotSpot10 for 10% off your first order.

Affiliate disclosure: This is a referral link. Using this code supports the continued development of Lumibot as an open-source project.

AI Trading Agents

Lumibot includes a built-in AI trading agent runtime. Build agents that run identically in backtests and live trading.

• Create agents with self.agents.create(...)
• Use DuckDB for time-series analysis instead of dumping raw bars into prompts
• Mount external MCP servers for news, macro data, filings, or any domain-specific tools
• Replay identical agent decisions in backtests without paying for another model call

Start here:

• Agent Documentation
• Stock Agent Example
• Options Agent Example
• Full Guide

Community Strategies

Browse and contribute trading strategies: lumibot-strategies (fork, backtest, and share your own)

Example Strategies

Lumibot includes 25+ example strategies covering stocks, options, crypto, futures, and forex:

# Run a simple buy-and-hold backtest
python -m lumibot.example_strategies.stock_buy_and_hold

# Or explore all examples
ls lumibot/example_strategies/

Browse all examples: example_strategies/

External example repo: stock_example_algo (deployable to Render or Repl.it)

Backtesting Data Sources

Select a data source via environment variable (overrides code):

export BACKTESTING_DATA_SOURCE=thetadata   # or yahoo, ibkr, polygon

Multi-provider routing by asset type:

export BACKTESTING_DATA_SOURCE='{"default":"thetadata","crypto":"coinbase"}'

Data source comparison

Data Source	OHLCV	Split Adjusted	Dividends	Dividend Adjusted Returns
Yahoo	Yes	Yes	Yes	Yes
Alpaca	Yes	Yes	No	No
Polygon	Yes	Yes	No	No
Tradier	Yes	Yes	No	No
Pandas*	Yes	Yes	Yes	Yes

*Pandas loads CSV files in Yahoo dataframe format, which can contain dividends.

Learn More

• Documentation: lumibot.lumiwealth.com
• Blog: lumiwealth.com/blog
• AI Strategy Builder: BotSpot.trade
• Discord: Join the community

AI Bootcamp

Learn to build, backtest, and deploy trading strategies using AI. Join 2,400+ traders.

Learn more about the AI Bootcamp

DISCLAIMER

THIS SOFTWARE IS PROVIDED FOR EDUCATIONAL AND INFORMATIONAL PURPOSES ONLY. IT IS NOT FINANCIAL ADVICE AND DOES NOT CONSTITUTE A RECOMMENDATION TO BUY OR SELL ANY SECURITY. LUMIBOT AND BOTSPOT ARE NOT REGISTERED BROKER-DEALERS OR FINANCIAL ADVISORS. ALGORITHMIC TRADING INVOLVES SUBSTANTIAL RISK OF LOSS, INCLUDING THE POSSIBILITY OF LOSSES GREATER THAN YOUR INITIAL INVESTMENT. SOFTWARE BUGS AND ERRORS CAN LEAD TO RAPID FINANCIAL LOSSES. PAST BACKTEST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS. USE THIS SOFTWARE AT YOUR OWN RISK. YOU ARE SOLELY RESPONSIBLE FOR COMPLIANCE WITH ALL APPLICABLE LAWS AND REGULATIONS REGARDING THE ASSETS YOU CHOOSE TO TRADE.

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Contributing

We welcome contributions! Here's a video to help you get started: Watch The Video

Steps:

1. Clone the repository
2. Create a new branch: git checkout -b my-feature
3. Install dev dependencies: pip install -r requirements_dev.txt && pip install -e .
4. Make your changes
5. Run tests: pytest
6. Create a pull request

Running Tests

pytest                          # Run all tests
pytest tests/test_asset.py      # Run a specific test file
coverage run; coverage report   # Show code coverage

Remote Cache Configuration

Lumibot can mirror its local parquet caches to AWS S3. See docs/remote_cache.md for configuration.

Architecture Documentation

• Backtesting Architecture - Data flow diagrams for Yahoo, ThetaData, Polygon
• Acceptance Backtests - End-to-end acceptance suite
• Environment Variables - All configurable env vars
• Changelog - Release notes
• AI Assistant Guide - Instructions for AI coding assistants
• Production Safety - ThetaData and production rules

License

MIT License - View License