Backtesting and Trading Library, Made by Lumiwealth
Project description
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
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.