From b0ad79c1cda912c191597a1df46ccca3ef901db5 Mon Sep 17 00:00:00 2001 From: Martin Pelteshki <39273158+Al4ise@users.noreply.github.com> Date: Thu, 7 Nov 2024 12:16:58 +0200 Subject: [PATCH] added instructions for disabling 2fa --- .../brokers.interactive_brokers.rst.txt | 131 +++++++++-------- docs/brokers.html | 4 +- docs/brokers.interactive_brokers.html | 135 ++++++++++-------- docs/index.html | 4 +- docs/searchindex.js | 2 +- .../brokers.interactive_brokers.doctree | Bin 40707 -> 41530 bytes docsrc/_build/doctrees/environment.pickle | Bin 566501 -> 566491 bytes .../brokers.interactive_brokers.rst.txt | 131 +++++++++-------- docsrc/_build/html/brokers.html | 4 +- .../html/brokers.interactive_brokers.html | 135 ++++++++++-------- docsrc/_build/html/index.html | 4 +- docsrc/_build/html/searchindex.js | 2 +- docsrc/brokers.interactive_brokers.rst | 131 +++++++++-------- 13 files changed, 379 insertions(+), 304 deletions(-) diff --git a/docs/_sources/brokers.interactive_brokers.rst.txt b/docs/_sources/brokers.interactive_brokers.rst.txt index 2e098410f..b13605583 100644 --- a/docs/_sources/brokers.interactive_brokers.rst.txt +++ b/docs/_sources/brokers.interactive_brokers.rst.txt @@ -1,14 +1,14 @@ Interactive Brokers =================== -Interactive Brokers is a brokerage firm that operates in most countries around the world. This makes it a great choice for investing and trading if you don't have access to our other supported platforms. +Interactive Brokers is a brokerage firm that operates in most countries around the world. It's a great choice for investing and trading, especially if you don't have access to other supported platforms. -**Note:** If you do have access to other supported brokers, compare their fee structures to see which one is the best deal for you. +**Note:** If you have access to other supported brokers, compare their fee structures to see which one offers the best deal for you. Market Data Subscriptions ------------------------- -To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various market data subscriptions depending on the exchanges and types of data you need. Here are some common subscriptions: +To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various subscriptions depending on the exchanges and types of data you need. Here are some common options: - **US Securities Snapshot and Futures Value Bundle** - **US Equity and Options Add-On Streaming Bundle** @@ -18,83 +18,87 @@ To access real-time market data, you need to subscribe to the appropriate market .. note:: - Different strategies may require different market data subscriptions. For our top options-related strategies, the OPRA (US Options Exchanges) should suffice. + Different strategies may require different market data subscriptions. For top options-related strategies, the **OPRA (US Options Exchanges)** subscription should suffice. **To subscribe to market data:** +.. important:: + Market data subscriptions are login-specific. Ensure you're logged in with the same credentials you plan to use with Lumibot before proceeding. + 1. Log in to the `IBKR Client Portal `_. 2. Navigate to the **Settings** menu. -.. image:: images/ib-main.png - :alt: IB Main Menu - :align: center - :class: with-border + .. image:: images/ib-main.png + :alt: IB Main Menu + :align: center 3. Under **Account Settings**, find the **Market Data Subscriptions** section. -.. image:: images/ib-settings.png - :alt: IB Settings - :align: center - :class: with-border + .. image:: images/ib-settings.png + :alt: IB Settings + :align: center 4. Click **Configure** and select the desired market data packages. -.. image:: images/ib-market-data-subscriptions.png - :alt: IB Market Data Subscriptions - :align: center - :class: with-border + .. image:: images/ib-market-data-subscriptions.png + :alt: IB Market Data Subscriptions + :align: center -5. Find your desired subscription +5. Find your desired subscription. 6. Follow the prompts to complete the subscription process. -**Note:** Market data subscriptions may incur additional fees. Be sure to review the costs associated with each package before subscribing. +**Note:** Market data subscriptions may incur additional fees. Review the costs associated with each package before subscribing. -Using a Paper Trading Account ------------------------------ +Two-Factor Authentication (2FA) +------------------------------- -When using a paper trading account, you should log in with your paper trading username and password. This allows you to practice trading without risking real money. +Interactive Brokers requires two-factor authentication (2FA) for account security. When using Lumibot, you'll receive 2FA notifications through the IB Key mobile app, which require manual approval. This can interrupt automated trading operations. -**Steps to get your paper trading username and password:** +**Important:** Automated handling of 2FA is not currently supported in Lumibot. -1. **Log in** to the **IBKR Client Portal** using your primary (live) account credentials. -2. Navigate to the **Settings** menu in the upper right corner. -3. Under **Account Settings**, find the **Paper Trading Account** section. -4. Click on **Configure** or **Request Paper Trading Account**. -5. Follow the prompts to set up your paper trading account. - - You may need to agree to terms and conditions. -6. Once the setup is complete, you'll receive a separate **username** and **password** for your paper trading account. -7. Use these credentials when logging into the paper trading environment and configuring your API connection. +**Possible Solution: Create a Secondary Username** -**Note:** The paper trading account is separate from your live account. Ensure you're using the correct credentials for each environment to avoid any login conflicts. +To enable fully automated trading, you can create a secondary username for your account that doesn't require 2FA. This approach is secure and convenient: + +- The primary account maintains full 2FA security for website access. +- The secondary account, used only for API connections, can operate without 2FA. +- Both accounts have separate access controls you can configure. -Automating Two-Factor Authentication ------------------------------------- +.. note:: -Currently, automating two-factor authentication (2FA) is not supported. Lumibot will send you 2FA notifications through IBKey, and you will need to respond to them manually. + When using a secondary account without 2FA: -Using a Secondary Account -------------------------- + - You'll need separate market data subscriptions for each user. + - If trading with both primary and secondary users, you'll pay for market data twice. + - Enhance security by: + - Setting a complex password. + - Restricting IP addresses for TWS/IBGateway access. + - Limiting the account's permissions to only what's needed. + - Keeping API connection details secure. + +See the **Using a Secondary Username** section below for detailed setup instructions. + +Using a Secondary Username +-------------------------- -Interactive Brokers only allows a single login at a time for any given set of credentials. This means you can't use the IBKR website while the API connection is running. If you try, it will disconnect the API connection, causing a re-authentication loop. +Interactive Brokers allows only one login at a time for any given set of credentials. Attempting to use the IBKR website while the API connection is running will disconnect the API connection, causing a re-authentication loop. -An easy solution is to stop the API connection before using the website, but that can be tedious. A more convenient solution is to create a **secondary username** for your account and use that for the API connection. +An easy solution is to stop the API connection before using the website, but this can be tedious. A more convenient solution is to create a **secondary username** for your account and use that for the API connection. **Steps to create a secondary username:** -1. **Log in** to the **IBKR Client Portal** with your primary username. +1. Log in to the **IBKR Client Portal** with your primary username. 2. Click on the **Settings** menu in the upper right corner. -3. Scroll to the bottom-left of the page and find the **Users & Access Rights** link. - - You may need to scroll down to see it. +3. Scroll down and find the **Users & Access Rights** link. 4. Click the **plus sign (+)** button in the **Users** header to add a new user. 5. Fill out the username and password fields for the new user. 6. Click through the settings pages, adjusting notifications and permissions as needed. - - Feel free to disable unnecessary notifications to avoid duplicate emails. 7. At the end of the process, you'll receive an email with a **confirmation code**. **Activating your secondary username:** 1. Log out and log back in using the **new secondary username and password**. -2. Enter the **confirmation code** you received via email. +2. Enter the **confirmation code** received via email. - **Note:** The code expires quickly, so act promptly. 3. You may be prompted to **change the password** for the secondary user. @@ -107,7 +111,24 @@ An easy solution is to stop the API connection before using the website, but tha - You'll see an EULA and a signature block. - Type your **name** (not the new user's name) and click **Submit**. -After completing these steps, your secondary credentials will be ready to use with the API connection. In the future, use your **primary credentials** on the website and the **secondary credentials** for the API connection. +After completing these steps, your secondary credentials will be ready to use with the API connection. Use your **primary credentials** on the website and the **secondary credentials** for the API connection. + +Using a Paper Trading Account +----------------------------- + +When using a paper trading account, log in with your paper trading username and password. This allows you to practice trading without risking real money. + +**Steps to get your paper trading username and password:** + +1. Log in to the **IBKR Client Portal** using your primary (live) account credentials. +2. Navigate to the **Settings** menu in the upper right corner. +3. Under **Account Settings**, find the **Paper Trading Account** section. +4. Click on **Configure** or **Request Paper Trading Account**. +5. Follow the prompts to set up your paper trading account. +6. Once the setup is complete, you'll receive a separate **username** and **password** for your paper trading account. +7. Use these credentials when logging into the paper trading environment and configuring your API connection. + +**Note:** The paper trading account is separate from your live account. Ensure you're using the correct credentials for each environment to avoid any login conflicts. Strategy Setup -------------- @@ -121,16 +142,16 @@ Add these variables to a `.env` file in the same directory as your strategy: * - **Secret** - **Description** - **Example** - * - IB_USERNAME + * - `IB_USERNAME` - Your Interactive Brokers username. - `user123` - * - IB_PASSWORD + * - `IB_PASSWORD` - Your Interactive Brokers password. - `password123` - * - ACCOUNT_ID + * - `ACCOUNT_ID` - (Optional) An Interactive Brokers subaccount to trade on. - `U17369206` - * - IB_API_URL + * - `IB_API_URL` - (Optional) The URL of your self-hosted Interactive Brokers REST API. - `https://localhost:8000` @@ -139,12 +160,10 @@ Example Strategy .. code-block:: python - from lumibot.traders import Trader - # We will get your credentials from the .env file - from lumibot.strategies.examples import Strangle - - trader = Trader() + from lumibot.traders import Trader + from lumibot.strategies.examples import Strangle - strategy = Strangle() - trader.add_strategy(strategy) - trader.run_all() \ No newline at end of file + trader = Trader() + strategy = Strangle() + trader.add_strategy(strategy) + trader.run_all() diff --git a/docs/brokers.html b/docs/brokers.html index 983f4592f..ee2f8cbee 100644 --- a/docs/brokers.html +++ b/docs/brokers.html @@ -428,9 +428,9 @@

Brokers
  • Interactive Brokers diff --git a/docs/brokers.interactive_brokers.html b/docs/brokers.interactive_brokers.html index 6361ba777..6d831c481 100644 --- a/docs/brokers.interactive_brokers.html +++ b/docs/brokers.interactive_brokers.html @@ -418,11 +418,11 @@
    Need Extra Help?

    Interactive Brokers

    -

    Interactive Brokers is a brokerage firm that operates in most countries around the world. This makes it a great choice for investing and trading if you don’t have access to our other supported platforms.

    -

    Note: If you do have access to other supported brokers, compare their fee structures to see which one is the best deal for you.

    +

    Interactive Brokers is a brokerage firm that operates in most countries around the world. It’s a great choice for investing and trading, especially if you don’t have access to other supported platforms.

    +

    Note: If you have access to other supported brokers, compare their fee structures to see which one offers the best deal for you.

    Market Data Subscriptions

    -

    To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various market data subscriptions depending on the exchanges and types of data you need. Here are some common subscriptions:

    +

    To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various subscriptions depending on the exchanges and types of data you need. Here are some common options:

    -
    -

    Using a Paper Trading Account

    -

    When using a paper trading account, you should log in with your paper trading username and password. This allows you to practice trading without risking real money.

    -

    Steps to get your paper trading username and password:

    -
      -

    1. Log in to the IBKR Client Portal using your primary (live) account credentials.

      2. -

    2. Navigate to the Settings menu in the upper right corner.

      3. -

    3. Under Account Settings, find the Paper Trading Account section.

      4. -

    4. Click on Configure or Request Paper Trading Account.

      5. -

    5. Follow the prompts to set up your paper trading account.

      6. -
    -
    -
      -

    • You may need to agree to terms and conditions.

      • +
      +

      Two-Factor Authentication (2FA)

      +

      Interactive Brokers requires two-factor authentication (2FA) for account security. When using Lumibot, you’ll receive 2FA notifications through the IB Key mobile app, which require manual approval. This can interrupt automated trading operations.

      +

      Important: Automated handling of 2FA is not currently supported in Lumibot.

      +

      Possible Solution: Create a Secondary Username

      +

      To enable fully automated trading, you can create a secondary username for your account that doesn’t require 2FA. This approach is secure and convenient:

      +
        +

      • The primary account maintains full 2FA security for website access.

        • +

      • The secondary account, used only for API connections, can operate without 2FA.

        • +

      • Both accounts have separate access controls you can configure.

      -
    -
      -

    1. Once the setup is complete, you’ll receive a separate username and password for your paper trading account.

      2. -

    2. Use these credentials when logging into the paper trading environment and configuring your API connection.

      3. -
    -

    Note: The paper trading account is separate from your live account. Ensure you’re using the correct credentials for each environment to avoid any login conflicts.

    -
    -
    -

    Automating Two-Factor Authentication

    -

    Currently, automating two-factor authentication (2FA) is not supported. Lumibot will send you 2FA notifications through IBKey, and you will need to respond to them manually.

    +
    +

    Note

    +

    When using a secondary account without 2FA:

    +
      +

    • You’ll need separate market data subscriptions for each user.

      • +

    • If trading with both primary and secondary users, you’ll pay for market data twice.

      • +

    • Enhance security by: +- Setting a complex password. +- Restricting IP addresses for TWS/IBGateway access. +- Limiting the account’s permissions to only what’s needed. +- Keeping API connection details secure.

      • +
    +
    +

    See the Using a Secondary Username section below for detailed setup instructions.

    -
    -

    Using a Secondary Account

    -

    Interactive Brokers only allows a single login at a time for any given set of credentials. This means you can’t use the IBKR website while the API connection is running. If you try, it will disconnect the API connection, causing a re-authentication loop.

    -

    An easy solution is to stop the API connection before using the website, but that can be tedious. A more convenient solution is to create a secondary username for your account and use that for the API connection.

    +
    +

    Using a Secondary Username

    +

    Interactive Brokers allows only one login at a time for any given set of credentials. Attempting to use the IBKR website while the API connection is running will disconnect the API connection, causing a re-authentication loop.

    +

    An easy solution is to stop the API connection before using the website, but this can be tedious. A more convenient solution is to create a secondary username for your account and use that for the API connection.

    Steps to create a secondary username:

      -

    1. Log in to the IBKR Client Portal with your primary username.

      2. +

    2. Log in to the IBKR Client Portal with your primary username.

    3. Click on the Settings menu in the upper right corner.

      4. -

    4. Scroll to the bottom-left of the page and find the Users & Access Rights link.

      5. -
    -
    -
      -

    • You may need to scroll down to see it.

      • -
    -
    -
      +

    1. Scroll down and find the Users & Access Rights link.

    2. Click the plus sign (+) button in the Users header to add a new user.

    3. Fill out the username and password fields for the new user.

    4. Click through the settings pages, adjusting notifications and permissions as needed.

      5. -
    -
    -
      -

    • Feel free to disable unnecessary notifications to avoid duplicate emails.

      • -
    -
    -

    1. At the end of the process, you’ll receive an email with a confirmation code.

    Activating your secondary username:

    1. Log out and log back in using the new secondary username and password.

      2. -

    2. Enter the confirmation code you received via email.

      3. +

    3. Enter the confirmation code received via email.

      @@ -530,7 +526,22 @@

      Using a Secondary Account +

      Using a Paper Trading Account

      +

      When using a paper trading account, log in with your paper trading username and password. This allows you to practice trading without risking real money.

      +

      Steps to get your paper trading username and password:

      +
        +

      1. Log in to the IBKR Client Portal using your primary (live) account credentials.

        2. +

      2. Navigate to the Settings menu in the upper right corner.

        3. +

      3. Under Account Settings, find the Paper Trading Account section.

        4. +

      4. Click on Configure or Request Paper Trading Account.

        5. +

      5. Follow the prompts to set up your paper trading account.

        6. +

      6. Once the setup is complete, you’ll receive a separate username and password for your paper trading account.

        7. +

      7. Use these credentials when logging into the paper trading environment and configuring your API connection.

        8. +
      +

      Note: The paper trading account is separate from your live account. Ensure you’re using the correct credentials for each environment to avoid any login conflicts.

    Strategy Setup

    @@ -550,19 +561,19 @@

    Strategy Setup

    IB_USERNAME

    +

    IB_USERNAME

    Your Interactive Brokers username.

    user123

    -

    IB_PASSWORD

    +

    IB_PASSWORD

    Your Interactive Brokers password.

    password123

    -

    ACCOUNT_ID

    +

    ACCOUNT_ID

    (Optional) An Interactive Brokers subaccount to trade on.

    U17369206

    -

    IB_API_URL

    +

    IB_API_URL

    (Optional) The URL of your self-hosted Interactive Brokers REST API.

    https://localhost:8000

    @@ -573,11 +584,9 @@

    Strategy Setup

    Example Strategy

    from lumibot.traders import Trader
-# We will get your credentials from the .env file
 from lumibot.strategies.examples import Strangle
 
 trader = Trader()
-
 strategy = Strangle()
 trader.add_strategy(strategy)
 trader.run_all()
@@ -643,9 +652,9 @@ 
    Example StrategyInteractive Brokers
diff --git a/docs/index.html b/docs/index.html
index dd9d46bd2..63a7de16d 100644
--- a/docs/index.html
+++ b/docs/index.html
@@ -1022,9 +1022,9 @@ 
    Table of ContentsInteractive Brokers
diff --git a/docs/searchindex.js b/docs/searchindex.js
index 5877cc04c..0487bd533 100644
--- a/docs/searchindex.js
+++ b/docs/searchindex.js
@@ -1 +1 @@
-Search.setIndex({"alltitles": {"Account Management": [[48, null]], "Adding Trading Fees": [[25, "adding-trading-fees"]], "Additional Resources": [[26, "additional-resources"]], "Advanced Order Types": [[22, "advanced-order-types"]], "All Together": [[26, "all-together"]], "Alpaca": [[12, null]], "Alpaca Configuration": [[17, "alpaca-configuration"], [17, "id22"]], "Asset": [[19, null]], "Automating Two-Factor Authentication": [[14, "automating-two-factor-authentication"]], "Backtesting": [[0, null], [43, null]], "Backtesting Broker": [[43, "module-lumibot.backtesting.backtesting_broker"]], "Backtesting Function": [[1, null]], "Bars": [[20, null]], "Benefits of self.vars": [[196, "benefits-of-self-vars"]], "Broker Configuration": [[17, "broker-configuration"]], "Brokers": [[11, null]], "Chart Functions": [[61, null]], "Choosing Your Deployment Platform": [[17, "id1"]], "Choosing a Data Source": [[2, "choosing-a-data-source"]], "Coinbase Configuration": [[17, "coinbase-configuration"], [17, "id23"]], "Conclusion": [[2, "conclusion"], [17, "conclusion"]], "Configuration": [[16, "configuration"]], "Configuration Settings": [[13, "configuration-settings"]], "Contents:": [[0, null], [11, null], [18, null], [27, null], [47, null]], "Crypto Brokers (Using CCXT)": [[13, null]], "Data": [[21, null], [70, null]], "Data Source": [[44, "module-lumibot.data_sources.data_source"]], "Data Source Backtesting": [[43, "module-lumibot.data_sources.data_source_backtesting"]], "Data Sources": [[44, null]], "Database Configuration": [[196, "database-configuration"]], "Database Storage Structure": [[196, "database-storage-structure"]], "DateTime": [[82, null]], "Deploying to Render": [[17, "id2"]], "Deploying to Replit": [[17, "id3"]], "Deployment Guide": [[17, null]], "Documentation": [[12, "module-lumibot.brokers.alpaca"], [19, "module-entities.asset"], [20, "module-entities.bars"], [22, "module-entities.order"], [45, "module-lumibot.strategies.strategy.Strategy"]], "Entities": [[18, null]], "Example Dataframe": [[5, "id1"]], "Example Strategy": [[14, "example-strategy"]], "Example Strategy for Deployment": [[17, "example-strategy-for-deployment"]], "Files Generated from Backtesting": [[0, "files-generated-from-backtesting"], [2, "files-generated-from-backtesting"]], "Final Steps": [[17, "final-steps"]], "Full Example Strategy": [[13, "full-example-strategy"], [16, "full-example-strategy"]], "General Environment Variables": [[17, "general-environment-variables"], [17, "id27"]], "Getting Started": [[16, "getting-started"], [26, "getting-started"]], "Getting Started With Lumibot": [[25, "getting-started-with-lumibot"]], "How It Works": [[196, "how-it-works"]], "How To Backtest": [[2, null]], "In Summary": [[5, "in-summary"]], "Indicators Files": [[2, "indicators-files"], [3, null]], "Indices and tables": [[26, "indices-and-tables"]], "Installing LumiBot": [[2, "installing-lumibot"]], "Interactive Brokers": [[14, null]], "Interactive Brokers Configuration": [[14, "id1"], [17, "interactive-brokers-configuration"], [17, "id25"]], "Interactive Brokers Legacy": [[15, null]], "Interactive Brokers-Legacy Configuration": [[17, "interactive-brokers-legacy-configuration"], [17, "id26"]], "Kraken Configuration": [[17, "kraken-configuration"], [17, "id24"]], "Lifecycle Methods": [[27, null]], "Logs CSV": [[4, null]], "Lumibot: Backtesting and Algorithmic Trading Library": [[26, null]], "Lumiwealth": [[25, "id1"]], "Market Data Subscriptions": [[14, "market-data-subscriptions"]], "Miscellaneous": [[101, null]], "Module contents": [[44, "module-lumibot.data_sources"]], "Need Extra Help?": [[26, "need-extra-help"]], "Options": [[124, null]], "Order": [[22, null]], "Order Management": [[142, null]], "Order With Legs": [[22, "order-with-legs"]], "Pandas": [[44, "module-lumibot.data_sources.pandas_data"]], "Pandas (CSV or other data)": [[5, null]], "Parameters": [[165, null]], "Polygon.io Backtesting": [[6, null]], "Position": [[23, null]], "Profiling to Improve Performance": [[25, "profiling-to-improve-performance"]], "Reference": [[28, "reference"], [29, "reference"], [30, "reference"], [31, "reference"], [32, "reference"], [33, "reference"], [34, "reference"], [35, "reference"], [36, "reference"], [37, "reference"], [38, "reference"], [39, "reference"], [40, "reference"], [42, "reference"]], "Running Your Strategy": [[13, "running-your-strategy"], [16, "running-your-strategy"]], "Running a Backtest with Polygon.io": [[2, "running-a-backtest-with-polygon-io"]], "Secrets Configuration": [[17, "secrets-configuration"]], "Step 1: Install Lumibot": [[26, "step-1-install-lumibot"]], "Step 1: Install the Package": [[25, "step-1-install-the-package"]], "Step 2: Create a Strategy for Backtesting": [[26, "step-2-create-a-strategy-for-backtesting"]], "Step 2: Import the Following Modules": [[25, "step-2-import-the-following-modules"]], "Step 3: Create an Alpaca Paper Trading Account": [[25, "step-3-create-an-alpaca-paper-trading-account"]], "Step 3: Take Your Bot Live": [[26, "step-3-take-your-bot-live"]], "Step 4: Configure Your API Keys": [[25, "step-4-configure-your-api-keys"]], "Step 5: Create a Strategy Class": [[25, "step-5-create-a-strategy-class"]], "Step 6: Instantiate the Trader, Alpaca, and Strategy Classes": [[25, "step-6-instantiate-the-trader-alpaca-and-strategy-classes"]], "Step 7: Backtest the Strategy (Optional)": [[25, "step-7-backtest-the-strategy-optional"]], "Step 8: Run the Strategy": [[25, "step-8-run-the-strategy"]], "Strategies": [[45, null]], "Strategy Methods": [[47, null]], "Strategy Properties": [[166, null]], "Strategy Setup": [[14, "strategy-setup"]], "Summary": [[41, null]], "Table of Contents": [[26, "table-of-contents"]], "Tearsheet HTML": [[2, "tearsheet-html"], [7, null]], "ThetaData Backtesting": [[8, null]], "Trader": [[46, "module-lumibot.traders.trader"]], "Traders": [[46, null]], "Trades Files": [[2, "trades-files"], [9, null]], "Tradier": [[16, null]], "Tradier Configuration": 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"lumibot.brokers.alpaca.Alpaca.get_historical_account_value", false]], "get_historical_prices() (in module lumibot.strategies.strategy.strategy)": [[72, "lumibot.strategies.strategy.Strategy.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.yahoo_data.yahoodata method)": [[44, "lumibot.data_sources.yahoo_data.YahooData.get_historical_prices", false]], "get_historical_prices_for_assets() (in module lumibot.strategies.strategy.strategy)": [[73, "lumibot.strategies.strategy.Strategy.get_historical_prices_for_assets", false]], "get_increment() (entities.order.order method)": [[22, "entities.order.Order.get_increment", false]], "get_iter_count() (entities.data.data method)": [[21, "entities.data.Data.get_iter_count", false], [21, "id3", false]], "get_last_bar() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.get_last_bar", false]], "get_last_day() (in module lumibot.strategies.strategy.strategy)": [[85, "lumibot.strategies.strategy.Strategy.get_last_day", false], [94, "lumibot.strategies.strategy.Strategy.get_last_day", false]], "get_last_day() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_last_day", false]], "get_last_dividend() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_last_dividend", false], [20, "id1", false]], "get_last_minute() (in module lumibot.strategies.strategy.strategy)": [[86, "lumibot.strategies.strategy.Strategy.get_last_minute", false], [95, "lumibot.strategies.strategy.Strategy.get_last_minute", false]], "get_last_minute() 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lumibot.strategies.strategy.strategy)": [[75, "lumibot.strategies.strategy.Strategy.get_last_prices", false]], "get_last_prices() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_last_prices", false]], "get_last_prices() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_last_prices", false]], "get_lines_df() (in module lumibot.strategies.strategy.strategy)": [[64, "lumibot.strategies.strategy.Strategy.get_lines_df", false], [68, "lumibot.strategies.strategy.Strategy.get_lines_df", false]], "get_markers_df() (in module lumibot.strategies.strategy.strategy)": [[65, "lumibot.strategies.strategy.Strategy.get_markers_df", false], [69, "lumibot.strategies.strategy.Strategy.get_markers_df", false]], "get_momentum() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_momentum", false], [20, "id3", false]], "get_multiplier() (in module lumibot.strategies.strategy.strategy)": [[129, "lumibot.strategies.strategy.Strategy.get_multiplier", false], [137, "lumibot.strategies.strategy.Strategy.get_multiplier", false]], "get_next_trading_day() (in module lumibot.strategies.strategy.strategy)": [[76, "lumibot.strategies.strategy.Strategy.get_next_trading_day", false], [130, "lumibot.strategies.strategy.Strategy.get_next_trading_day", false], [138, "lumibot.strategies.strategy.Strategy.get_next_trading_day", false]], "get_option_expiration_after_date() (in module lumibot.strategies.strategy.strategy)": [[139, "lumibot.strategies.strategy.Strategy.get_option_expiration_after_date", false]], "get_order() (in module lumibot.strategies.strategy.strategy)": [[148, "lumibot.strategies.strategy.Strategy.get_order", false], [159, "lumibot.strategies.strategy.Strategy.get_order", false]], "get_orders() (in module lumibot.strategies.strategy.strategy)": [[149, "lumibot.strategies.strategy.Strategy.get_orders", false], [160, "lumibot.strategies.strategy.Strategy.get_orders", false]], "get_parameters() (in module lumibot.strategies.strategy.strategy)": [[50, "lumibot.strategies.strategy.Strategy.get_parameters", false], [56, "lumibot.strategies.strategy.Strategy.get_parameters", false], [104, "lumibot.strategies.strategy.Strategy.get_parameters", false], [115, "lumibot.strategies.strategy.Strategy.get_parameters", false]], "get_portfolio_value() (in module lumibot.strategies.strategy.strategy)": [[51, "lumibot.strategies.strategy.Strategy.get_portfolio_value", false], [57, "lumibot.strategies.strategy.Strategy.get_portfolio_value", false]], "get_position() (in module lumibot.strategies.strategy.strategy)": [[52, "lumibot.strategies.strategy.Strategy.get_position", false], [58, "lumibot.strategies.strategy.Strategy.get_position", false]], "get_positions() (in module lumibot.strategies.strategy.strategy)": [[53, "lumibot.strategies.strategy.Strategy.get_positions", false], [59, "lumibot.strategies.strategy.Strategy.get_positions", false]], "get_quote() (entities.data.data method)": [[21, "entities.data.Data.get_quote", false]], "get_quote() (in module lumibot.strategies.strategy.strategy)": [[77, "lumibot.strategies.strategy.Strategy.get_quote", false]], "get_realtime_bars() (in module lumibot.strategies.strategy.strategy)": [[78, "lumibot.strategies.strategy.Strategy.get_realtime_bars", false]], "get_round_day() (in module lumibot.strategies.strategy.strategy)": [[87, "lumibot.strategies.strategy.Strategy.get_round_day", false], [96, "lumibot.strategies.strategy.Strategy.get_round_day", false]], "get_round_day() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_round_day", false]], "get_round_minute() (in module lumibot.strategies.strategy.strategy)": [[88, "lumibot.strategies.strategy.Strategy.get_round_minute", false], [97, "lumibot.strategies.strategy.Strategy.get_round_minute", false]], "get_round_minute() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_round_minute", false]], "get_selling_order() (entities.position.position method)": [[23, "entities.position.Position.get_selling_order", false]], "get_selling_order() (in module lumibot.strategies.strategy.strategy)": [[150, "lumibot.strategies.strategy.Strategy.get_selling_order", false], [161, "lumibot.strategies.strategy.Strategy.get_selling_order", false]], "get_start_datetime_and_ts_unit() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_start_datetime_and_ts_unit", false]], "get_strikes() (in module lumibot.strategies.strategy.strategy)": [[131, "lumibot.strategies.strategy.Strategy.get_strikes", false], [140, "lumibot.strategies.strategy.Strategy.get_strikes", false]], "get_strikes() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_strikes", false]], "get_strikes() (lumibot.data_sources.yahoo_data.yahoodata method)": [[44, "lumibot.data_sources.yahoo_data.YahooData.get_strikes", false]], "get_time_to_close() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.get_time_to_close", false]], "get_time_to_close() (lumibot.brokers.alpaca.alpaca method)": [[12, "id0", false], [12, "lumibot.brokers.alpaca.Alpaca.get_time_to_close", false]], "get_time_to_open() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.get_time_to_open", false]], "get_time_to_open() (lumibot.brokers.alpaca.alpaca method)": [[12, "id1", false], [12, "lumibot.brokers.alpaca.Alpaca.get_time_to_open", false]], "get_timestamp() (in module lumibot.strategies.strategy.strategy)": [[89, "lumibot.strategies.strategy.Strategy.get_timestamp", false], [98, "lumibot.strategies.strategy.Strategy.get_timestamp", false]], "get_timestamp() (lumibot.brokers.alpaca.alpaca method)": [[12, "id2", false], [12, "lumibot.brokers.alpaca.Alpaca.get_timestamp", false]], "get_timestamp() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_timestamp", false]], "get_timestep() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_timestep", false]], "get_total_dividends() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_dividends", false]], "get_total_return() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return", false]], "get_total_return_pct() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return_pct", false]], "get_total_return_pct_change() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return_pct_change", false]], "get_total_stock_splits() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_stock_splits", false]], "get_total_volume() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_volume", false], [20, "id4", false]], "get_trading_days_pandas() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_trading_days_pandas", false]], "get_yesterday_dividend() (in module lumibot.strategies.strategy.strategy)": [[79, "lumibot.strategies.strategy.Strategy.get_yesterday_dividend", false]], "get_yesterday_dividend() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_yesterday_dividend", false]], "get_yesterday_dividend() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_yesterday_dividend", false]], "get_yesterday_dividends() (in module lumibot.strategies.strategy.strategy)": [[80, "lumibot.strategies.strategy.Strategy.get_yesterday_dividends", false]], "get_yesterday_dividends() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_yesterday_dividends", false]], "get_yesterday_dividends() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_yesterday_dividends", false]], "hold (entities.position.position attribute)": [[23, "entities.position.Position.hold", false]], "hold (entities.position.position property)": [[23, "id1", false]], "index (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.INDEX", false]], "initial_budget (lumibot.strategies.strategy.strategy property)": [[169, "lumibot.strategies.strategy.Strategy.initial_budget", false], [184, "lumibot.strategies.strategy.Strategy.initial_budget", false]], "initialize() (in module lumibot.strategies.strategy.strategy)": [[32, "lumibot.strategies.strategy.Strategy.initialize", false]], "is_active() (entities.order.order method)": [[22, "entities.order.Order.is_active", false]], "is_backtest_broker (lumibot.traders.trader.trader property)": [[46, "lumibot.traders.trader.Trader.is_backtest_broker", false]], "is_backtesting (lumibot.strategies.strategy.strategy property)": [[170, "lumibot.strategies.strategy.Strategy.is_backtesting", false], [185, "lumibot.strategies.strategy.Strategy.is_backtesting", false]], "is_backtesting_broker (lumibot.backtesting.backtesting_broker.backtestingbroker attribute)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.IS_BACKTESTING_BROKER", false]], "is_backtesting_data_source (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.IS_BACKTESTING_DATA_SOURCE", false]], "is_backtesting_data_source (lumibot.data_sources.data_source_backtesting.datasourcebacktesting attribute)": [[43, "lumibot.data_sources.data_source_backtesting.DataSourceBacktesting.IS_BACKTESTING_DATA_SOURCE", false]], "is_buy_order() (entities.order.order method)": [[22, "entities.order.Order.is_buy_order", false]], "is_canceled() (entities.order.order method)": [[22, "entities.order.Order.is_canceled", false]], "is_filled() (entities.order.order method)": [[22, "entities.order.Order.is_filled", false]], "is_market_open() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.is_market_open", false]], "is_market_open() (lumibot.brokers.alpaca.alpaca method)": [[12, "id3", false], [12, "lumibot.brokers.alpaca.Alpaca.is_market_open", false]], "is_option() (entities.order.order method)": [[22, "entities.order.Order.is_option", false]], "is_parent() (entities.order.order method)": [[22, "entities.order.Order.is_parent", false]], "is_sell_order() (entities.order.order method)": [[22, "entities.order.Order.is_sell_order", false]], "is_valid() (entities.asset.asset method)": [[19, "entities.asset.Asset.is_valid", false]], "iter_index (entities.data.data attribute)": [[21, "entities.data.Data.iter_index", false]], "last_on_trading_iteration_datetime (lumibot.strategies.strategy.strategy property)": [[171, "lumibot.strategies.strategy.Strategy.last_on_trading_iteration_datetime", false], [186, "lumibot.strategies.strategy.Strategy.last_on_trading_iteration_datetime", false]], "limit (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.LIMIT", false]], "limit_order() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.limit_order", false]], "load_data() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.load_data", false]], "localize_datetime() (in module lumibot.strategies.strategy.strategy)": [[90, "lumibot.strategies.strategy.Strategy.localize_datetime", false], [99, "lumibot.strategies.strategy.Strategy.localize_datetime", false]], "localize_datetime() (lumibot.data_sources.data_source.datasource class method)": [[44, "lumibot.data_sources.data_source.DataSource.localize_datetime", false]], "log_message() (in module lumibot.strategies.strategy.strategy)": [[105, "lumibot.strategies.strategy.Strategy.log_message", false], [116, "lumibot.strategies.strategy.Strategy.log_message", false]], "lumibot.backtesting.backtesting_broker": [[43, "module-lumibot.backtesting.backtesting_broker", false]], "lumibot.brokers.alpaca": [[12, "module-lumibot.brokers.alpaca", false]], "lumibot.data_sources": [[44, "module-lumibot.data_sources", false]], "lumibot.data_sources.data_source": [[44, "module-lumibot.data_sources.data_source", false]], "lumibot.data_sources.data_source_backtesting": [[43, "module-lumibot.data_sources.data_source_backtesting", false]], "lumibot.data_sources.pandas_data": [[44, "module-lumibot.data_sources.pandas_data", false]], "lumibot.data_sources.yahoo_data": [[44, "module-lumibot.data_sources.yahoo_data", false]], "lumibot.strategies.strategy.strategy": [[45, "module-lumibot.strategies.strategy.Strategy", false]], "lumibot.traders.trader": [[46, "module-lumibot.traders.trader", false]], "map_asset_type() (lumibot.brokers.alpaca.alpaca method)": [[12, "lumibot.brokers.alpaca.Alpaca.map_asset_type", false]], "market (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.MARKET", false]], "min_timestep (entities.data.data attribute)": [[21, "entities.data.Data.MIN_TIMESTEP", false]], "min_timestep (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.MIN_TIMESTEP", false]], "min_timestep (lumibot.data_sources.yahoo_data.yahoodata attribute)": [[44, "lumibot.data_sources.yahoo_data.YahooData.MIN_TIMESTEP", false]], "minutes_before_closing (lumibot.strategies.strategy.strategy property)": [[172, "lumibot.strategies.strategy.Strategy.minutes_before_closing", false], [187, "lumibot.strategies.strategy.Strategy.minutes_before_closing", false]], "minutes_before_opening (lumibot.strategies.strategy.strategy property)": [[173, "lumibot.strategies.strategy.Strategy.minutes_before_opening", false], [188, "lumibot.strategies.strategy.Strategy.minutes_before_opening", false]], "module": [[12, "module-lumibot.brokers.alpaca", false], [19, "module-entities.asset", false], [20, "module-entities.bars", false], [21, "module-entities.data", false], [22, "module-entities.order", false], [23, "module-entities.position", false], [24, "module-entities.trading_fee", false], [43, "module-lumibot.backtesting.backtesting_broker", false], [43, "module-lumibot.data_sources.data_source_backtesting", false], [44, "module-lumibot.data_sources", false], [44, "module-lumibot.data_sources.data_source", false], [44, "module-lumibot.data_sources.pandas_data", false], [44, "module-lumibot.data_sources.yahoo_data", false], [45, "module-lumibot.strategies.strategy.Strategy", false], [46, "module-lumibot.traders.trader", false]], "multileg (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.MULTILEG", false]], "multiplier (entities.asset.asset attribute)": [[19, "entities.asset.Asset.multiplier", false], [19, "id3", false]], "name (lumibot.strategies.strategy.strategy property)": [[174, "lumibot.strategies.strategy.Strategy.name", false], [189, "lumibot.strategies.strategy.Strategy.name", false]], "new (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.NEW", false]], "nobardatafound": [[20, "entities.bars.NoBarDataFound", false]], "oco (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.OCO", false]], "oco (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.OCO", false]], "on_abrupt_closing() (in module lumibot.strategies.strategy.strategy)": [[33, "lumibot.strategies.strategy.Strategy.on_abrupt_closing", false]], "on_bot_crash() (in module lumibot.strategies.strategy.strategy)": [[34, "lumibot.strategies.strategy.Strategy.on_bot_crash", false]], "on_canceled_order() (in module lumibot.strategies.strategy.strategy)": [[35, "lumibot.strategies.strategy.Strategy.on_canceled_order", false]], "on_filled_order() (in module lumibot.strategies.strategy.strategy)": [[36, "lumibot.strategies.strategy.Strategy.on_filled_order", false]], "on_new_order() (in module lumibot.strategies.strategy.strategy)": [[37, "lumibot.strategies.strategy.Strategy.on_new_order", false]], "on_parameters_updated() (in module lumibot.strategies.strategy.strategy)": [[38, "lumibot.strategies.strategy.Strategy.on_parameters_updated", false]], "on_partially_filled_order() (in module lumibot.strategies.strategy.strategy)": [[39, "lumibot.strategies.strategy.Strategy.on_partially_filled_order", false]], "on_trading_iteration() (in module lumibot.strategies.strategy.strategy)": [[40, "lumibot.strategies.strategy.Strategy.on_trading_iteration", false]], "open (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.OPEN", false]], "option (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.OPTION", false]], "options_expiry_to_datetime_date() (in module lumibot.strategies.strategy.strategy)": [[132, "lumibot.strategies.strategy.Strategy.options_expiry_to_datetime_date", false], [141, "lumibot.strategies.strategy.Strategy.options_expiry_to_datetime_date", false]], "order (class in entities.order)": [[22, "entities.order.Order", false]], "order.orderclass (class in entities.order)": [[22, "entities.order.Order.OrderClass", false]], "order.orderside (class in entities.order)": [[22, "entities.order.Order.OrderSide", false]], "order.orderstatus (class in entities.order)": [[22, "entities.order.Order.OrderStatus", false]], "order.ordertype (class in entities.order)": [[22, "entities.order.Order.OrderType", false]], "order.transaction (class in entities.order)": [[22, "entities.order.Order.Transaction", false]], "orderdata (class in lumibot.brokers.alpaca)": [[12, "lumibot.brokers.alpaca.OrderData", false]], "orders (entities.position.position attribute)": [[23, "entities.position.Position.orders", false]], "oto (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.OTO", false]], "oto (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.OTO", false]], "pandasdata (class in lumibot.data_sources.pandas_data)": [[44, "lumibot.data_sources.pandas_data.PandasData", false]], "parse_bar_list() (entities.bars.bars class method)": [[20, "entities.bars.Bars.parse_bar_list", false]], "partially_filled (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.PARTIALLY_FILLED", false]], "portfolio_value (lumibot.strategies.strategy.strategy property)": [[175, "lumibot.strategies.strategy.Strategy.portfolio_value", false], [190, "lumibot.strategies.strategy.Strategy.portfolio_value", false]], "position (class in entities.position)": [[23, "entities.position.Position", false]], "precision (entities.asset.asset attribute)": [[19, "entities.asset.Asset.precision", false], [19, "id4", false]], "price (entities.order.order.transaction attribute)": [[22, "entities.order.Order.Transaction.price", false]], "process_expired_option_contracts() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.process_expired_option_contracts", false]], "process_pending_orders() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.process_pending_orders", false]], "put (entities.asset.asset.optionright attribute)": [[19, "entities.asset.Asset.OptionRight.PUT", false]], "pytz (lumibot.strategies.strategy.strategy property)": [[176, "lumibot.strategies.strategy.Strategy.pytz", false], [181, "lumibot.strategies.strategy.Strategy.pytz", false], [191, "lumibot.strategies.strategy.Strategy.pytz", false]], "quantity (entities.order.order property)": [[22, "entities.order.Order.quantity", false]], "quantity (entities.order.order.transaction attribute)": [[22, "entities.order.Order.Transaction.quantity", false]], "quantity (entities.position.position attribute)": [[23, "entities.position.Position.quantity", false]], "quantity (entities.position.position property)": [[23, "id2", false]], "query_greeks() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.query_greeks", false]], "quote_asset (lumibot.strategies.strategy.strategy property)": [[177, "lumibot.strategies.strategy.Strategy.quote_asset", false], [192, "lumibot.strategies.strategy.Strategy.quote_asset", false]], "repair_times_and_fill() (entities.data.data method)": [[21, "entities.data.Data.repair_times_and_fill", false], [21, "id5", false]], "right 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"entities.order.Order.OrderSide.SELL_SHORT", false]], "sell_to_close (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_TO_CLOSE", false]], "sell_to_open (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_TO_OPEN", false]], "set_canceled() (entities.order.order method)": [[22, "entities.order.Order.set_canceled", false]], "set_date_format() (entities.data.data method)": [[21, "entities.data.Data.set_date_format", false], [21, "id6", false]], "set_dates() (entities.data.data method)": [[21, "entities.data.Data.set_dates", false], [21, "id7", false]], "set_error() (entities.order.order method)": [[22, "entities.order.Order.set_error", false]], "set_filled() (entities.order.order method)": [[22, "entities.order.Order.set_filled", false]], "set_identifier() (entities.order.order method)": [[22, "entities.order.Order.set_identifier", false]], "set_market() (in module lumibot.strategies.strategy.strategy)": [[106, "lumibot.strategies.strategy.Strategy.set_market", false], [117, "lumibot.strategies.strategy.Strategy.set_market", false]], "set_new() (entities.order.order method)": [[22, "entities.order.Order.set_new", false]], "set_parameters() (in module lumibot.strategies.strategy.strategy)": [[54, "lumibot.strategies.strategy.Strategy.set_parameters", false], [60, "lumibot.strategies.strategy.Strategy.set_parameters", false]], "set_partially_filled() (entities.order.order method)": [[22, "entities.order.Order.set_partially_filled", false]], "set_times() (entities.data.data method)": [[21, "entities.data.Data.set_times", false], [21, "id8", false]], "should_continue() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.should_continue", false]], "sleep() (in module lumibot.strategies.strategy.strategy)": [[107, "lumibot.strategies.strategy.Strategy.sleep", false], [118, "lumibot.strategies.strategy.Strategy.sleep", 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"entities.asset.Asset.AssetType.STOCK", false]], "stop (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.STOP", false]], "stop_all() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.stop_all", false]], "stop_limit (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.STOP_LIMIT", false]], "stop_order() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.stop_order", false]], "strategy (entities.position.position attribute)": [[23, "entities.position.Position.strategy", false]], "strike (entities.asset.asset attribute)": [[19, "entities.asset.Asset.strike", false], [19, "id7", false]], "submit_order() (in module lumibot.strategies.strategy.strategy)": [[152, "lumibot.strategies.strategy.Strategy.submit_order", false], [163, "lumibot.strategies.strategy.Strategy.submit_order", false]], "submit_order() 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"lumibot.brokers.alpaca.Alpaca.get_historical_account_value", false]], "get_historical_prices() (in module lumibot.strategies.strategy.strategy)": [[72, "lumibot.strategies.strategy.Strategy.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.yahoo_data.yahoodata method)": [[44, "lumibot.data_sources.yahoo_data.YahooData.get_historical_prices", false]], "get_historical_prices_for_assets() (in module lumibot.strategies.strategy.strategy)": [[73, "lumibot.strategies.strategy.Strategy.get_historical_prices_for_assets", false]], "get_increment() (entities.order.order method)": [[22, "entities.order.Order.get_increment", false]], 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"lumibot.strategies.strategy.Strategy.get_orders", false]], "get_parameters() (in module lumibot.strategies.strategy.strategy)": [[50, "lumibot.strategies.strategy.Strategy.get_parameters", false], [56, "lumibot.strategies.strategy.Strategy.get_parameters", false], [104, "lumibot.strategies.strategy.Strategy.get_parameters", false], [115, "lumibot.strategies.strategy.Strategy.get_parameters", false]], "get_portfolio_value() (in module lumibot.strategies.strategy.strategy)": [[51, "lumibot.strategies.strategy.Strategy.get_portfolio_value", false], [57, "lumibot.strategies.strategy.Strategy.get_portfolio_value", false]], "get_position() (in module lumibot.strategies.strategy.strategy)": [[52, "lumibot.strategies.strategy.Strategy.get_position", false], [58, "lumibot.strategies.strategy.Strategy.get_position", false]], "get_positions() (in module lumibot.strategies.strategy.strategy)": [[53, "lumibot.strategies.strategy.Strategy.get_positions", false], [59, "lumibot.strategies.strategy.Strategy.get_positions", false]], "get_quote() (entities.data.data method)": [[21, "entities.data.Data.get_quote", false]], "get_quote() (in module lumibot.strategies.strategy.strategy)": [[77, "lumibot.strategies.strategy.Strategy.get_quote", false]], "get_realtime_bars() (in module lumibot.strategies.strategy.strategy)": [[78, "lumibot.strategies.strategy.Strategy.get_realtime_bars", false]], "get_round_day() (in module lumibot.strategies.strategy.strategy)": [[87, "lumibot.strategies.strategy.Strategy.get_round_day", false], [96, "lumibot.strategies.strategy.Strategy.get_round_day", false]], "get_round_day() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_round_day", false]], "get_round_minute() (in module lumibot.strategies.strategy.strategy)": [[88, "lumibot.strategies.strategy.Strategy.get_round_minute", false], [97, "lumibot.strategies.strategy.Strategy.get_round_minute", false]], 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"lumibot.data_sources.data_source.DataSource.get_strikes", false]], "get_strikes() (lumibot.data_sources.yahoo_data.yahoodata method)": [[44, "lumibot.data_sources.yahoo_data.YahooData.get_strikes", false]], "get_time_to_close() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.get_time_to_close", false]], "get_time_to_close() (lumibot.brokers.alpaca.alpaca method)": [[12, "id0", false], [12, "lumibot.brokers.alpaca.Alpaca.get_time_to_close", false]], "get_time_to_open() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.get_time_to_open", false]], "get_time_to_open() (lumibot.brokers.alpaca.alpaca method)": [[12, "id1", false], [12, "lumibot.brokers.alpaca.Alpaca.get_time_to_open", false]], "get_timestamp() (in module lumibot.strategies.strategy.strategy)": [[89, "lumibot.strategies.strategy.Strategy.get_timestamp", false], [98, "lumibot.strategies.strategy.Strategy.get_timestamp", false]], "get_timestamp() (lumibot.brokers.alpaca.alpaca method)": [[12, "id2", false], [12, "lumibot.brokers.alpaca.Alpaca.get_timestamp", false]], "get_timestamp() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_timestamp", false]], "get_timestep() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_timestep", false]], "get_total_dividends() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_dividends", false]], "get_total_return() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return", false]], "get_total_return_pct() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return_pct", false]], "get_total_return_pct_change() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return_pct_change", false]], "get_total_stock_splits() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_stock_splits", false]], "get_total_volume() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_volume", false], [20, "id4", false]], "get_trading_days_pandas() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_trading_days_pandas", false]], "get_yesterday_dividend() (in module lumibot.strategies.strategy.strategy)": [[79, "lumibot.strategies.strategy.Strategy.get_yesterday_dividend", false]], "get_yesterday_dividend() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_yesterday_dividend", false]], "get_yesterday_dividend() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_yesterday_dividend", false]], "get_yesterday_dividends() (in module lumibot.strategies.strategy.strategy)": [[80, "lumibot.strategies.strategy.Strategy.get_yesterday_dividends", false]], "get_yesterday_dividends() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_yesterday_dividends", false]], "get_yesterday_dividends() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_yesterday_dividends", false]], "hold (entities.position.position attribute)": [[23, "entities.position.Position.hold", false]], "hold (entities.position.position property)": [[23, "id1", false]], "index (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.INDEX", false]], "initial_budget (lumibot.strategies.strategy.strategy property)": [[169, "lumibot.strategies.strategy.Strategy.initial_budget", false], [184, "lumibot.strategies.strategy.Strategy.initial_budget", false]], "initialize() (in module lumibot.strategies.strategy.strategy)": [[32, "lumibot.strategies.strategy.Strategy.initialize", false]], "is_active() (entities.order.order method)": 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(entities.order.order method)": [[22, "entities.order.Order.is_buy_order", false]], "is_canceled() (entities.order.order method)": [[22, "entities.order.Order.is_canceled", false]], "is_filled() (entities.order.order method)": [[22, "entities.order.Order.is_filled", false]], "is_market_open() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.is_market_open", false]], "is_market_open() (lumibot.brokers.alpaca.alpaca method)": [[12, "id3", false], [12, "lumibot.brokers.alpaca.Alpaca.is_market_open", false]], "is_option() (entities.order.order method)": [[22, "entities.order.Order.is_option", false]], "is_parent() (entities.order.order method)": [[22, "entities.order.Order.is_parent", false]], "is_sell_order() (entities.order.order method)": [[22, "entities.order.Order.is_sell_order", false]], "is_valid() (entities.asset.asset method)": [[19, "entities.asset.Asset.is_valid", false]], "iter_index 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(lumibot.data_sources.data_source.datasource class method)": [[44, "lumibot.data_sources.data_source.DataSource.localize_datetime", false]], "log_message() (in module lumibot.strategies.strategy.strategy)": [[105, "lumibot.strategies.strategy.Strategy.log_message", false], [116, "lumibot.strategies.strategy.Strategy.log_message", false]], "lumibot.backtesting.backtesting_broker": [[43, "module-lumibot.backtesting.backtesting_broker", false]], "lumibot.brokers.alpaca": [[12, "module-lumibot.brokers.alpaca", false]], "lumibot.data_sources": [[44, "module-lumibot.data_sources", false]], "lumibot.data_sources.data_source": [[44, "module-lumibot.data_sources.data_source", false]], "lumibot.data_sources.data_source_backtesting": [[43, "module-lumibot.data_sources.data_source_backtesting", false]], "lumibot.data_sources.pandas_data": [[44, "module-lumibot.data_sources.pandas_data", false]], "lumibot.data_sources.yahoo_data": [[44, "module-lumibot.data_sources.yahoo_data", false]], "lumibot.strategies.strategy.strategy": [[45, "module-lumibot.strategies.strategy.Strategy", false]], "lumibot.traders.trader": [[46, "module-lumibot.traders.trader", false]], "map_asset_type() (lumibot.brokers.alpaca.alpaca method)": [[12, "lumibot.brokers.alpaca.Alpaca.map_asset_type", false]], "market (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.MARKET", false]], "min_timestep (entities.data.data attribute)": [[21, "entities.data.Data.MIN_TIMESTEP", false]], "min_timestep (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.MIN_TIMESTEP", false]], "min_timestep (lumibot.data_sources.yahoo_data.yahoodata attribute)": [[44, "lumibot.data_sources.yahoo_data.YahooData.MIN_TIMESTEP", false]], "minutes_before_closing (lumibot.strategies.strategy.strategy property)": [[172, "lumibot.strategies.strategy.Strategy.minutes_before_closing", false], [187, "lumibot.strategies.strategy.Strategy.minutes_before_closing", false]], "minutes_before_opening (lumibot.strategies.strategy.strategy property)": [[173, "lumibot.strategies.strategy.Strategy.minutes_before_opening", false], [188, "lumibot.strategies.strategy.Strategy.minutes_before_opening", false]], "module": [[12, "module-lumibot.brokers.alpaca", false], [19, "module-entities.asset", false], [20, "module-entities.bars", false], [21, "module-entities.data", false], [22, "module-entities.order", false], [23, "module-entities.position", false], [24, "module-entities.trading_fee", false], [43, "module-lumibot.backtesting.backtesting_broker", false], [43, "module-lumibot.data_sources.data_source_backtesting", false], [44, "module-lumibot.data_sources", false], [44, "module-lumibot.data_sources.data_source", false], [44, "module-lumibot.data_sources.pandas_data", false], [44, "module-lumibot.data_sources.yahoo_data", false], [45, "module-lumibot.strategies.strategy.Strategy", false], [46, "module-lumibot.traders.trader", false]], "multileg (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.MULTILEG", false]], "multiplier (entities.asset.asset attribute)": [[19, "entities.asset.Asset.multiplier", false], [19, "id3", false]], "name (lumibot.strategies.strategy.strategy property)": [[174, "lumibot.strategies.strategy.Strategy.name", false], [189, "lumibot.strategies.strategy.Strategy.name", false]], "new (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.NEW", false]], "nobardatafound": [[20, "entities.bars.NoBarDataFound", false]], "oco (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.OCO", false]], "oco (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.OCO", false]], "on_abrupt_closing() (in module lumibot.strategies.strategy.strategy)": [[33, "lumibot.strategies.strategy.Strategy.on_abrupt_closing", false]], "on_bot_crash() (in module lumibot.strategies.strategy.strategy)": [[34, "lumibot.strategies.strategy.Strategy.on_bot_crash", false]], "on_canceled_order() (in module lumibot.strategies.strategy.strategy)": [[35, "lumibot.strategies.strategy.Strategy.on_canceled_order", false]], "on_filled_order() (in module lumibot.strategies.strategy.strategy)": [[36, "lumibot.strategies.strategy.Strategy.on_filled_order", false]], "on_new_order() (in module lumibot.strategies.strategy.strategy)": [[37, "lumibot.strategies.strategy.Strategy.on_new_order", false]], "on_parameters_updated() (in module lumibot.strategies.strategy.strategy)": [[38, "lumibot.strategies.strategy.Strategy.on_parameters_updated", false]], "on_partially_filled_order() (in module lumibot.strategies.strategy.strategy)": [[39, "lumibot.strategies.strategy.Strategy.on_partially_filled_order", false]], "on_trading_iteration() (in module lumibot.strategies.strategy.strategy)": [[40, "lumibot.strategies.strategy.Strategy.on_trading_iteration", false]], "open (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.OPEN", false]], "option (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.OPTION", false]], "options_expiry_to_datetime_date() (in module lumibot.strategies.strategy.strategy)": [[132, "lumibot.strategies.strategy.Strategy.options_expiry_to_datetime_date", false], [141, "lumibot.strategies.strategy.Strategy.options_expiry_to_datetime_date", false]], "order (class in entities.order)": [[22, "entities.order.Order", false]], "order.orderclass (class in entities.order)": [[22, "entities.order.Order.OrderClass", false]], "order.orderside (class in entities.order)": [[22, "entities.order.Order.OrderSide", false]], "order.orderstatus (class in entities.order)": [[22, "entities.order.Order.OrderStatus", false]], "order.ordertype (class in entities.order)": [[22, "entities.order.Order.OrderType", false]], "order.transaction (class in entities.order)": [[22, "entities.order.Order.Transaction", false]], "orderdata (class in lumibot.brokers.alpaca)": [[12, "lumibot.brokers.alpaca.OrderData", false]], "orders (entities.position.position attribute)": [[23, "entities.position.Position.orders", false]], "oto (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.OTO", false]], "oto (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.OTO", false]], "pandasdata (class in lumibot.data_sources.pandas_data)": [[44, "lumibot.data_sources.pandas_data.PandasData", false]], "parse_bar_list() (entities.bars.bars class method)": [[20, "entities.bars.Bars.parse_bar_list", false]], "partially_filled (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.PARTIALLY_FILLED", false]], "portfolio_value (lumibot.strategies.strategy.strategy property)": [[175, "lumibot.strategies.strategy.Strategy.portfolio_value", false], [190, "lumibot.strategies.strategy.Strategy.portfolio_value", false]], "position (class in entities.position)": [[23, "entities.position.Position", false]], "precision (entities.asset.asset attribute)": [[19, "entities.asset.Asset.precision", false], [19, "id4", false]], "price (entities.order.order.transaction attribute)": [[22, "entities.order.Order.Transaction.price", false]], "process_expired_option_contracts() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.process_expired_option_contracts", false]], "process_pending_orders() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.process_pending_orders", false]], "put (entities.asset.asset.optionright attribute)": [[19, "entities.asset.Asset.OptionRight.PUT", false]], "pytz (lumibot.strategies.strategy.strategy property)": [[176, "lumibot.strategies.strategy.Strategy.pytz", false], [181, "lumibot.strategies.strategy.Strategy.pytz", false], [191, "lumibot.strategies.strategy.Strategy.pytz", false]], "quantity (entities.order.order property)": [[22, "entities.order.Order.quantity", false]], "quantity (entities.order.order.transaction attribute)": [[22, "entities.order.Order.Transaction.quantity", false]], "quantity (entities.position.position attribute)": [[23, "entities.position.Position.quantity", false]], "quantity (entities.position.position property)": [[23, "id2", false]], "query_greeks() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.query_greeks", false]], "quote_asset (lumibot.strategies.strategy.strategy property)": [[177, "lumibot.strategies.strategy.Strategy.quote_asset", false], [192, "lumibot.strategies.strategy.Strategy.quote_asset", false]], "repair_times_and_fill() (entities.data.data method)": [[21, "entities.data.Data.repair_times_and_fill", false], [21, "id5", false]], "right (entities.asset.asset attribute)": [[19, "entities.asset.Asset.right", false], [19, "id5", false]], "right_must_be_one_of() (entities.asset.asset method)": [[19, "entities.asset.Asset.right_must_be_one_of", false], [19, "id6", false]], "run_all() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.run_all", false]], "run_all_async() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.run_all_async", false]], "run_backtest() (in module lumibot.strategies.strategy.strategy)": [[1, "lumibot.strategies.strategy.Strategy.run_backtest", false]], "sell (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL", false]], "sell_all() (in module lumibot.strategies.strategy.strategy)": [[151, "lumibot.strategies.strategy.Strategy.sell_all", false], [162, "lumibot.strategies.strategy.Strategy.sell_all", false]], "sell_short (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_SHORT", false]], "sell_to_close (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_TO_CLOSE", false]], "sell_to_open (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_TO_OPEN", false]], "set_canceled() (entities.order.order method)": [[22, "entities.order.Order.set_canceled", false]], "set_date_format() (entities.data.data method)": [[21, "entities.data.Data.set_date_format", false], [21, "id6", false]], "set_dates() (entities.data.data method)": [[21, "entities.data.Data.set_dates", false], [21, "id7", false]], "set_error() (entities.order.order method)": [[22, "entities.order.Order.set_error", false]], "set_filled() (entities.order.order method)": [[22, "entities.order.Order.set_filled", false]], "set_identifier() (entities.order.order method)": [[22, "entities.order.Order.set_identifier", false]], "set_market() (in module lumibot.strategies.strategy.strategy)": [[106, "lumibot.strategies.strategy.Strategy.set_market", false], [117, "lumibot.strategies.strategy.Strategy.set_market", false]], "set_new() (entities.order.order method)": [[22, "entities.order.Order.set_new", false]], "set_parameters() (in module lumibot.strategies.strategy.strategy)": [[54, "lumibot.strategies.strategy.Strategy.set_parameters", false], [60, "lumibot.strategies.strategy.Strategy.set_parameters", false]], "set_partially_filled() (entities.order.order method)": [[22, "entities.order.Order.set_partially_filled", false]], "set_times() (entities.data.data method)": [[21, "entities.data.Data.set_times", false], [21, "id8", false]], "should_continue() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.should_continue", false]], "sleep() (in module lumibot.strategies.strategy.strategy)": [[107, "lumibot.strategies.strategy.Strategy.sleep", false], [118, "lumibot.strategies.strategy.Strategy.sleep", false]], "sleeptime (lumibot.strategies.strategy.strategy property)": [[178, "lumibot.strategies.strategy.Strategy.sleeptime", false], [193, "lumibot.strategies.strategy.Strategy.sleeptime", false]], "source (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.SOURCE", false]], "source (lumibot.data_sources.pandas_data.pandasdata attribute)": [[44, "lumibot.data_sources.pandas_data.PandasData.SOURCE", false]], "source (lumibot.data_sources.yahoo_data.yahoodata attribute)": [[44, "lumibot.data_sources.yahoo_data.YahooData.SOURCE", false]], "split() (entities.bars.bars method)": [[20, "entities.bars.Bars.split", false]], "start_realtime_bars() (in module lumibot.strategies.strategy.strategy)": [[81, "lumibot.strategies.strategy.Strategy.start_realtime_bars", false]], "status (entities.order.order property)": [[22, "entities.order.Order.status", false]], "stock (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.STOCK", false]], "stop (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.STOP", false]], "stop_all() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.stop_all", false]], "stop_limit (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.STOP_LIMIT", false]], "stop_order() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.stop_order", false]], "strategy (entities.position.position attribute)": [[23, "entities.position.Position.strategy", false]], "strike (entities.asset.asset attribute)": [[19, "entities.asset.Asset.strike", false], [19, "id7", false]], "submit_order() (in module lumibot.strategies.strategy.strategy)": [[152, "lumibot.strategies.strategy.Strategy.submit_order", false], [163, "lumibot.strategies.strategy.Strategy.submit_order", false]], "submit_order() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.submit_order", false]], "submit_orders() (in module lumibot.strategies.strategy.strategy)": [[153, "lumibot.strategies.strategy.Strategy.submit_orders", false], [164, "lumibot.strategies.strategy.Strategy.submit_orders", false]], "submit_orders() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.submit_orders", false]], "submitted (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.SUBMITTED", false]], "sybmol (entities.data.data attribute)": [[21, "entities.data.Data.sybmol", false]], "symbol (entities.asset.asset attribute)": [[19, "entities.asset.Asset.symbol", false], [19, "id8", false]], "symbol (entities.position.position attribute)": [[23, "entities.position.Position.symbol", false]], "symbol2asset() (entities.asset.asset class method)": [[19, "entities.asset.Asset.symbol2asset", false]], "timestep (entities.data.data attribute)": [[21, "entities.data.Data.timestep", false]], "timestep_mapping (entities.data.data attribute)": [[21, "entities.data.Data.TIMESTEP_MAPPING", false]], "timestep_mapping (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.TIMESTEP_MAPPING", false]], "timestep_mapping (lumibot.data_sources.pandas_data.pandasdata attribute)": [[44, "lumibot.data_sources.pandas_data.PandasData.TIMESTEP_MAPPING", false]], "timestep_mapping (lumibot.data_sources.yahoo_data.yahoodata attribute)": [[44, "lumibot.data_sources.yahoo_data.YahooData.TIMESTEP_MAPPING", false]], "timezone (lumibot.strategies.strategy.strategy property)": [[179, "lumibot.strategies.strategy.Strategy.timezone", false], [194, "lumibot.strategies.strategy.Strategy.timezone", false]], "to_datalines() (entities.data.data method)": [[21, "entities.data.Data.to_datalines", false], [21, "id9", false]], "to_default_timezone() (in module lumibot.strategies.strategy.strategy)": [[91, "lumibot.strategies.strategy.Strategy.to_default_timezone", false], [100, "lumibot.strategies.strategy.Strategy.to_default_timezone", false]], "to_default_timezone() (lumibot.data_sources.data_source.datasource class method)": [[44, "lumibot.data_sources.data_source.DataSource.to_default_timezone", false]], "to_dict() (entities.asset.asset method)": [[19, "entities.asset.Asset.to_dict", false]], "to_dict() (entities.order.order method)": [[22, "entities.order.Order.to_dict", false]], "to_dict() (entities.position.position method)": [[23, "entities.position.Position.to_dict", false]], "to_position() (entities.order.order method)": [[22, "entities.order.Order.to_position", false]], "to_request_fields() (lumibot.brokers.alpaca.orderdata method)": [[12, "lumibot.brokers.alpaca.OrderData.to_request_fields", false]], "trace_stats() (in module lumibot.strategies.strategy.strategy)": [[42, "lumibot.strategies.strategy.Strategy.trace_stats", false]], "trader (class in lumibot.traders.trader)": [[46, "lumibot.traders.trader.Trader", false]], "trading_hours_end (entities.data.data attribute)": [[21, "entities.data.Data.trading_hours_end", false]], "trading_hours_start (entities.data.data attribute)": [[21, "entities.data.Data.trading_hours_start", false]], "tradingfee (class in entities.trading_fee)": [[24, "entities.trading_fee.TradingFee", false]], "trail (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.TRAIL", false]], "trim_data() (entities.data.data method)": [[21, "entities.data.Data.trim_data", false], [21, "id10", false]], "underlying_asset (entities.asset.asset attribute)": [[19, "entities.asset.Asset.underlying_asset", false]], "unprocessed (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.UNPROCESSED", false]], "unspent_money (lumibot.strategies.strategy.strategy property)": [[180, "lumibot.strategies.strategy.Strategy.unspent_money", false], [195, "lumibot.strategies.strategy.Strategy.unspent_money", false]], "update_date_index() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.update_date_index", false]], "update_parameters() (in module lumibot.strategies.strategy.strategy)": [[108, "lumibot.strategies.strategy.Strategy.update_parameters", false], [119, "lumibot.strategies.strategy.Strategy.update_parameters", false]], "update_raw() (entities.order.order method)": [[22, "entities.order.Order.update_raw", false]], "update_trail_stop_price() (entities.order.order method)": [[22, "entities.order.Order.update_trail_stop_price", false]], "value_type() (entities.position.position method)": [[23, "entities.position.Position.value_type", false]], "wait_for_order_execution() (in module lumibot.strategies.strategy.strategy)": [[109, "lumibot.strategies.strategy.Strategy.wait_for_order_execution", false], [120, "lumibot.strategies.strategy.Strategy.wait_for_order_execution", false]], "wait_for_order_registration() (in module lumibot.strategies.strategy.strategy)": [[110, "lumibot.strategies.strategy.Strategy.wait_for_order_registration", false], [121, "lumibot.strategies.strategy.Strategy.wait_for_order_registration", false]], "wait_for_orders_execution() (in module lumibot.strategies.strategy.strategy)": [[111, "lumibot.strategies.strategy.Strategy.wait_for_orders_execution", false], [122, "lumibot.strategies.strategy.Strategy.wait_for_orders_execution", false]], "wait_for_orders_registration() (in module lumibot.strategies.strategy.strategy)": [[112, "lumibot.strategies.strategy.Strategy.wait_for_orders_registration", false], [123, "lumibot.strategies.strategy.Strategy.wait_for_orders_registration", false]], "wait_to_be_closed() (entities.order.order method)": [[22, "entities.order.Order.wait_to_be_closed", false]], "wait_to_be_registered() (entities.order.order method)": [[22, 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141, 144, 146, 147, 148, 152, 155, 157, 158, 159, 163, 165, 178, 193, 196], "analy": 26, "analysi": [2, 4, 13, 46], "analyt": 26, "analyz": 26, "ani": [0, 1, 2, 5, 6, 7, 8, 10, 13, 14, 15, 17, 21, 22, 25, 41, 43, 62, 66, 72, 73, 105, 116, 145, 156, 165], "annual": [7, 25, 26], "anoth": [], "another_var": [], "anyth": 10, "anytim": 19, "anywai": [], "api": [1, 2, 6, 8, 10, 12, 13, 14, 15, 16, 17, 20, 26, 44, 128, 136], "api_kei": [1, 12, 25, 26, 43, 44], "api_secret": [12, 25, 26], "apikei": 13, "app": 14, "appl": 23, "appli": [1, 17, 44], "applic": [17, 106, 117], "approach": 14, "appropri": [14, 20], "approv": 14, "ar": [0, 1, 2, 3, 5, 7, 8, 10, 11, 12, 13, 14, 15, 17, 18, 19, 20, 21, 22, 23, 25, 26, 38, 41, 44, 45, 47, 48, 53, 59, 61, 62, 63, 66, 67, 70, 73, 78, 81, 82, 101, 106, 117, 124, 125, 126, 128, 133, 134, 136, 142, 143, 146, 147, 149, 151, 153, 154, 157, 158, 160, 162, 164, 165, 167, 182, 196], "arg": [1, 21, 44], "argument": [8, 128, 136], "around": [14, 17, 18], "arrai": [17, 21], "arriv": 81, "arrow": [63, 67], "articl": [], "aset": [146, 152, 153, 157, 163, 164], "asex": [32, 106, 117], "ask": [14, 44, 77], "aspect": 2, "asset": [1, 2, 5, 9, 12, 13, 17, 18, 20, 21, 22, 23, 26, 33, 34, 35, 36, 37, 39, 40, 43, 44, 49, 51, 52, 53, 55, 57, 58, 59, 62, 66, 71, 72, 73, 74, 75, 77, 78, 79, 80, 81, 125, 126, 127, 128, 129, 131, 133, 134, 135, 136, 137, 140, 146, 147, 152, 153, 157, 158, 163, 164, 167, 177, 182, 192], "asset_bar": 30, "asset_bas": [72, 73, 152, 163], "asset_btc": [153, 164], "asset_eth": [153, 164], "asset_pric": [44, 128, 136], "asset_quot": [72, 73, 152, 153, 163, 164], "asset_symbol": 32, "asset_to_get": 13, "asset_typ": [1, 5, 13, 19, 20, 44, 72, 73, 74, 146, 147, 152, 153, 157, 158, 163, 164], "asset_type_map": 12, "asset_type_must_be_one_of": 19, "assetsmap": 19, "assettyp": [5, 13, 19, 146, 152, 153, 157, 163, 164], "assign": 196, "assist": 17, "associ": 14, "assset": [52, 58], "asterisk": [63, 67], "asx": [32, 106, 117], "async": 46, "async_": 46, "asynchron": 46, "attach": 21, "attain": [7, 146, 157], "attempt": [14, 175, 190], "attribut": [19, 196], "attributeerror": [], "authent": [11, 26], "author": 14, "auto_adjust": [1, 44], "autom": [14, 17], "automat": [1, 6, 8, 22, 146, 147, 157, 158, 196], "avail": [2, 9, 10, 17, 20, 21, 23, 26, 47, 72, 73, 106, 117, 128, 136, 153, 164, 167, 182], "averag": [2, 7, 22, 23], "avg_fill_pric": [22, 23], "avoid": 14, "await": [103, 114, 143, 154], "await_market_to_clos": [26, 47], "await_market_to_open": [26, 47], "awar": [5, 20], "back": [14, 196], "background": 17, "backtest": [4, 5, 7, 10, 17, 21, 22, 24, 32, 44, 46, 63, 67, 72, 73, 74, 75, 82, 83, 85, 86, 87, 88, 89, 92, 94, 95, 96, 97, 98, 106, 117, 170, 185], "backtesting_brok": 43, "backtesting_end": [1, 2, 5, 6, 8, 10, 25, 26, 32], "backtesting_start": [1, 2, 5, 6, 8, 10, 25, 26, 32, 43], "backtestingbrok": [5, 6, 8, 10, 43], "backtets": 77, "backup": 26, "backup_table_nam": 196, "backup_variables_to_db": [], "backward": [72, 73], "balanc": 22, "band": [7, 62, 66], "bar": [13, 18, 21, 26, 43, 44, 63, 67, 71, 72, 73, 74, 75, 78, 81, 83, 85, 86, 87, 88, 89, 92, 94, 95, 96, 97, 98, 128, 136], "bar_list": 20, "bars_agg": 20, "bars_list": 30, "base": [2, 7, 12, 13, 19, 20, 21, 22, 23, 24, 26, 40, 43, 44, 46, 72, 73, 74, 146, 157], "base_asset": [19, 152, 153, 163, 164], "bat": [32, 106, 117], "bband": 7, "becaus": [3, 5, 6, 8, 10, 17, 43], "becuas": 44, "been": [5, 10, 15, 22, 23, 35, 36, 37, 39, 43, 74, 78], "befor": [1, 2, 5, 7, 10, 13, 14, 15, 17, 20, 22, 25, 26, 29, 30, 31, 32, 40, 41, 42, 44, 72, 73, 102, 103, 113, 114, 151, 162, 172, 173, 187, 188, 196], "before_market_clos": [26, 27], "before_market_open": [26, 27, 173, 188], "before_starting_trad": [26, 27, 30], "begin": [2, 43], "beginn": 25, "behav": 17, "behavior": [0, 2], "behind": 19, "being": [26, 35, 36, 37, 38, 39, 44, 46, 72, 126, 134, 146, 157, 168, 183], "belong": 22, "below": [14, 45, 47, 48, 61, 70, 74, 82, 101, 124, 142], "benchmark": [1, 2, 7], "benchmark_asset": [1, 2, 6, 8, 25], "benefit": 26, "best": [14, 17], "better": [7, 22, 146, 157], "between": [1, 2, 13, 20, 21, 26, 32, 72, 178, 193], "bid": [44, 77], "binanc": [13, 26], "bit": [6, 8], "bitcoin": 20, "black": [62, 63, 66, 67], "blacklist": 31, "blob": [15, 25, 26], "block": 14, "blue": [62, 63, 66, 67], "blueprint": 17, "bmf": [32, 106, 117], "boilerpl": [], "bolling": [7, 62, 66], "bool": [1, 22, 43, 44, 46, 72, 73, 74, 105, 116, 128, 136, 153, 164, 168, 170, 183, 185], "boolean": [12, 151, 153, 162, 164], "bot": [15, 17, 25, 32, 34, 45, 196], "both": [8, 14, 22, 25, 30, 146, 157], "bottom": 17, "bought": [36, 146, 157], "bowti": [63, 67], "box": 26, "bracket": [22, 146, 157], "broadcast": [105, 116], "broker": [1, 5, 12, 16, 19, 20, 22, 23, 24, 25, 26, 32, 35, 36, 37, 39, 44, 45, 72, 73, 74, 77, 81, 109, 110, 111, 112, 120, 121, 122, 123, 128, 136, 146, 152, 153, 157, 163, 164, 167, 182], "brokerag": [14, 17], "brown": [62, 63, 66, 67], "browser": [17, 25, 46], "bse": [32, 106, 117], "btc": [13, 19, 20, 72, 73, 74, 146, 152, 153, 157, 163, 164], "budget": [1, 5, 10, 17, 25, 32, 169, 184], "bug": 26, "bui": [1, 2, 5, 6, 7, 8, 9, 10, 12, 13, 16, 19, 22, 25, 26, 36, 40, 45, 49, 55, 105, 109, 110, 111, 112, 116, 120, 121, 122, 123, 144, 145, 146, 152, 153, 155, 156, 157, 163, 164, 167, 182], "build": [26, 27, 45], "built": [2, 5, 26], "bundl": 14, "busi": [29, 30], "butterfli": 17, "button": [14, 17], "buy_to_clos": 22, "buy_to_cov": 22, "buy_to_open": 22, "buy_trading_fe": [1, 25], "bvmf": [32, 106, 117], "byte": 17, "c": 14, "cach": [6, 8], "calcul": [13, 20, 22, 43, 44, 128, 136], "calculate_greek": 44, "calculate_trade_cost": 43, "calendar": [32, 76, 130, 138], "call": [1, 5, 6, 8, 19, 20, 22, 28, 32, 34, 35, 36, 38, 39, 40, 41, 42, 44, 72, 74, 75, 125, 126, 128, 133, 134, 136, 152, 163], "campu": [], "can": [2, 5, 6, 8, 10, 11, 13, 14, 15, 16, 17, 19, 20, 21, 22, 23, 25, 26, 29, 32, 41, 44, 45, 48, 49, 55, 61, 62, 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32], "chart": [26, 47, 62, 63, 64, 65, 66, 67, 68, 69], "check": [13, 17, 22, 26, 40, 43, 47, 72, 148, 149, 159, 160, 168, 170, 183, 185], "check_data": 21, "chf": [146, 157], "child": [22, 43], "child_ord": 22, "choic": [6, 8, 14, 17], "choos": [0, 15, 26], "chosen": [13, 16, 17], "chunk_siz": [12, 44, 73], "circl": [63, 67], "class": [1, 2, 5, 6, 8, 10, 12, 13, 16, 17, 19, 20, 21, 22, 23, 24, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 165, 196], "classmethod": [19, 20, 22, 23, 44], "clean_trading_tim": 44, "click": [14, 17], "client": [14, 15, 17], "client_id": 15, "close": [1, 5, 12, 13, 20, 21, 22, 28, 29, 32, 33, 40, 43, 51, 57, 72, 74, 75, 78, 81, 102, 103, 113, 114, 151, 162, 172, 187], "cme": [32, 74, 106, 117], "cme_agricultur": [32, 106, 117], "cme_bond": [32, 106, 117], "cme_equ": [32, 106, 117], "cme_interestr": [32, 106, 117], "cme_rat": [32, 106, 117], "code": [2, 5, 6, 7, 8, 13, 14, 17, 25, 26, 28, 29, 30, 33, 34, 35, 36, 37, 38, 39, 62, 66, 102, 103, 113, 114, 165], "coin": [20, 146, 157], "coinbas": [13, 26], "coinbase_api_kei": 17, "coinbase_api_secret": 17, "coinbase_config": 13, "coinbase_is_sandbox": 17, "coinbasepro": 13, "coinbasepro_config": 13, "collect": [4, 5], "color": [13, 62, 63, 66, 67, 105, 116], "column": [5, 20, 21, 44, 78, 196], "com": [2, 7, 15, 16, 17, 25, 26], "combin": 22, "comex_agricultur": [32, 106, 117], "comfort": 25, "command": [2, 25, 26], "comment": 74, "commiss": 17, "commit": 17, "common": [13, 14], "commun": [25, 26], "compar": [1, 7, 14, 17], "comparison": 2, "compat": 17, "competit": 17, "complet": [13, 14, 15, 17, 22, 26, 74, 75], "complex": [14, 25], "complic": 26, "compon": [27, 41, 196], "compound": [146, 157], "comprehens": [4, 25], "comput": [6, 8, 17, 25, 26], "conclus": [0, 26], "concurr": [], "condit": [2, 22, 40], "condor": [7, 17], "confid": 2, "config": [1, 12, 13, 16, 17, 25, 43], "configur": [2, 11, 15, 26], "confirm": [14, 17], "conflict": [14, 196], "confus": 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diff --git a/docsrc/_build/doctrees/environment.pickle b/docsrc/_build/doctrees/environment.pickle
index 6029a0a988ffbd8bbef7860b2450f992b4fbe06a..bd36efbfacb494693fc05dab1f29d006da3fe43b 100644
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AHvj+t

diff --git a/docsrc/_build/html/_sources/brokers.interactive_brokers.rst.txt b/docsrc/_build/html/_sources/brokers.interactive_brokers.rst.txt
index 2e098410f..b13605583 100644
--- a/docsrc/_build/html/_sources/brokers.interactive_brokers.rst.txt
+++ b/docsrc/_build/html/_sources/brokers.interactive_brokers.rst.txt
@@ -1,14 +1,14 @@
 Interactive Brokers
 ===================
 
-Interactive Brokers is a brokerage firm that operates in most countries around the world. This makes it a great choice for investing and trading if you don't have access to our other supported platforms.
+Interactive Brokers is a brokerage firm that operates in most countries around the world. It's a great choice for investing and trading, especially if you don't have access to other supported platforms.
 
-**Note:** If you do have access to other supported brokers, compare their fee structures to see which one is the best deal for you.
+**Note:** If you have access to other supported brokers, compare their fee structures to see which one offers the best deal for you.
 
 Market Data Subscriptions
 -------------------------
 
-To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various market data subscriptions depending on the exchanges and types of data you need. Here are some common subscriptions:
+To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various subscriptions depending on the exchanges and types of data you need. Here are some common options:
 
 - **US Securities Snapshot and Futures Value Bundle**
 - **US Equity and Options Add-On Streaming Bundle**
@@ -18,83 +18,87 @@ To access real-time market data, you need to subscribe to the appropriate market
 
 .. note::
 
-  Different strategies may require different market data subscriptions. For our top options-related strategies, the OPRA (US Options Exchanges) should suffice.
+  Different strategies may require different market data subscriptions. For top options-related strategies, the **OPRA (US Options Exchanges)** subscription should suffice.
 
 **To subscribe to market data:**
 
+.. important::
+  Market data subscriptions are login-specific. Ensure you're logged in with the same credentials you plan to use with Lumibot before proceeding.
+
 1. Log in to the `IBKR Client Portal `_.
 2. Navigate to the **Settings** menu.
 
-.. image:: images/ib-main.png
-  :alt: IB Main Menu
-  :align: center
-  :class: with-border
+  .. image:: images/ib-main.png
+    :alt: IB Main Menu
+    :align: center
 
 3. Under **Account Settings**, find the **Market Data Subscriptions** section.
 
-.. image:: images/ib-settings.png
-  :alt: IB Settings
-  :align: center
-  :class: with-border
+  .. image:: images/ib-settings.png
+    :alt: IB Settings
+    :align: center
 
 4. Click **Configure** and select the desired market data packages.
 
-.. image:: images/ib-market-data-subscriptions.png
-  :alt: IB Market Data Subscriptions
-  :align: center
-  :class: with-border
+  .. image:: images/ib-market-data-subscriptions.png
+    :alt: IB Market Data Subscriptions
+    :align: center
 
-5. Find your desired subscription
+5. Find your desired subscription.
 6. Follow the prompts to complete the subscription process.
 
-**Note:** Market data subscriptions may incur additional fees. Be sure to review the costs associated with each package before subscribing.
+**Note:** Market data subscriptions may incur additional fees. Review the costs associated with each package before subscribing.
 
-Using a Paper Trading Account
------------------------------
+Two-Factor Authentication (2FA)
+-------------------------------
 
-When using a paper trading account, you should log in with your paper trading username and password. This allows you to practice trading without risking real money.
+Interactive Brokers requires two-factor authentication (2FA) for account security. When using Lumibot, you'll receive 2FA notifications through the IB Key mobile app, which require manual approval. This can interrupt automated trading operations.
 
-**Steps to get your paper trading username and password:**
+**Important:** Automated handling of 2FA is not currently supported in Lumibot.
 
-1. **Log in** to the **IBKR Client Portal** using your primary (live) account credentials.
-2. Navigate to the **Settings** menu in the upper right corner.
-3. Under **Account Settings**, find the **Paper Trading Account** section.
-4. Click on **Configure** or **Request Paper Trading Account**.
-5. Follow the prompts to set up your paper trading account.
-  - You may need to agree to terms and conditions.
-6. Once the setup is complete, you'll receive a separate **username** and **password** for your paper trading account.
-7. Use these credentials when logging into the paper trading environment and configuring your API connection.
+**Possible Solution: Create a Secondary Username**
 
-**Note:** The paper trading account is separate from your live account. Ensure you're using the correct credentials for each environment to avoid any login conflicts.
+To enable fully automated trading, you can create a secondary username for your account that doesn't require 2FA. This approach is secure and convenient:
+
+- The primary account maintains full 2FA security for website access.
+- The secondary account, used only for API connections, can operate without 2FA.
+- Both accounts have separate access controls you can configure.
 
-Automating Two-Factor Authentication
-------------------------------------
+.. note::
 
-Currently, automating two-factor authentication (2FA) is not supported. Lumibot will send you 2FA notifications through IBKey, and you will need to respond to them manually.
+  When using a secondary account without 2FA:
 
-Using a Secondary Account
--------------------------
+  - You'll need separate market data subscriptions for each user.
+  - If trading with both primary and secondary users, you'll pay for market data twice.
+  - Enhance security by:
+    - Setting a complex password.
+    - Restricting IP addresses for TWS/IBGateway access.
+    - Limiting the account's permissions to only what's needed.
+    - Keeping API connection details secure.
+
+See the **Using a Secondary Username** section below for detailed setup instructions.
+
+Using a Secondary Username
+--------------------------
 
-Interactive Brokers only allows a single login at a time for any given set of credentials. This means you can't use the IBKR website while the API connection is running. If you try, it will disconnect the API connection, causing a re-authentication loop.
+Interactive Brokers allows only one login at a time for any given set of credentials. Attempting to use the IBKR website while the API connection is running will disconnect the API connection, causing a re-authentication loop.
 
-An easy solution is to stop the API connection before using the website, but that can be tedious. A more convenient solution is to create a **secondary username** for your account and use that for the API connection.
+An easy solution is to stop the API connection before using the website, but this can be tedious. A more convenient solution is to create a **secondary username** for your account and use that for the API connection.
 
 **Steps to create a secondary username:**
 
-1. **Log in** to the **IBKR Client Portal** with your primary username.
+1. Log in to the **IBKR Client Portal** with your primary username.
 2. Click on the **Settings** menu in the upper right corner.
-3. Scroll to the bottom-left of the page and find the **Users & Access Rights** link.
-  - You may need to scroll down to see it.
+3. Scroll down and find the **Users & Access Rights** link.
 4. Click the **plus sign (+)** button in the **Users** header to add a new user.
 5. Fill out the username and password fields for the new user.
 6. Click through the settings pages, adjusting notifications and permissions as needed.
-  - Feel free to disable unnecessary notifications to avoid duplicate emails.
 7. At the end of the process, you'll receive an email with a **confirmation code**.
 
 **Activating your secondary username:**
 
 1. Log out and log back in using the **new secondary username and password**.
-2. Enter the **confirmation code** you received via email.
+2. Enter the **confirmation code** received via email.
   - **Note:** The code expires quickly, so act promptly.
 3. You may be prompted to **change the password** for the secondary user.
 
@@ -107,7 +111,24 @@ An easy solution is to stop the API connection before using the website, but tha
   - You'll see an EULA and a signature block.
   - Type your **name** (not the new user's name) and click **Submit**.
 
-After completing these steps, your secondary credentials will be ready to use with the API connection. In the future, use your **primary credentials** on the website and the **secondary credentials** for the API connection.
+After completing these steps, your secondary credentials will be ready to use with the API connection. Use your **primary credentials** on the website and the **secondary credentials** for the API connection.
+
+Using a Paper Trading Account
+-----------------------------
+
+When using a paper trading account, log in with your paper trading username and password. This allows you to practice trading without risking real money.
+
+**Steps to get your paper trading username and password:**
+
+1. Log in to the **IBKR Client Portal** using your primary (live) account credentials.
+2. Navigate to the **Settings** menu in the upper right corner.
+3. Under **Account Settings**, find the **Paper Trading Account** section.
+4. Click on **Configure** or **Request Paper Trading Account**.
+5. Follow the prompts to set up your paper trading account.
+6. Once the setup is complete, you'll receive a separate **username** and **password** for your paper trading account.
+7. Use these credentials when logging into the paper trading environment and configuring your API connection.
+
+**Note:** The paper trading account is separate from your live account. Ensure you're using the correct credentials for each environment to avoid any login conflicts.
 
 Strategy Setup
 --------------
@@ -121,16 +142,16 @@ Add these variables to a `.env` file in the same directory as your strategy:
   * - **Secret**
     - **Description**
     - **Example**
-  * - IB_USERNAME
+  * - `IB_USERNAME`
     - Your Interactive Brokers username.
     - `user123`
-  * - IB_PASSWORD
+  * - `IB_PASSWORD`
     - Your Interactive Brokers password.
     - `password123`
-  * - ACCOUNT_ID
+  * - `ACCOUNT_ID`
     - (Optional) An Interactive Brokers subaccount to trade on.
     - `U17369206`
-  * - IB_API_URL
+  * - `IB_API_URL`
     - (Optional) The URL of your self-hosted Interactive Brokers REST API.
     - `https://localhost:8000`
 
@@ -139,12 +160,10 @@ Example Strategy
 
 .. code-block:: python
 
-   from lumibot.traders import Trader
-   # We will get your credentials from the .env file
-   from lumibot.strategies.examples import Strangle
-
-   trader = Trader()
+  from lumibot.traders import Trader
+  from lumibot.strategies.examples import Strangle
 
-   strategy = Strangle()
-   trader.add_strategy(strategy)
-   trader.run_all()
\ No newline at end of file
+  trader = Trader()
+  strategy = Strangle()
+  trader.add_strategy(strategy)
+  trader.run_all()
diff --git a/docsrc/_build/html/brokers.html b/docsrc/_build/html/brokers.html
index 983f4592f..ee2f8cbee 100644
--- a/docsrc/_build/html/brokers.html
+++ b/docsrc/_build/html/brokers.html
@@ -428,9 +428,9 @@ 
    Brokers

  • Interactive Brokers diff --git a/docsrc/_build/html/brokers.interactive_brokers.html b/docsrc/_build/html/brokers.interactive_brokers.html index 6361ba777..6d831c481 100644 --- a/docsrc/_build/html/brokers.interactive_brokers.html +++ b/docsrc/_build/html/brokers.interactive_brokers.html @@ -418,11 +418,11 @@
    Need Extra Help?

    Interactive Brokers

    -

    Interactive Brokers is a brokerage firm that operates in most countries around the world. This makes it a great choice for investing and trading if you don’t have access to our other supported platforms.

    -

    Note: If you do have access to other supported brokers, compare their fee structures to see which one is the best deal for you.

    +

    Interactive Brokers is a brokerage firm that operates in most countries around the world. It’s a great choice for investing and trading, especially if you don’t have access to other supported platforms.

    +

    Note: If you have access to other supported brokers, compare their fee structures to see which one offers the best deal for you.

    Market Data Subscriptions

    -

    To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various market data subscriptions depending on the exchanges and types of data you need. Here are some common subscriptions:

    +

    To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various subscriptions depending on the exchanges and types of data you need. Here are some common options:

    -
    -

    Using a Paper Trading Account

    -

    When using a paper trading account, you should log in with your paper trading username and password. This allows you to practice trading without risking real money.

    -

    Steps to get your paper trading username and password:

    -
      -

    1. Log in to the IBKR Client Portal using your primary (live) account credentials.

      2. -

    2. Navigate to the Settings menu in the upper right corner.

      3. -

    3. Under Account Settings, find the Paper Trading Account section.

      4. -

    4. Click on Configure or Request Paper Trading Account.

      5. -

    5. Follow the prompts to set up your paper trading account.

      6. -
    -
    -
      -

    • You may need to agree to terms and conditions.

      • +
      +

      Two-Factor Authentication (2FA)

      +

      Interactive Brokers requires two-factor authentication (2FA) for account security. When using Lumibot, you’ll receive 2FA notifications through the IB Key mobile app, which require manual approval. This can interrupt automated trading operations.

      +

      Important: Automated handling of 2FA is not currently supported in Lumibot.

      +

      Possible Solution: Create a Secondary Username

      +

      To enable fully automated trading, you can create a secondary username for your account that doesn’t require 2FA. This approach is secure and convenient:

      +
        +

      • The primary account maintains full 2FA security for website access.

        • +

      • The secondary account, used only for API connections, can operate without 2FA.

        • +

      • Both accounts have separate access controls you can configure.

      -
    -
      -

    1. Once the setup is complete, you’ll receive a separate username and password for your paper trading account.

      2. -

    2. Use these credentials when logging into the paper trading environment and configuring your API connection.

      3. -
    -

    Note: The paper trading account is separate from your live account. Ensure you’re using the correct credentials for each environment to avoid any login conflicts.

    -
    -
    -

    Automating Two-Factor Authentication

    -

    Currently, automating two-factor authentication (2FA) is not supported. Lumibot will send you 2FA notifications through IBKey, and you will need to respond to them manually.

    +
    +

    Note

    +

    When using a secondary account without 2FA:

    +
      +

    • You’ll need separate market data subscriptions for each user.

      • +

    • If trading with both primary and secondary users, you’ll pay for market data twice.

      • +

    • Enhance security by: +- Setting a complex password. +- Restricting IP addresses for TWS/IBGateway access. +- Limiting the account’s permissions to only what’s needed. +- Keeping API connection details secure.

      • +
    +
    +

    See the Using a Secondary Username section below for detailed setup instructions.

    -
    -

    Using a Secondary Account

    -

    Interactive Brokers only allows a single login at a time for any given set of credentials. This means you can’t use the IBKR website while the API connection is running. If you try, it will disconnect the API connection, causing a re-authentication loop.

    -

    An easy solution is to stop the API connection before using the website, but that can be tedious. A more convenient solution is to create a secondary username for your account and use that for the API connection.

    +
    +

    Using a Secondary Username

    +

    Interactive Brokers allows only one login at a time for any given set of credentials. Attempting to use the IBKR website while the API connection is running will disconnect the API connection, causing a re-authentication loop.

    +

    An easy solution is to stop the API connection before using the website, but this can be tedious. A more convenient solution is to create a secondary username for your account and use that for the API connection.

    Steps to create a secondary username:

      -

    1. Log in to the IBKR Client Portal with your primary username.

      2. +

    2. Log in to the IBKR Client Portal with your primary username.

    3. Click on the Settings menu in the upper right corner.

      4. -

    4. Scroll to the bottom-left of the page and find the Users & Access Rights link.

      5. -
    -
    -
      -

    • You may need to scroll down to see it.

      • -
    -
    -
      +

    1. Scroll down and find the Users & Access Rights link.

    2. Click the plus sign (+) button in the Users header to add a new user.

    3. Fill out the username and password fields for the new user.

    4. Click through the settings pages, adjusting notifications and permissions as needed.

      5. -
    -
    -
      -

    • Feel free to disable unnecessary notifications to avoid duplicate emails.

      • -
    -
    -

    1. At the end of the process, you’ll receive an email with a confirmation code.

    Activating your secondary username:

    1. Log out and log back in using the new secondary username and password.

      2. -

    2. Enter the confirmation code you received via email.

      3. +

    3. Enter the confirmation code received via email.

      @@ -530,7 +526,22 @@

      Using a Secondary Account +

      Using a Paper Trading Account

      +

      When using a paper trading account, log in with your paper trading username and password. This allows you to practice trading without risking real money.

      +

      Steps to get your paper trading username and password:

      +
        +

      1. Log in to the IBKR Client Portal using your primary (live) account credentials.

        2. +

      2. Navigate to the Settings menu in the upper right corner.

        3. +

      3. Under Account Settings, find the Paper Trading Account section.

        4. +

      4. Click on Configure or Request Paper Trading Account.

        5. +

      5. Follow the prompts to set up your paper trading account.

        6. +

      6. Once the setup is complete, you’ll receive a separate username and password for your paper trading account.

        7. +

      7. Use these credentials when logging into the paper trading environment and configuring your API connection.

        8. +
      +

      Note: The paper trading account is separate from your live account. Ensure you’re using the correct credentials for each environment to avoid any login conflicts.

    Strategy Setup

    @@ -550,19 +561,19 @@

    Strategy Setup

    IB_USERNAME

    +

    IB_USERNAME

    Your Interactive Brokers username.

    user123

    -

    IB_PASSWORD

    +

    IB_PASSWORD

    Your Interactive Brokers password.

    password123

    -

    ACCOUNT_ID

    +

    ACCOUNT_ID

    (Optional) An Interactive Brokers subaccount to trade on.

    U17369206

    -

    IB_API_URL

    +

    IB_API_URL

    (Optional) The URL of your self-hosted Interactive Brokers REST API.

    https://localhost:8000

    @@ -573,11 +584,9 @@

    Strategy Setup

    Example Strategy

    from lumibot.traders import Trader
-# We will get your credentials from the .env file
 from lumibot.strategies.examples import Strangle
 
 trader = Trader()
-
 strategy = Strangle()
 trader.add_strategy(strategy)
 trader.run_all()
@@ -643,9 +652,9 @@ 
    Example StrategyInteractive Brokers
diff --git a/docsrc/_build/html/index.html b/docsrc/_build/html/index.html
index dd9d46bd2..63a7de16d 100644
--- a/docsrc/_build/html/index.html
+++ b/docsrc/_build/html/index.html
@@ -1022,9 +1022,9 @@ 
    Table of ContentsInteractive Brokers
diff --git a/docsrc/_build/html/searchindex.js b/docsrc/_build/html/searchindex.js
index 5877cc04c..0487bd533 100644
--- a/docsrc/_build/html/searchindex.js
+++ b/docsrc/_build/html/searchindex.js
@@ -1 +1 @@
-Search.setIndex({"alltitles": {"Account Management": [[48, null]], "Adding Trading Fees": [[25, "adding-trading-fees"]], "Additional Resources": [[26, "additional-resources"]], "Advanced Order Types": [[22, "advanced-order-types"]], "All Together": [[26, "all-together"]], "Alpaca": [[12, null]], "Alpaca Configuration": [[17, "alpaca-configuration"], [17, "id22"]], "Asset": [[19, null]], "Automating Two-Factor Authentication": [[14, "automating-two-factor-authentication"]], "Backtesting": [[0, null], [43, null]], "Backtesting Broker": [[43, "module-lumibot.backtesting.backtesting_broker"]], "Backtesting Function": [[1, null]], "Bars": [[20, null]], "Benefits of self.vars": [[196, "benefits-of-self-vars"]], "Broker Configuration": [[17, "broker-configuration"]], "Brokers": [[11, null]], "Chart Functions": [[61, null]], "Choosing Your Deployment Platform": [[17, "id1"]], "Choosing a Data Source": [[2, "choosing-a-data-source"]], "Coinbase Configuration": [[17, "coinbase-configuration"], [17, "id23"]], "Conclusion": [[2, "conclusion"], [17, "conclusion"]], "Configuration": [[16, "configuration"]], "Configuration Settings": [[13, "configuration-settings"]], "Contents:": [[0, null], [11, null], [18, null], [27, null], [47, null]], "Crypto Brokers (Using CCXT)": [[13, null]], "Data": [[21, null], [70, null]], "Data Source": [[44, "module-lumibot.data_sources.data_source"]], "Data Source Backtesting": [[43, "module-lumibot.data_sources.data_source_backtesting"]], "Data Sources": [[44, null]], "Database Configuration": [[196, "database-configuration"]], "Database Storage Structure": [[196, "database-storage-structure"]], "DateTime": [[82, null]], "Deploying to Render": [[17, "id2"]], "Deploying to Replit": [[17, "id3"]], "Deployment Guide": [[17, null]], "Documentation": [[12, "module-lumibot.brokers.alpaca"], [19, "module-entities.asset"], [20, "module-entities.bars"], [22, "module-entities.order"], [45, "module-lumibot.strategies.strategy.Strategy"]], "Entities": [[18, null]], "Example Dataframe": [[5, "id1"]], "Example Strategy": [[14, "example-strategy"]], "Example Strategy for Deployment": [[17, "example-strategy-for-deployment"]], "Files Generated from Backtesting": [[0, "files-generated-from-backtesting"], [2, "files-generated-from-backtesting"]], "Final Steps": [[17, "final-steps"]], "Full Example Strategy": [[13, "full-example-strategy"], [16, "full-example-strategy"]], "General Environment Variables": [[17, "general-environment-variables"], [17, "id27"]], "Getting Started": [[16, "getting-started"], [26, "getting-started"]], "Getting Started With Lumibot": [[25, "getting-started-with-lumibot"]], "How It Works": [[196, "how-it-works"]], "How To Backtest": [[2, null]], "In Summary": [[5, "in-summary"]], "Indicators Files": [[2, "indicators-files"], [3, null]], "Indices and tables": [[26, "indices-and-tables"]], "Installing LumiBot": [[2, "installing-lumibot"]], "Interactive Brokers": [[14, null]], "Interactive Brokers Configuration": [[14, "id1"], [17, "interactive-brokers-configuration"], [17, "id25"]], "Interactive Brokers Legacy": [[15, null]], "Interactive Brokers-Legacy Configuration": [[17, "interactive-brokers-legacy-configuration"], [17, "id26"]], "Kraken Configuration": [[17, "kraken-configuration"], [17, "id24"]], "Lifecycle Methods": [[27, null]], "Logs CSV": [[4, null]], "Lumibot: Backtesting and Algorithmic Trading Library": [[26, null]], "Lumiwealth": [[25, "id1"]], "Market Data Subscriptions": [[14, "market-data-subscriptions"]], "Miscellaneous": [[101, null]], "Module contents": [[44, "module-lumibot.data_sources"]], "Need Extra Help?": [[26, "need-extra-help"]], "Options": [[124, null]], "Order": [[22, null]], "Order Management": [[142, null]], "Order With Legs": [[22, "order-with-legs"]], "Pandas": [[44, "module-lumibot.data_sources.pandas_data"]], "Pandas (CSV or other data)": [[5, null]], "Parameters": [[165, null]], "Polygon.io Backtesting": [[6, null]], "Position": [[23, null]], "Profiling to Improve Performance": [[25, "profiling-to-improve-performance"]], "Reference": [[28, "reference"], [29, "reference"], [30, "reference"], [31, "reference"], [32, "reference"], [33, "reference"], [34, "reference"], [35, "reference"], [36, "reference"], [37, "reference"], [38, "reference"], [39, "reference"], [40, "reference"], [42, "reference"]], "Running Your Strategy": [[13, "running-your-strategy"], [16, "running-your-strategy"]], "Running a Backtest with Polygon.io": [[2, "running-a-backtest-with-polygon-io"]], "Secrets Configuration": [[17, "secrets-configuration"]], "Step 1: Install Lumibot": [[26, "step-1-install-lumibot"]], "Step 1: Install the Package": [[25, "step-1-install-the-package"]], "Step 2: Create a Strategy for Backtesting": [[26, "step-2-create-a-strategy-for-backtesting"]], "Step 2: Import the Following Modules": [[25, "step-2-import-the-following-modules"]], "Step 3: Create an Alpaca Paper Trading Account": [[25, "step-3-create-an-alpaca-paper-trading-account"]], 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"lumibot.brokers.alpaca.Alpaca.get_historical_account_value", false]], "get_historical_prices() (in module lumibot.strategies.strategy.strategy)": [[72, "lumibot.strategies.strategy.Strategy.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.yahoo_data.yahoodata method)": [[44, "lumibot.data_sources.yahoo_data.YahooData.get_historical_prices", false]], "get_historical_prices_for_assets() (in module lumibot.strategies.strategy.strategy)": [[73, "lumibot.strategies.strategy.Strategy.get_historical_prices_for_assets", false]], "get_increment() (entities.order.order method)": [[22, "entities.order.Order.get_increment", false]], 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"lumibot.strategies.strategy.Strategy.get_orders", false]], "get_parameters() (in module lumibot.strategies.strategy.strategy)": [[50, "lumibot.strategies.strategy.Strategy.get_parameters", false], [56, "lumibot.strategies.strategy.Strategy.get_parameters", false], [104, "lumibot.strategies.strategy.Strategy.get_parameters", false], [115, "lumibot.strategies.strategy.Strategy.get_parameters", false]], "get_portfolio_value() (in module lumibot.strategies.strategy.strategy)": [[51, "lumibot.strategies.strategy.Strategy.get_portfolio_value", false], [57, "lumibot.strategies.strategy.Strategy.get_portfolio_value", false]], "get_position() (in module lumibot.strategies.strategy.strategy)": [[52, "lumibot.strategies.strategy.Strategy.get_position", false], [58, "lumibot.strategies.strategy.Strategy.get_position", false]], "get_positions() (in module lumibot.strategies.strategy.strategy)": [[53, "lumibot.strategies.strategy.Strategy.get_positions", false], [59, "lumibot.strategies.strategy.Strategy.get_positions", false]], "get_quote() (entities.data.data method)": [[21, "entities.data.Data.get_quote", false]], "get_quote() (in module lumibot.strategies.strategy.strategy)": [[77, "lumibot.strategies.strategy.Strategy.get_quote", false]], "get_realtime_bars() (in module lumibot.strategies.strategy.strategy)": [[78, "lumibot.strategies.strategy.Strategy.get_realtime_bars", false]], "get_round_day() (in module lumibot.strategies.strategy.strategy)": [[87, "lumibot.strategies.strategy.Strategy.get_round_day", false], [96, "lumibot.strategies.strategy.Strategy.get_round_day", false]], "get_round_day() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_round_day", false]], "get_round_minute() (in module lumibot.strategies.strategy.strategy)": [[88, "lumibot.strategies.strategy.Strategy.get_round_minute", false], [97, "lumibot.strategies.strategy.Strategy.get_round_minute", false]], 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"lumibot.data_sources.data_source.DataSource.get_strikes", false]], "get_strikes() (lumibot.data_sources.yahoo_data.yahoodata method)": [[44, "lumibot.data_sources.yahoo_data.YahooData.get_strikes", false]], "get_time_to_close() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.get_time_to_close", false]], "get_time_to_close() (lumibot.brokers.alpaca.alpaca method)": [[12, "id0", false], [12, "lumibot.brokers.alpaca.Alpaca.get_time_to_close", false]], "get_time_to_open() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.get_time_to_open", false]], "get_time_to_open() (lumibot.brokers.alpaca.alpaca method)": [[12, "id1", false], [12, "lumibot.brokers.alpaca.Alpaca.get_time_to_open", false]], "get_timestamp() (in module lumibot.strategies.strategy.strategy)": [[89, "lumibot.strategies.strategy.Strategy.get_timestamp", false], [98, "lumibot.strategies.strategy.Strategy.get_timestamp", false]], "get_timestamp() (lumibot.brokers.alpaca.alpaca method)": [[12, "id2", false], [12, "lumibot.brokers.alpaca.Alpaca.get_timestamp", false]], "get_timestamp() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_timestamp", false]], "get_timestep() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_timestep", false]], "get_total_dividends() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_dividends", false]], "get_total_return() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return", false]], "get_total_return_pct() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return_pct", false]], "get_total_return_pct_change() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return_pct_change", false]], "get_total_stock_splits() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_stock_splits", false]], "get_total_volume() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_volume", false], [20, "id4", false]], "get_trading_days_pandas() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_trading_days_pandas", false]], "get_yesterday_dividend() (in module lumibot.strategies.strategy.strategy)": [[79, "lumibot.strategies.strategy.Strategy.get_yesterday_dividend", false]], "get_yesterday_dividend() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_yesterday_dividend", false]], "get_yesterday_dividend() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_yesterday_dividend", false]], "get_yesterday_dividends() (in module lumibot.strategies.strategy.strategy)": [[80, "lumibot.strategies.strategy.Strategy.get_yesterday_dividends", false]], "get_yesterday_dividends() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_yesterday_dividends", false]], "get_yesterday_dividends() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_yesterday_dividends", false]], "hold (entities.position.position attribute)": [[23, "entities.position.Position.hold", false]], "hold (entities.position.position property)": [[23, "id1", false]], "index (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.INDEX", false]], "initial_budget (lumibot.strategies.strategy.strategy property)": [[169, "lumibot.strategies.strategy.Strategy.initial_budget", false], [184, "lumibot.strategies.strategy.Strategy.initial_budget", false]], "initialize() (in module lumibot.strategies.strategy.strategy)": [[32, "lumibot.strategies.strategy.Strategy.initialize", false]], "is_active() (entities.order.order method)": 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(entities.order.order method)": [[22, "entities.order.Order.is_buy_order", false]], "is_canceled() (entities.order.order method)": [[22, "entities.order.Order.is_canceled", false]], "is_filled() (entities.order.order method)": [[22, "entities.order.Order.is_filled", false]], "is_market_open() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.is_market_open", false]], "is_market_open() (lumibot.brokers.alpaca.alpaca method)": [[12, "id3", false], [12, "lumibot.brokers.alpaca.Alpaca.is_market_open", false]], "is_option() (entities.order.order method)": [[22, "entities.order.Order.is_option", false]], "is_parent() (entities.order.order method)": [[22, "entities.order.Order.is_parent", false]], "is_sell_order() (entities.order.order method)": [[22, "entities.order.Order.is_sell_order", false]], "is_valid() (entities.asset.asset method)": [[19, "entities.asset.Asset.is_valid", false]], "iter_index (entities.data.data attribute)": [[21, "entities.data.Data.iter_index", false]], "last_on_trading_iteration_datetime (lumibot.strategies.strategy.strategy property)": [[171, "lumibot.strategies.strategy.Strategy.last_on_trading_iteration_datetime", false], [186, "lumibot.strategies.strategy.Strategy.last_on_trading_iteration_datetime", false]], "limit (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.LIMIT", false]], "limit_order() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.limit_order", false]], "load_data() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.load_data", false]], "localize_datetime() (in module lumibot.strategies.strategy.strategy)": [[90, "lumibot.strategies.strategy.Strategy.localize_datetime", false], [99, "lumibot.strategies.strategy.Strategy.localize_datetime", false]], "localize_datetime() (lumibot.data_sources.data_source.datasource class method)": [[44, "lumibot.data_sources.data_source.DataSource.localize_datetime", false]], "log_message() (in module lumibot.strategies.strategy.strategy)": [[105, "lumibot.strategies.strategy.Strategy.log_message", false], [116, "lumibot.strategies.strategy.Strategy.log_message", false]], "lumibot.backtesting.backtesting_broker": [[43, "module-lumibot.backtesting.backtesting_broker", false]], "lumibot.brokers.alpaca": [[12, "module-lumibot.brokers.alpaca", false]], "lumibot.data_sources": [[44, "module-lumibot.data_sources", false]], "lumibot.data_sources.data_source": [[44, "module-lumibot.data_sources.data_source", false]], "lumibot.data_sources.data_source_backtesting": [[43, "module-lumibot.data_sources.data_source_backtesting", false]], "lumibot.data_sources.pandas_data": [[44, "module-lumibot.data_sources.pandas_data", false]], "lumibot.data_sources.yahoo_data": [[44, "module-lumibot.data_sources.yahoo_data", false]], "lumibot.strategies.strategy.strategy": [[45, "module-lumibot.strategies.strategy.Strategy", false]], "lumibot.traders.trader": [[46, "module-lumibot.traders.trader", false]], "map_asset_type() (lumibot.brokers.alpaca.alpaca method)": [[12, "lumibot.brokers.alpaca.Alpaca.map_asset_type", false]], "market (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.MARKET", false]], "min_timestep (entities.data.data attribute)": [[21, "entities.data.Data.MIN_TIMESTEP", false]], "min_timestep (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.MIN_TIMESTEP", false]], "min_timestep (lumibot.data_sources.yahoo_data.yahoodata attribute)": [[44, "lumibot.data_sources.yahoo_data.YahooData.MIN_TIMESTEP", false]], "minutes_before_closing (lumibot.strategies.strategy.strategy property)": [[172, "lumibot.strategies.strategy.Strategy.minutes_before_closing", false], [187, "lumibot.strategies.strategy.Strategy.minutes_before_closing", false]], "minutes_before_opening (lumibot.strategies.strategy.strategy property)": [[173, "lumibot.strategies.strategy.Strategy.minutes_before_opening", false], [188, "lumibot.strategies.strategy.Strategy.minutes_before_opening", false]], "module": [[12, "module-lumibot.brokers.alpaca", false], [19, "module-entities.asset", false], [20, "module-entities.bars", false], [21, "module-entities.data", false], [22, "module-entities.order", false], [23, "module-entities.position", false], [24, "module-entities.trading_fee", false], [43, "module-lumibot.backtesting.backtesting_broker", false], [43, "module-lumibot.data_sources.data_source_backtesting", false], [44, "module-lumibot.data_sources", false], [44, "module-lumibot.data_sources.data_source", false], [44, "module-lumibot.data_sources.pandas_data", false], [44, "module-lumibot.data_sources.yahoo_data", false], [45, "module-lumibot.strategies.strategy.Strategy", false], [46, "module-lumibot.traders.trader", false]], "multileg (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.MULTILEG", false]], "multiplier (entities.asset.asset attribute)": [[19, "entities.asset.Asset.multiplier", false], [19, "id3", false]], "name (lumibot.strategies.strategy.strategy property)": [[174, "lumibot.strategies.strategy.Strategy.name", false], [189, "lumibot.strategies.strategy.Strategy.name", false]], "new (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.NEW", false]], "nobardatafound": [[20, "entities.bars.NoBarDataFound", false]], "oco (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.OCO", false]], "oco (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.OCO", false]], "on_abrupt_closing() (in module lumibot.strategies.strategy.strategy)": [[33, "lumibot.strategies.strategy.Strategy.on_abrupt_closing", false]], "on_bot_crash() (in 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"open (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.OPEN", false]], "option (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.OPTION", false]], "options_expiry_to_datetime_date() (in module lumibot.strategies.strategy.strategy)": [[132, "lumibot.strategies.strategy.Strategy.options_expiry_to_datetime_date", false], [141, "lumibot.strategies.strategy.Strategy.options_expiry_to_datetime_date", false]], "order (class in entities.order)": [[22, "entities.order.Order", false]], "order.orderclass (class in entities.order)": [[22, "entities.order.Order.OrderClass", false]], "order.orderside (class in entities.order)": [[22, "entities.order.Order.OrderSide", false]], "order.orderstatus (class in entities.order)": [[22, "entities.order.Order.OrderStatus", false]], "order.ordertype (class in entities.order)": [[22, "entities.order.Order.OrderType", false]], "order.transaction (class in entities.order)": [[22, "entities.order.Order.Transaction", false]], "orderdata (class in lumibot.brokers.alpaca)": [[12, "lumibot.brokers.alpaca.OrderData", false]], "orders (entities.position.position attribute)": [[23, "entities.position.Position.orders", false]], "oto (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.OTO", false]], "oto (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.OTO", false]], "pandasdata (class in lumibot.data_sources.pandas_data)": [[44, "lumibot.data_sources.pandas_data.PandasData", false]], "parse_bar_list() (entities.bars.bars class method)": [[20, "entities.bars.Bars.parse_bar_list", false]], "partially_filled (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.PARTIALLY_FILLED", false]], "portfolio_value (lumibot.strategies.strategy.strategy property)": [[175, "lumibot.strategies.strategy.Strategy.portfolio_value", false], [190, "lumibot.strategies.strategy.Strategy.portfolio_value", false]], "position (class in entities.position)": [[23, "entities.position.Position", false]], "precision (entities.asset.asset attribute)": [[19, "entities.asset.Asset.precision", false], [19, "id4", false]], "price (entities.order.order.transaction attribute)": [[22, "entities.order.Order.Transaction.price", false]], "process_expired_option_contracts() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.process_expired_option_contracts", false]], "process_pending_orders() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.process_pending_orders", false]], "put (entities.asset.asset.optionright attribute)": [[19, "entities.asset.Asset.OptionRight.PUT", false]], "pytz (lumibot.strategies.strategy.strategy property)": [[176, "lumibot.strategies.strategy.Strategy.pytz", false], [181, "lumibot.strategies.strategy.Strategy.pytz", false], [191, "lumibot.strategies.strategy.Strategy.pytz", false]], "quantity (entities.order.order property)": [[22, "entities.order.Order.quantity", false]], "quantity (entities.order.order.transaction attribute)": [[22, "entities.order.Order.Transaction.quantity", false]], "quantity (entities.position.position attribute)": [[23, "entities.position.Position.quantity", false]], "quantity (entities.position.position property)": [[23, "id2", false]], "query_greeks() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.query_greeks", false]], "quote_asset (lumibot.strategies.strategy.strategy property)": [[177, "lumibot.strategies.strategy.Strategy.quote_asset", false], [192, "lumibot.strategies.strategy.Strategy.quote_asset", false]], "repair_times_and_fill() (entities.data.data method)": [[21, "entities.data.Data.repair_times_and_fill", false], [21, "id5", false]], "right (entities.asset.asset attribute)": [[19, "entities.asset.Asset.right", false], [19, "id5", false]], "right_must_be_one_of() (entities.asset.asset method)": [[19, "entities.asset.Asset.right_must_be_one_of", false], [19, "id6", false]], "run_all() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.run_all", false]], "run_all_async() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.run_all_async", false]], "run_backtest() (in module lumibot.strategies.strategy.strategy)": [[1, "lumibot.strategies.strategy.Strategy.run_backtest", false]], "sell (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL", false]], "sell_all() (in module lumibot.strategies.strategy.strategy)": [[151, "lumibot.strategies.strategy.Strategy.sell_all", false], [162, "lumibot.strategies.strategy.Strategy.sell_all", false]], "sell_short (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_SHORT", false]], "sell_to_close (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_TO_CLOSE", false]], "sell_to_open (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_TO_OPEN", false]], "set_canceled() (entities.order.order method)": [[22, "entities.order.Order.set_canceled", false]], "set_date_format() (entities.data.data method)": [[21, "entities.data.Data.set_date_format", false], [21, "id6", false]], "set_dates() (entities.data.data method)": [[21, "entities.data.Data.set_dates", false], [21, "id7", false]], "set_error() (entities.order.order method)": [[22, "entities.order.Order.set_error", false]], "set_filled() (entities.order.order method)": [[22, "entities.order.Order.set_filled", false]], "set_identifier() (entities.order.order method)": [[22, "entities.order.Order.set_identifier", false]], "set_market() (in module lumibot.strategies.strategy.strategy)": [[106, "lumibot.strategies.strategy.Strategy.set_market", false], [117, "lumibot.strategies.strategy.Strategy.set_market", false]], "set_new() (entities.order.order method)": [[22, "entities.order.Order.set_new", false]], "set_parameters() (in module lumibot.strategies.strategy.strategy)": [[54, "lumibot.strategies.strategy.Strategy.set_parameters", false], [60, "lumibot.strategies.strategy.Strategy.set_parameters", false]], "set_partially_filled() (entities.order.order method)": [[22, "entities.order.Order.set_partially_filled", false]], "set_times() (entities.data.data method)": [[21, "entities.data.Data.set_times", false], [21, "id8", false]], "should_continue() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.should_continue", false]], "sleep() (in module lumibot.strategies.strategy.strategy)": [[107, "lumibot.strategies.strategy.Strategy.sleep", false], [118, "lumibot.strategies.strategy.Strategy.sleep", false]], "sleeptime (lumibot.strategies.strategy.strategy property)": [[178, "lumibot.strategies.strategy.Strategy.sleeptime", false], [193, "lumibot.strategies.strategy.Strategy.sleeptime", false]], "source (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.SOURCE", false]], "source (lumibot.data_sources.pandas_data.pandasdata attribute)": [[44, "lumibot.data_sources.pandas_data.PandasData.SOURCE", false]], "source (lumibot.data_sources.yahoo_data.yahoodata attribute)": [[44, "lumibot.data_sources.yahoo_data.YahooData.SOURCE", false]], "split() (entities.bars.bars method)": [[20, "entities.bars.Bars.split", false]], "start_realtime_bars() (in module lumibot.strategies.strategy.strategy)": [[81, "lumibot.strategies.strategy.Strategy.start_realtime_bars", false]], "status (entities.order.order property)": [[22, "entities.order.Order.status", false]], "stock (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.STOCK", false]], "stop (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.STOP", false]], "stop_all() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.stop_all", false]], "stop_limit (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.STOP_LIMIT", false]], "stop_order() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.stop_order", false]], "strategy (entities.position.position attribute)": [[23, "entities.position.Position.strategy", false]], "strike (entities.asset.asset attribute)": [[19, "entities.asset.Asset.strike", false], [19, "id7", false]], "submit_order() (in module lumibot.strategies.strategy.strategy)": [[152, "lumibot.strategies.strategy.Strategy.submit_order", false], [163, "lumibot.strategies.strategy.Strategy.submit_order", false]], "submit_order() 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152, 155, 157, 158, 159, 163, 165, 178, 193, 196], "analy": 26, "analysi": [2, 4, 13, 46], "analyt": 26, "analyz": 26, "ani": [0, 1, 2, 5, 6, 7, 8, 10, 13, 14, 15, 17, 21, 22, 25, 41, 43, 62, 66, 72, 73, 105, 116, 145, 156, 165], "annual": [7, 25, 26], "anoth": [], "another_var": [], "anyth": 10, "anytim": 19, "anywai": [], "api": [1, 2, 6, 8, 10, 12, 13, 14, 15, 16, 17, 20, 26, 44, 128, 136], "api_kei": [1, 12, 25, 26, 43, 44], "api_secret": [12, 25, 26], "apikei": 13, "appl": 23, "appli": [1, 17, 44], "applic": [17, 106, 117], "appropri": [14, 20], "ar": [0, 1, 2, 3, 5, 7, 8, 10, 11, 12, 13, 14, 15, 17, 18, 19, 20, 21, 22, 23, 25, 26, 38, 41, 44, 45, 47, 48, 53, 59, 61, 62, 63, 66, 67, 70, 73, 78, 81, 82, 101, 106, 117, 124, 125, 126, 128, 133, 134, 136, 142, 143, 146, 147, 149, 151, 153, 154, 157, 158, 160, 162, 164, 165, 167, 182, 196], "arg": [1, 21, 44], "argument": [8, 128, 136], "around": [14, 17, 18], "arrai": [17, 21], "arriv": 81, "arrow": [63, 67], "articl": [], "aset": [146, 152, 153, 157, 163, 164], "asex": [32, 106, 117], "ask": [14, 44, 77], "aspect": 2, "asset": [1, 2, 5, 9, 12, 13, 17, 18, 20, 21, 22, 23, 26, 33, 34, 35, 36, 37, 39, 40, 43, 44, 49, 51, 52, 53, 55, 57, 58, 59, 62, 66, 71, 72, 73, 74, 75, 77, 78, 79, 80, 81, 125, 126, 127, 128, 129, 131, 133, 134, 135, 136, 137, 140, 146, 147, 152, 153, 157, 158, 163, 164, 167, 177, 182, 192], "asset_bar": 30, "asset_bas": [72, 73, 152, 163], "asset_btc": [153, 164], "asset_eth": [153, 164], "asset_pric": [44, 128, 136], "asset_quot": [72, 73, 152, 153, 163, 164], "asset_symbol": 32, "asset_to_get": 13, "asset_typ": [1, 5, 13, 19, 20, 44, 72, 73, 74, 146, 147, 152, 153, 157, 158, 163, 164], "asset_type_map": 12, "asset_type_must_be_one_of": 19, "assetsmap": 19, "assettyp": [5, 13, 19, 146, 152, 153, 157, 163, 164], "assign": 196, "assist": 17, "associ": 14, "assset": [52, 58], "asterisk": [63, 67], "asx": [32, 106, 117], "async": 46, "async_": 46, "asynchron": 46, "attach": 21, "attain": [7, 146, 157], "attempt": [175, 190], "attribut": [19, 196], "attributeerror": [], "authent": [11, 26], "author": 14, "auto_adjust": [1, 44], "autom": [11, 17, 26], "automat": [1, 6, 8, 22, 146, 147, 157, 158, 196], "avail": [2, 9, 10, 17, 20, 21, 23, 26, 47, 72, 73, 106, 117, 128, 136, 153, 164, 167, 182], "averag": [2, 7, 22, 23], "avg_fill_pric": [22, 23], "avoid": 14, "await": [103, 114, 143, 154], "await_market_to_clos": [26, 47], "await_market_to_open": [26, 47], "awar": [5, 20], "back": [14, 196], "background": 17, "backtest": [4, 5, 7, 10, 17, 21, 22, 24, 32, 44, 46, 63, 67, 72, 73, 74, 75, 82, 83, 85, 86, 87, 88, 89, 92, 94, 95, 96, 97, 98, 106, 117, 170, 185], "backtesting_brok": 43, "backtesting_end": [1, 2, 5, 6, 8, 10, 25, 26, 32], "backtesting_start": [1, 2, 5, 6, 8, 10, 25, 26, 32, 43], "backtestingbrok": [5, 6, 8, 10, 43], "backtets": 77, "backup": 26, "backup_table_nam": 196, "backup_variables_to_db": [], "backward": [72, 73], "balanc": 22, "band": [7, 62, 66], "bar": [13, 18, 21, 26, 43, 44, 63, 67, 71, 72, 73, 74, 75, 78, 81, 83, 85, 86, 87, 88, 89, 92, 94, 95, 96, 97, 98, 128, 136], "bar_list": 20, "bars_agg": 20, "bars_list": 30, "base": [2, 7, 12, 13, 19, 20, 21, 22, 23, 24, 26, 40, 43, 44, 46, 72, 73, 74, 146, 157], "base_asset": [19, 152, 153, 163, 164], "bat": [32, 106, 117], "bband": 7, "becaus": [3, 5, 6, 8, 10, 17, 43], "becuas": 44, "been": [5, 10, 15, 22, 23, 35, 36, 37, 39, 43, 74, 78], "befor": [1, 2, 5, 7, 10, 13, 14, 15, 17, 20, 22, 25, 26, 29, 30, 31, 32, 40, 41, 42, 44, 72, 73, 102, 103, 113, 114, 151, 162, 172, 173, 187, 188, 196], "before_market_clos": [26, 27], "before_market_open": [26, 27, 173, 188], "before_starting_trad": [26, 27, 30], "begin": [2, 43], "beginn": 25, "behav": 17, "behavior": [0, 2], "behind": 19, "being": [26, 35, 36, 37, 38, 39, 44, 46, 72, 126, 134, 146, 157, 168, 183], "belong": 22, "below": [45, 47, 48, 61, 70, 74, 82, 101, 124, 142], "benchmark": [1, 2, 7], "benchmark_asset": [1, 2, 6, 8, 25], "benefit": 26, "best": [14, 17], "better": [7, 22, 146, 157], "between": [1, 2, 13, 20, 21, 26, 32, 72, 178, 193], "bid": [44, 77], "binanc": [13, 26], "bit": [6, 8], "bitcoin": 20, "black": [62, 63, 66, 67], "blacklist": 31, "blob": [15, 25, 26], "block": 14, "blue": [62, 63, 66, 67], "blueprint": 17, "bmf": [32, 106, 117], "boilerpl": [], "bolling": [7, 62, 66], "bool": [1, 22, 43, 44, 46, 72, 73, 74, 105, 116, 128, 136, 153, 164, 168, 170, 183, 185], "boolean": [12, 151, 153, 162, 164], "bot": [15, 17, 25, 32, 34, 45, 196], "both": [8, 22, 25, 30, 146, 157], "bottom": [14, 17], "bought": [36, 146, 157], "bowti": [63, 67], "box": 26, "bracket": [22, 146, 157], "broadcast": [105, 116], "broker": [1, 5, 12, 16, 19, 20, 22, 23, 24, 25, 26, 32, 35, 36, 37, 39, 44, 45, 72, 73, 74, 77, 81, 109, 110, 111, 112, 120, 121, 122, 123, 128, 136, 146, 152, 153, 157, 163, 164, 167, 182], "brokerag": [14, 17], "brown": [62, 63, 66, 67], "browser": [17, 25, 46], "bse": [32, 106, 117], "btc": [13, 19, 20, 72, 73, 74, 146, 152, 153, 157, 163, 164], "budget": [1, 5, 10, 17, 25, 32, 169, 184], "bug": 26, "bui": [1, 2, 5, 6, 7, 8, 9, 10, 12, 13, 16, 19, 22, 25, 26, 36, 40, 45, 49, 55, 105, 109, 110, 111, 112, 116, 120, 121, 122, 123, 144, 145, 146, 152, 153, 155, 156, 157, 163, 164, 167, 182], "build": [26, 27, 45], "built": [2, 5, 26], "bundl": 14, "busi": [29, 30], "butterfli": 17, "button": [14, 17], "buy_to_clos": 22, "buy_to_cov": 22, "buy_to_open": 22, "buy_trading_fe": [1, 25], "bvmf": [32, 106, 117], "byte": 17, "c": 14, "cach": [6, 8], "calcul": [13, 20, 22, 43, 44, 128, 136], "calculate_greek": 44, "calculate_trade_cost": 43, "calendar": [32, 76, 130, 138], "call": [1, 5, 6, 8, 19, 20, 22, 28, 32, 34, 35, 36, 38, 39, 40, 41, 42, 44, 72, 74, 75, 125, 126, 128, 133, 134, 136, 152, 163], "campu": [], "can": [2, 5, 6, 8, 10, 11, 13, 14, 15, 16, 17, 19, 20, 21, 22, 23, 25, 26, 29, 32, 41, 44, 45, 48, 49, 55, 61, 62, 63, 66, 67, 70, 72, 73, 82, 101, 124, 128, 136, 142, 146, 157, 165, 166, 178, 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40, 43, 47, 72, 148, 149, 159, 160, 168, 170, 183, 185], "check_data": 21, "chf": [146, 157], "child": [22, 43], "child_ord": 22, "choic": [6, 8, 14, 17], "choos": [0, 15, 26], "chosen": [13, 16, 17], "chunk_siz": [12, 44, 73], "circl": [63, 67], "class": [1, 2, 5, 6, 8, 10, 12, 13, 16, 17, 19, 20, 21, 22, 23, 24, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 165, 196], "classmethod": [19, 20, 22, 23, 44], "clean_trading_tim": 44, "click": [14, 17], "client": [14, 15, 17], "client_id": 15, "close": [1, 5, 12, 13, 20, 21, 22, 28, 29, 32, 33, 40, 43, 51, 57, 72, 74, 75, 78, 81, 102, 103, 113, 114, 151, 162, 172, 187], "cme": [32, 74, 106, 117], "cme_agricultur": [32, 106, 117], "cme_bond": [32, 106, 117], "cme_equ": [32, 106, 117], "cme_interestr": [32, 106, 117], "cme_rat": [32, 106, 117], "code": [2, 5, 6, 7, 8, 13, 14, 17, 25, 26, 28, 29, 30, 33, 34, 35, 36, 37, 38, 39, 62, 66, 102, 103, 113, 114, 165], "coin": [20, 146, 157], "coinbas": [13, 26], "coinbase_api_kei": 17, "coinbase_api_secret": 17, "coinbase_config": 13, "coinbase_is_sandbox": 17, "coinbasepro": 13, "coinbasepro_config": 13, "collect": [4, 5], "color": [13, 62, 63, 66, 67, 105, 116], "column": [5, 20, 21, 44, 78, 196], "com": [2, 7, 15, 16, 17, 25, 26], "combin": 22, "comex_agricultur": [32, 106, 117], "comfort": 25, "command": [2, 25, 26], "comment": 74, "commiss": 17, "commit": 17, "common": [13, 14], "commun": [25, 26], "compar": [1, 7, 14, 17], "comparison": 2, "compat": 17, "competit": 17, "complet": [13, 14, 15, 17, 22, 26, 74, 75], "complex": 25, "complic": 26, "compon": [27, 41, 196], "compound": [146, 157], "comprehens": [4, 25], "comput": [6, 8, 17, 25, 26], "conclus": [0, 26], "concurr": [], "condit": [2, 14, 22, 40], "condor": [7, 17], "confid": 2, "config": [1, 12, 13, 16, 17, 25, 43], "configur": [2, 11, 15, 26], "confirm": [14, 17], "conflict": [14, 196], "confus": 26, "connect": [12, 13, 14, 17, 105, 116], "connect_stream": [12, 43], "consequ": 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110, 111, 112, 120, 121, 122, 123, 144, 145, 152, 153, 155, 156, 163, 164], "creation": [], "credenti": [13, 14, 15], "credit": [6, 8, 153, 164], "critic": [], "cross": [63, 67], "crucial": [2, 17, 25], "cryoptocurr": 13, "crypto": [0, 1, 5, 7, 11, 17, 19, 20, 23, 26, 49, 51, 55, 57, 72, 74, 106, 117, 146, 152, 153, 157, 163, 164, 167, 175, 182, 190], "cryptocurr": [1, 2, 6, 8, 13, 17, 20, 72, 73, 74, 75, 146, 157], "csv": [0, 2, 3, 9, 21, 26, 44], "cta": 14, "cumul": 7, "currenc": [19, 72, 146, 157, 167, 175, 177, 182, 190, 192], "current": [12, 13, 14, 17, 21, 36, 37, 42, 43, 44, 49, 51, 52, 55, 57, 58, 62, 63, 66, 67, 72, 73, 77, 78, 82, 83, 84, 85, 86, 87, 88, 89, 92, 93, 94, 95, 96, 97, 98, 128, 136, 143, 149, 153, 154, 160, 164, 167, 175, 178, 182, 190, 193, 196], "current_count": 196, "current_ema": 13, "current_macd": 13, "current_rsi": 13, "curv": 2, "custom": [2, 25, 32, 146, 157, 165], "custom_param": [22, 146, 157], "d": [32, 178, 193], "dai": [0, 1, 2, 5, 6, 8, 10, 17, 21, 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"lumibot.data_sources.pandas_data.PandasData.get_asset_by_symbol", false]], "get_asset_potential_total() (in module lumibot.strategies.strategy.strategy)": [[147, "lumibot.strategies.strategy.Strategy.get_asset_potential_total", false], [158, "lumibot.strategies.strategy.Strategy.get_asset_potential_total", false]], "get_assets() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_assets", false]], "get_bars() (entities.data.data method)": [[21, "entities.data.Data.get_bars", false], [21, "id2", false]], "get_bars() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_bars", false]], "get_bars_between_dates() (entities.data.data method)": [[21, "entities.data.Data.get_bars_between_dates", false]], "get_cash() (in module lumibot.strategies.strategy.strategy)": [[49, "lumibot.strategies.strategy.Strategy.get_cash", false], [55, "lumibot.strategies.strategy.Strategy.get_cash", false]], "get_chain() (in module lumibot.strategies.strategy.strategy)": [[125, "lumibot.strategies.strategy.Strategy.get_chain", false], [133, "lumibot.strategies.strategy.Strategy.get_chain", false]], "get_chain_full_info() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_chain_full_info", false]], "get_chains() (in module lumibot.strategies.strategy.strategy)": [[126, "lumibot.strategies.strategy.Strategy.get_chains", false], [134, "lumibot.strategies.strategy.Strategy.get_chains", false]], "get_chains() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_chains", false]], "get_chains() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_chains", false]], "get_chains() (lumibot.data_sources.yahoo_data.yahoodata method)": [[44, 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"lumibot.brokers.alpaca.Alpaca.get_historical_account_value", false]], "get_historical_prices() (in module lumibot.strategies.strategy.strategy)": [[72, "lumibot.strategies.strategy.Strategy.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_historical_prices", false]], "get_historical_prices() (lumibot.data_sources.yahoo_data.yahoodata method)": [[44, "lumibot.data_sources.yahoo_data.YahooData.get_historical_prices", false]], "get_historical_prices_for_assets() (in module lumibot.strategies.strategy.strategy)": [[73, "lumibot.strategies.strategy.Strategy.get_historical_prices_for_assets", false]], "get_increment() (entities.order.order method)": [[22, "entities.order.Order.get_increment", false]], 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"lumibot.strategies.strategy.Strategy.get_orders", false]], "get_parameters() (in module lumibot.strategies.strategy.strategy)": [[50, "lumibot.strategies.strategy.Strategy.get_parameters", false], [56, "lumibot.strategies.strategy.Strategy.get_parameters", false], [104, "lumibot.strategies.strategy.Strategy.get_parameters", false], [115, "lumibot.strategies.strategy.Strategy.get_parameters", false]], "get_portfolio_value() (in module lumibot.strategies.strategy.strategy)": [[51, "lumibot.strategies.strategy.Strategy.get_portfolio_value", false], [57, "lumibot.strategies.strategy.Strategy.get_portfolio_value", false]], "get_position() (in module lumibot.strategies.strategy.strategy)": [[52, "lumibot.strategies.strategy.Strategy.get_position", false], [58, "lumibot.strategies.strategy.Strategy.get_position", false]], "get_positions() (in module lumibot.strategies.strategy.strategy)": [[53, "lumibot.strategies.strategy.Strategy.get_positions", false], [59, "lumibot.strategies.strategy.Strategy.get_positions", false]], "get_quote() (entities.data.data method)": [[21, "entities.data.Data.get_quote", false]], "get_quote() (in module lumibot.strategies.strategy.strategy)": [[77, "lumibot.strategies.strategy.Strategy.get_quote", false]], "get_realtime_bars() (in module lumibot.strategies.strategy.strategy)": [[78, "lumibot.strategies.strategy.Strategy.get_realtime_bars", false]], "get_round_day() (in module lumibot.strategies.strategy.strategy)": [[87, "lumibot.strategies.strategy.Strategy.get_round_day", false], [96, "lumibot.strategies.strategy.Strategy.get_round_day", false]], "get_round_day() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_round_day", false]], "get_round_minute() (in module lumibot.strategies.strategy.strategy)": [[88, "lumibot.strategies.strategy.Strategy.get_round_minute", false], [97, "lumibot.strategies.strategy.Strategy.get_round_minute", false]], 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"lumibot.data_sources.data_source.DataSource.get_strikes", false]], "get_strikes() (lumibot.data_sources.yahoo_data.yahoodata method)": [[44, "lumibot.data_sources.yahoo_data.YahooData.get_strikes", false]], "get_time_to_close() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.get_time_to_close", false]], "get_time_to_close() (lumibot.brokers.alpaca.alpaca method)": [[12, "id0", false], [12, "lumibot.brokers.alpaca.Alpaca.get_time_to_close", false]], "get_time_to_open() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.get_time_to_open", false]], "get_time_to_open() (lumibot.brokers.alpaca.alpaca method)": [[12, "id1", false], [12, "lumibot.brokers.alpaca.Alpaca.get_time_to_open", false]], "get_timestamp() (in module lumibot.strategies.strategy.strategy)": [[89, "lumibot.strategies.strategy.Strategy.get_timestamp", false], [98, "lumibot.strategies.strategy.Strategy.get_timestamp", false]], "get_timestamp() (lumibot.brokers.alpaca.alpaca method)": [[12, "id2", false], [12, "lumibot.brokers.alpaca.Alpaca.get_timestamp", false]], "get_timestamp() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_timestamp", false]], "get_timestep() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_timestep", false]], "get_total_dividends() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_dividends", false]], "get_total_return() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return", false]], "get_total_return_pct() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return_pct", false]], "get_total_return_pct_change() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_return_pct_change", false]], "get_total_stock_splits() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_stock_splits", false]], "get_total_volume() (entities.bars.bars method)": [[20, "entities.bars.Bars.get_total_volume", false], [20, "id4", false]], "get_trading_days_pandas() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_trading_days_pandas", false]], "get_yesterday_dividend() (in module lumibot.strategies.strategy.strategy)": [[79, "lumibot.strategies.strategy.Strategy.get_yesterday_dividend", false]], "get_yesterday_dividend() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_yesterday_dividend", false]], "get_yesterday_dividend() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_yesterday_dividend", false]], "get_yesterday_dividends() (in module lumibot.strategies.strategy.strategy)": [[80, "lumibot.strategies.strategy.Strategy.get_yesterday_dividends", false]], "get_yesterday_dividends() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.get_yesterday_dividends", false]], "get_yesterday_dividends() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.get_yesterday_dividends", false]], "hold (entities.position.position attribute)": [[23, "entities.position.Position.hold", false]], "hold (entities.position.position property)": [[23, "id1", false]], "index (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.INDEX", false]], "initial_budget (lumibot.strategies.strategy.strategy property)": [[169, "lumibot.strategies.strategy.Strategy.initial_budget", false], [184, "lumibot.strategies.strategy.Strategy.initial_budget", false]], "initialize() (in module lumibot.strategies.strategy.strategy)": [[32, "lumibot.strategies.strategy.Strategy.initialize", false]], "is_active() (entities.order.order method)": [[22, "entities.order.Order.is_active", false]], "is_backtest_broker (lumibot.traders.trader.trader property)": [[46, "lumibot.traders.trader.Trader.is_backtest_broker", false]], "is_backtesting (lumibot.strategies.strategy.strategy property)": [[170, "lumibot.strategies.strategy.Strategy.is_backtesting", false], [185, "lumibot.strategies.strategy.Strategy.is_backtesting", false]], "is_backtesting_broker (lumibot.backtesting.backtesting_broker.backtestingbroker attribute)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.IS_BACKTESTING_BROKER", false]], "is_backtesting_data_source (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.IS_BACKTESTING_DATA_SOURCE", false]], "is_backtesting_data_source (lumibot.data_sources.data_source_backtesting.datasourcebacktesting attribute)": [[43, "lumibot.data_sources.data_source_backtesting.DataSourceBacktesting.IS_BACKTESTING_DATA_SOURCE", false]], "is_buy_order() (entities.order.order method)": [[22, "entities.order.Order.is_buy_order", false]], "is_canceled() (entities.order.order method)": [[22, "entities.order.Order.is_canceled", false]], "is_filled() (entities.order.order method)": [[22, "entities.order.Order.is_filled", false]], "is_market_open() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.is_market_open", false]], "is_market_open() (lumibot.brokers.alpaca.alpaca method)": [[12, "id3", false], [12, "lumibot.brokers.alpaca.Alpaca.is_market_open", false]], "is_option() (entities.order.order method)": [[22, "entities.order.Order.is_option", false]], "is_parent() (entities.order.order method)": [[22, "entities.order.Order.is_parent", false]], "is_sell_order() (entities.order.order method)": [[22, "entities.order.Order.is_sell_order", false]], "is_valid() (entities.asset.asset method)": [[19, "entities.asset.Asset.is_valid", false]], "iter_index 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(lumibot.data_sources.data_source.datasource class method)": [[44, "lumibot.data_sources.data_source.DataSource.localize_datetime", false]], "log_message() (in module lumibot.strategies.strategy.strategy)": [[105, "lumibot.strategies.strategy.Strategy.log_message", false], [116, "lumibot.strategies.strategy.Strategy.log_message", false]], "lumibot.backtesting.backtesting_broker": [[43, "module-lumibot.backtesting.backtesting_broker", false]], "lumibot.brokers.alpaca": [[12, "module-lumibot.brokers.alpaca", false]], "lumibot.data_sources": [[44, "module-lumibot.data_sources", false]], "lumibot.data_sources.data_source": [[44, "module-lumibot.data_sources.data_source", false]], "lumibot.data_sources.data_source_backtesting": [[43, "module-lumibot.data_sources.data_source_backtesting", false]], "lumibot.data_sources.pandas_data": [[44, "module-lumibot.data_sources.pandas_data", false]], "lumibot.data_sources.yahoo_data": [[44, "module-lumibot.data_sources.yahoo_data", false]], "lumibot.strategies.strategy.strategy": [[45, "module-lumibot.strategies.strategy.Strategy", false]], "lumibot.traders.trader": [[46, "module-lumibot.traders.trader", false]], "map_asset_type() (lumibot.brokers.alpaca.alpaca method)": [[12, "lumibot.brokers.alpaca.Alpaca.map_asset_type", false]], "market (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.MARKET", false]], "min_timestep (entities.data.data attribute)": [[21, "entities.data.Data.MIN_TIMESTEP", false]], "min_timestep (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.MIN_TIMESTEP", false]], "min_timestep (lumibot.data_sources.yahoo_data.yahoodata attribute)": [[44, "lumibot.data_sources.yahoo_data.YahooData.MIN_TIMESTEP", false]], "minutes_before_closing (lumibot.strategies.strategy.strategy property)": [[172, "lumibot.strategies.strategy.Strategy.minutes_before_closing", false], [187, "lumibot.strategies.strategy.Strategy.minutes_before_closing", false]], "minutes_before_opening (lumibot.strategies.strategy.strategy property)": [[173, "lumibot.strategies.strategy.Strategy.minutes_before_opening", false], [188, "lumibot.strategies.strategy.Strategy.minutes_before_opening", false]], "module": [[12, "module-lumibot.brokers.alpaca", false], [19, "module-entities.asset", false], [20, "module-entities.bars", false], [21, "module-entities.data", false], [22, "module-entities.order", false], [23, "module-entities.position", false], [24, "module-entities.trading_fee", false], [43, "module-lumibot.backtesting.backtesting_broker", false], [43, "module-lumibot.data_sources.data_source_backtesting", false], [44, "module-lumibot.data_sources", false], [44, "module-lumibot.data_sources.data_source", false], [44, "module-lumibot.data_sources.pandas_data", false], [44, "module-lumibot.data_sources.yahoo_data", false], [45, "module-lumibot.strategies.strategy.Strategy", false], [46, "module-lumibot.traders.trader", false]], "multileg (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.MULTILEG", false]], "multiplier (entities.asset.asset attribute)": [[19, "entities.asset.Asset.multiplier", false], [19, "id3", false]], "name (lumibot.strategies.strategy.strategy property)": [[174, "lumibot.strategies.strategy.Strategy.name", false], [189, "lumibot.strategies.strategy.Strategy.name", false]], "new (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.NEW", false]], "nobardatafound": [[20, "entities.bars.NoBarDataFound", false]], "oco (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.OCO", false]], "oco (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.OCO", false]], "on_abrupt_closing() (in module lumibot.strategies.strategy.strategy)": [[33, "lumibot.strategies.strategy.Strategy.on_abrupt_closing", false]], "on_bot_crash() (in module lumibot.strategies.strategy.strategy)": [[34, "lumibot.strategies.strategy.Strategy.on_bot_crash", false]], "on_canceled_order() (in module lumibot.strategies.strategy.strategy)": [[35, "lumibot.strategies.strategy.Strategy.on_canceled_order", false]], "on_filled_order() (in module lumibot.strategies.strategy.strategy)": [[36, "lumibot.strategies.strategy.Strategy.on_filled_order", false]], "on_new_order() (in module lumibot.strategies.strategy.strategy)": [[37, "lumibot.strategies.strategy.Strategy.on_new_order", false]], "on_parameters_updated() (in module lumibot.strategies.strategy.strategy)": [[38, "lumibot.strategies.strategy.Strategy.on_parameters_updated", false]], "on_partially_filled_order() (in module lumibot.strategies.strategy.strategy)": [[39, "lumibot.strategies.strategy.Strategy.on_partially_filled_order", false]], "on_trading_iteration() (in module lumibot.strategies.strategy.strategy)": [[40, "lumibot.strategies.strategy.Strategy.on_trading_iteration", false]], "open (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.OPEN", false]], "option (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.OPTION", false]], "options_expiry_to_datetime_date() (in module lumibot.strategies.strategy.strategy)": [[132, "lumibot.strategies.strategy.Strategy.options_expiry_to_datetime_date", false], [141, "lumibot.strategies.strategy.Strategy.options_expiry_to_datetime_date", false]], "order (class in entities.order)": [[22, "entities.order.Order", false]], "order.orderclass (class in entities.order)": [[22, "entities.order.Order.OrderClass", false]], "order.orderside (class in entities.order)": [[22, "entities.order.Order.OrderSide", false]], "order.orderstatus (class in entities.order)": [[22, "entities.order.Order.OrderStatus", false]], "order.ordertype (class in entities.order)": [[22, "entities.order.Order.OrderType", false]], "order.transaction (class in entities.order)": [[22, "entities.order.Order.Transaction", false]], "orderdata (class in lumibot.brokers.alpaca)": [[12, "lumibot.brokers.alpaca.OrderData", false]], "orders (entities.position.position attribute)": [[23, "entities.position.Position.orders", false]], "oto (entities.order.order.orderclass attribute)": [[22, "entities.order.Order.OrderClass.OTO", false]], "oto (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.OTO", false]], "pandasdata (class in lumibot.data_sources.pandas_data)": [[44, "lumibot.data_sources.pandas_data.PandasData", false]], "parse_bar_list() (entities.bars.bars class method)": [[20, "entities.bars.Bars.parse_bar_list", false]], "partially_filled (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.PARTIALLY_FILLED", false]], "portfolio_value (lumibot.strategies.strategy.strategy property)": [[175, "lumibot.strategies.strategy.Strategy.portfolio_value", false], [190, "lumibot.strategies.strategy.Strategy.portfolio_value", false]], "position (class in entities.position)": [[23, "entities.position.Position", false]], "precision (entities.asset.asset attribute)": [[19, "entities.asset.Asset.precision", false], [19, "id4", false]], "price (entities.order.order.transaction attribute)": [[22, "entities.order.Order.Transaction.price", false]], "process_expired_option_contracts() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.process_expired_option_contracts", false]], "process_pending_orders() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.process_pending_orders", false]], "put (entities.asset.asset.optionright attribute)": [[19, "entities.asset.Asset.OptionRight.PUT", false]], "pytz (lumibot.strategies.strategy.strategy property)": [[176, "lumibot.strategies.strategy.Strategy.pytz", false], [181, "lumibot.strategies.strategy.Strategy.pytz", false], [191, "lumibot.strategies.strategy.Strategy.pytz", false]], "quantity (entities.order.order property)": [[22, "entities.order.Order.quantity", false]], "quantity (entities.order.order.transaction attribute)": [[22, "entities.order.Order.Transaction.quantity", false]], "quantity (entities.position.position attribute)": [[23, "entities.position.Position.quantity", false]], "quantity (entities.position.position property)": [[23, "id2", false]], "query_greeks() (lumibot.data_sources.data_source.datasource method)": [[44, "lumibot.data_sources.data_source.DataSource.query_greeks", false]], "quote_asset (lumibot.strategies.strategy.strategy property)": [[177, "lumibot.strategies.strategy.Strategy.quote_asset", false], [192, "lumibot.strategies.strategy.Strategy.quote_asset", false]], "repair_times_and_fill() (entities.data.data method)": [[21, "entities.data.Data.repair_times_and_fill", false], [21, "id5", false]], "right (entities.asset.asset attribute)": [[19, "entities.asset.Asset.right", false], [19, "id5", false]], "right_must_be_one_of() (entities.asset.asset method)": [[19, "entities.asset.Asset.right_must_be_one_of", false], [19, "id6", false]], "run_all() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.run_all", false]], "run_all_async() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.run_all_async", false]], "run_backtest() (in module lumibot.strategies.strategy.strategy)": [[1, "lumibot.strategies.strategy.Strategy.run_backtest", false]], "sell (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL", false]], "sell_all() (in module lumibot.strategies.strategy.strategy)": [[151, "lumibot.strategies.strategy.Strategy.sell_all", false], [162, "lumibot.strategies.strategy.Strategy.sell_all", false]], "sell_short (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_SHORT", false]], "sell_to_close (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_TO_CLOSE", false]], "sell_to_open (entities.order.order.orderside attribute)": [[22, "entities.order.Order.OrderSide.SELL_TO_OPEN", false]], "set_canceled() (entities.order.order method)": [[22, "entities.order.Order.set_canceled", false]], "set_date_format() (entities.data.data method)": [[21, "entities.data.Data.set_date_format", false], [21, "id6", false]], "set_dates() (entities.data.data method)": [[21, "entities.data.Data.set_dates", false], [21, "id7", false]], "set_error() (entities.order.order method)": [[22, "entities.order.Order.set_error", false]], "set_filled() (entities.order.order method)": [[22, "entities.order.Order.set_filled", false]], "set_identifier() (entities.order.order method)": [[22, "entities.order.Order.set_identifier", false]], "set_market() (in module lumibot.strategies.strategy.strategy)": [[106, "lumibot.strategies.strategy.Strategy.set_market", false], [117, "lumibot.strategies.strategy.Strategy.set_market", false]], "set_new() (entities.order.order method)": [[22, "entities.order.Order.set_new", false]], "set_parameters() (in module lumibot.strategies.strategy.strategy)": [[54, "lumibot.strategies.strategy.Strategy.set_parameters", false], [60, "lumibot.strategies.strategy.Strategy.set_parameters", false]], "set_partially_filled() (entities.order.order method)": [[22, "entities.order.Order.set_partially_filled", false]], "set_times() (entities.data.data method)": [[21, "entities.data.Data.set_times", false], [21, "id8", false]], "should_continue() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.should_continue", false]], "sleep() (in module lumibot.strategies.strategy.strategy)": [[107, "lumibot.strategies.strategy.Strategy.sleep", false], [118, "lumibot.strategies.strategy.Strategy.sleep", false]], "sleeptime (lumibot.strategies.strategy.strategy property)": [[178, "lumibot.strategies.strategy.Strategy.sleeptime", false], [193, "lumibot.strategies.strategy.Strategy.sleeptime", false]], "source (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.SOURCE", false]], "source (lumibot.data_sources.pandas_data.pandasdata attribute)": [[44, "lumibot.data_sources.pandas_data.PandasData.SOURCE", false]], "source (lumibot.data_sources.yahoo_data.yahoodata attribute)": [[44, "lumibot.data_sources.yahoo_data.YahooData.SOURCE", false]], "split() (entities.bars.bars method)": [[20, "entities.bars.Bars.split", false]], "start_realtime_bars() (in module lumibot.strategies.strategy.strategy)": [[81, "lumibot.strategies.strategy.Strategy.start_realtime_bars", false]], "status (entities.order.order property)": [[22, "entities.order.Order.status", false]], "stock (entities.asset.asset.assettype attribute)": [[19, "entities.asset.Asset.AssetType.STOCK", false]], "stop (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.STOP", false]], "stop_all() (lumibot.traders.trader.trader method)": [[46, "lumibot.traders.trader.Trader.stop_all", false]], "stop_limit (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.STOP_LIMIT", false]], "stop_order() (lumibot.backtesting.backtesting_broker.backtestingbroker method)": [[43, "lumibot.backtesting.backtesting_broker.BacktestingBroker.stop_order", false]], "strategy (entities.position.position attribute)": [[23, "entities.position.Position.strategy", false]], "strike (entities.asset.asset attribute)": [[19, "entities.asset.Asset.strike", false], [19, "id7", false]], "submit_order() (in module lumibot.strategies.strategy.strategy)": [[152, "lumibot.strategies.strategy.Strategy.submit_order", false], [163, "lumibot.strategies.strategy.Strategy.submit_order", false]], "submit_order() 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method)": [[19, "entities.asset.Asset.symbol2asset", false]], "timestep (entities.data.data attribute)": [[21, "entities.data.Data.timestep", false]], "timestep_mapping (entities.data.data attribute)": [[21, "entities.data.Data.TIMESTEP_MAPPING", false]], "timestep_mapping (lumibot.data_sources.data_source.datasource attribute)": [[44, "lumibot.data_sources.data_source.DataSource.TIMESTEP_MAPPING", false]], "timestep_mapping (lumibot.data_sources.pandas_data.pandasdata attribute)": [[44, "lumibot.data_sources.pandas_data.PandasData.TIMESTEP_MAPPING", false]], "timestep_mapping (lumibot.data_sources.yahoo_data.yahoodata attribute)": [[44, "lumibot.data_sources.yahoo_data.YahooData.TIMESTEP_MAPPING", false]], "timezone (lumibot.strategies.strategy.strategy property)": [[179, "lumibot.strategies.strategy.Strategy.timezone", false], [194, "lumibot.strategies.strategy.Strategy.timezone", false]], "to_datalines() (entities.data.data method)": [[21, "entities.data.Data.to_datalines", false], [21, "id9", false]], "to_default_timezone() (in module lumibot.strategies.strategy.strategy)": [[91, "lumibot.strategies.strategy.Strategy.to_default_timezone", false], [100, "lumibot.strategies.strategy.Strategy.to_default_timezone", false]], "to_default_timezone() (lumibot.data_sources.data_source.datasource class method)": [[44, "lumibot.data_sources.data_source.DataSource.to_default_timezone", false]], "to_dict() (entities.asset.asset method)": [[19, "entities.asset.Asset.to_dict", false]], "to_dict() (entities.order.order method)": [[22, "entities.order.Order.to_dict", false]], "to_dict() (entities.position.position method)": [[23, "entities.position.Position.to_dict", false]], "to_position() (entities.order.order method)": [[22, "entities.order.Order.to_position", false]], "to_request_fields() (lumibot.brokers.alpaca.orderdata method)": [[12, "lumibot.brokers.alpaca.OrderData.to_request_fields", false]], "trace_stats() (in module lumibot.strategies.strategy.strategy)": [[42, "lumibot.strategies.strategy.Strategy.trace_stats", false]], "trader (class in lumibot.traders.trader)": [[46, "lumibot.traders.trader.Trader", false]], "trading_hours_end (entities.data.data attribute)": [[21, "entities.data.Data.trading_hours_end", false]], "trading_hours_start (entities.data.data attribute)": [[21, "entities.data.Data.trading_hours_start", false]], "tradingfee (class in entities.trading_fee)": [[24, "entities.trading_fee.TradingFee", false]], "trail (entities.order.order.ordertype attribute)": [[22, "entities.order.Order.OrderType.TRAIL", false]], "trim_data() (entities.data.data method)": [[21, "entities.data.Data.trim_data", false], [21, "id10", false]], "underlying_asset (entities.asset.asset attribute)": [[19, "entities.asset.Asset.underlying_asset", false]], "unprocessed (entities.order.order.orderstatus attribute)": [[22, "entities.order.Order.OrderStatus.UNPROCESSED", false]], "unspent_money (lumibot.strategies.strategy.strategy property)": [[180, "lumibot.strategies.strategy.Strategy.unspent_money", false], [195, "lumibot.strategies.strategy.Strategy.unspent_money", false]], "update_date_index() (lumibot.data_sources.pandas_data.pandasdata method)": [[44, "lumibot.data_sources.pandas_data.PandasData.update_date_index", false]], "update_parameters() (in module lumibot.strategies.strategy.strategy)": [[108, "lumibot.strategies.strategy.Strategy.update_parameters", false], [119, "lumibot.strategies.strategy.Strategy.update_parameters", false]], "update_raw() (entities.order.order method)": [[22, "entities.order.Order.update_raw", false]], "update_trail_stop_price() (entities.order.order method)": [[22, "entities.order.Order.update_trail_stop_price", false]], "value_type() (entities.position.position method)": [[23, "entities.position.Position.value_type", false]], "wait_for_order_execution() (in module lumibot.strategies.strategy.strategy)": [[109, "lumibot.strategies.strategy.Strategy.wait_for_order_execution", false], [120, "lumibot.strategies.strategy.Strategy.wait_for_order_execution", false]], "wait_for_order_registration() (in module lumibot.strategies.strategy.strategy)": [[110, "lumibot.strategies.strategy.Strategy.wait_for_order_registration", false], [121, "lumibot.strategies.strategy.Strategy.wait_for_order_registration", false]], "wait_for_orders_execution() (in module lumibot.strategies.strategy.strategy)": [[111, "lumibot.strategies.strategy.Strategy.wait_for_orders_execution", false], [122, "lumibot.strategies.strategy.Strategy.wait_for_orders_execution", false]], "wait_for_orders_registration() (in module lumibot.strategies.strategy.strategy)": [[112, "lumibot.strategies.strategy.Strategy.wait_for_orders_registration", false], [123, "lumibot.strategies.strategy.Strategy.wait_for_orders_registration", false]], "wait_to_be_closed() (entities.order.order method)": [[22, "entities.order.Order.wait_to_be_closed", false]], "wait_to_be_registered() (entities.order.order method)": [[22, 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141, 144, 146, 147, 148, 152, 155, 157, 158, 159, 163, 165, 178, 193, 196], "analy": 26, "analysi": [2, 4, 13, 46], "analyt": 26, "analyz": 26, "ani": [0, 1, 2, 5, 6, 7, 8, 10, 13, 14, 15, 17, 21, 22, 25, 41, 43, 62, 66, 72, 73, 105, 116, 145, 156, 165], "annual": [7, 25, 26], "anoth": [], "another_var": [], "anyth": 10, "anytim": 19, "anywai": [], "api": [1, 2, 6, 8, 10, 12, 13, 14, 15, 16, 17, 20, 26, 44, 128, 136], "api_kei": [1, 12, 25, 26, 43, 44], "api_secret": [12, 25, 26], "apikei": 13, "app": 14, "appl": 23, "appli": [1, 17, 44], "applic": [17, 106, 117], "approach": 14, "appropri": [14, 20], "approv": 14, "ar": [0, 1, 2, 3, 5, 7, 8, 10, 11, 12, 13, 14, 15, 17, 18, 19, 20, 21, 22, 23, 25, 26, 38, 41, 44, 45, 47, 48, 53, 59, 61, 62, 63, 66, 67, 70, 73, 78, 81, 82, 101, 106, 117, 124, 125, 126, 128, 133, 134, 136, 142, 143, 146, 147, 149, 151, 153, 154, 157, 158, 160, 162, 164, 165, 167, 182, 196], "arg": [1, 21, 44], "argument": [8, 128, 136], "around": [14, 17, 18], "arrai": [17, 21], "arriv": 81, "arrow": [63, 67], "articl": [], "aset": [146, 152, 153, 157, 163, 164], "asex": [32, 106, 117], "ask": [14, 44, 77], "aspect": 2, "asset": [1, 2, 5, 9, 12, 13, 17, 18, 20, 21, 22, 23, 26, 33, 34, 35, 36, 37, 39, 40, 43, 44, 49, 51, 52, 53, 55, 57, 58, 59, 62, 66, 71, 72, 73, 74, 75, 77, 78, 79, 80, 81, 125, 126, 127, 128, 129, 131, 133, 134, 135, 136, 137, 140, 146, 147, 152, 153, 157, 158, 163, 164, 167, 177, 182, 192], "asset_bar": 30, "asset_bas": [72, 73, 152, 163], "asset_btc": [153, 164], "asset_eth": [153, 164], "asset_pric": [44, 128, 136], "asset_quot": [72, 73, 152, 153, 163, 164], "asset_symbol": 32, "asset_to_get": 13, "asset_typ": [1, 5, 13, 19, 20, 44, 72, 73, 74, 146, 147, 152, 153, 157, 158, 163, 164], "asset_type_map": 12, "asset_type_must_be_one_of": 19, "assetsmap": 19, "assettyp": [5, 13, 19, 146, 152, 153, 157, 163, 164], "assign": 196, "assist": 17, "associ": 14, "assset": [52, 58], "asterisk": [63, 67], "asx": [32, 106, 117], "async": 46, "async_": 46, "asynchron": 46, "attach": 21, "attain": [7, 146, 157], "attempt": [14, 175, 190], "attribut": [19, 196], "attributeerror": [], "authent": [11, 26], "author": 14, "auto_adjust": [1, 44], "autom": [14, 17], "automat": [1, 6, 8, 22, 146, 147, 157, 158, 196], "avail": [2, 9, 10, 17, 20, 21, 23, 26, 47, 72, 73, 106, 117, 128, 136, 153, 164, 167, 182], "averag": [2, 7, 22, 23], "avg_fill_pric": [22, 23], "avoid": 14, "await": [103, 114, 143, 154], "await_market_to_clos": [26, 47], "await_market_to_open": [26, 47], "awar": [5, 20], "back": [14, 196], "background": 17, "backtest": [4, 5, 7, 10, 17, 21, 22, 24, 32, 44, 46, 63, 67, 72, 73, 74, 75, 82, 83, 85, 86, 87, 88, 89, 92, 94, 95, 96, 97, 98, 106, 117, 170, 185], "backtesting_brok": 43, "backtesting_end": [1, 2, 5, 6, 8, 10, 25, 26, 32], "backtesting_start": [1, 2, 5, 6, 8, 10, 25, 26, 32, 43], "backtestingbrok": [5, 6, 8, 10, 43], "backtets": 77, "backup": 26, "backup_table_nam": 196, "backup_variables_to_db": [], "backward": [72, 73], "balanc": 22, "band": [7, 62, 66], "bar": [13, 18, 21, 26, 43, 44, 63, 67, 71, 72, 73, 74, 75, 78, 81, 83, 85, 86, 87, 88, 89, 92, 94, 95, 96, 97, 98, 128, 136], "bar_list": 20, "bars_agg": 20, "bars_list": 30, "base": [2, 7, 12, 13, 19, 20, 21, 22, 23, 24, 26, 40, 43, 44, 46, 72, 73, 74, 146, 157], "base_asset": [19, 152, 153, 163, 164], "bat": [32, 106, 117], "bband": 7, "becaus": [3, 5, 6, 8, 10, 17, 43], "becuas": 44, "been": [5, 10, 15, 22, 23, 35, 36, 37, 39, 43, 74, 78], "befor": [1, 2, 5, 7, 10, 13, 14, 15, 17, 20, 22, 25, 26, 29, 30, 31, 32, 40, 41, 42, 44, 72, 73, 102, 103, 113, 114, 151, 162, 172, 173, 187, 188, 196], "before_market_clos": [26, 27], "before_market_open": [26, 27, 173, 188], "before_starting_trad": [26, 27, 30], "begin": [2, 43], "beginn": 25, "behav": 17, "behavior": [0, 2], "behind": 19, "being": [26, 35, 36, 37, 38, 39, 44, 46, 72, 126, 134, 146, 157, 168, 183], "belong": 22, "below": [14, 45, 47, 48, 61, 70, 74, 82, 101, 124, 142], "benchmark": [1, 2, 7], "benchmark_asset": [1, 2, 6, 8, 25], "benefit": 26, "best": [14, 17], "better": [7, 22, 146, 157], "between": [1, 2, 13, 20, 21, 26, 32, 72, 178, 193], "bid": [44, 77], "binanc": [13, 26], "bit": [6, 8], "bitcoin": 20, "black": [62, 63, 66, 67], "blacklist": 31, "blob": [15, 25, 26], "block": 14, "blue": [62, 63, 66, 67], "blueprint": 17, "bmf": [32, 106, 117], "boilerpl": [], "bolling": [7, 62, 66], "bool": [1, 22, 43, 44, 46, 72, 73, 74, 105, 116, 128, 136, 153, 164, 168, 170, 183, 185], "boolean": [12, 151, 153, 162, 164], "bot": [15, 17, 25, 32, 34, 45, 196], "both": [8, 14, 22, 25, 30, 146, 157], "bottom": 17, "bought": [36, 146, 157], "bowti": [63, 67], "box": 26, "bracket": [22, 146, 157], "broadcast": [105, 116], "broker": [1, 5, 12, 16, 19, 20, 22, 23, 24, 25, 26, 32, 35, 36, 37, 39, 44, 45, 72, 73, 74, 77, 81, 109, 110, 111, 112, 120, 121, 122, 123, 128, 136, 146, 152, 153, 157, 163, 164, 167, 182], "brokerag": [14, 17], "brown": [62, 63, 66, 67], "browser": [17, 25, 46], "bse": [32, 106, 117], "btc": [13, 19, 20, 72, 73, 74, 146, 152, 153, 157, 163, 164], "budget": [1, 5, 10, 17, 25, 32, 169, 184], "bug": 26, "bui": [1, 2, 5, 6, 7, 8, 9, 10, 12, 13, 16, 19, 22, 25, 26, 36, 40, 45, 49, 55, 105, 109, 110, 111, 112, 116, 120, 121, 122, 123, 144, 145, 146, 152, 153, 155, 156, 157, 163, 164, 167, 182], "build": [26, 27, 45], "built": [2, 5, 26], "bundl": 14, "busi": [29, 30], "butterfli": 17, "button": [14, 17], "buy_to_clos": 22, "buy_to_cov": 22, "buy_to_open": 22, "buy_trading_fe": [1, 25], "bvmf": [32, 106, 117], "byte": 17, "c": 14, "cach": [6, 8], "calcul": [13, 20, 22, 43, 44, 128, 136], "calculate_greek": 44, "calculate_trade_cost": 43, "calendar": [32, 76, 130, 138], "call": [1, 5, 6, 8, 19, 20, 22, 28, 32, 34, 35, 36, 38, 39, 40, 41, 42, 44, 72, 74, 75, 125, 126, 128, 133, 134, 136, 152, 163], "campu": [], "can": [2, 5, 6, 8, 10, 11, 13, 14, 15, 16, 17, 19, 20, 21, 22, 23, 25, 26, 29, 32, 41, 44, 45, 48, 49, 55, 61, 62, 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32], "chart": [26, 47, 62, 63, 64, 65, 66, 67, 68, 69], "check": [13, 17, 22, 26, 40, 43, 47, 72, 148, 149, 159, 160, 168, 170, 183, 185], "check_data": 21, "chf": [146, 157], "child": [22, 43], "child_ord": 22, "choic": [6, 8, 14, 17], "choos": [0, 15, 26], "chosen": [13, 16, 17], "chunk_siz": [12, 44, 73], "circl": [63, 67], "class": [1, 2, 5, 6, 8, 10, 12, 13, 16, 17, 19, 20, 21, 22, 23, 24, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 165, 196], "classmethod": [19, 20, 22, 23, 44], "clean_trading_tim": 44, "click": [14, 17], "client": [14, 15, 17], "client_id": 15, "close": [1, 5, 12, 13, 20, 21, 22, 28, 29, 32, 33, 40, 43, 51, 57, 72, 74, 75, 78, 81, 102, 103, 113, 114, 151, 162, 172, 187], "cme": [32, 74, 106, 117], "cme_agricultur": [32, 106, 117], "cme_bond": [32, 106, 117], "cme_equ": [32, 106, 117], "cme_interestr": [32, 106, 117], "cme_rat": [32, 106, 117], "code": [2, 5, 6, 7, 8, 13, 14, 17, 25, 26, 28, 29, 30, 33, 34, 35, 36, 37, 38, 39, 62, 66, 102, 103, 113, 114, 165], "coin": [20, 146, 157], "coinbas": [13, 26], "coinbase_api_kei": 17, "coinbase_api_secret": 17, "coinbase_config": 13, "coinbase_is_sandbox": 17, "coinbasepro": 13, "coinbasepro_config": 13, "collect": [4, 5], "color": [13, 62, 63, 66, 67, 105, 116], "column": [5, 20, 21, 44, 78, 196], "com": [2, 7, 15, 16, 17, 25, 26], "combin": 22, "comex_agricultur": [32, 106, 117], "comfort": 25, "command": [2, 25, 26], "comment": 74, "commiss": 17, "commit": 17, "common": [13, 14], "commun": [25, 26], "compar": [1, 7, 14, 17], "comparison": 2, "compat": 17, "competit": 17, "complet": [13, 14, 15, 17, 22, 26, 74, 75], "complex": [14, 25], "complic": 26, "compon": [27, 41, 196], "compound": [146, 157], "comprehens": [4, 25], "comput": [6, 8, 17, 25, 26], "conclus": [0, 26], "concurr": [], "condit": [2, 22, 40], "condor": [7, 17], "confid": 2, "config": [1, 12, 13, 16, 17, 25, 43], "configur": [2, 11, 15, 26], "confirm": [14, 17], "conflict": [14, 196], "confus": 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\ No newline at end of file
diff --git a/docsrc/brokers.interactive_brokers.rst b/docsrc/brokers.interactive_brokers.rst
index 2e098410f..b13605583 100644
--- a/docsrc/brokers.interactive_brokers.rst
+++ b/docsrc/brokers.interactive_brokers.rst
@@ -1,14 +1,14 @@
 Interactive Brokers
 ===================
 
-Interactive Brokers is a brokerage firm that operates in most countries around the world. This makes it a great choice for investing and trading if you don't have access to our other supported platforms.
+Interactive Brokers is a brokerage firm that operates in most countries around the world. It's a great choice for investing and trading, especially if you don't have access to other supported platforms.
 
-**Note:** If you do have access to other supported brokers, compare their fee structures to see which one is the best deal for you.
+**Note:** If you have access to other supported brokers, compare their fee structures to see which one offers the best deal for you.
 
 Market Data Subscriptions
 -------------------------
 
-To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various market data subscriptions depending on the exchanges and types of data you need. Here are some common subscriptions:
+To access real-time market data, you need to subscribe to the appropriate market data packages. Interactive Brokers offers various subscriptions depending on the exchanges and types of data you need. Here are some common options:
 
 - **US Securities Snapshot and Futures Value Bundle**
 - **US Equity and Options Add-On Streaming Bundle**
@@ -18,83 +18,87 @@ To access real-time market data, you need to subscribe to the appropriate market
 
 .. note::
 
-  Different strategies may require different market data subscriptions. For our top options-related strategies, the OPRA (US Options Exchanges) should suffice.
+  Different strategies may require different market data subscriptions. For top options-related strategies, the **OPRA (US Options Exchanges)** subscription should suffice.
 
 **To subscribe to market data:**
 
+.. important::
+  Market data subscriptions are login-specific. Ensure you're logged in with the same credentials you plan to use with Lumibot before proceeding.
+
 1. Log in to the `IBKR Client Portal `_.
 2. Navigate to the **Settings** menu.
 
-.. image:: images/ib-main.png
-  :alt: IB Main Menu
-  :align: center
-  :class: with-border
+  .. image:: images/ib-main.png
+    :alt: IB Main Menu
+    :align: center
 
 3. Under **Account Settings**, find the **Market Data Subscriptions** section.
 
-.. image:: images/ib-settings.png
-  :alt: IB Settings
-  :align: center
-  :class: with-border
+  .. image:: images/ib-settings.png
+    :alt: IB Settings
+    :align: center
 
 4. Click **Configure** and select the desired market data packages.
 
-.. image:: images/ib-market-data-subscriptions.png
-  :alt: IB Market Data Subscriptions
-  :align: center
-  :class: with-border
+  .. image:: images/ib-market-data-subscriptions.png
+    :alt: IB Market Data Subscriptions
+    :align: center
 
-5. Find your desired subscription
+5. Find your desired subscription.
 6. Follow the prompts to complete the subscription process.
 
-**Note:** Market data subscriptions may incur additional fees. Be sure to review the costs associated with each package before subscribing.
+**Note:** Market data subscriptions may incur additional fees. Review the costs associated with each package before subscribing.
 
-Using a Paper Trading Account
------------------------------
+Two-Factor Authentication (2FA)
+-------------------------------
 
-When using a paper trading account, you should log in with your paper trading username and password. This allows you to practice trading without risking real money.
+Interactive Brokers requires two-factor authentication (2FA) for account security. When using Lumibot, you'll receive 2FA notifications through the IB Key mobile app, which require manual approval. This can interrupt automated trading operations.
 
-**Steps to get your paper trading username and password:**
+**Important:** Automated handling of 2FA is not currently supported in Lumibot.
 
-1. **Log in** to the **IBKR Client Portal** using your primary (live) account credentials.
-2. Navigate to the **Settings** menu in the upper right corner.
-3. Under **Account Settings**, find the **Paper Trading Account** section.
-4. Click on **Configure** or **Request Paper Trading Account**.
-5. Follow the prompts to set up your paper trading account.
-  - You may need to agree to terms and conditions.
-6. Once the setup is complete, you'll receive a separate **username** and **password** for your paper trading account.
-7. Use these credentials when logging into the paper trading environment and configuring your API connection.
+**Possible Solution: Create a Secondary Username**
 
-**Note:** The paper trading account is separate from your live account. Ensure you're using the correct credentials for each environment to avoid any login conflicts.
+To enable fully automated trading, you can create a secondary username for your account that doesn't require 2FA. This approach is secure and convenient:
+
+- The primary account maintains full 2FA security for website access.
+- The secondary account, used only for API connections, can operate without 2FA.
+- Both accounts have separate access controls you can configure.
 
-Automating Two-Factor Authentication
-------------------------------------
+.. note::
 
-Currently, automating two-factor authentication (2FA) is not supported. Lumibot will send you 2FA notifications through IBKey, and you will need to respond to them manually.
+  When using a secondary account without 2FA:
 
-Using a Secondary Account
--------------------------
+  - You'll need separate market data subscriptions for each user.
+  - If trading with both primary and secondary users, you'll pay for market data twice.
+  - Enhance security by:
+    - Setting a complex password.
+    - Restricting IP addresses for TWS/IBGateway access.
+    - Limiting the account's permissions to only what's needed.
+    - Keeping API connection details secure.
+
+See the **Using a Secondary Username** section below for detailed setup instructions.
+
+Using a Secondary Username
+--------------------------
 
-Interactive Brokers only allows a single login at a time for any given set of credentials. This means you can't use the IBKR website while the API connection is running. If you try, it will disconnect the API connection, causing a re-authentication loop.
+Interactive Brokers allows only one login at a time for any given set of credentials. Attempting to use the IBKR website while the API connection is running will disconnect the API connection, causing a re-authentication loop.
 
-An easy solution is to stop the API connection before using the website, but that can be tedious. A more convenient solution is to create a **secondary username** for your account and use that for the API connection.
+An easy solution is to stop the API connection before using the website, but this can be tedious. A more convenient solution is to create a **secondary username** for your account and use that for the API connection.
 
 **Steps to create a secondary username:**
 
-1. **Log in** to the **IBKR Client Portal** with your primary username.
+1. Log in to the **IBKR Client Portal** with your primary username.
 2. Click on the **Settings** menu in the upper right corner.
-3. Scroll to the bottom-left of the page and find the **Users & Access Rights** link.
-  - You may need to scroll down to see it.
+3. Scroll down and find the **Users & Access Rights** link.
 4. Click the **plus sign (+)** button in the **Users** header to add a new user.
 5. Fill out the username and password fields for the new user.
 6. Click through the settings pages, adjusting notifications and permissions as needed.
-  - Feel free to disable unnecessary notifications to avoid duplicate emails.
 7. At the end of the process, you'll receive an email with a **confirmation code**.
 
 **Activating your secondary username:**
 
 1. Log out and log back in using the **new secondary username and password**.
-2. Enter the **confirmation code** you received via email.
+2. Enter the **confirmation code** received via email.
   - **Note:** The code expires quickly, so act promptly.
 3. You may be prompted to **change the password** for the secondary user.
 
@@ -107,7 +111,24 @@ An easy solution is to stop the API connection before using the website, but tha
   - You'll see an EULA and a signature block.
   - Type your **name** (not the new user's name) and click **Submit**.
 
-After completing these steps, your secondary credentials will be ready to use with the API connection. In the future, use your **primary credentials** on the website and the **secondary credentials** for the API connection.
+After completing these steps, your secondary credentials will be ready to use with the API connection. Use your **primary credentials** on the website and the **secondary credentials** for the API connection.
+
+Using a Paper Trading Account
+-----------------------------
+
+When using a paper trading account, log in with your paper trading username and password. This allows you to practice trading without risking real money.
+
+**Steps to get your paper trading username and password:**
+
+1. Log in to the **IBKR Client Portal** using your primary (live) account credentials.
+2. Navigate to the **Settings** menu in the upper right corner.
+3. Under **Account Settings**, find the **Paper Trading Account** section.
+4. Click on **Configure** or **Request Paper Trading Account**.
+5. Follow the prompts to set up your paper trading account.
+6. Once the setup is complete, you'll receive a separate **username** and **password** for your paper trading account.
+7. Use these credentials when logging into the paper trading environment and configuring your API connection.
+
+**Note:** The paper trading account is separate from your live account. Ensure you're using the correct credentials for each environment to avoid any login conflicts.
 
 Strategy Setup
 --------------
@@ -121,16 +142,16 @@ Add these variables to a `.env` file in the same directory as your strategy:
   * - **Secret**
     - **Description**
     - **Example**
-  * - IB_USERNAME
+  * - `IB_USERNAME`
     - Your Interactive Brokers username.
     - `user123`
-  * - IB_PASSWORD
+  * - `IB_PASSWORD`
     - Your Interactive Brokers password.
     - `password123`
-  * - ACCOUNT_ID
+  * - `ACCOUNT_ID`
     - (Optional) An Interactive Brokers subaccount to trade on.
     - `U17369206`
-  * - IB_API_URL
+  * - `IB_API_URL`
     - (Optional) The URL of your self-hosted Interactive Brokers REST API.
     - `https://localhost:8000`
 
@@ -139,12 +160,10 @@ Example Strategy
 
 .. code-block:: python
 
-   from lumibot.traders import Trader
-   # We will get your credentials from the .env file
-   from lumibot.strategies.examples import Strangle
-
-   trader = Trader()
+  from lumibot.traders import Trader
+  from lumibot.strategies.examples import Strangle
 
-   strategy = Strangle()
-   trader.add_strategy(strategy)
-   trader.run_all()
\ No newline at end of file
+  trader = Trader()
+  strategy = Strangle()
+  trader.add_strategy(strategy)
+  trader.run_all()