Merge pull request #282 from Lumiwealth/dev

.github/CODEOWNERS

@@ -0,0 +1,9 @@
+# These owners will be the default owners for everything in
+
+# the repo. Unless a later match takes precedence
+
+# @grzesir will be requested for
+
+# review when someone opens a pull request
+
+* @grzesir

.github/workflows/cicd.yaml

@@ -0,0 +1,34 @@
+name: LumiBot CI/CD
+on: [pull_request]
+jobs:
+  LintAndTest:
+    runs-on: ubuntu-latest
+    timeout-minutes: 20
+    environment: unit-tests
+    env: 
+      AIOHTTP_NO_EXTENSIONS: 1
+      POLYGON_API_KEY: ${{secrets.POLYGON_API_KEY}}  # Required for Polygon API BackTests
+    steps:
+      - uses: actions/checkout@v3
+      - name: Set up Python 3.11
+        uses: actions/setup-python@v4
+        with:
+          python-version: 3.11
+          cache: pip
+      - name: Install dependencies
+        run: |
+          echo "Set AIOHTTP_NO_EXTENSIONS=$AIOHTTP_NO_EXTENSIONS so that aiohttp doesn't try to install C extensions"
+          python -m pip install --upgrade pip
+          pip install requests
+          pip install -r requirements_dev.txt
+          # Setup.py was not working for some reason, reverted to using requirements.txt again
+          # python setup.py install
+      - name: Run Linter
+        run: |
+          # Remove -e flag to fail the run if issues are found
+          ruff check . -e
+      - name: Run Unit Tests
+        run: |
+          coverage run
+          coverage report
+          coverage html

.gitignore

@@ -7,11 +7,13 @@
 
 # Cache files
 lumibot/cache
+*cache*
 **/*.pkl
 .pytest*
 
 # Development files
 venv
+.venv
 logs
 credentials.py
 *debug.py
@@ -20,6 +22,7 @@ todos.txt
 test_bot.py
 .vscode
 .coverage*
+*secret*/**.env
 
 # Pypi deployment
 build

.secrets/lumi_secrets.env.example

@@ -0,0 +1,5 @@
+##### WARNING: THIS IS AN EXAMPLE FILE, DO NOT ADD YOUR KEYS HERE, THEY WILL BE CHECKED IN TO GIT #####
+
+# This file is used to store all the API keys and other sensitive information so that it is not stored in the code.
+# This file is not stored in GitHub and is only stored locally on the computer running the code.
+POLYGON_API_KEY = '<your key here>'

README.md

@@ -1,19 +1,81 @@
+# Lumibot - Algorithmic Trading Library
+
 Backtesting and trading for stocks, options, crypto, futures and more!
 
-# Documentation
+## Documentation - 👇 Start Here 👇
 
 To get started with Lumibot, you can check out our documentation below.
 
-**Check out the documentation for the project here: <http://lumibot.lumiwealth.com/>**
+**Check out the documentation for the project here: 👉 <http://lumibot.lumiwealth.com/> 👈**
+
+## Contributors
+
+If you want to contribute to Lumibot, you can check how to get started below. We are always looking for contributors to help us out!
+
+**Steps to contribute:**
 
-# Running Tests
+1. Clone the repository to your local machine
+2. Create a new branch for your feature
+3. Run `pip install -r requirements_dev.txt` to install the developer dependencies
+4. Install all the requriements from setup.py: `pip install -e .`
+5. Make your changes
+6. Run `pytest` to make sure all the tests pass
+7. Create a pull request to merge your branch into master
+
+## Running Tests
 
 We use pytest for our testing framework. To run the tests, you can run the following command:
 
 ```bash
 pytest
 ```
 
+### Showing Code Coverage
+
+To show code coverage, you can run the following command:
+
+```bash
+coverage run; coverage report; coverage html
+```
+
+#### Adding an Alias on Linux or MacOS
+
+This will show you the code coverage in the terminal and also create a folder called "htmlcov" which will have a file called "index.html". You can open this file in your browser to see the code coverage in a more readable format.
+
+If you don't want to keep typing out the command, you can add it as an alias in bash. To do this, you can run the following command:
+
+```bash
+alias cover='coverage run; coverage report; coverage html'
+```
+
+This will now allow you to run the command by just typing "cover" in the terminal.
+
+```bash
+cover
+```
+
+If you want to also add it to your .bashrc file. You can do this by running the following command:
+
+```bash
+echo "alias cover='coverage run; coverage report; coverage html'" >> ~/.bashrc
+```
+
+#### Adding an Alias on Windows
+
+If you are on Windows, you can add an alias by running the following command:
+
+Add to your PowerShell Profile: (profile.ps1)
+
+```powershell
+function cover { 
+ coverage run
+ coverage report
+ coverage html
+}
+```
+
+### Setting Up PyTest in VS Code
+
 To set up in VS Code for debugging, you can add the following to your launch.json file under "configurations". This will allow you to go into "Run and Debug" and run the tests from there, with breakpoints and everything.
 
 NOTE: You may need to change args to the path of your tests folder.
@@ -51,13 +113,13 @@ Here's an example of an actual launch.json file:
 }
 ```
 
-# Community
+## Community
 
 If you want to learn more about Lumibot or Algorithmic Trading then you will love out communities! You can join us on Discord.
 
 **Join us on Discord: <https://discord.gg/TmMsJCKY3T>**
 
-# Courses
+## Courses
 
 If you need extra help building your algorithm, we have courses to help you out.
 
@@ -67,6 +129,6 @@ If you need extra help building your algorithm, we have courses to help you out.
 
 **For our Options Trading course: <https://www.lumiwealth.com/product-category/options-trading-purchase/>**
 
-# License
+## License
 
 This library is covered by the MIT license for open sourced software which can be found here: <https://github.com/Lumiwealth/lumibot/blob/master/LICENSE>

docs/.buildinfo

@@ -1,4 +1,4 @@
 # Sphinx build info version 1
 # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
-config: 3a1a810cf90a8c6fea45b3cc662d47f6
+config: 52422e79752ce83df7742446c340d415
 tags: 645f666f9bcd5a90fca523b33c5a78b7

docs/_sources/backtesting.pandas.rst.txt

@@ -136,13 +136,21 @@ There is also a returns plot. By default this will show in a browser. You may su
 
 .. code-block:: python
 
-    strategy_class.backtest(
-            PandasDataBacktesting,
-            backtesting_start,
-            backtesting_end,
-            pandas_data=pandas_data,
-            budget=100000,
-        )
+    trader = Trader(backtest=True)
+    data_source = PandasDataBacktesting(
+        pandas_data=pandas_data,
+        datetime_start=backtesting_start,
+        datetime_end=backtesting_end,
+    )
+    broker = BacktestingBroker(data_source)
+    strat = strategy_class(
+        broker=broker,
+        backtesting_start=backtesting_start,
+        backtesting_end=backtesting_end,
+        budget=100000,
+    )
+    trader.add_strategy(strat)
+    trader.run_all()
 
 Putting all of this together, and adding in budget and strategy information, the code would look like the following:
 
@@ -184,14 +192,23 @@ Putting all of this together, and adding in budget and strategy information, the
     backtesting_end = datetime.datetime(2021, 7, 20)
 
     # Run the backtesting
-    MyStrategy.backtest(
-        PandasDataBacktesting,
-        backtesting_start,
-        backtesting_end,
+    trader = Trader(backtest=True)
+    data_source = PandasDataBacktesting(
         pandas_data=pandas_data,
+        datetime_start=backtesting_start,
+        datetime_end=backtesting_end,
+    )
+    broker = BacktestingBroker(data_source)
+    strat = strategy_class(
+        broker=broker,
+        backtesting_start=backtesting_start,
+        backtesting_end=backtesting_end,
+        budget=100000,
     )
+    trader.add_strategy(strat)
+    trader.run_all()
 
 Getting Data
 ----------------
 
-If you would like an easy way to download pricing data from Alpaca then you can use this code: https://github.com/Lumiwealth/lumibot/blob/master/download_price_data_alpaca.py
+If you would like an easy way to download pricing data from Alpaca then you can use this code: https://github.com/Lumiwealth/lumibot/blob/master/download_price_data_alpaca.py

docs/_sources/backtesting.polygon.rst.txt

@@ -34,17 +34,24 @@ Finally, run the backtest:
 
 .. code-block:: python
 
-    CryptoEMACross.backtest(
-        PolygonDataBacktesting,
-        backtesting_start,
-        backtesting_end,
-        benchmark_asset=Asset(symbol="BTC", asset_type="crypto")
+    trader = Trader(backtest=True)
+    data_source = PolygonDataBacktesting(
+        datetime_start=backtesting_start,
+        datetime_end=backtesting_end,
+        api_key="YOUR_POLYGON_API_KEY",
+    )
+    broker = BacktestingBroker(data_source)
+    crypto_strat = CryptoEMACross(
+        broker=broker,
+        backtesting_start=backtesting_start,
+        backtesting_end=backtesting_end,
         quote_asset=quote_asset,
+        benchmark_asset=Asset(symbol="BTC", asset_type="crypto")
         buy_trading_fees=[trading_fee],
         sell_trading_fees=[trading_fee],
-        polygon_api_key="YOUR_POLYGON_API_KEY",
-        polygon_has_paid_subscription=False,
     )
+    trader.add_strategy(crypto_strat)
+    trader.run_all()
 
 Here's another example but for for stocks:
 
@@ -74,15 +81,20 @@ Here's another example but for for stocks:
         backtesting_start = datetime(2023, 1, 1)
         backtesting_end = datetime(2023, 5, 1)
 
-        MyStrategy.backtest(
-            PolygonDataBacktesting,
-            backtesting_start,
-            backtesting_end,
-            benchmark_asset=Asset(symbol="SPY", asset_type="stock")
-            polygon_api_key="YOUR_POLYGON_API_KEY",
-            polygon_has_paid_subscription=False,
+        trader = Trader(backtest=True)
+        data_source = PolygonDataBacktesting(
+            datetime_start=backtesting_start,
+            datetime_end=backtesting_end,
+            api_key="YOUR_POLYGON_API_KEY",
         )
-
+        broker = BacktestingBroker(data_source)
+        my_strat = MyStrategy(
+            broker=broker,
+            backtesting_start=backtesting_start,
+            backtesting_end=backtesting_end,
+            benchmark_asset=Asset(symbol="BTC", asset_type="crypto")
+        )
+        trader.add_strategy(crypto_strat)
+        trader.run_all()
 
 In summary, the polygon.io backtester is a powerful tool for fetching pricing data for backtesting various strategies. With its capability to cache data for faster subsequent backtesting and its easy integration with polygon.io API, it is a versatile choice for any backtesting needs.
-

docs/_sources/backtesting.yahoo.rst.txt

@@ -41,8 +41,16 @@ There is also a returns plot. By default this will show in a browser. You may su
     backtesting_end = datetime(2020, 12, 31)
 
     # Run the backtest
-    MyStrategy.backtest(
-        YahooDataBacktesting,
-        backtesting_start,
-        backtesting_end,
-    )
+    trader = Trader(backtest=True)
+    data_source = YahooDataBacktesting(
+        datetime_start=backtesting_start,
+        datetime_end=backtesting_end,
+    )
+    broker = BacktestingBroker(data_source)
+    strat = strategy_class(
+        broker=broker,
+        backtesting_start=backtesting_start,
+        backtesting_end=backtesting_end,
+    )
+    trader.add_strategy(strat)
+    trader.run_all()

docs/_sources/getting_started.rst.txt

@@ -167,7 +167,7 @@ Here it is all together:
     trader.add_strategy(strategy)
     trader.run_all()
 
-Or you can download the file here: https://github.com/Lumiwealth/lumibot/blob/master/example_strategies/simple_start_single_file.py
+Or you can download the file here: https://github.com/Lumiwealth/lumibot/blob/dev/lumibot/example_strategies/simple_start_single_file.py
 
 
 Adding Trading Fees
@@ -177,6 +177,9 @@ If you want to add trading fees to your backtesting, you can do so by setting up
 
 .. code-block:: python
 
+    from lumibot.backtesting import YahooDataBacktesting
+    from lumibot.entities import TradingFee
+
     # Create two trading fees, one that is a percentage and one that is a flat fee
     trading_fee_1 = TradingFee(flat_fee=5) # $5 flat fee
     trading_fee_2 = TradingFee(percent_fee=0.01) # 1% trading fee

docs/_sources/index.rst.txt

@@ -79,7 +79,7 @@ And that's it! Easy-peasy.
 
 If you would like to learn how to modify your strategies we suggest that you first learn about Lifecycle Methods, then Strategy Methods and Strategy Properties. You can find the documentation for these in the menu, with the main pages describing what they are, then the sub-pages describing each method and property individually.
 
-We also have some more sample code that you can check out here: https://github.com/Lumiwealth/lumibot/tree/master/getting_started
+We also have some more sample code that you can check out here: https://github.com/Lumiwealth/lumibot/tree/dev/lumibot/example_strategies
 
 We wish you good luck with your trading strategies, don't forget us when you're swimming in cash!