Merge pull request #339 from Lumiwealth/dev

Update master

.gitignore

@@ -23,12 +23,13 @@ test_bot.py
 .vscode
 .coverage*
 *secret*/**.env
+lumi_tradier
 
 # Pypi deployment
 build
 dist
-lumibot.egg-info
-setup.py
+*.egg-info
+# setup.py
 /alpaca_data_run.py
 /alpaca_run.py
 /lumibot_profiles.png

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: 52422e79752ce83df7742446c340d415
+config: 0ac5d3c04124e416ff496209e349ab43
 tags: 645f666f9bcd5a90fca523b33c5a78b7

docs/_sources/backtesting.pandas.rst.txt

@@ -1,6 +1,8 @@
 Pandas (CSV or other data)
 ===================================
 
+**Note: For most situations, you will want to use the Polygon backtester or the Yahoo backtester instead, they are much easier to use and get started with. The Pandas backtester is intended for advanced users who have their own data and want to use it with Lumibot.**
+
 Pandas backtester is named after the python dataframe library because the user must provide a strictly formatted dataframe. You can have any csv or parquet or database data you wish, but Lumibot will only accept one format of dataframe for the time being.
 
 Pandas backtester allows for intra-day and inter-day backtesting. Time frames for raw data are 1 minute and 1 day. Resampling of time frames is not yet available.

docs/_sources/backtesting.polygon.rst.txt

@@ -39,6 +39,7 @@ Finally, run the backtest:
         datetime_start=backtesting_start,
         datetime_end=backtesting_end,
         api_key="YOUR_POLYGON_API_KEY",
+        has_paid_subscription=False, # Set this to True if you have a paid subscription to polygon.io (False assumes you are using the free tier)
     )
     broker = BacktestingBroker(data_source)
     crypto_strat = CryptoEMACross(
@@ -86,6 +87,7 @@ Here's another example but for for stocks:
             datetime_start=backtesting_start,
             datetime_end=backtesting_end,
             api_key="YOUR_POLYGON_API_KEY",
+            has_paid_subscription=False, # Set this to True if you have a paid subscription to polygon.io (False assumes you are using the free tier)
         )
         broker = BacktestingBroker(data_source)
         my_strat = MyStrategy(

docs/_sources/backtesting.rst.txt

@@ -1,10 +1,13 @@
 Backtesting
 ************************
 
-Lumibot has two modes for backtesting.
+Lumibot has three modes for backtesting.
 
 #. Yahoo Backtesting: Daily stock backtesting with data from Yahoo.
 #. Pandas Backtesting: Intra-day and inter-day testing of stocks and futures using CSV data supplied by you.
+#. Polygon Backtesting: Intra-day and inter-day testing of stocks and futures using Polygon data from polygon.io
+
+It is recommended to use the Yahoo Backtesting for daily stock backtesting, or Polygon Backtesting for intra-day and inter-day testing of stocks, options, crypto and FOREX. Pandas Backtesting is an advanced feature that allows you to test any type of data you have in CSV format but requires more work to setup and is not recommended for most users.
 
 .. toctree::
    :maxdepth: 2

docs/_sources/brokers.alpaca.rst.txt

@@ -7,4 +7,16 @@ Documentation
 .. automodule:: lumibot.brokers.alpaca
    :members:
    :undoc-members:
-   :show-inheritance:
+   :show-inheritance:
+
+.. automethod:: lumibot.brokers.alpaca.Alpaca.get_time_to_close
+   :no-index:
+
+.. automethod:: lumibot.brokers.alpaca.Alpaca.get_time_to_open
+   :no-index:
+
+.. automethod:: lumibot.brokers.alpaca.Alpaca.get_timestamp
+   :no-index:
+
+.. automethod:: lumibot.brokers.alpaca.Alpaca.is_market_open
+   :no-index:

docs/_static/debug.css

@@ -0,0 +1,69 @@
+/*
+  This CSS file should be overridden by the theme authors. It's
+  meant for debugging and developing the skeleton that this theme provides.
+*/
+body {
+  font-family: -apple-system, "Segoe UI", Roboto, Helvetica, Arial, sans-serif,
+    "Apple Color Emoji", "Segoe UI Emoji";
+  background: lavender;
+}
+.sb-announcement {
+  background: rgb(131, 131, 131);
+}
+.sb-announcement__inner {
+  background: black;
+  color: white;
+}
+.sb-header {
+  background: lightskyblue;
+}
+.sb-header__inner {
+  background: royalblue;
+  color: white;
+}
+.sb-header-secondary {
+  background: lightcyan;
+}
+.sb-header-secondary__inner {
+  background: cornflowerblue;
+  color: white;
+}
+.sb-sidebar-primary {
+  background: lightgreen;
+}
+.sb-main {
+  background: blanchedalmond;
+}
+.sb-main__inner {
+  background: antiquewhite;
+}
+.sb-header-article {
+  background: lightsteelblue;
+}
+.sb-article-container {
+  background: snow;
+}
+.sb-article-main {
+  background: white;
+}
+.sb-footer-article {
+  background: lightpink;
+}
+.sb-sidebar-secondary {
+  background: lightgoldenrodyellow;
+}
+.sb-footer-content {
+  background: plum;
+}
+.sb-footer-content__inner {
+  background: palevioletred;
+}
+.sb-footer {
+  background: pink;
+}
+.sb-footer__inner {
+  background: salmon;
+}
+.sb-article {
+  background: white;
+}

docs/_static/pygments.css

@@ -22,6 +22,7 @@
 .highlight .cs { color: #8f5902; font-style: italic } /* Comment.Special */
 .highlight .gd { color: #a40000 } /* Generic.Deleted */
 .highlight .ge { color: #000000; font-style: italic } /* Generic.Emph */
+.highlight .ges { color: #000000; font-weight: bold; font-style: italic } /* Generic.EmphStrong */
 .highlight .gr { color: #ef2929 } /* Generic.Error */
 .highlight .gh { color: #000080; font-weight: bold } /* Generic.Heading */
 .highlight .gi { color: #00A000 } /* Generic.Inserted */
@@ -107,6 +108,7 @@ body[data-theme="dark"] .highlight .c1 { color: #ababab; font-style: italic } /*
 body[data-theme="dark"] .highlight .cs { color: #e50808; font-weight: bold; background-color: #520000 } /* Comment.Special */
 body[data-theme="dark"] .highlight .gd { color: #d22323 } /* Generic.Deleted */
 body[data-theme="dark"] .highlight .ge { color: #d0d0d0; font-style: italic } /* Generic.Emph */
+body[data-theme="dark"] .highlight .ges { color: #d0d0d0; font-weight: bold; font-style: italic } /* Generic.EmphStrong */
 body[data-theme="dark"] .highlight .gr { color: #d22323 } /* Generic.Error */
 body[data-theme="dark"] .highlight .gh { color: #ffffff; font-weight: bold } /* Generic.Heading */
 body[data-theme="dark"] .highlight .gi { color: #589819 } /* Generic.Inserted */
@@ -192,6 +194,7 @@ body:not([data-theme="light"]) .highlight .c1 { color: #ababab; font-style: ital
 body:not([data-theme="light"]) .highlight .cs { color: #e50808; font-weight: bold; background-color: #520000 } /* Comment.Special */
 body:not([data-theme="light"]) .highlight .gd { color: #d22323 } /* Generic.Deleted */
 body:not([data-theme="light"]) .highlight .ge { color: #d0d0d0; font-style: italic } /* Generic.Emph */
+body:not([data-theme="light"]) .highlight .ges { color: #d0d0d0; font-weight: bold; font-style: italic } /* Generic.EmphStrong */
 body:not([data-theme="light"]) .highlight .gr { color: #d22323 } /* Generic.Error */
 body:not([data-theme="light"]) .highlight .gh { color: #ffffff; font-weight: bold } /* Generic.Heading */
 body:not([data-theme="light"]) .highlight .gi { color: #589819 } /* Generic.Inserted */

docs/_static/scripts/furo.js.LICENSE.txt

@@ -0,0 +1,7 @@
+/*!
+ * gumshoejs v5.1.2 (patched by @pradyunsg)
+ * A simple, framework-agnostic scrollspy script.
+ * (c) 2019 Chris Ferdinandi
+ * MIT License
+ * http://github.com/cferdinandi/gumshoe
+ */