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# Backtesting

## Backtesting Broker

class lumibot.backtesting.backtesting_broker.BacktestingBroker(data_source, connect_stream=True, max_workers=20)

  Bases: `Broker`

  IS_BACKTESTING_BROKER = True
  calculate_trade_cost(order: Order, strategy, price: float)

    Calculate the trade cost of an order for a given strategy

  cancel_order(order)

    Cancel an order

  property datetime
  expired_contracts(strategy)

    Checks if options or futures contracts have expried and converts to cash.

    Parameters:

      strategy (str) – Strategy object name.

    Return type:

      List of orders

  get_chain(chains, exchange='SMART')

    Returns option chain for a particular exchange.

  get_chains(asset)
  get_expiration(chains, exchange='SMART')

    Returns expirations and strikes high/low of target price.

  get_last_bar(asset)

    Returns OHLCV dictionary for last bar of the asset.

  get_last_price(asset, quote=None, exchange=None, **kwargs)

    Takes an asset asset and returns the last known price

  get_last_prices(symbols, quote=None, exchange=None, **kwargs)

    Takes a list of symbols and returns the last known prices

  get_multiplier(chains, exchange='SMART')

    Returns the multiplier

  get_strikes(asset)

    Returns the strikes for an option asset with right and expiry.

  get_time_to_close()

    Return the remaining time for the market to close in seconds

  get_time_to_open()

    Return the remaining time for the market to open in seconds

  is_market_open()

    Return True if market is open else false

  limit_order(limit_price, side, close, high, low)

    Limit order logic.

  process_pending_orders(strategy)

    Used to evaluate and execute open orders in backtesting.

    This method will evaluate the open orders at the beginning of every new bar to determine if any of the open orders should have been filled. This method will execute order events as needed, mostly fill events.

    Parameters:

      strategy (Strategy object) –

  should_continue()

    In production mode always returns True. Needs to be overloaded for backtesting to check if the limit datetime was reached

  stop_order(stop_price, side, close, high, low)

    Stop order logic.

  submit_order(order)

    Submit an order for an asset

  submit_orders(orders)

    Submit orders

## Data Source Backtesting

class lumibot.backtesting.data_source_backtesting.DataSourceBacktesting(datetime_start, datetime_end, backtesting_started=datetime.datetime(2023, 10, 2, 15, 48, 4, 455451))

  Bases: `DataSource`

  IS_BACKTESTING_DATA_SOURCE = True
  get_datetime()
  get_datetime_range(length, timestep='minute', timeshift=None)