Lumibot: Backtestable AI Agents and Python Algorithmic Trading

Build deterministic trading strategies, AI trading agents, and AI trading teams for stocks, options, crypto, futures, forex, prediction markets, SEC filings, FRED macro data, technical indicators, and real brokers. Backtest, paper trade, or run live with the same Python code.

Full docs: lumibot.lumiwealth.com · Managed cloud: BotSpot.trade · MCP: BotSpot for AI coding agents

What You Can Build

• Deterministic strategies: normal Python logic, indicators, if statements, scheduled rules, position sizing, and risk controls.
• AI-agent strategies: one or more agents that reason through evidence, call tools, write memory, and optionally place orders.
• Backtests: replay historical data and simulated orders with artifacts you can inspect.
• Paper or live trading: reuse the same strategy code with real broker state and real order routing.

Start with the open-source docs, then deploy when you are ready: Lumibot documentation · Try a sample Lumibot strategy on BotSpot

Quick Start

Backtest a strategy

pip install lumibot

Save this as my_strategy.py:

from datetime import datetime
from lumibot.strategies import Strategy
from lumibot.backtesting import YahooDataBacktesting

class MyStrategy(Strategy):
    def on_trading_iteration(self):
        if self.first_iteration:
            aapl = self.create_order("AAPL", 10, "buy")
            self.submit_order(aapl)

MyStrategy.backtest(
    YahooDataBacktesting,
    datetime(2023, 1, 1),
    datetime(2024, 1, 1),
)

python my_strategy.py

Run the same strategy with a paper broker

After the backtest works, keep the MyStrategy class and replace the final MyStrategy.backtest(...) call with a broker runner. This example uses Alpaca paper trading:

export ALPACA_API_KEY='your-alpaca-key'
export ALPACA_API_SECRET='your-alpaca-secret'
export ALPACA_IS_PAPER=true
python my_strategy.py

import os
from lumibot.brokers import Alpaca
from lumibot.traders import Trader

ALPACA_CONFIG = {
    "API_KEY": os.environ["ALPACA_API_KEY