Index
_
|
A
|
B
|
C
|
D
|
E
|
F
|
G
|
H
|
I
|
L
|
M
|
N
|
O
|
P
|
Q
|
R
|
S
|
T
|
V
|
W
|
X
|
Z
_
__call__() (pyqstrat.pyqstrat_cpp.AllOpenInterestAggregator method)
(pyqstrat.pyqstrat_cpp.AllOtherAggregator method)
(pyqstrat.pyqstrat_cpp.AllQuoteAggregator method)
(pyqstrat.pyqstrat_cpp.AllTradeAggregator method)
(pyqstrat.pyqstrat_cpp.FormatTimestampParser method)
(pyqstrat.pyqstrat_cpp.PrintBadLineHandler method)
(pyqstrat.pyqstrat_cpp.QuoteTOBAggregator method)
(pyqstrat.pyqstrat_cpp.RegExLineFilter method)
(pyqstrat.pyqstrat_cpp.SubStringLineFilter method)
(pyqstrat.pyqstrat_cpp.TextFileProcessor method)
(pyqstrat.pyqstrat_cpp.TextOpenInterestParser method)
(pyqstrat.pyqstrat_cpp.TextOtherParser method)
(pyqstrat.pyqstrat_cpp.TextQuoteParser method)
(pyqstrat.pyqstrat_cpp.TextRecordParser method)
(pyqstrat.pyqstrat_cpp.TextTradeParser method)
(pyqstrat.pyqstrat_cpp.TradeBarAggregator method)
__init__ (pyqstrat.pyqstrat_cpp.Record attribute)
(pyqstrat.pyqstrat_cpp.Writer attribute)
__init__() (pyqstrat.evaluator.Evaluator method)
(pyqstrat.marketdata.MarketData method)
(pyqstrat.optimize.Optimizer method)
(pyqstrat.orders.LimitOrder method)
(pyqstrat.orders.MarketOrder method)
(pyqstrat.orders.RollOrder method)
(pyqstrat.orders.StopLimitOrder method)
(pyqstrat.plot.BucketedValues method)
(pyqstrat.plot.OHLC method)
(pyqstrat.plot.Plot method)
(pyqstrat.plot.Subplot method)
(pyqstrat.plot.TimeSeries method)
(pyqstrat.plot.TradeSet method)
(pyqstrat.plot.XYData method)
(pyqstrat.plot.XYZData method)
(pyqstrat.pyqstrat_cpp.AllOpenInterestAggregator method)
(pyqstrat.pyqstrat_cpp.AllOtherAggregator method)
(pyqstrat.pyqstrat_cpp.AllQuoteAggregator method)
(pyqstrat.pyqstrat_cpp.AllTradeAggregator method)
(pyqstrat.pyqstrat_cpp.ArrowWriter method)
(pyqstrat.pyqstrat_cpp.FormatTimestampParser method)
(pyqstrat.pyqstrat_cpp.OpenInterestRecord method)
(pyqstrat.pyqstrat_cpp.OtherRecord method)
(pyqstrat.pyqstrat_cpp.PrintBadLineHandler method)
(pyqstrat.pyqstrat_cpp.QuoteRecord method)
(pyqstrat.pyqstrat_cpp.QuoteTOBAggregator method)
(pyqstrat.pyqstrat_cpp.RegExLineFilter method)
(pyqstrat.pyqstrat_cpp.Schema method)
(pyqstrat.pyqstrat_cpp.Schema.Type method)
(pyqstrat.pyqstrat_cpp.SubStringLineFilter method)
(pyqstrat.pyqstrat_cpp.TextFileProcessor method)
(pyqstrat.pyqstrat_cpp.TextOpenInterestParser method)
(pyqstrat.pyqstrat_cpp.TextOtherParser method)
(pyqstrat.pyqstrat_cpp.TextQuoteParser method)
(pyqstrat.pyqstrat_cpp.TextRecordParser method)
(pyqstrat.pyqstrat_cpp.TextTradeParser method)
(pyqstrat.pyqstrat_cpp.TradeBarAggregator method)
(pyqstrat.pyqstrat_cpp.TradeRecord method)
(pyqstrat.strategy.Account method)
(pyqstrat.strategy.Contract method)
(pyqstrat.strategy.Portfolio method)
(pyqstrat.strategy.Strategy method)
(pyqstrat.strategy.Trade method)
A
Account (class in pyqstrat.strategy)
add_contract() (pyqstrat.strategy.Account method)
add_indicator() (pyqstrat.strategy.Strategy method)
add_market_sim() (pyqstrat.strategy.Strategy method)
add_metric() (pyqstrat.evaluator.Evaluator method)
add_record() (pyqstrat.pyqstrat_cpp.ArrowWriter method)
add_rule() (pyqstrat.strategy.Strategy method)
add_signal() (pyqstrat.strategy.Strategy method)
add_strategy() (pyqstrat.strategy.Portfolio method)
add_trades() (pyqstrat.strategy.ContractPNL method)
AllOpenInterestAggregator (class in pyqstrat.pyqstrat_cpp)
AllOtherAggregator (class in pyqstrat.pyqstrat_cpp)
AllQuoteAggregator (class in pyqstrat.pyqstrat_cpp)
AllTradeAggregator (class in pyqstrat.pyqstrat_cpp)
ArrowWriter (class in pyqstrat.pyqstrat_cpp)
B
BACKTEST_END (pyqstrat.pq_utils.ReasonCode attribute)
bid (pyqstrat.pyqstrat_cpp.QuoteRecord attribute)
,
[1]
BOOL (pyqstrat.pyqstrat_cpp.Schema attribute)
(pyqstrat.pyqstrat_cpp.Schema.Type attribute)
BucketedValues (class in pyqstrat.plot)
C
c (pyqstrat.marketdata.MarketData attribute)
calc() (pyqstrat.strategy.Account method)
(pyqstrat.strategy.ContractPNL method)
close() (pyqstrat.pyqstrat_cpp.ArrowWriter method)
(pyqstrat.pyqstrat_cpp.QuoteTOBAggregator method)
(pyqstrat.pyqstrat_cpp.TradeBarAggregator method)
(pyqstrat.pyqstrat_cpp.Writer method)
compute() (pyqstrat.evaluator.Evaluator method)
compute_amean() (in module pyqstrat.evaluator)
compute_annual_returns() (in module pyqstrat.evaluator)
compute_bucketed_returns() (in module pyqstrat.evaluator)
compute_calmar() (in module pyqstrat.evaluator)
compute_dates_3yr() (in module pyqstrat.evaluator)
compute_equity() (in module pyqstrat.evaluator)
compute_gmean() (in module pyqstrat.evaluator)
compute_mar() (in module pyqstrat.evaluator)
compute_maxdd_date() (in module pyqstrat.evaluator)
compute_maxdd_date_3yr() (in module pyqstrat.evaluator)
compute_maxdd_pct() (in module pyqstrat.evaluator)
compute_maxdd_pct_3yr() (in module pyqstrat.evaluator)
compute_maxdd_start() (in module pyqstrat.evaluator)
compute_maxdd_start_3yr() (in module pyqstrat.evaluator)
compute_metric() (pyqstrat.evaluator.Evaluator method)
compute_periods_per_year() (in module pyqstrat.evaluator)
compute_return_metrics() (in module pyqstrat.evaluator)
compute_returns_3yr() (in module pyqstrat.evaluator)
compute_rolling_dd() (in module pyqstrat.evaluator)
compute_rolling_dd_3yr() (in module pyqstrat.evaluator)
compute_sharpe() (in module pyqstrat.evaluator)
compute_sortino() (in module pyqstrat.evaluator)
compute_std() (in module pyqstrat.evaluator)
Contract (class in pyqstrat.strategy)
ContractPNL (class in pyqstrat.strategy)
cost (pyqstrat.optimize.Experiment attribute)
D
date_2_num() (in module pyqstrat.pq_utils)
DateFormatter (class in pyqstrat.plot)
DateLine (class in pyqstrat.plot)
dates (pyqstrat.marketdata.MarketData attribute)
describe() (pyqstrat.marketdata.MarketData method)
df() (pyqstrat.marketdata.MarketData method)
(pyqstrat.plot.OHLC method)
(pyqstrat.strategy.ContractPNL method)
df_data() (pyqstrat.strategy.Strategy method)
df_experiments() (pyqstrat.optimize.Optimizer method)
df_orders() (pyqstrat.strategy.Strategy method)
df_pnl() (pyqstrat.strategy.Account method)
(pyqstrat.strategy.Strategy method)
df_returns() (pyqstrat.strategy.Portfolio method)
(pyqstrat.strategy.Strategy method)
df_trades() (pyqstrat.strategy.Account method)
(pyqstrat.strategy.Strategy method)
display_return_metrics() (in module pyqstrat.evaluator)
draw() (pyqstrat.plot.Plot method)
draw_3d_plot() (in module pyqstrat.plot)
draw_boxplot() (in module pyqstrat.plot)
draw_candlestick() (in module pyqstrat.plot)
draw_date_line() (in module pyqstrat.plot)
draw_horizontal_line() (in module pyqstrat.plot)
draw_poly() (in module pyqstrat.plot)
draw_vertical_line() (in module pyqstrat.plot)
E
ENTER_LONG (pyqstrat.pq_utils.ReasonCode attribute)
ENTER_SHORT (pyqstrat.pq_utils.ReasonCode attribute)
equity() (pyqstrat.strategy.Account method)
errors() (pyqstrat.marketdata.MarketData method)
evaluate_returns() (pyqstrat.strategy.Portfolio method)
(pyqstrat.strategy.Strategy method)
Evaluator (class in pyqstrat.evaluator)
EXIT_LONG (pyqstrat.pq_utils.ReasonCode attribute)
EXIT_SHORT (pyqstrat.pq_utils.ReasonCode attribute)
Experiment (class in pyqstrat.optimize)
experiment_list() (pyqstrat.optimize.Optimizer method)
F
fast_time_micro_parser() (in module pyqstrat.pyqstrat_cpp)
fast_time_milli_parser() (in module pyqstrat.pyqstrat_cpp)
find_index_before() (pyqstrat.strategy.Account method)
FLOAT32 (pyqstrat.pyqstrat_cpp.Schema attribute)
(pyqstrat.pyqstrat_cpp.Schema.Type attribute)
FLOAT64 (pyqstrat.pyqstrat_cpp.Schema attribute)
(pyqstrat.pyqstrat_cpp.Schema.Type attribute)
FormatTimestampParser (class in pyqstrat.pyqstrat_cpp)
freq_str() (pyqstrat.marketdata.MarketData method)
G
get_all_dates() (pyqstrat.plot.Subplot method)
get_date_formatter() (in module pyqstrat.plot)
H
h (pyqstrat.marketdata.MarketData attribute)
has_display() (in module pyqstrat.pq_utils)
HorizontalLine (class in pyqstrat.plot)
I
id (pyqstrat.pyqstrat_cpp.OpenInterestRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.OtherRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.QuoteRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.TradeRecord attribute)
,
[1]
infer_compression() (in module pyqstrat.pq_utils)
infer_frequency() (in module pyqstrat.pq_utils)
INT32 (pyqstrat.pyqstrat_cpp.Schema attribute)
(pyqstrat.pyqstrat_cpp.Schema.Type attribute)
INT64 (pyqstrat.pyqstrat_cpp.Schema attribute)
(pyqstrat.pyqstrat_cpp.Schema.Type attribute)
is_field_in_list() (in module pyqstrat.pyqstrat_cpp)
is_newer() (in module pyqstrat.pq_utils)
is_ohlc() (pyqstrat.marketdata.MarketData method)
L
l (pyqstrat.marketdata.MarketData attribute)
LimitOrder (class in pyqstrat.orders)
M
MARKER_PROPERTIES (pyqstrat.pq_utils.ReasonCode attribute)
MarketData (class in pyqstrat.marketdata)
marketdata() (pyqstrat.strategy.Strategy method)
MarketOrder (class in pyqstrat.orders)
metadata (pyqstrat.pyqstrat_cpp.OpenInterestRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.OtherRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.QuoteRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.TradeRecord attribute)
,
[1]
metric() (pyqstrat.evaluator.Evaluator method)
metrics() (pyqstrat.evaluator.Evaluator method)
millis_since_epoch() (in module pyqstrat.pq_utils)
monotonically_increasing() (in module pyqstrat.pq_utils)
N
nan_to_zero() (in module pyqstrat.pq_utils)
NONE (pyqstrat.pq_utils.ReasonCode attribute)
np_get_index() (in module pyqstrat.pq_utils)
O
o (pyqstrat.marketdata.MarketData attribute)
OHLC (class in pyqstrat.plot)
OpenInterestRecord (class in pyqstrat.pyqstrat_cpp)
Optimizer (class in pyqstrat.optimize)
orders() (pyqstrat.strategy.Strategy method)
other_costs (pyqstrat.optimize.Experiment attribute)
OtherRecord (class in pyqstrat.pyqstrat_cpp)
overview() (pyqstrat.marketdata.MarketData method)
P
params() (pyqstrat.orders.LimitOrder method)
(pyqstrat.orders.MarketOrder method)
(pyqstrat.orders.RollOrder method)
(pyqstrat.orders.StopLimitOrder method)
Plot (class in pyqstrat.plot)
plot() (pyqstrat.marketdata.MarketData method)
(pyqstrat.strategy.Portfolio method)
(pyqstrat.strategy.Strategy method)
plot_2d() (pyqstrat.optimize.Optimizer method)
plot_3d() (pyqstrat.optimize.Optimizer method)
plot_return_metrics() (in module pyqstrat.evaluator)
plot_returns() (pyqstrat.strategy.Strategy method)
Portfolio (class in pyqstrat.strategy)
position() (pyqstrat.strategy.Account method)
price (pyqstrat.pyqstrat_cpp.QuoteRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.TradeRecord attribute)
,
[1]
price_qty_missing_data_handler() (in module pyqstrat.pyqstrat_cpp)
PrintBadLineHandler (class in pyqstrat.pyqstrat_cpp)
pyqstrat (module)
pyqstrat.evaluator (module)
pyqstrat.marketdata (module)
pyqstrat.optimize (module)
pyqstrat.orders (module)
pyqstrat.plot (module)
pyqstrat.pq_utils (module)
pyqstrat.pyqstrat_cpp (module)
pyqstrat.strategy (module)
Q
qty (pyqstrat.pyqstrat_cpp.OpenInterestRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.QuoteRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.TradeRecord attribute)
,
[1]
QuoteRecord (class in pyqstrat.pyqstrat_cpp)
QuoteTOBAggregator (class in pyqstrat.pyqstrat_cpp)
R
ReasonCode (class in pyqstrat.pq_utils)
Record (class in pyqstrat.pyqstrat_cpp)
RegExLineFilter (class in pyqstrat.pyqstrat_cpp)
reindex() (pyqstrat.plot.OHLC method)
(pyqstrat.plot.TimeSeries method)
(pyqstrat.plot.TradeSet method)
resample() (pyqstrat.marketdata.MarketData method)
resample_ohlc() (in module pyqstrat.pq_utils)
resample_ts() (in module pyqstrat.pq_utils)
ROLL_FUTURE (pyqstrat.pq_utils.ReasonCode attribute)
roll_futures() (in module pyqstrat.marketdata)
RollOrder (class in pyqstrat.orders)
run() (pyqstrat.optimize.Optimizer method)
(pyqstrat.strategy.Portfolio method)
run_indicators() (pyqstrat.strategy.Portfolio method)
(pyqstrat.strategy.Strategy method)
run_rules() (pyqstrat.strategy.Portfolio method)
(pyqstrat.strategy.Strategy method)
run_signals() (pyqstrat.strategy.Portfolio method)
(pyqstrat.strategy.Strategy method)
S
Schema (class in pyqstrat.pyqstrat_cpp)
Schema.Type (class in pyqstrat.pyqstrat_cpp)
series_to_array() (in module pyqstrat.pq_utils)
set_defaults() (in module pyqstrat.pq_utils)
shift_np() (in module pyqstrat.pq_utils)
StopLimitOrder (class in pyqstrat.orders)
str2date() (in module pyqstrat.pq_utils)
Strategy (class in pyqstrat.strategy)
STRING (pyqstrat.pyqstrat_cpp.Schema attribute)
(pyqstrat.pyqstrat_cpp.Schema.Type attribute)
strtup2date() (in module pyqstrat.pq_utils)
Subplot (class in pyqstrat.plot)
SubStringLineFilter (class in pyqstrat.pyqstrat_cpp)
suggestion (pyqstrat.optimize.Experiment attribute)
symbols() (pyqstrat.strategy.Account method)
T
test_evaluator() (in module pyqstrat.evaluator)
test_marketdata() (in module pyqstrat.marketdata)
test_optimize() (in module pyqstrat.optimize)
test_plot() (in module pyqstrat.plot)
test_strategy() (in module pyqstrat.strategy)
text_file_decompressor() (in module pyqstrat.pyqstrat_cpp)
TextFileProcessor (class in pyqstrat.pyqstrat_cpp)
TextOpenInterestParser (class in pyqstrat.pyqstrat_cpp)
TextOtherParser (class in pyqstrat.pyqstrat_cpp)
TextQuoteParser (class in pyqstrat.pyqstrat_cpp)
TextRecordParser (class in pyqstrat.pyqstrat_cpp)
TextTradeParser (class in pyqstrat.pyqstrat_cpp)
time_distribution() (pyqstrat.marketdata.MarketData method)
TimeSeries (class in pyqstrat.plot)
timestamp (pyqstrat.pyqstrat_cpp.OpenInterestRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.OtherRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.QuoteRecord attribute)
,
[1]
(pyqstrat.pyqstrat_cpp.TradeRecord attribute)
,
[1]
TIMESTAMP_MICRO (pyqstrat.pyqstrat_cpp.Schema attribute)
(pyqstrat.pyqstrat_cpp.Schema.Type attribute)
TIMESTAMP_MILLI (pyqstrat.pyqstrat_cpp.Schema attribute)
(pyqstrat.pyqstrat_cpp.Schema.Type attribute)
to_csv() (in module pyqstrat.pq_utils)
touch() (in module pyqstrat.pq_utils)
Trade (class in pyqstrat.strategy)
trade_sets_by_reason_code() (in module pyqstrat.plot)
TradeBarAggregator (class in pyqstrat.pyqstrat_cpp)
TradeRecord (class in pyqstrat.pyqstrat_cpp)
trades() (pyqstrat.strategy.Account method)
(pyqstrat.strategy.ContractPNL method)
(pyqstrat.strategy.Strategy method)
TradeSet (class in pyqstrat.plot)
transfer_cash() (pyqstrat.strategy.Account method)
types (pyqstrat.pyqstrat_cpp.Schema attribute)
,
[1]
V
v (pyqstrat.marketdata.MarketData attribute)
valid() (pyqstrat.optimize.Experiment method)
valid_row() (pyqstrat.marketdata.MarketData method)
VerticalLine (class in pyqstrat.plot)
W
warnings() (pyqstrat.marketdata.MarketData method)
write_batch() (pyqstrat.pyqstrat_cpp.ArrowWriter method)
(pyqstrat.pyqstrat_cpp.Writer method)
Writer (class in pyqstrat.pyqstrat_cpp)
X
XYData (class in pyqstrat.plot)
XYZData (class in pyqstrat.plot)
Z
zero_to_nan() (in module pyqstrat.pq_utils)
pyqstrat
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