Index

_

__call__() (pyqstrat.marketdata_processor.PathFileNameProvider method) (pyqstrat.marketdata_processor.SingleDirectoryFileNameMapper method) (pyqstrat.marketdata_processor.TextHeaderParser method) (pyqstrat.pyqstrat_cpp.Aggregator method) (pyqstrat.pyqstrat_cpp.AllOpenInterestAggregator method) (pyqstrat.pyqstrat_cpp.AllOtherAggregator method) (pyqstrat.pyqstrat_cpp.AllQuoteAggregator method) (pyqstrat.pyqstrat_cpp.AllQuotePairAggregator method) (pyqstrat.pyqstrat_cpp.AllTradeAggregator method) (pyqstrat.pyqstrat_cpp.ArrowWriterCreator method) (pyqstrat.pyqstrat_cpp.BadLineHandler method) (pyqstrat.pyqstrat_cpp.CheckFields method) (pyqstrat.pyqstrat_cpp.FileProcessor method) (pyqstrat.pyqstrat_cpp.FixedWidthTimeParser method) (pyqstrat.pyqstrat_cpp.FormatTimestampParser method) (pyqstrat.pyqstrat_cpp.IsFieldInList method) (pyqstrat.pyqstrat_cpp.LineFilter method) (pyqstrat.pyqstrat_cpp.MissingDataHandler method) (pyqstrat.pyqstrat_cpp.PriceQtyMissingDataHandler method) (pyqstrat.pyqstrat_cpp.PrintBadLineHandler method) (pyqstrat.pyqstrat_cpp.QuoteTOBAggregator method) (pyqstrat.pyqstrat_cpp.RecordFieldParser method) (pyqstrat.pyqstrat_cpp.RecordFilter method) (pyqstrat.pyqstrat_cpp.RecordGenerator method) (pyqstrat.pyqstrat_cpp.RegExLineFilter method) (pyqstrat.pyqstrat_cpp.SubStringLineFilter method) (pyqstrat.pyqstrat_cpp.TextFileDecompressor method) (pyqstrat.pyqstrat_cpp.TextFileProcessor method) (pyqstrat.pyqstrat_cpp.TextOpenInterestParser method) (pyqstrat.pyqstrat_cpp.TextOtherParser method) (pyqstrat.pyqstrat_cpp.TextQuotePairParser method) (pyqstrat.pyqstrat_cpp.TextQuoteParser method) (pyqstrat.pyqstrat_cpp.TextTradeParser method) (pyqstrat.pyqstrat_cpp.TimestampParser method) (pyqstrat.pyqstrat_cpp.TradeBarAggregator method) (pyqstrat.pyqstrat_cpp.WriterCreator method) __init__ (pyqstrat.pyqstrat_cpp.Record attribute) (pyqstrat.pyqstrat_cpp.Writer attribute) __init__() (pyqstrat.account.Account method) (pyqstrat.evaluator.Evaluator method) (pyqstrat.holiday_calendars.Calendar method) (pyqstrat.marketdata.MarketData method) (pyqstrat.marketdata.MarketDataCollection method) (pyqstrat.marketdata_processor.PathFileNameProvider method) (pyqstrat.marketdata_processor.SingleDirectoryFileNameMapper method) (pyqstrat.marketdata_processor.TextHeaderParser 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.portfolio.Portfolio method) (pyqstrat.pq_types.Contract method) (pyqstrat.pq_types.Trade method) (pyqstrat.pyqstrat_cpp.Aggregator method) (pyqstrat.pyqstrat_cpp.AllOpenInterestAggregator method) (pyqstrat.pyqstrat_cpp.AllOtherAggregator method) (pyqstrat.pyqstrat_cpp.AllQuoteAggregator method) (pyqstrat.pyqstrat_cpp.AllQuotePairAggregator method) (pyqstrat.pyqstrat_cpp.AllTradeAggregator method) (pyqstrat.pyqstrat_cpp.ArrowWriter method) (pyqstrat.pyqstrat_cpp.ArrowWriterCreator method) (pyqstrat.pyqstrat_cpp.BadLineHandler method) (pyqstrat.pyqstrat_cpp.CheckFields method) (pyqstrat.pyqstrat_cpp.FileProcessor method) (pyqstrat.pyqstrat_cpp.FixedWidthTimeParser method) (pyqstrat.pyqstrat_cpp.FormatTimestampParser method) (pyqstrat.pyqstrat_cpp.IsFieldInList method) (pyqstrat.pyqstrat_cpp.LineFilter method) (pyqstrat.pyqstrat_cpp.MissingDataHandler method) (pyqstrat.pyqstrat_cpp.OpenInterestRecord method) (pyqstrat.pyqstrat_cpp.OtherRecord method) (pyqstrat.pyqstrat_cpp.PriceQtyMissingDataHandler method) (pyqstrat.pyqstrat_cpp.PrintBadLineHandler method) (pyqstrat.pyqstrat_cpp.QuoteRecord method) (pyqstrat.pyqstrat_cpp.QuoteTOBAggregator method) (pyqstrat.pyqstrat_cpp.RecordFieldParser method) (pyqstrat.pyqstrat_cpp.RecordFilter method) (pyqstrat.pyqstrat_cpp.RecordGenerator method) (pyqstrat.pyqstrat_cpp.RecordParser 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.TextFileDecompressor method) (pyqstrat.pyqstrat_cpp.TextFileProcessor method) (pyqstrat.pyqstrat_cpp.TextOpenInterestParser method) (pyqstrat.pyqstrat_cpp.TextOtherParser method) (pyqstrat.pyqstrat_cpp.TextQuotePairParser method) (pyqstrat.pyqstrat_cpp.TextQuoteParser method) (pyqstrat.pyqstrat_cpp.TextRecordParser method) (pyqstrat.pyqstrat_cpp.TextTradeParser method) (pyqstrat.pyqstrat_cpp.TimestampParser method) (pyqstrat.pyqstrat_cpp.TradeBarAggregator method) (pyqstrat.pyqstrat_cpp.TradeRecord method) (pyqstrat.pyqstrat_cpp.WriterCreator method) (pyqstrat.pyqstrat_cpp.ostream_redirect method) (pyqstrat.strategy.Strategy method)

A

Account (class in pyqstrat.account) add_calendar() (pyqstrat.holiday_calendars.Calendar method) add_contract() (pyqstrat.account.Account method) add_dates() (pyqstrat.marketdata.MarketData method) (pyqstrat.marketdata.MarketDataCollection method) add_indicator() (pyqstrat.strategy.Strategy method) add_line() (pyqstrat.pyqstrat_cpp.RecordParser method) add_market_sim() (pyqstrat.strategy.Strategy method) add_marketdata() (pyqstrat.account.Account method) (pyqstrat.marketdata.MarketDataCollection 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.portfolio.Portfolio method) add_trades() (pyqstrat.account.ContractPNL method) add_trading_days() (pyqstrat.holiday_calendars.Calendar method) additional_arrays (pyqstrat.marketdata.MarketData attribute) Aggregator (class in pyqstrat.pyqstrat_cpp) AllOpenInterestAggregator (class in pyqstrat.pyqstrat_cpp) AllOtherAggregator (class in pyqstrat.pyqstrat_cpp) AllQuoteAggregator (class in pyqstrat.pyqstrat_cpp) AllQuotePairAggregator (class in pyqstrat.pyqstrat_cpp) AllTradeAggregator (class in pyqstrat.pyqstrat_cpp) ArrowWriter (class in pyqstrat.pyqstrat_cpp) ArrowWriterCreator (class in pyqstrat.pyqstrat_cpp)

B

BACKTEST_END (pyqstrat.pq_utils.ReasonCode attribute) BadLineHandler (class in pyqstrat.pyqstrat_cpp) base_date_filename_mapper() (in module pyqstrat.marketdata_processor) bid (pyqstrat.pyqstrat_cpp.QuoteRecord attribute), [1]

black_scholes_price() (in module pyqstrat.pyqstrat_cpp) 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.account.Account method) (pyqstrat.account.ContractPNL method) Calendar (class in pyqstrat.holiday_calendars) cdf() (in module pyqstrat.pyqstrat_cpp) CheckFields (class in pyqstrat.pyqstrat_cpp) 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.pq_types) ContractPNL (class in pyqstrat.account) cost (pyqstrat.optimize.Experiment attribute) create_text_file_processor() (in module pyqstrat.marketdata_processor)

D

d1() (in module pyqstrat.pyqstrat_cpp) d2() (in module pyqstrat.pyqstrat_cpp) date_2_num() (in module pyqstrat.pq_utils) DateFormatter (class in pyqstrat.plot) DateLine (class in pyqstrat.plot) dates (pyqstrat.marketdata.MarketData attribute) dates() (pyqstrat.marketdata.MarketDataCollection method) decode_future_code() (in module pyqstrat.pq_utils) delta() (in module pyqstrat.pyqstrat_cpp) describe() (pyqstrat.marketdata.MarketData method) df() (pyqstrat.account.ContractPNL method) (pyqstrat.marketdata.MarketData method) (pyqstrat.plot.OHLC method) df_data() (pyqstrat.strategy.Strategy method) df_experiments() (pyqstrat.optimize.Optimizer method)

df_orders() (pyqstrat.strategy.Strategy method) df_pnl() (pyqstrat.account.Account method) (pyqstrat.strategy.Strategy method) df_returns() (pyqstrat.portfolio.Portfolio method) (pyqstrat.strategy.Strategy method) df_trades() (pyqstrat.account.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.account.Account method) errors() (pyqstrat.marketdata.MarketData method) EUREX (pyqstrat.holiday_calendars.Calendar attribute) evaluate_returns() (pyqstrat.portfolio.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

FileProcessor (class in pyqstrat.pyqstrat_cpp) fill_funcs (pyqstrat.marketdata.MarketData attribute) find_index_before() (pyqstrat.account.Account method) FixedWidthTimeParser (class in pyqstrat.pyqstrat_cpp) 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

gamma() (in module pyqstrat.pyqstrat_cpp) get_additional_arrays() (pyqstrat.marketdata.MarketData method) get_all_dates() (pyqstrat.plot.Subplot method) get_calendar() (pyqstrat.holiday_calendars.Calendar method) get_date_formatter() (in module pyqstrat.plot)

get_empty_np_value() (in module pyqstrat.pq_utils) get_field_indices() (in module pyqstrat.marketdata_processor) get_fut_code() (in module pyqstrat.pq_utils) get_temp_dir() (in module pyqstrat.pq_utils) get_trading_days() (pyqstrat.holiday_calendars.Calendar method)

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] implied_vol() (in module pyqstrat.pyqstrat_cpp) 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_newer() (in module pyqstrat.pq_utils) is_ohlc() (pyqstrat.marketdata.MarketData method) is_trading_day() (pyqstrat.holiday_calendars.Calendar method) IsFieldInList (class in pyqstrat.pyqstrat_cpp) items() (pyqstrat.marketdata.MarketDataCollection method)

L

l (pyqstrat.marketdata.MarketData attribute)

LimitOrder (class in pyqstrat.orders) LineFilter (class in pyqstrat.pyqstrat_cpp)

M

MARKER_PROPERTIES (pyqstrat.pq_utils.ReasonCode attribute) MarketData (class in pyqstrat.marketdata) marketdata() (pyqstrat.strategy.Strategy method) MarketDataCollection (class in pyqstrat.marketdata) 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) MissingDataHandler (class in pyqstrat.pyqstrat_cpp) 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) num_trading_days() (pyqstrat.holiday_calendars.Calendar method) NYSE (pyqstrat.holiday_calendars.Calendar attribute)

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) ostream_redirect (class in pyqstrat.pyqstrat_cpp) 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) parse() (pyqstrat.pyqstrat_cpp.RecordParser method) PathFileNameProvider (class in pyqstrat.marketdata_processor) Plot (class in pyqstrat.plot) plot() (pyqstrat.marketdata.MarketData method) (pyqstrat.portfolio.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.portfolio) position() (pyqstrat.account.Account method) price (pyqstrat.pyqstrat_cpp.QuoteRecord attribute), [1] (pyqstrat.pyqstrat_cpp.TradeRecord attribute), [1]

PriceQtyMissingDataHandler (class in pyqstrat.pyqstrat_cpp) PrintBadLineHandler (class in pyqstrat.pyqstrat_cpp) process_marketdata() (in module pyqstrat.marketdata_processor) process_marketdata_file() (in module pyqstrat.marketdata_processor) pyqstrat (module) pyqstrat.account (module) pyqstrat.evaluator (module) pyqstrat.holiday_calendars (module) pyqstrat.marketdata (module) pyqstrat.marketdata_processor (module) pyqstrat.optimize (module) pyqstrat.orders (module) pyqstrat.plot (module) pyqstrat.portfolio (module) pyqstrat.pq_types (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

read_holidays() (in module pyqstrat.holiday_calendars) ReasonCode (class in pyqstrat.pq_utils) Record (class in pyqstrat.pyqstrat_cpp) RecordFieldParser (class in pyqstrat.pyqstrat_cpp) RecordFilter (class in pyqstrat.pyqstrat_cpp) RecordGenerator (class in pyqstrat.pyqstrat_cpp) RecordParser (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_funcs (pyqstrat.marketdata.MarketData attribute) resample_ohlc() (in module pyqstrat.pq_utils)

resample_ts() (in module pyqstrat.pq_utils) resample_vwap() (in module pyqstrat.pq_utils) rho() (in module pyqstrat.pyqstrat_cpp) ROLL_FUTURE (pyqstrat.pq_utils.ReasonCode attribute) roll_futures() (in module pyqstrat.marketdata) RollOrder (class in pyqstrat.orders) run() (pyqstrat.optimize.Optimizer method) (pyqstrat.portfolio.Portfolio method) run_indicators() (pyqstrat.portfolio.Portfolio method) (pyqstrat.strategy.Strategy method) run_rules() (pyqstrat.portfolio.Portfolio method) (pyqstrat.strategy.Strategy method) run_signals() (pyqstrat.portfolio.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) SingleDirectoryFileNameMapper (class in pyqstrat.marketdata_processor) sort_ohlcv() (in module pyqstrat.marketdata) sort_ohlcv_key() (in module pyqstrat.marketdata) 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.account.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) text_file_record_generator() (in module pyqstrat.marketdata_processor) TextFileDecompressor (class in pyqstrat.pyqstrat_cpp) TextFileProcessor (class in pyqstrat.pyqstrat_cpp) TextHeaderParser (class in pyqstrat.marketdata_processor) TextOpenInterestParser (class in pyqstrat.pyqstrat_cpp) TextOtherParser (class in pyqstrat.pyqstrat_cpp) TextQuotePairParser (class in pyqstrat.pyqstrat_cpp) TextQuoteParser (class in pyqstrat.pyqstrat_cpp) TextRecordParser (class in pyqstrat.pyqstrat_cpp) TextTradeParser (class in pyqstrat.pyqstrat_cpp) theta() (in module 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) TimestampParser (class in pyqstrat.pyqstrat_cpp) to_csv() (in module pyqstrat.pq_utils) touch() (in module pyqstrat.pq_utils) Trade (class in pyqstrat.pq_types) trade_sets_by_reason_code() (in module pyqstrat.plot) TradeBarAggregator (class in pyqstrat.pyqstrat_cpp) TradeRecord (class in pyqstrat.pyqstrat_cpp) trades() (pyqstrat.account.Account method) (pyqstrat.account.ContractPNL method) (pyqstrat.strategy.Strategy method) TradeSet (class in pyqstrat.plot) transfer_cash() (pyqstrat.account.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)

vega() (in module pyqstrat.pyqstrat_cpp) VerticalLine (class in pyqstrat.plot) vwap (pyqstrat.marketdata.MarketData attribute)

W

warnings() (pyqstrat.marketdata.MarketData method) write_batch() (pyqstrat.pyqstrat_cpp.ArrowWriter method) (pyqstrat.pyqstrat_cpp.Writer method)

Writer (class in pyqstrat.pyqstrat_cpp) WriterCreator (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)