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.HDF5WriterCreator 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) (pyqstrat.pyqstrat_cpp.ZipFileReader method) __init__() (pyqstrat.account.Account method) (pyqstrat.evaluator.Evaluator method) (pyqstrat.holiday_calendars.Calendar method) (pyqstrat.marketdata_processor.PathFileNameProvider method) (pyqstrat.marketdata_processor.SingleDirectoryFileNameMapper method) (pyqstrat.marketdata_processor.TextHeaderParser method) (pyqstrat.optimize.Experiment method) (pyqstrat.optimize.Optimizer method) (pyqstrat.plot.BucketedValues method) (pyqstrat.plot.Plot method) (pyqstrat.plot.Subplot method) (pyqstrat.plot.TimeSeries method) (pyqstrat.plot.TradeBarSeries method) (pyqstrat.plot.TradeSet method) (pyqstrat.plot.XYZData method) (pyqstrat.portfolio.Portfolio method) (pyqstrat.pq_types.LimitOrder method) (pyqstrat.pq_types.MarketOrder method) (pyqstrat.pq_types.RollOrder method) (pyqstrat.pq_types.StopLimitOrder 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.HDF5WriterCreator method) (pyqstrat.pyqstrat_cpp.IsFieldInList method) (pyqstrat.pyqstrat_cpp.LineFilter method) (pyqstrat.pyqstrat_cpp.MissingDataHandler method) (pyqstrat.pyqstrat_cpp.OpenInterestRecord method) (pyqstrat.pyqstrat_cpp.ostream_redirect 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.Record 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.Writer method) (pyqstrat.pyqstrat_cpp.WriterCreator method) (pyqstrat.pyqstrat_cpp.ZipFileReader method) (pyqstrat.strategy.Strategy method) (pyqstrat.trade_bars.TradeBars method)

A

Account (class in pyqstrat.account) add_calendar() (pyqstrat.holiday_calendars.Calendar static method) add_contract() (pyqstrat.pq_types.ContractGroup method) add_indicator() (pyqstrat.strategy.Strategy method) add_line() (pyqstrat.pyqstrat_cpp.RecordParser 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.portfolio.Portfolio method) add_timestamps() (pyqstrat.trade_bars.TradeBars method)

add_trades() (pyqstrat.account.Account method) add_trading_days() (pyqstrat.holiday_calendars.Calendar method) 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) async_sleep() (in module pyqstrat.pq_utils) async_waitfor() (in module pyqstrat.pq_utils) async_yield() (in module pyqstrat.pq_utils)

B

BACKTEST_END (pyqstrat.pq_types.ReasonCode attribute) BadLineHandler (class in pyqstrat.pyqstrat_cpp) BarPlotAttributes (class in pyqstrat.plot) base_date_filename_mapper() (in module pyqstrat.marketdata_processor) bid (pyqstrat.pyqstrat_cpp.QuoteRecord attribute)

bid() (pyqstrat.pyqstrat_cpp.QuoteRecord property) black_scholes_price() (in module pyqstrat.pyqstrat_cpp) BOOL (pyqstrat.pyqstrat_cpp.Schema attribute) (pyqstrat.pyqstrat_cpp.Schema.Type attribute) BoxPlotAttributes (class in pyqstrat.plot) BucketedValues (class in pyqstrat.plot)

C

c (pyqstrat.trade_bars.TradeBars attribute) calc() (pyqstrat.account.Account method) calc_net_pnl() (pyqstrat.account.ContractPNL method) calc_trade_pnl() (in module pyqstrat.account) Calendar (class in pyqstrat.holiday_calendars) calendar (pyqstrat.markets.EminiFuture attribute) (pyqstrat.markets.EminiOption attribute) CandleStickPlotAttributes (class in pyqstrat.plot) cdf() (in module pyqstrat.pyqstrat_cpp) CheckFields (class in pyqstrat.pyqstrat_cpp) clear() (pyqstrat.pq_types.Contract static method) (pyqstrat.pq_types.ContractGroup static method) close() (pyqstrat.pyqstrat_cpp.ArrowWriter method) (pyqstrat.pyqstrat_cpp.HDF5WriterCreator method) (pyqstrat.pyqstrat_cpp.QuoteTOBAggregator method) (pyqstrat.pyqstrat_cpp.TradeBarAggregator method) (pyqstrat.pyqstrat_cpp.Writer method) cmap (pyqstrat.plot.ContourPlotAttributes attribute) (pyqstrat.plot.SurfacePlotAttributes attribute), [1] color (pyqstrat.plot.BarPlotAttributes attribute) (pyqstrat.plot.LinePlotAttributes attribute) colordown (pyqstrat.plot.CandleStickPlotAttributes attribute) colorup (pyqstrat.plot.CandleStickPlotAttributes attribute) 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_k_ratio() (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_num_periods() (in module pyqstrat.evaluator) 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) ContourPlotAttributes (class in pyqstrat.plot) Contract (class in pyqstrat.pq_types) ContractGroup (class in pyqstrat.pq_types) ContractPNL (class in pyqstrat.account) contracts_by_symbol (pyqstrat.pq_types.Contract attribute) create() (pyqstrat.pq_types.Contract static method) (pyqstrat.pq_types.ContractGroup static method) 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) day_of_week_num() (in module pyqstrat.pq_utils) day_symbol() (in module pyqstrat.pq_utils) decode_symbol() (pyqstrat.markets.EminiOption static method) delta() (in module pyqstrat.pyqstrat_cpp) describe() (pyqstrat.trade_bars.TradeBars method) df() (pyqstrat.account.ContractPNL method) (pyqstrat.plot.TradeBarSeries method) (pyqstrat.trade_bars.TradeBars method) df_account_pnl() (pyqstrat.account.Account 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) DisplayAttributes (class in pyqstrat.plot) 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

EminiFuture (class in pyqstrat.markets) EminiOption (class in pyqstrat.markets) ENTER_LONG (pyqstrat.pq_types.ReasonCode attribute) ENTER_SHORT (pyqstrat.pq_types.ReasonCode attribute) equity() (pyqstrat.account.Account method) errors() (pyqstrat.trade_bars.TradeBars 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_types.ReasonCode attribute) EXIT_SHORT (pyqstrat.pq_types.ReasonCode attribute) Experiment (class in pyqstrat.optimize) experiment_list() (pyqstrat.optimize.Optimizer method)

F

FileProcessor (class in pyqstrat.pyqstrat_cpp) FILLED (pyqstrat.pq_types.OrderStatus attribute) FilledLinePlotAttributes (class in pyqstrat.plot) find_index_before() (in module pyqstrat.account) find_last_non_nan_index() (in module pyqstrat.account) 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.trade_bars.TradeBars method) future_code_to_month() (in module pyqstrat.markets) future_code_to_month_number() (in module pyqstrat.markets)

G

gamma() (in module pyqstrat.pyqstrat_cpp) get_all_timestamps() (pyqstrat.plot.Subplot method) get_calendar() (pyqstrat.holiday_calendars.Calendar static method) get_child_logger() (in module pyqstrat.pq_utils) get_contract() (pyqstrat.pq_types.ContractGroup method) get_current_symbol() (pyqstrat.markets.EminiFuture static method) get_date_formatter() (in module pyqstrat.plot) get_date_from_weekday() (in module pyqstrat.holiday_calendars) get_empty_np_value() (in module pyqstrat.pq_utils)

get_expiry() (pyqstrat.markets.EminiFuture static method) (pyqstrat.markets.EminiOption static method) get_field_indices() (in module pyqstrat.marketdata_processor) get_future_code() (in module pyqstrat.markets) get_main_logger() (in module pyqstrat.pq_utils) get_next_symbol() (pyqstrat.markets.EminiFuture static method) get_previous_symbol() (pyqstrat.markets.EminiFuture static method) get_temp_dir() (in module pyqstrat.pq_utils) get_trading_days() (pyqstrat.holiday_calendars.Calendar method)

H

h (pyqstrat.trade_bars.TradeBars attribute) handle_non_finite_returns() (in module pyqstrat.evaluator) has_display() (in module pyqstrat.pq_utils)

has_ohlc() (pyqstrat.trade_bars.TradeBars method) HDF5WriterCreator (class in pyqstrat.pyqstrat_cpp) HorizontalLine (class in pyqstrat.plot)

I

id (pyqstrat.pyqstrat_cpp.OpenInterestRecord attribute) (pyqstrat.pyqstrat_cpp.OtherRecord attribute) (pyqstrat.pyqstrat_cpp.QuoteRecord attribute) (pyqstrat.pyqstrat_cpp.TradeRecord attribute) id() (pyqstrat.pyqstrat_cpp.OpenInterestRecord property) (pyqstrat.pyqstrat_cpp.OtherRecord property) (pyqstrat.pyqstrat_cpp.QuoteRecord property) (pyqstrat.pyqstrat_cpp.TradeRecord property) implied_vol() (in module pyqstrat.pyqstrat_cpp) in_ipython() (in module pyqstrat.pq_utils)

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) interpolation (pyqstrat.plot.ContourPlotAttributes attribute) (pyqstrat.plot.SurfacePlotAttributes attribute), [1] is_newer() (in module pyqstrat.pq_utils) is_trading_day() (pyqstrat.holiday_calendars.Calendar method) IsFieldInList (class in pyqstrat.pyqstrat_cpp)

L

l (pyqstrat.trade_bars.TradeBars attribute) leading_nan_to_zero() (in module pyqstrat.account) LimitOrder (class in pyqstrat.pq_types) line_type (pyqstrat.plot.LinePlotAttributes attribute)

line_width (pyqstrat.plot.LinePlotAttributes attribute) linear_interpolate() (in module pyqstrat.pq_utils) LineFilter (class in pyqstrat.pyqstrat_cpp) LinePlotAttributes (class in pyqstrat.plot)

M

marker (pyqstrat.plot.ContourPlotAttributes attribute) (pyqstrat.plot.LinePlotAttributes attribute) (pyqstrat.plot.ScatterPlotAttributes attribute) (pyqstrat.plot.SurfacePlotAttributes attribute), [1] marker_color (pyqstrat.plot.ContourPlotAttributes attribute) (pyqstrat.plot.LinePlotAttributes attribute) (pyqstrat.plot.ScatterPlotAttributes attribute) (pyqstrat.plot.SurfacePlotAttributes attribute) MARKER_PROPERTIES (pyqstrat.pq_types.ReasonCode attribute) marker_size (pyqstrat.plot.ContourPlotAttributes attribute) (pyqstrat.plot.LinePlotAttributes attribute) (pyqstrat.plot.ScatterPlotAttributes attribute) (pyqstrat.plot.SurfacePlotAttributes attribute)

MarketOrder (class in pyqstrat.pq_types) metadata (pyqstrat.pyqstrat_cpp.OpenInterestRecord attribute) (pyqstrat.pyqstrat_cpp.OtherRecord attribute) (pyqstrat.pyqstrat_cpp.QuoteRecord attribute) (pyqstrat.pyqstrat_cpp.TradeRecord attribute) metadata() (pyqstrat.pyqstrat_cpp.OpenInterestRecord property) (pyqstrat.pyqstrat_cpp.OtherRecord property) (pyqstrat.pyqstrat_cpp.QuoteRecord property) (pyqstrat.pyqstrat_cpp.TradeRecord property) 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

name() (pyqstrat.pyqstrat_cpp.Schema.Type property) nan_to_zero() (in module pyqstrat.pq_utils) negative_color (pyqstrat.plot.FilledLinePlotAttributes attribute) net_pnl() (pyqstrat.account.ContractPNL method) NONE (pyqstrat.pq_types.ReasonCode attribute) notched (pyqstrat.plot.BoxPlotAttributes attribute), [1]

np_find_closest() (in module pyqstrat.pq_utils) np_get_index() (in module pyqstrat.pq_utils) np_rolling_window() (in module pyqstrat.pq_utils) np_round() (in module pyqstrat.pq_utils) num_trading_days() (pyqstrat.holiday_calendars.Calendar method) NYSE (pyqstrat.holiday_calendars.Calendar attribute)

O

o (pyqstrat.trade_bars.TradeBars attribute) OPEN (pyqstrat.pq_types.OrderStatus attribute) OpenInterestRecord (class in pyqstrat.pyqstrat_cpp) Optimizer (class in pyqstrat.optimize) Order (class in pyqstrat.pq_types)

orders() (pyqstrat.strategy.Strategy method) OrderStatus (class in pyqstrat.pq_types) ostream_redirect (class in pyqstrat.pyqstrat_cpp) OtherRecord (class in pyqstrat.pyqstrat_cpp) overview() (pyqstrat.trade_bars.TradeBars method)

P

parse() (pyqstrat.pyqstrat_cpp.RecordParser method) PathFileNameProvider (class in pyqstrat.marketdata_processor) percentile_of_score() (in module pyqstrat.pq_utils) Plot (class in pyqstrat.plot) plot() (pyqstrat.portfolio.Portfolio method) (pyqstrat.strategy.Strategy method) (pyqstrat.trade_bars.TradeBars 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) PlotData (class in pyqstrat.plot) pnl() (pyqstrat.account.ContractPNL method) Portfolio (class in pyqstrat.portfolio) position() (pyqstrat.account.Account method) (pyqstrat.account.ContractPNL method) positions() (pyqstrat.account.Account method) positive_color (pyqstrat.plot.FilledLinePlotAttributes attribute) price (pyqstrat.pyqstrat_cpp.QuoteRecord attribute) (pyqstrat.pyqstrat_cpp.TradeRecord attribute)

price() (pyqstrat.pyqstrat_cpp.QuoteRecord property) (pyqstrat.pyqstrat_cpp.TradeRecord property) 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) proportional_widths (pyqstrat.plot.BoxPlotAttributes attribute), [1] pyqstrat (module) pyqstrat.account (module) pyqstrat.evaluator (module) pyqstrat.holiday_calendars (module) pyqstrat.marketdata_processor (module) pyqstrat.markets (module) pyqstrat.optimize (module) pyqstrat.plot (module) pyqstrat.portfolio (module) pyqstrat.pq_types (module) pyqstrat.pq_utils (module) pyqstrat.pyqstrat_cpp (module) pyqstrat.strategy (module) pyqstrat.trade_bars (module)

Q

qty (pyqstrat.pyqstrat_cpp.OpenInterestRecord attribute) (pyqstrat.pyqstrat_cpp.QuoteRecord attribute) (pyqstrat.pyqstrat_cpp.TradeRecord attribute) qty() (pyqstrat.pyqstrat_cpp.OpenInterestRecord property) (pyqstrat.pyqstrat_cpp.QuoteRecord property) (pyqstrat.pyqstrat_cpp.TradeRecord property)

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_types) 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.TimePlotData method) (pyqstrat.plot.TimeSeries method) (pyqstrat.plot.TradeBarSeries method) (pyqstrat.plot.TradeSet method) remove_dups() (in module pyqstrat.pq_utils) resample() (pyqstrat.trade_bars.TradeBars method) resample_trade_bars() (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_types.ReasonCode attribute) roll_futures() (in module pyqstrat.trade_bars) RollOrder (class in pyqstrat.pq_types) run() (pyqstrat.optimize.Optimizer method) (pyqstrat.portfolio.Portfolio method) (pyqstrat.strategy.Strategy 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

ScatterPlotAttributes (class in pyqstrat.plot) 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) show_all (pyqstrat.plot.BoxPlotAttributes attribute) show_means (pyqstrat.plot.BoxPlotAttributes attribute), [1] show_outliers (pyqstrat.plot.BoxPlotAttributes attribute), [1] SingleDirectoryFileNameMapper (class in pyqstrat.marketdata_processor)

sort_trade_bars() (in module pyqstrat.trade_bars) StopLimitOrder (class in pyqstrat.pq_types) 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) SurfacePlotAttributes (class in pyqstrat.plot) symbols() (pyqstrat.account.Account method)

T

test_account() (in module pyqstrat.account) test_evaluator() (in module pyqstrat.evaluator) test_optimize() (in module pyqstrat.optimize) test_plot() (in module pyqstrat.plot) test_strategy() (in module pyqstrat.strategy) test_trade_bars() (in module pyqstrat.trade_bars) text_file_record_generator_creator() (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) third_friday_of_month() (pyqstrat.holiday_calendars.Calendar method) time_distribution() (pyqstrat.trade_bars.TradeBars method) TimePlotData (class in pyqstrat.plot) TimeSeries (class in pyqstrat.plot) timestamp (pyqstrat.pyqstrat_cpp.OpenInterestRecord attribute) (pyqstrat.pyqstrat_cpp.OtherRecord attribute) (pyqstrat.pyqstrat_cpp.QuoteRecord attribute) (pyqstrat.pyqstrat_cpp.TradeRecord attribute) (pyqstrat.trade_bars.TradeBars attribute)

timestamp() (pyqstrat.pyqstrat_cpp.OpenInterestRecord property) (pyqstrat.pyqstrat_cpp.OtherRecord property) (pyqstrat.pyqstrat_cpp.QuoteRecord property) (pyqstrat.pyqstrat_cpp.TradeRecord property) 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) TradeBars (class in pyqstrat.trade_bars) TradeBarSeries (class in pyqstrat.plot) TradeRecord (class in pyqstrat.pyqstrat_cpp) trades() (pyqstrat.account.Account method) (pyqstrat.strategy.Strategy method) TradeSet (class in pyqstrat.plot) types (pyqstrat.pyqstrat_cpp.Schema attribute) types() (pyqstrat.pyqstrat_cpp.Schema property)

V

v (pyqstrat.trade_bars.TradeBars attribute) valid() (pyqstrat.optimize.Experiment method) valid_row() (pyqstrat.trade_bars.TradeBars method)

vega() (in module pyqstrat.pyqstrat_cpp) VerticalLine (class in pyqstrat.plot) vwap (pyqstrat.trade_bars.TradeBars attribute)

W

warnings() (pyqstrat.trade_bars.TradeBars 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)

ZipFileReader (class in pyqstrat.pyqstrat_cpp)