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_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.Plot method) (pyqstrat.plot.Subplot method) (pyqstrat.plot.TimeSeries method) (pyqstrat.plot.TradeBarSeries method) (pyqstrat.plot.TradeSet method) (pyqstrat.plot.XYData method) (pyqstrat.plot.XYZData method) (pyqstrat.portfolio.Portfolio 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) (pyqstrat.trade_bars.TradeBars method)

A

Account (class in pyqstrat.account) add_calendar() (pyqstrat.holiday_calendars.Calendar 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)

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.trade_bars.TradeBars attribute) calc() (pyqstrat.account.Account method) calc_net_pnl() (pyqstrat.account.ContractPNL method) calc_net_pnl_old() (pyqstrat.account.ContractPNL method) calc_trade_pnl() (in module pyqstrat.account) Calendar (class in pyqstrat.holiday_calendars) 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.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_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) Contract (class in pyqstrat.pq_types) ContractGroup (class in pyqstrat.pq_types) ContractPNL (class in pyqstrat.account) cost (pyqstrat.optimize.Experiment 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) decode_future_code() (in module pyqstrat.pq_utils) 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) 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.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_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) FILLED (pyqstrat.pq_types.OrderStatus attribute) 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)

G

gamma() (in module pyqstrat.pyqstrat_cpp) get_all_timestamps() (pyqstrat.plot.Subplot method) get_calendar() (pyqstrat.holiday_calendars.Calendar method) get_contract() (pyqstrat.pq_types.ContractGroup 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.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) 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_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.orders) linear_interpolate() (in module pyqstrat.pq_utils) LineFilter (class in pyqstrat.pyqstrat_cpp)

M

MARKER_PROPERTIES (pyqstrat.pq_utils.ReasonCode attribute) 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) net_pnl() (pyqstrat.account.ContractPNL method) NONE (pyqstrat.pq_utils.ReasonCode attribute) 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) orders() (pyqstrat.strategy.Strategy method)

OrderStatus (class in pyqstrat.pq_types) ostream_redirect (class in pyqstrat.pyqstrat_cpp) other_costs (pyqstrat.optimize.Experiment attribute) 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) pnl() (pyqstrat.account.ContractPNL method) Portfolio (class in pyqstrat.portfolio) position() (pyqstrat.account.Account method) (pyqstrat.account.ContractPNL method) positions() (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_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) pyqstrat.trade_bars (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.TimeSeries method) (pyqstrat.plot.TradeBarSeries method) (pyqstrat.plot.TradeSet method) 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_utils.ReasonCode attribute) roll_futures() (in module pyqstrat.trade_bars) RollOrder (class in pyqstrat.orders) 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

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_trade_bars() (in module pyqstrat.trade_bars) sort_trade_bars_key() (in module pyqstrat.trade_bars) 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_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() (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.trade_bars.TradeBars 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] (pyqstrat.trade_bars.TradeBars attribute)

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), [1]

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)