Index

_

__call__() (pyqstrat.interactive_plot.LineGraphWithDetailDisplay method) (pyqstrat.interactive_plot.MeanWithCI method) (pyqstrat.interactive_plot.SimpleDetailTable method) (pyqstrat.interactive_plot.SimpleTransform method) (pyqstrat.strategy_builder.StrategyBuilder method) (pyqstrat.strategy_components.BracketOrderEntryRule method) (pyqstrat.strategy_components.ClosePositionExitRule method) (pyqstrat.strategy_components.PercentOfEquityTradingRule method) (pyqstrat.strategy_components.PriceFuncArrayDict method) (pyqstrat.strategy_components.PriceFuncArrays method) (pyqstrat.strategy_components.PriceFuncDict method) (pyqstrat.strategy_components.SimpleMarketSimulator method) (pyqstrat.strategy_components.StopReturnExitRule method) (pyqstrat.strategy_components.VectorIndicator method) (pyqstrat.strategy_components.VectorSignal method) (pyqstrat.strategy_components.VWAPCloseRule method) (pyqstrat.strategy_components.VWAPEntryRule method) (pyqstrat.strategy_components.VWAPMarketSimulator method) __init__() (pyqstrat.account.Account method) (pyqstrat.evaluator.Evaluator method) (pyqstrat.holiday_calendars.Calendar method) (pyqstrat.interactive_plot.InteractivePlot method) (pyqstrat.interactive_plot.LineConfig method) (pyqstrat.interactive_plot.LineGraphWithDetailDisplay method) (pyqstrat.interactive_plot.MeanWithCI method) (pyqstrat.interactive_plot.SimpleDetailTable method) (pyqstrat.interactive_plot.SimpleTransform method) (pyqstrat.optimize.Experiment method) (pyqstrat.optimize.Optimizer method) (pyqstrat.portfolio.Portfolio method) (pyqstrat.pq_types.Trade method) (pyqstrat.strategy.Strategy method) (pyqstrat.strategy_builder.StrategyBuilder method) (pyqstrat.strategy_components.BracketOrderEntryRule method) (pyqstrat.strategy_components.ClosePositionExitRule method) (pyqstrat.strategy_components.PercentOfEquityTradingRule method) (pyqstrat.strategy_components.PriceFuncArrayDict method) (pyqstrat.strategy_components.PriceFuncArrays method) (pyqstrat.strategy_components.PriceFuncDict method) (pyqstrat.strategy_components.SimpleMarketSimulator method) (pyqstrat.strategy_components.StopReturnExitRule method) (pyqstrat.strategy_components.VectorIndicator method) (pyqstrat.strategy_components.VectorSignal method) (pyqstrat.strategy_components.VWAPCloseRule method) (pyqstrat.strategy_components.VWAPEntryRule method) (pyqstrat.strategy_components.VWAPMarketSimulator method)

A

Account (class in pyqstrat.account) add_contract() (pyqstrat.pq_types.ContractGroup method) (pyqstrat.strategy_builder.StrategyBuilder method) add_contract_group() (pyqstrat.strategy_builder.StrategyBuilder method) add_indicator() (pyqstrat.strategy.Strategy method) (pyqstrat.strategy_builder.StrategyBuilder method) add_market_sim() (pyqstrat.strategy.Strategy method) (pyqstrat.strategy_builder.StrategyBuilder method) add_metric() (pyqstrat.evaluator.Evaluator method) add_rule() (pyqstrat.strategy.Strategy method) (pyqstrat.strategy_builder.StrategyBuilder method) add_series_indicator() (pyqstrat.strategy_builder.StrategyBuilder method)

add_series_rule() (pyqstrat.strategy_builder.StrategyBuilder method) add_signal() (pyqstrat.strategy.Strategy method) (pyqstrat.strategy_builder.StrategyBuilder method) add_strategy() (pyqstrat.portfolio.Portfolio method) add_trades() (pyqstrat.account.Account method) add_trading_days() (pyqstrat.holiday_calendars.Calendar method) allocate_risk (pyqstrat.strategy_components.PercentOfEquityTradingRule attribute) allow_previous (pyqstrat.strategy_components.PriceFuncArrayDict attribute) (pyqstrat.strategy_components.PriceFuncArrays attribute) ask (pyqstrat.pq_types.Price attribute) ask_size (pyqstrat.pq_types.Price attribute) assert_() (in module pyqstrat.pq_utils)

B

backup_price_indicator (pyqstrat.strategy_components.VWAPMarketSimulator attribute) bid (pyqstrat.pq_types.Price attribute) bid_size (pyqstrat.pq_types.Price attribute)

black_scholes_price() (in module pyqstrat.pyqstrat_cpp) bootstrap_ci() (in module pyqstrat.pq_utils) BracketOrderEntryRule (class in pyqstrat.strategy_components)

C

calc() (pyqstrat.account.Account method) calc_net_pnl() (pyqstrat.account.ContractPNL method) Calendar (class in pyqstrat.holiday_calendars) calendar (pyqstrat.markets.EminiFuture attribute) (pyqstrat.markets.EminiOption attribute) cancel() (pyqstrat.pq_types.Order method) CANCEL_REQUESTED (pyqstrat.pq_types.OrderStatus attribute) CANCELLED (pyqstrat.pq_types.OrderStatus attribute) cdf() (in module pyqstrat.pyqstrat_cpp) clear() (pyqstrat.pq_types.ContractGroup method) clear_cache() (pyqstrat.pq_types.Contract static method) (pyqstrat.pq_types.ContractGroup static method) close_qty (pyqstrat.pq_types.RollOrder attribute) ClosePositionExitRule (class in pyqstrat.strategy_components) color (pyqstrat.interactive_plot.LineConfig attribute) commission (pyqstrat.strategy_components.SimpleMarketSimulator attribute) components (pyqstrat.pq_types.Contract 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) Contract (class in pyqstrat.pq_types) contract (pyqstrat.pq_types.Order attribute) (pyqstrat.pq_types.RoundTripTrade attribute) contract_filter (pyqstrat.strategy_components.BracketOrderEntryRule attribute) contract_group (pyqstrat.pq_types.Contract attribute) contract_groups (pyqstrat.strategy_builder.StrategyBuilder attribute) ContractGroup (class in pyqstrat.pq_types) ContractPNL (class in pyqstrat.account) contracts (pyqstrat.pq_types.ContractGroup attribute) create() (pyqstrat.pq_types.Contract static method) (pyqstrat.pq_utils.Paths method) create_pivot() (pyqstrat.interactive_plot.InteractivePlot method) create_selection_dropdowns() (in module pyqstrat.interactive_plot)

D

d1() (in module pyqstrat.pyqstrat_cpp) d2() (in module pyqstrat.pyqstrat_cpp) data (pyqstrat.strategy_builder.StrategyBuilder attribute) DAY (pyqstrat.pq_types.TimeInForce attribute) 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) df() (pyqstrat.account.ContractPNL 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_roundtrip_trades() (pyqstrat.account.Account method) (pyqstrat.strategy.Strategy method) df_to_hdf5() (in module pyqstrat.pq_io) df_trades() (pyqstrat.account.Account method) (pyqstrat.strategy.Strategy method) display_form() (in module pyqstrat.interactive_plot) display_return_metrics() (in module pyqstrat.evaluator)

E

EminiFuture (class in pyqstrat.markets) EminiOption (class in pyqstrat.markets) entry_commission (pyqstrat.pq_types.RoundTripTrade attribute) entry_order (pyqstrat.pq_types.RoundTripTrade attribute) entry_price (pyqstrat.pq_types.RoundTripTrade attribute) entry_properties (pyqstrat.pq_types.RoundTripTrade attribute) entry_reason (pyqstrat.pq_types.RoundTripTrade attribute) entry_timestamp (pyqstrat.pq_types.RoundTripTrade attribute) equity() (pyqstrat.account.Account method) equity_percent (pyqstrat.strategy_components.PercentOfEquityTradingRule attribute) evaluate_returns() (pyqstrat.portfolio.Portfolio method) (pyqstrat.strategy.Strategy method)

Evaluator (class in pyqstrat.evaluator) exists() (pyqstrat.pq_types.Contract static method) (pyqstrat.pq_types.ContractGroup static method) exit_commission (pyqstrat.pq_types.RoundTripTrade attribute) exit_order (pyqstrat.pq_types.RoundTripTrade attribute) exit_price (pyqstrat.pq_types.RoundTripTrade attribute) exit_properties (pyqstrat.pq_types.RoundTripTrade attribute) exit_reason (pyqstrat.pq_types.RoundTripTrade attribute) exit_timestamp (pyqstrat.pq_types.RoundTripTrade attribute) Experiment (class in pyqstrat.optimize) experiment_list() (pyqstrat.optimize.Optimizer method) expiry (pyqstrat.pq_types.Contract attribute)

F

fill() (pyqstrat.pq_types.Order method) FILLED (pyqstrat.pq_types.OrderStatus attribute) find_in_subdir() (in module pyqstrat.pq_utils) find_index_before() (in module pyqstrat.account) find_last_non_nan_index() (in module pyqstrat.account)

flatten_keys() (in module pyqstrat.optimize) FOK (pyqstrat.pq_types.TimeInForce attribute) foo() (in module pyqstrat.interactive_plot) 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() (pyqstrat.pq_types.Contract static method) (pyqstrat.pq_types.ContractGroup static method) get_child_logger() (in module pyqstrat.pq_utils) get_config() (in module pyqstrat.pq_utils) get_contract() (pyqstrat.pq_types.ContractGroup method) get_contract_price_from_array_dict() (in module pyqstrat.strategy_components) get_contract_price_from_dict() (in module pyqstrat.strategy_components) get_contracts() (pyqstrat.pq_types.ContractGroup method) get_current_symbol() (pyqstrat.markets.EminiFuture static method) get_date_from_weekday() (in module pyqstrat.holiday_calendars) get_default() (pyqstrat.pq_types.ContractGroup static method)

get_empty_np_value() (in module pyqstrat.pq_utils) get_expiry() (pyqstrat.markets.EminiFuture static method) (pyqstrat.markets.EminiOption static method) get_future_code() (in module pyqstrat.markets) get_main_logger() (in module pyqstrat.pq_utils) get_next_symbol() (pyqstrat.markets.EminiFuture static method) get_or_create() (pyqstrat.pq_types.Contract static method) get_paths() (in module pyqstrat.pq_utils) get_previous_symbol() (pyqstrat.markets.EminiFuture static method) get_temp_dir() (in module pyqstrat.pq_utils) get_trades_for_date() (pyqstrat.account.Account method) get_trading_days() (pyqstrat.holiday_calendars.Calendar method) GTC (pyqstrat.pq_types.TimeInForce attribute)

H

handle_non_finite_returns() (in module pyqstrat.evaluator) has_display() (in module pyqstrat.pq_utils) hdf5_copy() (in module pyqstrat.pq_io)

hdf5_repack() (in module pyqstrat.pq_io) hdf5_to_df() (in module pyqstrat.pq_io) hdf5_to_np_arrays() (in module pyqstrat.pq_io)

I

implied_vol() (in module pyqstrat.pyqstrat_cpp) in_debug() (in module pyqstrat.pq_utils) in_ipython() (in module pyqstrat.pq_utils) indicators (pyqstrat.strategy_builder.StrategyBuilder attribute) infer_compression() (in module pyqstrat.pq_utils) infer_frequency() (in module pyqstrat.pq_utils)

InteractivePlot (class in pyqstrat.interactive_plot) invalid() (pyqstrat.pq_types.Price static method) is_basket() (pyqstrat.pq_types.Contract method) is_newer() (in module pyqstrat.pq_utils) is_open() (pyqstrat.pq_types.Order method) is_trading_day() (pyqstrat.holiday_calendars.Calendar method)

L

leading_nan_to_zero() (in module pyqstrat.account) limit_increment (pyqstrat.strategy_components.ClosePositionExitRule attribute) (pyqstrat.strategy_components.PercentOfEquityTradingRule attribute) limit_price (pyqstrat.pq_types.LimitOrder attribute) (pyqstrat.pq_types.StopLimitOrder attribute) LimitOrder (class in pyqstrat.pq_types) linear_interpolate() (in module pyqstrat.pq_utils)

LineConfig (class in pyqstrat.interactive_plot) LineGraphWithDetailDisplay (class in pyqstrat.interactive_plot) log_orders (pyqstrat.strategy_builder.StrategyBuilder attribute) log_trades (pyqstrat.strategy_builder.StrategyBuilder attribute) long (pyqstrat.strategy_components.BracketOrderEntryRule attribute) (pyqstrat.strategy_components.PercentOfEquityTradingRule attribute) (pyqstrat.strategy_components.VWAPEntryRule attribute)

M

marker_mode (pyqstrat.interactive_plot.LineConfig attribute) market_sims (pyqstrat.strategy_builder.StrategyBuilder attribute) MarketOrder (class in pyqstrat.pq_types) max_position_size (pyqstrat.strategy_components.BracketOrderEntryRule attribute) MeanWithCI (class in pyqstrat.interactive_plot) metric() (pyqstrat.evaluator.Evaluator method) metrics() (pyqstrat.evaluator.Evaluator method) mid() (pyqstrat.pq_types.Price method) millis_since_epoch() (in module pyqstrat.pq_utils) min_price_diff_pct (pyqstrat.strategy_components.VWAPEntryRule attribute) min_stop_returnt (pyqstrat.strategy_components.BracketOrderEntryRule attribute) module pyqstrat pyqstrat.account pyqstrat.evaluator pyqstrat.holiday_calendars pyqstrat.interactive_plot pyqstrat.markets pyqstrat.optimize pyqstrat.portfolio pyqstrat.pq_io pyqstrat.pq_types pyqstrat.pq_utils pyqstrat.pyqstrat_cpp pyqstrat.pyqstrat_io pyqstrat.strategy pyqstrat.strategy_builder pyqstrat.strategy_components

monotonically_increasing() (in module pyqstrat.pq_utils) multiplier (pyqstrat.pq_types.Contract attribute)

N

name (pyqstrat.pq_types.ContractGroup attribute) nan_to_zero() (in module pyqstrat.pq_utils) net_pnl (pyqstrat.pq_types.RoundTripTrade attribute) net_pnl() (pyqstrat.account.ContractPNL method) np_arrays_to_hdf5() (in module pyqstrat.pq_io) np_bucket() (in module pyqstrat.pq_utils) np_find_closest() (in module pyqstrat.pq_utils)

np_inc_dates() (in module pyqstrat.pq_utils) np_indexof() (in module pyqstrat.pq_utils) np_indexof_sorted() (in module pyqstrat.pq_utils) np_parse_array() (in module pyqstrat.pq_utils) np_rolling_window() (in module pyqstrat.pq_utils) np_round() (in module pyqstrat.pq_utils) np_uniques() (in module pyqstrat.pq_utils) num_trading_days() (pyqstrat.holiday_calendars.Calendar method)

O

on_widgets_updated() (in module pyqstrat.interactive_plot) OPEN (pyqstrat.pq_types.OrderStatus attribute) Optimizer (class in pyqstrat.optimize)

Order (class in pyqstrat.pq_types) orders() (pyqstrat.strategy.Strategy method) OrderStatus (class in pyqstrat.pq_types)

P

parse_datetimes() (in module pyqstrat.pyqstrat_io) PARTIALLY_FILLED (pyqstrat.pq_types.OrderStatus attribute) Paths (class in pyqstrat.pq_utils) percent_of_equity (pyqstrat.strategy_components.BracketOrderEntryRule attribute) (pyqstrat.strategy_components.VWAPEntryRule attribute) percentile_buckets() (in module pyqstrat.interactive_plot) percentile_of_score() (in module pyqstrat.pq_utils) PercentOfEquityTradingRule (class in pyqstrat.strategy_components) plot() (pyqstrat.portfolio.Portfolio 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) pnl_calc_time (pyqstrat.strategy_builder.StrategyBuilder attribute) Portfolio (class in pyqstrat.portfolio) position() (pyqstrat.account.Account method) (pyqstrat.account.ContractPNL method) positions() (pyqstrat.account.Account method) post_trade_func (pyqstrat.strategy_components.SimpleMarketSimulator attribute) PQException Price (class in pyqstrat.pq_types) price_dict (pyqstrat.strategy_components.PriceFuncArrayDict attribute) (pyqstrat.strategy_components.PriceFuncArrays attribute) (pyqstrat.strategy_components.PriceFuncDict attribute) price_func (pyqstrat.strategy_components.BracketOrderEntryRule attribute) (pyqstrat.strategy_components.ClosePositionExitRule attribute) (pyqstrat.strategy_components.PercentOfEquityTradingRule attribute) (pyqstrat.strategy_components.SimpleMarketSimulator attribute) (pyqstrat.strategy_components.StopReturnExitRule attribute) (pyqstrat.strategy_components.VWAPEntryRule attribute) price_function (pyqstrat.strategy_builder.StrategyBuilder attribute) price_indicator (pyqstrat.strategy_components.VWAPMarketSimulator attribute) price_rounding (pyqstrat.strategy_components.SimpleMarketSimulator attribute) PriceFuncArrayDict (class in pyqstrat.strategy_components) PriceFuncArrays (class in pyqstrat.strategy_components)

PriceFuncDict (class in pyqstrat.strategy_components) properties (pyqstrat.pq_types.Contract attribute) (pyqstrat.pq_types.Order attribute) (pyqstrat.pq_types.Price attribute) pyqstrat module pyqstrat.account module pyqstrat.evaluator module pyqstrat.holiday_calendars module pyqstrat.interactive_plot module pyqstrat.markets module pyqstrat.optimize module pyqstrat.portfolio module pyqstrat.pq_io module pyqstrat.pq_types module pyqstrat.pq_utils module pyqstrat.pyqstrat_cpp module pyqstrat.pyqstrat_io module pyqstrat.strategy module pyqstrat.strategy_builder module pyqstrat.strategy_components module

Q

qty (pyqstrat.pq_types.Order attribute) (pyqstrat.pq_types.RoundTripTrade attribute)

R

read_file() (in module pyqstrat.pyqstrat_io) reason_code (pyqstrat.pq_types.Order attribute) (pyqstrat.strategy_components.BracketOrderEntryRule attribute) (pyqstrat.strategy_components.ClosePositionExitRule attribute) (pyqstrat.strategy_components.PercentOfEquityTradingRule attribute) (pyqstrat.strategy_components.StopReturnExitRule attribute) (pyqstrat.strategy_components.VWAPCloseRule attribute) (pyqstrat.strategy_components.VWAPEntryRule attribute) remove_dups() (in module pyqstrat.pq_utils) reopen_qty (pyqstrat.pq_types.RollOrder attribute) request_cancel() (pyqstrat.pq_types.Order 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) RollOrder (class in pyqstrat.pq_types) roundtrip_trades() (pyqstrat.account.Account method) (pyqstrat.strategy.Strategy method) RoundTripTrade (class in pyqstrat.pq_types) rules (pyqstrat.strategy_builder.StrategyBuilder attribute) 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

secondary_y (pyqstrat.interactive_plot.LineConfig attribute) series_to_array() (in module pyqstrat.pq_utils) set_defaults() (in module pyqstrat.pq_utils) set_ipython_defaults() (in module pyqstrat.pq_utils) set_log_orders() (pyqstrat.strategy_builder.StrategyBuilder method) set_log_trades() (pyqstrat.strategy_builder.StrategyBuilder method) set_pnl_calc_time() (pyqstrat.strategy_builder.StrategyBuilder method) set_price_function() (pyqstrat.strategy_builder.StrategyBuilder method) set_property() (pyqstrat.pq_types.Price method) set_starting_equity() (pyqstrat.strategy_builder.StrategyBuilder method) set_strategy_context() (pyqstrat.strategy_builder.StrategyBuilder method) set_timestamps() (pyqstrat.strategy_builder.StrategyBuilder method) set_trade_lag() (pyqstrat.strategy_builder.StrategyBuilder method) shift_np() (in module pyqstrat.pq_utils) show_detail (pyqstrat.interactive_plot.LineConfig attribute) signals (pyqstrat.strategy_builder.StrategyBuilder attribute) simple_data_filter() (in module pyqstrat.interactive_plot) simple_dimension_filter() (in module pyqstrat.interactive_plot) SimpleDetailTable (class in pyqstrat.interactive_plot)

SimpleMarketSimulator (class in pyqstrat.strategy_components) SimpleTransform (class in pyqstrat.interactive_plot) single_entry_per_day (pyqstrat.strategy_components.BracketOrderEntryRule attribute) (pyqstrat.strategy_components.VWAPEntryRule attribute) slippage_pct (pyqstrat.strategy_components.SimpleMarketSimulator attribute) spread() (pyqstrat.pq_types.Price method) starting_equity (pyqstrat.strategy_builder.StrategyBuilder attribute) status (pyqstrat.pq_types.Order attribute) stop_price_ind (pyqstrat.strategy_components.VWAPEntryRule attribute) stop_return_func (pyqstrat.strategy_components.BracketOrderEntryRule attribute) (pyqstrat.strategy_components.StopReturnExitRule attribute) StopLimitOrder (class in pyqstrat.pq_types) StopReturnExitRule (class in pyqstrat.strategy_components) str2date() (in module pyqstrat.pq_utils) Strategy (class in pyqstrat.strategy) strategy_context (pyqstrat.strategy_builder.StrategyBuilder attribute) StrategyBuilder (class in pyqstrat.strategy_builder) strtup2date() (in module pyqstrat.pq_utils) symbol (pyqstrat.pq_types.Contract attribute) symbols() (pyqstrat.account.Account method)

T

test_account() (in module pyqstrat.account) test_evaluator() (in module pyqstrat.evaluator) test_hdf5_to_df() (in module pyqstrat.pq_io) test_interactive_plot() (pyqstrat.interactive_plot.TestInteractivePlot method) test_optimize() (in module pyqstrat.optimize) TestInteractivePlot (class in pyqstrat.interactive_plot) theta() (in module pyqstrat.pyqstrat_cpp) thickness (pyqstrat.interactive_plot.LineConfig attribute) third_friday_of_month() (pyqstrat.holiday_calendars.Calendar method) time_in_force (pyqstrat.pq_types.Order attribute) TimeInForce (class in pyqstrat.pq_types) timestamp (pyqstrat.pq_types.Order attribute) (pyqstrat.pq_types.Price attribute)

timestamp_unit (pyqstrat.strategy_builder.StrategyBuilder attribute) timestamps (pyqstrat.strategy_builder.StrategyBuilder attribute) to_csv() (in module pyqstrat.pq_utils) touch() (in module pyqstrat.pq_utils) Trade (class in pyqstrat.pq_types) trade_lag (pyqstrat.strategy_builder.StrategyBuilder attribute) trades() (pyqstrat.account.Account method) (pyqstrat.strategy.Strategy method) transform() (pyqstrat.interactive_plot.TestInteractivePlot method) trigger_price (pyqstrat.pq_types.StopLimitOrder attribute) triggered (pyqstrat.pq_types.StopLimitOrder attribute) try_frequency() (in module pyqstrat.pq_utils)

U

update() (pyqstrat.interactive_plot.InteractivePlot method)

V

valid (pyqstrat.pq_types.Price attribute) valid() (pyqstrat.optimize.Experiment method) vector (pyqstrat.strategy_components.VectorIndicator attribute) (pyqstrat.strategy_components.VectorSignal attribute) VectorIndicator (class in pyqstrat.strategy_components) VectorSignal (class in pyqstrat.strategy_components) vega() (in module pyqstrat.pyqstrat_cpp) volume_indicator (pyqstrat.strategy_components.VWAPMarketSimulator attribute)

vw_mid() (pyqstrat.pq_types.Price method) vwap_end_time (pyqstrat.pq_types.VWAPOrder attribute) vwap_minutes (pyqstrat.strategy_components.VWAPCloseRule attribute) (pyqstrat.strategy_components.VWAPEntryRule attribute) vwap_stop (pyqstrat.pq_types.VWAPOrder attribute) VWAPCloseRule (class in pyqstrat.strategy_components) VWAPEntryRule (class in pyqstrat.strategy_components) VWAPMarketSimulator (class in pyqstrat.strategy_components) VWAPOrder (class in pyqstrat.pq_types)

Z

zero_to_nan() (in module pyqstrat.pq_utils)