pyqstratΒΆ
- pyqstrat package
- Submodules
- pyqstrat.pq_utils module
PQExceptionPathsassert_()bootstrap_ci()day_of_week_num()day_symbol()find_in_subdir()get_child_logger()get_config()get_empty_np_value()get_main_logger()get_paths()get_temp_dir()has_display()in_debug()in_ipython()infer_compression()infer_frequency()is_newer()linear_interpolate()millis_since_epoch()monotonically_increasing()nan_to_zero()np_bucket()np_find_closest()np_inc_dates()np_indexof()np_indexof_sorted()np_parse_array()np_rolling_window()np_round()np_uniques()percentile_of_score()remove_dups()resample_trade_bars()resample_ts()resample_vwap()series_to_array()set_defaults()set_ipython_defaults()shift_np()str2date()strtup2date()to_csv()touch()try_frequency()zero_to_nan()
- pyqstrat.pq_types module
ContractContractGroupLimitOrderMarketOrderOrderOrderStatusPriceRollOrderRoundTripTradeRoundTripTrade.contractRoundTripTrade.entry_commissionRoundTripTrade.entry_orderRoundTripTrade.entry_priceRoundTripTrade.entry_propertiesRoundTripTrade.entry_reasonRoundTripTrade.entry_timestampRoundTripTrade.exit_commissionRoundTripTrade.exit_orderRoundTripTrade.exit_priceRoundTripTrade.exit_propertiesRoundTripTrade.exit_reasonRoundTripTrade.exit_timestampRoundTripTrade.net_pnlRoundTripTrade.qty
StopLimitOrderTimeInForceTradeVWAPOrder
- pyqstrat.pq_io module
- pyqstrat.holiday_calendars module
- pyqstrat.account module
- pyqstrat.strategy module
StrategyStrategy.__init__()Strategy.add_indicator()Strategy.add_market_sim()Strategy.add_rule()Strategy.add_signal()Strategy.df_data()Strategy.df_orders()Strategy.df_pnl()Strategy.df_returns()Strategy.df_roundtrip_trades()Strategy.df_trades()Strategy.evaluate_returns()Strategy.orders()Strategy.plot_returns()Strategy.roundtrip_trades()Strategy.run()Strategy.run_indicators()Strategy.run_rules()Strategy.run_signals()Strategy.trades()
- pyqstrat.portfolio module
- pyqstrat.optimize module
- pyqstrat.evaluator module
Evaluatorcompute_amean()compute_annual_returns()compute_bucketed_returns()compute_calmar()compute_dates_3yr()compute_equity()compute_gmean()compute_k_ratio()compute_mar()compute_maxdd_date()compute_maxdd_date_3yr()compute_maxdd_pct()compute_maxdd_pct_3yr()compute_maxdd_start()compute_maxdd_start_3yr()compute_num_periods()compute_periods_per_year()compute_return_metrics()compute_returns_3yr()compute_rolling_dd()compute_rolling_dd_3yr()compute_sharpe()compute_sortino()compute_std()display_return_metrics()handle_non_finite_returns()plot_return_metrics()test_evaluator()
- pyqstrat.pyqstrat_cpp module
- pyqstrat.pyqstrat_io module
- pyqstrat.markets module
- pyqstrat.strategy_builder module
StrategyBuilderStrategyBuilder.__call__()StrategyBuilder.__init__()StrategyBuilder.add_contract()StrategyBuilder.add_contract_group()StrategyBuilder.add_indicator()StrategyBuilder.add_market_sim()StrategyBuilder.add_rule()StrategyBuilder.add_series_indicator()StrategyBuilder.add_series_rule()StrategyBuilder.add_signal()StrategyBuilder.contract_groupsStrategyBuilder.dataStrategyBuilder.indicatorsStrategyBuilder.log_ordersStrategyBuilder.log_tradesStrategyBuilder.market_simsStrategyBuilder.pnl_calc_timeStrategyBuilder.price_functionStrategyBuilder.rulesStrategyBuilder.set_log_orders()StrategyBuilder.set_log_trades()StrategyBuilder.set_pnl_calc_time()StrategyBuilder.set_price_function()StrategyBuilder.set_starting_equity()StrategyBuilder.set_strategy_context()StrategyBuilder.set_timestamps()StrategyBuilder.set_trade_lag()StrategyBuilder.signalsStrategyBuilder.starting_equityStrategyBuilder.strategy_contextStrategyBuilder.timestamp_unitStrategyBuilder.timestampsStrategyBuilder.trade_lag
- pyqstrat.strategy_components module
BracketOrderEntryRuleBracketOrderEntryRule.__call__()BracketOrderEntryRule.__init__()BracketOrderEntryRule.contract_filterBracketOrderEntryRule.longBracketOrderEntryRule.max_position_sizeBracketOrderEntryRule.min_stop_returntBracketOrderEntryRule.percent_of_equityBracketOrderEntryRule.price_funcBracketOrderEntryRule.reason_codeBracketOrderEntryRule.single_entry_per_dayBracketOrderEntryRule.stop_return_func
ClosePositionExitRulePercentOfEquityTradingRulePercentOfEquityTradingRule.__call__()PercentOfEquityTradingRule.__init__()PercentOfEquityTradingRule.allocate_riskPercentOfEquityTradingRule.equity_percentPercentOfEquityTradingRule.limit_incrementPercentOfEquityTradingRule.longPercentOfEquityTradingRule.price_funcPercentOfEquityTradingRule.reason_code
PriceFuncArrayDictPriceFuncArraysPriceFuncDictSimpleMarketSimulatorStopReturnExitRuleVWAPCloseRuleVWAPEntryRuleVWAPMarketSimulatorVectorIndicatorVectorSignalget_contract_price_from_array_dict()get_contract_price_from_dict()
- pyqstrat.interactive_plot module
- Module contents