Index

_

__call__() (pyqstrat.marketdata_processor.PathFileNameProvider method) (pyqstrat.marketdata_processor.SingleDirectoryFileNameMapper method) (pyqstrat.marketdata_processor.TextHeaderParser method) (pyqstrat.pyqstrat_cpp.AllOpenInterestAggregator method) (pyqstrat.pyqstrat_cpp.AllOtherAggregator method) (pyqstrat.pyqstrat_cpp.AllQuoteAggregator method) (pyqstrat.pyqstrat_cpp.AllTradeAggregator method) (pyqstrat.pyqstrat_cpp.ArrowWriterCreator method) (pyqstrat.pyqstrat_cpp.BadLineHandler method) (pyqstrat.pyqstrat_cpp.CheckFields method) (pyqstrat.pyqstrat_cpp.FastTimeMicroParser method) (pyqstrat.pyqstrat_cpp.FastTimeMilliParser method) (pyqstrat.pyqstrat_cpp.FileProcessor method) (pyqstrat.pyqstrat_cpp.FormatTimestampParser method) (pyqstrat.pyqstrat_cpp.IsFieldInList method) (pyqstrat.pyqstrat_cpp.LineFilter method) (pyqstrat.pyqstrat_cpp.MissingDataHandler method) (pyqstrat.pyqstrat_cpp.OpenInterestAggregator method) (pyqstrat.pyqstrat_cpp.OpenInterestParser method) (pyqstrat.pyqstrat_cpp.OtherAggregator method) (pyqstrat.pyqstrat_cpp.OtherParser method) (pyqstrat.pyqstrat_cpp.PriceQtyMissingDataHandler method) (pyqstrat.pyqstrat_cpp.PrintBadLineHandler method) (pyqstrat.pyqstrat_cpp.QuoteAggregator method) (pyqstrat.pyqstrat_cpp.QuoteParser method) (pyqstrat.pyqstrat_cpp.QuoteTOBAggregator method) (pyqstrat.pyqstrat_cpp.RecordFilter method) (pyqstrat.pyqstrat_cpp.RecordGenerator method) (pyqstrat.pyqstrat_cpp.RecordParser 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.TextQuoteParser method) (pyqstrat.pyqstrat_cpp.TextRecordParser method) (pyqstrat.pyqstrat_cpp.TextTradeParser method) (pyqstrat.pyqstrat_cpp.TimestampParser method) (pyqstrat.pyqstrat_cpp.TradeAggregator method) (pyqstrat.pyqstrat_cpp.TradeBarAggregator method) (pyqstrat.pyqstrat_cpp.TradeParser 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.AllOpenInterestAggregator method) (pyqstrat.pyqstrat_cpp.AllOtherAggregator method) (pyqstrat.pyqstrat_cpp.AllQuoteAggregator 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.FastTimeMicroParser method) (pyqstrat.pyqstrat_cpp.FastTimeMilliParser method) (pyqstrat.pyqstrat_cpp.FileProcessor method) (pyqstrat.pyqstrat_cpp.FormatTimestampParser method) (pyqstrat.pyqstrat_cpp.IsFieldInList method) (pyqstrat.pyqstrat_cpp.LineFilter method) (pyqstrat.pyqstrat_cpp.MissingDataHandler method) (pyqstrat.pyqstrat_cpp.OpenInterestAggregator method) (pyqstrat.pyqstrat_cpp.OpenInterestParser method) (pyqstrat.pyqstrat_cpp.OpenInterestRecord method) (pyqstrat.pyqstrat_cpp.OtherAggregator method) (pyqstrat.pyqstrat_cpp.OtherParser method) (pyqstrat.pyqstrat_cpp.OtherRecord method) (pyqstrat.pyqstrat_cpp.PriceQtyMissingDataHandler method) (pyqstrat.pyqstrat_cpp.PrintBadLineHandler method) (pyqstrat.pyqstrat_cpp.QuoteAggregator method) (pyqstrat.pyqstrat_cpp.QuoteParser method) (pyqstrat.pyqstrat_cpp.QuoteRecord method) (pyqstrat.pyqstrat_cpp.QuoteTOBAggregator 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.TextQuoteParser method) (pyqstrat.pyqstrat_cpp.TextRecordParser method) (pyqstrat.pyqstrat_cpp.TextTradeParser method) (pyqstrat.pyqstrat_cpp.TimestampParser method) (pyqstrat.pyqstrat_cpp.TradeAggregator method) (pyqstrat.pyqstrat_cpp.TradeBarAggregator method) (pyqstrat.pyqstrat_cpp.TradeParser 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_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) AllOpenInterestAggregator (class in pyqstrat.pyqstrat_cpp) AllOtherAggregator (class in pyqstrat.pyqstrat_cpp) AllQuoteAggregator (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] 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) 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

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) 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

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

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

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_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] 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) OpenInterestAggregator (class in pyqstrat.pyqstrat_cpp) OpenInterestParser (class in pyqstrat.pyqstrat_cpp) 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) OtherAggregator (class in pyqstrat.pyqstrat_cpp) OtherParser (class in pyqstrat.pyqstrat_cpp) 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) 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]

QuoteAggregator (class in pyqstrat.pyqstrat_cpp) QuoteParser (class in pyqstrat.pyqstrat_cpp) 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) 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) 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) TextQuoteParser (class in pyqstrat.pyqstrat_cpp) TextRecordParser (class in pyqstrat.pyqstrat_cpp) TextTradeParser (class in 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) TradeAggregator (class in pyqstrat.pyqstrat_cpp) TradeBarAggregator (class in pyqstrat.pyqstrat_cpp) TradeParser (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) 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)