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Computational Investing Part I
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QuantWorks
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Index
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B
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C
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D
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E
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F
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G
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I
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L
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M
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N
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O
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P
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Q
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R
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S
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T
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U
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V
_
__contains__() (quantworks.bar.Bars method)
__getitem__() (quantworks.bar.Bars method)
__init__() (quantworks.bar.Bars method)
(quantworks.bar.BasicBar method)
B
Bar (class in quantworks.bar)
Bars (class in quantworks.bar)
BasicBar (class in quantworks.bar)
BOVESPA (class in quantworks.marketsession)
Broker (class in quantworks.broker)
(class in quantworks.broker.backtesting)
C
calculate() (quantworks.broker.backtesting.Commission method)
(quantworks.broker.backtesting.FixedPerTrade method)
(quantworks.broker.backtesting.NoCommission method)
(quantworks.broker.backtesting.TradePercentage method)
calculatePrice() (quantworks.broker.slippage.NoSlippage method)
(quantworks.broker.slippage.SlippageModel method)
(quantworks.broker.slippage.VolumeShareSlippage method)
cancelOrder() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
Commission (class in quantworks.broker.backtesting)
createLimitOrder() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
createMarketOrder() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
createStopLimitOrder() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
createStopOrder() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
D
DefaultStrategy (class in quantworks.broker.fillstrategy)
dispatch() (quantworks.broker.backtesting.Broker method)
DrawDown (class in quantworks.stratanalyzer.drawdown)
E
eof() (quantworks.broker.backtesting.Broker method)
F
fillLimitOrder() (quantworks.broker.fillstrategy.DefaultStrategy method)
(quantworks.broker.fillstrategy.FillStrategy method)
fillMarketOrder() (quantworks.broker.fillstrategy.DefaultStrategy method)
(quantworks.broker.fillstrategy.FillStrategy method)
fillStopLimitOrder() (quantworks.broker.fillstrategy.DefaultStrategy method)
(quantworks.broker.fillstrategy.FillStrategy method)
fillStopOrder() (quantworks.broker.fillstrategy.DefaultStrategy method)
(quantworks.broker.fillstrategy.FillStrategy method)
FillStrategy (class in quantworks.broker.fillstrategy)
FixedPerTrade (class in quantworks.broker.backtesting)
Frequency (class in quantworks.bar)
FTSE (class in quantworks.marketsession)
G
getAction() (quantworks.broker.Order method)
getActiveOrders() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
getAdjClose() (quantworks.bar.Bar method)
(quantworks.bar.BasicBar method)
getAllOrNone() (quantworks.broker.Order method)
getAvgFillPrice() (quantworks.broker.Order method)
getBar() (quantworks.bar.Bars method)
getCash() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
getClose() (quantworks.bar.Bar method)
(quantworks.bar.BasicBar method)
getCommission() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.OrderExecutionInfo method)
getDateTime() (quantworks.bar.Bar method)
(quantworks.bar.Bars method)
(quantworks.bar.BasicBar method)
(quantworks.broker.OrderExecutionInfo method)
getEquity() (quantworks.broker.backtesting.Broker method)
getExecutionInfo() (quantworks.broker.Order method)
getFilled() (quantworks.broker.Order method)
getFillOnClose() (quantworks.broker.MarketOrder method)
getFillStrategy() (quantworks.broker.backtesting.Broker method)
getFrequency() (quantworks.bar.Bar method)
(quantworks.bar.BasicBar method)
getGoodTillCanceled() (quantworks.broker.Order method)
getHigh() (quantworks.bar.Bar method)
(quantworks.bar.BasicBar method)
getId() (quantworks.broker.Order method)
getInstrument() (quantworks.broker.Order method)
getInstruments() (quantworks.bar.Bars method)
getLimitPrice() (quantworks.broker.LimitOrder method)
(quantworks.broker.StopLimitOrder method)
getLongestDrawDownDuration() (quantworks.stratanalyzer.drawdown.DrawDown method)
getLow() (quantworks.bar.Bar method)
(quantworks.bar.BasicBar method)
getMaxDrawDown() (quantworks.stratanalyzer.drawdown.DrawDown method)
getOpen() (quantworks.bar.Bar method)
(quantworks.bar.BasicBar method)
getParameters() (quantworks.optimizer.server.Results method)
getPositions() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
getPrice() (quantworks.bar.Bar method)
(quantworks.bar.BasicBar method)
(quantworks.broker.OrderExecutionInfo method)
getQuantity() (quantworks.broker.Order method)
(quantworks.broker.OrderExecutionInfo method)
getRemaining() (quantworks.broker.Order method)
getResult() (quantworks.optimizer.server.Results method)
getShares() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
getState() (quantworks.broker.Order method)
getStopPrice() (quantworks.broker.StopLimitOrder method)
(quantworks.broker.StopOrder method)
getSubmitDateTime() (quantworks.broker.Order method)
getTimezone() (quantworks.marketsession.MarketSession class method)
getType() (quantworks.broker.Order method)
getTypicalPrice() (quantworks.bar.Bar method)
getVolume() (quantworks.bar.Bar method)
(quantworks.bar.BasicBar method)
I
isAccepted() (quantworks.broker.Order method)
isActive() (quantworks.broker.Order method)
isCanceled() (quantworks.broker.Order method)
isFilled() (quantworks.broker.Order method)
isInitial() (quantworks.broker.Order method)
isPartiallyFilled() (quantworks.broker.Order method)
isSubmitted() (quantworks.broker.Order method)
L
LimitOrder (class in quantworks.broker)
M
MarketOrder (class in quantworks.broker)
MarketSession (class in quantworks.marketsession)
MERVAL (class in quantworks.marketsession)
N
NASDAQ (class in quantworks.marketsession)
NoCommission (class in quantworks.broker.backtesting)
NoSlippage (class in quantworks.broker.slippage)
NYSE (class in quantworks.marketsession)
O
onBars() (quantworks.broker.fillstrategy.DefaultStrategy method)
(quantworks.broker.fillstrategy.FillStrategy method)
onOrderFilled() (quantworks.broker.fillstrategy.DefaultStrategy method)
(quantworks.broker.fillstrategy.FillStrategy method)
Order (class in quantworks.broker)
OrderExecutionInfo (class in quantworks.broker)
P
peekDateTime() (quantworks.broker.backtesting.Broker method)
Q
quantworks.bar (module)
quantworks.broker (module)
quantworks.broker.backtesting (module)
quantworks.broker.fillstrategy (module)
quantworks.broker.slippage (module)
quantworks.marketsession (module)
quantworks.optimizer.server (module)
quantworks.stratanalyzer (module)
quantworks.stratanalyzer.drawdown (module)
R
Results (class in quantworks.optimizer.server)
S
serve() (in module quantworks.optimizer.server)
setAllOrNone() (quantworks.broker.Order method)
setCommission() (quantworks.broker.backtesting.Broker method)
setFillStrategy() (quantworks.broker.backtesting.Broker method)
setGoodTillCanceled() (quantworks.broker.Order method)
setShares() (quantworks.broker.backtesting.Broker method)
setSlippageModel() (quantworks.broker.fillstrategy.DefaultStrategy method)
setVolumeLimit() (quantworks.broker.fillstrategy.DefaultStrategy method)
SlippageModel (class in quantworks.broker.slippage)
StopLimitOrder (class in quantworks.broker)
StopOrder (class in quantworks.broker)
StrategyAnalyzer (class in quantworks.stratanalyzer)
submitOrder() (quantworks.broker.backtesting.Broker method)
(quantworks.broker.Broker method)
T
TradePercentage (class in quantworks.broker.backtesting)
TSE (class in quantworks.marketsession)
U
USEquities (class in quantworks.marketsession)
V
VolumeShareSlippage (class in quantworks.broker.slippage)
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