QuantWorks
stable
  • Introduction
  • Migrating from PyAlgoTrade
  • Tutorial
  • API Documentation
    • bar – Instrument prices
    • dataseries – Basic dataseries classes
    • feed – Basic feeds
    • barfeed – Bar providers
    • technical – Technical indicators
    • broker – Order management classes
    • strategy – Basic strategy classes
    • stratanalyzer – Strategy analyzers
    • plotter – Strategy plotter
    • optimizer – Parallel optimizers
    • marketsession – Market sessions
  • Tools
  • Event profiler
  • TA-Lib integration
  • Computational Investing Part I
  • Sample strategies
  • Contributing to QuantWorks
QuantWorks
  • Docs »
  • API Documentation
  • Edit on GitHub

API Documentation¶

Contents:

  • bar – Instrument prices
  • dataseries – Basic dataseries classes
  • feed – Basic feeds
    • CSV support
    • CSV support Example
  • barfeed – Bar providers
    • CSV
    • Yahoo! Finance
    • Google Finance
    • Quandl
    • Ninja Trader
    • SQLite
  • technical – Technical indicators
    • Example
    • Moving Averages
    • Momentum Indicators
    • Other Indicators
  • broker – Order management classes
    • Base module and classes
    • Backtesting module and classes
  • strategy – Basic strategy classes
    • Strategy
    • Position
  • stratanalyzer – Strategy analyzers
    • Returns
    • Sharpe Ratio
    • DrawDown
    • Trades
    • Example
  • plotter – Strategy plotter
  • optimizer – Parallel optimizers
  • marketsession – Market sessions
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© Copyright 2019, Tyler M Kontra Revision bdf35905.

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