Index

A

action_space (qtrade.env.ActionScheme property) ActionScheme (class in qtrade.env) active_trades (qtrade.core.Position property)

asset (qtrade.core.Order property) (qtrade.core.Trade property) assets (qtrade.core.Broker property) available_margin (qtrade.core.Broker property)

B

Backtest (class in qtrade.backtest)

Broker (class in qtrade.core) buy() (qtrade.backtest.Strategy method)

C

calculate_commission() (qtrade.core.Commission method) (qtrade.core.FixedCommission method) (qtrade.core.NoCommission method) (qtrade.core.PercentageCommission method) (qtrade.core.SlippageCommission method) cancel() (qtrade.core.Order method) close() (qtrade.backtest.Strategy method) (qtrade.core.Trade method) (qtrade.env.TradingEnv method)

close_all_positions() (qtrade.core.Broker method) closed_orders (qtrade.core.Broker property) closed_trades (qtrade.core.Broker property) (qtrade.core.Position property) (qtrade.env.TradingEnv property) Commission (class in qtrade.core) cumulative_returns (qtrade.core.Broker property) current_time (qtrade.env.TradingEnv property)

D

data (qtrade.core.Broker property) (qtrade.env.TradingEnv property)

data_by_asset (qtrade.core.Broker property)

E

entry_date (qtrade.core.Trade property) entry_index (qtrade.core.Trade property) entry_price (qtrade.core.Trade property) equity (qtrade.core.Broker property) equity_history (qtrade.core.Broker property)

exit_date (qtrade.core.Trade property) exit_index (qtrade.core.Trade property) exit_price (qtrade.core.Trade property) exit_reason (qtrade.core.Trade property) export_report() (qtrade.backtest.Backtest method)

F

fill_date (qtrade.core.Order property) fill_price (qtrade.core.Order property)

filled_orders (qtrade.core.Broker property) (qtrade.env.TradingEnv property) FixedCommission (class in qtrade.core)

G

get_observation() (qtrade.env.ObserverScheme method) get_orders() (qtrade.env.ActionScheme method) get_reward() (qtrade.env.RewardScheme method)

get_trade_history() (qtrade.backtest.Backtest method) (qtrade.core.Broker method) (qtrade.env.TradingEnv method)

I

is_closed (qtrade.core.Order property) (qtrade.core.Trade property) is_filled (qtrade.core.Order property)

is_long (qtrade.core.Order property) (qtrade.core.Trade property) is_short (qtrade.core.Order property) (qtrade.core.Trade property)

L

limit (qtrade.core.Order property)

M

margin_ratio (qtrade.core.Broker property) margin_ratio_by_asset (qtrade.core.Broker property) metadata (qtrade.env.TradingEnv attribute)

module qtrade.core multiplier (qtrade.core.Trade property) multiplier_by_asset (qtrade.core.Broker property)

N

NoCommission (class in qtrade.core)

O

observation_space (qtrade.env.ObserverScheme property) ObserverScheme (class in qtrade.env)

on_bar_close() (qtrade.backtest.Strategy method) optimize() (qtrade.backtest.Backtest method) Order (class in qtrade.core)

P

pause_rendering() (qtrade.env.TradingEnv method) PercentageCommission (class in qtrade.core) place_orders() (qtrade.core.Broker method) plot() (qtrade.backtest.Backtest method) (qtrade.env.TradingEnv method) plot_heatmap() (qtrade.backtest.Backtest method)

Position (class in qtrade.core) position (qtrade.core.Broker property) (qtrade.env.TradingEnv property) positions (qtrade.core.Broker property) prepare() (qtrade.backtest.Strategy method) process_bar() (qtrade.core.Broker method) profit (qtrade.core.Trade property)

Q

qtrade.core module

R

realized_pnl (qtrade.core.Broker property) render() (qtrade.env.TradingEnv method) reset() (qtrade.env.RewardScheme method) (qtrade.env.TradingEnv method)

RewardScheme (class in qtrade.env) run() (qtrade.backtest.Backtest method)

S

save_rendering() (qtrade.env.TradingEnv method) sell() (qtrade.backtest.Strategy method) show_stats() (qtrade.backtest.Backtest method) (qtrade.env.TradingEnv method) size (qtrade.core.Order property) (qtrade.core.Position property) (qtrade.core.Trade property)

sl (qtrade.core.Order property) (qtrade.core.Trade property) SlippageCommission (class in qtrade.core) step() (qtrade.env.TradingEnv method) stop (qtrade.core.Order property) Strategy (class in qtrade.backtest)

T

tag (qtrade.core.Order property) (qtrade.core.Trade property) tp (qtrade.core.Order property) (qtrade.core.Trade property) Trade (class in qtrade.core) TradingEnv (class in qtrade.env)

trail_amount (qtrade.core.Order property) (qtrade.core.Trade property) trail_high (qtrade.core.Trade property) trail_low (qtrade.core.Trade property) trail_percent (qtrade.core.Order property) (qtrade.core.Trade property)

U

unrealized_pnl (qtrade.core.Broker property)

unrealized_pnl_pct (qtrade.core.Broker property) update_exit_levels() (qtrade.core.Trade method)

W

walk_forward_optimize() (qtrade.backtest.Backtest method)