pybroker package
Global imports.
Submodules
- pybroker.cache module
CacheDateFieldsDataSourceCacheKeyIndicatorCacheKeyModelCacheKeyclear_caches()clear_data_source_cache()clear_indicator_cache()clear_model_cache()disable_caches()disable_data_source_cache()disable_indicator_cache()disable_model_cache()enable_caches()enable_data_source_cache()enable_indicator_cache()enable_model_cache()
- pybroker.common module
- pybroker.config module
StrategyConfigStrategyConfig.initial_cashStrategyConfig.fee_modeStrategyConfig.fee_amountStrategyConfig.subtract_feesStrategyConfig.enable_fractional_sharesStrategyConfig.round_fill_priceStrategyConfig.max_long_positionsStrategyConfig.max_short_positionsStrategyConfig.buy_delayStrategyConfig.sell_delayStrategyConfig.bootstrap_samplesStrategyConfig.bootstrap_sample_sizeStrategyConfig.exit_on_last_barStrategyConfig.exit_cover_fill_priceStrategyConfig.exit_sell_fill_priceStrategyConfig.bars_per_yearStrategyConfig.return_signalsStrategyConfig.return_stopsStrategyConfig.round_test_result
- pybroker.context module
BaseContextBaseContext.configBaseContext.calc_target_shares()BaseContext.cashBaseContext.indicator()BaseContext.input()BaseContext.long_positions()BaseContext.loss_rateBaseContext.model()BaseContext.orders()BaseContext.pending_orders()BaseContext.pos()BaseContext.positions()BaseContext.preds()BaseContext.short_positions()BaseContext.total_equityBaseContext.total_marginBaseContext.total_market_valueBaseContext.trades()BaseContext.win_rate
ExecContextExecContext.symbolExecContext.buy_fill_priceExecContext.buy_sharesExecContext.buy_limit_priceExecContext.sell_fill_priceExecContext.sell_sharesExecContext.sell_limit_priceExecContext.hold_barsExecContext.scoreExecContext.sessionExecContext.stop_lossExecContext.stop_loss_pctExecContext.stop_loss_limitExecContext.stop_loss_exit_priceExecContext.stop_profitExecContext.stop_profit_pctExecContext.stop_profit_limitExecContext.stop_profit_exit_priceExecContext.stop_trailingExecContext.stop_trailing_pctExecContext.stop_trailing_limitExecContext.stop_trailing_exit_priceExecContext.barsExecContext.calc_target_shares()ExecContext.cancel_all_pending_orders()ExecContext.cancel_pending_order()ExecContext.cancel_stop()ExecContext.cancel_stops()ExecContext.closeExecContext.cover_all_shares()ExecContext.cover_fill_priceExecContext.cover_limit_priceExecContext.cover_sharesExecContext.dtExecContext.foreign()ExecContext.highExecContext.indicator()ExecContext.input()ExecContext.long_pos()ExecContext.lowExecContext.model()ExecContext.openExecContext.preds()ExecContext.sell_all_shares()ExecContext.short_pos()ExecContext.to_result()ExecContext.volumeExecContext.vwap
ExecResultExecResult.symbolExecResult.dateExecResult.buy_fill_priceExecResult.sell_fill_priceExecResult.scoreExecResult.hold_barsExecResult.buy_sharesExecResult.buy_limit_priceExecResult.sell_sharesExecResult.sell_limit_priceExecResult.long_stopsExecResult.short_stopsExecResult.coverExecResult.pending_order_idExecResult.coverExecResult.long_stopsExecResult.pending_order_idExecResult.short_stops
ExecSignalPosSizeContextset_exec_ctx_data()set_pos_size_ctx_data()
- pybroker.data module
- pybroker.eval module
BootConfIntervalsBootstrapResultConfIntervalDrawdownConfsDrawdownMetricsEvalMetricsEvalMetrics.trade_countEvalMetrics.initial_market_valueEvalMetrics.end_market_valueEvalMetrics.total_pnlEvalMetrics.unrealized_pnlEvalMetrics.total_return_pctEvalMetrics.annual_return_pctEvalMetrics.total_profitEvalMetrics.total_lossEvalMetrics.total_feesEvalMetrics.max_drawdownEvalMetrics.max_drawdown_pctEvalMetrics.win_rateEvalMetrics.loss_rateEvalMetrics.winning_tradesEvalMetrics.losing_tradesEvalMetrics.avg_pnlEvalMetrics.avg_return_pctEvalMetrics.avg_trade_barsEvalMetrics.avg_profitEvalMetrics.avg_profit_pctEvalMetrics.avg_winning_trade_barsEvalMetrics.avg_lossEvalMetrics.avg_loss_pctEvalMetrics.avg_losing_trade_barsEvalMetrics.largest_winEvalMetrics.largest_win_pctEvalMetrics.largest_win_barsEvalMetrics.largest_lossEvalMetrics.largest_loss_pctEvalMetrics.largest_loss_barsEvalMetrics.max_winsEvalMetrics.max_lossesEvalMetrics.sharpeEvalMetrics.sortinoEvalMetrics.calmarEvalMetrics.profit_factorEvalMetrics.ulcer_indexEvalMetrics.upiEvalMetrics.equity_r2EvalMetrics.std_errorEvalMetrics.annual_std_errorEvalMetrics.annual_volatility_pct
EvalResultEvaluateMixinannual_total_return_percent()avg_profit_loss()bca_boot_conf()calmar_ratio()conf_profit_factor()conf_sharpe_ratio()iqr()largest_win_loss()log_profit_factor()max_drawdown_percent()max_wins_losses()r_squared()relative_entropy()sharpe_ratio()sortino_ratio()total_profit_loss()total_return_percent()win_loss_rate()winning_losing_trades()
- pybroker.ext.data module
- pybroker.indicator module
IndicatorIndicatorSetIndicatorsMixinadx()aroon_diff()aroon_down()aroon_up()close_minus_ma()cubic_deviation()cubic_trend()delta_on_balance_volume()detrended_rsi()highest()indicator()intraday_intensity()laguerre_rsi()linear_deviation()linear_trend()lowest()macd()money_flow()normalized_negative_volume_index()normalized_on_balance_volume()normalized_positive_volume_index()price_change_oscillator()price_intensity()price_volume_fit()quadratic_deviation()quadratic_trend()reactivity()returns()stochastic()stochastic_rsi()volume_momentum()volume_weighted_ma_ratio()
- pybroker.log module
LoggerLogger.backtest_executions_loading()Logger.backtest_executions_start()Logger.calc_bootstrap_metrics_completed()Logger.calc_bootstrap_metrics_start()Logger.debug_buy_shares_exceed_cash()Logger.debug_clear_data_source_cache()Logger.debug_clear_indicator_cache()Logger.debug_clear_model_cache()Logger.debug_compute_indicators()Logger.debug_disable_data_source_cache()Logger.debug_disable_indicator_cache()Logger.debug_disable_model_cache()Logger.debug_enable_data_source_cache()Logger.debug_enable_indicator_cache()Logger.debug_enable_model_cache()Logger.debug_filled_buy_order()Logger.debug_filled_sell_order()Logger.debug_get_data_source_cache()Logger.debug_get_indicator_cache()Logger.debug_get_model_cache()Logger.debug_place_buy_order()Logger.debug_place_sell_order()Logger.debug_schedule_order()Logger.debug_set_data_source_cache()Logger.debug_set_indicator_cache()Logger.debug_set_model_cache()Logger.debug_unfilled_buy_order()Logger.debug_unfilled_sell_order()Logger.debug_unscheduled_order()Logger.disable()Logger.disable_progress_bar()Logger.download_bar_data_completed()Logger.download_bar_data_start()Logger.enable()Logger.enable_progress_bar()Logger.indicator_data_loading()Logger.indicator_data_start()Logger.info_download_bar_data_start()Logger.info_indicator_data_start()Logger.info_invalidate_data_source_cache()Logger.info_loaded_bar_data()Logger.info_loaded_indicator_data()Logger.info_loaded_model()Logger.info_loaded_models()Logger.info_train_model_completed()Logger.info_train_model_start()Logger.info_train_split_start()Logger.info_walkforward_between_time()Logger.info_walkforward_on_days()Logger.loaded_bar_data()Logger.loaded_indicator_data()Logger.loaded_models()Logger.train_split_completed()Logger.train_split_start()Logger.walkforward_completed()Logger.walkforward_start()Logger.warn_bootstrap_sample_size()
- pybroker.model module
- pybroker.portfolio module
EntryOrderPortfolioPortfolio.cashPortfolio.equityPortfolio.market_valuePortfolio.feesPortfolio.fee_amountPortfolio.subtract_feesPortfolio.enable_fractional_sharesPortfolio.ordersPortfolio.marginPortfolio.pnlPortfolio.long_positionsPortfolio.short_positionsPortfolio.symbolsPortfolio.barsPortfolio.position_barsPortfolio.win_ratePortfolio.loss_ratePortfolio.buy()Portfolio.capture_bar()Portfolio.check_stops()Portfolio.exit_position()Portfolio.incr_bars()Portfolio.remove_stop()Portfolio.remove_stops()Portfolio.sell()
PortfolioBarPositionPositionBarStopStopRecordTrade
- pybroker.scope module
ColumnScopeIndicatorScopeModelInputScopePendingOrderPendingOrderScopePredictionScopePriceScopeStaticScopeStaticScope.loggerStaticScope.data_source_cacheStaticScope.data_source_cache_nsStaticScope.indicator_cacheStaticScope.indicator_cache_nsStaticScope.model_cacheStaticScope.model_cache_nsStaticScope.default_data_colsStaticScope.custom_data_colsStaticScope.all_data_colsStaticScope.freeze_data_cols()StaticScope.get_indicator()StaticScope.get_indicator_names()StaticScope.get_model_source()StaticScope.has_indicator()StaticScope.has_model_source()StaticScope.instance()StaticScope.param()StaticScope.register_custom_cols()StaticScope.set_indicator()StaticScope.set_model_source()StaticScope.unfreeze_data_cols()StaticScope.unregister_custom_cols()
disable_logging()disable_progress_bar()enable_logging()enable_progress_bar()get_signals()param()register_columns()unregister_columns()
- pybroker.slippage module
- pybroker.strategy module
- pybroker.vect module
adx()aroon_diff()aroon_down()aroon_up()close_minus_ma()cross()cubic_deviation()cubic_trend()delta_on_balance_volume()detrended_rsi()highv()intraday_intensity()inverse_normal_cdf()laguerre_rsi()linear_deviation()linear_trend()lowv()macd()money_flow()normal_cdf()normalized_negative_volume_index()normalized_on_balance_volume()normalized_positive_volume_index()price_change_oscillator()price_intensity()price_volume_fit()quadratic_deviation()quadratic_trend()reactivity()returnv()stochastic()stochastic_rsi()sumv()volume_momentum()volume_weighted_ma_ratio()