PyBroker 模块
- pybroker 包
- 子模块
- pybroker.cache 模块
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 模块
BarDataDataColDayFeeInfoFeeModeIndicatorSymbolModelSymbolOrderTypePositionIntentPositionModePriceTypeStopTypeSymbolSelectorTrainedModelbars_to_df()get_unique_sorted_dates()get_unique_sorted_dates_array()parse_timeframe()quantize()to_datetime()to_decimal()to_seconds()verify_data_source_columns()verify_date_range()
- pybroker.config 模块
- pybroker.context 模块
- pybroker.data 模块
- pybroker.eval 模块
BootConfIntervalsBootstrapResultConfIntervalDrawdownConfsDrawdownMetricsEvalMetricsEvalResultEvaluateMixinTradeStatsannual_total_return_percent()avg_profit_loss()bca_boot_conf()bootstrap_eval_all()calmar_ratio()conf_profit_factor()conf_sharpe_ratio()downside_deviation()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 模块
- pybroker.indicator 模块
adx()aroon_diff()aroon_down()aroon_up()atr()close_minus_ma()cubic_deviation()cubic_trend()delta_on_balance_volume()detrended_rsi()highest()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.interval 模块
BASE_INTERVALCompressedBarsCompressedSymbolDataINTERVAL_NAME_SEPARATORIntervalDataTimeframeIntervalbase_timeframe_to_seconds()build_compressed_symbol_arrays()build_compressed_symbol_df()compress()compress_bars()compress_intervals_from_frame()compress_symbol_df()compress_symbol_from_frame()compress_symbol_intervals_from_frame()compressed_bars_to_bar_data()format_interval()indicator_interval_name()is_valid_interval()lookahead_train_dates()model_interval_name()normalize_interval()normalize_intervals()parse_indicator_interval_name()parse_model_interval_name()slice_arrays_by_dates()slice_compressed_df_by_dates()symbol_dates_from_frame()validate_base_timeframe_data()validate_interval()validate_source_name()
- pybroker.log 模块
- pybroker.model 模块
CachedModelIntervalBoundModelLagSeriesKeyModelInputModelLoaderModelSourceModelTrainerModelsMixinapply_lags_to_model_input()apply_lags_to_model_input_pooled()apply_prepare_input_data()build_lag_feature_matrix()build_lag_feature_matrix_pooled()cached_stacked_lags()compute_lag_series_cache()history_date_offset()merge_interval_lag_series_cache()merge_lag_series_cache()merge_lag_series_cache_from_arrays()merge_lag_series_cache_from_store()model()model_input_from_arrays()model_input_from_frame()shift_array()symbol_history_arrays()
- pybroker.optimize 模块
- pybroker.parallel 模块
- pybroker.portfolio 模块
- pybroker.scope 模块
ColumnScopeIndicatorScopeIntervalScopeModelInputScopePendingOrderPendingOrderScopePredictionScopePriceScopeStaticScopeSymbolArrayStoreclear_params()column_scope_from_frame()disable_logging()disable_progress_bar()enable_logging()enable_progress_bar()get_signals()merge_symbol_array_stores()param()register_columns()run_with_scope()slice_symbol_array_store_by_dates()sym_data_from_store()sym_exec_dates_from_store()symbol_array_store_from_flat_frame()symbol_array_store_from_frame()symbol_array_store_from_indexed_df()unregister_columns()
- pybroker.slippage 模块
- pybroker.strategy 模块
- pybroker.vect 模块
adx()aroon_diff()aroon_down()aroon_up()atr()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()
- pybroker.cache 模块
- 子模块