Index

_

__contains__() (pyalgotrade.bar.Bars method) (pyalgotrade.barfeed.BarFeed method) __getitem__() (pyalgotrade.bar.Bars method) (pyalgotrade.barfeed.BarFeed method) (pyalgotrade.dataseries.DataSeries method)

__len__() (pyalgotrade.dataseries.DataSeries method) __weakref__ (pyalgotrade.dataseries.DataSeries attribute)

A

AD() (in module pyalgotrade.talibext.indicator) addBarsFromCSV() (pyalgotrade.barfeed.ninjatraderfeed.Feed method) (pyalgotrade.barfeed.yahoofeed.Feed method) addDataSeries() (pyalgotrade.plotter.Subplot method) ADOSC() (in module pyalgotrade.talibext.indicator) ADX() (in module pyalgotrade.talibext.indicator) ADXR() (in module pyalgotrade.talibext.indicator) APO() (in module pyalgotrade.talibext.indicator)

appendValue() (pyalgotrade.dataseries.SequenceDataSeries method) appendValueWithDatetime() (pyalgotrade.dataseries.SequenceDataSeries method) AROON() (in module pyalgotrade.talibext.indicator) AROONOSC() (in module pyalgotrade.talibext.indicator) ATR() (in module pyalgotrade.talibext.indicator) attachAnalyzer() (pyalgotrade.strategy.Strategy method) AVGPRICE() (in module pyalgotrade.talibext.indicator)

B

Bar (class in pyalgotrade.bar) BarDataSeries (class in pyalgotrade.dataseries) BarFeed (class in pyalgotrade.barfeed) (class in pyalgotrade.barfeed.csvfeed) Bars (class in pyalgotrade.bar) BBANDS() (in module pyalgotrade.talibext.indicator)

BETA() (in module pyalgotrade.talibext.indicator) BOP() (in module pyalgotrade.talibext.indicator) BOVESPA (class in pyalgotrade.marketsession) Broker (class in pyalgotrade.broker) (class in pyalgotrade.broker.backtesting)

C

calculateValue() (pyalgotrade.technical.DataSeriesFilter method) cancelOrder() (pyalgotrade.broker.Broker method) CCI() (in module pyalgotrade.talibext.indicator) CDL2CROWS() (in module pyalgotrade.talibext.indicator) CDL3BLACKCROWS() (in module pyalgotrade.talibext.indicator) CDL3INSIDE() (in module pyalgotrade.talibext.indicator) CDL3LINESTRIKE() (in module pyalgotrade.talibext.indicator) CDL3OUTSIDE() (in module pyalgotrade.talibext.indicator) CDL3STARSINSOUTH() (in module pyalgotrade.talibext.indicator) CDL3WHITESOLDIERS() (in module pyalgotrade.talibext.indicator) CDLABANDONEDBABY() (in module pyalgotrade.talibext.indicator) CDLADVANCEBLOCK() (in module pyalgotrade.talibext.indicator) CDLBELTHOLD() (in module pyalgotrade.talibext.indicator) CDLBREAKAWAY() (in module pyalgotrade.talibext.indicator) CDLCLOSINGMARUBOZU() (in module pyalgotrade.talibext.indicator) CDLCONCEALBABYSWALL() (in module pyalgotrade.talibext.indicator) CDLCOUNTERATTACK() (in module pyalgotrade.talibext.indicator) CDLDARKCLOUDCOVER() (in module pyalgotrade.talibext.indicator) CDLDOJI() (in module pyalgotrade.talibext.indicator) CDLDOJISTAR() (in module pyalgotrade.talibext.indicator) CDLDRAGONFLYDOJI() (in module pyalgotrade.talibext.indicator) CDLENGULFING() (in module pyalgotrade.talibext.indicator) CDLEVENINGDOJISTAR() (in module pyalgotrade.talibext.indicator) CDLEVENINGSTAR() (in module pyalgotrade.talibext.indicator) CDLGAPSIDESIDEWHITE() (in module pyalgotrade.talibext.indicator) CDLGRAVESTONEDOJI() (in module pyalgotrade.talibext.indicator) CDLHAMMER() (in module pyalgotrade.talibext.indicator) CDLHANGINGMAN() (in module pyalgotrade.talibext.indicator) CDLHARAMI() (in module pyalgotrade.talibext.indicator) CDLHARAMICROSS() (in module pyalgotrade.talibext.indicator) CDLHIGHWAVE() (in module pyalgotrade.talibext.indicator) CDLHIKKAKE() (in module pyalgotrade.talibext.indicator) CDLHIKKAKEMOD() (in module pyalgotrade.talibext.indicator) CDLHOMINGPIGEON() (in module pyalgotrade.talibext.indicator) CDLIDENTICAL3CROWS() (in module pyalgotrade.talibext.indicator) CDLINNECK() (in module pyalgotrade.talibext.indicator)

CDLINVERTEDHAMMER() (in module pyalgotrade.talibext.indicator) CDLKICKING() (in module pyalgotrade.talibext.indicator) CDLKICKINGBYLENGTH() (in module pyalgotrade.talibext.indicator) CDLLADDERBOTTOM() (in module pyalgotrade.talibext.indicator) CDLLONGLEGGEDDOJI() (in module pyalgotrade.talibext.indicator) CDLLONGLINE() (in module pyalgotrade.talibext.indicator) CDLMARUBOZU() (in module pyalgotrade.talibext.indicator) CDLMATCHINGLOW() (in module pyalgotrade.talibext.indicator) CDLMATHOLD() (in module pyalgotrade.talibext.indicator) CDLMORNINGDOJISTAR() (in module pyalgotrade.talibext.indicator) CDLMORNINGSTAR() (in module pyalgotrade.talibext.indicator) CDLONNECK() (in module pyalgotrade.talibext.indicator) CDLPIERCING() (in module pyalgotrade.talibext.indicator) CDLRICKSHAWMAN() (in module pyalgotrade.talibext.indicator) CDLRISEFALL3METHODS() (in module pyalgotrade.talibext.indicator) CDLSEPARATINGLINES() (in module pyalgotrade.talibext.indicator) CDLSHOOTINGSTAR() (in module pyalgotrade.talibext.indicator) CDLSHORTLINE() (in module pyalgotrade.talibext.indicator) CDLSPINNINGTOP() (in module pyalgotrade.talibext.indicator) CDLSTALLEDPATTERN() (in module pyalgotrade.talibext.indicator) CDLSTICKSANDWICH() (in module pyalgotrade.talibext.indicator) CDLTAKURI() (in module pyalgotrade.talibext.indicator) CDLTASUKIGAP() (in module pyalgotrade.talibext.indicator) CDLTHRUSTING() (in module pyalgotrade.talibext.indicator) CDLTRISTAR() (in module pyalgotrade.talibext.indicator) CDLUNIQUE3RIVER() (in module pyalgotrade.talibext.indicator) CDLUPSIDEGAP2CROWS() (in module pyalgotrade.talibext.indicator) CDLXSIDEGAP3METHODS() (in module pyalgotrade.talibext.indicator) CMO() (in module pyalgotrade.talibext.indicator) CORREL() (in module pyalgotrade.talibext.indicator) createLimitOrder() (pyalgotrade.broker.Broker method) createMarketOrder() (pyalgotrade.broker.Broker method) createStopLimitOrder() (pyalgotrade.broker.Broker method) createStopOrder() (pyalgotrade.broker.Broker method) CrossAbove (class in pyalgotrade.technical.cross) CrossBelow (class in pyalgotrade.technical.cross)

D

DataSeries (class in pyalgotrade.dataseries) DataSeriesFilter (class in pyalgotrade.technical) datetime_aligned() (in module pyalgotrade.dataseries) DefaultStrategy (class in pyalgotrade.broker.backtesting)

DEMA() (in module pyalgotrade.talibext.indicator) DrawDown (class in pyalgotrade.stratanalyzer.drawdown) DX() (in module pyalgotrade.talibext.indicator)

E

EMA (class in pyalgotrade.technical.ma) EMA() (in module pyalgotrade.talibext.indicator) enterLong() (pyalgotrade.strategy.Strategy method) enterLongLimit() (pyalgotrade.strategy.Strategy method) enterLongStop() (pyalgotrade.strategy.Strategy method) enterLongStopLimit() (pyalgotrade.strategy.Strategy method) enterShort() (pyalgotrade.strategy.Strategy method)

enterShortLimit() (pyalgotrade.strategy.Strategy method) enterShortStop() (pyalgotrade.strategy.Strategy method) enterShortStopLimit() (pyalgotrade.strategy.Strategy method) entryFilled() (pyalgotrade.strategy.position.Position method) exitFilled() (pyalgotrade.strategy.position.Position method) exitPosition() (pyalgotrade.strategy.Strategy method)

F

Feed (class in pyalgotrade.barfeed.ninjatraderfeed) (class in pyalgotrade.barfeed.yahoofeed) fillLimitOrder() (pyalgotrade.broker.backtesting.FillStrategy method) fillMarketOrder() (pyalgotrade.broker.backtesting.FillStrategy method) fillStopLimitOrder() (pyalgotrade.broker.backtesting.FillStrategy method)

fillStopOrder() (pyalgotrade.broker.backtesting.FillStrategy method) FillStrategy (class in pyalgotrade.broker.backtesting) FTSE (class in pyalgotrade.marketsession)

G

getAction() (pyalgotrade.broker.Order method) getActiveOrders() (pyalgotrade.broker.Broker method) getAdjClose() (pyalgotrade.bar.Bar method) getAdjCloseDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getAll() (pyalgotrade.stratanalyzer.trades.Trades method) getAllOrNone() (pyalgotrade.broker.Order method) getAllReturns() (pyalgotrade.stratanalyzer.trades.Trades method) getBar() (pyalgotrade.bar.Bars method) getBroker() (pyalgotrade.strategy.Strategy method) getCash() (pyalgotrade.broker.backtesting.Broker method) getClose() (pyalgotrade.bar.Bar method) getCloseDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getCommission() (pyalgotrade.broker.backtesting.Broker method) (pyalgotrade.broker.OrderExecutionInfo method) getCommissionsForAllTrades() (pyalgotrade.stratanalyzer.trades.Trades method) getCommissionsForEvenTrades() (pyalgotrade.stratanalyzer.trades.Trades method) getCommissionsForProfitableTrades() (pyalgotrade.stratanalyzer.trades.Trades method) getCommissionsForUnprofitableTrades() (pyalgotrade.stratanalyzer.trades.Trades method) getCount() (pyalgotrade.stratanalyzer.trades.Trades method) getCumulativeReturns() (pyalgotrade.stratanalyzer.returns.Returns method) getCurrentBars() (pyalgotrade.barfeed.BarFeed method) getCurrentDateTime() (pyalgotrade.strategy.Strategy method) getD() (pyalgotrade.technical.stoch.StochasticOscillator method) getDailyBarTime() (pyalgotrade.barfeed.csvfeed.BarFeed method) getDataSeries() (pyalgotrade.barfeed.BarFeed method) (pyalgotrade.technical.DataSeriesFilter method) getDateTime() (pyalgotrade.bar.Bar method) (pyalgotrade.bar.Bars method) (pyalgotrade.broker.OrderExecutionInfo method) (pyalgotrade.technical.linebreak.Line method) getDateTimes() (pyalgotrade.dataseries.DataSeries method) getDefaultInstrument() (pyalgotrade.barfeed.BarFeed method) getEntryOrder() (pyalgotrade.strategy.position.Position method) getEquity() (pyalgotrade.broker.backtesting.Broker method) getEvenCount() (pyalgotrade.stratanalyzer.trades.Trades method) getExecutionInfo() (pyalgotrade.broker.Order method) getExitOnSessionClose() (pyalgotrade.strategy.position.Position method) getExitOrder() (pyalgotrade.strategy.position.Position method) getFeed() (pyalgotrade.strategy.Strategy method) getFillOnClose() (pyalgotrade.broker.MarketOrder method) getFillStrategy() (pyalgotrade.broker.backtesting.Broker method) getGoodTillCanceled() (pyalgotrade.broker.Order method) getHigh() (pyalgotrade.bar.Bar method) (pyalgotrade.technical.linebreak.Line method) getHighDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getInstrument() (pyalgotrade.broker.Order method) (pyalgotrade.strategy.position.Position method)

getInstruments() (pyalgotrade.bar.Bars method) getInstrumentSubplot() (pyalgotrade.plotter.StrategyPlotter method) getLastBar() (pyalgotrade.barfeed.BarFeed method) getLimitPrice() (pyalgotrade.broker.LimitOrder method) (pyalgotrade.broker.StopLimitOrder method) getLongestDrawDownDuration() (pyalgotrade.stratanalyzer.drawdown.DrawDown method) getLosses() (pyalgotrade.stratanalyzer.trades.Trades method) getLow() (pyalgotrade.bar.Bar method) (pyalgotrade.technical.linebreak.Line method) getLowDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getMaxDrawDown() (pyalgotrade.stratanalyzer.drawdown.DrawDown method) getNegativeReturns() (pyalgotrade.stratanalyzer.trades.Trades method) getNetProfit() (pyalgotrade.strategy.position.Position method) getNextBars() (pyalgotrade.barfeed.BarFeed method) getOpen() (pyalgotrade.bar.Bar method) getOpenDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getOrCreateSubplot() (pyalgotrade.plotter.StrategyPlotter method) getParameters() (pyalgotrade.optimizer.server.Results method) getPortfolioSubplot() (pyalgotrade.plotter.StrategyPlotter method) getPositions() (pyalgotrade.broker.Broker method) getPositiveReturns() (pyalgotrade.stratanalyzer.trades.Trades method) getPrice() (pyalgotrade.broker.OrderExecutionInfo method) getProfitableCount() (pyalgotrade.stratanalyzer.trades.Trades method) getProfits() (pyalgotrade.stratanalyzer.trades.Trades method) getQuantity() (pyalgotrade.broker.Order method) (pyalgotrade.broker.OrderExecutionInfo method) (pyalgotrade.strategy.position.Position method) getRegisteredInstruments() (pyalgotrade.barfeed.BarFeed method) getResult() (pyalgotrade.optimizer.server.Results method) getReturn() (pyalgotrade.strategy.position.Position method) getReturns() (pyalgotrade.stratanalyzer.returns.Returns method) getShares() (pyalgotrade.broker.Broker method) getSharpeRatio() (pyalgotrade.stratanalyzer.sharpe.SharpeRatio method) getState() (pyalgotrade.broker.Order method) getStopPrice() (pyalgotrade.broker.StopLimitOrder method) (pyalgotrade.broker.StopOrder method) getTimezone() (pyalgotrade.marketsession.MarketSession class method) getType() (pyalgotrade.broker.Order method) getTypicalPrice() (pyalgotrade.bar.Bar method) getUnprofitableCount() (pyalgotrade.stratanalyzer.trades.Trades method) getUnrealizedNetProfit() (pyalgotrade.strategy.position.Position method) getUnrealizedReturn() (pyalgotrade.strategy.position.Position method) getVolume() (pyalgotrade.bar.Bar method) getVolumeDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getWindowSize() (pyalgotrade.technical.DataSeriesFilter method)

H

HT_DCPERIOD() (in module pyalgotrade.talibext.indicator) HT_DCPHASE() (in module pyalgotrade.talibext.indicator) HT_PHASOR() (in module pyalgotrade.talibext.indicator)

HT_SINE() (in module pyalgotrade.talibext.indicator) HT_TRENDLINE() (in module pyalgotrade.talibext.indicator) HT_TRENDMODE() (in module pyalgotrade.talibext.indicator)

I

InstrumentSubplot (class in pyalgotrade.plotter) isAccepted() (pyalgotrade.broker.Order method) isBlack() (pyalgotrade.technical.linebreak.Line method) isCanceled() (pyalgotrade.broker.Order method)

isFilled() (pyalgotrade.broker.Order method) isLimitOrderActive() (pyalgotrade.broker.StopLimitOrder method) isWhite() (pyalgotrade.technical.linebreak.Line method)

K

KAMA() (in module pyalgotrade.talibext.indicator)

L

LimitOrder (class in pyalgotrade.broker) Line (class in pyalgotrade.technical.linebreak) LINEARREG() (in module pyalgotrade.talibext.indicator) LINEARREG_ANGLE() (in module pyalgotrade.talibext.indicator)

LINEARREG_INTERCEPT() (in module pyalgotrade.talibext.indicator) LINEARREG_SLOPE() (in module pyalgotrade.talibext.indicator) LineBreak (class in pyalgotrade.technical.linebreak)

M

MA() (in module pyalgotrade.talibext.indicator) MACD() (in module pyalgotrade.talibext.indicator) MACDEXT() (in module pyalgotrade.talibext.indicator) MACDFIX() (in module pyalgotrade.talibext.indicator) MAMA() (in module pyalgotrade.talibext.indicator) MarketOrder (class in pyalgotrade.broker) MarketSession (class in pyalgotrade.marketsession) MAX() (in module pyalgotrade.talibext.indicator) MAXINDEX() (in module pyalgotrade.talibext.indicator) MEDPRICE() (in module pyalgotrade.talibext.indicator) MERVAL (class in pyalgotrade.marketsession)

MFI() (in module pyalgotrade.talibext.indicator) MIDPOINT() (in module pyalgotrade.talibext.indicator) MIDPRICE() (in module pyalgotrade.talibext.indicator) MIN() (in module pyalgotrade.talibext.indicator) MININDEX() (in module pyalgotrade.talibext.indicator) MINMAX() (in module pyalgotrade.talibext.indicator) MINMAXINDEX() (in module pyalgotrade.talibext.indicator) MINUS_DI() (in module pyalgotrade.talibext.indicator) MINUS_DM() (in module pyalgotrade.talibext.indicator) MOM() (in module pyalgotrade.talibext.indicator)

N

NASDAQ (class in pyalgotrade.marketsession) NATR() (in module pyalgotrade.talibext.indicator)

NYSE (class in pyalgotrade.marketsession)

O

OBV() (in module pyalgotrade.talibext.indicator) onBars() (pyalgotrade.strategy.Strategy method) onEnterCanceled() (pyalgotrade.strategy.Strategy method) onEnterOk() (pyalgotrade.strategy.Strategy method) onExitCanceled() (pyalgotrade.strategy.Strategy method) onExitOk() (pyalgotrade.strategy.Strategy method)

onFinish() (pyalgotrade.strategy.Strategy method) onOrderUpdated() (pyalgotrade.strategy.Strategy method) onStart() (pyalgotrade.strategy.Strategy method) Order (class in pyalgotrade.broker) order() (pyalgotrade.strategy.Strategy method) OrderExecutionInfo (class in pyalgotrade.broker)

P

placeOrder() (pyalgotrade.broker.Broker method) plot() (pyalgotrade.plotter.StrategyPlotter method) PLUS_DI() (in module pyalgotrade.talibext.indicator) PLUS_DM() (in module pyalgotrade.talibext.indicator) Position (class in pyalgotrade.strategy.position) PPO() (in module pyalgotrade.talibext.indicator) pyalgotrade.bar (module) pyalgotrade.barfeed (module) pyalgotrade.barfeed.csvfeed (module) pyalgotrade.barfeed.ninjatraderfeed (module) pyalgotrade.barfeed.yahoofeed (module) pyalgotrade.broker (module) pyalgotrade.broker.backtesting (module) pyalgotrade.dataseries (module) pyalgotrade.marketsession (module) pyalgotrade.optimizer.local (module) pyalgotrade.optimizer.server (module) pyalgotrade.optimizer.worker (module)

pyalgotrade.plotter (module) pyalgotrade.stratanalyzer (module) pyalgotrade.stratanalyzer.drawdown (module) pyalgotrade.stratanalyzer.returns (module) pyalgotrade.stratanalyzer.sharpe (module) pyalgotrade.stratanalyzer.trades (module) pyalgotrade.strategy (module) pyalgotrade.strategy.position (module) pyalgotrade.talibext.indicator (module) pyalgotrade.technical (module) pyalgotrade.technical.cross (module) pyalgotrade.technical.linebreak (module) pyalgotrade.technical.ma (module) pyalgotrade.technical.roc (module) pyalgotrade.technical.rsi (module) pyalgotrade.technical.stoch (module) pyalgotrade.technical.trend (module) pyalgotrade.technical.vwap (module)

R

RateOfChange (class in pyalgotrade.technical.roc) Results (class in pyalgotrade.optimizer.server) Returns (class in pyalgotrade.stratanalyzer.returns) ROC() (in module pyalgotrade.talibext.indicator) ROCP() (in module pyalgotrade.talibext.indicator)

ROCR() (in module pyalgotrade.talibext.indicator) ROCR100() (in module pyalgotrade.talibext.indicator) RSI (class in pyalgotrade.technical.rsi) RSI() (in module pyalgotrade.talibext.indicator) run() (in module pyalgotrade.optimizer.local) (in module pyalgotrade.optimizer.worker) (pyalgotrade.strategy.Strategy method)

S

SAR() (in module pyalgotrade.talibext.indicator) SAREXT() (in module pyalgotrade.talibext.indicator) SequenceDataSeries (class in pyalgotrade.dataseries) serve() (in module pyalgotrade.optimizer.server) setAllOrNone() (pyalgotrade.broker.Order method) setCash() (pyalgotrade.broker.backtesting.Broker method) setCommission() (pyalgotrade.broker.backtesting.Broker method) setDailyBarTime() (pyalgotrade.barfeed.csvfeed.BarFeed method) setExitOnSessionClose() (pyalgotrade.strategy.position.Position method) setFillOnClose() (pyalgotrade.broker.MarketOrder method) setFillStrategy() (pyalgotrade.broker.backtesting.Broker method) setGoodTillCanceled() (pyalgotrade.broker.Order method) setLimitPrice() (pyalgotrade.broker.LimitOrder method) (pyalgotrade.broker.StopLimitOrder method) setQuantity() (pyalgotrade.broker.Order method) setStopPrice() (pyalgotrade.broker.StopLimitOrder method) (pyalgotrade.broker.StopOrder method) SharpeRatio (class in pyalgotrade.stratanalyzer.sharpe)

Slope (class in pyalgotrade.technical.trend) SMA (class in pyalgotrade.technical.ma) SMA() (in module pyalgotrade.talibext.indicator) STDDEV() (in module pyalgotrade.talibext.indicator) STOCH() (in module pyalgotrade.talibext.indicator) StochasticOscillator (class in pyalgotrade.technical.stoch) STOCHF() (in module pyalgotrade.talibext.indicator) STOCHRSI() (in module pyalgotrade.talibext.indicator) StopLimitOrder (class in pyalgotrade.broker) StopOrder (class in pyalgotrade.broker) Strategy (class in pyalgotrade.strategy) StrategyAnalyzer (class in pyalgotrade.stratanalyzer) StrategyPlotter (class in pyalgotrade.plotter) Subplot (class in pyalgotrade.plotter) SUM() (in module pyalgotrade.talibext.indicator)

T

T3() (in module pyalgotrade.talibext.indicator) TEMA() (in module pyalgotrade.talibext.indicator) Trades (class in pyalgotrade.stratanalyzer.trades) TRANGE() (in module pyalgotrade.talibext.indicator) TRIMA() (in module pyalgotrade.talibext.indicator)

TRIX() (in module pyalgotrade.talibext.indicator) TSE (class in pyalgotrade.marketsession) TSF() (in module pyalgotrade.talibext.indicator) TYPPRICE() (in module pyalgotrade.talibext.indicator)

U

ULTOSC() (in module pyalgotrade.talibext.indicator)

USEquities (class in pyalgotrade.marketsession)

V

VAR() (in module pyalgotrade.talibext.indicator)

VWAP (class in pyalgotrade.technical.vwap)

W

WCLPRICE() (in module pyalgotrade.talibext.indicator) WILLR() (in module pyalgotrade.talibext.indicator)

WMA (class in pyalgotrade.technical.ma) WMA() (in module pyalgotrade.talibext.indicator)