Index

_

__contains__() (pyalgotrade.bar.Bars method) (pyalgotrade.feed.BaseFeed method) __getitem__() (pyalgotrade.bar.Bars method) (pyalgotrade.dataseries.DataSeries method) (pyalgotrade.feed.BaseFeed method)

__len__() (pyalgotrade.dataseries.DataSeries method)

A

AD() (in module pyalgotrade.talibext.indicator) addBarsFromCSV() (pyalgotrade.barfeed.csvfeed.GenericBarFeed method) (pyalgotrade.barfeed.googlefeed.Feed method) (pyalgotrade.barfeed.ninjatraderfeed.Feed method) (pyalgotrade.barfeed.yahoofeed.Feed method) (pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed method) addCallback() (pyalgotrade.plotter.Subplot method) addDataSeries() (pyalgotrade.plotter.Subplot method) addLine() (pyalgotrade.plotter.Subplot method) addValuesFromCSV() (pyalgotrade.feed.csvfeed.Feed 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) append() (pyalgotrade.dataseries.SequenceDataSeries method) appendWithDateTime() (pyalgotrade.dataseries.SequenceDataSeries method) AROON() (in module pyalgotrade.talibext.indicator) AROONOSC() (in module pyalgotrade.talibext.indicator) ATR (class in pyalgotrade.technical.atr) ATR() (in module pyalgotrade.talibext.indicator) attachAnalyzer() (pyalgotrade.strategy.BaseStrategy method) AVGPRICE() (in module pyalgotrade.talibext.indicator)

B

BacktestingStrategy (class in pyalgotrade.strategy) Bar (class in pyalgotrade.bar) BarDataSeries (class in pyalgotrade.dataseries.bards) BarFeed (class in pyalgotrade.barfeed.csvfeed) Bars (class in pyalgotrade.bar) BaseBarFeed (class in pyalgotrade.barfeed) BaseFeed (class in pyalgotrade.feed) BaseStrategy (class in pyalgotrade.strategy)

BBANDS() (in module pyalgotrade.talibext.indicator) BETA() (in module pyalgotrade.talibext.indicator) BollingerBands (class in pyalgotrade.technical.bollinger) BOP() (in module pyalgotrade.talibext.indicator) BOVESPA (class in pyalgotrade.marketsession) Broker (class in pyalgotrade.broker) (class in pyalgotrade.broker.backtesting) build_feed() (in module pyalgotrade.tools.quandl) buildFigureAndSubplots() (pyalgotrade.plotter.StrategyPlotter method)

C

calculate() (pyalgotrade.broker.backtesting.Commission method) calculatePrice() (pyalgotrade.broker.slippage.SlippageModel method) cancelEntry() (pyalgotrade.strategy.position.Position method) cancelExit() (pyalgotrade.strategy.position.Position 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) checkNow() (pyalgotrade.dataseries.resampled.ResampledBarDataSeries method) CMO() (in module pyalgotrade.talibext.indicator) Commission (class in pyalgotrade.broker.backtesting) 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) critical() (pyalgotrade.strategy.BaseStrategy method) cross_above() (in module pyalgotrade.technical.cross) cross_below() (in module pyalgotrade.technical.cross) CSVTradeFeed (class in pyalgotrade.bitcoincharts.barfeed) CumulativeReturn (class in pyalgotrade.technical.cumret)

D

DataSeries (class in pyalgotrade.dataseries) datetime_aligned() (in module pyalgotrade.dataseries.aligned) debug() (pyalgotrade.strategy.BaseStrategy method) DefaultStrategy (class in pyalgotrade.broker.fillstrategy) DEMA() (in module pyalgotrade.talibext.indicator)

download_daily_bars() (in module pyalgotrade.tools.quandl) download_weekly_bars() (in module pyalgotrade.tools.quandl) 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.BaseStrategy method) enterLongLimit() (pyalgotrade.strategy.BaseStrategy method) enterLongStop() (pyalgotrade.strategy.BaseStrategy method) enterLongStopLimit() (pyalgotrade.strategy.BaseStrategy method) enterShort() (pyalgotrade.strategy.BaseStrategy method) enterShortLimit() (pyalgotrade.strategy.BaseStrategy method) enterShortStop() (pyalgotrade.strategy.BaseStrategy method) enterShortStopLimit() (pyalgotrade.strategy.BaseStrategy method) entryActive() (pyalgotrade.strategy.position.Position method)

entryFilled() (pyalgotrade.strategy.position.Position method) error() (pyalgotrade.strategy.BaseStrategy method) EventBasedFilter (class in pyalgotrade.technical) eventOccurred() (pyalgotrade.eventprofiler.Predicate method) EventWindow (class in pyalgotrade.technical) exitActive() (pyalgotrade.strategy.position.Position method) exitFilled() (pyalgotrade.strategy.position.Position method) exitLimit() (pyalgotrade.strategy.position.Position method) exitMarket() (pyalgotrade.strategy.position.Position method) exitStop() (pyalgotrade.strategy.position.Position method) exitStopLimit() (pyalgotrade.strategy.position.Position method)

F

Feed (class in pyalgotrade.barfeed.googlefeed) (class in pyalgotrade.barfeed.ninjatraderfeed) (class in pyalgotrade.barfeed.quandlfeed) (class in pyalgotrade.barfeed.yahoofeed) (class in pyalgotrade.feed.csvfeed) fillLimitOrder() (pyalgotrade.broker.fillstrategy.FillStrategy method) fillMarketOrder() (pyalgotrade.broker.fillstrategy.FillStrategy method) fillStopLimitOrder() (pyalgotrade.broker.fillstrategy.FillStrategy method) fillStopOrder() (pyalgotrade.broker.fillstrategy.FillStrategy method)

FillStrategy (class in pyalgotrade.broker.fillstrategy) FixedPerTrade (class in pyalgotrade.broker.backtesting) Frequency (class in pyalgotrade.bar) FTSE (class in pyalgotrade.marketsession)

G

GenericBarFeed (class in pyalgotrade.barfeed.csvfeed) getAction() (pyalgotrade.broker.Order method) getActiveOrders() (pyalgotrade.broker.Broker method) getAdjClose() (pyalgotrade.bar.Bar method) getAdjCloseDataSeries() (pyalgotrade.dataseries.bards.BarDataSeries method) getAge() (pyalgotrade.strategy.position.Position method) getAll() (pyalgotrade.stratanalyzer.trades.Trades method) getAllOrNone() (pyalgotrade.broker.Order method) getAllReturns() (pyalgotrade.stratanalyzer.trades.Trades method) getAmount() (pyalgotrade.bitstamp.wsclient.Trade method) getAskPrices() (pyalgotrade.bitstamp.wsclient.OrderBookUpdate method) getAskVolumes() (pyalgotrade.bitstamp.wsclient.OrderBookUpdate method) getAvgFillPrice() (pyalgotrade.broker.Order method) getBar() (pyalgotrade.bar.Bars method) getBidPrices() (pyalgotrade.bitstamp.wsclient.OrderBookUpdate method) getBidVolumes() (pyalgotrade.bitstamp.wsclient.OrderBookUpdate method) getBroker() (pyalgotrade.strategy.BaseStrategy method) getCash() (pyalgotrade.broker.Broker method) getClose() (pyalgotrade.bar.Bar method) getCloseDataSeries() (pyalgotrade.dataseries.bards.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.BaseBarFeed method) getCurrentDateTime() (pyalgotrade.strategy.BaseStrategy method) getD() (pyalgotrade.technical.stoch.StochasticOscillator method) getDataSeries() (pyalgotrade.barfeed.BaseBarFeed method) getDateTime() (pyalgotrade.bar.Bar method) (pyalgotrade.bar.Bars method) (pyalgotrade.bitstamp.wsclient.OrderBookUpdate method) (pyalgotrade.bitstamp.wsclient.Trade method) (pyalgotrade.broker.OrderExecutionInfo method) (pyalgotrade.technical.linebreak.Line method) getDateTimes() (pyalgotrade.dataseries.DataSeries method) getDefaultInstrument() (pyalgotrade.barfeed.BaseBarFeed method) getEntryOrder() (pyalgotrade.strategy.position.Position method) getEquity() (pyalgotrade.broker.backtesting.Broker method) getEvenCount() (pyalgotrade.stratanalyzer.trades.Trades method) getEventCount() (pyalgotrade.eventprofiler.Results method) getExecutionInfo() (pyalgotrade.broker.Order method) getExitOrder() (pyalgotrade.strategy.position.Position method) getExtraDataSeries() (pyalgotrade.dataseries.bards.BarDataSeries method) getFeed() (pyalgotrade.strategy.BaseStrategy method) getFilled() (pyalgotrade.broker.Order method) getFillOnClose() (pyalgotrade.broker.MarketOrder method) getFillStrategy() (pyalgotrade.broker.backtesting.Broker method) getFrequency() (pyalgotrade.bar.Bar method) getGoodTillCanceled() (pyalgotrade.broker.Order method) getHigh() (pyalgotrade.bar.Bar method) (pyalgotrade.technical.linebreak.Line method) getHighDataSeries() (pyalgotrade.dataseries.bards.BarDataSeries method) getHistogram() (pyalgotrade.technical.macd.MACD method) getId() (pyalgotrade.bitstamp.wsclient.Trade method) (pyalgotrade.broker.Order method) getInstrument() (pyalgotrade.broker.Order method) (pyalgotrade.strategy.position.Position method)

getInstruments() (pyalgotrade.bar.Bars method) getInstrumentSubplot() (pyalgotrade.plotter.StrategyPlotter method) getLastBar() (pyalgotrade.barfeed.BaseBarFeed 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.bards.BarDataSeries method) getLowerBand() (pyalgotrade.technical.bollinger.BollingerBands method) getMaxDrawDown() (pyalgotrade.stratanalyzer.drawdown.DrawDown method) getMaxLen() (pyalgotrade.dataseries.SequenceDataSeries method) getMiddleBand() (pyalgotrade.technical.bollinger.BollingerBands method) getNegativeReturns() (pyalgotrade.stratanalyzer.trades.Trades method) getNewValuesEvent() (pyalgotrade.feed.BaseFeed method) getNextBars() (pyalgotrade.barfeed.BaseBarFeed method) getOpen() (pyalgotrade.bar.Bar method) getOpenDataSeries() (pyalgotrade.dataseries.bards.BarDataSeries method) getOrCreateSubplot() (pyalgotrade.plotter.StrategyPlotter method) getOrderBookUpdateEvent() (pyalgotrade.bitstamp.barfeed.LiveTradeFeed method) getParameters() (pyalgotrade.optimizer.server.Results method) getPnL() (pyalgotrade.strategy.position.Position method) getPortfolioSubplot() (pyalgotrade.plotter.StrategyPlotter method) getPositions() (pyalgotrade.broker.Broker method) getPositiveReturns() (pyalgotrade.stratanalyzer.trades.Trades method) getPrice() (pyalgotrade.bar.Bar method) (pyalgotrade.bitstamp.wsclient.Trade method) (pyalgotrade.broker.OrderExecutionInfo method) getPriceDataSeries() (pyalgotrade.dataseries.bards.BarDataSeries method) getProfitableCount() (pyalgotrade.stratanalyzer.trades.Trades method) getProfits() (pyalgotrade.stratanalyzer.trades.Trades method) getQuantity() (pyalgotrade.broker.Order method) (pyalgotrade.broker.OrderExecutionInfo method) getRegisteredInstruments() (pyalgotrade.barfeed.BaseBarFeed method) getRemaining() (pyalgotrade.broker.Order method) getResult() (pyalgotrade.optimizer.server.Results method) getResults() (pyalgotrade.eventprofiler.Profiler method) getReturn() (pyalgotrade.strategy.position.Position method) getReturns() (pyalgotrade.stratanalyzer.returns.Returns method) getShares() (pyalgotrade.broker.Broker method) (pyalgotrade.strategy.position.Position method) getSharpeRatio() (pyalgotrade.stratanalyzer.sharpe.SharpeRatio method) getSignal() (pyalgotrade.technical.macd.MACD method) getState() (pyalgotrade.broker.Order method) getStopPrice() (pyalgotrade.broker.StopLimitOrder method) (pyalgotrade.broker.StopOrder method) getSubmitDateTime() (pyalgotrade.broker.Order method) getTimezone() (pyalgotrade.marketsession.MarketSession class method) getType() (pyalgotrade.broker.Order method) getTypicalPrice() (pyalgotrade.bar.Bar method) getUnprofitableCount() (pyalgotrade.stratanalyzer.trades.Trades method) getUpperBand() (pyalgotrade.technical.bollinger.BollingerBands method) getValue() (pyalgotrade.technical.EventWindow method) getValueAt() (pyalgotrade.technical.linreg.LeastSquaresRegression method) getValues() (pyalgotrade.technical.EventWindow method) getVolume() (pyalgotrade.bar.Bar method) getVolumeDataSeries() (pyalgotrade.dataseries.bards.BarDataSeries method) getWindowSize() (pyalgotrade.technical.EventWindow method)

H

High (class in pyalgotrade.technical.highlow) 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) HurstExponent (class in pyalgotrade.technical.hurst)

I

info() (pyalgotrade.strategy.BaseStrategy method) InstrumentSubplot (class in pyalgotrade.plotter) isAccepted() (pyalgotrade.broker.Order method) isActive() (pyalgotrade.broker.Order method) isBlack() (pyalgotrade.technical.linebreak.Line method) isBuy() (pyalgotrade.bitstamp.wsclient.Trade method) isCanceled() (pyalgotrade.broker.Order method)

isFilled() (pyalgotrade.broker.Order method) isInitial() (pyalgotrade.broker.Order method) isOpen() (pyalgotrade.strategy.position.Position method) isPartiallyFilled() (pyalgotrade.broker.Order method) isSell() (pyalgotrade.bitstamp.wsclient.Trade method) isSubmitted() (pyalgotrade.broker.Order method) isWhite() (pyalgotrade.technical.linebreak.Line method)

K

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

L

LeastSquaresRegression (class in pyalgotrade.technical.linreg) LimitOrder (class in pyalgotrade.broker) limitOrder() (pyalgotrade.strategy.BaseStrategy method) 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) LiveBroker (class in pyalgotrade.bitstamp.broker) LiveTradeFeed (class in pyalgotrade.bitstamp.barfeed) Low (class in pyalgotrade.technical.highlow)

M

MA() (in module pyalgotrade.talibext.indicator) MACD (class in pyalgotrade.technical.macd) 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) marketOrder() (pyalgotrade.strategy.BaseStrategy method) 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) NoCommission (class in pyalgotrade.broker.backtesting)

NoSlippage (class in pyalgotrade.broker.slippage) NYSE (class in pyalgotrade.marketsession)

O

OBV() (in module pyalgotrade.talibext.indicator) onBars() (pyalgotrade.broker.fillstrategy.FillStrategy method) (pyalgotrade.strategy.BaseStrategy method) onEnterCanceled() (pyalgotrade.strategy.BaseStrategy method) onEnterOk() (pyalgotrade.strategy.BaseStrategy method) onExitCanceled() (pyalgotrade.strategy.BaseStrategy method) onExitOk() (pyalgotrade.strategy.BaseStrategy method) onFinish() (pyalgotrade.strategy.BaseStrategy method)

onIdle() (pyalgotrade.strategy.BaseStrategy method) onOrderFilled() (pyalgotrade.broker.fillstrategy.FillStrategy method) onOrderUpdated() (pyalgotrade.strategy.BaseStrategy method) onStart() (pyalgotrade.strategy.BaseStrategy method) Order (class in pyalgotrade.broker) OrderBookUpdate (class in pyalgotrade.bitstamp.wsclient) OrderExecutionInfo (class in pyalgotrade.broker)

P

PaperTradingBroker (class in pyalgotrade.bitstamp.broker) plot() (in module pyalgotrade.eventprofiler) (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) Predicate (class in pyalgotrade.eventprofiler) Profiler (class in pyalgotrade.eventprofiler) pyalgotrade.bar (module) pyalgotrade.barfeed (module) pyalgotrade.barfeed.csvfeed (module) pyalgotrade.barfeed.googlefeed (module) pyalgotrade.barfeed.ninjatraderfeed (module) pyalgotrade.barfeed.quandlfeed (module) pyalgotrade.barfeed.yahoofeed (module) pyalgotrade.bitcoincharts.barfeed (module) pyalgotrade.bitstamp.barfeed (module) pyalgotrade.bitstamp.broker (module) pyalgotrade.bitstamp.wsclient (module) pyalgotrade.broker (module) pyalgotrade.broker.backtesting (module) pyalgotrade.broker.fillstrategy (module) pyalgotrade.broker.slippage (module) pyalgotrade.dataseries (module) pyalgotrade.dataseries.aligned (module) pyalgotrade.dataseries.bards (module) pyalgotrade.dataseries.resampled (module) pyalgotrade.eventprofiler (module) pyalgotrade.feed (module) pyalgotrade.feed.csvfeed (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.atr (module) pyalgotrade.technical.bollinger (module) pyalgotrade.technical.cross (module) pyalgotrade.technical.cumret (module) pyalgotrade.technical.highlow (module) pyalgotrade.technical.hurst (module) pyalgotrade.technical.linebreak (module) pyalgotrade.technical.linreg (module) pyalgotrade.technical.ma (module) pyalgotrade.technical.macd (module) pyalgotrade.technical.roc (module) pyalgotrade.technical.rsi (module) pyalgotrade.technical.stats (module) pyalgotrade.technical.stoch (module) pyalgotrade.technical.vwap (module) pyalgotrade.tools.quandl (module) pyalgotrade.tools.resample (module) pyalgotrade.twitter.feed (module)

R

RateOfChange (class in pyalgotrade.technical.roc) refreshAccountBalance() (pyalgotrade.bitstamp.broker.LiveBroker method) resample_to_csv() (in module pyalgotrade.tools.resample) resampleBarFeed() (pyalgotrade.strategy.BaseStrategy method) ResampledBarDataSeries (class in pyalgotrade.dataseries.resampled) Results (class in pyalgotrade.eventprofiler) (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.eventprofiler.Profiler method) (pyalgotrade.strategy.BaseStrategy method)

S

SAR() (in module pyalgotrade.talibext.indicator) SAREXT() (in module pyalgotrade.talibext.indicator) savePlot() (pyalgotrade.plotter.StrategyPlotter method) SequenceDataSeries (class in pyalgotrade.dataseries) serve() (in module pyalgotrade.optimizer.server) setAllOrNone() (pyalgotrade.broker.Order method) setCommission() (pyalgotrade.broker.backtesting.Broker method) setDateTimeFormat() (pyalgotrade.barfeed.csvfeed.GenericBarFeed method) setDebugMode() (pyalgotrade.strategy.BacktestingStrategy method) setFillStrategy() (pyalgotrade.broker.backtesting.Broker method) setGoodTillCanceled() (pyalgotrade.broker.Order method) setMaxLen() (pyalgotrade.dataseries.SequenceDataSeries method) setShares() (pyalgotrade.broker.backtesting.Broker method) setSlippageModel() (pyalgotrade.broker.fillstrategy.DefaultStrategy method) setVolumeLimit() (pyalgotrade.broker.fillstrategy.DefaultStrategy method) SharpeRatio (class in pyalgotrade.stratanalyzer.sharpe) SlippageModel (class in pyalgotrade.broker.slippage) Slope (class in pyalgotrade.technical.linreg) SMA (class in pyalgotrade.technical.ma)

SMA() (in module pyalgotrade.talibext.indicator) StdDev (class in pyalgotrade.technical.stats) 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) stop() (pyalgotrade.strategy.BaseStrategy method) StopLimitOrder (class in pyalgotrade.broker) stopLimitOrder() (pyalgotrade.strategy.BaseStrategy method) StopOrder (class in pyalgotrade.broker) stopOrder() (pyalgotrade.strategy.BaseStrategy method) StrategyAnalyzer (class in pyalgotrade.stratanalyzer) StrategyPlotter (class in pyalgotrade.plotter) submitOrder() (pyalgotrade.broker.Broker method) Subplot (class in pyalgotrade.plotter) subscribe() (pyalgotrade.twitter.feed.TwitterFeed method) SUM() (in module pyalgotrade.talibext.indicator)

T

T3() (in module pyalgotrade.talibext.indicator) TEMA() (in module pyalgotrade.talibext.indicator) Trade (class in pyalgotrade.bitstamp.wsclient) TradePercentage (class in pyalgotrade.broker.backtesting) 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) TwitterFeed (class in pyalgotrade.twitter.feed) 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) VolumeShareSlippage (class in pyalgotrade.broker.slippage)

VWAP (class in pyalgotrade.technical.vwap)

W

warning() (pyalgotrade.strategy.BaseStrategy method) WCLPRICE() (in module pyalgotrade.talibext.indicator) WebSocketClient (class in pyalgotrade.bitstamp.wsclient) WebSocketClientThread (class in pyalgotrade.bitstamp.wsclient)

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

Z

ZScore (class in pyalgotrade.technical.stats)