class qf_lib.analysis.breakout_strength.trend_strength_sheet.TrendStrengthSheet(settings: qf_lib.settings.Settings, pdf_exporter: qf_lib.documents_utils.document_exporting.pdf_exporter.PDFExporter, price_provider: qf_lib.data_providers.data_provider.DataProvider, window_len=128)[source]

Bases: object

Creates a PDF containing main statistics of strength of a day trend.

  • settings (Settings) – settings containing header information (should contain company_name and logo_path)

  • pdf_exporter (PDFExporter) – used to create PDF document

  • price_provider (DataProvider) – data provider used to download prices

  • window_len (int) – size of window used in rolling windows


build_document(tickers, start_date, end_date)

Build the document.

build_document(tickers: Sequence[qf_lib.common.tickers.tickers.Ticker], start_date: datetime.datetime, end_date: datetime.datetime, use_next_open_instead_of_close=False, title='Trend Strength')[source]

Build the document.

  • tickers (Sequence[Ticker]) – tickers of all tested instruments

  • start_date (datetime) – start date of the study

  • end_date (datetime) – end date of the study

  • use_next_open_instead_of_close (bool) – if True, the daily trend will be calculated from Open to Open of the next day, if False, the daily trend will be calculated from Open to Close of the same day

  • title (str) – title of the document to be created