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Getting started
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backtesting
AlphaModel
FuturesModel
ContractTickerMapper
SimulatedContractTickerMapper
IBContractTickerMapper
TimeEvent
RegularTimeEvent
AfterMarketCloseEvent
MarketCloseEvent
MarketOpenEvent
CalculateAndPlaceOrdersRegularEvent
CommissionModel
FixedCommissionModel
BpsTradeValueCommissionModel
IBCommissionModel
Slippage
FixedSlippage
PriceBasedSlippage
SquareRootMarketImpactSlippage
BacktestSummaryElement
FastAlphaModelTester
InitialRiskStatsFactory
ScenariosGenerator
AbstractMonitor
BacktestMonitor
BacktestResult
ExecutionStyle
MarketOrder
MarketOnCloseOrder
StopOrder
OrderFactory
Order
TimeInForce
OrdersFilter
VolumeOrdersFilter
Portfolio
BacktestPosition
BacktestEquityPosition
BacktestCryptoPosition
BacktestFuturePosition
Trade
Transaction
PositionSizer
SimplePositionSizer
InitialRiskPositionSizer
InitialRiskWithVolumePositionSizer
FixedPortfolioPercentagePositionSizer
Signal
SignalsRegister
BacktestSignalsRegister
AbstractStrategy
AlphaModelStrategy
TradingSession
BacktestTradingSession
BacktestTradingSessionBuilder
data_providers
DataProvider
AbstractPriceDataProvider
FuturesDataProvider
PresetDataProvider
PrefetchingDataProvider
BinanceDataProvider
BloombergDataProvider
BloombergDLDataProvider
CSVDataProvider
HaverDataProvider
PortaraDataProvider
QuandlDataProvider
YFinanceDataProvider
AlpacaDataProvider
containers
QFSeries
PricesSeries
ReturnsSeries
SimpleReturnsSeries
LogReturnsSeries
QFDataFrame
LogReturnsDataFrame
PricesDataFrame
SimpleReturnsDataFrame
QFDataArray
FuturesChain
FutureContract
FutureTicker
BloombergFutureTicker
PortaraFutureTicker
FuturesAdjustmentMethod
FuturesRollingOrdersGenerator
common
ExpirationDateField
Frequency
PriceField
SecurityType
QuandlDBType
BrokerException
OrderCancellingException
NoValidTickerException
ChangeDirection
RiskParityBoxes
RiskParityBoxesFactory
Ticker
BloombergTicker
HaverTicker
QuandlTicker
PortaraTicker
ReturnAttributionAnalysis
RiskContributionAnalysis
AnalyticalConeBase
AnalyticalCone
AnalyticalConeOOS
DateFormat
Timer
RealTimer
SettableTimer
DataModel
DataModelInput
RollingWindowsEstimator
DataPresenter
RollingDataPresenter
ElasticNetFactorsIdentifier
ElasticNetFactorsIdentifierSimplified
StepwiseFactorsIdentifier
FactorizationManager
Method
InSampleReturnStats
DriftIndependentVolatility
VolatilityForecast
VolatilityManager
DataCleaner
close_open_gap
get_common_start_and_end
date_to_str
get_quarter
get_values_for_common_dates
iso_to_gregorian
str_to_date
to_days
annualise_with_sqrt
average_true_range
drop_consecutive_duplicates
get_function_name
kelly
kelly_binary
periods_list_from_bool_series
convert_to_list
volume_weighted_average_price
is_finite_number
calmar_ratio
gain_to_pain_ratio
information_ratio
omega_ratio
sharpe_ratio
sortino_ratio
annualise_total_return
avg_drawdown
avg_drawdown_duration
beta_and_alpha_full_stats
cagr
convert_dataframe_frequency
aggregate_returns
cvar
drawdown_tms
get_aggregate_returns
get_grouping_for_frequency
list_longest_drawdowns
list_of_max_drawdowns
log_to_simple_return
max_drawdown
get_cone_chart
generate_random_paths
generate_random_log_paths
simple_to_log_return
sqn
sqn_for100trades
avg_nr_of_trades_per1y
tail_events
ta_series
get_volatility
intraday_volatility
rolling_volatility
analysis
AbstractDocument
BacktestOverfittingSheet
OverfittingAnalysis
TrendStrengthSheet
AbstractTearsheet
CurrentPositionsSheet
PortfolioAnalysisSheet
StrategyMonitoringDocument
TearsheetWithBenchmark
TearsheetWithoutBenchmark
TearsheetComparative
TimeseriesAnalysis
TradesGenerator
TradeAnalysisSheet
SignalsPlotter
ExposureGenerator
ExposureSheet
ExposureSettings
plotting
HeatMapChart
AnnualReturnsBarChart
BarChart
BoxplotChart
Chart
ConeChart
ConeChartOOS
DistChart
HistogramChart
KDEChart
LineChart
RegressionChart
ReturnsHeatmapChart
SurfaceChart3D
PieChart
ChartDecorator
AxesFormatterDecorator
AxesLabelDecorator
AxesLocatorDecorator
AxesPositionDecorator
AxisTickLabelsDecorator
BarValuesDecorator
ConeDecorator
ConeProcessDecorator
Coordinate
DataCoordinate
AxesCoordinate
FigureCoordinate
DisplayCoordinate
DataElementDecorator
LegendDecorator
HorizontalLineDecorator
VerticalLineDecorator
DiagonalLineDecorator
PointEmphasisDecorator
ScatterDecorator
SeriesLineDecorator
SimpleLegendItem
SpanDecorator
StemDecorator
TextDecorator
TitleDecorator
TopDrawdownDecorator
VerticalSpanDecorator
create_bar_chart
create_dd_probability_chart
create_dd_probability_chart_3d
create_dot_plot
create_event_comparison_chart
create_gross_leverage_chart
create_holdings_chart
create_line_chart
create_qq_chart
create_return_quantiles
create_returns_bar_chart
create_returns_distribution
create_returns_similarity
create_rolling_chart
create_rolling_chart_using_benchmark
create_skewness_chart
IndexTranslator
document_utils
DocumentExporter
PDFExporter
HTMLExporter
ExcelImporter
ExcelExporter
indicators
MarketStressIndicator
portfolio_construction
BlackLitterman
RobustCovariance
NonlinearFunctionOptimizer
QuadraticOptimizer
Portfolio
EfficientFrontierPortfolio
EqualRiskContributionPortfolio
KellyPortfolio
MaxDiversificationPortfolio
MaxExcessReturnPortfolio
MaxSharpeRatioPortfolio
MinVariancePortfolio
MultiFactorPortfolio
RiskParityPortfolio
API Reference
backtesting
ExecutionStyle
ExecutionStyle
#
class
qf_lib.backtesting.order.execution_style.
ExecutionStyle
[source]
#
Bases:
object
On this page
ExecutionStyle