API Reference

This section documents the public Python API of QF-Lib. Each page lists classes and functions for one package, generated automatically from docstrings.

Use the module index below to jump directly to a package. For narrative explanations and worked examples, see Tutorials.

Modules

Module	Description
backtesting	Event-driven backtester: strategies, orders, portfolio, execution, and trading session.
data_providers	Market data adapters (CSV, Bloomberg, Quandl, YFinance, Alpaca, and others).
containers	Typed pandas and xarray wrappers for prices, returns, and futures data.
common	Tickers, enums, date utilities, return and risk ratios, factorisation helpers.
analysis	Tearsheets, timeseries and trade analysis, signals plotting, overfitting tools.
plotting	Chart classes, decorators, and plotting helpers built on Matplotlib.
document_utils	PDF, HTML, and Excel export utilities for reports and results.
indicators	Market indicators usable in strategies or standalone analysis.
portfolio_construction	Portfolio optimisers and weighting models (Min-Variance, Risk Parity, Black-Litterman).