Index A | B | C | D | E | F | G | H | I | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y A AbstractDocument (class in qf_lib.analysis.common.abstract_document) AbstractMonitor (class in qf_lib.backtesting.monitoring.abstract_monitor) AbstractPriceDataProvider (class in qf_lib.data_providers.abstract_price_data_provider) AbstractStrategy (class in qf_lib.backtesting.strategies.abstract_strategy) AbstractTearsheet (class in qf_lib.analysis.tearsheets.abstract_tearsheet) add_absolute_view() (qf_lib.portfolio_construction.black_litterman.black_litterman.BlackLitterman method) add_decorator() (qf_lib.plotting.charts.chart.Chart method) (qf_lib.plotting.charts.pie_chart.PieChart method) add_entry() (qf_lib.plotting.decorators.legend_decorator.LegendDecorator method) add_number_format() (qf_lib.documents_utils.excel.excel_exporter.ExcelExporter method) add_relative_view() (qf_lib.portfolio_construction.black_litterman.black_litterman.BlackLitterman method) adjust_orders() (qf_lib.backtesting.orders_filter.orders_filter.OrdersFilter method) (qf_lib.backtesting.orders_filter.volume_orders_filter.VolumeOrdersFilter method) AfterMarketCloseEvent (class in qf_lib.backtesting.events.time_event.regular_time_event.after_market_close_event) aggregate_returns() (in module qf_lib.common.utils.returns.custom_returns_aggregating) all_dates() (qf_lib.common.enums.expiration_date_field.ExpirationDateField static method) AlpacaDataProvider (class in qf_lib.data_providers.alpaca_py.alpaca_data_provider) AlphaModel (class in qf_lib.backtesting.alpha_model.alpha_model) AlphaModelStrategy (class in qf_lib.backtesting.strategies.alpha_model_strategy) AnalyticalCone (class in qf_lib.common.utils.confidence_interval.analytical_cone) AnalyticalConeBase (class in qf_lib.common.utils.confidence_interval.analytical_cone_base) AnalyticalConeOOS (class in qf_lib.common.utils.confidence_interval.analytical_cone_oos) annualise_total_return() (in module qf_lib.common.utils.returns.annualise_total_return) annualise_with_sqrt() (in module qf_lib.common.utils.miscellaneous.annualise_with_sqrt) AnnualReturnsBarChart (class in qf_lib.plotting.charts.annual_returns_bar_chart) apply_data_element_decorators() (qf_lib.plotting.charts.bar_chart.BarChart method) (qf_lib.plotting.charts.chart.Chart method) (qf_lib.plotting.charts.cone_chart.ConeChart method) (qf_lib.plotting.charts.cone_chart_oos.ConeChartOOS method) (qf_lib.plotting.charts.dist_chart.DistChart method) (qf_lib.plotting.charts.kde_chart.KDEChart method) (qf_lib.plotting.charts.line_chart.LineChart method) (qf_lib.plotting.charts.pie_chart.PieChart method) apply_font_style_to_area() (qf_lib.documents_utils.excel.excel_exporter.ExcelExporter method) as_list() (qf_lib.common.risk_parity_boxes.risk_parity_boxes.RiskParityBoxes method) as_string() (qf_lib.common.tickers.tickers.HaverTicker method) (qf_lib.common.tickers.tickers.QuandlTicker method) (qf_lib.common.tickers.tickers.Ticker method) AUTOCORR_MAX_LAG (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) AUTOCORR_SIGNIFICANCE_LEVEL (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) autocorrelation (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) average_true_range() (in module qf_lib.common.utils.miscellaneous.average_true_range) avg_drawdown() (in module qf_lib.common.utils.returns.avg_drawdown) avg_drawdown_duration() (in module qf_lib.common.utils.returns.avg_drawdown_duration) avg_nr_of_trades_per1y() (in module qf_lib.common.utils.returns.sqn) axes (qf_lib.plotting.charts.chart.Chart property) AxesCoordinate (class in qf_lib.plotting.decorators.coordinate) AxesFormatterDecorator (class in qf_lib.plotting.decorators.axes_formatter_decorator) AxesLabelDecorator (class in qf_lib.plotting.decorators.axes_label_decorator) AxesLocatorDecorator (class in qf_lib.plotting.decorators.axes_locator_decorator) AxesPositionDecorator (class in qf_lib.plotting.decorators.axes_position_decorator) AxisTickLabelsDecorator (class in qf_lib.plotting.decorators.axis_tick_labels_decorator) B BACK_ADJUSTED (qf_lib.containers.futures.futures_adjustment_method.FuturesAdjustmentMethod attribute) BacktestCryptoPosition (class in qf_lib.backtesting.portfolio.backtest_crypto_position) BacktestEquityPosition (class in qf_lib.backtesting.portfolio.backtest_equity_position) BacktestFuturePosition (class in qf_lib.backtesting.portfolio.backtest_future_position) BacktestMonitor (class in qf_lib.backtesting.monitoring.backtest_monitor) BacktestOverfittingSheet (class in qf_lib.analysis.backtests_overfitting.backtest_overfitting_sheet) BacktestPosition (class in qf_lib.backtesting.portfolio.backtest_position) BacktestResult (class in qf_lib.backtesting.monitoring.backtest_result) BacktestSignalsRegister (class in qf_lib.backtesting.signals.backtest_signals_register) BacktestSummaryElement (class in qf_lib.backtesting.fast_alpha_model_tester.backtest_summary) BacktestTradingSession (class in qf_lib.backtesting.trading_session.backtest_trading_session) BacktestTradingSessionBuilder (class in qf_lib.backtesting.trading_session.backtest_trading_session_builder) BarChart (class in qf_lib.plotting.charts.bar_chart) BarValuesDecorator (class in qf_lib.plotting.decorators.bar_values_decorator) belongs_to_family() (qf_lib.containers.futures.future_tickers.bloomberg_future_ticker.BloombergFutureTicker method) (qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker method) (qf_lib.containers.futures.future_tickers.portara_future_ticker.PortaraFutureTicker method) best_is_strategies_names (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis attribute) beta_and_alpha_full_stats() (in module qf_lib.common.utils.returns.beta_and_alpha) BinanceDataProvider (class in qf_lib.data_providers.binance_dp.binance_data_provider) BlackLitterman (class in qf_lib.portfolio_construction.black_litterman.black_litterman) BloombergDataProvider (class in qf_lib.data_providers.bloomberg.bloomberg_data_provider) BloombergDLDataProvider (class in qf_lib.data_providers.bloomberg_dl.bloomberg_dl_data_provider) BloombergFutureTicker (class in qf_lib.containers.futures.future_tickers.bloomberg_future_ticker) BloombergTicker (class in qf_lib.common.tickers.tickers) BoxplotChart (class in qf_lib.plotting.charts.boxplot_chart) BpsTradeValueCommissionModel (class in qf_lib.backtesting.execution_handler.commission_models.bps_trade_value_commission_model) BrokerException (class in qf_lib.common.exceptions.broker_exceptions) build() (qf_lib.backtesting.trading_session.backtest_trading_session_builder.BacktestTradingSessionBuilder method) build_document() (qf_lib.analysis.breakout_strength.trend_strength_sheet.TrendStrengthSheet method) C cagr() (in module qf_lib.common.utils.returns.cagr) calculate_aggregated_cone() (qf_lib.common.utils.confidence_interval.analytical_cone.AnalyticalCone method) calculate_aggregated_cone_oos_only() (qf_lib.common.utils.confidence_interval.analytical_cone_oos.AnalyticalConeOOS method) calculate_and_place_orders() (qf_lib.backtesting.strategies.abstract_strategy.AbstractStrategy method) (qf_lib.backtesting.strategies.alpha_model_strategy.AlphaModelStrategy method) calculate_covariance() (qf_lib.portfolio_construction.covariance_estimation.robust_covariance.RobustCovariance method) calculate_diversification_ratio() (qf_lib.portfolio_construction.portfolio_models.max_diversification_portfolio.MaxDiversificationPortfolio method) calculate_expected_return() (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis method) calculate_exposure() (qf_lib.backtesting.alpha_model.alpha_model.AlphaModel method) calculate_fraction_at_risk() (qf_lib.backtesting.alpha_model.alpha_model.AlphaModel method) calculate_lambda() (qf_lib.portfolio_construction.black_litterman.black_litterman.BlackLitterman method) calculate_overfitting_probability() (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis method) calculate_posterior() (qf_lib.portfolio_construction.black_litterman.black_litterman.BlackLitterman method) calculate_prior() (qf_lib.portfolio_construction.black_litterman.black_litterman.BlackLitterman method) calculate_probability_of_loss() (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis method) calculate_relative_rank_logits() (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis method) calculate_simple_cone() (qf_lib.common.utils.confidence_interval.analytical_cone.AnalyticalCone method) calculate_simple_cone_for_process() (qf_lib.common.utils.confidence_interval.analytical_cone_base.AnalyticalConeBase method) calculate_single_forecast() (qf_lib.common.utils.volatility.volatility_forecast.VolatilityForecast method) calculate_timeseries() (qf_lib.common.utils.volatility.volatility_forecast.VolatilityForecast method) CalculateAndPlaceOrdersRegularEvent (class in qf_lib.backtesting.events.time_event.regular_time_event.calculate_and_place_orders_event) calmar_ratio() (in module qf_lib.common.utils.ratios.calmar_ratio) ChangeDirection (class in qf_lib.common.risk_parity_boxes.risk_parity_boxes) Chart (class in qf_lib.plotting.charts.chart) ChartDecorator (class in qf_lib.plotting.decorators.chart_decorator) Close (qf_lib.common.enums.price_field.PriceField attribute) close() (qf_lib.plotting.charts.chart.Chart method) (qf_lib.plotting.charts.surface_chart_3d.SurfaceChart3D method) close_open_gap() (in module qf_lib.common.utils.close_open_gap.close_open_gap) coefficients (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) color_mesh_ (qf_lib.plotting.charts.heatmap_chart.HeatMapChart attribute) CommissionModel (class in qf_lib.backtesting.execution_handler.commission_models.commission_model) concat() (qf_lib.containers.qf_data_array.QFDataArray class method) condition_number (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) ConeChart (class in qf_lib.plotting.charts.cone_chart) ConeChartOOS (class in qf_lib.plotting.charts.cone_chart_oos) ConeDecorator (class in qf_lib.plotting.decorators.cone_decorator) ConeProcessDecorator (class in qf_lib.plotting.decorators.cone_process_decorator) connect() (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) constant_weights() (qf_lib.portfolio_construction.portfolio_models.portfolio.Portfolio class method) CONTFUT (qf_lib.common.enums.security_type.SecurityType attribute) contract_to_ticker() (qf_lib.backtesting.contract.contract_to_ticker_conversion.base.ContractTickerMapper method) (qf_lib.backtesting.contract.contract_to_ticker_conversion.ib_contract_ticker_mapper.IBContractTickerMapper method) (qf_lib.backtesting.contract.contract_to_ticker_conversion.simulated_contract_ticker_mapper.SimulatedContractTickerMapper method) ContractTickerMapper (class in qf_lib.backtesting.contract.contract_to_ticker_conversion.base) convert_dataframe_frequency() (in module qf_lib.common.utils.returns.convert_dataframe_frequency) convert_to_list() (in module qf_lib.common.utils.miscellaneous.to_list_conversion) cooks_distance_tms (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) Coordinate (class in qf_lib.plotting.decorators.coordinate) create() (qf_lib.containers.qf_data_array.QFDataArray class method) create_bar_chart() (in module qf_lib.plotting.helpers.create_bar_chart) create_dd_probability_chart() (in module qf_lib.plotting.helpers.create_dd_probability_chart) create_dd_probability_chart_3d() (in module qf_lib.plotting.helpers.create_dd_probability_chart_3d) create_dot_plot() (in module qf_lib.plotting.helpers.create_dot_plot) create_event_comparison_chart() (in module qf_lib.plotting.helpers.create_event_comparison_chart) create_gross_leverage_chart() (in module qf_lib.plotting.helpers.create_gross_leverage_chart) create_holdings_chart() (in module qf_lib.plotting.helpers.create_holdings_chart) create_line_chart() (in module qf_lib.plotting.helpers.create_line_chart) create_qq_chart() (in module qf_lib.plotting.helpers.create_qq_chart) create_return_quantiles() (in module qf_lib.plotting.helpers.create_return_quantiles) create_returns_bar_chart() (in module qf_lib.plotting.helpers.create_returns_bar_chart) create_returns_distribution() (in module qf_lib.plotting.helpers.create_returns_distribution) create_returns_similarity() (in module qf_lib.plotting.helpers.create_returns_similarity) create_rolling_chart() (in module qf_lib.plotting.helpers.create_rolling_chart) create_rolling_chart_using_benchmark() (in module qf_lib.plotting.helpers.create_rolling_chart_using_benchmark) create_skewness_chart() (in module qf_lib.plotting.helpers.create_skewness_chart) create_trades_from_backtest_positions() (qf_lib.analysis.trade_analysis.trades_generator.TradesGenerator method) create_trades_from_transactions() (qf_lib.analysis.trade_analysis.trades_generator.TradesGenerator method) CRYPTO (qf_lib.common.enums.security_type.SecurityType attribute) CSVDataProvider (class in qf_lib.data_providers.csv.csv_data_provider) CurrentPositionsSheet (class in qf_lib.analysis.tearsheets.current_positions_sheet) cvar() (in module qf_lib.common.utils.returns.cvar) D DAILY (qf_lib.common.enums.frequency.Frequency attribute) DataCleaner (class in qf_lib.common.utils.data_cleaner) DataCoordinate (class in qf_lib.plotting.decorators.coordinate) DataElementDecorator (class in qf_lib.plotting.decorators.data_element_decorator) DataModel (class in qf_lib.common.utils.factorization.data_models.data_model) DataModelInput (class in qf_lib.common.utils.factorization.data_models.data_model_input) DataPresenter (class in qf_lib.common.utils.factorization.data_presenters.data_presenter) DataProvider (class in qf_lib.data_providers.data_provider) date_to_str() (in module qf_lib.common.utils.dateutils.date_to_string) DateFormat (class in qf_lib.common.utils.dateutils.date_format) DAY (qf_lib.backtesting.order.time_in_force.TimeInForce attribute) decorate() (qf_lib.plotting.decorators.axes_formatter_decorator.AxesFormatterDecorator method) (qf_lib.plotting.decorators.axes_label_decorator.AxesLabelDecorator method) (qf_lib.plotting.decorators.axes_locator_decorator.AxesLocatorDecorator method) (qf_lib.plotting.decorators.axes_position_decorator.AxesPositionDecorator method) (qf_lib.plotting.decorators.axis_tick_labels_decorator.AxisTickLabelsDecorator method) (qf_lib.plotting.decorators.bar_values_decorator.BarValuesDecorator method) (qf_lib.plotting.decorators.chart_decorator.ChartDecorator method) (qf_lib.plotting.decorators.cone_decorator.ConeDecorator method) (qf_lib.plotting.decorators.cone_process_decorator.ConeProcessDecorator method) (qf_lib.plotting.decorators.data_element_decorator.DataElementDecorator method) (qf_lib.plotting.decorators.legend_decorator.LegendDecorator method) (qf_lib.plotting.decorators.line_decorators.DiagonalLineDecorator method) (qf_lib.plotting.decorators.line_decorators.HorizontalLineDecorator method) (qf_lib.plotting.decorators.line_decorators.VerticalLineDecorator method) (qf_lib.plotting.decorators.point_emphasis_decorator.PointEmphasisDecorator method) (qf_lib.plotting.decorators.scatter_decorator.ScatterDecorator method) (qf_lib.plotting.decorators.series_line_decorator.SeriesLineDecorator method) (qf_lib.plotting.decorators.span_decorator.SpanDecorator method) (qf_lib.plotting.decorators.stem_decorator.StemDecorator method) (qf_lib.plotting.decorators.text_decorator.TextDecorator method) (qf_lib.plotting.decorators.title_decorator.TitleDecorator method) (qf_lib.plotting.decorators.top_drawdown_decorator.TopDrawdownDecorator method) (qf_lib.plotting.decorators.vertical_span_decorator.VerticalSpanDecorator method) decorate_html() (qf_lib.plotting.decorators.chart_decorator.ChartDecorator method) (qf_lib.plotting.decorators.legend_decorator.LegendDecorator method) (qf_lib.plotting.decorators.line_decorators.HorizontalLineDecorator method) (qf_lib.plotting.decorators.line_decorators.VerticalLineDecorator method) determine_end_x() (qf_lib.plotting.charts.chart.Chart class method) DiagonalLineDecorator (class in qf_lib.plotting.decorators.line_decorators) different_allocations_tms() (qf_lib.portfolio_construction.portfolio_models.portfolio.Portfolio class method) DisplayCoordinate (class in qf_lib.plotting.decorators.coordinate) DistChart (class in qf_lib.plotting.charts.dist_chart) DocumentExporter (class in qf_lib.documents_utils.document_exporting.document_exporter) drawdown_tms() (in module qf_lib.common.utils.returns.drawdown_tms) DriftIndependentVolatility (class in qf_lib.common.utils.volatility.drift_independent_volatility) drifting_weights() (qf_lib.portfolio_construction.portfolio_models.portfolio.Portfolio class method) drop_consecutive_duplicates() (in module qf_lib.common.utils.miscellaneous.consecutive_duplicates) durbin_watson_test (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) E EfficientFrontierPortfolio (class in qf_lib.portfolio_construction.portfolio_models.efficient_frontier_portfolio) ElasticNetFactorsIdentifier (class in qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier) ElasticNetFactorsIdentifierSimplified (class in qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier_simplified) end_of_day_update() (qf_lib.backtesting.monitoring.abstract_monitor.AbstractMonitor method) (qf_lib.backtesting.monitoring.backtest_monitor.BacktestMonitor method) end_of_trading_update() (qf_lib.backtesting.monitoring.abstract_monitor.AbstractMonitor method) (qf_lib.backtesting.monitoring.backtest_monitor.BacktestMonitor method) end_time (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition attribute) EqualRiskContributionPortfolio (class in qf_lib.portfolio_construction.portfolio_models.equal_risk_contribution_portfolio) estimate_rolling_window_size() (qf_lib.common.utils.factorization.data_models.rolling_window_estimation.RollingWindowsEstimator class method) estimate_rolling_window_step() (qf_lib.common.utils.factorization.data_models.rolling_window_estimation.RollingWindowsEstimator class method) Event ExcelExporter (class in qf_lib.documents_utils.excel.excel_exporter) ExcelImporter (class in qf_lib.documents_utils.excel.excel_importer) ExecutionStyle (class in qf_lib.backtesting.order.execution_style) expiration_date_field_str_map() (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) (qf_lib.data_providers.bloomberg_dl.bloomberg_dl_data_provider.BloombergDLDataProvider method) (qf_lib.data_providers.futures_data_provider.FuturesDataProvider method) (qf_lib.data_providers.preset_data_provider.PresetDataProvider method) ExpirationDateField (class in qf_lib.common.enums.expiration_date_field) exponential_average() (qf_lib.containers.dataframe.qf_dataframe.QFDataFrame method) (qf_lib.containers.series.qf_series.QFSeries method) export_container() (qf_lib.documents_utils.excel.excel_exporter.ExcelExporter method) Exposure ExposureGenerator (class in qf_lib.analysis.exposure_analysis.exposure_generator) ExposureSettings (class in qf_lib.analysis.exposure_analysis.exposure_settings) ExposureSheet (class in qf_lib.analysis.exposure_analysis.exposure_sheet) extract_data_for_analysis() (qf_lib.common.utils.factorization.manager.FactorizationManager method) extract_series_data() (qf_lib.plotting.charts.chart.Chart method) F FACTOR (qf_lib.common.enums.security_type.SecurityType attribute) FactorizationManager (class in qf_lib.common.utils.factorization.manager) factors_performance_attribution_ret (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) FALLING (qf_lib.common.risk_parity_boxes.risk_parity_boxes.ChangeDirection attribute) FastAlphaModelTester (class in qf_lib.backtesting.fast_alpha_model_tester.fast_alpha_models_tester) FigureCoordinate (class in qf_lib.plotting.decorators.coordinate) FirstNotice (qf_lib.common.enums.expiration_date_field.ExpirationDateField attribute) fit_model (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) fit_tms_analysis (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) fitted_tms (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) FixedCommissionModel (class in qf_lib.backtesting.execution_handler.commission_models.fixed_commission_model) FixedPortfolioPercentagePositionSizer (class in qf_lib.backtesting.position_sizer.fixed_portfolio_percentage_position_sizer) FixedSlippage (class in qf_lib.backtesting.execution_handler.slippage.fixed_slippage) form_different_is_and_oos_sets() (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis method) Frequency (class in qf_lib.common.enums.frequency) from_list() (qf_lib.common.risk_parity_boxes.risk_parity_boxes.RiskParityBoxes static method) from_string() (qf_lib.common.tickers.tickers.BloombergTicker class method) (qf_lib.common.tickers.tickers.HaverTicker class method) (qf_lib.common.tickers.tickers.PortaraTicker class method) (qf_lib.common.tickers.tickers.QuandlTicker class method) (qf_lib.common.tickers.tickers.Ticker method) from_xr_data_array() (qf_lib.containers.qf_data_array.QFDataArray class method) FULL_ISO (qf_lib.common.utils.dateutils.date_format.DateFormat attribute) fund_tms_analysis (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) FUTURE (qf_lib.common.enums.security_type.SecurityType attribute) FutureContract (class in qf_lib.containers.futures.future_contract) FuturesAdjustmentMethod (class in qf_lib.containers.futures.futures_adjustment_method) FuturesChain (class in qf_lib.containers.futures.futures_chain) FuturesDataProvider (class in qf_lib.data_providers.futures_data_provider) FuturesModel (class in qf_lib.backtesting.alpha_model.futures_model) FuturesRollingOrdersGenerator (class in qf_lib.containers.futures.futures_rolling_orders_generator) FutureTicker (class in qf_lib.containers.futures.future_tickers.future_ticker) FX (qf_lib.common.enums.security_type.SecurityType attribute) G gain_to_pain_ratio() (in module qf_lib.common.utils.ratios.gain_to_pain_ratio) generate() (qf_lib.documents_utils.document_exporting.html_exporter.HTMLExporter method) (qf_lib.documents_utils.document_exporting.pdf_exporter.PDFExporter method) generate_close_orders() (qf_lib.containers.futures.futures_rolling_orders_generator.FuturesRollingOrdersGenerator method) generate_random_log_paths() (in module qf_lib.common.utils.returns.return_distribution_helpers) generate_random_paths() (in module qf_lib.common.utils.returns.return_distribution_helpers) get_active_ticker() (qf_lib.containers.futures.future_tickers.bloomberg_future_ticker.BloombergFutureTicker method) get_aggregate_returns() (in module qf_lib.common.utils.returns.get_aggregate_returns) get_axes_colors() (qf_lib.plotting.charts.chart.Chart class method) get_best_strategies_is_oos_qualities() (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis method) get_common_start_and_end() (in module qf_lib.common.utils.dateutils.common_start_and_end) get_cone_chart() (in module qf_lib.common.utils.returns.return_distribution_helpers) get_contracts_df() (qf_lib.data_providers.portara.portara_data_provider.PortaraDataProvider method) get_current_specific_ticker() (qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker method) get_current_values() (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) (qf_lib.data_providers.bloomberg_dl.bloomberg_dl_data_provider.BloombergDLDataProvider method) get_data() (qf_lib.backtesting.alpha_model.futures_model.FuturesModel method) get_distance_to_equal_risk_contrib() (qf_lib.common.timeseries_analysis.risk_contribution_analysis.RiskContributionAnalysis class method) get_expected_value() (qf_lib.common.utils.confidence_interval.analytical_cone_base.AnalyticalConeBase static method) get_expiration_dates() (qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker method) get_factor_exposure() (qf_lib.analysis.exposure_analysis.exposure_generator.ExposureGenerator method) get_factor_return_attribution() (qf_lib.common.timeseries_analysis.return_attribution_analysis.ReturnAttributionAnalysis class method) get_factorization_data_model() (qf_lib.common.utils.factorization.manager.FactorizationManager method) get_frequency() (qf_lib.containers.dataframe.qf_dataframe.QFDataFrame method) (qf_lib.containers.series.qf_series.QFSeries method) get_function_name() (in module qf_lib.common.utils.miscellaneous.function_name) get_futures_chain_tickers() (qf_lib.data_providers.futures_data_provider.FuturesDataProvider method) (qf_lib.data_providers.preset_data_provider.PresetDataProvider method) get_grouping_for_frequency() (in module qf_lib.common.utils.returns.index_grouping) get_history() (qf_lib.data_providers.alpaca_py.alpaca_data_provider.AlpacaDataProvider method) (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) (qf_lib.data_providers.bloomberg_dl.bloomberg_dl_data_provider.BloombergDLDataProvider method) (qf_lib.data_providers.data_provider.DataProvider method) (qf_lib.data_providers.haver.haver_data_provider.HaverDataProvider method) (qf_lib.data_providers.preset_data_provider.PresetDataProvider method) (qf_lib.data_providers.quandl.quandl_data_provider.QuandlDataProvider method) (qf_lib.data_providers.yfinance.yfinance_data_provider.YFinanceDataProvider method) get_indicator() (qf_lib.indicators.market_stress_indicator_us.MarketStressIndicator method) get_last_available_exchange_rate() (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) get_last_available_price() (qf_lib.data_providers.abstract_price_data_provider.AbstractPriceDataProvider method) get_managed_series() (qf_lib.common.utils.volatility.volatility_manager.VolatilityManager method) get_measures() (qf_lib.analysis.timeseries_analysis.timeseries_analysis.TimeseriesAnalysis method) get_nice_names() (qf_lib.analysis.timeseries_analysis.timeseries_analysis.TimeseriesAnalysis method) get_optimal_weights() (qf_lib.portfolio_construction.optimizers.quadratic_optimizer.QuadraticOptimizer class method) get_output_dir() (qf_lib.documents_utils.document_exporting.document_exporter.DocumentExporter method) get_preloaded_data_checksum() (qf_lib.backtesting.trading_session.backtest_trading_session.BacktestTradingSession method) get_price() (qf_lib.containers.futures.futures_chain.FuturesChain method) (qf_lib.data_providers.abstract_price_data_provider.AbstractPriceDataProvider method) (qf_lib.data_providers.preset_data_provider.PresetDataProvider method) (qf_lib.data_providers.quandl.quandl_data_provider.QuandlDataProvider method) get_quarter() (in module qf_lib.common.utils.dateutils.get_quarter) get_risk_contribution() (qf_lib.common.timeseries_analysis.risk_contribution_analysis.RiskContributionAnalysis class method) get_risk_contribution_optimised() (qf_lib.common.timeseries_analysis.risk_contribution_analysis.RiskContributionAnalysis class method) get_rolling_factorization_data_model() (qf_lib.common.utils.factorization.manager.FactorizationManager method) get_sector_exposure() (qf_lib.analysis.exposure_analysis.exposure_generator.ExposureGenerator method) get_short_names() (qf_lib.analysis.timeseries_analysis.timeseries_analysis.TimeseriesAnalysis method) get_signal() (qf_lib.backtesting.alpha_model.alpha_model.AlphaModel method) (qf_lib.backtesting.alpha_model.futures_model.FuturesModel method) get_signals() (qf_lib.backtesting.signals.backtest_signals_register.BacktestSignalsRegister method) (qf_lib.backtesting.signals.signals_register.SignalsRegister method) get_signals_for_ticker() (qf_lib.backtesting.signals.backtest_signals_register.BacktestSignalsRegister method) (qf_lib.backtesting.signals.signals_register.SignalsRegister method) get_tabular_data() (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) get_tickers_universe() (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) (qf_lib.data_providers.bloomberg_dl.bloomberg_dl_data_provider.BloombergDLDataProvider method) get_tickers_universe_with_weights() (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) (qf_lib.data_providers.bloomberg_dl.bloomberg_dl_data_provider.BloombergDLDataProvider method) get_transformation() (qf_lib.plotting.decorators.coordinate.AxesCoordinate method) (qf_lib.plotting.decorators.coordinate.Coordinate method) (qf_lib.plotting.decorators.coordinate.DataCoordinate method) (qf_lib.plotting.decorators.coordinate.DisplayCoordinate method) (qf_lib.plotting.decorators.coordinate.FigureCoordinate method) get_unique_tickers() (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) (qf_lib.data_providers.bloomberg_dl.bloomberg_dl_data_provider.BloombergDLDataProvider method) get_units() (qf_lib.analysis.timeseries_analysis.timeseries_analysis.TimeseriesAnalysis method) get_values_for_common_dates() (in module qf_lib.common.utils.dateutils.get_values_common_dates) get_volatility() (in module qf_lib.common.utils.volatility.get_volatility) (qf_lib.common.utils.volatility.drift_independent_volatility.DriftIndependentVolatility static method) get_weights() (qf_lib.portfolio_construction.portfolio_models.efficient_frontier_portfolio.EfficientFrontierPortfolio method) (qf_lib.portfolio_construction.portfolio_models.equal_risk_contribution_portfolio.EqualRiskContributionPortfolio method) (qf_lib.portfolio_construction.portfolio_models.kelly_portfolio.KellyPortfolio method) (qf_lib.portfolio_construction.portfolio_models.max_diversification_portfolio.MaxDiversificationPortfolio method) (qf_lib.portfolio_construction.portfolio_models.max_excess_return_portfolio.MaxExcessReturnPortfolio method) (qf_lib.portfolio_construction.portfolio_models.max_sharpe_ratio_portfolio.MaxSharpeRatioPortfolio method) (qf_lib.portfolio_construction.portfolio_models.min_variance_portfolio.MinVariancePortfolio method) (qf_lib.portfolio_construction.portfolio_models.multifactor_portfolio.MultiFactorPortfolio method) (qf_lib.portfolio_construction.portfolio_models.portfolio.Portfolio method) (qf_lib.portfolio_construction.portfolio_models.risk_parity_portfolio.RiskParityPortfolio method) get_workbook() (qf_lib.documents_utils.excel.excel_exporter.ExcelExporter method) get_worksheet() (qf_lib.documents_utils.excel.excel_exporter.ExcelExporter method) GTC (qf_lib.backtesting.order.time_in_force.TimeInForce attribute) H HaverDataProvider (class in qf_lib.data_providers.haver.haver_data_provider) HaverTicker (class in qf_lib.common.tickers.tickers) HeatMapChart (class in qf_lib.plotting.charts.heatmap_chart) heteroskedasticity (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) High (qf_lib.common.enums.price_field.PriceField attribute) HistogramChart (class in qf_lib.plotting.charts.histogram_chart) historical_price() (qf_lib.data_providers.abstract_price_data_provider.AbstractPriceDataProvider method) (qf_lib.data_providers.preset_data_provider.PresetDataProvider method) HorizontalLineDecorator (class in qf_lib.plotting.decorators.line_decorators) HTMLExporter (class in qf_lib.documents_utils.document_exporting.html_exporter) I IBCommissionModel (class in qf_lib.backtesting.execution_handler.commission_models.ib_commission_model) IBContractTickerMapper (class in qf_lib.backtesting.contract.contract_to_ticker_conversion.ib_contract_ticker_mapper) import_cell() (qf_lib.documents_utils.excel.excel_importer.ExcelImporter method) import_container() (qf_lib.documents_utils.excel.excel_importer.ExcelImporter method) in_sample_and_out_sample_returns (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) INDEX (qf_lib.common.enums.security_type.SecurityType attribute) IndexTranslator (class in qf_lib.plotting.helpers.index_translator) information_ratio() (in module qf_lib.common.utils.ratios.information_ratio) initialize_data_provider() (qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker method) initialized (qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker property) InitialRiskPositionSizer (class in qf_lib.backtesting.position_sizer.initial_risk_position_sizer) InitialRiskStatsFactory (class in qf_lib.backtesting.fast_alpha_model_tester.initial_risk_stats) InitialRiskWithVolumePositionSizer (class in qf_lib.backtesting.position_sizer.initial_risk_with_volume_position_sizer) InSampleReturnStats (class in qf_lib.common.utils.returns.is_return_stats) intercept (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) intraday_volatility() (in module qf_lib.common.utils.volatility.intraday_volatility) inv_translate() (qf_lib.plotting.helpers.index_translator.IndexTranslator method) IRREGULAR (qf_lib.common.enums.frequency.Frequency attribute) is_equal_risk_contribution() (qf_lib.common.timeseries_analysis.risk_contribution_analysis.RiskContributionAnalysis class method) is_finite_number() (in module qf_lib.common.utils.numberutils.is_finite_number) is_ranking (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis attribute) ISO (qf_lib.common.utils.dateutils.date_format.DateFormat attribute) ISO_MINUTES (qf_lib.common.utils.dateutils.date_format.DateFormat attribute) ISO_SECONDS (qf_lib.common.utils.dateutils.date_format.DateFormat attribute) iso_to_gregorian() (in module qf_lib.common.utils.dateutils.iso_to_gregorian) item() (qf_lib.containers.qf_data_array.QFDataArray method) K KDEChart (class in qf_lib.plotting.charts.kde_chart) KEEP_FIRST (qf_lib.common.utils.miscellaneous.consecutive_duplicates.Method attribute) KEEP_LAST (qf_lib.common.utils.miscellaneous.consecutive_duplicates.Method attribute) kelly() (in module qf_lib.common.utils.miscellaneous.kelly) kelly_binary() (in module qf_lib.common.utils.miscellaneous.kelly) KellyPortfolio (class in qf_lib.portfolio_construction.portfolio_models.kelly_portfolio) L LastTradeableDate (qf_lib.common.enums.expiration_date_field.ExpirationDateField attribute) LegendDecorator (class in qf_lib.plotting.decorators.legend_decorator) leverage_series() (qf_lib.backtesting.portfolio.portfolio.Portfolio method) LineChart (class in qf_lib.plotting.charts.line_chart) list_longest_drawdowns() (in module qf_lib.common.utils.returns.list_longest_drawdowns) list_of_max_drawdowns() (in module qf_lib.common.utils.returns.list_of_max_drawdowns) log_to_simple_return() (in module qf_lib.common.utils.returns.log_to_simple_return) LogReturnsDataFrame (class in qf_lib.containers.dataframe.log_returns_dataframe) LogReturnsSeries (class in qf_lib.containers.series.log_returns_series) LONG_DATE (qf_lib.common.utils.dateutils.date_format.DateFormat attribute) Low (qf_lib.common.enums.price_field.PriceField attribute) M make_exposure_scenarios() (qf_lib.backtesting.fast_alpha_model_tester.scenarios_generator.ScenariosGenerator method) make_parity_boxes() (qf_lib.common.risk_parity_boxes.risk_parity_boxes.RiskParityBoxesFactory method) make_scenarios() (qf_lib.backtesting.fast_alpha_model_tester.scenarios_generator.ScenariosGenerator method) make_stats() (qf_lib.backtesting.fast_alpha_model_tester.initial_risk_stats.InitialRiskStatsFactory method) market_value() (qf_lib.backtesting.portfolio.backtest_crypto_position.BacktestCryptoPosition method) (qf_lib.backtesting.portfolio.backtest_equity_position.BacktestEquityPosition method) (qf_lib.backtesting.portfolio.backtest_future_position.BacktestFuturePosition method) (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition method) MarketCloseEvent (class in qf_lib.backtesting.events.time_event.regular_time_event.market_close_event) MarketOnCloseOrder (class in qf_lib.backtesting.order.execution_style) MarketOpenEvent (class in qf_lib.backtesting.events.time_event.regular_time_event.market_open_event) MarketOrder (class in qf_lib.backtesting.order.execution_style) MarketStressIndicator (class in qf_lib.indicators.market_stress_indicator_us) max_drawdown() (in module qf_lib.common.utils.returns.max_drawdown) MaxDiversificationPortfolio (class in qf_lib.portfolio_construction.portfolio_models.max_diversification_portfolio) MaxExcessReturnPortfolio (class in qf_lib.portfolio_construction.portfolio_models.max_excess_return_portfolio) MaxSharpeRatioPortfolio (class in qf_lib.portfolio_construction.portfolio_models.max_sharpe_ratio_portfolio) Method (class in qf_lib.common.utils.miscellaneous.consecutive_duplicates) MIN_1 (qf_lib.common.enums.frequency.Frequency attribute) MIN_10 (qf_lib.common.enums.frequency.Frequency attribute) MIN_15 (qf_lib.common.enums.frequency.Frequency attribute) MIN_30 (qf_lib.common.enums.frequency.Frequency attribute) MIN_5 (qf_lib.common.enums.frequency.Frequency attribute) MIN_60 (qf_lib.common.enums.frequency.Frequency attribute) min_max_normalized() (qf_lib.containers.dataframe.qf_dataframe.QFDataFrame method) (qf_lib.containers.series.qf_series.QFSeries method) MIN_NUM_OF_1SE_REGRESSORS (qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier.ElasticNetFactorsIdentifier attribute) (qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier_simplified.ElasticNetFactorsIdentifierSimplified attribute) MinVariancePortfolio (class in qf_lib.portfolio_construction.portfolio_models.min_variance_portfolio) MONTHLY (qf_lib.common.enums.frequency.Frequency attribute) MultiFactorPortfolio (class in qf_lib.portfolio_construction.portfolio_models.multifactor_portfolio) N name (qf_lib.common.tickers.tickers.QuandlTicker property) (qf_lib.common.tickers.tickers.Ticker property) (qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker property) net_liquidation_in_currency() (qf_lib.backtesting.portfolio.portfolio.Portfolio method) NonlinearFunctionOptimizer (class in qf_lib.portfolio_construction.optimizers.nonlinear_function_optimizer) NoValidTickerException (class in qf_lib.common.exceptions.future_contracts_exceptions) NTH_NEAREST (qf_lib.containers.futures.futures_adjustment_method.FuturesAdjustmentMethod attribute) NUMBER_OF_FOLDS (qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier.ElasticNetFactorsIdentifier attribute) (qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier_simplified.ElasticNetFactorsIdentifierSimplified attribute) O ohlc() (qf_lib.common.enums.price_field.PriceField static method) ohlcv() (qf_lib.common.enums.price_field.PriceField static method) ols_influence (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) Omega (qf_lib.portfolio_construction.black_litterman.black_litterman.BlackLitterman property) omega_ratio() (in module qf_lib.common.utils.ratios.omega_ratio) one_over_n_weights() (qf_lib.portfolio_construction.portfolio_models.portfolio.Portfolio class method) oos_ranking (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis attribute) oos_start_date (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) Open (qf_lib.common.enums.price_field.PriceField attribute) OPG (qf_lib.backtesting.order.time_in_force.TimeInForce attribute) Order (class in qf_lib.backtesting.order.order) OrderCancellingException (class in qf_lib.common.exceptions.broker_exceptions) OrderFactory (class in qf_lib.backtesting.order.order_factory) orders() (qf_lib.backtesting.order.order_factory.OrderFactory method) OrdersFilter (class in qf_lib.backtesting.orders_filter.orders_filter) OverfittingAnalysis (class in qf_lib.analysis.backtests_overfitting.overfitting_analysis) P P (qf_lib.portfolio_construction.black_litterman.black_litterman.BlackLitterman property) PDFExporter (class in qf_lib.documents_utils.document_exporting.pdf_exporter) percent_orders() (qf_lib.backtesting.order.order_factory.OrderFactory method) periods_list_from_bool_series() (in module qf_lib.common.utils.miscellaneous.periods_list) PieChart (class in qf_lib.plotting.charts.pie_chart) plot() (qf_lib.plotting.charts.annual_returns_bar_chart.AnnualReturnsBarChart method) (qf_lib.plotting.charts.bar_chart.BarChart method) (qf_lib.plotting.charts.boxplot_chart.BoxplotChart method) (qf_lib.plotting.charts.chart.Chart method) (qf_lib.plotting.charts.cone_chart.ConeChart method) (qf_lib.plotting.charts.cone_chart_oos.ConeChartOOS method) (qf_lib.plotting.charts.dist_chart.DistChart method) (qf_lib.plotting.charts.heatmap_chart.HeatMapChart method) (qf_lib.plotting.charts.histogram_chart.HistogramChart method) (qf_lib.plotting.charts.kde_chart.KDEChart method) (qf_lib.plotting.charts.line_chart.LineChart method) (qf_lib.plotting.charts.pie_chart.PieChart method) (qf_lib.plotting.charts.regression_chart.RegressionChart method) (qf_lib.plotting.charts.returns_heatmap_chart.ReturnsHeatmapChart method) (qf_lib.plotting.charts.surface_chart_3d.SurfaceChart3D method) PointEmphasisDecorator (class in qf_lib.plotting.decorators.point_emphasis_decorator) populate_table() (qf_lib.analysis.timeseries_analysis.timeseries_analysis.TimeseriesAnalysis method) PortaraDataProvider (class in qf_lib.data_providers.portara.portara_data_provider) PortaraFutureTicker (class in qf_lib.containers.futures.future_tickers.portara_future_ticker) PortaraTicker (class in qf_lib.common.tickers.tickers) Portfolio (class in qf_lib.backtesting.portfolio.portfolio) (class in qf_lib.portfolio_construction.portfolio_models.portfolio) portfolio_eod_series() (qf_lib.backtesting.portfolio.portfolio.Portfolio method) PortfolioAnalysisSheet (class in qf_lib.analysis.tearsheets.portfolio_analysis_sheet) Position positions_history() (qf_lib.backtesting.portfolio.portfolio.Portfolio method) PositionSizer (class in qf_lib.backtesting.position_sizer.position_sizer) PrefetchingDataProvider (class in qf_lib.data_providers.prefetching_data_provider) PresetDataProvider (class in qf_lib.data_providers.preset_data_provider) price_field_to_str_map() (qf_lib.data_providers.abstract_price_data_provider.AbstractPriceDataProvider method) (qf_lib.data_providers.alpaca_py.alpaca_data_provider.AlpacaDataProvider method) (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) (qf_lib.data_providers.bloomberg_dl.bloomberg_dl_data_provider.BloombergDLDataProvider method) (qf_lib.data_providers.haver.haver_data_provider.HaverDataProvider method) (qf_lib.data_providers.preset_data_provider.PresetDataProvider method) (qf_lib.data_providers.quandl.quandl_data_provider.QuandlDataProvider method) (qf_lib.data_providers.yfinance.yfinance_data_provider.YFinanceDataProvider method) PriceBasedSlippage (class in qf_lib.backtesting.execution_handler.slippage.price_based_slippage) PriceField (class in qf_lib.common.enums.price_field) PricesDataFrame (class in qf_lib.containers.dataframe.prices_dataframe) PricesSeries (class in qf_lib.containers.series.prices_series) process_orders() (qf_lib.backtesting.execution_handler.slippage.base.Slippage method) proxy_using_regression() (qf_lib.common.utils.data_cleaner.DataCleaner method) proxy_using_value() (qf_lib.common.utils.data_cleaner.DataCleaner method) Q Q (qf_lib.portfolio_construction.black_litterman.black_litterman.BlackLitterman property) QFDataArray (class in qf_lib.containers.qf_data_array) QFDataFrame (class in qf_lib.containers.dataframe.qf_dataframe) QFSeries (class in qf_lib.containers.series.qf_series) QuadraticOptimizer (class in qf_lib.portfolio_construction.optimizers.quadratic_optimizer) QuandlDataProvider (class in qf_lib.data_providers.quandl.quandl_data_provider) QuandlDBType (class in qf_lib.common.enums.quandl_db_type) QuandlTicker (class in qf_lib.common.tickers.tickers) quantity() (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition method) QUARTERLY (qf_lib.common.enums.frequency.Frequency attribute) R r_squared_of_each_predictor (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) rank_strategies() (qf_lib.analysis.backtests_overfitting.overfitting_analysis.OverfittingAnalysis method) real_time_update() (qf_lib.backtesting.monitoring.abstract_monitor.AbstractMonitor method) (qf_lib.backtesting.monitoring.backtest_monitor.BacktestMonitor method) RealTimer (class in qf_lib.common.utils.dateutils.timer) record_transaction() (qf_lib.backtesting.monitoring.abstract_monitor.AbstractMonitor method) (qf_lib.backtesting.monitoring.backtest_monitor.BacktestMonitor method) RegressionChart (class in qf_lib.plotting.charts.regression_chart) RegularTimeEvent (class in qf_lib.backtesting.events.time_event.regular_time_event.regular_time_event) render_as_base64_image() (qf_lib.plotting.charts.chart.Chart method) ReturnAttributionAnalysis (class in qf_lib.common.timeseries_analysis.return_attribution_analysis) ReturnsHeatmapChart (class in qf_lib.plotting.charts.returns_heatmap_chart) ReturnsSeries (class in qf_lib.containers.series.returns_series) RISING (qf_lib.common.risk_parity_boxes.risk_parity_boxes.ChangeDirection attribute) risk_contribution (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) RiskContributionAnalysis (class in qf_lib.common.timeseries_analysis.risk_contribution_analysis) RiskParityBoxes (class in qf_lib.common.risk_parity_boxes.risk_parity_boxes) RiskParityBoxesFactory (class in qf_lib.common.risk_parity_boxes.risk_parity_boxes) RiskParityPortfolio (class in qf_lib.portfolio_construction.portfolio_models.risk_parity_portfolio) RobustCovariance (class in qf_lib.portfolio_construction.covariance_estimation.robust_covariance) rolling_time_window() (qf_lib.containers.dataframe.qf_dataframe.QFDataFrame method) rolling_volatility() (in module qf_lib.common.utils.volatility.rolling_volatility) rolling_window() (qf_lib.containers.dataframe.qf_dataframe.QFDataFrame method) (qf_lib.containers.series.qf_series.QFSeries method) rolling_window_with_benchmark() (qf_lib.containers.series.qf_series.QFSeries method) RollingDataPresenter (class in qf_lib.common.utils.factorization.data_presenters.rolling_data_presenter) RollingWindowsEstimator (class in qf_lib.common.utils.factorization.data_models.rolling_window_estimation) S save_signals() (qf_lib.backtesting.signals.backtest_signals_register.BacktestSignalsRegister method) ScatterDecorator (class in qf_lib.plotting.decorators.scatter_decorator) ScenariosGenerator (class in qf_lib.backtesting.fast_alpha_model_tester.scenarios_generator) searchsorted() (qf_lib.containers.qf_data_array.QFDataArray method) secondary_axes (qf_lib.plotting.charts.chart.Chart property) SecurityType (class in qf_lib.common.enums.security_type) select_best_factors() (qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier.ElasticNetFactorsIdentifier method) (qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier_simplified.ElasticNetFactorsIdentifierSimplified method) (qf_lib.common.utils.factorization.factors_identification.stepwise_factor_identifier.StepwiseFactorsIdentifier method) SEMI_ANNUALLY (qf_lib.common.enums.frequency.Frequency attribute) SERIES_KEY (qf_lib.plotting.charts.boxplot_chart.BoxplotChart attribute) SeriesLineDecorator (class in qf_lib.plotting.decorators.series_line_decorator) set_benchmark_tms() (qf_lib.backtesting.trading_session.backtest_trading_session_builder.BacktestTradingSessionBuilder method) set_daily_default_trigger_time() (qf_lib.backtesting.events.time_event.regular_time_event.calculate_and_place_orders_event.CalculateAndPlaceOrdersRegularEvent class method) set_default_directory_level_up() (qf_lib.documents_utils.document_exporting.pdf_exporter.PDFExporter method) set_expiration_hour() (qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker method) set_factor_exposure_tickers() (qf_lib.analysis.exposure_analysis.exposure_generator.ExposureGenerator method) set_name() (qf_lib.common.tickers.tickers.Ticker method) set_portfolio_nav_history() (qf_lib.analysis.exposure_analysis.exposure_generator.ExposureGenerator method) set_positions_history() (qf_lib.analysis.exposure_analysis.exposure_generator.ExposureGenerator method) set_sector_exposure_tickers() (qf_lib.analysis.exposure_analysis.exposure_generator.ExposureGenerator method) SettableTimer (class in qf_lib.common.utils.dateutils.timer) setup_secondary_axes_if_necessary() (qf_lib.plotting.charts.chart.Chart method) setup_ticks_and_labels() (qf_lib.plotting.helpers.index_translator.IndexTranslator class method) sharpe_ratio() (in module qf_lib.common.utils.ratios.sharpe_ratio) show() (qf_lib.plotting.charts.chart.Chart method) (qf_lib.plotting.charts.surface_chart_3d.SurfaceChart3D method) Signal (class in qf_lib.backtesting.signals.signal) SignalsPlotter (class in qf_lib.analysis.signals_analysis.signals_plotter) SignalsRegister (class in qf_lib.backtesting.signals.signals_register) simple_to_log_return() (in module qf_lib.common.utils.returns.simple_to_log_return) SimpleLegendItem (class in qf_lib.plotting.decorators.simple_legend_item) SimplePositionSizer (class in qf_lib.backtesting.position_sizer.simple_position_sizer) SimpleReturnsDataFrame (class in qf_lib.containers.dataframe.simple_returns_dataframe) SimpleReturnsSeries (class in qf_lib.containers.series.simple_returns_series) SimulatedContractTickerMapper (class in qf_lib.backtesting.contract.contract_to_ticker_conversion.simulated_contract_ticker_mapper) size_signals() (qf_lib.backtesting.position_sizer.position_sizer.PositionSizer method) Slippage (class in qf_lib.backtesting.execution_handler.slippage.base) sortino_ratio() (in module qf_lib.common.utils.ratios.sortino_ratio) SpanDecorator (class in qf_lib.plotting.decorators.span_decorator) SPREAD (qf_lib.common.enums.security_type.SecurityType attribute) sqn() (in module qf_lib.common.utils.returns.sqn) sqn_for100trades() (in module qf_lib.common.utils.returns.sqn) SquareRootMarketImpactSlippage (class in qf_lib.backtesting.execution_handler.slippage.square_root_market_impact_slippage) start_time (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition attribute) start_trading() (qf_lib.backtesting.trading_session.trading_session.TradingSession method) StemDecorator (class in qf_lib.plotting.decorators.stem_decorator) StepwiseFactorsIdentifier (class in qf_lib.common.utils.factorization.factors_identification.stepwise_factor_identifier) STOCK (qf_lib.common.enums.security_type.SecurityType attribute) StopOrder (class in qf_lib.backtesting.order.execution_style) str_to_date() (in module qf_lib.common.utils.dateutils.string_to_date) str_to_expiration_date_field_map() (qf_lib.data_providers.futures_data_provider.FuturesDataProvider method) str_to_price_field_map() (qf_lib.data_providers.abstract_price_data_provider.AbstractPriceDataProvider method) Strategy StrategyMonitoringDocument (class in qf_lib.analysis.tearsheets.strategy_monitoring_document) subscribe() (qf_lib.backtesting.strategies.abstract_strategy.AbstractStrategy method) supported_ticker_type() (qf_lib.containers.futures.future_tickers.bloomberg_future_ticker.BloombergFutureTicker method) (qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker method) (qf_lib.containers.futures.future_tickers.portara_future_ticker.PortaraFutureTicker method) supported_ticker_types() (qf_lib.data_providers.alpaca_py.alpaca_data_provider.AlpacaDataProvider method) (qf_lib.data_providers.bloomberg.bloomberg_data_provider.BloombergDataProvider method) (qf_lib.data_providers.bloomberg_dl.bloomberg_dl_data_provider.BloombergDLDataProvider method) (qf_lib.data_providers.data_provider.DataProvider method) (qf_lib.data_providers.haver.haver_data_provider.HaverDataProvider method) (qf_lib.data_providers.preset_data_provider.PresetDataProvider method) (qf_lib.data_providers.quandl.quandl_data_provider.QuandlDataProvider method) (qf_lib.data_providers.yfinance.yfinance_data_provider.YFinanceDataProvider method) SurfaceChart3D (class in qf_lib.plotting.charts.surface_chart_3d) T ta_series() (in module qf_lib.common.utils.technical_analysis.utils) table_for_df() (qf_lib.analysis.timeseries_analysis.timeseries_analysis.TimeseriesAnalysis static method) tail_events() (in module qf_lib.common.utils.returns.tail_events) target_orders() (qf_lib.backtesting.order.order_factory.OrderFactory method) target_percent_orders() (qf_lib.backtesting.order.order_factory.OrderFactory method) target_value_orders() (qf_lib.backtesting.order.order_factory.OrderFactory method) Tearsheet TearsheetComparative (class in qf_lib.analysis.tearsheets.tearsheet_comparative) TearsheetWithBenchmark (class in qf_lib.analysis.tearsheets.tearsheet_with_benchmark) TearsheetWithoutBenchmark (class in qf_lib.analysis.tearsheets.tearsheet_without_benchmark) TextDecorator (class in qf_lib.plotting.decorators.text_decorator) tick_color (qf_lib.plotting.charts.chart.Chart attribute) tick_fontsize (qf_lib.plotting.charts.chart.Chart attribute) tick_fontweight (qf_lib.plotting.charts.chart.Chart attribute) Ticker (class in qf_lib.common.tickers.tickers) ticker (qf_lib.containers.futures.future_tickers.future_ticker.FutureTicker property) ticker_to_contract() (qf_lib.backtesting.contract.contract_to_ticker_conversion.base.ContractTickerMapper method) (qf_lib.backtesting.contract.contract_to_ticker_conversion.ib_contract_ticker_mapper.IBContractTickerMapper method) (qf_lib.backtesting.contract.contract_to_ticker_conversion.simulated_contract_ticker_mapper.SimulatedContractTickerMapper method) time_delta() (qf_lib.common.enums.frequency.Frequency method) TimeEvent (class in qf_lib.backtesting.events.time_event.time_event) TimeInForce (class in qf_lib.backtesting.order.time_in_force) Timer (class in qf_lib.common.utils.dateutils.timer) TimeseriesAnalysis (class in qf_lib.analysis.timeseries_analysis.timeseries_analysis) TitleDecorator (class in qf_lib.plotting.decorators.title_decorator) to_days() (in module qf_lib.common.utils.dateutils.to_days) to_log_returns() (qf_lib.containers.dataframe.qf_dataframe.QFDataFrame method) (qf_lib.containers.series.log_returns_series.LogReturnsSeries method) (qf_lib.containers.series.prices_series.PricesSeries method) (qf_lib.containers.series.qf_series.QFSeries method) (qf_lib.containers.series.simple_returns_series.SimpleReturnsSeries method) to_prices() (qf_lib.containers.dataframe.qf_dataframe.QFDataFrame method) (qf_lib.containers.series.prices_series.PricesSeries method) (qf_lib.containers.series.qf_series.QFSeries method) (qf_lib.containers.series.returns_series.ReturnsSeries method) to_simple_returns() (qf_lib.containers.dataframe.prices_dataframe.PricesDataFrame method) (qf_lib.containers.dataframe.qf_dataframe.QFDataFrame method) (qf_lib.containers.dataframe.simple_returns_dataframe.SimpleReturnsDataFrame method) (qf_lib.containers.series.log_returns_series.LogReturnsSeries method) (qf_lib.containers.series.prices_series.PricesSeries method) (qf_lib.containers.series.qf_series.QFSeries method) (qf_lib.containers.series.simple_returns_series.SimpleReturnsSeries method) TopDrawdownDecorator (class in qf_lib.plotting.decorators.top_drawdown_decorator) total_commission() (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition method) total_cumulative_return() (qf_lib.containers.dataframe.qf_dataframe.QFDataFrame method) (qf_lib.containers.series.log_returns_series.LogReturnsSeries method) (qf_lib.containers.series.prices_series.PricesSeries method) (qf_lib.containers.series.qf_series.QFSeries method) (qf_lib.containers.series.simple_returns_series.SimpleReturnsSeries method) total_exposure() (qf_lib.backtesting.portfolio.backtest_crypto_position.BacktestCryptoPosition method) (qf_lib.backtesting.portfolio.backtest_equity_position.BacktestEquityPosition method) (qf_lib.backtesting.portfolio.backtest_future_position.BacktestFuturePosition method) (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition method) total_pnl (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition property) Trade (class in qf_lib.backtesting.portfolio.trade) TradeAnalysisSheet (class in qf_lib.analysis.trade_analysis.trade_analysis_sheet) TradesGenerator (class in qf_lib.analysis.trade_analysis.trades_generator) TradingSession (class in qf_lib.backtesting.trading_session.trading_session) transact_transaction() (qf_lib.backtesting.portfolio.backtest_crypto_position.BacktestCryptoPosition method) (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition method) (qf_lib.backtesting.portfolio.portfolio.Portfolio method) Transaction (class in qf_lib.backtesting.portfolio.transaction) translate() (qf_lib.plotting.helpers.index_translator.IndexTranslator method) TrendStrengthSheet (class in qf_lib.analysis.breakout_strength.trend_strength_sheet) trigger_time() (qf_lib.backtesting.events.time_event.regular_time_event.regular_time_event.RegularTimeEvent class method) U unexplained_performance_attribution_ret (qf_lib.common.utils.factorization.data_models.data_model.DataModel attribute) unrealised_pnl (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition property) update() (qf_lib.backtesting.portfolio.portfolio.Portfolio method) update_price() (qf_lib.backtesting.portfolio.backtest_position.BacktestPosition method) V value_orders() (qf_lib.backtesting.order.order_factory.OrderFactory method) values_in_table() (qf_lib.analysis.timeseries_analysis.timeseries_analysis.TimeseriesAnalysis static method) verify_preloaded_data() (qf_lib.backtesting.trading_session.backtest_trading_session.BacktestTradingSession method) VerticalLineDecorator (class in qf_lib.plotting.decorators.line_decorators) VerticalSpanDecorator (class in qf_lib.plotting.decorators.vertical_span_decorator) VolatilityForecast (class in qf_lib.common.utils.volatility.volatility_forecast) VolatilityManager (class in qf_lib.common.utils.volatility.volatility_manager) Volume (qf_lib.common.enums.price_field.PriceField attribute) volume_weighted_average_price() (in module qf_lib.common.utils.miscellaneous.volume_weighted_average_price) VolumeOrdersFilter (class in qf_lib.backtesting.orders_filter.volume_orders_filter) W WEEKLY (qf_lib.common.enums.frequency.Frequency attribute) write_cell() (qf_lib.documents_utils.excel.excel_exporter.ExcelExporter method) write_to_worksheet() (qf_lib.documents_utils.excel.excel_exporter.ExcelExporter method) Y YEAR_DOT_MONTH (qf_lib.common.utils.dateutils.date_format.DateFormat attribute) YEAR_DOT_MONTH_DOT_DAY (qf_lib.common.utils.dateutils.date_format.DateFormat attribute) YEARLY (qf_lib.common.enums.frequency.Frequency attribute) YFinanceDataProvider (class in qf_lib.data_providers.yfinance.yfinance_data_provider)