SignalsRegister¶

class qf_lib.backtesting.signals.signals_register.SignalsRegister[source]¶

Bases: object

Used to save signals processed by the Position Sizer and to be able to later to analyze all signals generated by the model and to present them in a readable form.

Methods

`get_signals`()	Returns a QFDataFrame with all generated signals.
`get_signals_for_ticker`(ticker[, alpha_model])	Returns a QFSeries with all generated signals for the given ticker.

abstract get_signals() → qf_lib.containers.dataframe.qf_dataframe.QFDataFrame [source]¶

Returns a QFDataFrame with all generated signals. The columns names consist of ticker names (in the following form: NameOfTicker@Model) and the rows are indexed by the time of signals generation (Signal objects do not store the timestamp).

Returns: QFDataFrame with all generated signals
Return type: QFDataFrame

abstract get_signals_for_ticker(ticker: Optional[qf_lib.common.tickers.tickers.Ticker], alpha_model=None) → qf_lib.containers.series.qf_series.QFSeries [source]¶

Returns a QFSeries with all generated signals for the given ticker. In case of a future ticker, it returns signals that were generated for any specific ticker, that belongs to the futures chain.

Parameters

ticker (Ticker) – ticker for which the data frame should be generated
alpha_model – alpha model for which the generated signals should be returned (it checks whether the name of the alpha model matches the one in the signals using the str function)

Returns

QFDataFrame with all generated signals

Return type

QFDataFrame