SignalsRegister¶
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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
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.
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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
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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
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abstract