containers

Series

series.qf_series.QFSeries

Base class for all time-indexed series used in the quant-fin project.

series.prices_series.PricesSeries

Series of prices (for example prices of the SPY).

series.returns_series.ReturnsSeries

Series of returns.

series.simple_returns_series.SimpleReturnsSeries

Series of simple returns.

series.log_returns_series.LogReturnsSeries

Series of log-returns.

DataFrames

dataframe.qf_dataframe.QFDataFrame

Base class for all data frames (2-D matrix-like objects) used in the project.

dataframe.log_returns_dataframe.LogReturnsDataFrame

DataFrame containing log-returns.

dataframe.prices_dataframe.PricesDataFrame

DataFrame containing prices (for example prices of the SPY).

dataframe.simple_returns_dataframe.SimpleReturnsDataFrame

DataFrame containing simple returns.

Futures

futures.futures_chain.FuturesChain

Class which facilitates the futures contracts management.

futures.future_contract.FutureContract

Class representing a single future contract.

futures.future_tickers.future_ticker.FutureTicker

Class to represent a Ticker, which gathers multiple future contracts.

futures.future_tickers.bloomberg_future_ticker.BloombergFutureTicker

Representation of a Future Ticker, designed to be used by the BloombergDataProvider.

futures.future_tickers.portara_future_ticker.PortaraFutureTicker

Representation of a Future Ticker, designed to be used by the PortaraDataProvider.

futures.futures_adjustment_method.FuturesAdjustmentMethod

Method used to join the prices of different future contracts, belonging to one future chain.

futures.futures_rolling_orders_generator.FuturesRollingOrdersGenerator

Class responsible for generating close orders for expired future contracts.