Getting started
Installation
Configuration
How to backtest your strategy
Create an Alpha Model based strategy
Customize your backtest
Reference
Backtest flow
Modules structure
API Reference
backtesting
data_providers
containers
common
enums
exceptions
risk_parity_boxes
ChangeDirection
RiskParityBoxes
RiskParityBoxesFactory
tickers
timeseries_analysis
utils
analysis
plotting
document_utils
indicators
portfolio_construction
QF Lib
common
ChangeDirection
ChangeDirection
class
qf_lib.common.risk_parity_boxes.risk_parity_boxes.
ChangeDirection
(
value
,
names
=
None
,
*
,
module
=
None
,
qualname
=
None
,
type
=
None
,
start
=
1
,
boundary
=
None
)
[source]
Bases:
Enum
Attributes:
FALLING
Failing
RISING
Rising
FALLING
=
2
Failing
RISING
=
1
Rising