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Functions248 in github.com/PacktPublishing/Learn-Algorithmic-Trading

⨍ Functions 248◇ Types & classes 35
↓ 1 callersMethodexecID
(self)
Chapter8/fixsim/fixsim/server.py:158
↓ 1 callersFunctionfile_logger
(fname)
Chapter8/fixsim/fixsim/sim.py:90
↓ 1 callersFunctionfind_cointegrated_pairs
(data)
Chapter4/ch4_pairs_correlation_init.py:34
↓ 1 callersFunctionfloat_range
(first, last, step)
Chapter8/fixsim/fixsim/sim.py:66
↓ 1 callersFunctionformat_as_csv
Dummy header argument. Return CSV data.
Chapter9/goog_db.py:25
↓ 1 callersMethodgenerate_random_order
(self)
Chapter7/LiquidityProvider.py:30
↓ 1 callersMethodgetRandomQuote
(self)
Chapter8/fixsim/fixsim/client.py:104
↓ 1 callersMethodgetSettlementDate
(self)
Chapter8/fixsim/fixsim/server.py:316
↓ 1 callersMethodhandle_delete
(self,o)
Chapter7/OrderBook.py:119
↓ 1 callersMethodhandle_market_response
(self, order_execution)
Chapter9/TradingStrategyDualMA.py:157
↓ 1 callersMethodhandle_modify
(self,o)
Chapter7/OrderBook.py:111
↓ 1 callersMethodhandle_new
(self,o)
Chapter7/OrderBook.py:73
↓ 1 callersMethodhandle_order
(self, order)
Chapter7/MarketSimulator.py:39
↓ 1 callersMethodhandle_order_from_gateway
(self,order_update)
Chapter7/OrderManager.py:68
↓ 1 callersMethodhasSessions
(self)
Chapter8/fixsim/fixsim/server.py:42
↓ 1 callersFunctionload_financial_data
(start_date, end_date, output_file)
Chapter3/ridge.py:8
↓ 1 callersFunctionload_financial_data
(start_date, end_date, output_file)
Chapter3/lr.py:8
↓ 1 callersFunctionload_financial_data
(start_date, end_date,output_file)
Chapter3/ch3_svc.py:11
↓ 1 callersFunctionload_financial_data
(start_date, end_date, output_file)
Chapter3/lasso.py:8
↓ 1 callersFunctionload_financial_data
(start_date, end_date, output_file)
Chapter3/scatter.py:6
↓ 1 callersFunctionload_financial_data
(start_date, end_date,output_file)
Chapter9/forloopbacktester.py:10
↓ 1 callersFunctionload_financial_data
(start_date, end_date,output_file)
Chapter9/hd5pandareader.py:8
↓ 1 callersFunctionload_financial_data
(start_date, end_date,output_file)
Chapter9/eventbasedbacktester.py:82
↓ 1 callersFunctionload_financial_data
(symbols, start_date, end_date,output_file)
Chapter4/ch4_pairs_correlation_real_symbol.py:24
↓ 1 callersFunctionload_financial_data
(start_date, end_date,output_file)
Chapter4/ch4_double_moving_average.py:7
↓ 1 callersFunctionload_financial_data
(start_date, end_date,output_file)
Chapter4/ch4_naive_momentum_strategy2.py:7
↓ 1 callersFunctionload_financial_data
(symbols, start_date, end_date,output_file)
Chapter4/ch4_pairs_correlation_init.py:17
↓ 1 callersFunctionload_financial_data
(start_date, end_date,output_file)
Chapter4/ch4_turtle_trading.py:7
↓ 1 callersMethodlookup_order_by_id
(self,id)
Chapter7/OrderManager.py:46
↓ 1 callersMethodlookup_orders
(self,id)
Chapter7/LiquidityProvider.py:11
↓ 1 callersMethodlookup_orders
(self,order)
Chapter7/MarketSimulator.py:8
↓ 1 callersMethodlookup_orders
(self,id)
Chapter7/TradingStrategy.py:92
↓ 1 callersMethodlookup_orders
(self,id)
Chapter9/TradingStrategyDualMA.py:143
↓ 1 callersFunctionmain
()
Chapter7/TradingSimulation.py:8
↓ 1 callersFunctionmain
(params)
Chapter8/fixsim/fixsim-server.py:20
↓ 1 callersFunctionmain
(params)
Chapter8/fixsim/fixsim-client.py:20
↓ 1 callersMethodmakeOrder
(self, snapshot)
Chapter8/fixsim/fixsim/client.py:262
↓ 1 callersMethodmodify
(self, quote)
Chapter8/fixsim/fixsim/server.py:137
↓ 1 callersFunctionnaive_momentum_trading
(financial_data, nb_conseq_days)
Chapter4/ch4_naive_momentum_strategy2.py:23
↓ 1 callersMethodonExecutionReport
(self, message, sessionID)
Chapter8/fixsim/fixsim/client.py:288
↓ 1 callersMethodonMarketDataRequest
(self, message, sessionID)
Chapter8/fixsim/fixsim/server.py:270
↓ 1 callersMethodonMarketDataSnapshotFullRefresh
(self, message, sessionID)
Chapter8/fixsim/fixsim/client.py:214
↓ 1 callersMethodonNewOrderSingle
(self, message, beginString, sessionID)
Chapter8/fixsim/fixsim/server.py:320
↓ 1 callersMethodorderID
(self)
Chapter8/fixsim/fixsim/client.py:64
↓ 1 callersMethodorderID
(self)
Chapter8/fixsim/fixsim/server.py:155
↓ 1 callersFunctionparse_args
(arguments)
Chapter8/fixsim/fixsim-client.py:8
↓ 1 callersFunctionparse_options
(arguments)
Chapter8/fixsim/fixsim-server.py:8
↓ 1 callersFunctionplot_chart
(cum_symbol_return, cum_strategy_return, symbol)
Chapter3/ch3_knn.py:61
↓ 1 callersFunctionplot_shart
(cum_symbol_return, cum_strategy_return, symbol)
Chapter3/ridge.py:79
↓ 1 callersFunctionplot_shart
(cum_symbol_return, cum_strategy_return, symbol)
Chapter3/lr.py:79
↓ 1 callersFunctionplot_shart
(cum_symbol_return, cum_strategy_return, symbol)
Chapter3/ch3_logistic.py:59
↓ 1 callersFunctionplot_shart
(cum_symbol_return, cum_strategy_return, symbol)
Chapter3/ch3_svc.py:67
↓ 1 callersFunctionplot_shart
(cum_symbol_return, cum_strategy_return, symbol)
Chapter3/lasso.py:79
↓ 1 callersMethodprocess_data_from_yahoo
(self,price)
Chapter9/eventbasedbacktester.py:38
↓ 1 callersFunctionquery_ticks
Dummy arguments for now. Return OHLC result set.
Chapter9/goog_db.py:17
↓ 1 callersMethodreqID
(self)
Chapter8/fixsim/fixsim/server.py:161
↓ 1 callersFunctionsharpe_ratio
(symbol_returns, strategy_returns)
Chapter3/ridge.py:89
↓ 1 callersFunctionsharpe_ratio
(symbol_returns, strategy_returns)
Chapter3/lr.py:89
↓ 1 callersFunctionsharpe_ratio
(symbol_returns, strategy_returns)
Chapter3/ch3_logistic.py:68
↓ 1 callersFunctionsharpe_ratio
(symbol_returns, strategy_returns)
Chapter3/ch3_svc.py:76
↓ 1 callersFunctionsharpe_ratio
(symbol_returns, strategy_returns)
Chapter3/lasso.py:89
↓ 1 callersFunctionsharpe_ratio
(symbol_returns, strategy_returns)
Chapter3/ch3_knn.py:89
↓ 1 callersMethodsignal
(self, book_event)
Chapter7/TradingStrategy.py:37
↓ 1 callersMethodsignal
(self, book_event)
Chapter9/TradingStrategyDualMA.py:95
↓ 1 callersFunctionturtle_trading
(financial_data, window_size)
Chapter4/ch4_turtle_trading.py:23
Method__init__
(self,ts_2_om = None, om_2_ts = None, om_2_gw=None,gw_2_om=None)
Chapter7/OrderManager.py:2
Method__init__
(self, lp_2_gateway=None)
Chapter7/LiquidityProvider.py:5
Method__init__
(self, om_2_gw=None,gw_2_om=None)
Chapter7/MarketSimulator.py:4
Method__init__
(self, ob_2_ts, ts_2_om, om_2_ts)
Chapter7/TradingStrategy.py:2
Method__init__
(self,gt_2_ob = None,ob_to_ts = None)
Chapter7/OrderBook.py:2
Method__init__
(self,simulated=False)
Chapter9/simulatedclock.py:4
Method__init__
(self)
Chapter9/forloopbacktester.py:36
Method__init__
(self,sim_real_clock,time_to_stop,fun)
Chapter9/omstimeout.py:7
Method__init__
(self, ob_2_ts, ts_2_om, om_2_ts)
Chapter9/TradingStrategyDualMA.py:8
Method__init__
(self)
Chapter9/eventbasedbacktester.py:19
Method__init__
(self, symbol)
Chapter8/fixsim/fixsim/client.py:15
Method__init__
(self)
Chapter8/fixsim/fixsim/client.py:25
Method__init__
(self)
Chapter8/fixsim/fixsim/client.py:42
Method__init__
(self)
Chapter8/fixsim/fixsim/client.py:60
Method__init__
(self, symbol)
Chapter8/fixsim/fixsim/client.py:99
Method__init__
(self, fixVersion, logger, skipSnapshotChance, subscribeInterval, subscriptions)
Chapter8/fixsim/fixsim/client.py:146
Method__init__
(self, fixVersion, logger)
Chapter8/fixsim/fixsim/sim.py:31
Method__init__
(self, symbol, generator)
Chapter8/fixsim/fixsim/server.py:29
Method__init__
(self)
Chapter8/fixsim/fixsim/server.py:62
Method__init__
(self, quotes)
Chapter8/fixsim/fixsim/server.py:82
Method__init__
(self, step, limit)
Chapter8/fixsim/fixsim/server.py:126
Method__init__
(self)
Chapter8/fixsim/fixsim/server.py:150
Method__init__
(self, fixVersion, logger, interval, rejectRate, subscriptions)
Chapter8/fixsim/fixsim/server.py:206
Method__iter__
(self)
Chapter8/fixsim/fixsim/client.py:37
Method__iter__
(self)
Chapter8/fixsim/fixsim/server.py:51
Method__iter__
(self)
Chapter8/fixsim/fixsim/server.py:74
Method__len__
(self)
Chapter8/fixsim/fixsim/server.py:57
Method__repr__
(self)
Chapter8/fixsim/fixsim/client.py:20
Method__repr__
(self)
Chapter8/fixsim/fixsim/client.py:122
Method__repr__
(self)
Chapter8/fixsim/fixsim/client.py:139
Method__repr__
(self)
Chapter8/fixsim/fixsim/server.py:54
Method__repr__
(self)
Chapter8/fixsim/fixsim/server.py:77
Functioncreate_classification_trading_condition
(df)
Chapter3/ridge.py:18
Functioncreate_classification_trading_condition
(df)
Chapter3/lr.py:18
Functioncreate_classification_trading_condition
(df)
Chapter3/lasso.py:18
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