Index

A

ActiveOptimization (class in src.boatwright.ActiveOptimization) Alpaca_Market_Data_API (class in src.boatwright.External_Interfaces.Alpaca.Alpaca_Market_Data_API) AlpacaAuth (class in src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API) AlpacaBroker (class in src.boatwright.Brokers.AlpacaBroker)

AlpacaCollector (class in src.boatwright.Data.Collection.Historical.AlpacaCollector) AlpacaTrading (class in src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API) aroon_down() (in module src.boatwright.Indicators.traditional_indicators) aroon_up() (in module src.boatwright.Indicators.traditional_indicators)

B

Backtest (class in src.boatwright.Backtest) BacktestBroker (class in src.boatwright.Brokers.BacktestBroker)

BacktestExecutor (class in src.boatwright.BacktestExecutors.BacktestExecutor) bollinger_bands() (in module src.boatwright.Indicators.traditional_indicators) Broker (class in src.boatwright.Brokers.Broker)

C

calc_base_size() (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method) calc_prerequisite_data_length() (src.boatwright.ActiveOptimization.ActiveOptimization method) (src.boatwright.Optimizations.Optimization.Optimization method) (src.boatwright.Optimizations.ParameterScan.ParameterScan method) (src.boatwright.Strategy.Strategy method) calc_prerequisite_start() (src.boatwright.Data.CSVdatabase.CSVdatabase method) calc_quote_size() (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method) calculate() (src.boatwright.PerformanceMetrics.MaxDrawdown.MaxDrawdown method) (src.boatwright.PerformanceMetrics.PercentProfit.PercentProfit method) (src.boatwright.PerformanceMetrics.PerformanceMetric.PerformanceMetric method) (src.boatwright.PerformanceMetrics.ROI.ROI method) (src.boatwright.PerformanceMetrics.SharpeRatio.SharpeRatio method) calculate_signals() (src.boatwright.ActiveOptimization.ActiveOptimization method) (src.boatwright.Backtest.Backtest method) (src.boatwright.Strategy.Strategy method) cancel_order() (src.boatwright.Brokers.AlpacaBroker.AlpacaBroker method) (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method) (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method)

cancel_orders() (src.boatwright.Brokers.CoinbaseBroker.CoinbaseBroker method) (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) chande_momentum_indicator() (in module src.boatwright.Indicators.traditional_indicators) CoinbaseAdvanced (class in src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API) CoinbaseAdvancedAuth (class in src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API) CoinbaseBroker (class in src.boatwright.Brokers.CoinbaseBroker) CoinbaseCollector (class in src.boatwright.Data.Collection.Historical.CoinbaseCollector) collect() (src.boatwright.Data.Collection.Historical.AlpacaCollector.AlpacaCollector method) (src.boatwright.Data.Collection.Historical.CoinbaseCollector.CoinbaseCollector method) (src.boatwright.Data.Collection.Historical.Collector.Collector method) Collector (class in src.boatwright.Data.Collection.Historical.Collector) create_limit_limit_gtc() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) create_limit_limit_gtd() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) create_market_market_ioc() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) create_order() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) crossover() (in module src.boatwright.Indicators.logical_comparisons) CSVdatabase (class in src.boatwright.Data.CSVdatabase)

D

DataStream (class in src.boatwright.Data.Collection.Live.DataStream) delete() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method)

derivative_polynomial_fit() (in module src.boatwright.Indicators.polynomial_fitting) divide_portfolio() (src.boatwright.PortfolioBacktest.PortfolioBacktest method)

E

ema() (in module src.boatwright.Indicators.moving_averages)

F

fill_missing_data() (src.boatwright.Data.Collection.Historical.Collector.Collector method)

format_date() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method)

G

gauss() (in module src.boatwright.Indicators.moving_averages) generate_parameter_combinations() (in module src.boatwright.Optimizations.Optimization) get() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Market_Data_API.Alpaca_Market_Data_API method) (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method) (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) get_account() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) get_account_balance() (src.boatwright.Brokers.AlpacaBroker.AlpacaBroker method) (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method) (src.boatwright.Brokers.CoinbaseBroker.CoinbaseBroker method) get_all_open_positions() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method) get_an_open_position() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method) get_asset_by_id() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method) get_assets() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method) get_crypto_bars() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Market_Data_API.Alpaca_Market_Data_API method) get_filepath() (src.boatwright.Data.CSVdatabase.CSVdatabase method) get_forex_rates() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Market_Data_API.Alpaca_Market_Data_API method)

get_market_trades() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) get_order() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) get_order_by_client_id() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method) get_order_by_id() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method) get_order_info() (src.boatwright.Brokers.AlpacaBroker.AlpacaBroker method) (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method) get_order_status() (src.boatwright.Brokers.CoinbaseBroker.CoinbaseBroker method) get_product() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) get_product_account() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) get_product_candles() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) get_product_info() (src.boatwright.Brokers.AlpacaBroker.AlpacaBroker method) (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method) (src.boatwright.Brokers.CoinbaseBroker.CoinbaseBroker method) get_stock_bars() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Market_Data_API.Alpaca_Market_Data_API method) get_transactions_summary() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) greater_than_less_than() (in module src.boatwright.Indicators.logical_comparisons)

H

handle_msg() (src.boatwright.Data.Collection.Live.DataStream.DataStream method)

hindsight_optimal_position() (in module src.boatwright.Indicators.hindsight_optimal_position)

I

increasing_decreasing() (in module src.boatwright.Indicators.min_and_max)

L

limit_order() (src.boatwright.Brokers.AlpacaBroker.AlpacaBroker method) (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method) (src.boatwright.Brokers.CoinbaseBroker.CoinbaseBroker method) LimitOrder (class in src.boatwright.Orders.Order)

list_accounts() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) list_fills() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) list_orders() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) list_products() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) LiveExecution (class in src.boatwright.LiveExecution) load() (src.boatwright.Data.CSVdatabase.CSVdatabase method)

M

macd() (in module src.boatwright.Indicators.traditional_indicators) make_backtests() (src.boatwright.Optimizations.ParameterScan.ParameterScan method) make_date_chunks() (src.boatwright.Data.CSVdatabase.CSVdatabase method) make_time_chunks() (src.boatwright.Data.Collection.Historical.Collector.Collector method) market_order() (src.boatwright.Brokers.AlpacaBroker.AlpacaBroker method) (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method) (src.boatwright.Brokers.CoinbaseBroker.CoinbaseBroker method) MarketOrder (class in src.boatwright.Orders.Order) MaxDrawdown (class in src.boatwright.PerformanceMetrics.MaxDrawdown) module src.boatwright, [1], [2] src.boatwright.ActiveOptimization src.boatwright.Backtest src.boatwright.BacktestExecutors.BacktestExecutor src.boatwright.BacktestExecutors.ParallelExecutor src.boatwright.BacktestExecutors.SequentialExecutor src.boatwright.Brokers.AlpacaBroker src.boatwright.Brokers.BacktestBroker src.boatwright.Brokers.Broker src.boatwright.Brokers.CoinbaseBroker src.boatwright.Data.Collection.Historical.AlpacaCollector src.boatwright.Data.Collection.Historical.CoinbaseCollector src.boatwright.Data.Collection.Historical.Collector src.boatwright.Data.Collection.Live.DataStream src.boatwright.Data.CSVdatabase src.boatwright.External_Interfaces.Alpaca.Alpaca_Market_Data_API src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API src.boatwright.Indicators.hindsight_optimal_position src.boatwright.Indicators.logical_comparisons src.boatwright.Indicators.min_and_max src.boatwright.Indicators.moving_averages src.boatwright.Indicators.polynomial_fitting src.boatwright.Indicators.traditional_indicators src.boatwright.LiveExecution src.boatwright.Optimizations.Optimization src.boatwright.Optimizations.ParameterScan src.boatwright.Orders.Order src.boatwright.PerformanceMetrics.MaxDrawdown src.boatwright.PerformanceMetrics.PercentProfit src.boatwright.PerformanceMetrics.PerformanceMetric src.boatwright.PerformanceMetrics.ROI src.boatwright.PerformanceMetrics.SharpeRatio src.boatwright.PortfolioBacktest src.boatwright.Strategy

O

Optimization (class in src.boatwright.Optimizations.Optimization)

optimize() (src.boatwright.ActiveOptimization.ActiveOptimization method) Order (class in src.boatwright.Orders.Order)

P

ParallelExecutor (class in src.boatwright.BacktestExecutors.ParallelExecutor) ParameterScan (class in src.boatwright.Optimizations.ParameterScan) PercentProfit (class in src.boatwright.PerformanceMetrics.PercentProfit) PerformanceMetric (class in src.boatwright.PerformanceMetrics.PerformanceMetric) place_order() (src.boatwright.Brokers.Broker.Broker method) plot_info() (src.boatwright.ActiveOptimization.ActiveOptimization method) (src.boatwright.Strategy.Strategy method)

polynomial_fit() (in module src.boatwright.Indicators.polynomial_fitting) PortfolioBacktest (class in src.boatwright.PortfolioBacktest) post() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method) (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) post_order() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method)

R

recent_increasing_decreasing() (in module src.boatwright.Indicators.min_and_max) reset() (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) retrieve_account() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API.AlpacaTrading method) ROI (class in src.boatwright.PerformanceMetrics.ROI) rsi() (in module src.boatwright.Indicators.traditional_indicators) run() (src.boatwright.Backtest.Backtest method) (src.boatwright.BacktestExecutors.BacktestExecutor.BacktestExecutor method) (src.boatwright.BacktestExecutors.ParallelExecutor.ParallelExecutor method) (src.boatwright.BacktestExecutors.SequentialExecutor.SequentialExecutor method) (src.boatwright.Data.Collection.Live.DataStream.DataStream method) (src.boatwright.Optimizations.Optimization.Optimization method) (src.boatwright.Optimizations.ParameterScan.ParameterScan method) (src.boatwright.PortfolioBacktest.PortfolioBacktest method)

S

s_max() (in module src.boatwright.Indicators.min_and_max) s_min() (in module src.boatwright.Indicators.min_and_max) save() (src.boatwright.Data.CSVdatabase.CSVdatabase method) SequentialExecutor (class in src.boatwright.BacktestExecutors.SequentialExecutor) set_backtests_data() (src.boatwright.Optimizations.ParameterScan.ParameterScan method) SharpeRatio (class in src.boatwright.PerformanceMetrics.SharpeRatio) sma() (in module src.boatwright.Indicators.moving_averages) src.boatwright module, [1], [2] src.boatwright.ActiveOptimization module src.boatwright.Backtest module src.boatwright.BacktestExecutors.BacktestExecutor module src.boatwright.BacktestExecutors.ParallelExecutor module src.boatwright.BacktestExecutors.SequentialExecutor module src.boatwright.Brokers.AlpacaBroker module src.boatwright.Brokers.BacktestBroker module src.boatwright.Brokers.Broker module src.boatwright.Brokers.CoinbaseBroker module src.boatwright.Data.Collection.Historical.AlpacaCollector module src.boatwright.Data.Collection.Historical.CoinbaseCollector module src.boatwright.Data.Collection.Historical.Collector module src.boatwright.Data.Collection.Live.DataStream module src.boatwright.Data.CSVdatabase module src.boatwright.External_Interfaces.Alpaca.Alpaca_Market_Data_API module src.boatwright.External_Interfaces.Alpaca.Alpaca_Trading_API module src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API module src.boatwright.Indicators.hindsight_optimal_position module src.boatwright.Indicators.logical_comparisons module

src.boatwright.Indicators.min_and_max module src.boatwright.Indicators.moving_averages module src.boatwright.Indicators.polynomial_fitting module src.boatwright.Indicators.traditional_indicators module src.boatwright.LiveExecution module src.boatwright.Optimizations.Optimization module src.boatwright.Optimizations.ParameterScan module src.boatwright.Orders.Order module src.boatwright.PerformanceMetrics.MaxDrawdown module src.boatwright.PerformanceMetrics.PercentProfit module src.boatwright.PerformanceMetrics.PerformanceMetric module src.boatwright.PerformanceMetrics.ROI module src.boatwright.PerformanceMetrics.SharpeRatio module src.boatwright.PortfolioBacktest module src.boatwright.Strategy module std() (in module src.boatwright.Indicators.traditional_indicators) step() (src.boatwright.ActiveOptimization.ActiveOptimization method) (src.boatwright.Brokers.AlpacaBroker.AlpacaBroker method) (src.boatwright.Brokers.Broker.Broker method) (src.boatwright.LiveExecution.LiveExecution method) (src.boatwright.Strategy.Strategy method) stochastic_oscillator() (in module src.boatwright.Indicators.traditional_indicators) stop_limit_order() (src.boatwright.Brokers.CoinbaseBroker.CoinbaseBroker method) stop_limit_stop_limit_gtc() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) stop_limit_stop_limit_gtd() (src.boatwright.External_Interfaces.Coinbase.Coinbase_Advanced_API.CoinbaseAdvanced method) stop_order() (src.boatwright.Brokers.AlpacaBroker.AlpacaBroker method) (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method) StopOrder (class in src.boatwright.Orders.Order) Strategy (class in src.boatwright.Strategy)

T

timeframe() (src.boatwright.External_Interfaces.Alpaca.Alpaca_Market_Data_API.Alpaca_Market_Data_API method) trailing_order() (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method)

TrailingOrder (class in src.boatwright.Orders.Order) triggered() (src.boatwright.Orders.Order.LimitOrder method) (src.boatwright.Orders.Order.StopOrder method)

U

update_aum() (src.boatwright.Brokers.AlpacaBroker.AlpacaBroker method) (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method)

update_open_orders() (src.boatwright.Brokers.BacktestBroker.BacktestBroker method) (src.boatwright.Brokers.Broker.Broker method)

V

vwap() (in module src.boatwright.Indicators.moving_averages)

W

write() (src.boatwright.Data.CSVdatabase.CSVdatabase method)