Index

_

__call__() (CreateIndicatorsProtocolV1 method) (CreateIndicatorsProtocolV2 method) (SaveHook method) __init__() (Accounting method), [1] (AssetIdentifier method), [1] (AssetInterestData method), [1] (AssetType method) (AssetWithTrackedValue method), [1] (BalanceEventRef method), [1] (BalanceUpdate method), [1] (BalanceUpdateCause method) (BalanceUpdatePositionType method) (BaseClient method) (BaseTransport method) (BinanceDownloader method), [1] (BlockchainTransaction method), [1] (BlockchainTransactionType method) (CachedHTTPTransport method), [1] (CacheStatus method) (Candle method), [1] (CandleFeed method), [1] (CandleResult method), [1] (ChainId method) (Client method), [1] (CoreStrategyParameters method) (CreateIndicatorsProtocolV1 method), [1] (CreateIndicatorsProtocolV2 method), [1] (CurrencyConversion method) (CurveType method) (CycleDuration method) (Dataset method), [1] (DefaultTradingStrategyUniverseModel method), [1] (Deployment method), [1] (DEXPair method), [1] (DirectFeedStore method), [1] (DiskIndicatorStorage method), [1] (EnzymeAsset method), [1] (EnzymeAssetType method) (EnzymeTransactionBuilder method), [1] (EthereumAddress method) (Exchange method), [1] (ExchangeType method), [1], [2] (ExchangeUniverse method), [1] (ExecutionContext method), [1] (ExecutionMode method) (ExportedRecord method) (Format method) (GenericPosition method) (GroupedCandleUniverse method) (GroupedLiquidityUniverse method), [1] (HistoricalXYPriceImpactCalculator method), [1] (HotWalletTransactionBuilder method), [1] (IndicatorDefinition method), [1] (IndicatorDependencyResolver method), [1] (IndicatorKey method), [1] (IndicatorResult method), [1] (IndicatorSet method), [1] (IndicatorSource method) (IndicatorStorage method) (Interest method), [1] (InterestDistributionEntry method), [1] (InterestDistributionOperation method), [1] (InterestSync method), [1] (JSONAssetDelta method), [1] (JupyterOutputMode method) (LegacyPairUniverse method), [1] (LeverageEstimate method), [1] (LiquidityResult method), [1] (LiquiditySampleMeasure method) (Loan method), [1] (LoanSide method) (MemoryIndicatorStorage method), [1] (MockClient method) (OHLCVCandle method), [1] (OutputMode method) (PairGroupedUniverse method), [1] (PandasPairUniverse method), [1] (ParquetFileStore method), [1] (Plot method), [1] (PlotKind method) (PlotLabel method) (PlotShape method) (Portfolio method), [1] (PriceImpact method), [1] (RecordingTime method) (Regime method) (RegimeRegion method), [1] (ResampledLiquidityUniverse method), [1] (ReserveCurrency method) (ReservePosition method), [1] (RevalueEvent method) (RingBufferHandler method), [1] (SaveHook method), [1] (ScoringMethod method) (SimulatedWallet method), [1] (StablecoinFilteringMode method) (StaticUniverseModel method), [1] (StrategyCycleTrigger method) (StrategyExecutionUniverse method), [1] (StrategyParameters method) (StrategyTag method) (StrategyType method) (SwapKind method) (Sync method), [1] (SyntheticTradeFeed method), [1] (TimeBucket method) (Timeframe method), [1] (Token method), [1] (TokenTuple method), [1] (Trade method), [1], [2], [3] (TradeDelta method), [1] (TradeExecution method), [1] (TradeFeed method), [1] (TradeFeedStore method) (TradeFlag method) (TradePricing method), [1] (TradeRouting method) (TradeStatus method) (TradeType method) (TradingPairDataAvailability method) (TradingPairIdentifier method), [1] (TradingPairKind method) (TradingPosition method), [1] (TradingStrategyUniverse method), [1] (TradingStrategyUniverseModel method), [1] (TransactionBuilder method), [1] (Treasury method), [1] (Trigger method), [1] (TriggerCondition method) (TriggerPriceUpdate method), [1] (TriggerType method) (UniswapV2MockClient method), [1] (UniswapV2TradeFeed method), [1] (UniverseModel method) (UniverseOptions method), [1] (UpdatedUniverseResult method), [1] (Uptime method), [1] (UTCFriendlyDataClassJsonMixin method) (ValuationUpdate method), [1] (Value method), [1] (VersionInfo method), [1] (Visualisation method), [1] (VolumeBarMode method) (WatchdogMode method) (Web3Config method), [1] (XYLiquidity method), [1]

__new__() (ChainId method) (ExchangeType method)

A

Aave aberration() (in module pandas_ta.volatility) accbands() (in module pandas_ta.volatility) Accounting (class in tradeexecutor.state.sync) accounting_correction (TradeType attribute) activated_trigger (TradeExecution attribute) Active strategy active_pair_count (Exchange attribute) ad() (in module pandas_ta.volume) add() (IndicatorSet method) add_balance_update_event() (GenericPosition method) (ReservePosition method) (TradingPosition method) add_calculations() (Visualisation method) add_cors_headers() (in module tradeexecutor.webhook.events) add_hot_wallet_signing() (Web3Config method) add_info_columns_to_ohlc() (in module tradingstrategy.binance.utils) add_message() (Visualisation method) add_note() (TradeExecution method) add_notes_message() (TradingPosition method) add_trades() (TradeFeed method) add_volume (XYLiquidity attribute) additional_collateral_quantity (LeverageEstimate attribute) address (AssetIdentifier attribute) (Deployment attribute) (DEXPair attribute) (Exchange attribute) (Token attribute) adds (XYLiquidity attribute) adjust() (Interest method) adjust_reserves() (Portfolio method) adosc() (in module pandas_ta.volume) adx() (in module pandas_ta.trend) Aggregate return Airdrop Algorithmic trading all_indicators (IndicatorDependencyResolver attribute) all_pairs (StablecoinFilteringMode attribute) allocate_balance_update_id() (Portfolio method) alma() (in module pandas_ta.overlap) Alpha alpha (StrategyTag attribute) Alpha generation platform Alpha model Alpha signal alpha_model (StrategyType attribute) Alternative data amat() (in module pandas_ta.trend) AMM amount (Trade attribute) analyse_credit_trade_by_receipt() (in module tradeexecutor.ethereum.aave_v3.analysis) (in module tradeexecutor.ethereum.one_delta.analysis) analyse_leverage_trade_by_receipt() (in module tradeexecutor.ethereum.one_delta.analysis) analyse_long_short_universe() (in module tradeexecutor.analysis.universe)

analyse_one_delta_trade() (in module tradeexecutor.ethereum.one_delta.analysis) Annual Percentage Rate (APR) Annual Percentage Yield (APY) anvil (ChainId attribute) (Web3Config attribute) ao() (in module pandas_ta.momentum) aobv() (in module pandas_ta.volume) Apache Arrow API key apo() (in module pandas_ta.momentum) App Chain append_to_columnar_work_buffer() (in module tradingstrategy.utils.schema) apply_delta() (CandleFeed method) APR APY AQR arbitrum (ChainId attribute) args (BlockchainTransaction attribute) aroon() (in module pandas_ta.trend) Arrow as_bars() (in module tradeexecutor.utils.summarydataframe) as_decimal() (in module tradeexecutor.utils.summarydataframe) as_dollar() (in module tradeexecutor.utils.summarydataframe) as_duration() (in module tradeexecutor.utils.summarydataframe) as_integer() (in module tradeexecutor.utils.summarydataframe) as_missing() (in module tradeexecutor.utils.summarydataframe) as_percent() (in module tradeexecutor.utils.summarydataframe) assert_compatible_timestamp() (in module tradingstrategy.utils.time) asset (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (InterestDistributionEntry property) (JSONAssetDelta attribute) (ReservePosition attribute) asset_deltas (BlockchainTransaction attribute) asset_interest_data (InterestDistributionOperation attribute) AssetIdentifier (class in tradeexecutor.state.identifier) AssetInterestData (class in tradeexecutor.state.interest_distribution) assets (InterestDistributionOperation attribute) AssetType (class in tradeexecutor.state.identifier) AssetWithTrackedValue (class in tradeexecutor.state.identifier) Aster atr() (in module pandas_ta.volatility) Auto-compounding Automated trading strategy Automatic deleverage Autonomous agent available_liquidity (PriceImpact attribute) Avalanche avalanche (ChainId attribute) Average Directional Index (ADX) Average recovery time Average True Range (ATR) avg (Candle attribute) axis (PlotLabel attribute)

B

backfill_buffer() (TradeFeed method) Backtest backtest_stop_loss_candles (Dataset attribute) (TradingStrategyUniverse attribute) backtest_stop_loss_time_bucket (Dataset attribute) (TradingStrategyUniverse attribute) backtesting (ExecutionMode attribute) Backtrader balance_event_id (BalanceEventRef attribute) balance_update_id (BalanceUpdate attribute) balance_update_refs (Accounting attribute) (Treasury attribute) balance_updates (ReservePosition attribute) (TradingPosition attribute) BalanceEventRef (class in tradeexecutor.state.sync) balances (SimulatedWallet attribute) BalanceUpdate (class in tradeexecutor.state.balance_update) BalanceUpdateCause (class in tradeexecutor.state.balance_update) BalanceUpdatePositionType (class in tradeexecutor.state.balance_update) base (ChainId attribute) (TradingPairIdentifier attribute) Base blockchain Base token base_token_address (DEXPair property) base_token_decimals (DEXPair property) base_token_symbol (DEXPair attribute) BaseClient (class in tradingstrategy.client) BaseTransport (class in tradingstrategy.transport.base) bbands() (in module pandas_ta.volatility) bear (Regime attribute) Bear market Benchmark Best trading algorithm Best trading strategy beta (StrategyTag attribute) Beta-hedged Betting Against Beta (BAB) bias() (in module pandas_ta.momentum) Bid-Ask Spread binance (ChainId attribute) BinanceDownloader (class in tradingstrategy.binance.downloader) Binary signal block_hash (BlockchainTransaction attribute) (Trade attribute) block_mined_at (BalanceUpdate attribute) (Deployment attribute) block_number (BalanceUpdate attribute) (BlockchainTransaction attribute) (Deployment attribute) (Trade attribute) (TradePricing attribute) (ValuationUpdate attribute)

Blockchain Blockchain snapshot blockchain_transactions (TradeExecution attribute) BlockchainTransaction (class in tradeexecutor.state.blockhain_transaction) BlockchainTransactionType (class in tradeexecutor.state.blockhain_transaction) BNB Chain BNB Smart Chain Bollinger bands Bonding curve bop() (in module pandas_ta.momentum) borrowed (AssetType attribute) (Loan attribute) borrowed_asset_price (LeverageEstimate attribute) borrowed_interest (Loan attribute) borrowed_quantity (LeverageEstimate attribute) borrowed_value (LeverageEstimate attribute) brar() (in module pandas_ta.momentum) Bridge broadcast() (TransactionBuilder method) broadcast_and_wait_transactions_to_complete() (TransactionBuilder static method) broadcasted (TradeStatus attribute) broadcasted_at (BlockchainTransaction attribute) (TradeExecution attribute) broken (EnzymeAssetType attribute) bsc (ChainId attribute) Bucket build_index() (PandasPairUniverse method) build_liquidity_summary() (in module tradingstrategy.utils.liquidity_filter) bull (Regime attribute) Bull market busd (ReserveCurrency attribute) Buy and hold buy_count_30d (DEXPair attribute) (Exchange attribute) buy_count_all_time (DEXPair attribute) (Exchange attribute) buy_tax (DEXPair attribute) buy_volume (Candle attribute) buy_volume_30d (DEXPair attribute) (Exchange attribute) buy_volume_all_time (DEXPair attribute) (Exchange attribute) buys (Candle attribute)

C

cached (IndicatorResult attribute) CachedHTTPTransport (class in tradingstrategy.transport.cache) CacheStatus (class in tradingstrategy.transport.cache) CAGR calculate_accrued_interest_quantity() (TradingPosition method) calculate_and_load_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) calculate_asset_deltas() (TradeExecution method) calculate_by_pair() (IndicatorDefinition method) calculate_by_pair_external() (IndicatorDefinition method) calculate_by_pair_ohlcv() (IndicatorDefinition method) calculate_collateral_for_target_leverage() (Loan method) calculate_collateral_for_target_ltv() (Loan method) calculate_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) calculate_liquidation_price() (in module tradeexecutor.utils.leverage_calculations) calculate_on_balance_volume() (in module tradeexecutor.visual.custom_indicators) calculate_percentage() (in module tradeexecutor.utils.format) calculate_price_impact() (HistoricalXYPriceImpactCalculator method) calculate_quantity_usd_value() (GenericPosition method) (ReservePosition method) (TradingPosition method) calculate_reserve_price_in_quote_token_decimal() (in module tradingstrategy.direct_feed.uniswap_v2) calculate_size_adjust() (Loan method) calculate_sizes_for_leverage() (in module tradeexecutor.utils.leverage_calculations) calculate_universe() (IndicatorDefinition method) calculate_value_using_price() (TradingPosition method) calculations (Visualisation attribute) call_create_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) Calmar ratio can_be_closed() (TradingPosition method) can_open_credit_supply() (TradingStrategyUniverse method) can_open_short() (TradingStrategyUniverse method) can_open_spot() (TradingStrategyUniverse method) Candle (class in tradingstrategy.candle) candle_time_bucket_override (UniverseOptions attribute) CandleFeed (class in tradingstrategy.direct_feed.candle_feed) CandleResult (class in tradingstrategy.candle) candles (CandleResult attribute) (Dataset attribute) Capital asset pricing model Carried interest Carry trade Cascading liquidation Cash and carry cause (BalanceEventRef attribute) (BalanceUpdate attribute) cci() (in module pandas_ta.momentum) CCXT cdl_doji() (in module pandas_ta.candles) cdl_inside() (in module pandas_ta.candles) cdl_pattern() (in module pandas_ta.candles) cdl_z() (in module pandas_ta.candles) centralised_exchange (ChainId attribute) CEX cfo() (in module pandas_ta.momentum) cg() (in module pandas_ta.momentum) chain_id (AssetIdentifier attribute) (BalanceUpdate attribute) (BlockchainTransaction attribute) (Deployment attribute) (DEXPair attribute) (Exchange attribute) (TradingPairDataAvailability attribute) (TradingPairIdentifier property) chain_slug (Exchange attribute) ChainId (class in tradingstrategy.chain) change_quantity_and_value() (AssetWithTrackedValue method) check_correct_block_range() (TradeFeed static method) check_current_trades_for_duplicates() (TradeFeed method) check_data_age() (TradingStrategyUniverseModel method) (UniverseModel method) check_default_chain_id() (Web3Config method) check_duplicates_data_frame() (TradeFeed static method) check_enough_history() (TradeFeed method) check_for_nonce_reuse() (Portfolio method) check_health() (Loan method) check_hung_workers() (in module tradeexecutor.cli.watchdog) check_normalised_weights() (in module tradeexecutor.strategy.weighting) check_reorganisations_and_purge() (TradeFeed method) checksum_address (AssetIdentifier property) choose_single_chain() (Web3Config method) chop() (in module pandas_ta.trend) cksp() (in module pandas_ta.trend) claim_interest() (Interest method) (Loan method) claimed_interest (TradeExecution attribute) classify_by_symbol() (EnzymeAssetType static method) clean_revert_reason_message() (in module tradeexecutor.ethereum.revert) clean_time_series_data() (in module tradingstrategy.binance.downloader) clear() (DirectFeedStore method) clear_cache() (PairGroupedUniverse method) clear_caches() (Client method) Client (class in tradingstrategy.client) clip_to_normalised() (in module tradeexecutor.strategy.weighting) CLMM Clone clone() (Loan method) (TradingStrategyUniverse method) close (Candle attribute) (TradeFlag attribute) (XYLiquidity attribute) close() (CachedHTTPTransport method) (Client method) (Web3Config method) close_position() (Portfolio method) close_price (IndicatorSource attribute) close_protocol_last (TradeFlag attribute) close_short() (LeverageEstimate static method) Closed position closed_at (TradingPosition attribute) closed_positions (Portfolio attribute) closing (TradeExecution attribute) cmf() (in module pandas_ta.volume) cmo() (in module pandas_ta.momentum) Collateral collateral (AssetType attribute) (Loan attribute) collateral_interest (Loan attribute) colour (Plot attribute) commit_hash (VersionInfo attribute) commit_message (VersionInfo attribute) Composability Compound Compound Annual Growth Rate (CAGR)

condition (Trigger attribute) configure_http_request_logging() (in module tradeexecutor.webhook.http_log) connections (Web3Config attribute) construct_sign_and_send_raw_middleware() (in module tradeexecutor.monkeypatch.web3) construct_trade_from_uniswap_v2_events() (UniswapV2TradeFeed method) construct_universe() (DefaultTradingStrategyUniverseModel method) (StaticUniverseModel method) (TradingStrategyUniverseModel method) (UniverseModel method) contains_cross_over() (in module tradeexecutor.utils.crossover) contains_cross_under() (in module tradeexecutor.utils.crossover) Continuous signal Continuous trading contract_address (BlockchainTransaction attribute) convert_and_validate_timestamp() (in module tradeexecutor.utils.timestamp) convert_and_validate_timestamp_as_float() (in module tradeexecutor.utils.timestamp) convert_and_validate_timestamp_as_int() (in module tradeexecutor.utils.timestamp) convert_raw_feed() (EnzymeAsset static method) convert_to_api_error_response() (in module tradeexecutor.webhook.error) convert_to_dataframe() (DEXPair class method) convert_to_float() (in module tradingstrategy.direct_feed.conversion) convert_to_pyarrow_table() (DEXPair class method) convert_to_raw_amount() (AssetIdentifier method) coppock() (in module pandas_ta.momentum) CoreStrategyParameters (class in tradeexecutor.strategy.parameters) correct_open_position_balance() (Portfolio method) correction (BalanceUpdateCause attribute) Cost drag cost_of_gas (TradeExecution attribute) cost_of_trade (PriceImpact attribute) Covariance matrix crab (Regime attribute) create() (ParquetFileStore method) (TradeFeedStore method) create_binance_universe() (in module tradeexecutor.utils.binance) create_columnar_work_buffer() (in module tradingstrategy.utils.schema) create_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) create_default() (DiskIndicatorStorage static method) create_empty() (GroupedCandleUniverse static method) (GroupedLiquidityUniverse static method) create_empty_qstrader() (GroupedCandleUniverse static method) create_exchange_universe() (in module tradeexecutor.ethereum.universe) create_from_dataset() (TradingStrategyUniverse static method) (TradingStrategyUniverseModel static method) create_from_multiple_candle_datafarames() (GroupedCandleUniverse static method) create_from_pyarrow_table() (LegacyPairUniverse class method) create_from_pyarrow_table_with_filters() (LegacyPairUniverse class method) create_from_row() (DEXPair class method) create_from_single_pair_dataframe() (GroupedCandleUniverse static method) create_jupyter_client() (Client class method) create_label() (in module tradingstrategy.charting.candle_chart) create_limited_pair_universe() (PandasPairUniverse static method) (TradingStrategyUniverse static method) create_live_client() (Client class method) create_multichain_universe_by_pair_descriptions() (TradingStrategyUniverse static method) create_multipair_universe() (TradingStrategyUniverse static method) create_pair_universe() (in module tradeexecutor.ethereum.universe) (PandasPairUniverse static method) create_pair_universe_from_code() (in module tradeexecutor.strategy.trading_strategy_universe) create_parquet_load_filter() (PandasPairUniverse method) create_pyarrow_schema_for_dataclass() (in module tradingstrategy.utils.schema) create_pyodide_client_async() (Client class method) create_requests_client() (CachedHTTPTransport method) create_short_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) create_single_pair_universe() (PandasPairUniverse static method) (TradingStrategyUniverse method) create_summary_table() (in module tradeexecutor.utils.summarydataframe) create_synthetic_single_pair_universe() (in module tradeexecutor.testing.synthetic_universe_data) create_test_client() (Client class method) create_trade() (Portfolio method) create_trading_universe_for_tokens() (in module tradeexecutor.strategy.pandas_trader.token_mapper) create_watchdog_registry() (in module tradeexecutor.cli.watchdog) create_web3() (Web3Config static method) created_at (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (ValuationUpdate attribute) created_strategy_cycle_at (AssetWithTrackedValue attribute) CreateIndicatorsProtocolV1 (class in tradeexecutor.strategy.pandas_trader.indicator) CreateIndicatorsProtocolV2 (class in tradeexecutor.strategy.pandas_trader.indicator) Credit market credit_supply (TradingPairKind attribute) Cross validation cross_above (TriggerCondition attribute) cross_below (TriggerCondition attribute) crypto_quote_token (CurrencyConversion attribute) Crystallisation CSV cti() (in module pandas_ta.momentum) Cumulative profit Cumulative return cumulative_returns (CurveType attribute) Curl CurrencyConversion (class in tradingstrategy.direct_feed.conversion) current_dependency_order (IndicatorDependencyResolver attribute) CurveType (class in tradeexecutor.analysis.curve) Custodial cycle (CoreStrategyParameters attribute) (TradeDelta attribute) Cycle duration cycle_10d (CycleDuration attribute) cycle_10h (CycleDuration attribute) cycle_12h (CycleDuration attribute) cycle_14d (CycleDuration attribute) cycle_15m (CycleDuration attribute) cycle_16h (CycleDuration attribute) cycle_1d (CycleDuration attribute) cycle_1h (CycleDuration attribute) cycle_1m (CycleDuration attribute) cycle_1s (CycleDuration attribute) cycle_2d (CycleDuration attribute) cycle_2h (CycleDuration attribute) cycle_30d (CycleDuration attribute) cycle_30m (CycleDuration attribute) cycle_3d (CycleDuration attribute) cycle_4d (CycleDuration attribute) cycle_4h (CycleDuration attribute) cycle_5m (CycleDuration attribute) cycle_6h (CycleDuration attribute) cycle_7d (CycleDuration attribute) cycle_8h (CycleDuration attribute) cycle_97h (CycleDuration attribute) cycle_offset (StrategyCycleTrigger attribute) cycle_unknown (CycleDuration attribute) CycleDuration (class in tradeexecutor.strategy.cycle) cycles_completed_at (Uptime attribute)

D

d1 (CycleDuration attribute) (TimeBucket attribute) d30 (TimeBucket attribute) d360 (TimeBucket attribute) d7 (CycleDuration attribute) (TimeBucket attribute) dai (ReserveCurrency attribute) DAO data (ChainId property) (IndicatorResult attribute) data_preload (ExecutionMode attribute) data_research (ExecutionMode attribute) data_universe (TradingStrategyUniverse attribute) Dataclass DATAFRAME_FIELDS (Candle attribute) Dataset (class in tradeexecutor.strategy.trading_strategy_universe) Dataset server decay() (in module pandas_ta.trend) Decentralised exchange Decentralised finance decimals (AssetIdentifier attribute) decision_making_time (RecordingTime attribute) decode_path() (in module tradeexecutor.ethereum.one_delta.analysis) decode_pickle_over_json() (in module tradeexecutor.state.pickle_over_json) decode_signed_bytes() (TransactionBuilder static method) decode_swap() (in module tradingstrategy.direct_feed.uniswap_v2) decode_sync() (in module tradingstrategy.direct_feed.uniswap_v2) decreasing() (in module pandas_ta.trend) default (TradeRouting attribute) default_chain_id (Web3Config attribute) default_router_address (Exchange attribute) DefaultTradingStrategyUniverseModel (class in tradeexecutor.strategy.trading_strategy_universe) DeFi definition (IndicatorKey attribute) delivered (PriceImpact attribute)

Delta hedged Delta neutral dema() (in module pandas_ta.overlap) Demeter Depeg dependency_order (IndicatorDefinition attribute) Deployment (class in tradeexecutor.state.sync) deposit (BalanceUpdateCause attribute) derivative (EnzymeAssetType attribute) detached_overlay_name (Plot attribute) details (BlockchainTransaction attribute) Deterministic DEX dex_pair_obj_cache (PandasPairUniverse attribute) dex_type (DEXPair attribute) DEXPair (class in tradingstrategy.pair) DirectFeedStore (class in tradingstrategy.direct_feed.store) Directional strategy disable_pandas_warnings() (in module tradingstrategy.direct_feed.warn) Discrete signal Discrete trading Discretionary investment management DiskIndicatorStorage (class in tradeexecutor.strategy.pandas_trader.indicator) display_positions() (in module tradeexecutor.analysis.position) display_reserve_position_events() (in module tradeexecutor.analysis.position) display_slippage() (in module tradeexecutor.analysis.slippage) display_with_styles() (in module tradingstrategy.utils.jupyter) dm() (in module pandas_ta.momentum) Docker Dollar cost averaging (DCA) donchian() (in module pandas_ta.volatility) dpo() (in module pandas_ta.trend) Drawdown drawdown() (in module pandas_ta.performance) dump_parameters() (in module tradeexecutor.strategy.parameters) duration (InterestDistributionOperation property) DVOL

E

earlier_indicators (IndicatorSource attribute) ebsw() (in module pandas_ta.cycles) ECB key interest rate effective_rate (AssetInterestData attribute) efi() (in module pandas_ta.volume) EMA ema() (in module pandas_ta.overlap) emit() (RingBufferHandler method) encode_pickle_over_json() (in module tradeexecutor.state.pickle_over_json) end (InterestDistributionOperation attribute) end_at (Dataset attribute) (TradingStrategyUniverse property) (UniverseOptions attribute) end_block (Candle attribute) (TradeDelta attribute) (XYLiquidity attribute) end_ts (TradeDelta attribute) engine_version (ExecutionContext attribute) ensure_exact_zero() (in module tradeexecutor.utils.accuracy) entries (InterestDistributionOperation attribute) entropy() (in module pandas_ta.statistics) Environment file Enzyme protocol enzyme_vault (BlockchainTransactionType attribute) EnzymeAsset (class in tradeexecutor.ethereum.enzyme.asset) EnzymeAssetType (class in tradeexecutor.ethereum.enzyme.asset) EnzymeTransactionBuilder (class in tradeexecutor.ethereum.enzyme.tx) eom() (in module pandas_ta.volume) equity (CurveType attribute) Equity curve er() (in module pandas_ta.momentum) ERC-20 ERC-4626 ERC-7540 eri() (in module pandas_ta.momentum) Erigon error_tween_factory() (in module tradeexecutor.webhook.error) estimate_xyk_price_impact() (in module tradingstrategy.priceimpact) Ethena Ether Ethereum ethereum (ChainId attribute) ethereum_classic (ChainId attribute) ethereum_tester (ChainId attribute) EthereumAddress (class in tradeexecutor.utils.dataclass) Euler

EVM EVM-compatible exception_response() (in module tradeexecutor.webhook.error) exception_view() (in module tradeexecutor.webhook.error) Excess returns Exchange (class in tradingstrategy.exchange) exchange_address (DEXPair attribute) (TradingPairIdentifier attribute) exchange_id (DEXPair attribute) (Exchange attribute) exchange_name (DEXPair attribute) (TradeExecution attribute) (TradingPairIdentifier attribute) exchange_rate (Candle attribute) (Trade attribute) (XYLiquidity attribute) exchange_slug (DEXPair attribute) (Exchange attribute) exchange_type (Exchange attribute) exchanges (Dataset attribute) (ExchangeUniverse attribute) ExchangeType (class in tradeexecutor.state.identifier) (class in tradingstrategy.exchange) ExchangeUniverse (class in tradingstrategy.exchange) executed_at (TradeExecution attribute) executed_collateral_allocation (TradeExecution attribute) executed_collateral_consumption (TradeExecution attribute) executed_loan_update (TradeExecution attribute) executed_price (TradeExecution attribute) executed_quantity (TradeExecution attribute) executed_reserve (TradeExecution attribute) ExecutionContext (class in tradeexecutor.strategy.execution_context) ExecutionMode (class in tradeexecutor.strategy.execution_context) Expected shortfall expired_at (Trigger attribute) expired_positions (Portfolio attribute) expired_trades (TradingPosition attribute) expired_triggers (TradeExecution attribute) expires_at (Trigger attribute) export() (ExportedRecord static method) (RingBufferHandler method) export_plot_as_dataframe() (in module tradeexecutor.visual.technical_indicator) ExportedRecord (class in tradeexecutor.utils.ring_buffer_logging_handler) Exposure Exposure-adjusted CAGR external_per_pair (IndicatorSource attribute) extract_module_members() (in module tradeexecutor.utils.python_module_loader)

F

Face value Factor investing failed (TradeStatus attribute) failed_at (TradeExecution attribute) Fair value Fama-French factors Fastquant FDIC national rate fee (DEXPair attribute) (TradingPairIdentifier attribute) Fee model fee_tier (DEXPair property) (LeverageEstimate attribute) (TradeExecution attribute) fetch_all_candles() (Client method) fetch_all_lending_symbols() (BinanceDownloader method) fetch_all_liquidity_samples() (Client method) fetch_all_spot_symbols() (BinanceDownloader method) fetch_approx_asset_trading_start_date() (BinanceDownloader method) fetch_assets() (BinanceDownloader method) fetch_availability() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_binance_dataset() (in module tradeexecutor.utils.binance) fetch_candle_dataset() (BaseTransport method) (Client method) fetch_candles_all_time() (CachedHTTPTransport method) fetch_candles_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_candlestick_data() (BinanceDownloader method) fetch_candlestick_data_single_pair() (BinanceDownloader method) fetch_chain_status() (CachedHTTPTransport method) (Client method) fetch_exchange_universe() (Client method) fetch_gas_price_suggestion() (TransactionBuilder method) fetch_lending_candles_by_reserve_id() (CachedHTTPTransport method) (Client method) fetch_lending_candles_for_universe() (Client method) fetch_lending_data() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_lending_rates() (BinanceDownloader method) fetch_lending_rates_single_pair() (BinanceDownloader method) fetch_lending_reserve_universe() (Client method) fetch_lending_reserves_all_time() (Client method) fetch_live_candles() (BaseTransport method) fetch_nonce_and_tx_hash() (SimulatedWallet method) fetch_pair_universe() (BaseTransport method) (Client method) fetch_price_data() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_token_as_asset() (in module tradeexecutor.ethereum.token) fetch_trades() (SyntheticTradeFeed method) (TradeFeed method) (UniswapV2TradeFeed method) fetch_trading_data_availability() (CachedHTTPTransport method) (Client method) filter_bad_wicks() (in module tradingstrategy.utils.wrangle) filter_buys() (Trade static method) filter_for_base_tokens() (in module tradingstrategy.utils.token_filter) filter_for_blacklisted_tokens() (in module tradingstrategy.utils.token_filter) filter_for_chain() (in module tradingstrategy.utils.token_filter) filter_for_derivatives() (in module tradingstrategy.utils.token_filter) filter_for_exchange() (in module tradingstrategy.utils.token_filter) filter_for_exchange_ids() (in module tradingstrategy.utils.token_filter) filter_for_exchanges() (in module tradingstrategy.utils.token_filter) filter_for_nonascii_tokens() (in module tradingstrategy.utils.token_filter) filter_for_pairs() (in module tradingstrategy.utils.groupeduniverse) filter_for_quote_tokens() (in module tradingstrategy.utils.token_filter)

filter_for_rebases() (in module tradingstrategy.utils.token_filter) filter_for_single_pair() (in module tradingstrategy.utils.groupeduniverse) filter_for_stablecoins() (in module tradingstrategy.utils.token_filter) filter_for_trading_fee() (in module tradingstrategy.utils.token_filter) filter_pairs_default() (in module tradingstrategy.utils.token_filter) filter_sells() (Trade static method) find_best_pairs_for_tokens() (in module tradeexecutor.strategy.pandas_trader.token_mapper) find_first_included_block_in_candle() (TradeFeed method) find_position_for_trade() (Portfolio method) FinRL first_swap_at (DEXPair attribute) first_swap_at_block_number (DEXPair attribute) first_trade_at (Exchange attribute) fisher() (in module pandas_ta.momentum) fix_bad_wicks() (in module tradingstrategy.utils.wrangle) fix_dex_price_data() (in module tradingstrategy.utils.wrangle) flag_blacklisted_manually (DEXPair attribute) flag_inactive (DEXPair attribute) flag_unknown_exchange (DEXPair attribute) flag_unsupported_quote_token (DEXPair attribute) flags (TradeExecution attribute) Flash loan flatten_dataframe_datetime_index() (in module tradingstrategy.utils.df_index) flexible_trigger (TradeType attribute) floor() (TimeBucket method) floor_pandas_month() (in module tradingstrategy.utils.time) floor_pandas_week() (in module tradingstrategy.utils.time) force_visualisation (ExecutionContext attribute) Fork Format (class in tradeexecutor.utils.summarydataframe) format_duration_days_hours_mins() (in module tradingstrategy.utils.format) format_fees_dollars() (in module tradeexecutor.strategy.trade_pricing) format_fees_percentage() (in module tradeexecutor.strategy.trade_pricing) format_links_for_html_output() (in module tradingstrategy.utils.jupyter) format_percent() (in module tradingstrategy.utils.format) format_percent_2_decimals() (in module tradingstrategy.utils.format) format_position() (in module tradeexecutor.strategy.output) format_price() (in module tradingstrategy.utils.format) format_trade() (in module tradeexecutor.strategy.output) format_value() (in module tradeexecutor.utils.summarydataframe) (in module tradingstrategy.utils.format) format_values() (in module tradeexecutor.utils.summarydataframe) Forward fill forward_fill() (in module tradingstrategy.utils.forward_fill) (PairGroupedUniverse method) freq (Timeframe attribute) FreqTrade from_address (BlockchainTransaction attribute) from_class() (StrategyParameters static method) from_collection() (ExchangeUniverse static method) from_dict() (StrategyParameters static method) from_indicator_keys() (IndicatorSet static method) from_pandas_timedelta() (TimeBucket static method) from_series() (DEXPair class method) from_strategy_parameters_class() (UniverseOptions static method) from_timebucket() (CycleDuration static method) Frontrunning frozen_at (TradingPosition attribute) frozen_positions (Portfolio attribute) func (IndicatorDefinition attribute) function_selector (BlockchainTransaction attribute) Fundamental analysis Funding rate Futures fwma() (in module pandas_ta.overlap)

G

Gamma hedged ganache (ChainId attribute) Gas fee gas_price_method (Web3Config attribute) generate_address_columns() (in module tradingstrategy.pair) generate_combinations() (IndicatorSet method) generate_exchange_for_binance() (in module tradingstrategy.binance.utils) generate_exchange_universe_for_binance() (in module tradingstrategy.binance.utils) generate_fixed_price_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_lending_reserve_for_binance() (in module tradingstrategy.binance.utils) generate_monthly_timestamps() (in module tradingstrategy.utils.time) generate_multi_pair_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_ohlcv_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_pair_for_binance() (in module tradingstrategy.binance.utils) generate_pairs_for_binance() (in module tradingstrategy.binance.utils) generate_random_ethereum_address() (in module tradeexecutor.testing.synthetic_ethereum_data) generate_synthetic_sample() (Candle static method) generate_whitelist() (in module tradeexecutor.cli.guard) GenericPosition (class in tradeexecutor.state.generic_position) get_accrued_interest() (TradingPosition method) get_accrued_interest_with_repayments() (TradingPosition method) get_action_verb() (TradeExecution method) get_active_pairs() (LegacyPairUniverse method) get_actual_function_input_args() (BlockchainTransaction method) get_address_link() (ChainId method) get_all_balances() (SimulatedWallet method) get_all_loan_nav() (Portfolio method) get_all_pair_ids() (PandasPairUniverse method) get_all_pairs() (PairGroupedUniverse method) get_all_pairs_on_exchange() (LegacyPairUniverse method) get_all_positions() (Portfolio method) get_all_samples_by_range() (PairGroupedUniverse method) get_all_samples_by_timestamp() (PairGroupedUniverse method) get_all_tokens() (PandasPairUniverse method) get_all_traded_pairs() (Portfolio method) get_all_trades() (Portfolio method) get_available_trading_quantity() (TradingPosition method) get_average_buy() (TradingPosition method) get_average_price() (TradingPosition method) get_average_sell() (TradingPosition method) get_balance() (SimulatedWallet method) get_balance_update_events() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_base_token() (DEXPair method) get_base_token_balance_update_quantity() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_binance_interval() (in module tradingstrategy.binance.downloader) get_block_number_of_last_trade() (TradeFeed method) get_block_timestamp() (in module tradeexecutor.utils.blockchain) get_borrow_interest() (Loan method) get_borrow_value() (Loan method) get_borrowed() (TradingPosition method) get_borrowed_principal_and_interest_quantity() (Loan method) get_borrowed_quantity() (Loan method) get_buy_quantity() (TradingPosition method) get_buy_value() (TradingPosition method) get_by_chain_and_factory() (ExchangeUniverse method) get_by_chain_and_name() (ExchangeUniverse method) get_by_chain_and_slug() (ExchangeUniverse method) get_by_slug() (ChainId static method) get_by_symbols() (PandasPairUniverse method) get_by_symbols_safe() (PandasPairUniverse method) get_cache_key() (TradingStrategyUniverse method) get_cached_item() (CachedHTTPTransport method) get_cached_item_with_status() (CachedHTTPTransport method) get_candle_count() (GroupedCandleUniverse method) get_candles_by_pair() (GroupedCandleUniverse method) get_capital_tied_at_open_pct() (TradingPosition method) get_cash() (Portfolio method) get_chain_ids() (Dataset method) get_claimed_interest() (TradeExecution method) (TradingPosition method) get_closed_positions_for_pair() (Portfolio method) get_closed_profit_usd() (Portfolio method) get_closest_liquidity() (GroupedLiquidityUniverse method) get_closest_price() (GroupedCandleUniverse method) get_closing_price() (TradingPosition method) get_collateral() (TradingPosition method) get_collateral_factor() (TradingPairIdentifier method) get_collateral_interest() (Loan method) get_collateral_quantity() (Loan method) get_collateral_value() (Loan method) get_columns() (PairGroupedUniverse method) get_connection() (Web3Config method) get_cost_of_gas_usd() (TradeExecution method) get_count() (IndicatorSet method) (PandasPairUniverse method) get_credit_supply_pair() (TradingStrategyUniverse method) get_credit_supply_reserve_change() (TradeExecution method) get_current_cash() (Portfolio method) get_current_credit_positions() (Portfolio method) get_current_interest_positions() (Portfolio method) get_current_price() (TradingPosition method) get_data_parquet() (BinanceDownloader method) get_debug_dump() (TradeExecution method) (TradingPosition method) get_decision_lag() (TradeExecution method) get_default() (Web3Config method) get_default_chart_display_window() (Timeframe method) get_default_quote_token_address() (MockClient method) get_default_reserve_asset() (Portfolio method) get_default_reserve_position() (Portfolio method) get_default_strategies_path() (in module tradeexecutor.utils.default_strategies) get_discord_logging_handler() (in module tradeexecutor.cli.discord) get_duration() (TradingPosition method) get_dust_epsilon_for_asset() (in module tradeexecutor.strategy.dust) get_dust_epsilon_for_pair() (in module tradeexecutor.strategy.dust) get_effective_yearly_yield() (BalanceUpdate method) get_entries() (Plot method) get_enzyme_deployment() (in module tradeexecutor.cli.guard) get_equity() (TradingPosition method) get_equity_for_pair() (Portfolio method) get_equity_for_position() (TradeExecution method) get_equity_for_reserve() (TradeExecution method) get_erc_20_balance_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_exchange_for_pair() (PandasPairUniverse method) get_exchange_rate() (TradeFeed method) get_executed_positions() (Portfolio method) get_executed_value() (TradeExecution method) get_execution_lag() (TradeExecution method) get_execution_sort_position() (TradeExecution method) get_existing_open_position_by_trading_pair() (Portfolio method) get_expected_borrow_quantity_change() (TradeExecution method) get_expected_collateral_quantity_change() (TradeExecution method) get_explorer() (ChainId method) get_failed_trades() (TradingPosition method) get_failed_transaction() (TradeExecution method) get_fee_percentage() (TradePricing method) get_feed_for_pair() (in module tradingstrategy.direct_feed.ohlcv_aggregate) get_fees_paid() (TradeExecution method) get_first_and_last_executed_trade() (Portfolio method) get_first_entry() (Plot method) get_first_trade() (TradingPosition method) get_freeze_reason() (TradingPosition method) get_friendly_name() (DEXPair method) get_frozen_position_equity() (Portfolio method) get_function_body_hash() (IndicatorDefinition method) get_gas_limit() (BlockchainTransaction method) get_gas_wallet_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_gas_wallet_balance() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_health_factor() (Loan method) get_held_assets() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_homepage() (ChainId method) get_human_description() (TradeExecution method) (TradingPairIdentifier method) get_human_readable_name() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_human_summary() (TradingPosition method) get_identifier() (AssetIdentifier method) (TradingPairIdentifier method) (TradingPosition method) get_inactive_pairs() (LegacyPairUniverse method) get_indicator() (IndicatorSet method) get_indicator_data() (IndicatorDependencyResolver method) get_indicator_path() (DiskIndicatorStorage method) get_indices_of_uneven_intervals() (in module tradingstrategy.binance.downloader) get_initial_cash() (Portfolio method) get_initial_deposit() (Portfolio method) get_input_asset() (TradeExecution method) get_internal_slippage_tolerance() (EnzymeTransactionBuilder method) (TransactionBuilder method) get_last_block_number() (CandleFeed method) get_last_entries_by_pair_and_timestamp() (PairGroupedUniverse method) get_last_entry() (Plot method) get_last_ping() (in module tradeexecutor.cli.watchdog) get_last_trade() (TradingPosition method) get_last_tx_hash() (TradingPosition method) get_last_updated_at() (TradingPosition method) get_last_value() (Plot method) get_latest_block_timestamp() (in module tradeexecutor.utils.blockchain) get_latest_price() (TradeFeed method) get_latest_supply_apr() (TradingStrategyUniverse method) get_latest_trades() (TradeFeed method) get_lending_protocol() (TradingPairIdentifier method) get_leverage() (Loan method) get_leverage_positions() (Portfolio method) get_linearly_sampled_items() (in module tradeexecutor.utils.list) get_link() (DEXPair method)

get_liquidation_threshold() (TradingPairIdentifier method) get_liquidity_fast() (ResampledLiquidityUniverse method) get_liquidity_samples_by_pair() (GroupedLiquidityUniverse method) get_liquidity_today() (in module tradingstrategy.utils.liquidity_filter) get_liquidity_with_tolerance() (GroupedLiquidityUniverse method) get_live_position_equity() (Portfolio method) get_loan_based_nav() (TradingPosition method) get_loan_net_asset_value() (Portfolio method) get_loan_to_value() (Loan method) get_loss_risk_at_open() (TradingPosition method) get_loss_risk_at_open_pct() (TradingPosition method) get_max_leverage_at_open() (TradingPairIdentifier method) get_max_size() (TradingPosition method) get_name() (ChainId method) (TradingPosition method) get_net_asset_value() (Loan method) (Portfolio method) get_net_interest() (Loan method) get_net_quantity() (TradingPosition method) get_notebook_name() (in module tradeexecutor.utils.jupyter_notebook_name) get_notebook_output_mode() (in module tradingstrategy.utils.jupyter) get_object_full_name() (in module tradeexecutor.utils.fullname) get_one_pair_from_pandas_universe() (PandasPairUniverse method) get_open_and_frozen_positions() (Portfolio method) get_open_loans() (Portfolio method) get_open_position_for_asset() (Portfolio method) get_open_position_for_pair() (Portfolio method) get_open_positions() (Portfolio method) get_open_quantities_by_internal_id() (Portfolio method) get_open_quantities_by_position_id() (Portfolio method) get_opening_price() (TradingPosition method) get_original_planned_price() (TradingPosition method) get_orignal_stop_loss() (TradingPosition method) get_output_asset() (TradeExecution method) get_pair() (PandasPairUniverse method) get_pair_by_address() (TradingStrategyUniverse method) get_pair_by_human_description() (PandasPairUniverse method) (TradingStrategyUniverse method) get_pair_by_id() (LegacyPairUniverse method) (PandasPairUniverse method) get_pair_by_smart_contract() (PandasPairUniverse method) get_pair_by_ticker() (LegacyPairUniverse method) get_pair_by_ticker_by_exchange() (LegacyPairUniverse method) get_pair_count() (PairGroupedUniverse method) get_pair_ids() (PairGroupedUniverse method) get_pair_ids_by_exchange() (PandasPairUniverse method) get_parquet_path() (BinanceDownloader method) get_pending_position_for_pair() (Portfolio method) get_pending_quantity() (TradingPosition method) get_planned_gas_price() (BlockchainTransaction method) get_planned_max_gas_price() (TradeExecution method) get_planned_value() (TradeExecution method) get_position_by_id() (Portfolio method) get_position_by_trading_pair() (Portfolio method) get_position_equity_and_loan_nav() (Portfolio method) get_position_quantity() (TradeExecution method) get_positions_closed_at() (Portfolio method) get_prepared_raw_transaction() (BlockchainTransaction method) get_price_at_open() (TradingPosition method) get_price_with_tolerance() (GroupedCandleUniverse method) get_pricing_asset() (AssetIdentifier method) get_pricing_pair() (TradingPairIdentifier method) get_principal_and_interest_quantity() (Interest method) get_prior_timestamp() (in module tradingstrategy.utils.time) (PairGroupedUniverse method) get_profit_timeline_timestamp() (TradingPosition method) get_quantity() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_quantity_at_open() (TradingPosition method) get_quantity_old() (TradingPosition method) get_quantity_unit_name() (TradingPosition method) get_quote_token() (DEXPair method) get_range_description() (UniverseOptions method) get_raw_planned_collateral_allocation() (TradeExecution method) get_raw_planned_quantity() (TradeExecution method) get_raw_planned_reserve() (TradeExecution method) get_realised_profit_in_leveraged_positions() (Portfolio method) get_realised_profit_percent() (TradingPosition method) get_realised_profit_usd() (TradingPosition method) get_redeemed() (TradingPosition method) get_regime_signal_regions() (in module tradeexecutor.analysis.regime) get_relative_epsilon_for_asset() (in module tradeexecutor.strategy.dust) get_relative_epsilon_for_pair() (in module tradeexecutor.strategy.dust) get_remaining_interest() (Interest method) get_repaid_interest() (TradeExecution method) (TradingPosition method) get_resample_frequency() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) get_reserve_asset() (StrategyExecutionUniverse method) get_reserve_assets() (Portfolio method) get_reserve_currency_exchange_rate() (TradeExecution method) get_reserve_position() (Portfolio method) get_reserve_quantity() (TradeExecution method) get_revert_reason() (TradeExecution method) get_ring_buffer_handler() (in module tradeexecutor.cli.log) get_safe_max_workers_count() (in module tradeexecutor.utils.cpu) get_sample_count() (PairGroupedUniverse method) get_samples_by_pair() (PairGroupedUniverse method) (ResampledLiquidityUniverse method) get_sell_quantity() (TradingPosition method) get_sell_value() (TradingPosition method) get_series() (Visualisation method) get_short_label() (TradeExecution method) get_shorting_pair() (TradingStrategyUniverse method) get_sign() (TradeExecution method) get_single() (ExchangeUniverse method) (PandasPairUniverse method) get_single_chain() (TradingStrategyUniverse method) get_single_pair() (Portfolio method) (TradingStrategyUniverse method) get_single_pair_data() (PairGroupedUniverse method) get_single_quote_token() (PandasPairUniverse method) get_single_value() (PairGroupedUniverse method) get_size_relative_profit_percent() (TradingPosition method) get_size_relative_realised_profit_percent() (TradingPosition method) get_size_relative_unrealised_or_realised_profit_percent() (TradingPosition method) get_slug() (ChainId method) get_somewhat_realistic_max_liquidity() (in module tradingstrategy.utils.liquidity_filter) get_status() (TradeExecution method) get_strategies_folder() (in module tradeexecutor.utils.jupyter_notebook_folder) get_successful_trades() (TradingPosition method) get_svg_icon_link() (ChainId method) get_ticker() (DEXPair method) (TradingPairIdentifier method) get_timeout() (in module tradeexecutor.cli.watchdog) get_timestamp_index() (in module tradingstrategy.utils.df_index) get_timestamp_range() (PairGroupedUniverse method) (Visualisation method) get_timing_offset() (CycleDuration method) get_token() (PandasPairUniverse method) get_token_by_symbol() (PandasPairUniverse method) get_token_delivery_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_token_symbol() (SimulatedWallet method) get_top_exchanges_by_30d_volume() (ExchangeUniverse method) get_total_bought_usd() (TradingPosition method) get_total_claimed_interest() (Portfolio method) get_total_equity() (Portfolio method) (ReservePosition method) get_total_lp_fees() (TradePricing method) get_total_lp_fees_paid() (TradingPosition method) get_total_points() (Visualisation method) get_total_profit_at_timestamp() (TradingPosition method) get_total_profit_percent() (TradingPosition method) get_total_profit_usd() (TradingPosition method) get_total_repaid_interest() (Portfolio method) get_total_sold_usd() (TradingPosition method) get_tracked_asset() (Loan method) get_trade_by_id() (Portfolio method) get_trade_by_tx_hash() (Portfolio method) get_trade_count() (TradeFeed method) (TradingPosition method) get_trades_by_strategy_cycle() (TradingPosition method) get_trading_broken_reason() (TradingStrategyUniverse method) get_trading_history_duration() (Portfolio method) get_trading_pair() (TradingStrategyUniverse method) get_trading_pair_page_url() (DEXPair method) get_transaction() (BlockchainTransaction method) get_tx_link() (ChainId method) get_tx_object() (BlockchainTransaction method) get_unexeuted_reserve() (TradingPosition method) get_unfrozen_positions() (Portfolio method) get_unrealised_and_realised_profit_percent() (TradingPosition method) get_unrealised_profit_in_leveraged_positions() (Portfolio method) get_unrealised_profit_pct() (TradingPosition method) get_unrealised_profit_usd() (Portfolio method) (TradingPosition method) get_update_period() (BalanceUpdate method) get_url_domain() (in module tradeexecutor.utils.url) get_usd_value() (AssetWithTrackedValue method) get_value() (ReservePosition method) (TradeExecution method) (TradingPosition method) get_value_at_close() (TradingPosition method) get_value_at_open() (TradingPosition method) get_volume() (TradeExecution method) get_watched_workers() (in module tradeexecutor.cli.watchdog) get_yearly_periods() (CycleDuration method) GM GMX Google Colab Grid search grid_search (ExecutionContext attribute) group_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) GroupedCandleUniverse (class in tradingstrategy.candle) GroupedLiquidityUniverse (class in tradingstrategy.liquidity) GRVT GRVT Liquidity Provider GRVT Strategy

H

h1 (CycleDuration attribute) (TimeBucket attribute) h4 (CycleDuration attribute) (TimeBucket attribute) h8 (TimeBucket attribute) ha() (in module pandas_ta.candles) HAC Sharpe has_any_lending_data() (TradingStrategyUniverse method) has_automatic_close() (TradingPosition method) has_bad_data_issues() (TradingPosition method) has_buys() (TradingPosition method) has_chain_configured() (Web3Config method) has_complete_info() (TradingPairIdentifier method) has_executed_trades() (TradingPosition method) has_lending_data() (TradingStrategyUniverse method) has_lending_market_available() (TradingStrategyUniverse method) has_reverse_token_order() (TradingPairIdentifier method) has_sells() (TradingPosition method) has_stop_loss_data() (TradingStrategyUniverse method) has_trade() (TradingPosition method) has_trading_capital() (Portfolio method) has_trigger_conditions() (TradingPosition method) has_unexecuted_trades() (Portfolio method) has_visualisation() (ExecutionContext method) hash_function() (in module tradeexecutor.utils.python_function) Heatmap Hedge fund height (Plot attribute) Hemi hero (StrategyTag attribute) Heteroskedasticity and Autocorrelation Consistent (HAC)

hidden (PlotLabel attribute) (VolumeBarMode attribute) Hierarchical Risk Parity high (Candle attribute) (XYLiquidity attribute) High-frequency trading hilo() (in module pandas_ta.overlap) Historical market data HistoricalXYPriceImpactCalculator (class in tradingstrategy.priceimpact) history_period (Dataset attribute) (UniverseOptions attribute) hl2() (in module pandas_ta.overlap) hlc3() (in module pandas_ta.overlap) hma() (in module pandas_ta.overlap) HML-Devil homepage (Exchange attribute) Honey pot horizontal_vertical (PlotShape attribute) hot_wallet (BlockchainTransactionType attribute) (EnzymeTransactionBuilder property) HotWalletTransactionBuilder (class in tradeexecutor.ethereum.tx) html (JupyterOutputMode attribute) hwc() (in module pandas_ta.volatility) hwma() (in module pandas_ta.overlap) HyperCore HyperCore Writer HyperEVM Hyperliquid Hyperliquid Provider Vault Hyperparameter optimization HyperSDK

I

ichimoku() (in module pandas_ta.overlap) ignore (TradeRouting attribute) Impermanent loss import_python_source_file() (in module tradeexecutor.utils.python_module_loader) import_quantstats_wrapped() (in module tradeexecutor.visual.qs_wrapper) included_at (BlockchainTransaction attribute) increase (TradeFlag attribute) increasing() (in module pandas_ta.trend) IndexVM indicator_key (IndicatorResult attribute) indicator_size (Plot attribute) indicator_storage (IndicatorDependencyResolver attribute) IndicatorDefinition (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorDependencyResolver (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorKey (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorResult (class in tradeexecutor.strategy.pandas_trader.indicator) indicators (IndicatorSet attribute) IndicatorSet (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorSource (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorStorage (class in tradeexecutor.strategy.pandas_trader.indicator) inertia() (in module pandas_ta.momentum) infinite (TimeBucket attribute) info_url (AssetIdentifier attribute) (TradingPairIdentifier attribute) init() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) init_code_hash (Exchange attribute) initial_cash (CoreStrategyParameters attribute) initial_deposit (ReservePosition attribute) initial_deposit_reserve_token_price (ReservePosition attribute) initialise_mock_data() (UniswapV2MockClient method) initialise_reserves() (Portfolio method) initialised_at (Deployment attribute) int_amount (JSONAssetDelta property) interactive (OutputMode attribute) interest (BalanceUpdateCause attribute) Interest (class in tradeexecutor.state.interest) interest_payments (Interest attribute) interest_rate_at_open (AssetWithTrackedValue attribute) InterestDistributionEntry (class in tradeexecutor.state.interest_distribution) InterestDistributionOperation (class in tradeexecutor.state.interest_distribution) InterestSync (class in tradeexecutor.state.sync) internal_exchange_id (TradingPairIdentifier attribute) internal_id (AssetIdentifier attribute) (TradingPairIdentifier attribute) internal_testing (StrategyTag attribute) is_accounted_for_equity() (TradeExecution method) is_accounting_correction() (TradeExecution method) is_backtesting() (ExecutionMode method) is_buy() (TradeExecution method) is_candle_green() (in module tradingstrategy.candle) is_candle_red() (in module tradingstrategy.candle) is_closed() (TradingPosition method) is_compatible_timestamp() (in module tradingstrategy.utils.time) is_credit() (AssetIdentifier method) is_credit_based() (TradeExecution method) is_credit_supply() (TradeExecution method) (TradingPairKind method) (TradingPosition method) is_debt() (AssetIdentifier method) is_derivative() (in module tradingstrategy.stablecoin) (in module tradingstrategy.utils.token_filter) is_empty() (DirectFeedStore method) (Portfolio method) (TradingStrategyUniverse method) is_executed() (TradeExecution method) (Trigger method) is_expired() (Trigger method) is_failed() (TradeExecution method) is_failed_test() (in module tradeexecutor.testing.pytest_helpers) is_fresh_data_always_needed() (ExecutionMode method) is_frozen() (TradingPosition method) is_grid_search() (StrategyParameters method) is_initialised() (Sync method) is_interest_accruing() (AssetIdentifier method) (TradingPairKind method) is_legit_price_value() (in module tradeexecutor.utils.price) is_leverage() (TradeExecution method) (TradingPairKind method) (TradingPosition method)

is_live_trading() (ExecutionMode method) is_loan_based() (TradingPosition method) is_long() (TradeExecution method) (TradingPairIdentifier method) (TradingPosition method) is_longing() (TradingPairKind method) is_loss() (TradingPosition method) is_mainnet_fork() (Web3Config method) is_missing_blockchain_transactions() (TradeExecution method) is_monotonically_decreasing() (in module tradeexecutor.utils.increasing) is_monotonically_increasing() (in module tradeexecutor.utils.increasing) is_needed_for_pair() (IndicatorDefinition method) is_one_delta() (TradeRouting method) is_open() (TradingPosition method) is_open_ended_universe() (TradingStrategyUniverse method) is_pending() (TradeExecution method) (TradingPosition method) is_per_pair() (IndicatorSource method) is_planned() (TradeExecution method) is_predition_correct() (RegimeRegion method) is_pristine() (ParquetFileStore method) (TradeFeedStore method) is_profitable() (TradingPosition method) is_properly_opened() (TradingPosition method) is_pyodide() (in module tradingstrategy.utils.jupyter) is_rebalance() (TradeExecution method) is_rebase() (in module tradingstrategy.utils.token_filter) is_reduce() (TradeExecution method) is_reduced() (TradingPosition method) is_repair_needed() (TradeExecution method) is_repair_trade() (TradeExecution method) is_repaired() (TradeExecution method) (TradingPosition method) is_reserve_update() (BalanceUpdate method) is_reverted() (BlockchainTransaction method) is_sell() (TradeExecution method) is_short() (TradeExecution method) (TradingPairIdentifier method) (TradingPosition method) is_shorting() (TradingPairKind method) is_single_pair_universe() (TradingStrategyUniverse method) is_single_run() (StrategyParameters method) is_spot() (TradeExecution method) (TradingPairKind method) (TradingPosition method) is_spot_market() (TradingPosition method) is_stablecoin() (AssetIdentifier method) is_stablecoin_like() (in module tradingstrategy.stablecoin) is_started() (TradeExecution method) is_stop_loss() (TradeExecution method) (TradingPosition method) is_stop_loss_closed() (TradingPosition method) is_success() (BlockchainTransaction method) (TradeExecution method) is_take_profit() (TradeExecution method) (TradingPosition method) is_take_profit_closed() (TradingPosition method) is_test() (TradeExecution method) (TradingPosition method) is_tradeable() (DEXPair method) is_trailing_stop_loss() (TradingPosition method) is_triggered() (TradeExecution method) is_triggering() (Trigger method) is_unfinished() (TradeExecution method) is_unfrozen() (TradingPosition method) is_uniswap_v2() (TradeRouting method) is_uniswap_v3() (TradeRouting method) is_unit_testing() (ExecutionMode method) is_version_greater_or_equal_than() (ExecutionContext method) iterate_columnar_dicts() (in module tradingstrategy.utils.columnar) iterate_credit_for_reserve() (TradingStrategyUniverse method) iterate_pairs() (CandleFeed method) (PandasPairUniverse method) (TradingStrategyUniverse method) iterate_parameters() (StrategyParameters method) iterate_samples_by_pair_range() (PairGroupedUniverse method) iterate_tokens() (PandasPairUniverse method)

J

jma() (in module pandas_ta.overlap) JSON JSON-RPC json_decode_timedelta() (in module tradeexecutor.utils.timestamp) json_encode_timedelta() (in module tradeexecutor.utils.timestamp)

JSONAssetDelta (class in tradeexecutor.state.blockhain_transaction) JSONL jupyter (ExecutionContext attribute) Jupyter notebook JupyterOutputMode (class in tradingstrategy.utils.jupyter)

K

kama() (in module pandas_ta.overlap) Katana kc() (in module pandas_ta.volatility) kdj() (in module pandas_ta.momentum)

kind (Plot attribute) (TradingPairIdentifier attribute) kst() (in module pandas_ta.momentum) kurtosis() (in module pandas_ta.statistics) kvo() (in module pandas_ta.volume)

L

label (Plot attribute) Lagoon Last trade last_accrued_interest (Interest attribute) last_block_scanned (Accounting attribute) (Treasury attribute) last_candle_at (TradingPairDataAvailability attribute) last_cycle_at (Treasury attribute) last_distribution (InterestSync attribute) last_event_at (Interest attribute) last_interest_rate (AssetWithTrackedValue attribute) last_pricing_at (AssetWithTrackedValue attribute) (ReservePosition attribute) (TradingPosition attribute) last_reserve_price (TradingPosition attribute) last_supposed_candle_at (TradingPairDataAvailability attribute) last_swap_at (DEXPair attribute) last_swap_at_block_number (DEXPair attribute) last_sync_at (InterestSync attribute) (ReservePosition attribute) last_sync_block (InterestSync attribute) last_token_amount (Interest attribute) last_token_price (TradingPosition attribute) last_trade_at (Exchange attribute) (TradingPairDataAvailability attribute) (TradingPosition attribute) last_updated_at (Accounting attribute) (Interest attribute) (Treasury attribute) last_updated_block_number (Interest attribute) last_usd_price (AssetWithTrackedValue attribute) Layer 2 LegacyPairUniverse (class in tradingstrategy.pair) Lending pool Lending protocol lending_candles (Dataset attribute) lending_protocol_long (TradingPairKind attribute) lending_protocol_short (TradingPairKind attribute) lending_reserves (Dataset attribute) level (ExportedRecord attribute) Leverage leverage (LeverageEstimate attribute) (TradeExecution attribute) LeverageEstimate (class in tradeexecutor.utils.leverage_calculations) Limit order limit_to_chains() (ExchangeUniverse method) limit_to_slugs() (ExchangeUniverse method) Linea linear (PlotShape attribute) linreg() (in module pandas_ta.overlap) Liquidation liquidation_price (LeverageEstimate attribute) (TradingPosition attribute) liquidation_threshold (AssetIdentifier attribute)

Liquidity liquidity (Dataset attribute) Liquidity mining Liquidity pool Liquidity provider Liquidity provision liquidity_events (LiquidityResult attribute) liquidity_time_bucket (Dataset attribute) LiquidityResult (class in tradingstrategy.liquidity) LiquiditySampleMeasure (class in tradingstrategy.priceimpact) live (StrategyTag attribute) live_trading (ExecutionContext property) load() (DiskIndicatorStorage method) (ParquetFileStore method) (TradeFeedStore method) load_all_data() (in module tradeexecutor.strategy.trading_strategy_universe) load_candle_universe_from_dataframe() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) load_candle_universe_from_parquet() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) load_candles_from_dataframe() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) load_candles_from_parquet() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) load_candles_jsonl() (in module tradingstrategy.transport.jsonl) load_data() (TradingStrategyUniverseModel method) load_enzyme_asset_list() (in module tradeexecutor.ethereum.enzyme.asset) load_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) load_lending_candle_type_map() (BinanceDownloader method) load_ohlcv_parquet_file() (in module tradeexecutor.testing.synthetic_price_data) load_pair_data_for_single_exchange() (in module tradeexecutor.strategy.trading_strategy_universe) load_partial_data() (in module tradeexecutor.strategy.trading_strategy_universe) load_trade_feed() (DirectFeedStore method) load_trading_and_lending_data() (in module tradeexecutor.strategy.trading_strategy_universe) load_trading_strategy_like_jsonl_data() (in module tradingstrategy.transport.jsonl) Loan (class in tradeexecutor.state.loan) loan (TradingPosition attribute) LoanSide (class in tradeexecutor.state.loan) log_index (BalanceUpdate attribute) (Trade attribute) log_return() (in module pandas_ta.performance) log_tween_factory() (in module tradeexecutor.webhook.http_log) log_universe() (TradingStrategyUniverseModel method) Long-short long_run() (in module pandas_ta.trend) Longest drawdown duration Longing Look-ahead bias Loss function Loss-Versus-Rebalancing (LVR) low (Candle attribute) (XYLiquidity attribute) lp_fee (TradePricing attribute) lp_fee_exchange_rate (TradeExecution attribute) lp_fees (LeverageEstimate attribute) lp_fees_estimated (TradeExecution attribute) lp_fees_paid (PriceImpact attribute) (TradeExecution attribute)

M

m1 (CycleDuration attribute) (TimeBucket attribute) m15 (CycleDuration attribute) (TimeBucket attribute) m5 (TimeBucket attribute) ma() (in module pandas_ta.overlap) macd() (in module pandas_ta.momentum) Machine learning mad() (in module pandas_ta.statistics) main() (in module tradeexecutor.cli.latest_release) Mainnet fork mainnet_fork_simulation (Web3Config attribute) make_candle_labels() (in module tradingstrategy.charting.candle_chart) make_clickable() (in module tradingstrategy.utils.jupyter) managed_positions (StrategyType attribute) Management fee mantle (ChainId attribute) map_field_to_arrpw() (in module tradingstrategy.utils.schema) Margin trading mark_alive() (in module tradeexecutor.cli.watchdog) mark_broadcasted() (TradeExecution method) mark_down_to_zero (ValuationUpdate attribute) mark_success() (TradeExecution method) markers (PlotShape attribute) Market data feed Market Exposure Market making Market neutral strategy Market order Market regime Market Sentiment Market trade market_feed_delay (TradePricing attribute) market_limit (TradeType attribute) market_time (RecordingTime attribute) Martin ratio massi() (in module pandas_ta.volatility) match_indicator() (IndicatorDependencyResolver method) max_diff (UpdatedUniverseResult attribute) Maximum Adverse Excursion (MAE) Maximum Drawdown Maximum pullback mcgd() (in module pandas_ta.overlap) Mean Mean reversion Mean-Variance Optimisation Median median() (in module pandas_ta.statistics) MegaVault MemoryIndicatorStorage (class in tradeexecutor.strategy.pandas_trader.indicator) Mercenary capital message (ExportedRecord attribute) messages (Visualisation attribute) MetaMask mUSD MEV mfi() (in module pandas_ta.volume) Mid Price mid_price (TradePricing attribute) midpoint() (in module pandas_ta.overlap) midprice() (in module pandas_ta.overlap) missing (Format attribute) missing_position_repair (TradeFlag attribute) MockClient (class in tradingstrategy.testing.mock_client) mode (ExecutionContext attribute) module tradeexecutor.analysis tradeexecutor.analysis.curve tradeexecutor.analysis.position tradeexecutor.analysis.regime tradeexecutor.analysis.slippage tradeexecutor.analysis.timemap tradeexecutor.analysis.universe tradeexecutor.backtest tradeexecutor.backtest.notebook tradeexecutor.backtest.simulated_wallet tradeexecutor.cli tradeexecutor.cli.commands tradeexecutor.cli.commands.shared_options tradeexecutor.cli.discord tradeexecutor.cli.guard tradeexecutor.cli.latest_release tradeexecutor.cli.log tradeexecutor.cli.version_info tradeexecutor.cli.watchdog tradeexecutor.ethereum tradeexecutor.ethereum.aave_v3 tradeexecutor.ethereum.aave_v3.analysis tradeexecutor.ethereum.enzyme tradeexecutor.ethereum.enzyme.asset tradeexecutor.ethereum.enzyme.tx tradeexecutor.ethereum.one_delta tradeexecutor.ethereum.one_delta.analysis tradeexecutor.ethereum.revert tradeexecutor.ethereum.token tradeexecutor.ethereum.tx tradeexecutor.ethereum.uniswap_v2 tradeexecutor.ethereum.uniswap_v3 tradeexecutor.ethereum.universe tradeexecutor.ethereum.web3config tradeexecutor.monkeypatch tradeexecutor.monkeypatch.cloudpickle_patch tradeexecutor.monkeypatch.dataclasses_json tradeexecutor.monkeypatch.web3 tradeexecutor.state tradeexecutor.state.balance_update tradeexecutor.state.blockhain_transaction tradeexecutor.state.generic_position tradeexecutor.state.identifier tradeexecutor.state.interest tradeexecutor.state.interest_distribution tradeexecutor.state.loan tradeexecutor.state.pickle_over_json tradeexecutor.state.portfolio tradeexecutor.state.position tradeexecutor.state.reserve tradeexecutor.state.revaluation tradeexecutor.state.sync tradeexecutor.state.trade tradeexecutor.state.trigger tradeexecutor.state.types tradeexecutor.state.uptime tradeexecutor.state.valuation tradeexecutor.state.visualisation tradeexecutor.strategy tradeexecutor.strategy.cycle tradeexecutor.strategy.default_routing_options tradeexecutor.strategy.dust tradeexecutor.strategy.engine_version tradeexecutor.strategy.execution_context tradeexecutor.strategy.lending_protocol_leverage tradeexecutor.strategy.output tradeexecutor.strategy.pandas_trader tradeexecutor.strategy.pandas_trader.alternative_market_data tradeexecutor.strategy.pandas_trader.decision_trigger tradeexecutor.strategy.pandas_trader.indicator tradeexecutor.strategy.pandas_trader.token_mapper tradeexecutor.strategy.parameters tradeexecutor.strategy.qstrader tradeexecutor.strategy.reserve_currency tradeexecutor.strategy.strategy_cycle_trigger tradeexecutor.strategy.strategy_type tradeexecutor.strategy.tag tradeexecutor.strategy.trade_pricing tradeexecutor.strategy.trading_strategy_universe tradeexecutor.strategy.universe_model tradeexecutor.strategy.weighting tradeexecutor.testing tradeexecutor.testing.pytest_helpers tradeexecutor.testing.synthetic_ethereum_data tradeexecutor.testing.synthetic_price_data tradeexecutor.testing.synthetic_universe_data tradeexecutor.utils tradeexecutor.utils.accuracy tradeexecutor.utils.binance tradeexecutor.utils.blockchain tradeexecutor.utils.cpu tradeexecutor.utils.crossover tradeexecutor.utils.dataclass tradeexecutor.utils.default_strategies tradeexecutor.utils.format tradeexecutor.utils.fullname tradeexecutor.utils.increasing tradeexecutor.utils.jupyter_notebook_folder tradeexecutor.utils.jupyter_notebook_name tradeexecutor.utils.leverage_calculations tradeexecutor.utils.list tradeexecutor.utils.notebook tradeexecutor.utils.price tradeexecutor.utils.profile tradeexecutor.utils.python_function tradeexecutor.utils.python_module_loader tradeexecutor.utils.ring_buffer_logging_handler tradeexecutor.utils.sort tradeexecutor.utils.summarydataframe tradeexecutor.utils.timer tradeexecutor.utils.timestamp tradeexecutor.utils.token tradeexecutor.utils.typing tradeexecutor.utils.url tradeexecutor.visual tradeexecutor.visual.bullbear tradeexecutor.visual.custom_indicators tradeexecutor.visual.image_output tradeexecutor.visual.qs_wrapper tradeexecutor.visual.technical_indicator tradeexecutor.webhook tradeexecutor.webhook.error tradeexecutor.webhook.events tradeexecutor.webhook.http_log tradingstrategy.binance tradingstrategy.binance.constants tradingstrategy.binance.downloader tradingstrategy.binance.utils tradingstrategy.candle tradingstrategy.chain tradingstrategy.charting tradingstrategy.charting.candle_chart tradingstrategy.client tradingstrategy.direct_feed tradingstrategy.direct_feed.candle_feed tradingstrategy.direct_feed.conversion tradingstrategy.direct_feed.dash tradingstrategy.direct_feed.direct_feed_pair tradingstrategy.direct_feed.ohlcv_aggregate tradingstrategy.direct_feed.store tradingstrategy.direct_feed.synthetic_feed tradingstrategy.direct_feed.timeframe tradingstrategy.direct_feed.trade_feed tradingstrategy.direct_feed.trade_store tradingstrategy.direct_feed.uniswap_v2 tradingstrategy.direct_feed.warn tradingstrategy.exchange tradingstrategy.liquidity tradingstrategy.pair tradingstrategy.priceimpact tradingstrategy.reader tradingstrategy.stablecoin tradingstrategy.testing tradingstrategy.testing.mock_client tradingstrategy.testing.uniswap_v2_mock_client tradingstrategy.timebucket tradingstrategy.token tradingstrategy.trade tradingstrategy.transport tradingstrategy.transport.base tradingstrategy.transport.cache tradingstrategy.transport.data_trigger tradingstrategy.transport.jsonl tradingstrategy.transport.pyodide tradingstrategy.types tradingstrategy.utils tradingstrategy.utils.columnar tradingstrategy.utils.df_index tradingstrategy.utils.format tradingstrategy.utils.forward_fill tradingstrategy.utils.groupeduniverse tradingstrategy.utils.jupyter tradingstrategy.utils.liquidity_filter tradingstrategy.utils.mapper tradingstrategy.utils.schema tradingstrategy.utils.time tradingstrategy.utils.token_filter tradingstrategy.utils.wrangle

mom() (in module pandas_ta.momentum) Momentum Momentum crash Money Flow Index (MFI) move_capital_from_reserves_to_spot_trade() (Portfolio method) Moving average

N

naive_utcfromtimestamp() (in module tradingstrategy.utils.time) naive_utcnow() (in module tradingstrategy.utils.time) name (Exchange attribute) (IndicatorDefinition attribute) (Plot attribute) Native token native_token_price (TradeExecution attribute) natr() (in module pandas_ta.volatility) Netflow new_price (ValuationUpdate attribute) new_trades (TradeDelta attribute) next_balance_update_id (Portfolio attribute) next_position_id (Portfolio attribute)

next_trade_id (Portfolio attribute) NFT Non-custodial nonce (BlockchainTransaction attribute) (SimulatedWallet attribute) normalise_weights() (in module tradeexecutor.strategy.weighting) not_applicable (TimeBucket attribute) Notebook notes (BalanceUpdate attribute) (BlockchainTransaction attribute) (TradeExecution attribute) (TradingPosition attribute) nvi() (in module pandas_ta.volume)

O

obv() (in module pandas_ta.volume) Off-chain offset (Timeframe attribute) ohlc4() (in module pandas_ta.overlap) OHLCV ohlcv (IndicatorSource attribute) OHLCVCandle (class in tradingstrategy.direct_feed.ohlcv_aggregate) old_balance (BalanceUpdate attribute) old_price (ValuationUpdate attribute) old_value (ValuationUpdate attribute) Onchain one_delta_polygon_usdc (TradeRouting attribute) one_off (ExecutionMode attribute) only_stablecoin_pairs (StablecoinFilteringMode attribute) only_volatile_pairs (StablecoinFilteringMode attribute) open (Candle attribute) (TradeFlag attribute) (XYLiquidity attribute) Open interest Open position open_bytes_in_browser() (in module tradeexecutor.visual.image_output) open_new_position() (Portfolio method)

open_plotly_figure_in_browser() (in module tradeexecutor.visual.image_output) open_positions (Portfolio attribute) open_price (IndicatorSource attribute) open_short() (LeverageEstimate static method) open_trade() (TradingPosition method) opened_at (TradeExecution attribute) (TradingPosition attribute) opening_amount (Interest attribute) optimiser (ExecutionContext attribute) Options options (TradingStrategyUniverse attribute) Oracle Order book osmosis (ChainId attribute) other (BlockchainTransaction attribute) output_positions() (in module tradeexecutor.strategy.output) output_trades() (in module tradeexecutor.strategy.output) OutputMode (class in tradeexecutor.utils.notebook) Overfitting overlay (VolumeBarMode attribute) overlay_all_technical_indicators() (in module tradeexecutor.visual.technical_indicator) overwrite_cached_data() (BinanceDownloader method) owner_address (BalanceUpdate attribute)

P

paid_interest (TradeExecution attribute) pair (IndicatorKey attribute) (Loan attribute) (Plot attribute) (Trade attribute) (TradeExecution attribute) (TradingPosition attribute) pair_address (TradingPairDataAvailability attribute) pair_count (Exchange attribute) pair_fee (TradePricing attribute) pair_id (Candle attribute) (DEXPair attribute) (TradingPairDataAvailability attribute) (XYLiquidity attribute) pair_ids (Visualisation attribute) pair_map (PandasPairUniverse attribute) (UniswapV2TradeFeed attribute) pair_slug (DEXPair attribute) PairGroupedUniverse (class in tradingstrategy.utils.groupeduniverse) pairs (Dataset attribute) (LegacyPairUniverse attribute) pancakeswap_busd (TradeRouting attribute) pancakeswap_usdc (TradeRouting attribute) pancakeswap_usdt (TradeRouting attribute) Pandas PandasPairUniverse (class in tradingstrategy.pair) paper_trading (ExecutionMode attribute) parameters (ExecutionContext attribute) (IndicatorDefinition attribute) Parquet ParquetFileStore (class in tradingstrategy.direct_feed.trade_store) partial_take_profit (TradeFlag attribute) Passive strategy patch_dataclasses_json() (in module tradeexecutor.monkeypatch.dataclasses_json) path (TradePricing attribute) path() (in module tradeexecutor.utils.jupyter_notebook_name) pdist() (in module pandas_ta.volatility) pending_positions (Portfolio attribute) pending_since_at (TradingPosition attribute) pending_trades (TradingPosition attribute) percent_return() (in module pandas_ta.performance) perform_duty_cycle() (TradeFeed method) Performance fee Perpetual future pgo() (in module pandas_ta.momentum) Pine Script planned (TradeStatus attribute) planned_collateral_allocation (TradeExecution attribute) planned_collateral_consumption (TradeExecution attribute) planned_loan_update (TradeExecution attribute) planned_max_slippage (TradeExecution attribute) planned_mid_price (TradeExecution attribute) planned_price (TradeExecution attribute) planned_quantity (TradeExecution attribute) planned_reserve (TradeExecution attribute) Plasma Plot (class in tradeexecutor.state.visualisation) plot_indicator() (Visualisation method) plot_shape (Plot attribute) PlotKind (class in tradeexecutor.state.visualisation) PlotLabel (class in tradeexecutor.state.visualisation) plots (Visualisation attribute) PlotShape (class in tradeexecutor.state.visualisation) Poetry points (Plot attribute)

poll_cycles (UpdatedUniverseResult attribute) polygon (ChainId attribute) pool_address (TradingPairIdentifier attribute) Portfolio (class in tradeexecutor.state.portfolio) Portfolio construction portfolio_value_at_creation (TradeExecution attribute) portfolio_value_at_open (TradingPosition attribute) Position position (InterestDistributionEntry attribute) Position sizing position_id (BalanceEventRef attribute) (BalanceUpdate attribute) (TradeExecution attribute) (TradingPosition attribute) position_type (BalanceEventRef attribute) (BalanceUpdate attribute) post_execution_price_structure (TradeExecution attribute) post_logging_discord_image() (in module tradeexecutor.cli.discord) ppo() (in module pandas_ta.momentum) Precompile preflight_check (ExecutionMode attribute) preflight_check() (Client class method) preload_universe() (DefaultTradingStrategyUniverseModel method) (StaticUniverseModel method) (UniverseModel method) prepare_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) prepare_raw_candle_data() (in module tradingstrategy.direct_feed.candle_feed) pretty_print() (TradeExecution method) previous_update_at (BalanceUpdate attribute) price (InterestDistributionEntry attribute) (Trade attribute) (TradePricing attribute) (Trigger attribute) Price impact price_data_delay_tolerance (TradingStrategyUniverse attribute) price_impact (PriceImpact attribute) price_structure (TradeExecution attribute) PriceImpact (class in tradingstrategy.priceimpact) primitive_address (EnzymeAsset attribute) Private strategy Private trading strategy Probabilistic Sharpe ratio process_based (WatchdogMode attribute) profiled() (in module tradeexecutor.utils.profile) Profitability progress_bars (ExecutionContext attribute) Proof-of-stake Protocol Protocol fee protocol_fees_paid (PriceImpact attribute) psar() (in module pandas_ta.trend) psl() (in module pandas_ta.momentum) Public trading strategy purge_all_cached_data() (BinanceDownloader method) purge_cache() (CachedHTTPTransport method) purge_cached_file() (BinanceDownloader method) pvi() (in module pandas_ta.volume) pvo() (in module pandas_ta.momentum) pvol() (in module pandas_ta.volume) pvr() (in module pandas_ta.volume) pvt() (in module pandas_ta.volume) pwma() (in module pandas_ta.overlap) PyArrow PyCharm Python

Q

qqe() (in module pandas_ta.momentum) qstick() (in module pandas_ta.trend) QSTrader Quality Minus Junk (QMJ) Quant Quantitative analysis Quantitative finance quantity (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (InterestDistributionEntry property) (ReservePosition attribute)

Quantstats quickswap_dai (TradeRouting attribute) quickswap_usdc (TradeRouting attribute) quickswap_usdt (TradeRouting attribute) quote (TradingPairIdentifier attribute) Quote token quote_token_address (DEXPair property) quote_token_decimals (DEXPair property) quote_token_symbol (DEXPair attribute)

R

raw_amount (JSONAssetDelta attribute) read_at (TradePricing attribute) read_docker_version() (VersionInfo static method) read_onchain_data() (UniswapV2MockClient static method) read_parquet() (in module tradingstrategy.reader) read_pickle_dangerous() (TradingStrategyUniverse static method) read_version_file() (VersionInfo static method) ready_at (UpdatedUniverseResult attribute) Real yield real_trading (ExecutionMode attribute) Realised profit and loss Realised risk realised_gas_price (BlockchainTransaction attribute) realised_gas_units_consumed (BlockchainTransaction attribute) Rebalance rebalance (TradeType attribute) Rebase token rebase() (SimulatedWallet method) record_cycle_complete() (Uptime method) recording_time (Plot attribute) RecordingTime (class in tradeexecutor.state.visualisation) Recursive looping redact_url_password() (in module tradeexecutor.utils.url) redemption (BalanceUpdateCause attribute) reduce (TradeFlag attribute) reducer_override() (in module tradeexecutor.monkeypatch.cloudpickle_patch) Regime (class in tradeexecutor.analysis.regime) Regime filter RegimeRegion (class in tradeexecutor.analysis.regime) register() (CachedHTTPTransport method) register_worker() (in module tradeexecutor.cli.watchdog) Regularization Reinforced learning Relative strength index (RSI) remove_zero_candles() (in module tradingstrategy.utils.wrangle) removes (XYLiquidity attribute) render_plotly_figure_as_image_file() (in module tradeexecutor.visual.image_output) reorg_detected (TradeDelta attribute) repair (TradeType attribute) repair_entry (TradeStatus attribute) repaired (TradeStatus attribute) repaired_at (TradeExecution attribute) repaired_trade_id (TradeExecution attribute) repay_interest() (Interest method) (Loan method) replace_candles() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) required_history_period (CoreStrategyParameters attribute) (TradingStrategyUniverse attribute) required_option() (in module tradeexecutor.cli.commands.shared_options) resample_candles() (in module tradingstrategy.utils.groupeduniverse)

resample_dataframe() (in module tradingstrategy.utils.groupeduniverse) resample_multi_pair() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) resample_price_series() (in module tradingstrategy.utils.groupeduniverse) resample_rolling() (in module tradingstrategy.utils.groupeduniverse) resample_series() (in module tradingstrategy.utils.groupeduniverse) resample_single_pair() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) resample_trades_into_ohlcv() (in module tradingstrategy.direct_feed.ohlcv_aggregate) ResampledLiquidityUniverse (class in tradingstrategy.liquidity) Reserve currency reserve_assets (StrategyExecutionUniverse attribute) (TradingStrategyUniverse attribute) reserve_currency (TradeExecution attribute) (TradingPosition attribute) reserve_currency_allocated (TradeExecution attribute) reserve_currency_exchange_rate (TradeExecution attribute) reserve_token_price (ReservePosition attribute) ReserveCurrency (class in tradeexecutor.strategy.reserve_currency) ReservePosition (class in tradeexecutor.state.reserve) reserves (Portfolio attribute) reset() (AssetWithTrackedValue method) (Interest method) reset_at (Interest attribute) reset_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) resolve_pairs_based_on_ticker() (in module tradingstrategy.pair) restore() (TradeFeed method) return_capital_to_reserves() (Portfolio method) returns (CurveType attribute) revalue() (AssetWithTrackedValue method) revalue_base_asset() (TradingPosition method) revalue_failures_as_zero (Portfolio attribute) RevalueEvent (class in tradeexecutor.state.revaluation) reverse_token_order (TradingPairIdentifier attribute) revert_reason (BlockchainTransaction attribute) RingBufferHandler (class in tradeexecutor.utils.ring_buffer_logging_handler) Risk of ruin Risk-adjusted return Risk-free rate rma() (in module pandas_ta.overlap) roc() (in module pandas_ta.momentum) round_datetime_down() (in module tradeexecutor.strategy.cycle) round_datetime_up() (in module tradeexecutor.strategy.cycle) round_timestamp_down() (Timeframe method) route (TradeExecution attribute) routing (CoreStrategyParameters attribute) RSI rsi() (in module pandas_ta.momentum) rsx() (in module pandas_ta.momentum) Rug pull rvgi() (in module pandas_ta.momentum) rvi() (in module pandas_ta.volatility) RWA

S

s1 (CycleDuration attribute) Sandwich attack save() (DiskIndicatorStorage method) (ParquetFileStore method) (TradeFeedStore method) save_response() (CachedHTTPTransport method) save_trade_feed() (DirectFeedStore method) SaveHook (class in tradingstrategy.direct_feed.trade_feed) ScoringMethod (class in tradeexecutor.analysis.timemap) Self-custodial sell_count_30d (DEXPair attribute) (Exchange attribute) sell_count_all_time (DEXPair attribute) (Exchange attribute) sell_tax (DEXPair attribute) sell_volume (Candle attribute) sell_volume_30d (DEXPair attribute) (Exchange attribute) sell_volume_all_time (DEXPair attribute) (Exchange attribute) Selling volatility sells (Candle attribute) Sentiment analysis separate (VolumeBarMode attribute) serialise_to_broadcast_format() (TransactionBuilder static method) set_balance() (SimulatedWallet method) set_blockchain_transactions() (TradeExecution method) set_broadcast_information() (BlockchainTransaction method) set_confirmation_information() (BlockchainTransaction method) set_default_chain() (Web3Config method) set_target_information() (BlockchainTransaction method) set_visualised_pairs() (Visualisation method) setup_charting_and_output() (in module tradeexecutor.utils.notebook) setup_custom_log_levels() (in module tradeexecutor.cli.log) setup_decimal_accuracy() (in module tradeexecutor.utils.accuracy) setup_discord_logging() (in module tradeexecutor.cli.log) setup_file_logging() (in module tradeexecutor.cli.log) setup_from_environment() (Web3Config class method) setup_in_memory_logging() (in module tradeexecutor.cli.log) setup_indicator_multiprocessing() (in module tradeexecutor.strategy.pandas_trader.indicator) setup_logging() (in module tradeexecutor.cli.log) setup_logstash_logging() (in module tradeexecutor.cli.log) setup_notebook() (Client class method) setup_notebook_logging() (in module tradeexecutor.cli.log) setup_pytest_logging() (in module tradeexecutor.cli.log) setup_strategy_logging() (in module tradeexecutor.cli.log) Sharpe short_run() (in module pandas_ta.trend) Shorting side (InterestDistributionEntry attribute) (TradePricing attribute) sign_transaction() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) signed_bytes (BlockchainTransaction attribute) signed_tx_object (BlockchainTransaction attribute) simulated (BlockchainTransactionType attribute) simulated_trading (ExecutionMode attribute) SimulatedWallet (class in tradeexecutor.backtest.simulated_wallet) single_pair_cache (PandasPairUniverse attribute) sinwma() (in module pandas_ta.overlap) skew() (in module pandas_ta.statistics) Slippage slippage_tolerance (TradeExecution attribute) slope() (in module pandas_ta.momentum) sma() (in module pandas_ta.overlap) Smart contract smi() (in module pandas_ta.momentum) snap_to_epsilon() (in module tradeexecutor.utils.accuracy) snap_to_next_tick() (in module tradeexecutor.strategy.cycle) snap_to_previous_tick() (in module tradeexecutor.strategy.cycle) solidity_arg_encoder() (in module tradeexecutor.state.blockhain_transaction) sort_by_timestamp() (CandleResult method) (LiquidityResult method) Sortino source (IndicatorDefinition attribute)

split_binance_symbol() (in module tradingstrategy.binance.constants) Spot market Spot-forward basis spot_market_hold (TradingPairKind attribute) spot_market_hold_rebalancing_token (TradingPairKind attribute) squeeze() (in module pandas_ta.momentum) squeeze_pro() (in module pandas_ta.momentum) ssf() (in module pandas_ta.overlap) Stablecoin stablecoin (EnzymeAssetType attribute) StablecoinFilteringMode (class in tradingstrategy.utils.token_filter) stack_trace (BlockchainTransaction attribute) Staking Standard Deviation start (InterestDistributionOperation attribute) start_at (Dataset attribute) (TradingStrategyUniverse property) (UniverseOptions attribute) start_background_watchdog() (in module tradeexecutor.cli.watchdog) start_block (Candle attribute) (TradeDelta attribute) (XYLiquidity attribute) start_ts (TradeDelta attribute) started (TradeStatus attribute) started_at (TradeExecution attribute) starting_reserve (LeverageEstimate attribute) static (OutputMode attribute) StaticUniverseModel (class in tradeexecutor.strategy.universe_model) Statistical arbitrage Statistical modeling status (BlockchainTransaction attribute) stc() (in module pandas_ta.momentum) stdev() (in module pandas_ta.statistics) stoch() (in module pandas_ta.momentum) Stochastic oscillator Stochastic RSI indicator stochrsi() (in module pandas_ta.momentum) Stop loss stop_loss (TradeType attribute) (TradingPosition attribute) stop_loss_time_bucket_override (UniverseOptions attribute) stop_watchdog() (in module tradeexecutor.cli.watchdog) Storj Strategy Strategy age Strategy cycle Strategy decay Strategy developer strategy_cycle_at (TradeExecution property) strategy_cycle_included_at (BalanceEventRef attribute) (BalanceUpdate attribute) strategy_universe (IndicatorDependencyResolver attribute) (IndicatorSource attribute) StrategyCycleTrigger (class in tradeexecutor.strategy.strategy_cycle_trigger) StrategyExecutionUniverse (class in tradeexecutor.strategy.universe_model) StrategyParameters (class in tradeexecutor.strategy.parameters) StrategyTag (class in tradeexecutor.strategy.tag) StrategyType (class in tradeexecutor.strategy.strategy_type) string_to_eth_address() (in module tradingstrategy.utils.format) success (TradeStatus attribute) suicide() (in module tradeexecutor.cli.watchdog) sum_decimal() (in module tradeexecutor.utils.accuracy) supertrend() (in module pandas_ta.overlap) Supervised learning Survivorship bias Sushi Swap Swap fee SwapKind (class in tradingstrategy.direct_feed.uniswap_v2) Swing trading swma() (in module pandas_ta.overlap) symbol (EnzymeAsset attribute) Sync (class in tradeexecutor.state.sync) syncs (XYLiquidity attribute) SyntheticTradeFeed (class in tradingstrategy.direct_feed.synthetic_feed) Systematic trading

T

t3() (in module pandas_ta.overlap) Tactical asset allocation tag (VersionInfo attribute) Take Profit take_profit (TradeType attribute) (TradingPosition attribute) take_profit_full (TriggerType attribute) take_profit_partial (TriggerType attribute) td_seq() (in module pandas_ta.momentum) Technical analysis Technical indicator technical_indicator_detached (PlotKind attribute) technical_indicator_on_price (PlotKind attribute) technical_indicator_overlay_on_detached (PlotKind attribute) tema() (in module pandas_ta.overlap) terminal (JupyterOutputMode attribute) Test set test_trade (TradeFlag attribute) thermo() (in module pandas_ta.volatility) thread_based (WatchdogMode attribute) Time frame Time in Market time_bucket (Dataset attribute) time_waited (UpdatedUniverseResult attribute) TimeBucket (class in tradingstrategy.timebucket) timed_absolute (TriggerCondition attribute) timed_relative_to_open (TriggerCondition attribute) timed_task() (in module tradeexecutor.utils.timer) timed_task_context_manager (ExecutionContext attribute) Timeframe (class in tradingstrategy.direct_feed.timeframe) timestamp (Candle attribute) (ExportedRecord attribute) (Trade attribute) (XYLiquidity attribute) to_dataframe() (Candle class method) (XYLiquidity class method) to_frequency() (TimeBucket method) to_hours() (TimeBucket method) to_human_description() (DEXPair method) to_int_unix_timestamp() (in module tradingstrategy.utils.time) to_pandas_timedelta() (TimeBucket method) to_pyarrow_schema() (Candle class method) (DEXPair class method) (XYLiquidity class method) to_qstrader_dataframe() (Candle class method) to_timebucket() (CycleDuration method) to_timedelta() (CycleDuration method) (TimeBucket method) Token token (AssetType attribute) Token (class in tradingstrategy.token) token (EnzymeAssetType attribute) Token distribution Token tax token0_address (DEXPair attribute) token0_decimals (DEXPair attribute) token0_symbol (DEXPair attribute) token1_address (DEXPair attribute) token1_decimals (DEXPair attribute) token1_symbol (DEXPair attribute) token_in (TradePricing attribute) token_out (TradePricing attribute) token_symbol (AssetIdentifier attribute) Tokenised fund tokens (SimulatedWallet attribute) TokenTuple (class in tradeexecutor.strategy.pandas_trader.token_mapper) tos_stdevall() (in module pandas_ta.statistics) total (AssetInterestData attribute) Total equity Total value locked (TVL) total_borrowed_quantity (LeverageEstimate attribute) total_collateral_quantity (LeverageEstimate attribute) traceback_data (ExportedRecord attribute) tracker (InterestDistributionEntry attribute) Trade (class in tradingstrategy.direct_feed.trade_feed) (class in tradingstrategy.trade) Trade frequency trade_id (TradeExecution attribute) trade_type (TradeExecution attribute) TradeDelta (class in tradingstrategy.direct_feed.trade_feed) TradeExecution (class in tradeexecutor.state.trade) tradeexecutor.analysis module tradeexecutor.analysis.curve module tradeexecutor.analysis.position module tradeexecutor.analysis.regime module tradeexecutor.analysis.slippage module tradeexecutor.analysis.timemap module tradeexecutor.analysis.universe module tradeexecutor.backtest module tradeexecutor.backtest.notebook module tradeexecutor.backtest.simulated_wallet module tradeexecutor.cli module tradeexecutor.cli.commands module tradeexecutor.cli.commands.shared_options module tradeexecutor.cli.discord module tradeexecutor.cli.guard module tradeexecutor.cli.latest_release module tradeexecutor.cli.log module tradeexecutor.cli.version_info module tradeexecutor.cli.watchdog module tradeexecutor.ethereum module tradeexecutor.ethereum.aave_v3 module tradeexecutor.ethereum.aave_v3.analysis module tradeexecutor.ethereum.enzyme module tradeexecutor.ethereum.enzyme.asset module tradeexecutor.ethereum.enzyme.tx module tradeexecutor.ethereum.one_delta module tradeexecutor.ethereum.one_delta.analysis module tradeexecutor.ethereum.revert module tradeexecutor.ethereum.token module tradeexecutor.ethereum.tx module tradeexecutor.ethereum.uniswap_v2 module tradeexecutor.ethereum.uniswap_v3 module tradeexecutor.ethereum.universe module tradeexecutor.ethereum.web3config module tradeexecutor.monkeypatch module tradeexecutor.monkeypatch.cloudpickle_patch module tradeexecutor.monkeypatch.dataclasses_json module tradeexecutor.monkeypatch.web3 module tradeexecutor.state module tradeexecutor.state.balance_update module tradeexecutor.state.blockhain_transaction module tradeexecutor.state.generic_position module tradeexecutor.state.identifier module tradeexecutor.state.interest module tradeexecutor.state.interest_distribution module tradeexecutor.state.loan module tradeexecutor.state.pickle_over_json module tradeexecutor.state.portfolio module tradeexecutor.state.position module tradeexecutor.state.reserve module tradeexecutor.state.revaluation module tradeexecutor.state.sync module tradeexecutor.state.trade module tradeexecutor.state.trigger module tradeexecutor.state.types module tradeexecutor.state.uptime module tradeexecutor.state.valuation module tradeexecutor.state.visualisation module tradeexecutor.strategy module tradeexecutor.strategy.cycle module tradeexecutor.strategy.default_routing_options module tradeexecutor.strategy.dust module tradeexecutor.strategy.engine_version module tradeexecutor.strategy.execution_context module tradeexecutor.strategy.lending_protocol_leverage module tradeexecutor.strategy.output module tradeexecutor.strategy.pandas_trader module tradeexecutor.strategy.pandas_trader.alternative_market_data module tradeexecutor.strategy.pandas_trader.decision_trigger module tradeexecutor.strategy.pandas_trader.indicator module tradeexecutor.strategy.pandas_trader.token_mapper module tradeexecutor.strategy.parameters module tradeexecutor.strategy.qstrader module tradeexecutor.strategy.reserve_currency module tradeexecutor.strategy.strategy_cycle_trigger module tradeexecutor.strategy.strategy_type module tradeexecutor.strategy.tag module tradeexecutor.strategy.trade_pricing module tradeexecutor.strategy.trading_strategy_universe module tradeexecutor.strategy.universe_model module tradeexecutor.strategy.weighting module tradeexecutor.testing module tradeexecutor.testing.pytest_helpers module tradeexecutor.testing.synthetic_ethereum_data module tradeexecutor.testing.synthetic_price_data module tradeexecutor.testing.synthetic_universe_data module tradeexecutor.utils module

tradeexecutor.utils.accuracy module tradeexecutor.utils.binance module tradeexecutor.utils.blockchain module tradeexecutor.utils.cpu module tradeexecutor.utils.crossover module tradeexecutor.utils.dataclass module tradeexecutor.utils.default_strategies module tradeexecutor.utils.format module tradeexecutor.utils.fullname module tradeexecutor.utils.increasing module tradeexecutor.utils.jupyter_notebook_folder module tradeexecutor.utils.jupyter_notebook_name module tradeexecutor.utils.leverage_calculations module tradeexecutor.utils.list module tradeexecutor.utils.notebook module tradeexecutor.utils.price module tradeexecutor.utils.profile module tradeexecutor.utils.python_function module tradeexecutor.utils.python_module_loader module tradeexecutor.utils.ring_buffer_logging_handler module tradeexecutor.utils.sort module tradeexecutor.utils.summarydataframe module tradeexecutor.utils.timer module tradeexecutor.utils.timestamp module tradeexecutor.utils.token module tradeexecutor.utils.typing module tradeexecutor.utils.url module tradeexecutor.visual module tradeexecutor.visual.bullbear module tradeexecutor.visual.custom_indicators module tradeexecutor.visual.image_output module tradeexecutor.visual.qs_wrapper module tradeexecutor.visual.technical_indicator module tradeexecutor.webhook module tradeexecutor.webhook.error module tradeexecutor.webhook.events module tradeexecutor.webhook.http_log module TradeFeed (class in tradingstrategy.direct_feed.trade_feed) TradeFeedStore (class in tradingstrategy.direct_feed.trade_store) TradeFlag (class in tradeexecutor.state.trade) TradePricing (class in tradeexecutor.strategy.trade_pricing) trader_joe_usdc (TradeRouting attribute) trader_joe_usdt (TradeRouting attribute) TradeRouting (class in tradeexecutor.strategy.default_routing_options) trades (Candle property) (TradeDelta attribute) (TradingPosition attribute) Trades last week TradeStatus (class in tradeexecutor.state.trade) TradeType (class in tradeexecutor.state.trade) Trading algorithm Trading pair Trading signal Trading strategy Trading Strategy client Trading Strategy Framework Trading Strategy Protocol Trading universe trading_pair_data_availability (StrategyCycleTrigger attribute) TradingPairDataAvailability (class in tradingstrategy.candle) TradingPairIdentifier (class in tradeexecutor.state.identifier) TradingPairKind (class in tradeexecutor.state.identifier) TradingPosition (class in tradeexecutor.state.position) tradingstrategy.binance module tradingstrategy.binance.constants module tradingstrategy.binance.downloader module tradingstrategy.binance.utils module tradingstrategy.candle module tradingstrategy.chain module tradingstrategy.charting module tradingstrategy.charting.candle_chart module tradingstrategy.client module tradingstrategy.direct_feed module tradingstrategy.direct_feed.candle_feed module tradingstrategy.direct_feed.conversion module tradingstrategy.direct_feed.dash module tradingstrategy.direct_feed.direct_feed_pair module tradingstrategy.direct_feed.ohlcv_aggregate module tradingstrategy.direct_feed.store module tradingstrategy.direct_feed.synthetic_feed module tradingstrategy.direct_feed.timeframe module tradingstrategy.direct_feed.trade_feed module tradingstrategy.direct_feed.trade_store module tradingstrategy.direct_feed.uniswap_v2 module tradingstrategy.direct_feed.warn module tradingstrategy.exchange module tradingstrategy.liquidity module tradingstrategy.pair module tradingstrategy.priceimpact module tradingstrategy.reader module tradingstrategy.stablecoin module tradingstrategy.testing module tradingstrategy.testing.mock_client module tradingstrategy.testing.uniswap_v2_mock_client module tradingstrategy.timebucket module tradingstrategy.token module tradingstrategy.trade module tradingstrategy.transport module tradingstrategy.transport.base module tradingstrategy.transport.cache module tradingstrategy.transport.data_trigger module tradingstrategy.transport.jsonl module tradingstrategy.transport.pyodide module tradingstrategy.types module tradingstrategy.utils module tradingstrategy.utils.columnar module tradingstrategy.utils.df_index module tradingstrategy.utils.format module tradingstrategy.utils.forward_fill module tradingstrategy.utils.groupeduniverse module tradingstrategy.utils.jupyter module tradingstrategy.utils.liquidity_filter module tradingstrategy.utils.mapper module tradingstrategy.utils.schema module tradingstrategy.utils.time module tradingstrategy.utils.token_filter module tradingstrategy.utils.wrangle module TradingStrategyUniverse (class in tradeexecutor.strategy.trading_strategy_universe) TradingStrategyUniverseModel (class in tradeexecutor.strategy.trading_strategy_universe) TradingView Traditional finance Trailing stop loss trailing_stop_loss_pct (TradingPosition attribute) Training set Transaction cost transaction_args (BlockchainTransaction attribute) TransactionBuilder (class in tradeexecutor.ethereum.tx) transfer_tax (DEXPair attribute) translate_credit_reserve() (in module tradeexecutor.strategy.trading_strategy_universe) translate_token() (in module tradeexecutor.strategy.trading_strategy_universe) translate_token_details() (in module tradeexecutor.ethereum.token) translate_trading_pair() (in module tradeexecutor.strategy.trading_strategy_universe) Treasury (class in tradeexecutor.state.sync) Trend Trend analysis Trend-following Trigger (class in tradeexecutor.state.trigger) trigger_updates (TradingPosition attribute) TriggerCondition (class in tradeexecutor.state.trigger) triggered (TradeFlag attribute) triggered_at (Trigger attribute) triggering_at (Trigger attribute) triggering_at_delta (Trigger attribute) TriggerPriceUpdate (class in tradeexecutor.state.position) triggers (TradeExecution attribute) TriggerType (class in tradeexecutor.state.trigger) trima() (in module pandas_ta.overlap) trix() (in module pandas_ta.momentum) true_range() (in module pandas_ta.volatility) truncate_ohlcv() (in module tradingstrategy.direct_feed.ohlcv_aggregate) truncate_reorganised_data() (TradeFeed method) tsi() (in module pandas_ta.momentum) tsignals() (in module pandas_ta.trend) ttm_trend() (in module pandas_ta.trend) Turnover TWAP tx_hash (BalanceUpdate attribute) (BlockchainTransaction attribute) (Deployment attribute) (Trade attribute) type (AssetIdentifier attribute) (BlockchainTransaction attribute) (Trigger attribute)

U

ui() (in module pandas_ta.volatility) Ulcer Index underlying (AssetIdentifier attribute) underlying_spot_pair (TradingPairIdentifier attribute) unfrozen_at (TradingPosition attribute) unique_sort() (in module tradeexecutor.utils.sort) Uniswap uniswap_v2 (ExchangeType attribute), [1] uniswap_v2_dai (TradeRouting attribute) uniswap_v2_incompatible (ExchangeType attribute) uniswap_v2_usdc (TradeRouting attribute) uniswap_v2_usdt (TradeRouting attribute) uniswap_v3 (ExchangeType attribute), [1] uniswap_v3_busd (TradeRouting attribute) uniswap_v3_dai (TradeRouting attribute) uniswap_v3_usdc (TradeRouting attribute) uniswap_v3_usdc_arbitrum_bridged (TradeRouting attribute) uniswap_v3_usdc_arbitrum_native (TradeRouting attribute) uniswap_v3_usdc_poly (TradeRouting attribute) uniswap_v3_usdt (TradeRouting attribute) uniswap_v3_usdt_arbitrum (TradeRouting attribute) uniswap_v3_usdt_poly (TradeRouting attribute) UniswapV2MockClient (class in tradingstrategy.testing.uniswap_v2_mock_client) UniswapV2TradeFeed (class in tradingstrategy.direct_feed.uniswap_v2) unit_testing (ExecutionMode attribute) (StrategyTag attribute) unit_testing_trading (ExecutionMode attribute) universe (TradingStrategyUniverse property) universe_key (IndicatorResult attribute) UniverseModel (class in tradeexecutor.strategy.universe_model) UniverseOptions (class in tradeexecutor.strategy.universe_model)

unknown (ChainId attribute) (CycleDuration attribute) (JupyterOutputMode attribute) unmappable() (in module tradingstrategy.utils.schema) Unrealised profit and loss Unrealised risk Unsupervised learning uo() (in module pandas_ta.momentum) Up Minus Down (UMD) update_balance() (SimulatedWallet method) update_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) update_cycle() (TradeFeed method) update_reserves() (Portfolio method) update_short_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) update_token_info() (SimulatedWallet method) update_universe() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) update_value() (ReservePosition method) updated_universe (UpdatedUniverseResult attribute) UpdatedUniverseResult (class in tradeexecutor.strategy.pandas_trader.decision_trigger) Uptime (class in tradeexecutor.state.uptime) US Treasury note us_dollar (CurrencyConversion attribute) usd_value (BalanceEventRef attribute) (BalanceUpdate attribute) USDC usdc (ReserveCurrency attribute) usdc_e (ReserveCurrency attribute) USDF usdt (ReserveCurrency attribute) user_supplied_routing_model (TradeRouting attribute) UTCFriendlyDataClassJsonMixin (class in tradeexecutor.utils.dataclass)

V

validate() (TradingStrategyUniverse method) validate_backtest() (StrategyParameters method) validate_function_kwargs() (in module tradeexecutor.strategy.pandas_trader.indicator) validate_latest_candles() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) validate_ohclv_dataframe() (in module tradingstrategy.charting.candle_chart) validate_plot_info() (in module tradingstrategy.charting.candle_chart) valuation_updates (TradingPosition attribute) ValuationUpdate (class in tradeexecutor.state.valuation) Value (class in tradeexecutor.utils.summarydataframe) Value factor valued_at (ValuationUpdate attribute) Variance variance() (in module pandas_ta.statistics) Vault vault (EnzymeTransactionBuilder property) vault_token_name (Deployment attribute) vault_token_symbol (Deployment attribute) Velvet Capital verify_balances() (SimulatedWallet method) VersionInfo (class in tradeexecutor.cli.version_info)

vhf() (in module pandas_ta.trend) vidya() (in module pandas_ta.overlap) Visual Studio Code Visualisation (class in tradeexecutor.state.visualisation) visualise_market_regime_filter() (in module tradeexecutor.visual.bullbear) visualise_ohlcv() (in module tradingstrategy.charting.candle_chart) visualise_raw_market_regime_indicator() (in module tradeexecutor.visual.bullbear) visualise_technical_indicator() (in module tradeexecutor.visual.technical_indicator) visualise_weekly_time_heatmap() (in module tradeexecutor.analysis.timemap) Volatility Volatility basket Volatility-Based Position Sizing Volume volume (Candle attribute) volume_30d (DEXPair property) VolumeBarMode (class in tradingstrategy.charting.candle_chart) vortex() (in module pandas_ta.trend) vp() (in module pandas_ta.volume) vwap() (in module pandas_ta.overlap) vwma() (in module pandas_ta.overlap)

W

wait_for_data() (in module tradingstrategy.transport.data_trigger) wait_for_universe_data_availability_jsonl() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) wait_other_writers() (in module tradingstrategy.transport.cache) Walk-forward analysis Wallet WalletConnect warm_up_indicator_cache() (in module tradeexecutor.strategy.pandas_trader.indicator) WatchdogMode (class in tradeexecutor.cli.watchdog) wcp() (in module pandas_ta.overlap) Web3 Web3Config (class in tradeexecutor.ethereum.web3config) weight (InterestDistributionEntry attribute)

Weight allocation weight_by_1_slash_n() (in module tradeexecutor.strategy.weighting) weight_by_1_slash_signal() (in module tradeexecutor.strategy.weighting) weight_equal() (in module tradeexecutor.strategy.weighting) weight_passthrouh() (in module tradeexecutor.strategy.weighting) willr() (in module pandas_ta.momentum) wma() (in module pandas_ta.overlap) wrap_nones() (in module tradeexecutor.strategy.pandas_trader.indicator) Wrapped token wrapped_args (BlockchainTransaction attribute) wrapped_function_selector (BlockchainTransaction attribute) write_pickle() (TradingStrategyUniverse method)

X

xsignals() (in module pandas_ta.trend)

XY liquidity model XYLiquidity (class in tradingstrategy.liquidity)

Y

Yield farming

Z

ZKsync zlma() (in module pandas_ta.overlap)

zscore() (in module pandas_ta.statistics) zstd