Index

_

__call__() (AlphaModel method) (BacktestSyncer method) (BacktestValuationModel method) (CashBufferedOrderSizer method) (CreateTradingUniverseProtocol method) (DecideTradesProtocol method) (DecideTradesProtocol2 method) (DummyWalletSyncer method) (EthereumPoolRevaluator method) (GridSearchWorker method) (PortfolioConstructionModel method) (SaveHook method) (StrategyFactory method) (TimelineStyler method) (UniswapV2PoolRevaluator method) (UniswapV2PoolValuationMethodV0 method) (UniswapV3PoolRevaluator method) (ValuationModel method) (ValuationModelFactory method) __init__() (Accounting method), [1] (AccountingBalanceCheck method), [1] (AccountingCorrectionCause method) (AdvancedMetricsMode method) (AlphaModel method), [1], [2] (ApprovalModel method) (ApprovalType method) (AssetIdentifier method), [1] (AssetManagementMode method) (AssetType method), [1] (AssetWithTrackedValue method), [1] (BacktestData method), [1] (BacktestExecutionModel method), [1] (BacktestReporter method), [1] (BacktestRoutingIgnoredModel method), [1] (BacktestRoutingModel method), [1] (BacktestRoutingState method), [1] (BacktestSetup method), [1] (BacktestSimplePricingModel method), [1] (BacktestSyncer method), [1] (BacktestSyncModel method), [1] (BacktestTrader method), [1] (BacktestValuationModel method), [1] (BalanceEventRef method), [1] (BalanceUpdate method), [1] (BalanceUpdateCause method) (BalanceUpdatePositionType method) (BaseClient method) (BaseTransport method) (BlockchainTransaction method), [1] (BlockchainTransactionType method) (CachedHTTPTransport method), [1] (Candle method), [1] (CandleFeed method), [1] (CandleResult method), [1] (CashBufferedOrderSizer method), [1] (ChainId method) (CLIApprovalModel method) (Client method), [1] (CreateTradingUniverseProtocol method), [1] (CurrencyConversion method) (CycleDuration method) (DataRangeMode method) (Dataset method), [1] (DecideTradesProtocol method), [1] (DecideTradesProtocol2 method), [1] (DefaultTradingStrategyUniverseModel method), [1] (Deployment method), [1] (DEXPair method), [1] (DirectFeedStore method), [1] (DummyExecutionModel method), [1] (DummySyncModel method), [1] (DummyWalletSyncer method), [1] (EnvVarDescription method), [1] (EnzymeAsset method), [1] (EnzymeAssetType method) (EnzymeSmartContracts method) (EnzymeTransactionBuilder method), [1] (EnzymeVaultSyncModel method), [1] (EthereumAddress method) (EthereumExecutionModel method), [1] (EthereumPoolRevaluator method), [1] (EthereumPricingModel method), [1] (EthereumRoutingModel method), [1] (EthereumRoutingState method), [1] (EthereumTrader method), [1] (ExceptionData method) (Exchange method), [1] (ExchangeType method) (ExchangeUniverse method), [1] (ExecutionContext method), [1] (ExecutionLoop method), [1] (ExecutionMode method) (ExecutionModel method) (ExecutionTestHook method) (ExportedRecord method) (FinalPositionStatistics method), [1] (Format method) (FundFlowEvent method), [1] (GenericPosition method) (GridCombination method), [1] (GridParameter method), [1] (GridSearchResult method), [1] (GridSearchWorker method), [1] (GroupedCandleUniverse method) (GroupedLiquidityUniverse method), [1] (HistoricalXYPriceImpactCalculator method), [1] (HotWalletSyncModel method), [1] (HotWalletTransactionBuilder method), [1] (Interest method), [1] (JSONAssetDelta method), [1] (JSONFileStore method), [1] (JupyterOutputMode method) (KeyMetric method), [1] (KeyMetricCalculationMethod method) (KeyMetricKind method) (KeyMetricSource method) (LatestStateVisualisation method), [1] (LegacyPairUniverse method), [1] (LiquidityResult method), [1] (LiquiditySampleMeasure method) (Loan method), [1] (Metadata method), [1] (MockClient method) (NoneStore method), [1] (OHLCVCandle method), [1] (OnChainBalance method), [1] (OnChainData method), [1] (OutputMode method) (PairGroupedUniverse method), [1] (PairSubplotInfo method), [1] (PairUniverseTestTrader method), [1] (PandasPairUniverse method), [1] (PandasTraderRunner method), [1] (ParquetFileStore method), [1] (Plot method), [1] (PlotKind method) (PlotShape method) (Portfolio method), [1] (PortfolioConstructionModel method), [1] (PortfolioStatistics method), [1] (PositionManager method), [1] (PositionStatistics method), [1] (PriceImpact method), [1] (PricingModel method) (QSTraderRunner method), [1] (RecordingTime method) (RepairResult method), [1] (ResampledLiquidityUniverse method), [1] (ReserveCurrency method) (ReservePosition method), [1] (ReserveUpdateEvent method), [1] (RevalueEvent method) (RingBufferHandler method), [1] (Root method) (RoutingData method) (RoutingModel method), [1] (RoutingState method), [1] (RoutingStateDetails method) (RunState method), [1] (SaveHook method), [1] (SimulatedTestTrader method), [1] (SimulatedWallet method), [1] (StablecoinFilteringMode method) (State method), [1] (StateStore method) (StateStoreModel method) (StaticUniverseModel method), [1] (Statistics method), [1] (StrategyCycleTrigger method) (StrategyExecutionDescription method), [1] (StrategyExecutionUniverse method), [1] (StrategyFactory method), [1] (StrategyModuleInformation method), [1] (StrategyRunner method), [1] (StrategySummary method), [1] (StrategySummaryStatistics method), [1] (StrategyType method) (SwapKind method) (Sync method), [1] (SyncModel method) (SyntheticTradeFeed method), [1] (TimeBucket method) (Timeframe method), [1] (TimelineRowStylingMode method) (TimelineStyler method), [1] (TimeWindow method) (Token method), [1] (Trade method), [1] (TradeAnalysis method), [1] (TradeDelta method), [1] (TradeExecution method), [1] (TradeFeed method), [1] (TradeFeedStore method) (TradePricing method), [1] (TradeRouting method) (TradeStatus method) (TradeSummary method), [1] (TradeType method) (TradingPairDataAvailability method) (TradingPairIdentifier method), [1] (TradingPairKind method) (TradingPairSignal method), [1] (TradingPosition method), [1] (TradingStrategyUniverse method), [1] (TradingStrategyUniverseModel method), [1] (TransactionBuilder method), [1] (Treasury method), [1] (TriggerPriceUpdate method), [1] (UncheckedApprovalModel method) (UniswapV2ExecutionModel method), [1] (UniswapV2ExecutionModelVersion0 method), [1] (UniswapV2LivePricing method), [1] (UniswapV2MockClient method), [1] (UniswapV2PoolRevaluator method), [1] (UniswapV2PoolValuationMethodV0 method), [1] (UniswapV2RoutingInstructions method), [1] (UniswapV2RoutingState method), [1] (UniswapV2SimpleRoutingModel method), [1] (UniswapV2TestTrader method), [1] (UniswapV2TradeFeed method), [1] (UniswapV3ExecutionModel method), [1] (UniswapV3LivePricing method), [1] (UniswapV3PoolRevaluator method), [1] (UniswapV3RoutingState method), [1] (UniswapV3SimpleRoutingModel method), [1] (UniswapV3TestTrader method), [1] (UnitTestTrader method), [1] (UniverseModel method) (UniverseOptions method), [1] (UpdatedUniverseResult method), [1] (Uptime method), [1] (UTCFriendlyDataClassJsonMixin method) (ValuationModel method), [1] (ValuationModelFactory method), [1] (Value method), [1] (VersionInfo method), [1] (Visualisation method), [1] (VolumeBarMode method) (WatchdogMode method) (Web3Config method), [1] (WebChart method), [1] (WebChartSource method) (WebChartType method) (WebhookServer method) (XYLiquidity method), [1]

A

Aave aberration() (in module pandas_ta.volatility) accbands() (in module pandas_ta.volatility) Accounting (class in tradeexecutor.state.sync) accounting_correction (TradeType attribute) AccountingBalanceCheck (class in tradeexecutor.strategy.account_correction) AccountingCorrectionCause (class in tradeexecutor.strategy.account_correction) Active strategy active_pair_count (Exchange attribute) ad() (in module pandas_ta.volume) 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_message() (Visualisation method) add_notes_message() (TradingPosition method) add_positions_stats() (Statistics method) add_trades() (TradeFeed method) add_volume (XYLiquidity attribute) address (AssetIdentifier attribute) (Deployment attribute) (DEXPair attribute) (Exchange attribute) (Token attribute) adds (XYLiquidity attribute) adjust_position() (PositionManager method) adjust_reserves() (Portfolio method) adjust_spend() (EthereumRoutingState method) adosc() (in module pandas_ta.volume) AdvancedMetricsMode (class in tradeexecutor.analysis.advanced_metrics) adx() (in module pandas_ta.trend) Aggregate return Airdrop Algorithmic trading allocate_balance_update_id() (Portfolio method) allowed_intermediary_pairs (RoutingData attribute) alma() (in module pandas_ta.overlap) Alpha generation platform Alpha model Alpha signal alpha_model (StrategyType attribute) AlphaModel (class in tradeexecutor.strategy.alpha_model) (class in tradeexecutor.strategy.qstrader.alpha_model) Alternative data amat() (in module pandas_ta.trend) AMM amount (Trade attribute) analyse_alpha_model_weights() (in module tradeexecutor.analysis.alpha_model_analyser) analyse_combination() (in module tradeexecutor.analysis.grid_search) analyse_grid_search_result() (in module tradeexecutor.analysis.grid_search) analyse_multipair() (in module tradeexecutor.analysis.multipair)

analyse_pair_trades() (in module tradeexecutor.analysis.multipair) analyse_trade_by_receipt() (EthereumExecutionModel method) (UniswapV2ExecutionModel method) (UniswapV3ExecutionModel method) analyse_trading_fees() (in module tradeexecutor.analysis.fee_analyser) anvil (ChainId attribute) ao() (in module pandas_ta.momentum) aobv() (in module pandas_ta.volume) API key apo() (in module pandas_ta.momentum) App Chain append_to_columnar_work_buffer() (in module tradingstrategy.utils.schema) apply_accounting_correction() (in module tradeexecutor.strategy.account_correction) apply_delta() (CandleFeed method) apply_sync_events() (in module tradeexecutor.testing.dummy_wallet) ApprovalModel (class in tradeexecutor.strategy.approval) ApprovalType (class in tradeexecutor.strategy.approval) approve_infinity() (in module tradeexecutor.ethereum.execution) approve_tokens() (in module tradeexecutor.ethereum.execution) arbitrum (ChainId attribute) args (BlockchainTransaction attribute) aroon() (in module pandas_ta.trend) Arrow as_bars() (in module tradeexecutor.utils.summarydataframe) as_dict() (GridCombination method) 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 (AccountingBalanceCheck attribute) (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (JSONAssetDelta attribute) (ReservePosition attribute) asset_blacklist (State attribute) asset_deltas (BlockchainTransaction attribute) asset_management_mode (OnChainData attribute) AssetIdentifier (class in tradeexecutor.state.identifier) AssetManagementMode (class in tradeexecutor.strategy.execution_model) AssetType (class in tradeexecutor.state.identifier) AssetWithTrackedValue (class in tradeexecutor.state.identifier) assign_weights() (AlphaModel method) atr() (in module pandas_ta.volatility) Auto-compounding Automated trading strategy Autonomous agent available_liquidity (PriceImpact attribute) Avalanche avalanche (ChainId attribute) avg (Candle attribute) avg() (in module tradeexecutor.analysis.trade_analyser) avg_timedelta() (in module tradeexecutor.analysis.trade_analyser)

B

backfill_buffer() (TradeFeed method) Backtest backtest (AssetManagementMode attribute) backtest() (in module tradeexecutor.cli.commands.backtest) backtest_available (StrategySummary attribute) backtest_data (State attribute) backtest_end (StrategyModuleInformation attribute) backtest_html (Metadata attribute) backtest_metrics_cut_off_period (StrategySummaryStatistics attribute) backtest_notebook (Metadata attribute) backtest_pricing_factory() (in module tradeexecutor.backtest.backtest_pricing) backtest_start (StrategyModuleInformation attribute) backtest_static_universe_strategy_factory() (BacktestSetup method) backtest_stop_loss_candles (Dataset attribute) (TradingStrategyUniverse attribute) backtest_stop_loss_time_bucket (Dataset attribute) (TradingStrategyUniverse attribute) backtest_valuation_factory() (in module tradeexecutor.backtest.backtest_valuation) BacktestData (class in tradeexecutor.state.state) backtested_state (Metadata attribute) BacktestExecutionModel (class in tradeexecutor.backtest.backtest_execution) backtesting (ExecutionMode attribute) BacktestReporter (class in tradeexecutor.backtest.report) BacktestRoutingIgnoredModel (class in tradeexecutor.backtest.backtest_routing) BacktestRoutingModel (class in tradeexecutor.backtest.backtest_routing) BacktestRoutingState (class in tradeexecutor.backtest.backtest_routing) BacktestSetup (class in tradeexecutor.backtest.backtest_runner) BacktestSimplePricingModel (class in tradeexecutor.backtest.backtest_pricing) BacktestSyncer (class in tradeexecutor.backtest.legacy_backtest_sync) BacktestSyncModel (class in tradeexecutor.backtest.backtest_sync) BacktestTrader (class in tradeexecutor.testing.backtest_trader) BacktestValuationModel (class in tradeexecutor.backtest.backtest_valuation) Backtrader badges (Metadata attribute) (StrategySummary attribute) 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) BalanceUpdate (class in tradeexecutor.state.balance_update) BalanceUpdateCause (class in tradeexecutor.state.balance_update) BalanceUpdatePositionType (class in tradeexecutor.state.balance_update) base (TradingPairIdentifier attribute) 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) basic (AdvancedMetricsMode attribute) bbands() (in module pandas_ta.volatility) Bear market Best trading algorithm

bias() (in module pandas_ta.momentum) binance (ChainId attribute) blacklist_asset() (State method) 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) Blockchain snapshot blockchain_transactions (TradeExecution attribute) BlockchainTransaction (class in tradeexecutor.state.blockhain_transaction) BlockchainTransactionType (class in tradeexecutor.state.blockhain_transaction) BNB Chain Bollinger bands Bonding curve bootstrap_strategy() (in module tradeexecutor.strategy.bootstrap) bop() (in module pandas_ta.momentum) borrowed (AssetType attribute) (Loan attribute) borrowed_interest (Loan attribute) brar() (in module pandas_ta.momentum) broadcast() (in module tradeexecutor.ethereum.execution) (TransactionBuilder method) broadcast_and_resolve() (EthereumExecutionModel method) (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) broadcast_and_wait_transactions_to_complete() (TransactionBuilder static method) broadcast_trades() (UniswapV2TestTrader method) broadcasted (TradeStatus attribute) broadcasted_at (BlockchainTransaction attribute) (TradeExecution attribute) broken (EnzymeAssetType attribute) bsc (ChainId attribute) Bucket build_index() (PandasPairUniverse method) build_trade_analysis() (in module tradeexecutor.analysis.trade_analyser) Bull market busd (ReserveCurrency attribute) buy() (EthereumTrader method) (PairUniverseTestTrader method) (SimulatedTestTrader method) (UniswapV2TestTrader method) (UniswapV3TestTrader method) 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 (GridSearchResult attribute) CachedHTTPTransport (class in tradingstrategy.transport.cache) calculate_account_corrections() (in module tradeexecutor.strategy.account_correction) calculate_accrued_interest() (BacktestSyncModel method) calculate_accrued_interest_quantity() (TradingPosition method) calculate_advanced_metrics() (in module tradeexecutor.analysis.advanced_metrics) calculate_aggregate_returns() (in module tradeexecutor.visual.equity_curve) calculate_asset_deltas() (TradeExecution method) calculate_collateral_for_target_leverage() (Loan method) calculate_collateral_for_target_ltv() (Loan method) calculate_compounding_realised_trading_profitability() (in module tradeexecutor.visual.equity_curve) calculate_cumulative_return() (in module tradeexecutor.visual.equity_curve) calculate_daily_returns() (in module tradeexecutor.visual.equity_curve) calculate_deposit_adjusted_returns() (in module tradeexecutor.visual.equity_curve) calculate_equity_curve() (in module tradeexecutor.visual.equity_curve) calculate_investment_flow() (in module tradeexecutor.visual.equity_curve) calculate_naive_profitability() (in module tradeexecutor.state.statistics) 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_realised_profitability() (in module tradeexecutor.visual.equity_curve) calculate_reserve_price_in_quote_token_decimal() (in module tradingstrategy.direct_feed.uniswap_v2) calculate_returns() (in module tradeexecutor.visual.equity_curve) calculate_size_relative_realised_trading_returns() (in module tradeexecutor.visual.equity_curve) calculate_sizes_for_leverage() (in module tradeexecutor.state.loan) calculate_summary_statistics() (TradeAnalysis method) calculate_target_positions() (AlphaModel method) calculate_value_using_price() (TradingPosition method) calculate_weight_diffs() (AlphaModel method) calculated_at (FinalPositionStatistics attribute) (PortfolioStatistics attribute) (PositionStatistics attribute) (StrategySummaryStatistics attribute) calculation_method (KeyMetric attribute) calculation_window_end_at (KeyMetric attribute) calculation_window_start_at (KeyMetric attribute) calculations (Visualisation attribute) can_be_closed() (TradingPosition method) Candle (class in tradingstrategy.candle) CandleFeed (class in tradingstrategy.direct_feed.candle_feed) CandleResult (class in tradingstrategy.candle) candles (CandleResult attribute) (Dataset attribute) Carried interest CashBufferedOrderSizer (class in tradeexecutor.strategy.qstrader.order_sizer) cause (BalanceEventRef attribute) (BalanceUpdate attribute) cci() (in module pandas_ta.momentum) 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) 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) (EthereumExecutionModel property) (Exchange attribute) (OnChainData attribute) (StrategyExecutionDescription attribute) (StrategyModuleInformation attribute) (TradingPairDataAvailability attribute) (TradingPairIdentifier property) (UniswapV2ExecutionModelVersion0 property) chain_slug (Exchange attribute) ChainId (class in tradingstrategy.chain) change_quantity_and_value() (AssetWithTrackedValue method) check_accounts() (in module tradeexecutor.cli.commands.check_accounts) (in module tradeexecutor.strategy.account_correction) (StrategyRunner 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_has_enough_tokens() (EthereumRoutingState method) check_health() (Loan method) check_hung_workers() (in module tradeexecutor.cli.watchdog) check_if_clean() (State method) check_normalised_weights() (in module tradeexecutor.strategy.weighting) check_ownership() (EnzymeVaultSyncModel method) check_position_triggers() (ExecutionLoop method) (in module tradeexecutor.strategy.stop_loss) (StrategyRunner method) check_reorganisations_and_purge() (TradeFeed method) check_universe() (in module tradeexecutor.cli.commands.check_universe) check_wallet() (in module tradeexecutor.cli.commands.check_wallet) checksum_address (AssetIdentifier property) choose_single_chain() (Web3Config method) chop() (in module pandas_ta.trend) cksp() (in module pandas_ta.trend) claim_interest() (Loan method) claimed_interest (TradeExecution attribute) classify_by_symbol() (EnzymeAssetType static method) clean_revert_reason_message() (in module tradeexecutor.ethereum.revert) clear() (DirectFeedStore method) clear_cache() (PairGroupedUniverse method) clear_caches() (Client method) CLIApprovalModel (class in tradeexecutor.cli.approval) Client (class in tradingstrategy.client) clip_to_normalised() (in module tradeexecutor.strategy.weighting) CLMM Clone clone() (Loan method) (TradingStrategyUniverse method) close (Candle attribute) (XYLiquidity attribute) close() (CachedHTTPTransport method) (Client method) (Web3Config method) close_all() (in module tradeexecutor.cli.close_all) (in module tradeexecutor.cli.commands.close_all) (PositionManager method) close_credit_supply_position() (PositionManager method) close_position() (PositionManager method) close_position_weight_epsilon (AlphaModel attribute) close_spot_position() (PositionManager method) closed_at (TradingPosition attribute) closed_positions (Portfolio attribute) (Statistics attribute) closing (TradeExecution attribute) cmf() (in module pandas_ta.volume) cmo() (in module pandas_ta.momentum) collateral (AssetType attribute) (Loan attribute) collateral_interest (Loan attribute) collect_post_execution_data() (StrategyRunner method) colour (Plot attribute) colour_timelime_row_simple() (TimelineStyler method) combination (GridSearchResult attribute) commit_hash (VersionInfo attribute) commit_message (VersionInfo attribute) completed_cycle (RunState attribute) Compound compounding_realised_profitability (WebChartType attribute) comptroller (EnzymeSmartContracts attribute) confirm_approvals() (in module tradeexecutor.ethereum.execution) confirm_trades() (ApprovalModel method) (CLIApprovalModel method) (UncheckedApprovalModel method)

connections (Web3Config attribute) console() (in module tradeexecutor.cli.commands.console) construct_event_timeline() (in module tradeexecutor.analysis.alpha_model_analyser) construct_identifier_from_pair() (in module tradeexecutor.cli.commands.perform_test_trade) 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) contract_address (BlockchainTransaction attribute) convert_address_dict_to_lower() (RoutingModel static method) 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) correct_accounts() (in module tradeexecutor.cli.commands.correct_accounts) (in module tradeexecutor.strategy.account_correction) correct_open_position_balance() (Portfolio method) correction (BalanceUpdateCause attribute) cost_of_gas (TradeExecution attribute) cost_of_trade (PriceImpact attribute) crashed_at (RunState attribute) (StrategySummary attribute) create() (BacktestTrader method) (JSONFileStore method) (NoneStore method) (ParquetFileStore method) (StateStore method) (TradeFeedStore method) (UnitTestTrader method) create_alpha_model_timeline_all_assets() (in module tradeexecutor.analysis.alpha_model_analyser) create_approval_model() (in module tradeexecutor.cli.bootstrap) create_client() (in module tradeexecutor.cli.bootstrap) create_columnar_work_buffer() (in module tradingstrategy.utils.schema) create_compatible_routing() (in module tradeexecutor.ethereum.routing_data) create_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) create_empty() (GroupedCandleUniverse static method) (GroupedLiquidityUniverse static method) create_empty_qstrader() (GroupedCandleUniverse static method) create_event_reader() (EnzymeVaultSyncModel method) create_exchange_universe() (in module tradeexecutor.ethereum.universe) create_execution_and_sync_model() (in module tradeexecutor.cli.bootstrap) create_execution_model() (in module tradeexecutor.cli.bootstrap) create_from_dataset() (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_metadata() (in module tradeexecutor.cli.bootstrap) create_metric() (KeyMetric static method) create_multichain_universe_by_pair_descriptions() (TradingStrategyUniverse static method) create_multipair_universe() (TradingStrategyUniverse static method) create_na() (KeyMetric static method) create_pair_trading_fee_summary_table() (in module tradeexecutor.analysis.fee_analyser) create_pair_universe() (in module tradeexecutor.ethereum.universe) (PandasPairUniverse static method) create_pair_universe_from_code() (in module tradeexecutor.strategy.trading_strategy_universe) create_pair_weight_analysis_summary_table() (in module tradeexecutor.analysis.alpha_model_analyser) create_parquet_load_filter() (PandasPairUniverse method) create_pyarrow_schema_for_dataclass() (in module tradingstrategy.utils.schema) create_pyodide_client_async() (Client class method) create_pyramid_app() (in module tradeexecutor.webhook.app) create_requests_client() (CachedHTTPTransport method) create_routing_state() (BacktestRoutingIgnoredModel method) (BacktestRoutingModel method) (EthereumRoutingModel method) (RoutingModel method) (UniswapV2SimpleRoutingModel method) (UniswapV3SimpleRoutingModel method) create_short_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) create_single_pair_universe() (PandasPairUniverse static method) (TradingStrategyUniverse method) create_state_store() (in module tradeexecutor.cli.bootstrap) create_summary_table() (in module tradeexecutor.utils.summarydataframe) create_sync_model() (in module tradeexecutor.cli.bootstrap) create_synthetic_single_pair_universe() (in module tradeexecutor.testing.synthetic_universe_data) create_test_client() (Client class method) create_timeline() (TradeAnalysis method) create_trade() (Portfolio method) (State method) create_trading_universe (StrategyModuleInformation attribute) create_transaction_builder() (BacktestSyncModel method) (DummySyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) create_uniswap_v2_compatible_routing() (in module tradeexecutor.ethereum.routing_data) create_uniswap_v3_compatible_routing() (in module tradeexecutor.ethereum.routing_data) create_watchdog_registry() (in module tradeexecutor.cli.watchdog) create_web3() (Web3Config static method) create_web3_config() (in module tradeexecutor.cli.bootstrap) create_webhook_server() (in module tradeexecutor.webhook.server) created_at (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (State attribute) created_strategy_cycle_at (AssetWithTrackedValue attribute) CreateTradingUniverseProtocol (class in tradeexecutor.strategy.strategy_module) credit_supply (TradingPairKind attribute) Cross validation crypto_quote_token (CurrencyConversion attribute) Crystallisation CSV cti() (in module pandas_ta.momentum) Cumulative profit Cumulative return Curl CurrencyConversion (class in tradingstrategy.direct_feed.conversion) current_value (StrategySummaryStatistics attribute) Custodial cycle (State attribute) (TradeDelta attribute) Cycle duration cycle_10h (CycleDuration attribute) cycle_12h (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_2h (CycleDuration attribute) cycle_30d (CycleDuration attribute) cycle_30m (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_duration (BacktestSetup attribute) (StrategyExecutionDescription attribute) cycle_offset (StrategyCycleTrigger attribute) cycle_unknown (CycleDuration attribute) CycleDuration (class in tradeexecutor.strategy.cycle) cycles (RunState attribute) cycles_completed_at (Uptime attribute)

D

d1 (TimeBucket attribute) d30 (TimeBucket attribute) d360 (TimeBucket attribute) d7 (TimeBucket attribute) dai (ReserveCurrency attribute) daily_returns (TradeSummary attribute) data (ChainId property) (WebChart attribute) data_preload (ExecutionMode attribute) Dataclass DATAFRAME_FIELDS (Candle attribute) DataRangeMode (class in tradeexecutor.strategy.reverse_universe) Dataset (class in tradeexecutor.strategy.trading_strategy_universe) Dataset server decay() (in module pandas_ta.trend) Decentralised exchange Decentralised finance DecideTradesProtocol (class in tradeexecutor.strategy.strategy_module) DecideTradesProtocol2 (class in tradeexecutor.strategy.strategy_module) decimals (AssetIdentifier attribute) decision_cycle_duration (BacktestData attribute) decision_cycle_frequency (TradeAnalysis attribute) decision_making_time (RecordingTime attribute) 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_chain_id (Web3Config attribute) default_router_address (Exchange attribute) DefaultTradingStrategyUniverseModel (class in tradeexecutor.strategy.trading_strategy_universe) DeFi delivered (PriceImpact attribute) dema() (in module pandas_ta.overlap)

Deployment (class in tradeexecutor.state.sync) deposit (BalanceUpdateCause attribute) derivative (EnzymeAssetType attribute) destructure() (GridCombination method) 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) display() (TradeSummary method) display_backtesting_results() (in module tradeexecutor.cli.result) 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) download_state() (in module tradeexecutor.utils.state_downloader) dpo() (in module pandas_ta.trend) draw_multi_pair_strategy_state() (in module tradeexecutor.visual.strategy_state) draw_single_pair_strategy_state() (in module tradeexecutor.visual.strategy_state) Drawdown drawdown() (in module pandas_ta.performance) dummy (AssetManagementMode attribute) DummyExecutionModel (class in tradeexecutor.strategy.dummy) DummySyncModel (class in tradeexecutor.strategy.sync_model) DummyWalletSyncer (class in tradeexecutor.testing.dummy_wallet) dust_epsilon (AccountingBalanceCheck attribute)

E

ebsw() (in module pandas_ta.cycles) 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_at (BacktestData attribute) (BacktestSetup attribute) (Dataset attribute) (UniverseOptions attribute) end_block (Candle attribute) (TradeDelta attribute) (XYLiquidity attribute) end_ts (TradeDelta attribute) engine_version (BacktestSetup attribute) (ExecutionContext attribute) enough_data (StrategySummaryStatistics attribute) ensure_exact_zero() (in module tradeexecutor.utils.accuracy) ensure_token_approved() (EthereumRoutingState method) entropy() (in module pandas_ta.statistics) Environment file EnvVarDescription (class in tradeexecutor.cli.env) enzyme (AssetManagementMode attribute) Enzyme protocol enzyme_asset_list() (in module tradeexecutor.cli.commands.enzyme_asset_list) enzyme_deploy_vault() (in module tradeexecutor.cli.commands.enzyme_deploy_vault) enzyme_vault (BlockchainTransactionType attribute) EnzymeAsset (class in tradeexecutor.ethereum.enzyme.asset) EnzymeAssetType (class in tradeexecutor.ethereum.enzyme.asset) EnzymeSmartContracts (class in tradeexecutor.state.metadata) EnzymeTransactionBuilder (class in tradeexecutor.ethereum.enzyme.tx) EnzymeVaultSyncModel (class in tradeexecutor.ethereum.enzyme.vault) eom() (in module pandas_ta.volume) Equity curve er() (in module pandas_ta.momentum) ERC-20 eri() (in module pandas_ta.momentum) Erigon error_message (StrategySummary attribute) error_tween_factory() (in module tradeexecutor.webhook.error) estimate_asset_quantity() (PositionManager method) estimate_xyk_price_impact() (in module tradingstrategy.priceimpact) ethereum (ChainId attribute) ethereum_classic (ChainId attribute) ethereum_tester (ChainId attribute) EthereumAddress (class in tradeexecutor.utils.dataclass) EthereumExecutionModel (class in tradeexecutor.ethereum.execution) EthereumHotWalletReserveSyncer() (in module tradeexecutor.ethereum.hot_wallet_sync_model) EthereumPoolRevaluator (class in tradeexecutor.ethereum.eth_valuation) EthereumPricingModel (class in tradeexecutor.ethereum.eth_pricing_model) EthereumRoutingModel (class in tradeexecutor.ethereum.routing_model) EthereumRoutingState (class in tradeexecutor.ethereum.routing_state) EthereumTrader (class in tradeexecutor.ethereum.ethereumtrader) EVM EVM-compatible exception (RunState attribute)

exception_response() (in module tradeexecutor.webhook.error) exception_view() (in module tradeexecutor.webhook.error) ExceptionData (class in tradeexecutor.strategy.run_state) Exchange (class in tradingstrategy.exchange) exchange_address (DEXPair attribute) (TradingPairIdentifier attribute) exchange_id (DEXPair attribute) (Exchange 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 tradingstrategy.exchange) ExchangeUniverse (class in tradingstrategy.exchange) execute_trades() (BacktestExecutionModel method) (DummyExecutionModel method) (EthereumExecutionModel method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) execute_trades_internal() (EthereumRoutingModel method) execute_trades_simple() (EthereumTrader method) (UniswapV2TestTrader method) (UniswapV3TestTrader method) 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) ExecutionLoop (class in tradeexecutor.cli.loop) ExecutionMode (class in tradeexecutor.strategy.execution_context) ExecutionModel (class in tradeexecutor.strategy.execution_model) ExecutionTestHook (class in tradeexecutor.cli.loop) executor_id (RunState attribute) executor_running (Metadata attribute) (RunState attribute) (StrategySummary attribute) expand_entries_and_exits() (in module tradeexecutor.analysis.single_pair) expand_timeline() (in module tradeexecutor.analysis.trade_analyser) expand_timeline_raw() (in module tradeexecutor.analysis.trade_analyser) export() (ExportedRecord static method) (RingBufferHandler method) export_backtest_report() (in module tradeexecutor.backtest.report) export_plot_as_dataframe() (in module tradeexecutor.visual.technical_indicator) export_time_series() (in module tradeexecutor.visual.web_chart) export_trade_for_dataframe() (in module tradeexecutor.visual.utils) export_trades_as_dataframe() (in module tradeexecutor.visual.utils) ExportedRecord (class in tradeexecutor.utils.ring_buffer_logging_handler) Exposure extract_module_members() (in module tradeexecutor.utils.python_module_loader)

F

Face value Factor investing factory_router_map (RoutingData attribute) failed (TradeStatus attribute) failed_at (TradeExecution attribute) Fair value Fastquant fee (DEXPair attribute) (TradingPairIdentifier attribute) Fee model fee_tier (DEXPair property) (TradeExecution property) fetch_address_balances() (in module tradeexecutor.ethereum.onchain_balance) fetch_all_candles() (Client method) fetch_all_liquidity_samples() (Client method) fetch_availability() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_candle_dataset() (BaseTransport method) (Client method) fetch_candles_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_chain_status() (CachedHTTPTransport method) (Client method) fetch_data() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) 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_reserve_universe() (Client method) fetch_lending_reserves_all_time() (Client method) fetch_live_candles() (BaseTransport method) fetch_nonce_and_tx_hash() (SimulatedWallet method) fetch_onchain_balances() (EnzymeVaultSyncModel method) (HotWalletSyncModel method) fetch_pair_universe() (BaseTransport method) (Client method) 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) fetch_vault_reserve_asset() (EnzymeVaultSyncModel method) filter_bad_wicks() (in module tradingstrategy.utils.groupeduniverse) filter_buys() (Trade static method) filter_for_exchanges() (in module tradingstrategy.pair) filter_for_pairs() (in module tradingstrategy.utils.groupeduniverse) filter_for_quote_tokens() (in module tradingstrategy.pair) filter_for_single_pair() (in module tradingstrategy.utils.groupeduniverse) filter_for_stablecoins() (in module tradingstrategy.pair) filter_sells() (Trade static method) filtered_sorted_positions (TradeAnalysis attribute)

FinalPositionStatistics (class in tradeexecutor.state.statistics) find_first_included_block_in_candle() (TradeFeed method) find_position_for_trade() (Portfolio method) find_trades_to_be_repaired() (in module tradeexecutor.state.repair) first_swap_at (DEXPair attribute) first_swap_at_block_number (DEXPair attribute) first_trade_at (Exchange attribute) (StrategySummaryStatistics attribute) fisher() (in module pandas_ta.momentum) fix_bad_wicks() (in module tradingstrategy.utils.groupeduniverse) fix_sell_token_amount() (in module tradeexecutor.backtest.backtest_execution) flag_blacklisted_manually (DEXPair attribute) flag_inactive (DEXPair attribute) flag_unknown_exchange (DEXPair attribute) flag_unsupported_quote_token (DEXPair attribute) forbidden_view() (in module tradeexecutor.webhook.app) 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_multipair_summary() (in module tradeexecutor.analysis.multipair) 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) freeze_position_on_failed_trade() (in module tradeexecutor.state.freeze) freq (Timeframe attribute) from_address (BlockchainTransaction attribute) from_collection() (ExchangeUniverse static method) from_pandas_timedelta() (TimeBucket static method) from_timebucket() (CycleDuration static method) frozen_at (TradingPosition attribute) frozen_positions (Portfolio attribute) (RepairResult attribute) (RunState attribute) (StrategySummary attribute) full (AdvancedMetricsMode attribute) function_selector (BlockchainTransaction attribute) fund_flow_queue (BacktestSyncModel attribute) fund_value_calculator (EnzymeSmartContracts attribute) Fundamental analysis FundFlowEvent (class in tradeexecutor.backtest.backtest_sync) Futures fwma() (in module pandas_ta.overlap)

G

ganache (ChainId attribute) Gas fee gas_price_method (Web3Config attribute) gas_relay_paymaster_factory (EnzymeSmartContracts attribute) gas_relay_paymaster_lib (EnzymeSmartContracts attribute) generate_address_columns() (in module tradingstrategy.pair) generate_exchange() (in module tradeexecutor.testing.synthetic_exchange_data) generate_fixed_price_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_ohlcv_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_pair() (in module tradeexecutor.testing.synthetic_pair_data) generate_random_ethereum_address() (in module tradeexecutor.testing.synthetic_ethereum_data) generate_rebalance_trades_and_triggers() (AlphaModel method) generate_simple_routing_model() (in module tradeexecutor.testing.synthetic_exchange_data) generate_synthetic_sample() (Candle static method) generic_adapter (EnzymeSmartContracts attribute) GenericPosition (class in tradeexecutor.state.generic_position) get_accrued_interest() (TradingPosition method) get_active_pairs() (LegacyPairUniverse method) get_actual_function_input_args() (BlockchainTransaction method) get_address_link() (ChainId 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() (in module tradeexecutor.visual.utils) (Portfolio method) (TradeAnalysis method) get_all_positions_filtered() (Portfolio method) get_all_prices() (PortfolioConstructionModel method) get_all_samples_by_range() (PairGroupedUniverse method) get_all_samples_by_timestamp() (PairGroupedUniverse method) get_all_text() (in module tradeexecutor.visual.utils) get_all_tokens() (PandasPairUniverse method) get_all_traded_pairs() (Portfolio method) get_all_trades() (Portfolio method) get_all_uniswap_v3_compatible_routing_types() (in module tradeexecutor.ethereum.routing_data) get_available_env_vars() (in module tradeexecutor.cli.env) get_available_trading_quantity() (TradingPosition method) get_average_buy() (TradingPosition method) get_average_price() (TradingPosition method) get_average_sell() (TradingPosition method) get_backtest_routing_model() (in module tradeexecutor.ethereum.routing_data) get_balance_update_events() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_balance_update_quantity() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_base_quote() (in module tradeexecutor.ethereum.routing_state) get_base_quote_contracts() (in module tradeexecutor.ethereum.ethereumtrader) get_base_quote_intermediary() (in module tradeexecutor.ethereum.routing_state) get_block_number_of_last_trade() (TradeFeed method) get_borrow_interest() (Loan method) get_borrow_value() (Loan method) get_borrowed() (TradingPosition method) get_buy_price() (BacktestSimplePricingModel method) (BacktestTrader method) (EthereumPricingModel method) (PricingModel method) (UniswapV2LivePricing method) (UniswapV3LivePricing 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_candle_count() (GroupedCandleUniverse method) get_candles_by_pair() (GroupedCandleUniverse method) get_capital_tied_at_open() (TradeAnalysis static method) get_capital_tied_at_open_pct() (TradingPosition method) get_cash() (Portfolio method) get_claimed_interest() (TradeExecution method) (TradingPosition 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_columns() (PairGroupedUniverse method) get_connection() (Web3Config method) get_cost_of_gas_usd() (TradeExecution method) get_count() (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_portfolio() (PositionManager method) get_current_position() (PositionManager method) get_current_position_for_pair() (PositionManager method) get_current_price() (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution) (in module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_execution) (TradingPosition method) get_debug_dump() (TradeExecution method) (TradingPosition method) get_debug_print() (AlphaModel method) get_decision_lag() (TradeExecution method) get_default() (Web3Config method) get_default_chart_display_window() (Timeframe method) get_default_quote_token_address() (UniswapV2MockClient method) get_default_reserve_asset() (Portfolio method) get_default_reserve_position() (Portfolio method) get_default_trading_fee() (BacktestRoutingModel method) (RoutingModel method) (UniswapV2SimpleRoutingModel method) 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_entries() (Plot method) get_equity() (TradingPosition method) get_equity_for_pair() (Portfolio method) get_equity_for_position() (TradeExecution method) get_equity_for_reserve() (TradeExecution method) get_equity_series() (Statistics method) get_erc_20_balance_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder 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_existing_portfolio_weights() (in module tradeexecutor.strategy.pandas_trader.rebalance) 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_opened_at() (TradeAnalysis method) get_first_trade() (TradingPosition method) get_freeze_reason() (TradingPosition method) get_friendly_name() (DEXPair method) get_frozen_position_equity() (Portfolio method) get_full_result_path() (GridCombination 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() (in module tradeexecutor.ethereum.execution) get_homepage() (ChainId method) get_hot_wallet() (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) get_human_description() (TradeExecution method) (TradingPairIdentifier method) get_human_readable_name() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_identifier() (AssetIdentifier method) (TradingPairIdentifier method) (TradingPosition method) get_image_and_dark_image() (PandasTraderRunner method) get_inactive_pairs() (LegacyPairUniverse method) get_initial_deposit() (Portfolio method) get_input_asset() (TradeExecution method) get_label() (GridCombination method) get_large_images() (PandasTraderRunner method) get_last_block_number() (CandleFeed method) get_last_closed_at() (TradeAnalysis method) get_last_closed_position() (PositionManager 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_value() (Plot method) get_latest_block_timestamp() (in module tradeexecutor.utils.blockchain) get_latest_price() (TradeFeed method) get_latest_trades() (TradeFeed method) get_lending_protocol() (TradingPairIdentifier method) get_leverage() (Loan method) get_liquidation_threshold() (TradingPairIdentifier method) get_liquidity_fast() (ResampledLiquidityUniverse method) get_liquidity_samples_by_pair() (GroupedLiquidityUniverse method) get_liquidity_with_tolerance() (GroupedLiquidityUniverse method) get_live_position_equity() (Portfolio 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_mid_price() (BacktestSimplePricingModel method) (EthereumPricingModel method) (PricingModel method)

get_mock_erc20_contract() (in module tradeexecutor.ethereum.ethereumtrader) get_naive_rolling_pnl_pct() (Statistics 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_output_mode() (in module tradingstrategy.utils.jupyter) get_num_detached_and_names() (in module tradeexecutor.visual.utils) get_num_detached_and_names_no_indicators() (in module tradeexecutor.visual.utils) 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) (TradeAnalysis method) get_open_quantities_by_internal_id() (Portfolio method) get_open_quantities_by_position_id() (Portfolio method) get_opening_price() (TradingPosition method) get_orignal_stop_loss() (TradingPosition method) get_output_asset() (TradeExecution method) get_pair() (PandasPairUniverse method) get_pair_base_quote_names() (in module tradeexecutor.visual.utils) 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_fee() (BacktestSimplePricingModel method) (EthereumPricingModel method) (PositionManager method) (PricingModel method) get_pair_fee_multiplier() (UniswapV3LivePricing method) get_pair_for_id() (BacktestSimplePricingModel method) (EthereumPricingModel method) get_pair_ids() (PairGroupedUniverse method) get_pair_ids_by_exchange() (PandasPairUniverse method) get_pair_name_from_first_trade() (in module tradeexecutor.visual.utils) get_pancake_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_planned_gas_price() (BlockchainTransaction method) get_planned_max_gas_price() (TradeExecution method) get_portfolio_statistics_dataframe() (Statistics method) get_position_by_id() (Portfolio method) get_position_by_trading_pair() (Portfolio method) get_position_equity_and_loan_nav() (Portfolio method) get_position_hover_text() (in module tradeexecutor.visual.single_pair) 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_prior_timestamp() (PairGroupedUniverse 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_quickswap_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) 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_related_position() (EnzymeVaultSyncModel method) get_relative_result_path() (GridCombination method) get_relevant_assets() (in module tradeexecutor.strategy.asset) get_reserve_asset() (RoutingModel method) (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_routing_model() (in module tradeexecutor.ethereum.routing_data) get_routing_state_details() (BacktestExecutionModel method) (DummyExecutionModel method) (EthereumExecutionModel method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) get_sample_count() (PairGroupedUniverse method) get_samples_by_pair() (PairGroupedUniverse method) (ResampledLiquidityUniverse method) get_sell_price() (BacktestSimplePricingModel method) (BacktestTrader method) (EthereumPricingModel method) (PricingModel method) (UniswapV2LivePricing method) (UniswapV3LivePricing method) get_sell_quantity() (TradingPosition method) get_sell_value() (TradingPosition method) get_signal_by_pair() (AlphaModel method) get_signal_by_pair_id() (AlphaModel method) get_signals_sorted_by_weight() (AlphaModel method) get_single() (ExchangeUniverse method) (PandasPairUniverse method) get_single_pair() (Portfolio method) (TradingStrategyUniverse method) get_single_pair_data() (PairGroupedUniverse method) get_size_relative_realised_profit_percent() (TradingPosition method) get_slug() (ChainId method) get_small_images() (PandasTraderRunner method) get_start_and_end() (in module tradeexecutor.visual.utils) get_start_and_end_full() (in module tradeexecutor.visual.multiple_pairs) get_status() (TradeExecution method) get_strategy_start_and_end() (State method) get_strategy_time_range() (State method) get_successful_trades() (TradingPosition method) get_svg_icon_link() (ChainId method) get_swap_transactions() (in module tradeexecutor.ethereum.execution) get_ticker() (DEXPair method) (TradingPairIdentifier method) get_timeout() (in module tradeexecutor.cli.watchdog) get_timestamp_range() (PairGroupedUniverse method) (Visualisation method) get_token() (PandasPairUniverse method) get_token_delivery_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_token_for_asset() (in module tradeexecutor.ethereum.routing_state) get_token_storage_address() (BacktestSyncModel method) (DummySyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) get_top_exchanges_by_30d_volume() (ExchangeUniverse method) get_total_bought_usd() (TradingPosition 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_sold_usd() (TradingPosition method) get_trade_by_id() (Portfolio method) get_trade_count() (TradeFeed method) (TradingPosition method) get_trader_joe_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_trades_by_strategy_cycle() (TradingPosition method) get_trading_history_duration() (Portfolio method) get_trading_pair() (PositionManager method) get_trading_pair_page_url() (DEXPair method) get_transaction() (BlockchainTransaction method) get_tx_link() (ChainId method) get_unexeuted_reserve() (TradingPosition method) get_unfrozen_positions() (Portfolio method) get_uniswap() (EthereumPricingModel method) (UniswapV2LivePricing method) (UniswapV3LivePricing method) get_uniswap_for_pair() (EthereumRoutingState method) (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing) (in module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing) (UniswapV2RoutingState method) (UniswapV3RoutingState method) get_uniswap_v2_compatible_routing_types() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v2_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_arbitrum_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_compatible_routing_types_arbitrum() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_compatible_routing_types_eth() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_compatible_routing_types_poly() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_ethereum_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_polygon_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_unrealised_profit_in_leveraged_positions() (Portfolio method) get_unrealised_profit_usd() (Portfolio method) (TradingPosition 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_vault_address() (EnzymeVaultSyncModel method) (SyncModel method) get_volume() (TradeExecution method) get_watched_workers() (in module tradeexecutor.cli.watchdog) get_weight_diffs() (in module tradeexecutor.strategy.pandas_trader.rebalance) get_yearly_periods() (CycleDuration method) GM Google Colab gradient (TimelineRowStylingMode attribute) Grid search GridCombination (class in tradeexecutor.backtest.grid_search) GridParameter (class in tradeexecutor.backtest.grid_search) GridSearchResult (class in tradeexecutor.backtest.grid_search) GridSearchWorker (class in tradeexecutor.backtest.grid_search) GroupedCandleUniverse (class in tradingstrategy.candle) GroupedLiquidityUniverse (class in tradingstrategy.liquidity) guess_data_delay_tolerance() (in module tradeexecutor.backtest.backtest_runner)

H

h1 (TimeBucket attribute) h4 (TimeBucket attribute) ha() (in module pandas_ta.candles) has_automatic_close() (TradingPosition method) has_backtest_data() (Metadata 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_extra_tokens() (AccountingBalanceCheck method) has_lending_data() (TradingStrategyUniverse method) has_reverse_token_order() (TradingPairIdentifier method) has_sells() (TradingPosition method) has_stop_loss_data() (TradingStrategyUniverse method) has_trade() (TradingPosition method) has_trades() (TradingPairSignal method) has_trigger_conditions() (TradingPosition method) has_unexecuted_trades() (Portfolio method) Heatmap hello() (in module tradeexecutor.cli.commands.hello) help_link (KeyMetric attribute) (WebChart attribute) hidden (VolumeBarMode attribute)

high (Candle attribute) (XYLiquidity attribute) High-frequency trading hilo() (in module pandas_ta.overlap) Historical market data historical_data (KeyMetricCalculationMethod attribute) HistoricalXYPriceImpactCalculator (class in tradingstrategy.priceimpact) hl2() (in module pandas_ta.overlap) hlc3() (in module pandas_ta.overlap) hma() (in module pandas_ta.overlap) holding_address (AccountingBalanceCheck attribute) homepage (Exchange attribute) Honey pot horizontal_vertical (PlotShape attribute) hot_wallet (AssetManagementMode attribute) (BlockchainTransactionType attribute) (EnzymeTransactionBuilder property) (RoutingStateDetails attribute) HotWalletSyncModel (class in tradeexecutor.ethereum.hot_wallet_sync_model) HotWalletTransactionBuilder (class in tradeexecutor.ethereum.tx) html (JupyterOutputMode attribute) hwc() (in module pandas_ta.volatility) hwma() (in module pandas_ta.overlap) Hyperparameter optimization HyperSDK

I

ichimoku() (in module pandas_ta.overlap) icon_url (Metadata attribute) (StrategySummary attribute) ignore (TradeRouting attribute) import_python_source_file() (in module tradeexecutor.utils.python_module_loader) import_strategy_file() (in module tradeexecutor.strategy.bootstrap) included_at (BlockchainTransaction attribute) increasing() (in module pandas_ta.trend) index (GridCombination attribute) IndexVM indicator_size (Plot attribute) indicators (DataRangeMode attribute) inertia() (in module pandas_ta.momentum) infinite (TimeBucket attribute) info_url (AssetIdentifier attribute) (TradingPairIdentifier attribute) init() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (in module tradeexecutor.cli.commands.init) (TransactionBuilder method) init_code_hash (Exchange attribute) init_execution_model() (ExecutionLoop method) init_live_run_state() (ExecutionLoop method) init_simulation() (ExecutionLoop method) init_state() (ExecutionLoop method) init_web_api() (in module tradeexecutor.webhook.app) initial_cash (StrategyModuleInformation attribute) initial_deposit (ReservePosition attribute) initial_deposit_reserve_token_price (ReservePosition attribute) initialise_reserves() (Portfolio method) initialised_at (Deployment attribute) initialize() (BacktestExecutionModel method) (DummyExecutionModel method) (EthereumExecutionModel method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) int_amount (JSONAssetDelta property) integration_manager (EnzymeSmartContracts attribute) interactive (OutputMode attribute) interest (BalanceUpdateCause attribute) Interest (class in tradeexecutor.state.interest) internal_exchange_id (TradingPairIdentifier attribute) internal_id (AssetIdentifier attribute) (TradingPairIdentifier attribute) investable_equity (AlphaModel attribute) is_accounted_for_equity() (TradeExecution method) is_accounting_correction() (TradeExecution method) is_any_open() (PositionManager method) is_backtest() (ExecutionLoop 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_based() (TradeExecution method) is_credit_supply() (TradeExecution method) (TradingPairKind method) (TradingPosition method) is_dusty() (AccountingBalanceCheck method) is_empty() (DirectFeedStore method) (Portfolio method) (State method) (TradingStrategyUniverse method) is_executed() (TradeExecution method) is_failed() (TradeExecution method) is_fresh_data_always_needed() (ExecutionMode method) is_frozen() (TradingPosition method) is_good_pair() (State method) is_initialised() (Sync method) is_interest_accruing() (TradingPairKind method) is_legit_price_value() (in module tradeexecutor.utils.price) is_leverage() (TradeExecution method) (TradingPairKind method) (TradingPosition method)

is_live_trading() (AssetManagementMode method) (ExecutionMode method) is_live_trading_unit_test() (ExecutionLoop method) is_loan_based() (TradingPosition method) is_long() (TradeExecution method) (TradingPosition method) is_longing() (TradingPairKind method) is_loss() (TradingPosition method) is_mainnet_fork() (Web3Config method) is_open() (TradingPosition method) is_open_ended_universe() (TradingStrategyUniverse method) is_pending() (TradeExecution method) is_planned() (TradeExecution method) is_pristine() (JSONFileStore method) (NoneStore method) (ParquetFileStore method) (StateStore method) (TradeFeedStore method) is_profitable() (TradingPosition method) is_progress_report_needed() (StrategyRunner method) is_pyodide() (in module tradingstrategy.utils.jupyter) is_ready_for_live_trading() (EnzymeVaultSyncModel method) (SyncModel method) is_rebalance() (TradeExecution method) is_reduce() (TradeExecution method) is_reduced() (TradingPosition method) is_relative_mismatch() (in module tradeexecutor.strategy.account_correction) 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_short() (TradeExecution method) (TradingPosition method) is_shorting() (TradingPairKind method) is_single_pair_universe() (TradingStrategyUniverse method) is_spot() (TradeExecution method) (TradingPairKind 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_stop_loss_supported() (BacktestExecutionModel method) (DummyExecutionModel method) (EthereumExecutionModel method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) is_success() (BlockchainTransaction method) (TradeExecution method) is_swap_function() (in module tradeexecutor.ethereum.execution) is_take_profit() (TradeExecution method) (TradingPosition method) is_take_profit_closed() (TradingPosition method) is_trailing_stop_loss() (TradingPosition method) is_triggered() (TradeExecution 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_v3() (EthereumExecutionModel method) (UniswapV2ExecutionModel method) (UniswapV3ExecutionModel method) is_version_greater_or_equal_than() (ExecutionContext method) (StrategyModuleInformation method) iterate_columnar_dicts() (in module tradingstrategy.utils.columnar) iterate_pairs() (CandleFeed method) (PandasPairUniverse method) iterate_samples_by_pair_range() (PairGroupedUniverse method) iterate_signals() (AlphaModel 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) JSONFileStore (class in tradeexecutor.state.store) JSONL Jupyter notebook JupyterOutputMode (class in tradingstrategy.utils.jupyter)

K

kama() (in module pandas_ta.overlap) kc() (in module pandas_ta.volatility) kdj() (in module pandas_ta.momentum) key_metrics (StrategySummaryStatistics attribute) key_metrics_backtest_cut_off (Metadata attribute) KeyMetric (class in tradeexecutor.strategy.summary) KeyMetricCalculationMethod (class in tradeexecutor.strategy.summary)

KeyMetricKind (class in tradeexecutor.strategy.summary) KeyMetricSource (class in tradeexecutor.strategy.summary) kind (KeyMetric attribute) (Plot attribute) (TradingPairIdentifier attribute) kst() (in module pandas_ta.momentum) kurtosis() (in module pandas_ta.statistics) kvo() (in module pandas_ta.volume)

L

large_image (LatestStateVisualisation attribute) large_image_dark (LatestStateVisualisation attribute) large_image_png (LatestStateVisualisation attribute) Last trade last_accrued_interest (Interest attribute) last_atoken_amount (Interest attribute) last_block_scanned (Accounting attribute) (Treasury attribute) last_candle_at (TradingPairDataAvailability attribute) last_cycle_at (Treasury attribute) last_event_at (Interest attribute) last_pricing_at (AssetWithTrackedValue attribute) (ReservePosition attribute) (TradingPosition attribute) last_refreshed_at (LatestStateVisualisation attribute) (RunState 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 (ReservePosition attribute) last_token_price (TradingPosition attribute) last_trade (KeyMetricKind attribute) last_trade_at (Exchange attribute) (StrategySummaryStatistics attribute) (TradingPairDataAvailability attribute) (TradingPosition attribute) last_updated_at (Accounting attribute) (Interest attribute) (State attribute) (Treasury attribute) last_updated_block_number (Interest attribute) last_usd_price (AssetWithTrackedValue attribute) last_valuation_at (PositionStatistics attribute) latest_value (KeyMetricCalculationMethod attribute) LatestStateVisualisation (class in tradeexecutor.strategy.run_state) launch_console() (in module tradeexecutor.cli.commands.console) launched_at (StrategySummaryStatistics attribute) 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 (TradeExecution attribute) linear (PlotShape attribute)

linreg() (in module pandas_ta.overlap) Liquidation liquidation_threshold (AssetIdentifier attribute) Liquidity liquidity (Dataset attribute) Liquidity mining Liquidity pool Liquidity provider liquidity_events (LiquidityResult attribute) liquidity_time_bucket (Dataset attribute) LiquidityResult (class in tradingstrategy.liquidity) LiquiditySampleMeasure (class in tradingstrategy.priceimpact) live_trading (ExecutionContext property) load() (GridSearchResult static method) (JSONFileStore method) (NoneStore method) (ParquetFileStore method) (StateStore method) (TradeFeedStore method) load_all_data() (in module tradeexecutor.strategy.trading_strategy_universe) load_candle_universe_from_parquet() (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_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_strategy_like_jsonl_data() (in module tradingstrategy.transport.jsonl) Loan (class in tradeexecutor.state.loan) loan (TradingPosition attribute) log_index (BalanceUpdate attribute) (Trade attribute) log_return() (in module pandas_ta.performance) log_universe() (TradingStrategyUniverseModel method) long_description (Metadata attribute) (StrategySummary attribute) long_run() (in module pandas_ta.trend) Longing Look-ahead bias Loss function low (Candle attribute) (XYLiquidity attribute) lp_fee (TradePricing attribute) lp_fee_exchange_rate (TradeExecution attribute) lp_fees_estimated (TradeExecution property) lp_fees_paid (PriceImpact attribute) (TradeExecution attribute)

M

m1 (TimeBucket attribute) m15 (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) make_candle_labels() (in module tradingstrategy.charting.candle_chart) make_clickable() (in module tradeexecutor.analysis.multipair) make_counter_trade() (in module tradeexecutor.state.repair) make_direct_trade() (EthereumRoutingModel method) (UniswapV2SimpleRoutingModel method) (UniswapV3SimpleRoutingModel method) make_exportable_copy() (RunState method) make_factory_from_strategy_mod() (in module tradeexecutor.strategy.bootstrap) make_multihop_trade() (EthereumRoutingModel method) (UniswapV2SimpleRoutingModel method) (UniswapV3SimpleRoutingModel method) make_test_trade() (in module tradeexecutor.cli.testtrade) managed_positions (StrategyType attribute) Management fee map_field_to_arrpw() (in module tradingstrategy.utils.schema) map_onchain_asset_to_position() (in module tradeexecutor.strategy.asset) Margin trading mark_alive() (in module tradeexecutor.cli.watchdog) mark_success() (TradeExecution method) mark_trade_failed() (State method) markers (PlotShape attribute) Market data feed Market neutral strategy Market order Market trade market_data_feed_lag (RunState attribute) market_feed_delay (TradePricing attribute) market_time (RecordingTime attribute) massi() (in module pandas_ta.volatility) max_diff (UpdatedUniverseResult attribute) max_drawdown (KeyMetricKind attribute) Maximum Drawdown mcgd() (in module pandas_ta.overlap) Mean reversion median() (in module pandas_ta.statistics) Mercenary capital message (ExportedRecord attribute) messages (Visualisation attribute) Metadata (class in tradeexecutor.state.metadata) metrics (GridSearchResult attribute) 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) mined_at (ReserveUpdateEvent attribute) mismatch (AccountingBalanceCheck attribute) missing (Format attribute) mock_partial_deployment_for_analysis() (EthereumExecutionModel method) (UniswapV2ExecutionModel method) (UniswapV3ExecutionModel method) MockClient (class in tradingstrategy.testing.mock_client) mode (ExecutionContext attribute) module tradeexecutor.analysis tradeexecutor.analysis.advanced_metrics tradeexecutor.analysis.alpha_model_analyser tradeexecutor.analysis.fee_analyser tradeexecutor.analysis.grid_search tradeexecutor.analysis.multipair tradeexecutor.analysis.position tradeexecutor.analysis.single_pair tradeexecutor.analysis.slippage tradeexecutor.analysis.trade_analyser tradeexecutor.backtest tradeexecutor.backtest.backtest_execution tradeexecutor.backtest.backtest_pricing tradeexecutor.backtest.backtest_routing tradeexecutor.backtest.backtest_runner tradeexecutor.backtest.backtest_sync tradeexecutor.backtest.backtest_valuation tradeexecutor.backtest.data_preload tradeexecutor.backtest.grid_search tradeexecutor.backtest.legacy_backtest_sync tradeexecutor.backtest.notebook tradeexecutor.backtest.report tradeexecutor.backtest.simulated_wallet tradeexecutor.cli tradeexecutor.cli.approval tradeexecutor.cli.bootstrap tradeexecutor.cli.close_all tradeexecutor.cli.commands tradeexecutor.cli.commands.app tradeexecutor.cli.commands.backtest tradeexecutor.cli.commands.check_accounts tradeexecutor.cli.commands.check_universe tradeexecutor.cli.commands.check_wallet tradeexecutor.cli.commands.close_all tradeexecutor.cli.commands.console tradeexecutor.cli.commands.correct_accounts tradeexecutor.cli.commands.enzyme_asset_list tradeexecutor.cli.commands.enzyme_deploy_vault tradeexecutor.cli.commands.hello tradeexecutor.cli.commands.init tradeexecutor.cli.commands.perform_test_trade tradeexecutor.cli.commands.reinit tradeexecutor.cli.commands.repair tradeexecutor.cli.commands.shared_options tradeexecutor.cli.commands.show_positions tradeexecutor.cli.commands.start tradeexecutor.cli.commands.version tradeexecutor.cli.discord tradeexecutor.cli.env tradeexecutor.cli.latest_release tradeexecutor.cli.log tradeexecutor.cli.loop tradeexecutor.cli.main tradeexecutor.cli.result tradeexecutor.cli.testtrade tradeexecutor.cli.version_info tradeexecutor.cli.watchdog tradeexecutor.ethereum tradeexecutor.ethereum.enzyme tradeexecutor.ethereum.enzyme.asset tradeexecutor.ethereum.enzyme.tx tradeexecutor.ethereum.enzyme.vault tradeexecutor.ethereum.eth_pricing_model tradeexecutor.ethereum.eth_valuation tradeexecutor.ethereum.ethereumtrader tradeexecutor.ethereum.execution tradeexecutor.ethereum.hot_wallet_sync_model tradeexecutor.ethereum.onchain_balance tradeexecutor.ethereum.revert tradeexecutor.ethereum.routing_data tradeexecutor.ethereum.routing_model tradeexecutor.ethereum.routing_state tradeexecutor.ethereum.token tradeexecutor.ethereum.tx tradeexecutor.ethereum.uniswap_v2 tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0 tradeexecutor.ethereum.uniswap_v2.uniswap_v2_live_pricing tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation_v0 tradeexecutor.ethereum.uniswap_v3 tradeexecutor.ethereum.uniswap_v3.uniswap_v3_execution tradeexecutor.ethereum.uniswap_v3.uniswap_v3_live_pricing tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing tradeexecutor.ethereum.uniswap_v3.uniswap_v3_valuation tradeexecutor.ethereum.universe tradeexecutor.ethereum.wallet tradeexecutor.ethereum.web3config tradeexecutor.monkeypatch tradeexecutor.monkeypatch.dataclasses_json tradeexecutor.monkeypatch.web3 tradeexecutor.state tradeexecutor.state.balance_update tradeexecutor.state.blockhain_transaction tradeexecutor.state.freeze tradeexecutor.state.generic_position tradeexecutor.state.identifier tradeexecutor.state.interest tradeexecutor.state.loan tradeexecutor.state.metadata tradeexecutor.state.pickle_over_json tradeexecutor.state.portfolio tradeexecutor.state.position tradeexecutor.state.repair tradeexecutor.state.reserve tradeexecutor.state.revaluation tradeexecutor.state.state tradeexecutor.state.statistics tradeexecutor.state.store tradeexecutor.state.sync tradeexecutor.state.trade tradeexecutor.state.types tradeexecutor.state.uptime tradeexecutor.state.validator tradeexecutor.state.visualisation tradeexecutor.strategy tradeexecutor.strategy.account_correction tradeexecutor.strategy.alpha_model tradeexecutor.strategy.approval tradeexecutor.strategy.asset tradeexecutor.strategy.bootstrap tradeexecutor.strategy.cycle tradeexecutor.strategy.default_routing_options tradeexecutor.strategy.description tradeexecutor.strategy.dummy tradeexecutor.strategy.dust tradeexecutor.strategy.engine_version tradeexecutor.strategy.execution_context tradeexecutor.strategy.execution_model tradeexecutor.strategy.factory tradeexecutor.strategy.interest 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.position_manager tradeexecutor.strategy.pandas_trader.rebalance tradeexecutor.strategy.pandas_trader.runner tradeexecutor.strategy.pricing_model tradeexecutor.strategy.qstrader tradeexecutor.strategy.qstrader.alpha_model tradeexecutor.strategy.qstrader.order_sizer tradeexecutor.strategy.qstrader.portfolio_construction_model tradeexecutor.strategy.qstrader.runner tradeexecutor.strategy.reserve_currency tradeexecutor.strategy.reverse_universe tradeexecutor.strategy.routing tradeexecutor.strategy.run_state tradeexecutor.strategy.runner tradeexecutor.strategy.stop_loss tradeexecutor.strategy.strategy_cycle_trigger tradeexecutor.strategy.strategy_module tradeexecutor.strategy.strategy_type tradeexecutor.strategy.summary tradeexecutor.strategy.sync_model tradeexecutor.strategy.trade_pricing tradeexecutor.strategy.trading_strategy_universe tradeexecutor.strategy.universe_model tradeexecutor.strategy.valuation tradeexecutor.strategy.weighting tradeexecutor.testing tradeexecutor.testing.backtest_trader tradeexecutor.testing.dummy_wallet tradeexecutor.testing.ethereumtrader_uniswap_v2 tradeexecutor.testing.ethereumtrader_uniswap_v3 tradeexecutor.testing.pairuniversetrader tradeexecutor.testing.simulated_execution_loop tradeexecutor.testing.simulated_trader tradeexecutor.testing.synthetic_ethereum_data tradeexecutor.testing.synthetic_exchange_data tradeexecutor.testing.synthetic_pair_data tradeexecutor.testing.synthetic_price_data tradeexecutor.testing.synthetic_universe_data tradeexecutor.testing.unit_test_trader tradeexecutor.utils tradeexecutor.utils.accuracy tradeexecutor.utils.blockchain tradeexecutor.utils.crossover tradeexecutor.utils.dataclass tradeexecutor.utils.format tradeexecutor.utils.fullname tradeexecutor.utils.price tradeexecutor.utils.python_module_loader tradeexecutor.utils.ring_buffer_logging_handler tradeexecutor.utils.state_downloader tradeexecutor.utils.summarydataframe tradeexecutor.utils.timer tradeexecutor.utils.timestamp tradeexecutor.utils.typing tradeexecutor.utils.url tradeexecutor.visual tradeexecutor.visual.benchmark tradeexecutor.visual.custom_indicators tradeexecutor.visual.equity_curve tradeexecutor.visual.image_output tradeexecutor.visual.multiple_pairs tradeexecutor.visual.single_pair tradeexecutor.visual.strategy_state tradeexecutor.visual.technical_indicator tradeexecutor.visual.utils tradeexecutor.visual.web_chart tradeexecutor.webhook tradeexecutor.webhook.api tradeexecutor.webhook.app tradeexecutor.webhook.error tradeexecutor.webhook.events tradeexecutor.webhook.server 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.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.format tradingstrategy.utils.forward_fill tradingstrategy.utils.groupeduniverse tradingstrategy.utils.jupyter tradingstrategy.utils.schema tradingstrategy.utils.time

mom() (in module pandas_ta.momentum) Momentum monkey_patch() (in module tradeexecutor.cli.bootstrap) move_capital_from_reserves_to_spot_trade() (Portfolio method)

N

name (BacktestSetup attribute) (Exchange attribute) (Metadata attribute) (Plot attribute) (State attribute) (StrategySummary attribute) Native token native_token_price (TradeExecution attribute) natr() (in module pandas_ta.volatility) Netflow netflow (WebChartType attribute) new_trades (RepairResult attribute) (TradeDelta attribute) next_balance_update_id (Portfolio attribute)

next_position_id (Portfolio attribute) next_trade_id (Portfolio attribute) NFT Non-custodial nonce (BlockchainTransaction attribute) NoneStore (class in tradeexecutor.state.store) normalise_weights() (in module tradeexecutor.strategy.weighting) normalised_weight (TradingPairSignal attribute) not_applicable (TimeBucket attribute) Notebook notes (BalanceUpdate 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 OHLCVCandle (class in tradingstrategy.direct_feed.ohlcv_aggregate) old_balance (BalanceUpdate attribute) old_value (TradingPairSignal attribute) old_weight (TradingPairSignal attribute) On-chain on_before_cycle() (ExecutionTestHook method) on_chain_data (Metadata attribute) (StrategySummary attribute) on_clock() (PandasTraderRunner method) (QSTraderRunner method) (StrategyRunner method) OnChainBalance (class in tradeexecutor.strategy.sync_model) OnChainData (class in tradeexecutor.state.metadata) one_off (ExecutionMode attribute) open (Candle attribute) (XYLiquidity attribute) open_1x_long() (PositionManager method)

open_bytes_in_browser() (in module tradeexecutor.visual.image_output) open_credit_supply_position_for_reserves() (PositionManager method) open_new_position() (Portfolio method) open_plotly_figure_in_browser() (in module tradeexecutor.visual.image_output) open_positions (Portfolio attribute) open_trade() (TradingPosition method) opened_at (TradeExecution attribute) (TradingPosition attribute) opening_amount (Interest attribute) Options 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.backtest.notebook) Overfitting overlay (VolumeBarMode attribute) overlay_all_technical_indicators() (in module tradeexecutor.visual.technical_indicator) override_stop_loss (AlphaModel attribute) owner_address (BalanceUpdate attribute)

P

pair (Loan attribute) (Plot attribute) (Trade attribute) (TradeExecution attribute) (TradingPairSignal 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_map (PandasPairUniverse attribute) (UniswapV2TradeFeed attribute) pair_slug (DEXPair attribute) PairGroupedUniverse (class in tradingstrategy.utils.groupeduniverse) pairs (Dataset attribute) (LegacyPairUniverse attribute) PairSubplotInfo (class in tradeexecutor.visual.multiple_pairs) PairUniverseTestTrader (class in tradeexecutor.testing.pairuniversetrader) pancakeswap_busd (TradeRouting attribute) pancakeswap_usdc (TradeRouting attribute) pancakeswap_usdt (TradeRouting attribute) Pandas PandasPairUniverse (class in tradingstrategy.pair) PandasTraderRunner (class in tradeexecutor.strategy.pandas_trader.runner) paper_trading (ExecutionMode attribute) parameters (GridCombination attribute) Parquet ParquetFileStore (class in tradingstrategy.direct_feed.trade_store) parse_badges_configuration() (Metadata static method) parse_pair_data() (in module tradeexecutor.cli.commands.perform_test_trade) parse_strategy_module() (in module tradeexecutor.strategy.strategy_module) Passive strategy patch_dataclasses_json() (in module tradeexecutor.monkeypatch.dataclasses_json) path (StrategyModuleInformation attribute) (TradePricing attribute) payment_forwarder (EnzymeSmartContracts attribute) pdist() (in module pandas_ta.volatility) percent_return() (in module pandas_ta.performance) perform_duty_cycle() (TradeFeed method) perform_grid_search() (in module tradeexecutor.backtest.grid_search) perform_integrity_check() (State method) perform_preflight_checks_and_logging() (RoutingModel method) (UniswapV2SimpleRoutingModel method) (UniswapV3SimpleRoutingModel method) perform_test_trade() (in module tradeexecutor.cli.commands.perform_test_trade) Performance fee performance_chart_90_days (StrategySummaryStatistics attribute) pgo() (in module pandas_ta.momentum) pick_best_grid_search_result() (in module tradeexecutor.backtest.grid_search) pick_grid_search_result() (in module tradeexecutor.backtest.grid_search) Pine Script plan_loan_update_for_short() (in module tradeexecutor.strategy.lending_protocol_leverage) 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) Plot (class in tradeexecutor.state.visualisation) plot_indicator() (Visualisation method) plot_shape (Plot attribute) PlotKind (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 (State attribute) (Statistics attribute) (TradeAnalysis attribute) Portfolio construction portfolio_value_at_creation (TradeExecution attribute) portfolio_value_at_open (TradingPosition attribute)

PortfolioConstructionModel (class in tradeexecutor.strategy.qstrader.portfolio_construction_model) PortfolioStatistics (class in tradeexecutor.state.statistics) Position position (AccountingBalanceCheck attribute) Position sizing position_adjust_ignored (TradingPairSignal attribute) position_adjust_quantity (TradingPairSignal attribute) position_adjust_usd (TradingPairSignal attribute) position_id (BalanceEventRef attribute) (BalanceUpdate attribute) (TradeExecution attribute) (TradingPairSignal attribute) (TradingPosition attribute) position_revaluations (RunState attribute) position_target (TradingPairSignal attribute) position_trigger_checks (RunState attribute) position_type (BalanceEventRef attribute) (BalanceUpdate attribute) PositionManager (class in tradeexecutor.strategy.pandas_trader.position_manager) positions (Statistics attribute) PositionStatistics (class in tradeexecutor.state.statistics) post_execution_price_structure (TradeExecution attribute) post_logging_discord_image() (in module tradeexecutor.cli.discord) ppo() (in module pandas_ta.momentum) pre_trade_assertions() (RoutingModel static method) preflight_check (ExecutionMode attribute) preflight_check() (BacktestExecutionModel method) (Client class method) (DummyExecutionModel method) (EthereumExecutionModel method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) pregenerated_create_trading_universe() (in module tradeexecutor.strategy.strategy_module) preload_data() (in module tradeexecutor.backtest.data_preload) preload_universe() (DefaultTradingStrategyUniverseModel method) (UniverseModel method) prepare_cache() (in module tradeexecutor.cli.bootstrap) prepare_executor_id() (in module tradeexecutor.cli.bootstrap) prepare_grid_combinations() (in module tradeexecutor.backtest.grid_search) prepare_raw_candle_data() (in module tradingstrategy.direct_feed.candle_feed) prepare_swaps() (in module tradeexecutor.ethereum.execution) pretick_check() (PandasTraderRunner method) (QSTraderRunner method) (StrategyRunner method) pretty_print() (TradeExecution method) price (Trade attribute) (TradePricing attribute) Price impact price_impact (PriceImpact attribute) price_structure (TradeExecution attribute) PriceImpact (class in tradingstrategy.priceimpact) PricingModel (class in tradeexecutor.strategy.pricing_model) primitive_address (EnzymeAsset attribute) Private strategy Private trading strategy process_based (WatchdogMode attribute) process_blocks() (EnzymeVaultSyncModel method) process_deposit() (EnzymeVaultSyncModel method) process_id (GridSearchResult attribute) process_redemption() (EnzymeVaultSyncModel method) profit_before_trades (TradingPairSignal attribute) profit_before_trades_pct (TradingPairSignal attribute) profit_usd (PositionStatistics attribute) Profitability profitability (KeyMetricKind attribute) (PositionStatistics attribute) profitability_90_days (StrategySummaryStatistics attribute) Protocol Protocol fee protocol_fees_paid (PriceImpact attribute) psar() (in module pandas_ta.trend) psl() (in module pandas_ta.momentum) Public trading strategy purge_cache() (CachedHTTPTransport 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 QSTraderRunner (class in tradeexecutor.strategy.qstrader.runner) Quant Quantitative analysis Quantitative finance quantity (AccountingBalanceCheck property) (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (PositionStatistics attribute) (ReservePosition attribute)

quantize_base_quantity() (BacktestSimplePricingModel method) (EthereumPricingModel method) (PricingModel method) 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_addresses (RoutingData attribute) quote_token_decimals (DEXPair property) quote_token_symbol (DEXPair attribute)

R

raw_amount (JSONAssetDelta attribute) raw_signals (AlphaModel attribute) raw_weight (TradingPairSignal attribute) read_at (TradePricing attribute) read_docker_version() (VersionInfo static method) read_json_blob() (State static method) read_json_file() (State static method) read_onchain_data() (UniswapV2MockClient static method) read_parquet() (in module tradingstrategy.reader) read_pickle_dangerous() (TradingStrategyUniverse static method) read_strategy_module() (in module tradeexecutor.strategy.strategy_module) read_version_file() (VersionInfo static method) ready_at (UpdatedUniverseResult attribute) real_trading (ExecutionMode attribute) realised_gas_price (BlockchainTransaction attribute) realised_gas_units_consumed (BlockchainTransaction attribute) realised_interest (Loan attribute) realised_profitability (WebChartType attribute) Rebalance rebalance (TradeType attribute) rebalance_portfolio_old() (in module tradeexecutor.strategy.pandas_trader.rebalance) rebase (AccountingCorrectionCause attribute) Rebase token reconfirm_trade() (in module tradeexecutor.state.repair) record_cycle_complete() (Uptime method) recording_time (Plot attribute) RecordingTime (class in tradeexecutor.state.visualisation) redact_url_password() (in module tradeexecutor.utils.url) redemption (BalanceUpdateCause attribute) refresh_live_run_state() (ExecutionLoop method) refresh_visualisations() (PandasTraderRunner method) (StrategyRunner method) register() (CachedHTTPTransport method) register_worker() (in module tradeexecutor.cli.watchdog) Regularization reinit() (in module tradeexecutor.cli.commands.reinit) Relative strength index (RSI) relative_epsilon (AccountingBalanceCheck attribute) removes (XYLiquidity attribute) render_alpha_model_plotly_table() (in module tradeexecutor.analysis.alpha_model_analyser) render_plotly_figure_as_image_file() (in module tradeexecutor.visual.image_output) render_portfolio() (CLIApprovalModel method) render_web_chart() (in module tradeexecutor.visual.web_chart) reorg_detected (TradeDelta attribute) repair (TradeType attribute) repair() (in module tradeexecutor.cli.commands.repair) repair_entry (TradeStatus attribute) repair_state() (StrategyRunner method) repair_trade() (in module tradeexecutor.state.repair) repair_trades() (in module tradeexecutor.state.repair) repair_unconfirmed_trades() (BacktestExecutionModel method) (DummyExecutionModel method) (EthereumExecutionModel method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) repaired (TradeStatus attribute) repaired_at (TradeExecution attribute) repaired_trade_id (TradeExecution attribute) RepairResult (class in tradeexecutor.state.repair) replace_candles() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) report_failure() (in module tradeexecutor.ethereum.execution) report_position_triggered() (in module tradeexecutor.strategy.stop_loss) report_strategy_thinking() (PandasTraderRunner method) (StrategyRunner method) required_history_period (TradingStrategyUniverse attribute) resample_candles() (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_asset (AccountingBalanceCheck attribute) reserve_assets (StrategyExecutionUniverse attribute) reserve_currency (TradeExecution attribute) (TradingPosition attribute) reserve_currency_allocated (TradeExecution attribute) reserve_currency_exchange_rate (TradeExecution attribute) reserve_token_address (RoutingData attribute) reserve_token_price (ReservePosition attribute) ReserveCurrency (class in tradeexecutor.strategy.reserve_currency) ReservePosition (class in tradeexecutor.state.reserve) reserves (Portfolio attribute) ReserveUpdateEvent (class in tradeexecutor.ethereum.wallet) resolve_pairs_based_on_ticker() (in module tradingstrategy.pair) resolve_trades() (EthereumExecutionModel method) (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) restore() (TradeFeed method) result_path (GridCombination attribute) resync_nonce() (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) return_all_time (StrategySummaryStatistics attribute) return_annualised (StrategySummaryStatistics attribute) return_capital_to_reserves() (Portfolio method) revalue() (AssetWithTrackedValue method) revalue_base_asset() (TradingPosition method) revalue_portfolio() (StrategyRunner method) revalue_positions() (Portfolio method) (State method) RevalueEvent (class in tradeexecutor.state.revaluation) reverse_token_order (TradingPairIdentifier attribute) reverse_trading_universe_from_state() (in module tradeexecutor.strategy.reverse_universe) 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) Root (class in tradeexecutor.webhook.app) round_datetime_down() (in module tradeexecutor.strategy.cycle) round_datetime_up() (in module tradeexecutor.strategy.cycle) round_timestamp_down() (Timeframe method) route_pair() (RoutingModel method) route_tokens() (in module tradeexecutor.ethereum.routing_state) route_trade() (EthereumRoutingModel method) RoutingData (class in tradeexecutor.ethereum.routing_data) RoutingModel (class in tradeexecutor.strategy.routing) RoutingState (class in tradeexecutor.strategy.routing) RoutingStateDetails (class in tradeexecutor.strategy.execution_model) rsi() (in module pandas_ta.momentum) rsx() (in module pandas_ta.momentum) Rug pull run() (ExecutionLoop method) run_backtest() (ExecutionLoop method) (in module tradeexecutor.backtest.backtest_runner) run_backtest_inline() (in module tradeexecutor.backtest.backtest_runner) run_backtest_trigger_checks() (ExecutionLoop method) run_grid_combination() (in module tradeexecutor.backtest.grid_search) run_grid_combination_multiprocess() (in module tradeexecutor.backtest.grid_search) run_grid_search_backtest() (in module tradeexecutor.backtest.grid_search) run_live() (ExecutionLoop method) run_with_state() (ExecutionLoop method) runner (StrategyExecutionDescription attribute) RunState (class in tradeexecutor.strategy.run_state) rvgi() (in module pandas_ta.momentum) rvi() (in module pandas_ta.volatility) RWA

S

save() (GridSearchResult method) (ParquetFileStore method) (TradeFeedStore method) save_response() (CachedHTTPTransport method) save_trade_feed() (DirectFeedStore method) SaveHook (class in tradingstrategy.direct_feed.trade_feed) select_top_signals() (AlphaModel method) sell() (EthereumTrader method) (PairUniverseTestTrader method) (SimulatedTestTrader method) (UniswapV2TestTrader method) (UniswapV3TestTrader method) 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) sells (Candle attribute) Sentiment analysis separate (VolumeBarMode attribute) serialise_exception() (RunState static method) serialise_to_broadcast_format() (TransactionBuilder static method) set_backtest_start_and_end() (ExecutionLoop method) set_blockchain_transactions() (TradeExecution method) set_broadcast_information() (BlockchainTransaction method) set_confirmation_information() (BlockchainTransaction method) set_default_chain() (Web3Config method) set_fail() (RunState method) set_old_weight() (AlphaModel method) set_perfectly_executed() (UnitTestTrader method) set_signal() (AlphaModel method) set_target_information() (BlockchainTransaction method) set_up_simulated_execution_loop_uniswap_v2() (in module tradeexecutor.testing.simulated_execution_loop) set_up_simulated_execution_loop_uniswap_v3() (in module tradeexecutor.testing.simulated_execution_loop) setup() (ExecutionLoop method) setup_all() (HotWalletSyncModel method) setup_backtest() (in module tradeexecutor.backtest.backtest_runner) setup_backtest_for_universe() (in module tradeexecutor.backtest.backtest_runner) setup_charting_and_output() (in module tradeexecutor.backtest.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_internal() (BacktestRoutingIgnoredModel method) (BacktestRoutingModel method) 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_report() (BacktestReporter class method) setup_routing() (StrategyRunner method) setup_trades() (BacktestRoutingIgnoredModel method) (BacktestRoutingModel method) (EthereumRoutingModel method) (RoutingModel method) Sharpe sharpe (KeyMetricKind attribute) short_description (Metadata attribute) (StrategySummary attribute) short_run() (in module pandas_ta.trend) Shorting show_positions() (in module tradeexecutor.cli.commands.show_positions) shutdown() (WebhookServer method) side (TradePricing attribute) sign_transaction() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) signal (TradingPairSignal attribute) signals (AlphaModel attribute) signed_bytes (BlockchainTransaction attribute) simple (TimelineRowStylingMode attribute) simulate_funding() (BacktestSyncModel method) simulate_spot() (BacktestExecutionModel method) simulate_trade() (BacktestExecutionModel method) simulated (BlockchainTransactionType attribute) simulated_trading (ExecutionMode attribute) SimulatedTestTrader (class in tradeexecutor.testing.simulated_trader) SimulatedWallet (class in tradeexecutor.backtest.simulated_wallet) 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) small_image (LatestStateVisualisation attribute) small_image_dark (LatestStateVisualisation attribute) small_image_png (LatestStateVisualisation attribute) Smart contract smart_contracts (OnChainData attribute) 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 sortino (KeyMetricKind attribute) source (KeyMetric attribute) source_code (RunState attribute) (StrategyExecutionDescription attribute) (StrategyModuleInformation attribute)

Spot market 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.pair) stack_trace (BlockchainTransaction attribute) start() (in module tradeexecutor.cli.commands.start) start_at (BacktestData attribute) (BacktestSetup attribute) (Dataset attribute) (UniverseOptions attribute) start_background_watchdog() (in module tradeexecutor.cli.watchdog) start_block (Candle attribute) (TradeDelta attribute) (XYLiquidity attribute) start_execution() (State method) start_trades() (State method) start_ts (TradeDelta attribute) started (TradeStatus attribute) started_at (KeyMetricKind attribute) (Metadata attribute) (RunState attribute) (StrategySummary attribute) (TradeExecution attribute) State (class in tradeexecutor.state.state) state (GridSearchResult attribute) StateStore (class in tradeexecutor.state.store) StateStoreModel (class in tradeexecutor.state.store) static (OutputMode attribute) StaticUniverseModel (class in tradeexecutor.strategy.universe_model) Statistical arbitrage Statistical modeling Statistics (class in tradeexecutor.state.statistics) stats (State attribute) status (BlockchainTransaction attribute) stc() (in module pandas_ta.momentum) stdev() (in module pandas_ta.statistics) stoch() (in module pandas_ta.momentum) stochrsi() (in module pandas_ta.momentum) Stop loss stop_loss (TradeType attribute) (TradingPairSignal attribute) (TradingPosition attribute) stop_watchdog() (in module tradeexecutor.cli.watchdog) Storj Strategy Strategy age Strategy cycle Strategy developer strategy_cycle_at (TradeExecution property) strategy_cycle_included_at (BalanceEventRef attribute) (BalanceUpdate attribute) StrategyCycleTrigger (class in tradeexecutor.strategy.strategy_cycle_trigger) StrategyExecutionDescription (class in tradeexecutor.strategy.description) StrategyExecutionUniverse (class in tradeexecutor.strategy.universe_model) StrategyFactory (class in tradeexecutor.strategy.factory) StrategyModuleInformation (class in tradeexecutor.strategy.strategy_module) StrategyRunner (class in tradeexecutor.strategy.runner) StrategySummary (class in tradeexecutor.strategy.summary) StrategySummaryStatistics (class in tradeexecutor.strategy.summary) StrategyType (class in tradeexecutor.strategy.strategy_type) subplot_names (PairSubplotInfo attribute) success (TradeStatus attribute) suicide() (in module tradeexecutor.cli.watchdog) sum_decimal() (in module tradeexecutor.utils.accuracy) summary (GridSearchResult attribute) summary_statistics (RunState attribute) (StrategySummary attribute) supertrend() (in module pandas_ta.overlap) Supervised learning supply_credit() (State method) 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) sync() (JSONFileStore method) (NoneStore method) (StateStore method) sync_credit_supply() (BacktestSyncModel method) (SyncModel method) sync_initial() (BacktestSyncModel method) (DummySyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) sync_portfolio() (StrategyRunner method) sync_reinit() (EnzymeVaultSyncModel method) sync_reserves() (in module tradeexecutor.ethereum.wallet) sync_treasury() (BacktestSyncModel method) (DummySyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) SyncModel (class in tradeexecutor.strategy.sync_model) 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) (TradingPairSignal attribute) (TradingPosition 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 thermo() (in module pandas_ta.volatility) thread_based (WatchdogMode attribute) tick() (ExecutionLoop method) (StrategyRunner method) Time frame time_bucket (Dataset attribute) (StrategyExecutionDescription attribute) time_travel() (BacktestTrader method) time_waited (UpdatedUniverseResult attribute) time_window (WebChart attribute) TimeBucket (class in tradingstrategy.timebucket) timed_task() (in module tradeexecutor.utils.timer) timed_task_context_manager() (ExecutionContext method) Timeframe (class in tradingstrategy.direct_feed.timeframe) TimelineRowStylingMode (class in tradeexecutor.analysis.trade_analyser) TimelineStyler (class in tradeexecutor.analysis.trade_analyser) timestamp (AlphaModel attribute) (Candle attribute) (ExportedRecord attribute) (Trade attribute) (XYLiquidity attribute) TimeWindow (class in tradeexecutor.visual.web_chart) title (WebChart attribute) to_dataframe() (Candle class method) (TradeSummary method) (XYLiquidity class method) to_frequency() (TimeBucket method) to_human_description() (DEXPair method) to_int_unix_timestamp() (in module tradingstrategy.utils.time) to_json_safe() (State method) 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) tos_stdevall() (in module pandas_ta.statistics) Total equity Total value locked total_equity (KeyMetricKind attribute) (WebChartType attribute) traceback_data (ExportedRecord attribute) Trade (class in tradingstrategy.direct_feed.trade_feed) trade() (BacktestRoutingIgnoredModel method) (EthereumRoutingModel method) trade_count (FinalPositionStatistics attribute) trade_id (TradeExecution attribute) trade_on_router_three_way() (EthereumRoutingState method) (UniswapV2RoutingState method) (UniswapV3RoutingState method) trade_on_router_two_way() (EthereumRoutingState method) (UniswapV2RoutingState method) (UniswapV3RoutingState method) trade_short() (State method) trade_type (TradeExecution attribute) TradeAnalysis (class in tradeexecutor.analysis.trade_analyser) TradeDelta (class in tradingstrategy.direct_feed.trade_feed) TradeExecution (class in tradeexecutor.state.trade) tradeexecutor.analysis module tradeexecutor.analysis.advanced_metrics module tradeexecutor.analysis.alpha_model_analyser module tradeexecutor.analysis.fee_analyser module tradeexecutor.analysis.grid_search module tradeexecutor.analysis.multipair module tradeexecutor.analysis.position module tradeexecutor.analysis.single_pair module tradeexecutor.analysis.slippage module tradeexecutor.analysis.trade_analyser module tradeexecutor.backtest module tradeexecutor.backtest.backtest_execution module tradeexecutor.backtest.backtest_pricing module tradeexecutor.backtest.backtest_routing module tradeexecutor.backtest.backtest_runner module tradeexecutor.backtest.backtest_sync module tradeexecutor.backtest.backtest_valuation module tradeexecutor.backtest.data_preload module tradeexecutor.backtest.grid_search module tradeexecutor.backtest.legacy_backtest_sync module tradeexecutor.backtest.notebook module tradeexecutor.backtest.report module tradeexecutor.backtest.simulated_wallet module tradeexecutor.cli module tradeexecutor.cli.approval module tradeexecutor.cli.bootstrap module tradeexecutor.cli.close_all module tradeexecutor.cli.commands module tradeexecutor.cli.commands.app module tradeexecutor.cli.commands.backtest module tradeexecutor.cli.commands.check_accounts module tradeexecutor.cli.commands.check_universe module tradeexecutor.cli.commands.check_wallet module tradeexecutor.cli.commands.close_all module tradeexecutor.cli.commands.console module tradeexecutor.cli.commands.correct_accounts module tradeexecutor.cli.commands.enzyme_asset_list module tradeexecutor.cli.commands.enzyme_deploy_vault module tradeexecutor.cli.commands.hello module tradeexecutor.cli.commands.init module tradeexecutor.cli.commands.perform_test_trade module tradeexecutor.cli.commands.reinit module tradeexecutor.cli.commands.repair module tradeexecutor.cli.commands.shared_options module tradeexecutor.cli.commands.show_positions module tradeexecutor.cli.commands.start module tradeexecutor.cli.commands.version module tradeexecutor.cli.discord module tradeexecutor.cli.env module tradeexecutor.cli.latest_release module tradeexecutor.cli.log module tradeexecutor.cli.loop module tradeexecutor.cli.main module tradeexecutor.cli.result module tradeexecutor.cli.testtrade module tradeexecutor.cli.version_info module tradeexecutor.cli.watchdog module tradeexecutor.ethereum module tradeexecutor.ethereum.enzyme module tradeexecutor.ethereum.enzyme.asset module tradeexecutor.ethereum.enzyme.tx module tradeexecutor.ethereum.enzyme.vault module tradeexecutor.ethereum.eth_pricing_model module tradeexecutor.ethereum.eth_valuation module tradeexecutor.ethereum.ethereumtrader module tradeexecutor.ethereum.execution module tradeexecutor.ethereum.hot_wallet_sync_model module tradeexecutor.ethereum.onchain_balance module tradeexecutor.ethereum.revert module tradeexecutor.ethereum.routing_data module tradeexecutor.ethereum.routing_model module tradeexecutor.ethereum.routing_state module tradeexecutor.ethereum.token module tradeexecutor.ethereum.tx module tradeexecutor.ethereum.uniswap_v2 module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0 module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_live_pricing module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation_v0 module tradeexecutor.ethereum.uniswap_v3 module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_execution module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_live_pricing module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_valuation module tradeexecutor.ethereum.universe module tradeexecutor.ethereum.wallet module tradeexecutor.ethereum.web3config module tradeexecutor.monkeypatch 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.freeze module tradeexecutor.state.generic_position module tradeexecutor.state.identifier module tradeexecutor.state.interest module tradeexecutor.state.loan module tradeexecutor.state.metadata module tradeexecutor.state.pickle_over_json module tradeexecutor.state.portfolio module tradeexecutor.state.position module tradeexecutor.state.repair module tradeexecutor.state.reserve module tradeexecutor.state.revaluation module tradeexecutor.state.state module tradeexecutor.state.statistics module tradeexecutor.state.store module tradeexecutor.state.sync module tradeexecutor.state.trade module tradeexecutor.state.types module tradeexecutor.state.uptime module tradeexecutor.state.validator module tradeexecutor.state.visualisation module tradeexecutor.strategy module tradeexecutor.strategy.account_correction module tradeexecutor.strategy.alpha_model module tradeexecutor.strategy.approval module tradeexecutor.strategy.asset module tradeexecutor.strategy.bootstrap module

tradeexecutor.strategy.cycle module tradeexecutor.strategy.default_routing_options module tradeexecutor.strategy.description module tradeexecutor.strategy.dummy module tradeexecutor.strategy.dust module tradeexecutor.strategy.engine_version module tradeexecutor.strategy.execution_context module tradeexecutor.strategy.execution_model module tradeexecutor.strategy.factory module tradeexecutor.strategy.interest 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.position_manager module tradeexecutor.strategy.pandas_trader.rebalance module tradeexecutor.strategy.pandas_trader.runner module tradeexecutor.strategy.pricing_model module tradeexecutor.strategy.qstrader module tradeexecutor.strategy.qstrader.alpha_model module tradeexecutor.strategy.qstrader.order_sizer module tradeexecutor.strategy.qstrader.portfolio_construction_model module tradeexecutor.strategy.qstrader.runner module tradeexecutor.strategy.reserve_currency module tradeexecutor.strategy.reverse_universe module tradeexecutor.strategy.routing module tradeexecutor.strategy.run_state module tradeexecutor.strategy.runner module tradeexecutor.strategy.stop_loss module tradeexecutor.strategy.strategy_cycle_trigger module tradeexecutor.strategy.strategy_module module tradeexecutor.strategy.strategy_type module tradeexecutor.strategy.summary module tradeexecutor.strategy.sync_model module tradeexecutor.strategy.trade_pricing module tradeexecutor.strategy.trading_strategy_universe module tradeexecutor.strategy.universe_model module tradeexecutor.strategy.valuation module tradeexecutor.strategy.weighting module tradeexecutor.testing module tradeexecutor.testing.backtest_trader module tradeexecutor.testing.dummy_wallet module tradeexecutor.testing.ethereumtrader_uniswap_v2 module tradeexecutor.testing.ethereumtrader_uniswap_v3 module tradeexecutor.testing.pairuniversetrader module tradeexecutor.testing.simulated_execution_loop module tradeexecutor.testing.simulated_trader module tradeexecutor.testing.synthetic_ethereum_data module tradeexecutor.testing.synthetic_exchange_data module tradeexecutor.testing.synthetic_pair_data module tradeexecutor.testing.synthetic_price_data module tradeexecutor.testing.synthetic_universe_data module tradeexecutor.testing.unit_test_trader module tradeexecutor.utils module tradeexecutor.utils.accuracy module tradeexecutor.utils.blockchain module tradeexecutor.utils.crossover module tradeexecutor.utils.dataclass module tradeexecutor.utils.format module tradeexecutor.utils.fullname module tradeexecutor.utils.price module tradeexecutor.utils.python_module_loader module tradeexecutor.utils.ring_buffer_logging_handler module tradeexecutor.utils.state_downloader module tradeexecutor.utils.summarydataframe module tradeexecutor.utils.timer module tradeexecutor.utils.timestamp module tradeexecutor.utils.typing module tradeexecutor.utils.url module tradeexecutor.visual module tradeexecutor.visual.benchmark module tradeexecutor.visual.custom_indicators module tradeexecutor.visual.equity_curve module tradeexecutor.visual.image_output module tradeexecutor.visual.multiple_pairs module tradeexecutor.visual.single_pair module tradeexecutor.visual.strategy_state module tradeexecutor.visual.technical_indicator module tradeexecutor.visual.utils module tradeexecutor.visual.web_chart module tradeexecutor.webhook module tradeexecutor.webhook.api module tradeexecutor.webhook.app module tradeexecutor.webhook.error module tradeexecutor.webhook.events module tradeexecutor.webhook.server module TradeFeed (class in tradingstrategy.direct_feed.trade_feed) TradeFeedStore (class in tradingstrategy.direct_feed.trade_store) 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) (DataRangeMode attribute) (TradeDelta attribute) (TradingPosition attribute) Trades last week trades_last_week (KeyMetricKind attribute) trades_needing_repair (RepairResult attribute) TradeStatus (class in tradeexecutor.state.trade) TradeSummary (class in tradeexecutor.analysis.trade_analyser) 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) trading_strategy_engine_version (StrategyExecutionDescription attribute) (StrategyModuleInformation attribute) TradingPairDataAvailability (class in tradingstrategy.candle) TradingPairIdentifier (class in tradeexecutor.state.identifier) TradingPairKind (class in tradeexecutor.state.identifier) TradingPairSignal (class in tradeexecutor.strategy.alpha_model) TradingPosition (class in tradeexecutor.state.position) 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.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.format module tradingstrategy.utils.forward_fill module tradingstrategy.utils.groupeduniverse module tradingstrategy.utils.jupyter module tradingstrategy.utils.schema module tradingstrategy.utils.time 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 (TradingPairSignal attribute) trailing_stop_loss_pct (TradingPosition attribute) Training set Transaction cost transaction_args (BlockchainTransaction attribute) TransactionBuilder (class in tradeexecutor.ethereum.tx) transfer_away_assets_without_position() (in module tradeexecutor.strategy.account_correction) transfer_tax (DEXPair attribute) translate_and_apply_event() (EnzymeVaultSyncModel method) translate_to_naive_swap() (in module tradeexecutor.ethereum.execution) 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_updates (TradingPosition attribute) TriggerPriceUpdate (class in tradeexecutor.state.position) 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) TWAP tx_hash (BalanceUpdate attribute) (BlockchainTransaction attribute) (Deployment attribute) (Trade attribute) type (AssetIdentifier attribute) (BlockchainTransaction attribute)

U

ui() (in module pandas_ta.volatility) unavailability_reason (KeyMetric attribute) UncheckedApprovalModel (class in tradeexecutor.strategy.approval) underlying (AssetIdentifier attribute) unfreeze_position() (in module tradeexecutor.state.repair) unfrozen_at (TradingPosition attribute) unfrozen_positions (RepairResult attribute) Uniswap uniswap_v2 (ExchangeType attribute) uniswap_v2_dai (TradeRouting attribute) uniswap_v2_incompatible (ExchangeType attribute) uniswap_v2_live_pricing_factory() (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_live_pricing) uniswap_v2_sell_valuation_factory() (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation) (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation_v0) uniswap_v2_usdc (TradeRouting attribute) uniswap_v2_usdt (TradeRouting attribute) uniswap_v3 (ExchangeType attribute) uniswap_v3_busd (TradeRouting attribute) uniswap_v3_dai (TradeRouting attribute) uniswap_v3_live_pricing_factory() (in module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_live_pricing) uniswap_v3_sell_valuation_factory() (in module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_valuation) 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) UniswapV2ExecutionModel (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution) UniswapV2ExecutionModelVersion0 (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) UniswapV2LivePricing (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_live_pricing) UniswapV2MockClient (class in tradingstrategy.testing.uniswap_v2_mock_client) UniswapV2PoolRevaluator (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation) UniswapV2PoolValuationMethodV0 (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation_v0) UniswapV2RoutingInstructions (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) UniswapV2RoutingState (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing) UniswapV2SimpleRoutingModel (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing) UniswapV2TestTrader (class in tradeexecutor.testing.ethereumtrader_uniswap_v2) UniswapV2TradeFeed (class in tradingstrategy.direct_feed.uniswap_v2) UniswapV3ExecutionModel (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_execution) UniswapV3LivePricing (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_live_pricing) UniswapV3PoolRevaluator (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_valuation) UniswapV3RoutingState (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing)

UniswapV3SimpleRoutingModel (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing) UniswapV3TestTrader (class in tradeexecutor.testing.ethereumtrader_uniswap_v3) unit_testing_trading (ExecutionMode attribute) UnitTestTrader (class in tradeexecutor.testing.unit_test_trader) universe (RoutingState attribute) (TradingStrategyUniverse attribute) universe_model (StrategyExecutionDescription attribute) universe_options (BacktestSetup attribute) UniverseModel (class in tradeexecutor.strategy.universe_model) UniverseOptions (class in tradeexecutor.strategy.universe_model) unknown (ChainId attribute) (JupyterOutputMode attribute) unknown_cause (AccountingCorrectionCause attribute) unmappable() (in module tradingstrategy.utils.schema) Unsupervised learning uo() (in module pandas_ta.momentum) update_confirmation_status() (EthereumExecutionModel method) (in module tradeexecutor.ethereum.execution) update_credit_supply_interest() (in module tradeexecutor.strategy.interest) update_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) update_cycle() (TradeFeed method) update_old_weights() (AlphaModel method) update_position_valuations() (ExecutionLoop method) update_reserves() (Portfolio method) update_stop_loss() (PositionManager method) update_strategy_thinking_image_data() (PandasTraderRunner method) update_universe() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) update_value() (ReservePosition method) update_wallet_balances() (in module tradeexecutor.ethereum.wallet) updated_at (ReserveUpdateEvent attribute) updated_universe (UpdatedUniverseResult attribute) UpdatedUniverseResult (class in tradeexecutor.strategy.pandas_trader.decision_trigger) Uptime (class in tradeexecutor.state.uptime) uptime (State attribute) us_dollar (CurrencyConversion attribute) usd_value (AccountingBalanceCheck attribute) (BalanceEventRef attribute) (BalanceUpdate attribute) USDC usdc (ReserveCurrency attribute) usdc_e (ReserveCurrency attribute) usdt (ReserveCurrency attribute) user_supplied_routing_model (TradeRouting attribute) UTCFriendlyDataClassJsonMixin (class in tradeexecutor.utils.dataclass)

V

validate() (GridCombination method) (StrategyModuleInformation method) (TradingStrategyUniverse method) validate_backtest() (StrategyModuleInformation method) validate_exchange() (EthereumRoutingState static method) validate_executor_id() (in module tradeexecutor.cli.bootstrap) validate_latest_candles() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) validate_mid_price_for_buy() (EthereumPricingModel method) validate_mid_price_for_sell() (EthereumPricingModel method) validate_nested_state_dict() (in module tradeexecutor.state.validator) validate_ohclv_dataframe() (in module tradingstrategy.charting.candle_chart) validate_pairs() (EthereumRoutingState static method) validate_plot_info() (in module tradingstrategy.charting.candle_chart) validate_reserve_currency() (in module tradeexecutor.ethereum.routing_data) validate_state_serialisation() (in module tradeexecutor.state.validator) validate_state_value() (in module tradeexecutor.state.validator) ValuationModel (class in tradeexecutor.strategy.valuation) ValuationModelFactory (class in tradeexecutor.strategy.valuation) Value (class in tradeexecutor.utils.summarydataframe) value (KeyMetric attribute) (PositionStatistics attribute) value_at_max (FinalPositionStatistics attribute) value_at_open (FinalPositionStatistics attribute) variance() (in module pandas_ta.statistics) Vault vault (EnzymeSmartContracts attribute) (EnzymeTransactionBuilder property) vault_token_name (Deployment attribute) vault_token_symbol (Deployment attribute) version (RunState attribute) version() (in module tradeexecutor.cli.commands.version)

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) visualisation (RunState attribute) (State attribute) visualise_advanced_metrics() (in module tradeexecutor.analysis.advanced_metrics) visualise_all_cash() (in module tradeexecutor.visual.benchmark) visualise_benchmark() (in module tradeexecutor.visual.benchmark) visualise_buy_and_hold() (in module tradeexecutor.visual.benchmark) visualise_equity_curve() (in module tradeexecutor.visual.equity_curve) visualise_heatmap_2d() (in module tradeexecutor.analysis.grid_search) visualise_multiple_pairs() (in module tradeexecutor.visual.multiple_pairs) visualise_ohlcv() (in module tradingstrategy.charting.candle_chart) visualise_portfolio_equity_curve() (in module tradeexecutor.visual.benchmark) visualise_positions_with_duration_and_slippage() (in module tradeexecutor.visual.single_pair) visualise_returns_distribution() (in module tradeexecutor.visual.equity_curve) visualise_returns_over_time() (in module tradeexecutor.visual.equity_curve) visualise_single_pair() (in module tradeexecutor.visual.single_pair) visualise_single_pair_positions_with_duration_and_slippage() (in module tradeexecutor.visual.single_pair) visualise_single_pair_strategy_state() (in module tradeexecutor.visual.strategy_state) visualise_table() (in module tradeexecutor.analysis.grid_search) visualise_technical_indicator() (in module tradeexecutor.visual.technical_indicator) visualise_trades() (in module tradeexecutor.visual.utils) 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_trades_to_complete() (in module tradeexecutor.ethereum.execution) walk() (in module tradeexecutor.state.validator) Wallet wallet (RoutingStateDetails attribute) WalletConnect warm_up_backtest() (ExecutionLoop method) warm_up_live_trading() (ExecutionLoop method) WatchdogMode (class in tradeexecutor.cli.watchdog) wcp() (in module pandas_ta.overlap) Web3 web3 (RoutingStateDetails attribute) Web3Config (class in tradeexecutor.ethereum.web3config) web_chart() (in module tradeexecutor.webhook.api) web_file() (in module tradeexecutor.webhook.api) web_home() (in module tradeexecutor.webhook.api) web_logs() (in module tradeexecutor.webhook.api) web_metadata() (in module tradeexecutor.webhook.api)

web_notify() (in module tradeexecutor.webhook.api) web_ping() (in module tradeexecutor.webhook.api) web_source() (in module tradeexecutor.webhook.api) web_state() (in module tradeexecutor.webhook.api) web_status() (in module tradeexecutor.webhook.api) web_visulisation() (in module tradeexecutor.webhook.api) WebChart (class in tradeexecutor.visual.web_chart) WebChartSource (class in tradeexecutor.visual.web_chart) WebChartType (class in tradeexecutor.visual.web_chart) WebhookServer (class in tradeexecutor.webhook.server) Weight allocation weight_by_1_slash_n() (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) wrapped_args (BlockchainTransaction attribute) wrapped_function_selector (BlockchainTransaction attribute) write_json_file() (State method) write_pickle() (TradingStrategyUniverse method)

X

xsignals() (in module pandas_ta.trend)

XY liquidity model XYLiquidity (class in tradingstrategy.liquidity)

Y

Yield farming

Z

zlma() (in module pandas_ta.overlap)

zscore() (in module pandas_ta.statistics) zstd