Index

_

__init__() (AggregateId method), [1] (AsterExchangeConfig method), [1] (BaseClient method) (BaseTransport method) (BinanceDownloader method), [1] (BrokenEnumValue method), [1] (CachedHTTPTransport method), [1] (CacheStatus method) (Candle method), [1] (CandleResult method), [1] (ChainId method) (Client method), [1] (CoingeckoClient method), [1] (CoingeckoEntry method) (CoingeckoUniverse method), [1] (CurrencyConversion method) (CurveType method) (DEXAsset method), [1] (DEXPair method), [1] (EthereumAddress method) (Exchange method), [1] (ExchangeType method) (ExchangeUniverse method), [1] (ExportedRecord method) (FlexibleUnpickler method) (Format method) (FreqtradeClient method), [1] (FreqtradeConfig method), [1] (FreqtradeDepositMethod method) (FreqtradeWithdrawalMethod method) (Gap method), [1] (GroupedCandleUniverse method) (GroupedLiquidityUniverse method), [1] (HistoricalXYPriceImpactCalculator method), [1] (HyperliquidExchangeConfig method), [1] (JupyterOutputMode method) (LegacyPairUniverse method), [1] (LiquidityResult method), [1] (LiquiditySampleMeasure method) (LoggingRetry method), [1] (MockClient method) (NaNToNullEncoder method) (OHLCVCandle method), [1] (OHLCVCandleType method) (OnChainTransferExchangeConfig method), [1] (OrderlyExchangeConfig method), [1] (OtherData method), [1] (OutputMode method) (PairCandleCache method), [1] (PairCandleInfo method), [1] (PairCandleMetadata method), [1] (PairFetchPartition method) (PairGroupedUniverse method), [1] (PandasPairUniverse method), [1] (ParquetFileStore method), [1] (PositionInternalSharePriceState method), [1] (PositionType method) (PriceImpact method), [1] (Regime method) (RegimeRegion method), [1] (ResampledLiquidityUniverse method), [1] (ReserveCurrency method) (RevalueEvent method) (RingBufferHandler method), [1] (StablecoinFilteringMode method) (StrategyCycleTrigger method) (StrategyTag method) (StrategyType method) (TimeBucket method) (Timeframe method), [1] (Token method), [1] (TokenCacheEntry method), [1] (TopPairData method), [1] (TopPairMethod method) (TopPairsReply method), [1] (Trade method), [1] (TradeFeedStore method) (TradeRouting method) (TradeType method) (TradingPairDataAvailability method) (TradingStrategyDataSource method), [1] (Trigger method), [1] (TriggerCondition method) (TriggerType method) (UTCFriendlyDataClassJsonMixin method) (ValuationUpdate method), [1] (Value method), [1] (VersionInfo method), [1] (VolumeBarMode method) (WatchdogMode method) (XYLiquidity method), [1]

__new__() (ChainId method) (ExchangeType method) (FreqtradeDepositMethod method) (FreqtradeWithdrawalMethod method) (PairFetchPartition static method)

A

Aave aberration() (in module pandas_ta.volatility) accbands() (in module pandas_ta.volatility) Active strategy active_pair_count (Exchange attribute) ad() (in module pandas_ta.volume) add() (ExchangeUniverse method) add_base_quote_address_columns() (in module tradingstrategy.utils.token_filter) add_cors_headers() (in module tradeexecutor.webhook.events) add_info_columns_to_ohlc() (in module tradingstrategy.binance.utils) add_volume (XYLiquidity attribute) address (DEXPair attribute) (Exchange attribute) (Token attribute) address_cache (CoingeckoUniverse attribute) adds (XYLiquidity attribute) adosc() (in module pandas_ta.volume) adx() (in module pandas_ta.trend) Aggregate return aggregate_ohlcv_across_pairs() (in module tradingstrategy.utils.aggregate_ohlcv) AggregateId (class in tradingstrategy.utils.aggregate_ohlcv) Airdrop Algorithmic trading all (PositionType attribute) (TradeType attribute) all_pairs (StablecoinFilteringMode attribute) alma() (in module pandas_ta.overlap) Alpha alpha (StrategyTag attribute) Alpha generation platform Alpha model Alpha signal alpha_model (StrategyType attribute) Alternative data amat() (in module pandas_ta.trend) AMM analyse_portfolio_development() (in module tradingstrategy.frameworks.qstrader) analyse_trade_history() (in module tradingstrategy.frameworks.qstrader) Annual Percentage Rate (APR) Annual Percentage Yield (APY) anvil (ChainId attribute)

ao() (in module pandas_ta.momentum) aobv() (in module pandas_ta.volume) Apache Arrow API key api_password (FreqtradeConfig attribute) api_url (FreqtradeConfig attribute) api_username (FreqtradeConfig attribute) apo() (in module pandas_ta.momentum) App Chain append_to_columnar_work_buffer() (in module tradingstrategy.utils.schema) APR APY arbitrum (ChainId attribute) arbitrum_sepolia (ChainId attribute) aroon() (in module pandas_ta.trend) Arrow as_bars() (in module tradeexecutor.utils.summarydataframe) as_decimal() (in module tradeexecutor.utils.summarydataframe) as_dollar() (in module tradeexecutor.utils.summarydataframe) as_duration() (in module tradeexecutor.utils.summarydataframe) as_integer() (in module tradeexecutor.utils.summarydataframe) as_missing() (in module tradeexecutor.utils.summarydataframe) as_percent() (in module tradeexecutor.utils.summarydataframe) as_token_address_map() (TopPairsReply method) assert_compatible_timestamp() (in module tradingstrategy.utils.time) Aster aster (FreqtradeDepositMethod attribute) (FreqtradeWithdrawalMethod attribute) AsterExchangeConfig (class in tradeexecutor.strategy.freqtrade.config) atr() (in module pandas_ta.volatility) Auto-compounding Automated trading strategy Automatic deleverage Autonomous agent available_liquidity (PriceImpact attribute) Avalanche avalanche (ChainId attribute) Average Directional Index (ADX) Average recovery time Average True Range (ATR) avg (Candle attribute)

B

Backtest Backtrader base (ChainId attribute) Base blockchain Base token base_sepolia (ChainId attribute) base_token (TopPairData attribute) base_token_address (DEXPair property) (TopPairData attribute) base_token_decimals (DEXPair property) base_token_symbol (DEXPair attribute) BaseClient (class in tradingstrategy.client) BaseTransport (class in tradingstrategy.transport.base) bbands() (in module pandas_ta.volatility) bear (Regime attribute) Bear market Benchmark berachain (ChainId attribute) Best trading algorithm Best trading strategy beta (StrategyTag attribute) bias() (in module pandas_ta.momentum) Bid-Ask Spread binance (ChainId attribute) BinanceDownloader (class in tradingstrategy.binance.downloader) Binary signal blast (ChainId attribute) block_number (ValuationUpdate attribute) Blockchain Blockchain snapshot BNB Chain

BNB Smart Chain Bollinger bands Bonding curve bop() (in module pandas_ta.momentum) brar() (in module pandas_ta.momentum) Bridge BrokenEnumValue (class in tradingstrategy.utils.flexible_pickle) broker_id (AsterExchangeConfig attribute) (OrderlyExchangeConfig attribute) bsc (ChainId attribute) Bucket build_aggregate_map() (in module tradingstrategy.utils.aggregate_ohlcv) build_format_dict() (in module tradeexecutor.analysis.grid_search_format) build_gradient_colour_map() (in module tradeexecutor.analysis.grid_search_format) build_index() (PandasPairUniverse method) build_liquidity_summary() (in module tradingstrategy.utils.liquidity_filter) bull (Regime attribute) Bull market busd (ReserveCurrency attribute) Buy and hold buy_count_30d (DEXPair attribute) (Exchange attribute) buy_count_all_time (DEXPair attribute) (Exchange attribute) buy_tax (DEXPair attribute) buy_volume (Candle attribute) buy_volume_30d (DEXPair attribute) (Exchange attribute) buy_volume_all_time (DEXPair attribute) (Exchange attribute) buys (Candle attribute) by_token_addresses (TopPairMethod attribute)

C

CachedHTTPTransport (class in tradingstrategy.transport.cache) CacheStatus (class in tradingstrategy.transport.cache) CAGR calculate_on_balance_volume() (in module tradeexecutor.visual.custom_indicators) calculate_percentage() (in module tradeexecutor.utils.format) calculate_price_impact() (HistoricalXYPriceImpactCalculator method) calculate_returns() (GroupedCandleUniverse method) calculate_token_cache_summary() (in module tradingstrategy.transport.token_cache) calculate_volume_weighted_ohlcv() (in module tradingstrategy.utils.aggregate_ohlcv) Calmar ratio Candle (class in tradingstrategy.candle) CandleResult (class in tradingstrategy.candle) candles (CandleResult attribute) candles_cache (PairGroupedUniverse attribute) Carried interest Carry trade Cascading liquidation Cash and carry categorise_pairs() (in module tradingstrategy.alternative_data.coingecko) category_cache (CoingeckoUniverse attribute) cci() (in module pandas_ta.momentum) CCXT cdl_doji() (in module pandas_ta.candles) cdl_inside() (in module pandas_ta.candles) cdl_pattern() (in module pandas_ta.candles) cdl_z() (in module pandas_ta.candles) ceil() (TimeBucket method) ceil_month() (in module tradingstrategy.utils.time) celo (ChainId attribute) centralised_exchange (ChainId attribute) CEX cfo() (in module pandas_ta.momentum) cg() (in module pandas_ta.momentum) chain_id (DEXPair attribute) (Exchange attribute) (TopPairData attribute) (TradingPairDataAvailability attribute) chain_slug (Exchange attribute) ChainId (class in tradingstrategy.chain) check_hung_workers() (in module tradeexecutor.cli.watchdog) check_normalised_weights() (in module tradeexecutor.strategy.weighting) chop() (in module pandas_ta.trend) cksp() (in module pandas_ta.trend) clean_revert_reason_message() (in module tradeexecutor.ethereum.revert) clean_time_series_data() (in module tradingstrategy.binance.downloader) clear_cache() (PairGroupedUniverse method) clear_caches() (Client method) Client (class in tradingstrategy.client) clip_to_normalised() (in module tradeexecutor.strategy.weighting) CLMM Clone close (Candle attribute) (XYLiquidity attribute) close() (CachedHTTPTransport method) (Client method) Closed position cmf() (in module pandas_ta.volume) cmo() (in module pandas_ta.momentum) coingecko_data (DEXPair property) CoingeckoClient (class in tradingstrategy.alternative_data.coingecko) CoingeckoEntry (class in tradingstrategy.alternative_data.coingecko) CoingeckoUniverse (class in tradingstrategy.alternative_data.coingecko) Collateral commit_hash (VersionInfo attribute) commit_message (VersionInfo attribute) Composability Compound Compound Annual Growth Rate (CAGR) condition (Trigger attribute)

confirmation_timeout (AsterExchangeConfig attribute) (HyperliquidExchangeConfig attribute) (OnChainTransferExchangeConfig attribute) (OrderlyExchangeConfig attribute) construct_identifier_from_pair() (in module tradeexecutor.cli.commands.pair_mapping) contains_cross_over() (in module tradeexecutor.utils.crossover) contains_cross_under() (in module tradeexecutor.utils.crossover) Continuous signal Continuous trading 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_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_vault_prices_to_candles() (in module tradingstrategy.alternative_data.vault) convert_vaults_to_trading_pairs() (in module tradingstrategy.alternative_data.vault) convert_web_candles_to_dataframe() (XYLiquidity class method) coppock() (in module pandas_ta.momentum) Cost drag cost_of_trade (PriceImpact attribute) Covariance matrix crab (Regime attribute) create() (ParquetFileStore method) (TradeFeedStore method) create_columnar_work_buffer() (in module tradingstrategy.utils.schema) create_empty() (GroupedCandleUniverse static method) (GroupedLiquidityUniverse static method) create_empty_qstrader() (GroupedCandleUniverse static method) create_from_multiple_candle_dataframes() (PairGroupedUniverse class 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() (PairGroupedUniverse class method) create_jupyter_client() (Client class method) create_label() (in module tradingstrategy.charting.candle_chart) create_limited_pair_universe() (PandasPairUniverse static method) create_live_client() (Client class method) create_pair_universe() (PandasPairUniverse static method) create_parquet_load_filter() (PandasPairUniverse method) create_portfolio_snapshot() (in module tradingstrategy.frameworks.qstrader) create_pyarrow_schema_for_dataclass() (in module tradingstrategy.utils.schema) create_pyodide_client_async() (Client class method) create_requests_client() (CachedHTTPTransport method) create_single_pair_universe() (PandasPairUniverse static method) create_summary_table() (in module tradeexecutor.utils.summarydataframe) create_test_client() (Client class method) create_vault_universe() (in module tradingstrategy.alternative_data.vault) create_watchdog_registry() (in module tradeexecutor.cli.watchdog) created_at (ValuationUpdate attribute) Credit market Cross validation cross_above (TriggerCondition attribute) cross_below (TriggerCondition attribute) cross_chain (ChainId attribute) crypto_quote_token (CurrencyConversion attribute) Crystallisation CSV cti() (in module pandas_ta.momentum) Cumulative profit Cumulative return cumulative_quantity (PositionInternalSharePriceState attribute) cumulative_returns (CurveType attribute) Curl CurrencyConversion (class in tradingstrategy.direct_feed.conversion) current_share_price (PositionInternalSharePriceState attribute) CurveType (class in tradeexecutor.analysis.curve) Custodial Cycle duration cycle_offset (StrategyCycleTrigger attribute)

D

d1 (TimeBucket attribute) d30 (TimeBucket attribute) d360 (TimeBucket attribute) d365 (TimeBucket attribute) d7 (TimeBucket attribute) dai (ReserveCurrency attribute) DAO data (ChainId property) (CoingeckoUniverse attribute) (OtherData attribute) (PairCandleCache property) Dataclass DATAFRAME_FIELDS (Candle attribute) Dataset Dataset server decay() (in module pandas_ta.trend) Decentralised exchange Decentralised finance decode_pickle_over_json() (in module tradeexecutor.state.pickle_over_json) decreasing() (in module pandas_ta.trend) dedent_any() (in module tradeexecutor.utils.dedent) deduplicate_pairs_by_volume() (in module tradingstrategy.utils.token_filter) default (TradeRouting attribute) default() (NaNToNullEncoder method) default_router_address (Exchange attribute) DeFi delivered (PriceImpact attribute) Delta hedged Delta neutral delta_fetch_ids (PairFetchPartition attribute)

delta_fetch_start_time() (PairCandleMetadata method) dema() (in module pandas_ta.overlap) Demeter Depeg deposits_disabled (StrategyTag attribute) derive (ChainId attribute) (ExchangeType attribute) detect_frequency() (in module tradingstrategy.utils.gap) detect_timestamp_gaps() (in module tradingstrategy.utils.gap) Deterministic DEX dex_pair_obj_cache (PandasPairUniverse attribute) dex_type (DEXPair attribute) DEXAsset (class in tradingstrategy.frameworks.qstrader) DEXPair (class in tradingstrategy.pair) Directional strategy disable_pandas_warnings() (in module tradingstrategy.direct_feed.warn) Discrete signal Discrete trading Discretionary investment management display_dataframe_with_html() (in module tradeexecutor.utils.notebook) display_token_metadata() (in module tradingstrategy.transport.token_cache) 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_with_tqdm_progress_bar() (in module tradingstrategy.transport.progress_enabled_download) dpo() (in module pandas_ta.trend) Drawdown drawdown() (in module pandas_ta.performance)

E

ebsw() (in module pandas_ta.cycles) ECB key interest rate efi() (in module pandas_ta.volume) EMA ema() (in module pandas_ta.overlap) emit() (RingBufferHandler method) encode() (NaNToNullEncoder method) encode_pickle_over_json() (in module tradeexecutor.state.pickle_over_json) end_block (Candle attribute) (XYLiquidity attribute) ensure_exact_zero() (in module tradeexecutor.utils.accuracy) entropy() (in module pandas_ta.statistics) Environment file Enzyme protocol eom() (in module pandas_ta.volume) equalise_timestamp_index() (in module tradingstrategy.utils.gap) equity (CurveType attribute) Equity curve er() (in module pandas_ta.momentum) ERC-20 ERC-4626 ERC-7540 erc_4626_vault (ExchangeType attribute) eri() (in module pandas_ta.momentum) Erigon error_tween_factory() (in module tradeexecutor.webhook.error) estimate_xyk_price_impact() (in module tradingstrategy.priceimpact) Ethena Ether Ethereum ethereum (ChainId attribute) ethereum_classic (ChainId attribute) ethereum_tester (ChainId attribute) EthereumAddress (class in tradeexecutor.utils.dataclass) Euler

EVM EVM-compatible examine_anomalies() (in module tradingstrategy.utils.wrangle) examine_price_between_time_anomalies() (in module tradingstrategy.utils.wrangle) exception_response() (in module tradeexecutor.webhook.error) exception_view() (in module tradeexecutor.webhook.error) Excess returns Exchange (class in tradingstrategy.exchange) exchange (FreqtradeConfig attribute) exchange_address (DEXPair attribute) exchange_id (DEXPair attribute) (Exchange attribute) (TopPairData attribute) exchange_name (DEXPair attribute) (FreqtradeConfig attribute) exchange_rate (Candle attribute) (XYLiquidity attribute) exchange_slug (DEXPair attribute) (Exchange attribute) (TopPairData attribute) exchange_type (Exchange attribute) exchanges (ExchangeUniverse attribute) ExchangeType (class in tradingstrategy.exchange) ExchangeUniverse (class in tradingstrategy.exchange) exclude_reason (TopPairData attribute) excluded (TopPairsReply attribute) Expected shortfall expired_at (Trigger attribute) expires_at (Trigger attribute) export() (ExportedRecord static method) (RingBufferHandler method) ExportedRecord (class in tradeexecutor.utils.ring_buffer_logging_handler) Exposure Exposure-adjusted CAGR extract_module_members() (in module tradeexecutor.utils.python_module_loader)

F

Face value Factor investing Fair value Fastquant FDIC national rate fee (DEXPair attribute) (TopPairData attribute) Fee model fee_tier (DEXPair property) fee_tolerance (AsterExchangeConfig attribute) (HyperliquidExchangeConfig attribute) (OnChainTransferExchangeConfig attribute) (OrderlyExchangeConfig attribute) fetch_all_candles() (Client method) fetch_all_lending_symbols() (BinanceDownloader method) fetch_all_liquidity_samples() (Client method) fetch_all_spot_symbols() (BinanceDownloader method) fetch_approx_asset_trading_start_date() (BinanceDownloader method) fetch_assets() (BinanceDownloader method) fetch_by_contract() (CoingeckoClient method) fetch_candle_dataset() (BaseTransport method) (Client method) fetch_candles_all_time() (CachedHTTPTransport method) fetch_candles_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_candlestick_data() (BinanceDownloader method) fetch_candlestick_data_single_pair() (BinanceDownloader method) fetch_chain_status() (CachedHTTPTransport method) (Client method) fetch_clmm_liquidity_provision_candles_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_coin_data() (CoingeckoClient method) fetch_coin_markets() (CoingeckoClient method) fetch_coins_list() (CoingeckoClient method) fetch_exchange_universe() (Client method) fetch_lending_candles_by_reserve_id() (CachedHTTPTransport method) (Client method) fetch_lending_candles_for_universe() (Client method) fetch_lending_rates() (BinanceDownloader method) fetch_lending_rates_single_pair() (BinanceDownloader method) fetch_lending_reserve_universe() (Client method) fetch_lending_reserves_all_time() (Client method) fetch_live_candles() (BaseTransport method) fetch_pair_universe() (BaseTransport method) (Client method) fetch_token_metadata() (CachedHTTPTransport method) (Client method) fetch_top_coins() (in module tradingstrategy.alternative_data.coingecko) fetch_top_pairs() (CachedHTTPTransport method) (Client method) fetch_trading_data_availability() (CachedHTTPTransport method) (Client method) fetch_tvl() (CachedHTTPTransport method) (Client method) fetch_tvl_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_vault_universe() (CachedHTTPTransport method) (Client method) file_size (TokenCacheEntry property) fill_future_gap() (in module tradingstrategy.utils.forward_fill) fill_future_gap_multi_pair() (in module tradingstrategy.utils.forward_fill) fill_missing_ohlcv() (in module tradingstrategy.utils.gap) filter_bad_wicks() (in module tradingstrategy.utils.wrangle) filter_broken_enum_values() (in module tradingstrategy.utils.flexible_pickle) filter_by_token_sniffer_score() (in module tradingstrategy.utils.token_filter) filter_for_base_tokens() (in module tradingstrategy.utils.token_filter) filter_for_blacklisted_tokens() (in module tradingstrategy.utils.token_filter) filter_for_chain() (in module tradingstrategy.utils.token_filter) filter_for_derivatives() (in module tradingstrategy.utils.token_filter) filter_for_exchange() (in module tradingstrategy.utils.token_filter) filter_for_exchange_ids() (in module tradingstrategy.utils.token_filter)

filter_for_exchange_slugs() (in module tradingstrategy.utils.token_filter) filter_for_exchanges() (in module tradingstrategy.utils.token_filter) filter_for_nonascii_tokens() (in module tradingstrategy.utils.token_filter) filter_for_pairs() (in module tradingstrategy.utils.groupeduniverse) filter_for_quote_tokens() (in module tradingstrategy.utils.token_filter) filter_for_rebases() (in module tradingstrategy.utils.token_filter) filter_for_selected_pairs() (in module tradingstrategy.utils.token_filter) filter_for_single_pair() (in module tradingstrategy.utils.groupeduniverse) filter_for_stablecoins() (in module tradingstrategy.utils.token_filter) filter_for_trading_fee() (in module tradingstrategy.utils.token_filter) filter_pairs_default() (in module tradingstrategy.utils.token_filter) filter_scams() (in module tradingstrategy.utils.token_extra_data) find_class() (FlexibleUnpickler method) find_pair_data_for_token() (TopPairsReply method) FinRL first_swap_at (DEXPair attribute) first_swap_at_block_number (DEXPair attribute) first_trade_at (Exchange attribute) fisher() (in module pandas_ta.momentum) fix_bad_wicks() (in module tradingstrategy.utils.wrangle) fix_dex_price_data() (in module tradingstrategy.utils.wrangle) fix_prices_in_between_time_frames() (in module tradingstrategy.utils.wrangle) fix_trace_x_axis_dates() (in module tradeexecutor.monkeypatch.plotly) flag_blacklisted_manually (DEXPair attribute) flag_inactive (DEXPair attribute) flag_unknown_exchange (DEXPair attribute) flag_unsupported_quote_token (DEXPair attribute) Flash loan flatten_dataframe_datetime_index() (in module tradingstrategy.utils.df_index) flexible_load() (in module tradingstrategy.utils.flexible_pickle) flexible_loads() (in module tradingstrategy.utils.flexible_pickle) FlexibleUnpickler (class in tradingstrategy.utils.flexible_pickle) floor() (TimeBucket method) floor_datetime() (TimeBucket method) floor_month() (in module tradingstrategy.utils.time) floor_pandas_month() (in module tradingstrategy.utils.time) floor_pandas_week() (in module tradingstrategy.utils.time) Fork Format (class in tradeexecutor.utils.summarydataframe) format_blog_post_figure() (in module tradeexecutor.visual.palette) format_duration_days_hours_mins() (in module tradingstrategy.utils.format) format_links_for_html_output() (in module tradingstrategy.utils.jupyter) format_percent() (in module tradingstrategy.utils.format) format_percent_2_decimals() (in module tradingstrategy.utils.format) format_price() (in module tradingstrategy.utils.format) 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) forward_fill_ohlcv_single_pair() (in module tradingstrategy.utils.forward_fill) freq (Timeframe attribute) FreqTrade freqtrade_id (FreqtradeConfig attribute) FreqtradeClient (class in tradeexecutor.strategy.freqtrade.freqtrade_client) FreqtradeConfig (class in tradeexecutor.strategy.freqtrade.config) FreqtradeDepositMethod (class in tradeexecutor.strategy.freqtrade.config) FreqtradeWithdrawalMethod (class in tradeexecutor.strategy.freqtrade.config) from_collection() (ExchangeUniverse static method) from_dict_fast() (Exchange class method) from_iso() (in module tradingstrategy.utils.time) from_json_fast() (ExchangeUniverse class method) from_pandas_timedelta() (TimeBucket static method) from_series() (DEXPair class method) Frontrunning full_fetch_ids (PairFetchPartition attribute) Fundamental analysis Funding rate Futures fwma() (in module pandas_ta.overlap)

G

Gamma hedged ganache (ChainId attribute) Gap (class in tradingstrategy.utils.gap) Gas fee generate_address_columns() (in module tradingstrategy.pair) generate_exchange_for_binance() (in module tradingstrategy.binance.utils) generate_exchange_universe_for_binance() (in module tradingstrategy.binance.utils) generate_future_filler_data() (in module tradingstrategy.utils.forward_fill) generate_grey_alpha() (in module tradeexecutor.analysis.grid_search_format) generate_lending_reserve_for_binance() (in module tradingstrategy.binance.utils) generate_monthly_timestamps() (in module tradingstrategy.utils.time) generate_pair_for_binance() (in module tradingstrategy.binance.utils) generate_pairs_for_binance() (in module tradingstrategy.binance.utils) generate_random_ethereum_address() (in module tradeexecutor.testing.synthetic_ethereum_data) generate_sepia_palette() (in module tradeexecutor.visual.palette) generate_synthetic_sample() (Candle static method) get_active_pairs() (LegacyPairUniverse method) get_address_link() (ChainId method) get_all_categories() (CoingeckoUniverse method) get_all_pair_ids() (PandasPairUniverse method) get_all_pairs() (PairGroupedUniverse method) get_all_pairs_on_exchange() (LegacyPairUniverse method) get_all_samples_by_range() (PairGroupedUniverse method) get_all_samples_by_timestamp() (PairGroupedUniverse method) get_all_slugs() (ExchangeUniverse method) get_all_tokens() (PandasPairUniverse method) get_assets_historical_closes() (TradingStrategyDataSource method) get_balance() (FreqtradeClient method) get_base_token() (DEXPair method) get_bid() (TradingStrategyDataSource method) get_binance_interval() (in module tradingstrategy.binance.downloader) get_buy_tax() (TopPairData method) get_by_address() (CoingeckoUniverse method) get_by_chain_and_factory() (ExchangeUniverse method) get_by_chain_and_name() (ExchangeUniverse method) get_by_chain_and_slug() (ExchangeUniverse method) get_by_coingecko_id() (CoingeckoUniverse method) get_by_slug() (ChainId static method) get_by_symbols() (PandasPairUniverse method) get_by_symbols_safe() (PandasPairUniverse method) get_cached_item() (CachedHTTPTransport method) get_cached_item_with_status() (CachedHTTPTransport method) get_candle_count() (GroupedCandleUniverse method) get_candles_by_pair() (GroupedCandleUniverse method) get_closest_liquidity() (GroupedLiquidityUniverse method) get_closest_price() (GroupedCandleUniverse method) get_columns() (PairGroupedUniverse method) get_count() (PandasPairUniverse method) get_data_parquet() (BinanceDownloader method) get_default_chart_display_window() (Timeframe method) get_default_quote_token_address() (MockClient method) get_default_strategies_path() (in module tradeexecutor.utils.default_strategies) get_discord_logging_handler() (in module tradeexecutor.cli.discord) get_entries_by_category() (CoingeckoUniverse method) get_exchange_for_pair() (PandasPairUniverse method) get_exchange_slug() (TopPairData method) get_explorer() (ChainId method) get_feed_for_pair() (in module tradingstrategy.direct_feed.ohlcv_aggregate) get_friendly_name() (DEXPair method) get_group_colour_palette() (in module tradeexecutor.analysis.grid_search_format) get_homepage() (ChainId method) get_inactive_pairs() (LegacyPairUniverse method) get_indices_of_uneven_intervals() (in module tradingstrategy.binance.downloader) get_last_entries_by_pair_and_timestamp() (PairGroupedUniverse method) get_last_ping() (in module tradeexecutor.cli.watchdog) get_latest_stored_cycle() (OtherData method) get_linearly_sampled_items() (in module tradeexecutor.utils.list) get_link() (DEXPair method) get_liquidity_fast() (ResampledLiquidityUniverse method)

get_liquidity_samples_by_pair() (GroupedLiquidityUniverse method) get_liquidity_today() (in module tradingstrategy.utils.liquidity_filter) get_liquidity_with_tolerance() (GroupedLiquidityUniverse method) get_name() (ChainId method) get_notebook_file_from_within_notebook() (in module tradeexecutor.utils.jupyter_notebook_name) get_notebook_id() (in module tradeexecutor.utils.jupyter_notebook_name) get_notebook_output_mode() (in module tradingstrategy.utils.jupyter) get_object_full_name() (in module tradeexecutor.utils.fullname) get_one_pair_from_pandas_universe() (PandasPairUniverse method) get_pair() (PandasPairUniverse method) get_pair_by_human_description() (PandasPairUniverse method) get_pair_by_id() (LegacyPairUniverse method) (PandasPairUniverse method) get_pair_by_smart_contract() (PandasPairUniverse method) get_pair_by_ticker() (LegacyPairUniverse method) get_pair_by_ticker_by_exchange() (LegacyPairUniverse method) get_pair_count() (PairGroupedUniverse method) get_pair_ids() (PairGroupedUniverse method) get_pair_ids_by_exchange() (PandasPairUniverse method) get_parquet_path() (BinanceDownloader method) get_performance() (FreqtradeClient method) get_persistent_string_id() (TopPairData method) get_price() (TradingStrategyDataSource method) get_price_with_tolerance() (GroupedCandleUniverse method) get_prior_timestamp() (in module tradingstrategy.utils.time) (PairGroupedUniverse method) get_quote_token() (DEXPair method) get_regime_signal_regions() (in module tradeexecutor.analysis.regime) get_ring_buffer_handler() (in module tradeexecutor.cli.log) get_safe_max_workers_count() (in module tradeexecutor.utils.cpu) get_sample_count() (PairGroupedUniverse method) get_samples_by_pair() (PairGroupedUniverse method) (ResampledLiquidityUniverse method) get_sell_tax() (TopPairData method) get_single() (ExchangeUniverse method) (PandasPairUniverse method) get_single_pair_data() (PairGroupedUniverse method) get_single_quote_token() (PandasPairUniverse method) get_single_value() (PairGroupedUniverse method) get_slippage_in_bps() (in module tradeexecutor.utils.slippage) get_slug() (ChainId method) get_somewhat_realistic_max_liquidity() (in module tradingstrategy.utils.liquidity_filter) get_status() (FreqtradeClient method) get_strategies_folder() (in module tradeexecutor.utils.jupyter_notebook_folder) get_svg_icon_link() (ChainId method) get_ticker() (DEXPair method) (TopPairData method) get_timeout() (in module tradeexecutor.cli.watchdog) get_timestamp_index() (in module tradingstrategy.utils.df_index) get_timestamp_range() (PairGroupedUniverse method) get_token() (PandasPairUniverse method) get_token_by_symbol() (PandasPairUniverse method) get_top_exchanges_by_30d_volume() (ExchangeUniverse method) get_top_liquidity_pairs_by_base_token() (in module tradingstrategy.utils.liquidity_filter) get_trading_pair_page_url() (DEXPair method) get_tx_link() (ChainId method) get_url_domain() (in module tradeexecutor.utils.url) get_vault_metadata() (DEXPair method) get_watched_workers() (in module tradeexecutor.cli.watchdog) GM GMX gnosis (ChainId attribute) Google Colab Grid search GroupedCandleUniverse (class in tradingstrategy.candle) GroupedLiquidityUniverse (class in tradingstrategy.liquidity) GRVT grvt (ChainId attribute) GRVT Liquidity Provider GRVT Strategy

H

h1 (TimeBucket attribute) h4 (TimeBucket attribute) h8 (TimeBucket attribute) ha() (in module pandas_ta.candles) hacker_crt_green_palette() (in module tradeexecutor.visual.palette) has_tax_data() (TopPairData method) hash_function() (in module tradeexecutor.utils.python_function) heal_anomalies() (in module tradingstrategy.utils.wrangle) Heatmap Hedge fund Hemi hero (StrategyTag attribute) hexbytes_to_hex_str() (in module tradeexecutor.utils.hex) hidden (VolumeBarMode attribute) Hierarchical Risk Parity high (Candle attribute) (XYLiquidity attribute) High-frequency trading hilo() (in module pandas_ta.overlap) Historical market data HistoricalXYPriceImpactCalculator (class in tradingstrategy.priceimpact)

hl2() (in module pandas_ta.overlap) hlc3() (in module pandas_ta.overlap) hma() (in module pandas_ta.overlap) homepage (Exchange attribute) Honey pot html (JupyterOutputMode attribute) hwc() (in module pandas_ta.volatility) hwma() (in module pandas_ta.overlap) HyperCore hypercore (ChainId attribute) HyperCore Writer HyperEVM Hyperliquid hyperliquid (ChainId attribute) (FreqtradeDepositMethod attribute) (FreqtradeWithdrawalMethod attribute) Hyperliquid Provider Vault hyperliquid_testnet (ChainId attribute) HyperliquidExchangeConfig (class in tradeexecutor.strategy.freqtrade.config) Hyperparameter optimization HyperSDK

I

ichimoku() (in module pandas_ta.overlap) id (CoingeckoEntry attribute) id_cache (CoingeckoUniverse attribute) ignore (TradeRouting attribute) Impermanent loss import_python_source_file() (in module tradeexecutor.utils.python_module_loader) import_quantstats_wrapped() (in module tradeexecutor.visual.qs_wrapper) included (TopPairsReply attribute) increasing() (in module pandas_ta.trend) increment() (LoggingRetry method) IndexVM inertia() (in module pandas_ta.momentum) infinite (TimeBucket attribute) init_code_hash (Exchange attribute) initial_share_price (PositionInternalSharePriceState attribute) ink (ChainId attribute) interactive (OutputMode attribute) interactive_plotly_renderer() (in module tradeexecutor.utils.notebook) internal_testing (StrategyTag attribute) is_candle_green() (in module tradingstrategy.candle) is_candle_red() (in module tradingstrategy.candle) is_compatible_timestamp() (in module tradingstrategy.utils.time) is_derivative() (in module tradingstrategy.utils.token_filter)

is_executed() (Trigger method) is_expired() (Trigger method) is_failed_test() (in module tradeexecutor.testing.pytest_helpers) is_forward_filled() (PairGroupedUniverse method) is_legit_price_value() (in module tradeexecutor.utils.price) is_mainnet (HyperliquidExchangeConfig attribute) is_monotonically_decreasing() (in module tradeexecutor.utils.increasing) is_monotonically_increasing() (in module tradeexecutor.utils.increasing) is_one_delta() (TradeRouting method) is_predition_correct() (RegimeRegion method) is_pristine() (ParquetFileStore method) (TradeFeedStore method) is_pyodide() (in module tradingstrategy.utils.jupyter) is_rebase() (in module tradingstrategy.utils.token_filter) is_running_in_ipython() (in module tradeexecutor.utils.cpu) is_stablecoin_like() (in module tradingstrategy.stablecoin) is_tradeable() (DEXPair method) is_triggering() (Trigger method) is_uniswap_v2() (TradeRouting method) is_uniswap_v3() (TradeRouting method) iterate_columnar_dicts() (in module tradingstrategy.utils.columnar) iterate_pairs() (PandasPairUniverse method) iterate_samples_by_pair_range() (PairGroupedUniverse method) iterate_tokens() (PandasPairUniverse method)

J

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

json_encode_timedelta() (in module tradeexecutor.utils.timestamp) JSONL Jupyter notebook JupyterOutputMode (class in tradingstrategy.utils.jupyter)

K

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

kdj() (in module pandas_ta.momentum) kst() (in module pandas_ta.momentum) kurtosis() (in module pandas_ta.statistics) kvo() (in module pandas_ta.volume)

L

Lagoon Last trade last_candle_at (TradingPairDataAvailability attribute) last_modified_at (PairCandleMetadata property) last_supposed_candle_at (TradingPairDataAvailability attribute) last_swap_at (DEXPair attribute) last_swap_at_block_number (DEXPair attribute) last_trade_at (Exchange attribute) (TradingPairDataAvailability attribute) last_updated_at (PositionInternalSharePriceState attribute) latest_end_time() (PairCandleMetadata method) Layer 2 LegacyPairUniverse (class in tradingstrategy.pair) Lending pool Lending protocol level (ExportedRecord attribute) Leverage lighter (ChainId attribute) Limit order limit_to_chains() (ExchangeUniverse method) limit_to_pairs() (PandasPairUniverse method) limit_to_slugs() (ExchangeUniverse method) Linea linreg() (in module pandas_ta.overlap) Liquidation Liquidity Liquidity mining Liquidity pool Liquidity provider Liquidity provision

liquidity_events (LiquidityResult attribute) LiquidityResult (class in tradingstrategy.liquidity) LiquiditySampleMeasure (class in tradingstrategy.priceimpact) live (StrategyTag attribute) load() (CoingeckoUniverse static method) (PairCandleMetadata class method) (ParquetFileStore method) (TradeFeedStore method) load_candles_jsonl() (in module tradingstrategy.transport.jsonl) load_extra_metadata() (in module tradingstrategy.utils.token_extra_data) load_latest() (OtherData method) load_lending_candle_type_map() (BinanceDownloader method) load_multiple_vaults() (in module tradingstrategy.alternative_data.vault) load_single_vault() (in module tradingstrategy.alternative_data.vault) load_token_metadata() (in module tradingstrategy.utils.token_extra_data) load_token_metadata_jsonl() (in module tradingstrategy.transport.jsonl) load_trading_strategy_like_jsonl_data() (in module tradingstrategy.transport.jsonl) load_vault_database() (in module tradingstrategy.alternative_data.vault) load_vault_database_with_metadata() (in module tradingstrategy.alternative_data.vault) load_vault_price_data() (in module tradingstrategy.alternative_data.vault) log_return() (in module pandas_ta.performance) LoggingRetry (class in tradingstrategy.utils.logging_retry) long_run() (in module pandas_ta.trend) Longest drawdown duration Longing Look-ahead bias Loss function Loss-Versus-Rebalancing (LVR) low (Candle attribute) (XYLiquidity attribute) lp_fees_paid (PriceImpact 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) Mainnet fork make_aggregate_id() (in module tradingstrategy.utils.aggregate_ohlcv) make_candle_labels() (in module tradingstrategy.charting.candle_chart) make_clickable() (in module tradingstrategy.utils.jupyter) make_request() (CoingeckoClient method) managed_positions (StrategyType attribute) Management fee mantle (ChainId attribute) map_field_to_arrow() (in module tradingstrategy.utils.schema) Margin trading mark_alive() (in module tradeexecutor.cli.watchdog) mark_down_to_zero (ValuationUpdate attribute) Market data feed Market Exposure Market making Market neutral strategy Market order Market regime Market Sentiment Market trade market_cap (CoingeckoEntry attribute) Martin ratio massi() (in module pandas_ta.volatility) Maximum Adverse Excursion (MAE) Maximum Drawdown Maximum pullback mcgd() (in module pandas_ta.overlap) Mean Mean reversion Mean-Variance Optimisation Median median() (in module pandas_ta.statistics) MegaVault Mercenary capital message (ExportedRecord attribute) metadata (CoingeckoEntry attribute) (DEXPair property) (PairCandleCache property) (TokenCacheEntry attribute) MetaMask mUSD MEV mfi() (in module pandas_ta.volume) Mid Price midpoint() (in module pandas_ta.overlap) midprice() (in module pandas_ta.overlap) missing (Format attribute) MockClient (class in tradingstrategy.testing.mock_client) mode (ChainId attribute) module tradeexecutor.analysis tradeexecutor.analysis.curve tradeexecutor.analysis.grid_search_format tradeexecutor.analysis.regime tradeexecutor.backtest tradeexecutor.backtest.notebook tradeexecutor.cli tradeexecutor.cli.commands tradeexecutor.cli.commands.pair_mapping tradeexecutor.cli.commands.shared_options tradeexecutor.cli.discord tradeexecutor.cli.latest_release tradeexecutor.cli.log tradeexecutor.cli.version_info tradeexecutor.cli.watchdog tradeexecutor.ethereum tradeexecutor.ethereum.aave_v3 tradeexecutor.ethereum.cctp tradeexecutor.ethereum.cowswap tradeexecutor.ethereum.enzyme tradeexecutor.ethereum.one_delta tradeexecutor.ethereum.revert tradeexecutor.ethereum.uniswap_v2 tradeexecutor.ethereum.uniswap_v3 tradeexecutor.ethereum.vault tradeexecutor.monkeypatch tradeexecutor.monkeypatch.cloudpickle_patch tradeexecutor.monkeypatch.plotly tradeexecutor.monkeypatch.quantstats tradeexecutor.state tradeexecutor.state.other_data tradeexecutor.state.pickle_over_json tradeexecutor.state.position_internal_share_price tradeexecutor.state.revaluation tradeexecutor.state.trigger tradeexecutor.state.types tradeexecutor.state.valuation tradeexecutor.strategy tradeexecutor.strategy.chart tradeexecutor.strategy.chart.standard tradeexecutor.strategy.default_routing_options tradeexecutor.strategy.engine_version tradeexecutor.strategy.freqtrade tradeexecutor.strategy.freqtrade.config tradeexecutor.strategy.freqtrade.freqtrade_client tradeexecutor.strategy.pandas_trader tradeexecutor.strategy.qstrader tradeexecutor.strategy.reserve_currency tradeexecutor.strategy.strategy_cycle_trigger tradeexecutor.strategy.strategy_type tradeexecutor.strategy.tag tradeexecutor.strategy.weighting tradeexecutor.testing tradeexecutor.testing.pytest_helpers tradeexecutor.testing.synthetic_ethereum_data tradeexecutor.utils tradeexecutor.utils.accuracy tradeexecutor.utils.cpu tradeexecutor.utils.crossover tradeexecutor.utils.dataclass tradeexecutor.utils.dedent tradeexecutor.utils.default_strategies tradeexecutor.utils.format tradeexecutor.utils.fullname tradeexecutor.utils.hex tradeexecutor.utils.increasing tradeexecutor.utils.jupyter_notebook_folder tradeexecutor.utils.jupyter_notebook_name tradeexecutor.utils.list tradeexecutor.utils.notebook tradeexecutor.utils.price tradeexecutor.utils.profile tradeexecutor.utils.python_function tradeexecutor.utils.python_module_loader tradeexecutor.utils.ring_buffer_logging_handler tradeexecutor.utils.slippage tradeexecutor.utils.sort tradeexecutor.utils.summarydataframe tradeexecutor.utils.timestamp tradeexecutor.utils.token tradeexecutor.utils.typing tradeexecutor.utils.url tradeexecutor.visual tradeexecutor.visual.bullbear tradeexecutor.visual.custom_indicators tradeexecutor.visual.image_output tradeexecutor.visual.palette tradeexecutor.visual.qs_wrapper tradeexecutor.webhook tradeexecutor.webhook.error tradeexecutor.webhook.events tradeexecutor.webhook.json_helper tradingstrategy.alternative_data tradingstrategy.alternative_data.coingecko tradingstrategy.alternative_data.vault tradingstrategy.binance tradingstrategy.binance.constants tradingstrategy.binance.downloader tradingstrategy.binance.utils tradingstrategy.candle tradingstrategy.chain tradingstrategy.charting tradingstrategy.charting.candle_chart tradingstrategy.client tradingstrategy.direct_feed tradingstrategy.direct_feed.conversion tradingstrategy.direct_feed.dash tradingstrategy.direct_feed.direct_feed_pair tradingstrategy.direct_feed.ohlcv_aggregate tradingstrategy.direct_feed.timeframe tradingstrategy.direct_feed.trade_store tradingstrategy.direct_feed.warn tradingstrategy.exchange tradingstrategy.frameworks.qstrader tradingstrategy.liquidity tradingstrategy.pair tradingstrategy.priceimpact tradingstrategy.reader tradingstrategy.stablecoin tradingstrategy.testing tradingstrategy.testing.mock_client tradingstrategy.timebucket tradingstrategy.token tradingstrategy.top tradingstrategy.trade tradingstrategy.transport tradingstrategy.transport.base tradingstrategy.transport.cache tradingstrategy.transport.cache_utils tradingstrategy.transport.data_trigger tradingstrategy.transport.jsonl tradingstrategy.transport.pair_candle_cache tradingstrategy.transport.progress_enabled_download tradingstrategy.transport.pyodide tradingstrategy.transport.token_cache tradingstrategy.types tradingstrategy.utils tradingstrategy.utils.aggregate_ohlcv tradingstrategy.utils.columnar tradingstrategy.utils.df_index tradingstrategy.utils.flexible_pickle tradingstrategy.utils.format tradingstrategy.utils.forward_fill tradingstrategy.utils.gap tradingstrategy.utils.groupeduniverse tradingstrategy.utils.jupyter tradingstrategy.utils.liquidity_filter tradingstrategy.utils.logging_retry tradingstrategy.utils.mapper tradingstrategy.utils.schema tradingstrategy.utils.time tradingstrategy.utils.token_extra_data tradingstrategy.utils.token_filter tradingstrategy.utils.wrangle

mom() (in module pandas_ta.momentum) Momentum Money Flow Index (MFI) Moving average

N

naive_utcfromtimestamp() (in module tradingstrategy.utils.time) naive_utcnow() (in module tradingstrategy.utils.time) name (Exchange attribute) NaNToNullEncoder (class in tradeexecutor.webhook.json_helper) Native token natr() (in module pandas_ta.volatility) Netflow new_price (ValuationUpdate attribute) new_value (ValuationUpdate attribute)

NFT Non-custodial none (TradeType attribute) normalise_enum_values() (in module tradeexecutor.analysis.grid_search_format) normalise_volume() (in module tradingstrategy.utils.wrangle) normalise_weights() (in module tradeexecutor.strategy.weighting) not_applicable (TimeBucket attribute) Notebook 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) OHLCVCandleType (class in tradingstrategy.transport.cache) old_price (ValuationUpdate attribute) old_value (ValuationUpdate attribute) on_chain_transfer (FreqtradeDepositMethod attribute) (FreqtradeWithdrawalMethod attribute) Onchain OnChainTransferExchangeConfig (class in tradeexecutor.strategy.freqtrade.config) one_delta_polygon_usdc (TradeRouting attribute) only_stablecoin_pairs (StablecoinFilteringMode attribute) only_volatile_pairs (StablecoinFilteringMode attribute) open (Candle attribute) (PositionType attribute) (XYLiquidity attribute)

Open interest Open position open_and_frozen (PositionType attribute) open_bytes_in_browser() (in module tradeexecutor.visual.image_output) open_plotly_figure_in_browser() (in module tradeexecutor.visual.image_output) optimism (ChainId attribute) Options Oracle Order book orderly_account_id (OrderlyExchangeConfig attribute) orderly_vault (FreqtradeDepositMethod attribute) (FreqtradeWithdrawalMethod attribute) OrderlyExchangeConfig (class in tradeexecutor.strategy.freqtrade.config) osmosis (ChainId attribute) other_data (DEXPair attribute) OtherData (class in tradeexecutor.state.other_data) OutputMode (class in tradeexecutor.utils.notebook) Overfitting overlay (VolumeBarMode attribute) overwrite_cached_data() (BinanceDownloader method)

P

pad_dataframe_to_frequency() (in module tradingstrategy.utils.forward_fill) pair_address (TradingPairDataAvailability attribute) pair_count (Exchange attribute) pair_id (Candle attribute) (DEXPair attribute) (TopPairData attribute) (TradingPairDataAvailability attribute) (XYLiquidity attribute) pair_map (PandasPairUniverse attribute) pair_slug (DEXPair attribute) PairCandleCache (class in tradingstrategy.transport.pair_candle_cache) PairCandleInfo (class in tradingstrategy.transport.pair_candle_cache) PairCandleMetadata (class in tradingstrategy.transport.pair_candle_cache) PairFetchPartition (class in tradingstrategy.transport.pair_candle_cache) PairGroupedUniverse (class in tradingstrategy.utils.groupeduniverse) pairs (LegacyPairUniverse attribute) pancakeswap_busd (TradeRouting attribute) pancakeswap_usdc (TradeRouting attribute) pancakeswap_usdt (TradeRouting attribute) Pandas PandasPairUniverse (class in tradingstrategy.pair) Parquet ParquetFileStore (class in tradingstrategy.direct_feed.trade_store) parse_comma_separated_list() (in module tradeexecutor.cli.commands.shared_options) parse_pair_data() (in module tradeexecutor.cli.commands.pair_mapping) partition_for_fetch() (PairCandleMetadata method) Passive strategy path (TokenCacheEntry attribute) path() (in module tradeexecutor.utils.jupyter_notebook_name) pdist() (in module pandas_ta.volatility) peak_total_supply (PositionInternalSharePriceState attribute) percent_return() (in module pandas_ta.performance) Performance fee Perpetual future pgo() (in module pandas_ta.momentum) Pine Script Plasma Poetry poll_interval (AsterExchangeConfig attribute) (HyperliquidExchangeConfig attribute) (OnChainTransferExchangeConfig attribute) (OrderlyExchangeConfig attribute) polygon (ChainId attribute)

pool_address (TopPairData attribute) Portfolio Portfolio construction Position Position sizing PositionInternalSharePriceState (class in tradeexecutor.state.position_internal_share_price) PositionType (class in tradeexecutor.cli.commands.shared_options) post_logging_discord_image() (in module tradeexecutor.cli.discord) ppo() (in module pandas_ta.momentum) Precompile prefilter_pairs_with_tvl() (in module tradingstrategy.utils.liquidity_filter) preflight_check() (Client class method) prepare_candles_for_qstrader() (in module tradingstrategy.frameworks.qstrader) price (OHLCVCandleType attribute) (Trigger attribute) Price impact price_impact (PriceImpact attribute) PriceImpact (class in tradingstrategy.priceimpact) Private strategy Private trading strategy Probabilistic Sharpe ratio process_based (WatchdogMode attribute) profiled() (in module tradeexecutor.utils.profile) Profitability Proof-of-stake Protocol Protocol fee protocol_fees_paid (PriceImpact attribute) psar() (in module pandas_ta.trend) psl() (in module pandas_ta.momentum) Public trading strategy purge_all_cached_data() (BinanceDownloader method) purge_cache() (CachedHTTPTransport method) purge_cached_file() (BinanceDownloader method) pvi() (in module pandas_ta.volume) pvo() (in module pandas_ta.momentum) pvol() (in module pandas_ta.volume) pvr() (in module pandas_ta.volume) pvt() (in module pandas_ta.volume) pwma() (in module pandas_ta.overlap) PyArrow PyCharm Python

Q

qqe() (in module pandas_ta.momentum) qstick() (in module pandas_ta.trend) QSTrader Quant Quantitative analysis Quantitative finance quantity (ValuationUpdate attribute) Quantstats queried_at (TopPairData attribute)

quickswap_dai (TradeRouting attribute) quickswap_usdc (TradeRouting attribute) quickswap_usdt (TradeRouting attribute) Quote token quote_token (TopPairData attribute) quote_token_address (DEXPair property) (TopPairData attribute) quote_token_decimals (DEXPair property) quote_token_symbol (DEXPair attribute)

R

read_docker_version() (VersionInfo static method) read_parquet() (in module tradingstrategy.reader) read_token_cache() (in module tradingstrategy.transport.token_cache) read_version_file() (VersionInfo static method) Real yield Realised profit and loss Realised risk Rebalance Rebase token recipient_address (OnChainTransferExchangeConfig attribute) Recursive looping redact_url_password() (in module tradeexecutor.utils.url) reducer_override() (in module tradeexecutor.monkeypatch.cloudpickle_patch) Regime (class in tradeexecutor.analysis.regime) Regime filter RegimeRegion (class in tradeexecutor.analysis.regime) register() (CachedHTTPTransport method) register_worker() (in module tradeexecutor.cli.watchdog) Regularization Reinforced learning Relative strength index (RSI) remove_min_max_price() (in module tradingstrategy.utils.wrangle) remove_zero_candles() (in module tradingstrategy.utils.wrangle) removes (XYLiquidity attribute) render_plotly_figure_as_image_file() (in module tradeexecutor.visual.image_output) required_option() (in module tradeexecutor.cli.commands.shared_options) resample_candles() (in module tradingstrategy.utils.forward_fill)

resample_candles_multiple_pairs() (in module tradingstrategy.utils.forward_fill) resample_dataframe() (in module tradingstrategy.utils.groupeduniverse) resample_price_series() (in module tradingstrategy.utils.groupeduniverse) resample_rolling() (in module tradingstrategy.utils.groupeduniverse) resample_series() (in module tradingstrategy.utils.groupeduniverse) resample_trades_into_ohlcv() (in module tradingstrategy.direct_feed.ohlcv_aggregate) ResampledLiquidityUniverse (class in tradingstrategy.liquidity) Reserve currency reserve_currency (FreqtradeConfig attribute) ReserveCurrency (class in tradeexecutor.strategy.reserve_currency) resolve_pairs_based_on_ticker() (in module tradingstrategy.pair) returns (CurveType attribute) RevalueEvent (class in tradeexecutor.state.revaluation) RingBufferHandler (class in tradeexecutor.utils.ring_buffer_logging_handler) Risk of ruin Risk-adjusted return Risk-free rate rma() (in module pandas_ta.overlap) roc() (in module pandas_ta.momentum) round_timestamp_down() (Timeframe method) RSI rsi() (in module pandas_ta.momentum) rsx() (in module pandas_ta.momentum) Rug pull rvgi() (in module pandas_ta.momentum) rvi() (in module pandas_ta.volatility) RWA

S

Sandwich attack save() (CoingeckoUniverse method) (OtherData method) (PairCandleMetadata method) (ParquetFileStore method) (TradeFeedStore method) save_response() (CachedHTTPTransport method) Self-custodial sell_count_30d (DEXPair attribute) (Exchange attribute) sell_count_all_time (DEXPair attribute) (Exchange attribute) sell_tax (DEXPair attribute) sell_volume (Candle attribute) sell_volume_30d (DEXPair attribute) (Exchange attribute) sell_volume_all_time (DEXPair attribute) (Exchange attribute) Selling volatility sells (Candle attribute) Sentiment analysis separate (VolumeBarMode attribute) set_large_plotly_chart_font() (in module tradeexecutor.utils.notebook) set_notebook_logging() (in module tradeexecutor.utils.notebook) setup_charting_and_output() (in module tradeexecutor.utils.notebook) setup_custom_log_levels() (in module tradeexecutor.cli.log) setup_decimal_accuracy() (in module tradeexecutor.utils.accuracy) setup_discord_logging() (in module tradeexecutor.cli.log) setup_file_logging() (in module tradeexecutor.cli.log) setup_in_memory_logging() (in module tradeexecutor.cli.log) 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_sentry_logging() (in module tradeexecutor.cli.log) setup_strategy_logging() (in module tradeexecutor.cli.log) setup_telegram_logging() (in module tradeexecutor.cli.log) Sharpe short_run() (in module pandas_ta.trend) Shorting single_pair_cache (PandasPairUniverse attribute) sinwma() (in module pandas_ta.overlap) skew() (in module pandas_ta.statistics) Slippage slope() (in module pandas_ta.momentum) sma() (in module pandas_ta.overlap) Smart contract smi() (in module pandas_ta.momentum) snap_to_epsilon() (in module tradeexecutor.utils.accuracy) soneium (ChainId attribute) sort_by_timestamp() (CandleResult method) (LiquidityResult method)

sorted_by_liquidity_with_filtering (TopPairMethod attribute) Sortino split_binance_symbol() (in module tradingstrategy.binance.constants) Spot market Spot-forward basis squeeze() (in module pandas_ta.momentum) squeeze_pro() (in module pandas_ta.momentum) ssf() (in module pandas_ta.overlap) Stablecoin StablecoinFilteringMode (class in tradingstrategy.utils.token_filter) Staking Standard Deviation start_background_watchdog() (in module tradeexecutor.cli.watchdog) start_block (Candle attribute) (XYLiquidity attribute) static (OutputMode attribute) Statistical arbitrage Statistical modeling stc() (in module pandas_ta.momentum) stdev() (in module pandas_ta.statistics) stoch() (in module pandas_ta.momentum) Stochastic oscillator Stochastic RSI indicator stochrsi() (in module pandas_ta.momentum) Stop loss stop_watchdog() (in module tradeexecutor.cli.watchdog) Storj Strategy Strategy age Strategy cycle Strategy decay Strategy developer StrategyCycleTrigger (class in tradeexecutor.strategy.strategy_cycle_trigger) StrategyTag (class in tradeexecutor.strategy.tag) StrategyType (class in tradeexecutor.strategy.strategy_type) string_to_eth_address() (in module tradingstrategy.utils.format) strip_except_newlines() (in module tradeexecutor.utils.dedent) suicide() (in module tradeexecutor.cli.watchdog) sum_decimal() (in module tradeexecutor.utils.accuracy) supertrend() (in module pandas_ta.overlap) Supervised learning Survivorship bias Sushi sushi_usdc (TradeRouting attribute) sushi_usdt (TradeRouting attribute) Swap Swap fee Swing trading swma() (in module pandas_ta.overlap) syncs (XYLiquidity attribute) Systematic trading

T

t3() (in module pandas_ta.overlap) Tactical asset allocation tag (VersionInfo attribute) Take Profit take_profit_full (TriggerType attribute) take_profit_partial (TriggerType attribute) td_seq() (in module pandas_ta.momentum) Technical analysis Technical indicator tema() (in module pandas_ta.overlap) terminal (JupyterOutputMode attribute) Test set thermo() (in module pandas_ta.volatility) thread_based (WatchdogMode attribute) Time frame Time in Market TimeBucket (class in tradingstrategy.timebucket) timed_absolute (TriggerCondition attribute) timed_relative_to_open (TriggerCondition attribute) Timeframe (class in tradingstrategy.direct_feed.timeframe) timestamp (Candle attribute) (ExportedRecord attribute) (XYLiquidity attribute) to_dataframe() (Candle class method) (XYLiquidity class method) to_frequency() (TimeBucket method) to_hours() (TimeBucket method) to_human_description() (DEXPair method) to_int_unix_timestamp() (in module tradingstrategy.utils.time) to_iso() (in module tradingstrategy.utils.time) to_pandas_timedelta() (TimeBucket method) to_pyarrow_schema() (Candle class method) (DEXPair class method) (XYLiquidity class method) to_qstrader_dataframe() (Candle class method) to_timedelta() (TimeBucket method) to_unix_timestamp() (in module tradingstrategy.utils.time) Token (class in tradingstrategy.token) 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_id (OrderlyExchangeConfig attribute) token_sniffer_data (DEXPair property) (TopPairData attribute) token_sniffer_score (TopPairData property) TokenCacheEntry (class in tradingstrategy.transport.token_cache) TopPairData (class in tradingstrategy.top) TopPairMethod (class in tradingstrategy.top) TopPairsReply (class in tradingstrategy.top) tos_stdevall() (in module pandas_ta.statistics) Total equity Total value locked (TVL) total_invested (PositionInternalSharePriceState attribute) total_supply (PositionInternalSharePriceState attribute) traceback_data (ExportedRecord attribute) Trade (class in tradingstrategy.trade) Trade frequency tradeexecutor.analysis module tradeexecutor.analysis.curve module tradeexecutor.analysis.grid_search_format module tradeexecutor.analysis.regime module tradeexecutor.backtest module tradeexecutor.backtest.notebook module tradeexecutor.cli module tradeexecutor.cli.commands module tradeexecutor.cli.commands.pair_mapping module tradeexecutor.cli.commands.shared_options module tradeexecutor.cli.discord module tradeexecutor.cli.latest_release module tradeexecutor.cli.log module tradeexecutor.cli.version_info module tradeexecutor.cli.watchdog module tradeexecutor.ethereum module tradeexecutor.ethereum.aave_v3 module tradeexecutor.ethereum.cctp module tradeexecutor.ethereum.cowswap module tradeexecutor.ethereum.enzyme module tradeexecutor.ethereum.one_delta module tradeexecutor.ethereum.revert module tradeexecutor.ethereum.uniswap_v2 module tradeexecutor.ethereum.uniswap_v3 module tradeexecutor.ethereum.vault module tradeexecutor.monkeypatch module tradeexecutor.monkeypatch.cloudpickle_patch module tradeexecutor.monkeypatch.plotly module tradeexecutor.monkeypatch.quantstats module tradeexecutor.state module tradeexecutor.state.other_data module tradeexecutor.state.pickle_over_json module tradeexecutor.state.position_internal_share_price module tradeexecutor.state.revaluation module tradeexecutor.state.trigger module tradeexecutor.state.types module tradeexecutor.state.valuation module tradeexecutor.strategy module tradeexecutor.strategy.chart module tradeexecutor.strategy.chart.standard module tradeexecutor.strategy.default_routing_options module tradeexecutor.strategy.engine_version module tradeexecutor.strategy.freqtrade module tradeexecutor.strategy.freqtrade.config module tradeexecutor.strategy.freqtrade.freqtrade_client module tradeexecutor.strategy.pandas_trader module tradeexecutor.strategy.qstrader module tradeexecutor.strategy.reserve_currency module tradeexecutor.strategy.strategy_cycle_trigger module tradeexecutor.strategy.strategy_type module tradeexecutor.strategy.tag module tradeexecutor.strategy.weighting module tradeexecutor.testing module tradeexecutor.testing.pytest_helpers module tradeexecutor.testing.synthetic_ethereum_data module tradeexecutor.utils module tradeexecutor.utils.accuracy module tradeexecutor.utils.cpu module tradeexecutor.utils.crossover module tradeexecutor.utils.dataclass module tradeexecutor.utils.dedent module tradeexecutor.utils.default_strategies module tradeexecutor.utils.format module tradeexecutor.utils.fullname module tradeexecutor.utils.hex module tradeexecutor.utils.increasing module tradeexecutor.utils.jupyter_notebook_folder module tradeexecutor.utils.jupyter_notebook_name module tradeexecutor.utils.list module tradeexecutor.utils.notebook module tradeexecutor.utils.price module tradeexecutor.utils.profile module tradeexecutor.utils.python_function module

tradeexecutor.utils.python_module_loader module tradeexecutor.utils.ring_buffer_logging_handler module tradeexecutor.utils.slippage module tradeexecutor.utils.sort module tradeexecutor.utils.summarydataframe module tradeexecutor.utils.timestamp module tradeexecutor.utils.token module tradeexecutor.utils.typing module tradeexecutor.utils.url module tradeexecutor.visual module tradeexecutor.visual.bullbear module tradeexecutor.visual.custom_indicators module tradeexecutor.visual.image_output module tradeexecutor.visual.palette module tradeexecutor.visual.qs_wrapper module tradeexecutor.webhook module tradeexecutor.webhook.error module tradeexecutor.webhook.events module tradeexecutor.webhook.json_helper module TradeFeedStore (class in tradingstrategy.direct_feed.trade_store) trader_joe_usdc (TradeRouting attribute) trader_joe_usdt (TradeRouting attribute) TradeRouting (class in tradeexecutor.strategy.default_routing_options) trades (Candle property) Trades last week TradeType (class in tradeexecutor.cli.commands.shared_options) Trading algorithm Trading pair Trading signal Trading strategy Trading Strategy client Trading Strategy Framework Trading Strategy Protocol Trading universe trading_pair_data_availability (StrategyCycleTrigger attribute) TradingPairDataAvailability (class in tradingstrategy.candle) tradingstrategy.alternative_data module tradingstrategy.alternative_data.coingecko module tradingstrategy.alternative_data.vault module tradingstrategy.binance module tradingstrategy.binance.constants module tradingstrategy.binance.downloader module tradingstrategy.binance.utils module tradingstrategy.candle module tradingstrategy.chain module tradingstrategy.charting module tradingstrategy.charting.candle_chart module tradingstrategy.client module tradingstrategy.direct_feed module tradingstrategy.direct_feed.conversion module tradingstrategy.direct_feed.dash module tradingstrategy.direct_feed.direct_feed_pair module tradingstrategy.direct_feed.ohlcv_aggregate module tradingstrategy.direct_feed.timeframe module tradingstrategy.direct_feed.trade_store module tradingstrategy.direct_feed.warn module tradingstrategy.exchange module tradingstrategy.frameworks.qstrader 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.timebucket module tradingstrategy.token module tradingstrategy.top module tradingstrategy.trade module tradingstrategy.transport module tradingstrategy.transport.base module tradingstrategy.transport.cache module tradingstrategy.transport.cache_utils module tradingstrategy.transport.data_trigger module tradingstrategy.transport.jsonl module tradingstrategy.transport.pair_candle_cache module tradingstrategy.transport.progress_enabled_download module tradingstrategy.transport.pyodide module tradingstrategy.transport.token_cache module tradingstrategy.types module tradingstrategy.utils module tradingstrategy.utils.aggregate_ohlcv module tradingstrategy.utils.columnar module tradingstrategy.utils.df_index module tradingstrategy.utils.flexible_pickle module tradingstrategy.utils.format module tradingstrategy.utils.forward_fill module tradingstrategy.utils.gap module tradingstrategy.utils.groupeduniverse module tradingstrategy.utils.jupyter module tradingstrategy.utils.liquidity_filter module tradingstrategy.utils.logging_retry module tradingstrategy.utils.mapper module tradingstrategy.utils.schema module tradingstrategy.utils.time module tradingstrategy.utils.token_extra_data module tradingstrategy.utils.token_filter module tradingstrategy.utils.wrangle module TradingStrategyDataSource (class in tradingstrategy.frameworks.qstrader) TradingView Traditional finance Trailing stop loss Training set Transaction cost transfer_tax (DEXPair attribute) Trend Trend analysis Trend-following Trigger (class in tradeexecutor.state.trigger) TriggerCondition (class in tradeexecutor.state.trigger) triggered_at (Trigger attribute) triggering_at (Trigger attribute) triggering_at_delta (Trigger attribute) TriggerType (class in tradeexecutor.state.trigger) trima() (in module pandas_ta.overlap) trix() (in module pandas_ta.momentum) true_range() (in module pandas_ta.volatility) truncate_ohlcv() (in module tradingstrategy.direct_feed.ohlcv_aggregate) tsi() (in module pandas_ta.momentum) tsignals() (in module pandas_ta.trend) ttm_trend() (in module pandas_ta.trend) Turnover tvl_latest_usd (TopPairData attribute) tvl_updated_at (TopPairData attribute) tvl_v1 (OHLCVCandleType attribute) tvl_v2 (OHLCVCandleType attribute) TWAP type (Trigger attribute)

U

ui() (in module pandas_ta.volatility) Ulcer Index unichain (ChainId attribute) unique_sort() (in module tradeexecutor.utils.sort) Uniswap uniswap_v2 (ExchangeType attribute) uniswap_v2_dai (TradeRouting attribute) uniswap_v2_incompatible (ExchangeType attribute) 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_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_binance (TradeRouting attribute)

uniswap_v3_usdt_poly (TradeRouting attribute) unit_testing (StrategyTag attribute) unknown (ChainId attribute) (JupyterOutputMode attribute) unmappable() (in module tradingstrategy.utils.schema) Unrealised profit and loss Unrealised risk Unsupervised learning uo() (in module pandas_ta.momentum) update() (PairCandleCache method) (PairCandleInfo method) (PairCandleMetadata method) US Treasury note us_dollar (CurrencyConversion attribute) USDC usdc (ReserveCurrency attribute) usdc_e (ReserveCurrency attribute) USDF usdt (ReserveCurrency attribute) user_supplied_routing_model (TradeRouting attribute) UTCFriendlyDataClassJsonMixin (class in tradeexecutor.utils.dataclass)

V

validate_ohclv_dataframe() (in module tradingstrategy.charting.candle_chart) validate_plot_info() (in module tradingstrategy.charting.candle_chart) ValuationUpdate (class in tradeexecutor.state.valuation) Value (class in tradeexecutor.utils.summarydataframe) valued_at (ValuationUpdate attribute) Variance variance() (in module pandas_ta.statistics) Vault vault_address (AsterExchangeConfig attribute) (HyperliquidExchangeConfig attribute) (OrderlyExchangeConfig attribute) Velvet Capital VersionInfo (class in tradeexecutor.cli.version_info) vhf() (in module pandas_ta.trend) vidya() (in module pandas_ta.overlap) Visual Studio Code

visualise_market_regime_filter() (in module tradeexecutor.visual.bullbear) visualise_ohlcv() (in module tradingstrategy.charting.candle_chart) visualise_raw_market_regime_indicator() (in module tradeexecutor.visual.bullbear) Volatility Volatility basket Volatility-Based Position Sizing Volume volume (Candle attribute) volume_24h_usd (TopPairData attribute) volume_30d (DEXPair property) volume_updated_at (TopPairData attribute) 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_other_writers() (in module tradingstrategy.transport.cache_utils) Walk-forward analysis Wallet WalletConnect WatchdogMode (class in tradeexecutor.cli.watchdog) wcp() (in module pandas_ta.overlap) Web3 Weight allocation

weight_by_1_slash_n() (in module tradeexecutor.strategy.weighting) weight_by_1_slash_signal() (in module tradeexecutor.strategy.weighting) weight_by_blend() (in module tradeexecutor.strategy.weighting) weight_by_log() (in module tradeexecutor.strategy.weighting) weight_by_softmax() (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 token

X

xsignals() (in module pandas_ta.trend) xxx_forward_fill() (in module tradingstrategy.utils.forward_fill)

XY liquidity model XYLiquidity (class in tradingstrategy.liquidity)

Y

Yield farming

Z

ZKsync zksync (ChainId attribute)

zlma() (in module pandas_ta.overlap) zscore() (in module pandas_ta.statistics) zstd