Index

_

__call__() (AlphaModel method) (CashBufferedOrderSizer method) (CreateIndicatorsProtocolV1 method) (CreateIndicatorsProtocolV2 method) (EthereumPoolRevaluator method) (PortfolioConstructionModel method) (PricingModelFactory method) (SaveHook method) (TimelineStyler method) (UniswapV2PoolRevaluator method) (UniswapV2PoolValuationMethodV0 method) (UniswapV3PoolRevaluator method) (ValuationModel method) (ValuationModelFactory method) __init__() (Accounting method), [1] (AdvancedMetricsMode method) (AggregateId method), [1] (AlphaModel method), [1], [2] (ApprovalModel method) (ApprovalType method) (AssetIdentifier method), [1] (AssetInterestData method), [1] (AssetManagementMode method) (AssetToPositionsMapping method), [1] (AssetType method) (AssetWithTrackedValue method), [1] (BacktestData method), [1] (BacktestReporter method), [1] (BacktestRoutingIgnoredModel method), [1] (BacktestRoutingModel method), [1] (BacktestRoutingState method), [1] (BalanceEventRef method), [1] (BalanceUpdate method), [1] (BalanceUpdateCause method) (BalanceUpdatePositionType method) (BaseClient method) (BaseTransport method) (BaseTVLSizeRiskModel method), [1] (BinanceDownloader method), [1] (BlockchainTransaction method), [1] (BlockchainTransactionType method) (CachedHTTPTransport method), [1] (CacheStatus method) (Candle method), [1] (CandleFeed method), [1] (CandleResult method), [1] (CashBufferedOrderSizer method), [1] (ChainId method) (CLIApprovalModel method) (Client method), [1] (CoreStrategyParameters method) (CreateIndicatorsProtocolV1 method), [1] (CreateIndicatorsProtocolV2 method), [1] (CurrencyConversion method) (CurveType method) (CycleDuration method) (DataRangeMode method) (Dataset method), [1] (DefaultTradingStrategyUniverseModel method), [1] (Deployment method), [1] (DEXPair method), [1] (DirectFeedStore method), [1] (DiskIndicatorStorage method), [1] (DummyExecutionModel method), [1] (EnzymeAsset method), [1] (EnzymeAssetType method) (EnzymeTransactionBuilder method), [1] (EthereumAddress method) (EthereumExecution method), [1] (EthereumPairConfigurator method), [1] (EthereumPoolRevaluator method), [1] (EthereumPricingModel method), [1] (EthereumRoutingModel method), [1] (EthereumRoutingState method), [1] (EthereumTrader method), [1] (Exchange method), [1] (ExchangeType method), [1], [2] (ExchangeUniverse method), [1] (ExecutionContext method), [1] (ExecutionMode method) (ExecutionModel method) (ExportedRecord method) (FinalPositionStatistics method), [1] (FixedPricing method), [1] (FixedSizeRiskModel method), [1] (Format method) (GenericPosition method) (GroupedCandleUniverse method) (GroupedLiquidityUniverse method), [1] (HistoricalXYPriceImpactCalculator method), [1] (HotWalletTransactionBuilder method), [1] (IndicatorDecoration method), [1] (IndicatorDefinition method), [1] (IndicatorDependencyResolver method), [1] (IndicatorKey method), [1] (IndicatorRegistry method), [1] (IndicatorResult method), [1] (IndicatorSet method), [1] (IndicatorSource method) (IndicatorStorage method) (Interest method), [1] (InterestDistributionEntry method), [1] (InterestDistributionOperation method), [1] (InterestSync method), [1] (JSONAssetDelta method), [1] (JSONFileStore method), [1] (JupyterOutputMode method) (LegacyPairUniverse method), [1] (LeverageEstimate method), [1] (LiquidityResult method), [1] (LiquiditySampleMeasure method) (Loan method), [1] (LoanSide method) (LoggingRetry method), [1] (MemoryIndicatorStorage method), [1] (MockClient method) (NoneStore method), [1] (OHLCVCandle method), [1] (OHLCVCandleType method) (OneDeltaExecution method), [1] (OtherData method), [1] (OutputMode method) (PairGroupedUniverse method), [1] (PairSubplotInfo method), [1] (PairUniverseTestTrader method), [1] (PandasPairUniverse method), [1] (ParquetFileStore method), [1] (Plot method), [1] (PlotKind method) (PlotLabel method) (PlotShape method) (Portfolio method), [1] (PortfolioConstructionModel method), [1] (PortfolioStatistics method), [1] (PositionManager method), [1] (PositionStatistics method), [1] (PriceImpact method), [1] (PricingModel method) (PricingModelFactory method), [1] (QuoteTokenTVLSizeRiskModel method), [1] (RecordingTime method) (Regime method) (RegimeRegion method), [1] (RepairResult method), [1] (ResampledLiquidityUniverse method), [1] (ReserveCurrency method) (ReservePosition method), [1] (RevalueEvent method) (RingBufferHandler method), [1] (RoutingData method) (RoutingModel method), [1] (RoutingState method), [1] (RoutingStateDetails method) (SaveHook method), [1] (ScoringMethod method) (SimulatedTestTrader method), [1] (SimulatedWallet method), [1] (SimulateStore method) (SizeRisk method), [1] (SizeRiskModel method) (SizingType method) (StablecoinFilteringMode method) (State method), [1] (StateStore method) (StateStoreModel method) (StaticUniverseModel method), [1] (Statistics method), [1] (StrategyCycleTrigger method) (StrategyExecutionUniverse method), [1] (StrategyInput method), [1] (StrategyInputIndicators method), [1] (StrategyParameters method) (StrategyTag method) (StrategyType method) (SwapKind method) (Sync method), [1] (SyntheticTradeFeed method), [1] (TimeBucket method) (Timeframe method), [1] (TimelineRowStylingMode method) (TimelineStyler method), [1] (TimeWindow method) (Token method), [1] (TokenTuple method), [1] (TopPairData method), [1] (TopPairMethod method) (TopPairsReply method), [1] (Trade method), [1], [2], [3] (TradeAnalysis method), [1] (TradeDelta method), [1] (TradeExecution method), [1] (TradeFeed method), [1] (TradeFeedStore method) (TradeFlag method) (TradePricing method), [1] (TradeRouting method) (TradeStatus method) (TradeSummary method), [1] (TradeType method) (TradingPairDataAvailability method) (TradingPairIdentifier method), [1] (TradingPairKind method) (TradingPairSignal method), [1] (TradingPairSignalFlags method) (TradingPosition method), [1] (TradingStrategyUniverse method), [1] (TradingStrategyUniverseModel method), [1] (TransactionBuilder method), [1] (Treasury method), [1] (Trigger method), [1] (TriggerCondition method) (TriggerPriceUpdate method), [1] (TriggerType method) (TVLMethod method) (UncheckedApprovalModel method) (UniswapV2Execution method), [1] (UniswapV2ExecutionModelVersion0 method), [1] (UniswapV2LivePricing method), [1] (UniswapV2MockClient method), [1] (UniswapV2PoolRevaluator method), [1] (UniswapV2PoolValuationMethodV0 method), [1] (UniswapV2Routing method), [1] (UniswapV2RoutingInstructions method), [1] (UniswapV2RoutingState method), [1] (UniswapV2TestTrader method), [1] (UniswapV2TradeFeed method), [1] (UniswapV3Execution method), [1] (UniswapV3LivePricing method), [1] (UniswapV3PoolRevaluator method), [1] (UniswapV3Routing method), [1] (UniswapV3RoutingState method), [1] (UniswapV3TestTrader method), [1] (UnitTestTrader method), [1] (UniverseModel method) (UniverseOptions method), [1] (UpdatedUniverseResult method), [1] (Uptime method), [1] (USDTVLSizeRiskModel method), [1] (UTCFriendlyDataClassJsonMixin method) (ValuationModel method) (ValuationModelFactory method), [1] (ValuationUpdate 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) (XYLiquidity method), [1]

__new__() (ChainId method) (ExchangeType method)

A

Aave aberration() (in module pandas_ta.volatility) accbands() (in module pandas_ta.volatility) accepted_investable_equity (AlphaModel attribute) accepted_quantity (SizeRisk attribute) accepted_size (SizeRisk attribute) Accounting (class in tradeexecutor.state.sync) accounting_correction (TradeType attribute) activated_trigger (TradeExecution attribute) Active strategy active_pair_count (Exchange attribute) ad() (in module pandas_ta.volume) add() (IndicatorSet method) add_balance_update_event() (GenericPosition method) (ReservePosition method) (TradingPosition method) add_base_quote_address_columns() (in module tradingstrategy.utils.token_filter) add_calculations() (Visualisation method) add_cash_to_credit_supply() (PositionManager method) add_cors_headers() (in module tradeexecutor.webhook.events) add_hot_wallet_signing() (Web3Config method) add_info_columns_to_ohlc() (in module tradingstrategy.binance.utils) add_message() (Visualisation method) add_note() (TradeExecution method) add_notes_message() (TradingPosition method) add_positions_stats() (Statistics method) add_trades() (TradeFeed method) add_volume (XYLiquidity attribute) additional_collateral_quantity (LeverageEstimate attribute) address (AssetIdentifier attribute) (Deployment attribute) (DEXPair attribute) (Exchange attribute) (Token attribute) adds (XYLiquidity attribute) adjust() (Interest method) adjust_credit_supply_position() (PositionManager method) adjust_legend() (in module tradeexecutor.visual.strategy_state) adjust_position() (PositionManager method) adjust_reserves() (Portfolio method) adjust_short() (PositionManager 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 aggregate_ohlcv_across_pairs() (in module tradingstrategy.utils.aggregate_ohlcv) AggregateId (class in tradingstrategy.utils.aggregate_ohlcv) Airdrop Algorithmic trading all_indicators (IndicatorDependencyResolver attribute) all_pairs (StablecoinFilteringMode attribute) allocate_balance_update_id() (Portfolio method) allowed_intermediary_pairs (RoutingData attribute) alma() (in module pandas_ta.overlap) Alpha alpha (StrategyTag attribute) 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_credit_trade_by_receipt() (in module tradeexecutor.ethereum.aave_v3.analysis) (in module tradeexecutor.ethereum.one_delta.analysis) analyse_leverage_trade_by_receipt() (in module tradeexecutor.ethereum.one_delta.analysis) analyse_long_short_universe() (in module tradeexecutor.analysis.universe)

analyse_multipair() (in module tradeexecutor.analysis.multipair) analyse_one_delta_trade() (in module tradeexecutor.ethereum.one_delta.analysis) analyse_pair_trades() (in module tradeexecutor.analysis.multipair) analyse_stop_losses() (in module tradeexecutor.analysis.stop_loss) analyse_trading_fees() (in module tradeexecutor.analysis.fee_analyser) analyse_trigger_updates() (in module tradeexecutor.analysis.stop_loss) Annual Percentage Rate (APR) Annual Percentage Yield (APY) anvil (ChainId attribute) (Web3Config attribute) ao() (in module pandas_ta.momentum) aobv() (in module pandas_ta.volume) Apache Arrow API key apo() (in module pandas_ta.momentum) App Chain append_to_columnar_work_buffer() (in module tradingstrategy.utils.schema) apply_delta() (CandleFeed method) 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) APR APY arbitrum (ChainId attribute) args (BlockchainTransaction attribute) (IndicatorDecoration 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) asked_quantity (SizeRisk attribute) asked_size (SizeRisk attribute) assert_compatible_timestamp() (in module tradingstrategy.utils.time) asset (AssetToPositionsMapping attribute) (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (InterestDistributionEntry property) (JSONAssetDelta attribute) (ReservePosition attribute) asset_blacklist (State attribute) asset_deltas (BlockchainTransaction attribute) asset_interest_data (InterestDistributionOperation attribute) AssetIdentifier (class in tradeexecutor.state.identifier) AssetInterestData (class in tradeexecutor.state.interest_distribution) AssetManagementMode (class in tradeexecutor.strategy.execution_model) assets (InterestDistributionOperation attribute) AssetToPositionsMapping (class in tradeexecutor.strategy.asset) 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_indicators (StrategyInputIndicators attribute) available_liquidity (PriceImpact attribute) Avalanche avalanche (ChainId attribute) Average Directional Index (ADX) Average True Range (ATR) average_interest_paid_usd (TradeSummary attribute) avg (Candle attribute) avg() (in module tradeexecutor.analysis.trade_analyser) avg_price (SizeRisk attribute) avg_timedelta() (in module tradeexecutor.analysis.trade_analyser) axis (PlotLabel attribute)

B

backfill_buffer() (TradeFeed method) Backtest backtest (AssetManagementMode attribute) backtest_data (State attribute) backtest_stop_loss_candles (Dataset attribute) (TradingStrategyUniverse attribute) backtest_stop_loss_time_bucket (Dataset attribute) (TradingStrategyUniverse attribute) BacktestData (class in tradeexecutor.state.state) backtesting (ExecutionMode attribute) BacktestReporter (class in tradeexecutor.backtest.tearsheet) BacktestRoutingIgnoredModel (class in tradeexecutor.backtest.backtest_routing) BacktestRoutingModel (class in tradeexecutor.backtest.backtest_routing) BacktestRoutingState (class in tradeexecutor.backtest.backtest_routing) Backtrader balance_event_id (BalanceEventRef attribute) balance_update_id (BalanceUpdate attribute) balance_update_refs (Accounting attribute) (Treasury attribute) balance_updates (ReservePosition attribute) (TradingPosition attribute) BalanceEventRef (class in tradeexecutor.state.sync) balances (SimulatedWallet attribute) BalanceUpdate (class in tradeexecutor.state.balance_update) BalanceUpdateCause (class in tradeexecutor.state.balance_update) BalanceUpdatePositionType (class in tradeexecutor.state.balance_update) base (ChainId attribute) (TradingPairIdentifier attribute) Base blockchain Base token base_token (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) BaseTVLSizeRiskModel (class in tradeexecutor.strategy.tvl_size_risk) basic (AdvancedMetricsMode attribute) bbands() (in module pandas_ta.volatility) bear (Regime attribute) Bear market Benchmark 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) 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) (SizeRisk attribute) (Trade attribute) (TradePricing attribute) (ValuationUpdate attribute)

Blockchain snapshot blockchain_transactions (TradeExecution attribute) BlockchainTransaction (class in tradeexecutor.state.blockhain_transaction) BlockchainTransactionType (class in tradeexecutor.state.blockhain_transaction) BNB Chain BNB Smart Chain Bollinger bands Bonding curve bop() (in module pandas_ta.momentum) borrowed (AssetType attribute) (Loan attribute) borrowed_asset_price (LeverageEstimate attribute) borrowed_interest (Loan attribute) borrowed_quantity (LeverageEstimate attribute) borrowed_value (LeverageEstimate attribute) brar() (in module pandas_ta.momentum) broadcast() (in module tradeexecutor.ethereum.execution) (TransactionBuilder method) broadcast_and_resolve() (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) broadcast_and_resolve_mev_blocker() (EthereumExecution method) broadcast_and_resolve_multiple_nodes() (EthereumExecution method) broadcast_and_resolve_old() (EthereumExecution method) 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_aggregate_map() (in module tradingstrategy.utils.aggregate_ohlcv) build_expected_asset_map() (in module tradeexecutor.strategy.asset) build_index() (PandasPairUniverse method) build_liquidity_summary() (in module tradingstrategy.utils.liquidity_filter) build_trade_analysis() (in module tradeexecutor.analysis.trade_analyser) bull (Regime attribute) Bull market busd (ReserveCurrency attribute) buy (SizingType attribute) Buy and hold 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) by_token_addresses (TopPairMethod attribute)

C

cached (IndicatorResult attribute) CachedHTTPTransport (class in tradingstrategy.transport.cache) CacheStatus (class in tradingstrategy.transport.cache) CAGR calculate_accrued_interest_quantity() (TradingPosition method) calculate_advanced_metrics() (in module tradeexecutor.analysis.advanced_metrics) calculate_aggregate_returns() (in module tradeexecutor.visual.equity_curve) calculate_all_summary_stats_by_side() (TradeAnalysis method) calculate_and_load_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) calculate_and_load_indicators_inline() (in module tradeexecutor.strategy.pandas_trader.indicator) calculate_annualised_return() (in module tradeexecutor.analysis.trade_analyser) calculate_asset_deltas() (TradeExecution method) calculate_asset_weights() (in module tradeexecutor.analysis.weights) calculate_by_pair() (IndicatorDefinition method) calculate_by_pair_external() (IndicatorDefinition method) calculate_by_pair_ohlcv() (IndicatorDefinition method) calculate_collateral_for_target_leverage() (Loan method) calculate_collateral_for_target_ltv() (Loan method) calculate_compounding_realised_trading_profitability() (in module tradeexecutor.visual.equity_curve) calculate_compounding_unrealised_trading_profitability() (in module tradeexecutor.visual.equity_curve) calculate_cumulative_daily_returns() (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_dependencies_only_per_pair() (IndicatorDefinition method) calculate_dependencies_only_per_universe() (IndicatorDefinition method) calculate_deposit_adjusted_returns() (in module tradeexecutor.visual.equity_curve) calculate_equity_curve() (in module tradeexecutor.visual.equity_curve) calculate_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) calculate_investment_flow() (in module tradeexecutor.visual.equity_curve) calculate_liquidation_price() (in module tradeexecutor.utils.leverage_calculations) calculate_long_compounding_realised_trading_profitability() (in module tradeexecutor.visual.equity_curve) calculate_long_summary_statistics() (TradeAnalysis method) calculate_naive_profitability() (in module tradeexecutor.state.statistics) calculate_non_cumulative_daily_returns() (in module tradeexecutor.visual.equity_curve) 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_required_new_cash() (in module tradeexecutor.strategy.alpha_model) calculate_reserve_price_in_quote_token_decimal() (in module tradingstrategy.direct_feed.uniswap_v2) calculate_returns() (GroupedCandleUniverse method) (in module tradeexecutor.analysis.returns) (in module tradeexecutor.visual.equity_curve) calculate_rolling_sharpe() (in module tradeexecutor.visual.equity_curve) calculate_short_compounding_realised_trading_profitability() (in module tradeexecutor.visual.equity_curve) calculate_short_summary_statistics() (TradeAnalysis method) calculate_size_adjust() (Loan method) calculate_size_relative_realised_trading_returns() (in module tradeexecutor.visual.equity_curve) calculate_sizes_for_leverage() (in module tradeexecutor.utils.leverage_calculations) calculate_summary_statistics() (TradeAnalysis method) calculate_summary_statistics_for_positions() (TradeAnalysis method) calculate_target_positions() (AlphaModel method) calculate_trade_adjusted_slippage_tolerance() (PricingModel method) calculate_universe() (IndicatorDefinition method) calculate_value_using_price() (TradingPosition method) calculate_volume_weighted_ohlcv() (in module tradingstrategy.utils.aggregate_ohlcv) calculate_weight_diffs() (AlphaModel method) calculate_weighted_average_realised_profit() (TradeAnalysis static method) calculate_weights_statistics() (in module tradeexecutor.analysis.weights) calculated_at (FinalPositionStatistics attribute) (PortfolioStatistics attribute) (PositionStatistics attribute) calculations (Visualisation attribute) call_create_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) can_be_closed() (TradingPosition method) can_open_credit_supply() (TradingStrategyUniverse method) can_open_short() (TradingStrategyUniverse method) can_open_spot() (TradingStrategyUniverse method) Candle (class in tradingstrategy.candle) candle_time_bucket_override (UniverseOptions attribute) CandleFeed (class in tradingstrategy.direct_feed.candle_feed) CandleResult (class in tradingstrategy.candle) candles (CandleResult attribute) (Dataset attribute) candles_cache (PairGroupedUniverse attribute) capped (SizeRisk attribute) capped_by_concentration (TradingPairSignalFlags attribute) capped_by_pool_size (TradingPairSignalFlags attribute) Carried interest Carry trade Cash and carry 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) centralised_exchange (ChainId attribute) CEX cfo() (in module pandas_ta.momentum) cg() (in module pandas_ta.momentum) chain_id (AssetIdentifier attribute) (BalanceUpdate attribute) (BlockchainTransaction attribute) (Deployment attribute) (DEXPair attribute) (EthereumExecution property) (Exchange attribute) (TopPairData attribute) (TradingPairDataAvailability attribute) (TradingPairIdentifier property) (UniswapV2ExecutionModelVersion0 property) chain_slug (Exchange attribute) ChainId (class in tradingstrategy.chain) change_quantity_and_value() (AssetWithTrackedValue method) check_correct_block_range() (TradeFeed static method) check_current_trades_for_duplicates() (TradeFeed method) check_data_age() (TradingStrategyUniverseModel method) (UniverseModel method) check_default_chain_id() (Web3Config method) check_duplicates_data_frame() (TradeFeed static method) check_enough_history() (TradeFeed method) check_flexible_triggers() (in module tradeexecutor.strategy.stop_loss) 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_position_triggers() (in module tradeexecutor.strategy.stop_loss) check_reorganisations_and_purge() (TradeFeed method) check_trigger_hit() (in module tradeexecutor.strategy.stop_loss) checksum_address (AssetIdentifier property) choose_single_chain() (Web3Config method) chop() (in module pandas_ta.trend) cksp() (in module pandas_ta.trend) claim_interest() (Interest method) (Loan method) claimed_interest (TradeExecution attribute) classify_by_symbol() (EnzymeAssetType static method) clean_revert_reason_message() (in module tradeexecutor.ethereum.revert) clean_time_series_data() (in module tradingstrategy.binance.downloader) clear() (DirectFeedStore method) clear_cache() (PairGroupedUniverse method) clear_caches() (Client method) 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) (TradeFlag attribute) (XYLiquidity attribute) close() (CachedHTTPTransport method) (Client method) (Web3Config method) close_all() (PositionManager method) close_credit_supply_position() (PositionManager method) close_position() (Portfolio method) (PositionManager method) close_position_weight_epsilon (AlphaModel attribute) close_position_weight_limit (TradingPairSignalFlags attribute) close_position_with_empty_trade() (in module tradeexecutor.state.repair) close_price (IndicatorSource attribute) close_protocol_last (TradeFlag attribute) close_short() (LeverageEstimate static method) (PositionManager method) close_short_position() (PositionManager method) close_spot_position() (PositionManager method) closed (TradingPairSignalFlags attribute) Closed position 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) colour (Plot attribute) colour_timelime_row_simple() (TimelineStyler method) commit_hash (VersionInfo attribute) commit_message (VersionInfo attribute) compare_multiple_portfolios() (in module tradeexecutor.analysis.multi_asset_benchmark) compare_strategy_backtest_to_multiple_assets() (in module tradeexecutor.analysis.multi_asset_benchmark) Composability Compound Compound Annual Growth Rate (CAGR) compounding_realised_profitability (WebChartType attribute) compounding_unrealised_trading_profitability_sampled (WebChartType attribute) condition (Trigger attribute) configure_http_request_logging() (in module tradeexecutor.webhook.http_log) confirm_approvals() (in module tradeexecutor.ethereum.execution) confirm_trades() (ApprovalModel method) (CLIApprovalModel method) (UncheckedApprovalModel method) connections (Web3Config attribute) construct_event_timeline() (in module tradeexecutor.analysis.alpha_model_analyser) construct_identifier_from_pair() (in module tradeexecutor.cli.commands.pair_mapping) construct_sign_and_send_raw_middleware() (in module tradeexecutor.monkeypatch.web3) construct_trade_from_uniswap_v2_events() (UniswapV2TradeFeed method) construct_universe() (DefaultTradingStrategyUniverseModel method) (StaticUniverseModel method) (TradingStrategyUniverseModel method) (UniverseModel method) contains_cross_over() (in module tradeexecutor.utils.crossover) contains_cross_under() (in module tradeexecutor.utils.crossover) Continuous trading 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) convert_web_candles_to_dataframe() (XYLiquidity class method) coppock() (in module pandas_ta.momentum) CoreStrategyParameters (class in tradeexecutor.strategy.parameters) correct_open_position_balance() (Portfolio method) correction (BalanceUpdateCause attribute) cost_of_gas (TradeExecution attribute) cost_of_trade (PriceImpact attribute) crab (Regime attribute) create() (JSONFileStore method) (NoneStore method) (ParquetFileStore method) (StateStore method) (TradeFeedStore method) (UnitTestTrader method) create_1delta_adapter() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) create_aave_v3_adapter() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) create_alpha_model_timeline_all_assets() (in module tradeexecutor.analysis.alpha_model_analyser) create_benchmark_equity_curves() (in module tradeexecutor.visual.benchmark) create_binance_universe() (in module tradeexecutor.utils.binance) create_columnar_work_buffer() (in module tradingstrategy.utils.schema) create_compatible_routing() (in module tradeexecutor.ethereum.routing_data) create_config() (EthereumPairConfigurator method) create_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) create_default() (DiskIndicatorStorage static method) create_default_routing_model() (EthereumExecution method) (ExecutionModel method) create_empty() (GroupedCandleUniverse static method) (GroupedLiquidityUniverse static method) create_empty_qstrader() (GroupedCandleUniverse static method) create_exchange_universe() (in module tradeexecutor.ethereum.universe) create_from_dataset() (TradingStrategyUniverse static method) (TradingStrategyUniverseModel static method) create_from_multiple_candle_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_indicators() (IndicatorRegistry method) create_jupyter_client() (Client class method) create_label() (in module tradingstrategy.charting.candle_chart) create_limited_pair_universe() (PandasPairUniverse static method) (TradingStrategyUniverse static method) create_live_client() (Client class method) create_multichain_universe_by_pair_descriptions() (TradingStrategyUniverse static method) create_multipair_universe() (TradingStrategyUniverse static method) create_pair_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_requests_client() (CachedHTTPTransport method) create_routing_state() (BacktestRoutingIgnoredModel method) (BacktestRoutingModel method) (EthereumRoutingModel method) (RoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) create_short_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) create_single_pair_universe() (PandasPairUniverse static method) (TradingStrategyUniverse method) create_spot_token_map_existing_positions() (in module tradeexecutor.ethereum.token) create_spot_token_map_potential_positions() (in module tradeexecutor.ethereum.token) create_summary_table() (in module tradeexecutor.utils.summarydataframe) create_synthetic_single_pair_universe() (in module tradeexecutor.testing.synthetic_universe_data) create_test_client() (Client class method) create_timeline() (TradeAnalysis method) create_trade() (Portfolio method) (State method) create_trading_universe_for_tokens() (in module tradeexecutor.strategy.pandas_trader.token_mapper) create_uniswap_v2_adapter() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) create_uniswap_v2_compatible_routing() (in module tradeexecutor.ethereum.routing_data) create_uniswap_v3_adapter() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) create_uniswap_v3_compatible_routing() (in module tradeexecutor.ethereum.routing_data) create_universe_from_trading_pair_identifiers() (in module tradeexecutor.strategy.reverse_universe) create_watchdog_registry() (in module tradeexecutor.cli.watchdog) create_web3() (Web3Config static method) created_at (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (State attribute) (ValuationUpdate attribute) created_strategy_cycle_at (AssetWithTrackedValue attribute) CreateIndicatorsProtocolV1 (class in tradeexecutor.strategy.pandas_trader.indicator) CreateIndicatorsProtocolV2 (class in tradeexecutor.strategy.pandas_trader.indicator) Credit market credit_supply (TradingPairKind attribute) Cross validation cross_above (TriggerCondition attribute) cross_below (TriggerCondition attribute) crypto_quote_token (CurrencyConversion attribute) Crystallisation CSV cti() (in module pandas_ta.momentum) Cumulative profit Cumulative return cumulative_returns (CurveType attribute) Curl CurrencyConversion (class in tradingstrategy.direct_feed.conversion) current_dependency_order (IndicatorDependencyResolver attribute) CurveType (class in tradeexecutor.analysis.curve) Custodial cycle (CoreStrategyParameters attribute) (State attribute) (StrategyInput attribute) (TradeDelta attribute) Cycle duration cycle_10d (CycleDuration attribute) cycle_10h (CycleDuration attribute) cycle_12h (CycleDuration attribute) cycle_14d (CycleDuration attribute) cycle_15m (CycleDuration attribute) cycle_16h (CycleDuration attribute) cycle_1d (CycleDuration attribute) cycle_1h (CycleDuration attribute) cycle_1m (CycleDuration attribute) cycle_1s (CycleDuration attribute) cycle_2d (CycleDuration attribute) cycle_2h (CycleDuration attribute) cycle_30d (CycleDuration attribute) cycle_30m (CycleDuration attribute) cycle_3d (CycleDuration attribute) cycle_4d (CycleDuration attribute) cycle_4h (CycleDuration attribute) cycle_5m (CycleDuration attribute) cycle_6h (CycleDuration attribute) cycle_7d (CycleDuration attribute) cycle_8h (CycleDuration attribute) cycle_97h (CycleDuration attribute) cycle_offset (StrategyCycleTrigger attribute) cycle_unknown (CycleDuration attribute) CycleDuration (class in tradeexecutor.strategy.cycle) cycles_completed_at (Uptime attribute)

D

d1 (CycleDuration attribute) (TimeBucket attribute) d30 (TimeBucket attribute) d360 (TimeBucket attribute) d7 (CycleDuration attribute) (TimeBucket attribute) dai (ReserveCurrency attribute) daily_returns (TradeSummary attribute) data (ChainId property) (IndicatorResult attribute) (OtherData attribute) (WebChart attribute) data_preload (ExecutionMode attribute) data_research (ExecutionMode attribute) data_universe (TradingStrategyUniverse 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 decimals (AssetIdentifier attribute) decision_cycle_duration (BacktestData attribute) decision_cycle_frequency (TradeAnalysis attribute) decision_making_time (RecordingTime attribute) decode_path() (in module tradeexecutor.ethereum.one_delta.analysis) decode_pickle_over_json() (in module tradeexecutor.state.pickle_over_json) decode_signed_bytes() (TransactionBuilder static method) decode_swap() (in module tradingstrategy.direct_feed.uniswap_v2) decode_sync() (in module tradingstrategy.direct_feed.uniswap_v2) decreasing() (in module pandas_ta.trend) dedent_any() (in module tradeexecutor.utils.dedent) deduplicate_pairs_by_volume() (in module tradingstrategy.utils.token_filter) default (TradeRouting attribute) default_chain_id (Web3Config attribute) default_router_address (Exchange attribute) DefaultTradingStrategyUniverseModel (class in tradeexecutor.strategy.trading_strategy_universe) DeFi define() (IndicatorRegistry method) definition (IndicatorKey attribute) delivered (PriceImpact attribute) Delta hedged Delta neutral dema() (in module pandas_ta.overlap)

Demeter dependencies (IndicatorDecoration attribute) dependencies_only_per_pair (IndicatorSource attribute) dependencies_only_universe (IndicatorSource attribute) dependency_order (IndicatorDefinition attribute) Deployment (class in tradeexecutor.state.sync) deposit (BalanceUpdateCause attribute) deposit_and_redemption (BalanceUpdateCause attribute) derivative (EnzymeAssetType attribute) detached_overlay_name (Plot attribute) details (BlockchainTransaction attribute) detect_order() (IndicatorRegistry method) detect_source() (in module tradeexecutor.strategy.pandas_trader.indicator_decorator) Deterministic DEX dex_pair_obj_cache (PandasPairUniverse attribute) dex_type (DEXPair attribute) DEXPair (class in tradingstrategy.pair) diagnostics_data (SizeRisk attribute) DirectFeedStore (class in tradingstrategy.direct_feed.store) Directional strategy disable_pandas_warnings() (in module tradingstrategy.direct_feed.warn) discardable_data (Visualisation attribute) Discrete trading Discretionary investment management DiskIndicatorStorage (class in tradeexecutor.strategy.pandas_trader.indicator) display() (TradeSummary method) display_positions() (in module tradeexecutor.analysis.position) display_reserve_position_events() (in module tradeexecutor.analysis.position) display_slippage() (in module tradeexecutor.analysis.slippage) display_transactions() (in module tradeexecutor.analysis.position) 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) download_with_tqdm_progress_bar() (in module tradingstrategy.transport.progress_enabled_download) 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) dump_parameters() (in module tradeexecutor.strategy.parameters) duration (InterestDistributionOperation property)

E

ebsw() (in module pandas_ta.cycles) effective_rate (AssetInterestData attribute) efi() (in module pandas_ta.volume) EMA ema() (in module pandas_ta.overlap) emit() (RingBufferHandler method) encode_pickle_over_json() (in module tradeexecutor.state.pickle_over_json) end (InterestDistributionOperation attribute) end_at (BacktestData attribute) (Dataset attribute) (TradeSummary attribute) (TradingStrategyUniverse property) (UniverseOptions attribute) end_block (Candle attribute) (TradeDelta attribute) (XYLiquidity attribute) end_ts (TradeDelta attribute) engine_version (ExecutionContext attribute) ensure_exact_zero() (in module tradeexecutor.utils.accuracy) ensure_token_approved() (EthereumRoutingState method) entries (InterestDistributionOperation attribute) entropy() (in module pandas_ta.statistics) Environment file enzyme (AssetManagementMode attribute) Enzyme protocol enzyme_vault (BlockchainTransactionType attribute) EnzymeAsset (class in tradeexecutor.ethereum.enzyme.asset) EnzymeAssetType (class in tradeexecutor.ethereum.enzyme.asset) EnzymeTransactionBuilder (class in tradeexecutor.ethereum.enzyme.tx) eom() (in module pandas_ta.volume) equity (CurveType attribute) Equity curve er() (in module pandas_ta.momentum) ERC-20 eri() (in module pandas_ta.momentum) Erigon error_tween_factory() (in module tradeexecutor.webhook.error) estimate_asset_quantity() (PositionManager method) estimate_xyk_price_impact() (in module tradingstrategy.priceimpact) Ethena Ether ethereum (ChainId attribute) ethereum_classic (ChainId attribute) ethereum_tester (ChainId attribute) EthereumAddress (class in tradeexecutor.utils.dataclass) EthereumExecution (class in tradeexecutor.ethereum.execution) EthereumPairConfigurator (class in tradeexecutor.ethereum.ethereum_protocol_adapters) 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 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_address (DEXPair attribute) (TradingPairIdentifier attribute) exchange_id (DEXPair attribute) (Exchange attribute) (TopPairData attribute)

exchange_name (DEXPair attribute) (TradeExecution attribute) (TradingPairIdentifier attribute) exchange_rate (Candle attribute) (Trade attribute) (XYLiquidity attribute) exchange_slug (DEXPair attribute) (Exchange attribute) (TopPairData attribute) exchange_type (Exchange attribute) exchanges (Dataset attribute) (ExchangeUniverse attribute) ExchangeType (class in tradeexecutor.state.identifier) (class in tradingstrategy.exchange) ExchangeUniverse (class in tradingstrategy.exchange) exclude_reason (TopPairData attribute) excluded (TopPairsReply attribute) execute_trades() (DummyExecutionModel method) (EthereumExecution 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) execution_context (StrategyInput attribute) ExecutionContext (class in tradeexecutor.strategy.execution_context) ExecutionMode (class in tradeexecutor.strategy.execution_context) ExecutionModel (class in tradeexecutor.strategy.execution_model) 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) expire_remaining_triggers() (in module tradeexecutor.strategy.stop_loss) expired (TradeStatus attribute) expired_at (TradeExecution attribute) (Trigger attribute) expired_positions (Portfolio attribute) expired_trades (TradingPosition attribute) expired_triggers (TradeExecution attribute) expires_at (Trigger attribute) explain_open_position_failure() (in module tradeexecutor.strategy.pandas_trader.position_manager) explain_portfolio_contents() (in module tradeexecutor.strategy.pandas_trader.position_manager) export() (ExportedRecord static method) (RingBufferHandler method) export_backtest_report() (in module tradeexecutor.backtest.tearsheet) 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 external_per_pair (IndicatorSource attribute) extract_args() (in module tradeexecutor.strategy.pandas_trader.indicator_decorator) extract_compounding_unrealised_trading_profitability_portfolio_statistics() (in module tradeexecutor.visual.equity_curve) 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) (TopPairData attribute) (TradingPairIdentifier attribute) Fee model fee_tier (DEXPair property) (LeverageEstimate attribute) (TradeExecution attribute) fetch_all_candles() (Client method) fetch_all_lending_symbols() (BinanceDownloader method) fetch_all_liquidity_samples() (Client method) fetch_all_spot_symbols() (BinanceDownloader method) fetch_approx_asset_trading_start_date() (BinanceDownloader method) fetch_assets() (BinanceDownloader method) fetch_availability() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_binance_dataset() (in module tradeexecutor.utils.binance) fetch_candle_dataset() (BaseTransport method) (Client method) fetch_candles_all_time() (CachedHTTPTransport method) fetch_candles_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_candlestick_data() (BinanceDownloader method) fetch_candlestick_data_single_pair() (BinanceDownloader method) fetch_chain_status() (CachedHTTPTransport method) (Client method) fetch_clmm_liquidity_provision_candles_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_exchange_universe() (Client method) fetch_gas_price_suggestion() (TransactionBuilder method) fetch_lending_candles_by_reserve_id() (CachedHTTPTransport method) (Client method) fetch_lending_candles_for_universe() (Client method) fetch_lending_data() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_lending_rates() (BinanceDownloader method) fetch_lending_rates_single_pair() (BinanceDownloader method) fetch_lending_reserve_universe() (Client method) fetch_lending_reserves_all_time() (Client method) fetch_live_candles() (BaseTransport method) fetch_nonce_and_tx_hash() (SimulatedWallet method) fetch_pair_universe() (BaseTransport method) (Client method) fetch_price_data() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_quote_token_tvl_with_exchange_rate() (in module tradeexecutor.ethereum.tvl) fetch_quote_token_tvls() (in module tradeexecutor.ethereum.tvl) fetch_token_as_asset() (in module tradeexecutor.ethereum.token) fetch_top_pairs() (CachedHTTPTransport method) (Client method) fetch_trades() (SyntheticTradeFeed method) (TradeFeed method) (UniswapV2TradeFeed method) fetch_trading_data_availability() (CachedHTTPTransport method) (Client method) fetch_tvl_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_uni_v2_v3_quote_token_tvl() (in module tradeexecutor.ethereum.tvl) fill_future_gap() (in module tradingstrategy.utils.forward_fill) fill_future_gap_multi_pair() (in module tradingstrategy.utils.forward_fill) filter_bad_wicks() (in module tradingstrategy.utils.wrangle) filter_buys() (Trade static method) filter_for_base_tokens() (in module tradingstrategy.utils.token_filter) filter_for_blacklisted_tokens() (in module tradingstrategy.utils.token_filter) filter_for_chain() (in module tradingstrategy.utils.token_filter) filter_for_derivatives() (in module tradingstrategy.utils.token_filter) filter_for_exchange() (in module tradingstrategy.utils.token_filter) filter_for_exchange_ids() (in module tradingstrategy.utils.token_filter) filter_for_exchanges() (in module tradingstrategy.utils.token_filter) filter_for_nonascii_tokens() (in module tradingstrategy.utils.token_filter) filter_for_pairs() (in module tradingstrategy.utils.groupeduniverse) filter_for_quote_tokens() (in module tradingstrategy.utils.token_filter) filter_for_rebases() (in module tradingstrategy.utils.token_filter) filter_for_single_pair() (in module tradingstrategy.utils.groupeduniverse)

filter_for_stablecoins() (in module tradingstrategy.utils.token_filter) filter_for_trading_fee() (in module tradingstrategy.utils.token_filter) filter_pairs_default() (in module tradingstrategy.utils.token_filter) filter_scams() (in module tradingstrategy.utils.token_extra_data) filter_sells() (Trade static method) filtered_sorted_positions (TradeAnalysis attribute) FinalPositionStatistics (class in tradeexecutor.state.statistics) find_best_pairs_for_tokens() (in module tradeexecutor.strategy.pandas_trader.token_mapper) find_first_included_block_in_candle() (TradeFeed method) find_position_for_trade() (Portfolio method) find_trades_to_be_repaired() (in module tradeexecutor.state.repair) find_usd_rate() (in module tradeexecutor.ethereum.tvl) 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) FixedPricing (class in tradeexecutor.strategy.pricing_model) FixedSizeRiskModel (class in tradeexecutor.strategy.fixed_size_risk) flag_blacklisted_manually (DEXPair attribute) flag_inactive (DEXPair attribute) flag_unknown_exchange (DEXPair attribute) flag_unsupported_quote_token (DEXPair attribute) flags (TradeExecution attribute) (TradingPairSignal attribute) flatten_dataframe_datetime_index() (in module tradingstrategy.utils.df_index) flexible_trigger (TradeType attribute) floor() (TimeBucket method) floor_pandas_month() (in module tradingstrategy.utils.time) floor_pandas_week() (in module tradingstrategy.utils.time) force_visualisation (ExecutionContext attribute) Fork Format (class in tradeexecutor.utils.summarydataframe) format_duration_days_hours_mins() (in module tradingstrategy.utils.format) format_fees_dollars() (in module tradeexecutor.strategy.trade_pricing) format_fees_percentage() (in module tradeexecutor.strategy.trade_pricing) format_links_for_html_output() (in module tradingstrategy.utils.jupyter) format_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_signals() (in module tradeexecutor.strategy.alpha_model) format_summary_dataframe() (TradeSummary static method) 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_balance_update_event() (BalanceEventRef static method) from_class() (StrategyParameters static method) from_collection() (ExchangeUniverse static method) from_dict() (StrategyParameters static method) from_indicator_keys() (IndicatorSet static method) from_pandas_timedelta() (TimeBucket static method) from_series() (DEXPair class method) from_strategy_parameters_class() (UniverseOptions static method) from_timebucket() (CycleDuration static method) frozen_at (TradingPosition attribute) frozen_positions (Portfolio attribute) (RepairResult attribute) full (AdvancedMetricsMode attribute) func (IndicatorDecoration attribute) (IndicatorDefinition attribute) func_check() (in module tradeexecutor.analysis.trade_analyser) function_selector (BlockchainTransaction attribute) Fundamental analysis Futures fwma() (in module pandas_ta.overlap)

G

Gamma hedged ganache (ChainId attribute) Gas fee gas_price_method (Web3Config attribute) generate_address_columns() (in module tradingstrategy.pair) generate_buy_and_hold_returns() (in module tradeexecutor.visual.equity_curve) generate_combinations() (IndicatorSet method) generate_exchange() (in module tradeexecutor.testing.synthetic_exchange_data) generate_exchange_for_binance() (in module tradingstrategy.binance.utils) generate_exchange_universe_for_binance() (in module tradingstrategy.binance.utils) generate_fixed_price_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_future_filler_data() (in module tradingstrategy.utils.forward_fill) generate_lending_reserve() (in module tradeexecutor.testing.synthetic_lending_data) generate_lending_reserve_for_binance() (in module tradingstrategy.binance.utils) generate_lending_universe() (in module tradeexecutor.testing.synthetic_lending_data) generate_monthly_timestamps() (in module tradingstrategy.utils.time) generate_multi_pair_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_ohlcv_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_pair() (in module tradeexecutor.testing.synthetic_pair_data) generate_pair_for_binance() (in module tradingstrategy.binance.utils) generate_pairs_for_binance() (in module tradingstrategy.binance.utils) generate_random_ethereum_address() (in module tradeexecutor.testing.synthetic_ethereum_data) generate_rebalance_trades_and_triggers() (AlphaModel method) generate_simple_routing_model() (in module tradeexecutor.testing.synthetic_exchange_data) generate_synthetic_sample() (Candle static method) generate_tvl_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_whitelist() (in module tradeexecutor.cli.guard) GenericPosition (class in tradeexecutor.state.generic_position) get_acceptable_size_for_position() (BaseTVLSizeRiskModel method) (FixedSizeRiskModel method) (SizeRiskModel method) get_accrued_interest() (TradingPosition method) get_accrued_interest_with_repayments() (TradingPosition method) get_action_verb() (TradeExecution method) get_active_pairs() (LegacyPairUniverse method) get_actual_function_input_args() (BlockchainTransaction method) get_address_link() (ChainId method) get_all_balances() (SimulatedWallet method) get_all_loan_nav() (Portfolio method) get_all_pair_ids() (PandasPairUniverse method) get_all_pairs() (PairGroupedUniverse method) get_all_pairs_on_exchange() (LegacyPairUniverse method) get_all_positions() (in module tradeexecutor.visual.utils) (Portfolio method) (TradeAnalysis method) get_all_prices() (PortfolioConstructionModel method) get_all_samples_by_range() (PairGroupedUniverse method) get_all_samples_by_timestamp() (PairGroupedUniverse method) get_all_slugs() (ExchangeUniverse 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_allocated_value() (AlphaModel method) get_annualised_credit_interest() (TradingPosition method) get_asset_amounts() (in module tradeexecutor.strategy.asset) get_available_trading_quantity() (TradingPosition method) get_average_buy() (TradingPosition method) get_average_price() (TradingPosition method) get_average_sell() (TradingPosition method) get_avg_profit_pct_check() (in module tradeexecutor.analysis.trade_analyser) get_avg_trade_duration() (in module tradeexecutor.analysis.trade_analyser) get_backtest_routing_model() (in module tradeexecutor.ethereum.routing_data) get_balance() (SimulatedWallet method) get_balance_address() (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) get_balance_update_events() (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_base_token() (DEXPair method) get_base_token_balance_update_quantity() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_benchmark_data() (in module tradeexecutor.analysis.multi_asset_benchmark) get_binance_interval() (in module tradingstrategy.binance.downloader) get_block_number_of_last_trade() (TradeFeed method) get_block_timestamp() (in module tradeexecutor.utils.blockchain) get_borrow_interest() (Loan method) get_borrow_value() (Loan method) get_borrowed() (TradingPosition method) get_borrowed_principal_and_interest_quantity() (Loan method) get_borrowed_quantity() (Loan method) get_buy_price() (EthereumPricingModel method) (FixedPricing method) (PricingModel method) (UniswapV2LivePricing method) (UniswapV3LivePricing method) get_buy_quantity() (TradingPosition method) get_buy_tax() (AssetIdentifier method) (TopPairData method) (TradingPairIdentifier method) get_buy_value() (TradingPosition method) get_by_chain_and_factory() (ExchangeUniverse method) get_by_chain_and_name() (ExchangeUniverse method) get_by_chain_and_slug() (ExchangeUniverse method) get_by_slug() (ChainId static method) get_by_symbols() (PandasPairUniverse method) get_by_symbols_safe() (PandasPairUniverse method) get_cache_key() (IndicatorKey method) (TradingStrategyUniverse method) get_cached_item() (CachedHTTPTransport method) get_cached_item_with_status() (CachedHTTPTransport method) get_candle_count() (GroupedCandleUniverse method) get_candles_by_pair() (GroupedCandleUniverse method) get_capital_tied_at_open() (TradeAnalysis static method) get_capital_tied_at_open_pct() (TradingPosition method) get_cash() (Portfolio method) get_chain_ids() (Dataset method) get_claimed_interest() (TradeExecution method) (TradingPosition method) get_close_epsilon_for_pair() (in module tradeexecutor.strategy.dust) get_closed_positions_for_pair() (Portfolio method) (PositionManager method) get_closed_profit_usd() (Portfolio method) get_closest_liquidity() (GroupedLiquidityUniverse method) get_closest_price() (GroupedCandleUniverse method) get_closing_price() (TradingPosition method) get_collateral() (TradingPosition method) get_collateral_factor() (TradingPairIdentifier method) get_collateral_interest() (Loan method) get_collateral_quantity() (Loan method) get_collateral_value() (Loan method) get_columns() (PairGroupedUniverse method) get_connection() (Web3Config method) get_cost_of_gas_usd() (TradeExecution method) get_count() (IndicatorSet method) (PandasPairUniverse method) get_credit_supply_pair() (TradingStrategyUniverse method) get_credit_supply_reserve_change() (TradeExecution method) get_current_cash() (Portfolio method) (PositionManager method) get_current_credit_positions() (Portfolio method) get_current_credit_supply_position() (PositionManager method) get_current_interest_positions() (Portfolio method) get_current_long_position() (PositionManager 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_current_short_position() (PositionManager method) get_data_parquet() (BinanceDownloader 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_pair() (StrategyInput method) get_default_quote_token_address() (MockClient method) get_default_reserve_asset() (Portfolio method) get_default_reserve_position() (Portfolio method) get_default_strategies_path() (in module tradeexecutor.utils.default_strategies) get_default_trading_fee() (BacktestRoutingModel method) (RoutingModel method) (UniswapV2Routing method) get_diagnostics() (IndicatorRegistry 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_effective_yearly_yield() (BalanceUpdate method) get_entries() (Plot method) get_enzyme_deployment() (in module tradeexecutor.cli.guard) get_equity() (TradingPosition method) get_equity_for_pair() (Portfolio method) get_equity_for_position() (TradeExecution method) get_equity_for_reserve() (TradeExecution method) get_equity_series() (Statistics method) get_erc_20_balance_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_exchange_for_pair() (PandasPairUniverse method) get_exchange_rate() (TradeFeed method) get_exchange_slug() (TopPairData method) get_exchange_type() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) 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_expected_borrow_quantity_change() (TradeExecution method) get_expected_collateral_quantity_change() (TradeExecution method) get_explorer() (ChainId method) get_failed_trades() (TradingPosition method) get_failed_transaction() (TradeExecution method) get_fee_percentage() (TradePricing method) get_feed_for_pair() (in module tradingstrategy.direct_feed.ohlcv_aggregate) get_fees_paid() (TradeExecution method) get_first_and_last_executed_trade() (Portfolio method) get_first_entry() (Plot method) get_first_opened_at() (TradeAnalysis method) get_first_trade() (TradingPosition method) get_flag_diagnostics_data() (AlphaModel method) get_flip_label() (TradingPairSignal method) get_formatted_strategy_duration() (State method) get_freeze_reason() (TradingPosition method) get_friendly_name() (DEXPair method) get_frozen_position_equity() (Portfolio method) get_function_body_hash() (IndicatorDefinition method) get_gas_limit() (BlockchainTransaction method) get_gas_wallet_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_gas_wallet_balance() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_generation_error_message() (IndicatorResult method) get_health_factor() (Loan method) get_held_assets() (GenericPosition method) (in module tradeexecutor.ethereum.execution) (ReservePosition method) (TradingPosition method) get_homepage() (ChainId method) get_human_description() (TradeExecution method) (TradingPairIdentifier method) get_human_readable_name() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_human_summary() (TradingPosition method) get_identifier() (AssetIdentifier method) (TradingPairIdentifier method) (TradingPosition method) get_inactive_pairs() (LegacyPairUniverse method) get_indicator() (IndicatorSet method) get_indicator_data() (IndicatorDependencyResolver method) get_indicator_data_pairs_combined() (IndicatorDependencyResolver method) (StrategyInputIndicators method) get_indicator_dataframe() (StrategyInputIndicators method) get_indicator_path() (DiskIndicatorStorage method) get_indicator_series() (StrategyInputIndicators method) get_indicator_value() (StrategyInputIndicators method) get_indices_of_uneven_intervals() (in module tradingstrategy.binance.downloader) get_initial_cash() (Portfolio method) get_initial_deposit() (Portfolio method) get_input_asset() (TradeExecution method) get_internal_slippage_tolerance() (EnzymeTransactionBuilder method) (TransactionBuilder method) get_last_block_number() (CandleFeed method) get_last_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_updated_at() (TradingPosition method) get_last_value() (Plot method) get_latest_block_timestamp() (in module tradeexecutor.utils.blockchain) get_latest_price() (TradeFeed method) get_latest_stored_cycle() (OtherData method) get_latest_supply_apr() (TradingStrategyUniverse method) get_latest_trades() (TradeFeed method) get_lending_protocol() (TradingPairIdentifier method) get_leverage() (Loan method) get_leverage_positions() (Portfolio method) get_linearly_sampled_items() (in module tradeexecutor.utils.list) get_link() (DEXPair method) get_liquidation_threshold() (TradingPairIdentifier method) get_liquidity_fast() (ResampledLiquidityUniverse method) get_liquidity_samples_by_pair() (GroupedLiquidityUniverse method) get_liquidity_today() (in module tradingstrategy.utils.liquidity_filter) get_liquidity_with_tolerance() (GroupedLiquidityUniverse method) get_live_position_equity() (Portfolio method) get_loan_based_nav() (TradingPosition method) get_loan_net_asset_value() (Portfolio method) get_loan_to_value() (Loan method) get_long_positions() (TradeAnalysis 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_messages_tail() (Visualisation method) get_mid_price() (EthereumPricingModel method) (FixedPricing 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_name() (in module tradeexecutor.utils.jupyter_notebook_name) get_notebook_output_mode() (in module tradingstrategy.utils.jupyter) get_num_detached_and_names() (in module tradeexecutor.visual.utils) get_object_full_name() (in module tradeexecutor.utils.fullname) get_ohlcv() (StrategyInputIndicators method) get_onchain_assets() (in module tradeexecutor.strategy.asset) 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_original_planned_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) (TradingStrategyUniverse method) get_pair_by_smart_contract() (PandasPairUniverse method) get_pair_by_ticker() (LegacyPairUniverse method) get_pair_by_ticker_by_exchange() (LegacyPairUniverse method) get_pair_cache_id() (IndicatorKey method) get_pair_cap() (BaseTVLSizeRiskModel method) get_pair_count() (PairGroupedUniverse method) get_pair_fee() (EthereumPricingModel method) (FixedPricing method) (PositionManager method) (PricingModel method) get_pair_fee_multiplier() (UniswapV3LivePricing method) get_pair_for_id() (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_parquet_path() (BinanceDownloader method) get_pending_position_for_pair() (Portfolio method) get_pending_quantity() (TradingPosition method) get_persistent_string_id() (TopPairData method) get_planned_gas_price() (BlockchainTransaction method) get_planned_max_gas_price() (TradeExecution method) get_planned_value() (TradeExecution method) get_plot_from_series() (in module tradeexecutor.visual.benchmark) 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_manager() (StrategyInput method) get_position_quantity() (TradeExecution method) get_position_statistics_as_dataframe() (Statistics method) get_positions_closed_at() (Portfolio method) get_prepared_raw_transaction() (BlockchainTransaction method) get_price() (StrategyInputIndicators method) get_price_at_open() (TradingPosition method) get_price_impact() (TradePricing method) get_price_series() (StrategyInputIndicators method) get_price_with_tolerance() (GroupedCandleUniverse method) get_pricing_asset() (AssetIdentifier method) get_pricing_pair() (TradingPairIdentifier method) get_principal_and_interest_quantity() (Interest method) get_prior_timestamp() (in module tradingstrategy.utils.time) (PairGroupedUniverse method) get_profit_timeline_timestamp() (TradingPosition method) get_quantity() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_quantity_at_open() (TradingPosition method) get_quantity_old() (TradingPosition method) get_quantity_unit_name() (TradingPosition method) get_quickswap_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_quote_token() (DEXPair method) get_quote_token_tvl() (EthereumPricingModel method) (PricingModel method) get_range_description() (UniverseOptions method) get_raw_planned_collateral_allocation() (TradeExecution method) get_raw_planned_quantity() (TradeExecution method) get_raw_planned_reserve() (TradeExecution method) get_realised_profit_in_leveraged_positions() (Portfolio method) get_realised_profit_percent() (TradingPosition method) get_realised_profit_usd() (TradingPosition method) get_recent_price_series() (StrategyInputIndicators method) get_redeemed() (TradingPosition method) get_regime_signal_regions() (in module tradeexecutor.analysis.regime) get_relative_capped_amount() (SizeRisk method) get_relative_epsilon_for_asset() (in module tradeexecutor.strategy.dust) get_relative_epsilon_for_pair() (in module tradeexecutor.strategy.dust) get_relevant_assets() (in module tradeexecutor.strategy.asset) get_remaining_interest() (Interest method) get_repaid_interest() (TradeExecution method) (TradingPosition method) get_resample_frequency() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) get_reserve_asset() (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() (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) get_safe_latest_block() (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) 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_price() (EthereumPricingModel method) (FixedPricing method) (PricingModel method) (UniswapV2LivePricing method) (UniswapV3LivePricing method) get_sell_quantity() (TradingPosition method) get_sell_tax() (AssetIdentifier method) (TopPairData method) (TradingPairIdentifier method) get_sell_value() (TradingPosition method) get_series() (Visualisation method) get_short_label() (TradeExecution method) get_short_positions() (TradeAnalysis method) get_shorting_pair() (TradingStrategyUniverse method) get_sign() (TradeExecution method) get_signal_by_pair() (AlphaModel method) get_signal_by_pair_id() (AlphaModel method) get_signal_count() (AlphaModel method) get_signals_sorted_by_weight() (AlphaModel method) get_single() (ExchangeUniverse method) (PandasPairUniverse method) get_single_chain() (TradingStrategyUniverse method) get_single_pair() (Portfolio method) (TradingStrategyUniverse method) get_single_pair_data() (PairGroupedUniverse method) get_single_quote_token() (PandasPairUniverse method) get_single_value() (PairGroupedUniverse method) get_size_relative_profit_percent() (TradingPosition method) get_size_relative_realised_profit_percent() (TradingPosition method) get_size_relative_unrealised_or_realised_profit_percent() (TradingPosition method) get_slippage_in_bps() (in module tradeexecutor.utils.slippage) get_slug() (ChainId method) get_somewhat_realistic_max_liquidity() (in module tradingstrategy.utils.liquidity_filter) 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_strategies_folder() (in module tradeexecutor.utils.jupyter_notebook_folder) get_strategy_duration() (State method) get_strategy_start_and_end() (State method) get_strategy_time_range() (State method) get_subplot_names() (in module tradeexecutor.visual.utils) get_successful_trades() (TradingPosition method) get_supported_routers() (EthereumPairConfigurator method) get_sushi_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_svg_icon_link() (ChainId method) get_swap_transactions() (in module tradeexecutor.ethereum.swap) get_tags() (AssetIdentifier method) (TradingPairIdentifier method) get_ticker() (DEXPair method) (TopPairData method) (TradingPairIdentifier method) get_timeout() (in module tradeexecutor.cli.watchdog) get_timestamp_index() (in module tradingstrategy.utils.df_index) get_timestamp_range() (PairGroupedUniverse method) (Visualisation method) get_timing_offset() (CycleDuration method) get_token() (PandasPairUniverse method) get_token_by_symbol() (PandasPairUniverse method) get_token_delivery_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_token_for_asset() (in module tradeexecutor.ethereum.routing_state) get_token_symbol() (SimulatedWallet method) get_top_exchanges_by_30d_volume() (ExchangeUniverse method) get_top_liquidity_pairs_by_base_token() (in module tradingstrategy.utils.liquidity_filter) get_total_bought_usd() (TradingPosition method) get_total_claimed_interest() (Portfolio method) get_total_equity() (Portfolio method) (ReservePosition method) get_total_lp_fees() (TradePricing method) get_total_lp_fees_paid() (TradingPosition method) get_total_points() (Visualisation method) get_total_profit_at_timestamp() (TradingPosition method) get_total_profit_percent() (TradingPosition method) get_total_profit_usd() (TradingPosition method) get_total_repaid_interest() (Portfolio method) get_total_sold_usd() (TradingPosition method) get_tracked_asset() (Loan method) get_trade_by_id() (Portfolio method) get_trade_by_tx_hash() (Portfolio method) get_trade_count() (TradeFeed method) (TradingPosition method) get_trader_joe_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_trades_by_strategy_cycle() (TradingPosition method) get_trading_broken_reason() (TradingStrategyUniverse method) get_trading_core_metrics() (TradeSummary method) get_trading_history_duration() (Portfolio method) get_trading_pair() (PositionManager method) (TradingStrategyUniverse method) get_trading_pair_page_url() (DEXPair method) get_trading_time_range() (State method) get_transaction() (BlockchainTransaction method) get_tvl() (BaseTVLSizeRiskModel method) (QuoteTokenTVLSizeRiskModel method) (StrategyInputIndicators method) (TradingPairSignal method) (USDTVLSizeRiskModel method) get_tx_link() (ChainId method) get_tx_object() (BlockchainTransaction 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_and_realised_profit_percent() (TradingPosition method) get_unrealised_profit_in_leveraged_positions() (Portfolio method) get_unrealised_profit_pct() (TradingPosition method) get_unrealised_profit_usd() (Portfolio method) (TradingPosition method) get_update_period() (BalanceUpdate method) get_url_domain() (in module tradeexecutor.utils.url) get_usd_conversion_rate() (QuoteTokenTVLSizeRiskModel method) get_usd_tvl() (EthereumPricingModel method) (FixedPricing method) (PricingModel method) get_usd_value() (AssetWithTrackedValue method) get_value() (ReservePosition method) (TradeExecution method) (TradingPosition method) get_value_at_close() (TradingPosition method) get_value_at_open() (TradingPosition method) get_volume() (TradeExecution method) get_watched_workers() (in module tradeexecutor.cli.watchdog) get_weight_diffs() (in module tradeexecutor.strategy.pandas_trader.rebalance) get_yearly_periods() (CycleDuration method) GM Google Colab gradient (TimelineRowStylingMode attribute) Grid search grid_search (ExecutionContext attribute) group_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) GroupedCandleUniverse (class in tradingstrategy.candle) GroupedLiquidityUniverse (class in tradingstrategy.liquidity)

H

h1 (CycleDuration attribute) (TimeBucket attribute) h4 (CycleDuration attribute) (TimeBucket attribute) h8 (TimeBucket attribute) ha() (in module pandas_ta.candles) has_any_lending_data() (TradingStrategyUniverse method) has_any_position() (AlphaModel method) has_any_signal() (AlphaModel method) has_automatic_close() (TradingPosition method) has_bad_data_issues() (TradingPosition method) has_buys() (TradingPosition method) has_chain_configured() (Web3Config method) has_complete_info() (TradingPairIdentifier method) has_executed_trades() (TradingPosition method) has_lending_data() (TradingStrategyUniverse method) has_lending_market_available() (TradingStrategyUniverse method) has_liquidity_data() (TradingStrategyUniverse method) has_parameter() (StrategyParameters method) has_reverse_token_order() (TradingPairIdentifier method) has_sells() (TradingPosition method) has_stop_loss_data() (TradingStrategyUniverse method) has_tax_data() (TopPairData method) has_trade() (TradingPosition method) has_trades() (TradingPairSignal method) has_trading_capital() (Portfolio method) has_trigger_conditions() (TradingPosition method) has_unexecuted_trades() (Portfolio method) has_visualisation() (ExecutionContext method) hash_function() (in module tradeexecutor.utils.python_function) heal_anomalies() (in module tradingstrategy.utils.wrangle)

Heatmap height (Plot attribute) help_link (WebChart attribute) hero (StrategyTag attribute) hidden (PlotLabel attribute) (VolumeBarMode attribute) high (Candle attribute) (XYLiquidity attribute) High-frequency trading hilo() (in module pandas_ta.overlap) Historical market data HistoricalXYPriceImpactCalculator (class in tradingstrategy.priceimpact) history_period (Dataset attribute) (UniverseOptions attribute) hl2() (in module pandas_ta.overlap) hlc3() (in module pandas_ta.overlap) hma() (in module pandas_ta.overlap) hold (SizingType attribute) homepage (Exchange attribute) Honey pot horizontal_vertical (PlotShape attribute) hot_wallet (AssetManagementMode attribute) (BlockchainTransactionType attribute) (EnzymeTransactionBuilder property) (RoutingStateDetails attribute) 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) ignore (TradeRouting attribute) import_python_source_file() (in module tradeexecutor.utils.python_module_loader) import_quantstats_wrapped() (in module tradeexecutor.visual.qs_wrapper) included (TopPairsReply attribute) included_at (BlockchainTransaction attribute) increase (TradeFlag attribute) increasing() (in module pandas_ta.trend) increment() (LoggingRetry method) IndexVM indicator_key (IndicatorResult attribute) indicator_results (StrategyInputIndicators attribute) indicator_size (Plot attribute) indicator_storage (IndicatorDependencyResolver attribute) IndicatorDecoration (class in tradeexecutor.strategy.pandas_trader.indicator_decorator) IndicatorDefinition (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorDependencyResolver (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorKey (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorRegistry (class in tradeexecutor.strategy.pandas_trader.indicator_decorator) IndicatorResult (class in tradeexecutor.strategy.pandas_trader.indicator) indicators (DataRangeMode attribute) (IndicatorSet attribute) (StrategyInput attribute) IndicatorSet (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorSource (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorStorage (class in tradeexecutor.strategy.pandas_trader.indicator) individual_trade_size_too_small (TradingPairSignalFlags attribute) inertia() (in module pandas_ta.momentum) infinite (TimeBucket attribute) info_url (AssetIdentifier attribute) (TradingPairIdentifier attribute) init() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) init_code_hash (Exchange attribute) initial_cash (CoreStrategyParameters attribute) initial_deposit (ReservePosition attribute) initial_deposit_reserve_token_price (ReservePosition attribute) initialise_mock_data() (UniswapV2MockClient method) initialise_reserves() (Portfolio method) initialised_at (Deployment attribute) initialize() (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) int_amount (JSONAssetDelta property) interactive (OutputMode attribute) interest (BalanceUpdateCause attribute) Interest (class in tradeexecutor.state.interest) interest_payments (Interest attribute) interest_rate_at_open (AssetWithTrackedValue attribute) InterestDistributionEntry (class in tradeexecutor.state.interest_distribution) InterestDistributionOperation (class in tradeexecutor.state.interest_distribution) InterestSync (class in tradeexecutor.state.sync) internal_exchange_id (TradingPairIdentifier attribute) internal_id (AssetIdentifier attribute) (TradingPairIdentifier attribute) internal_testing (StrategyTag attribute) investable_equity (AlphaModel attribute) is_accounted_for_equity() (TradeExecution method) is_accounting_correction() (TradeExecution method) is_any_credit_supply_position_open() (PositionManager method) is_any_long_position_open() (PositionManager method) is_any_open() (PositionManager method) is_any_short_position_open() (PositionManager method) is_backtesting() (ExecutionMode method) is_buy() (TradeExecution method) is_candle_green() (in module tradingstrategy.candle) is_candle_red() (in module tradingstrategy.candle) is_closed() (TradingPosition method) is_compatible_timestamp() (in module tradingstrategy.utils.time) is_credit() (AssetIdentifier method) is_credit_based() (TradeExecution method) is_credit_supply() (TradeExecution method) (TradingPairKind method) (TradingPosition method) is_debt() (AssetIdentifier method) is_derivative() (in module tradingstrategy.utils.token_filter) is_empty() (DirectFeedStore method) (Portfolio method) (State method) (TradingStrategyUniverse method) is_executed() (TradeExecution method) (Trigger method) is_expired() (Trigger method) is_failed() (TradeExecution method) is_failed_test() (in module tradeexecutor.testing.pytest_helpers) is_flipping() (TradingPairSignal method) is_fresh_data_always_needed() (ExecutionMode method) is_frozen() (TradingPosition method) is_good_pair() (State method) is_grid_search() (StrategyParameters method) is_initialised() (Sync method) is_interest_accruing() (AssetIdentifier method) (TradingPairKind method) is_legit_price_value() (in module tradeexecutor.utils.price) is_leverage() (TradeExecution method) (TradingPairKind method) (TradingPosition method)

is_live_trading() (AssetManagementMode method) (ExecutionMode method) is_loan_based() (TradingPosition method) is_long() (TradeExecution method) (TradingPairIdentifier method) (TradingPosition method) is_longing() (TradingPairKind method) is_loss() (TradingPosition method) is_mainnet_fork() (Web3Config method) is_missing_blockchain_transactions() (TradeExecution method) is_monotonically_decreasing() (in module tradeexecutor.utils.increasing) is_monotonically_increasing() (in module tradeexecutor.utils.increasing) is_needed_for_pair() (IndicatorDefinition method) is_new() (TradingPairSignal method) is_one_delta() (TradeRouting method) is_open() (TradingPosition method) is_open_ended_universe() (TradingStrategyUniverse method) is_partial_take_profit() (TradeExecution method) is_pending() (TradeExecution method) (TradingPosition method) is_per_pair() (IndicatorSource method) is_planned() (TradeExecution method) is_predition_correct() (RegimeRegion method) is_pristine() (JSONFileStore method) (NoneStore method) (ParquetFileStore method) (StateStore method) (TradeFeedStore method) is_profitable() (TradingPosition method) is_properly_opened() (TradingPosition method) is_pyodide() (in module tradingstrategy.utils.jupyter) is_rebalance() (TradeExecution method) is_rebalance_triggered() (AlphaModel method) is_rebase() (in module tradingstrategy.utils.token_filter) is_reduce() (TradeExecution method) is_reduced() (TradingPosition method) is_repair_needed() (TradeExecution method) is_repair_trade() (TradeExecution method) is_repaired() (TradeExecution method) (TradingPosition method) is_reserve_update() (BalanceUpdate method) is_reverted() (BlockchainTransaction method) is_sell() (TradeExecution method) is_short() (TradeExecution method) (TradingPairIdentifier method) (TradingPairSignal method) (TradingPosition method) is_shorting() (TradingPairKind method) is_single_pair_universe() (TradingStrategyUniverse method) is_spot() (TradeExecution method) (TradingPairKind method) (TradingPairSignal method) (TradingPosition method) is_spot_market() (TradingPosition method) is_stablecoin() (AssetIdentifier method) is_stablecoin_like() (in module tradingstrategy.stablecoin) is_started() (TradeExecution method) is_stop_loss() (TradeExecution method) (TradingPosition method) is_stop_loss_closed() (TradingPosition method) is_stop_loss_supported() (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) is_success() (BlockchainTransaction method) (TradeExecution method) is_swap_function() (in module tradeexecutor.ethereum.swap) is_take_profit() (TradeExecution method) (TradingPosition method) is_take_profit_closed() (TradingPosition method) is_test() (TradeExecution method) (TradingPosition method) is_tradeable() (DEXPair method) is_trailing_stop_loss() (TradingPosition method) is_triggered() (TradeExecution method) is_triggering() (Trigger method) is_unfinished() (TradeExecution method) is_unfrozen() (TradingPosition method) is_uniswap_v2() (TradeRouting method) is_uniswap_v3() (TradeRouting method) is_unit_testing() (ExecutionMode method) is_v3() (UniswapV2Execution method) (UniswapV3Execution method) is_vault() (AssetManagementMode method) is_version_greater_or_equal_than() (ExecutionContext method) is_visualisation_enabled() (StrategyInput method) iterate_columnar_dicts() (in module tradingstrategy.utils.columnar) iterate_credit_for_reserve() (TradingStrategyUniverse method) iterate_pairs() (CandleFeed method) (PandasPairUniverse method) (TradingStrategyUniverse method) iterate_parameters() (StrategyParameters method) iterate_samples_by_pair_range() (PairGroupedUniverse method) iterate_signals() (AlphaModel method) iterate_tokens() (PandasPairUniverse method)

J

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

JSONAssetDelta (class in tradeexecutor.state.blockhain_transaction) JSONFileStore (class in tradeexecutor.state.store) JSONL jupyter (ExecutionContext attribute) 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) kind (Plot attribute) (TradingPairIdentifier attribute)

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

L

label (Plot attribute) Lagoon lagoon (AssetManagementMode attribute) lagoon_vault (BlockchainTransactionType attribute) Last trade last_accrued_interest (Interest attribute) last_block_scanned (Accounting attribute) (Treasury attribute) last_candle_at (TradingPairDataAvailability attribute) last_cycle_at (Treasury attribute) last_distribution (InterestSync attribute) last_event_at (Interest attribute) last_interest_rate (AssetWithTrackedValue attribute) last_pricing_at (AssetWithTrackedValue attribute) (ReservePosition attribute) (TradingPosition attribute) last_reserve_price (TradingPosition attribute) last_supposed_candle_at (TradingPairDataAvailability attribute) last_swap_at (DEXPair attribute) last_swap_at_block_number (DEXPair attribute) last_sync_at (InterestSync attribute) (ReservePosition attribute) last_sync_block (InterestSync attribute) last_token_amount (Interest attribute) last_token_price (TradingPosition attribute) last_trade_at (Exchange attribute) (TradingPairDataAvailability attribute) (TradingPosition attribute) last_updated_at (Accounting attribute) (Interest attribute) (State attribute) (Treasury attribute) last_updated_block_number (Interest attribute) last_usd_price (AssetWithTrackedValue attribute) last_valuation_at (PositionStatistics 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 (LeverageEstimate attribute) (TradeExecution attribute) (TradingPairSignal attribute) LeverageEstimate (class in tradeexecutor.utils.leverage_calculations) Limit order limit_to_chains() (ExchangeUniverse method) limit_to_pairs() (PandasPairUniverse method) limit_to_slugs() (ExchangeUniverse method) linear (PlotShape attribute) linreg() (in module pandas_ta.overlap) Liquidation liquidation_price (LeverageEstimate attribute) (TradingPosition attribute) liquidation_threshold (AssetIdentifier attribute)

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

M

m1 (CycleDuration attribute) (TimeBucket attribute) m15 (CycleDuration attribute) (TimeBucket attribute) m5 (TimeBucket attribute) ma() (in module pandas_ta.overlap) macd() (in module pandas_ta.momentum) Machine learning mad() (in module pandas_ta.statistics) main() (in module tradeexecutor.cli.latest_release) mainnet_fork_simulation (Web3Config attribute) 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_counter_trade() (in module tradeexecutor.state.repair) make_direct_trade() (EthereumRoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) make_leverage_trade() (EthereumRoutingModel method) make_multihop_trade() (EthereumRoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) managed_positions (StrategyType attribute) Management fee mantle (ChainId attribute) map_field_to_arrow() (in module tradingstrategy.utils.schema) map_onchain_asset_to_position() (in module tradeexecutor.strategy.asset) map_pair_for_signal() (AlphaModel method) Margin trading mark_alive() (in module tradeexecutor.cli.watchdog) mark_broadcasted() (TradeExecution method) mark_down_to_zero (ValuationUpdate attribute) mark_ready() (BacktestData method) (State method) mark_success() (TradeExecution method) mark_trade_failed() (State method) mark_trade_success() (State method) markers (PlotShape attribute) Market data feed Market Exposure Market making Market neutral strategy Market order Market regime Market Sentiment Market trade market_feed_delay (TradePricing attribute) market_limit (TradeType attribute) market_time (RecordingTime attribute) massi() (in module pandas_ta.volatility) match_indicator() (IndicatorDependencyResolver method) match_router() (EthereumPairConfigurator method) max_adjust_too_small (TradingPairSignalFlags attribute) max_diff (UpdatedUniverseResult attribute) max_position_adjust_usd (AlphaModel attribute) Maximum Adverse Excursion (MAE) Maximum Drawdown Maximum pullback maximum_price_impact (CoreStrategyParameters attribute) mcgd() (in module pandas_ta.overlap) Mean Mean reversion Median median() (in module pandas_ta.statistics) MemoryIndicatorStorage (class in tradeexecutor.strategy.pandas_trader.indicator) Mercenary capital message (ExportedRecord attribute) messages (Visualisation attribute) MEV mfi() (in module pandas_ta.volume) Mid Price mid_price (SizeRisk attribute) (TradePricing attribute) midpoint() (in module pandas_ta.overlap) midprice() (in module pandas_ta.overlap) missing (Format attribute) missing_position_repair (TradeFlag attribute) MockClient (class in tradingstrategy.testing.mock_client) mode (ExecutionContext attribute) module tradeexecutor.analysis tradeexecutor.analysis.advanced_metrics tradeexecutor.analysis.alpha_model_analyser tradeexecutor.analysis.curve tradeexecutor.analysis.fee_analyser tradeexecutor.analysis.multi_asset_benchmark tradeexecutor.analysis.multipair tradeexecutor.analysis.position tradeexecutor.analysis.regime tradeexecutor.analysis.returns tradeexecutor.analysis.single_pair tradeexecutor.analysis.slippage tradeexecutor.analysis.stop_loss tradeexecutor.analysis.timemap tradeexecutor.analysis.trade_analyser tradeexecutor.analysis.universe tradeexecutor.analysis.weights tradeexecutor.backtest tradeexecutor.backtest.backtest_routing tradeexecutor.backtest.notebook tradeexecutor.backtest.simulated_wallet tradeexecutor.backtest.tearsheet tradeexecutor.cli tradeexecutor.cli.approval tradeexecutor.cli.commands tradeexecutor.cli.commands.pair_mapping tradeexecutor.cli.commands.shared_options tradeexecutor.cli.discord tradeexecutor.cli.guard tradeexecutor.cli.latest_release tradeexecutor.cli.log tradeexecutor.cli.version_info tradeexecutor.cli.watchdog tradeexecutor.ethereum tradeexecutor.ethereum.aave_v3 tradeexecutor.ethereum.aave_v3.analysis tradeexecutor.ethereum.enzyme tradeexecutor.ethereum.enzyme.asset tradeexecutor.ethereum.enzyme.tx tradeexecutor.ethereum.eth_pricing_model tradeexecutor.ethereum.eth_valuation tradeexecutor.ethereum.ethereum_protocol_adapters tradeexecutor.ethereum.ethereumtrader tradeexecutor.ethereum.execution tradeexecutor.ethereum.one_delta tradeexecutor.ethereum.one_delta.analysis tradeexecutor.ethereum.one_delta.one_delta_execution tradeexecutor.ethereum.rebroadcast tradeexecutor.ethereum.revert tradeexecutor.ethereum.routing_data tradeexecutor.ethereum.routing_model tradeexecutor.ethereum.routing_state tradeexecutor.ethereum.swap tradeexecutor.ethereum.token tradeexecutor.ethereum.tvl 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.web3config tradeexecutor.monkeypatch tradeexecutor.monkeypatch.cloudpickle_patch tradeexecutor.monkeypatch.dataclasses_json tradeexecutor.monkeypatch.web3 tradeexecutor.state tradeexecutor.state.balance_update tradeexecutor.state.blockhain_transaction tradeexecutor.state.freeze tradeexecutor.state.generic_position tradeexecutor.state.identifier tradeexecutor.state.interest tradeexecutor.state.interest_distribution tradeexecutor.state.loan tradeexecutor.state.other_data tradeexecutor.state.pickle_over_json tradeexecutor.state.portfolio tradeexecutor.state.position tradeexecutor.state.repair tradeexecutor.state.reserve tradeexecutor.state.retry tradeexecutor.state.revaluation tradeexecutor.state.size_risk tradeexecutor.state.state tradeexecutor.state.statistics tradeexecutor.state.store tradeexecutor.state.sync tradeexecutor.state.trade tradeexecutor.state.trigger tradeexecutor.state.types tradeexecutor.state.uptime tradeexecutor.state.validator tradeexecutor.state.valuation tradeexecutor.state.visualisation tradeexecutor.strategy tradeexecutor.strategy.alpha_model tradeexecutor.strategy.approval tradeexecutor.strategy.asset tradeexecutor.strategy.cycle tradeexecutor.strategy.default_routing_options tradeexecutor.strategy.dummy tradeexecutor.strategy.dust tradeexecutor.strategy.engine_version tradeexecutor.strategy.execution_context tradeexecutor.strategy.execution_model tradeexecutor.strategy.fixed_size_risk tradeexecutor.strategy.lending_protocol_leverage tradeexecutor.strategy.output tradeexecutor.strategy.pandas_trader tradeexecutor.strategy.pandas_trader.alternative_market_data tradeexecutor.strategy.pandas_trader.decision_trigger tradeexecutor.strategy.pandas_trader.indicator tradeexecutor.strategy.pandas_trader.indicator_decorator tradeexecutor.strategy.pandas_trader.position_manager tradeexecutor.strategy.pandas_trader.rebalance tradeexecutor.strategy.pandas_trader.strategy_input tradeexecutor.strategy.pandas_trader.token_mapper tradeexecutor.strategy.parameters 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.reserve_currency tradeexecutor.strategy.reverse_universe tradeexecutor.strategy.routing tradeexecutor.strategy.size_risk_model tradeexecutor.strategy.stop_loss tradeexecutor.strategy.strategy_cycle_trigger tradeexecutor.strategy.strategy_type tradeexecutor.strategy.tag tradeexecutor.strategy.trade_pricing tradeexecutor.strategy.trading_strategy_universe tradeexecutor.strategy.tvl_size_risk tradeexecutor.strategy.universe_model tradeexecutor.strategy.valuation tradeexecutor.strategy.weighting tradeexecutor.testing tradeexecutor.testing.ethereumtrader_uniswap_v2 tradeexecutor.testing.ethereumtrader_uniswap_v3 tradeexecutor.testing.pairuniversetrader tradeexecutor.testing.pytest_helpers tradeexecutor.testing.simulated_trader tradeexecutor.testing.synthetic_ethereum_data tradeexecutor.testing.synthetic_exchange_data tradeexecutor.testing.synthetic_lending_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.binance tradeexecutor.utils.blockchain tradeexecutor.utils.cpu tradeexecutor.utils.crossover tradeexecutor.utils.dataclass tradeexecutor.utils.dedent tradeexecutor.utils.default_strategies tradeexecutor.utils.format tradeexecutor.utils.fullname tradeexecutor.utils.increasing tradeexecutor.utils.jupyter_notebook_folder tradeexecutor.utils.jupyter_notebook_name tradeexecutor.utils.leverage_calculations tradeexecutor.utils.list tradeexecutor.utils.notebook tradeexecutor.utils.price tradeexecutor.utils.profile tradeexecutor.utils.python_function tradeexecutor.utils.python_module_loader tradeexecutor.utils.ring_buffer_logging_handler tradeexecutor.utils.slippage tradeexecutor.utils.sort tradeexecutor.utils.state_downloader tradeexecutor.utils.summarydataframe tradeexecutor.utils.timer tradeexecutor.utils.timestamp tradeexecutor.utils.token tradeexecutor.utils.typing tradeexecutor.utils.url tradeexecutor.visual tradeexecutor.visual.asset_correlation tradeexecutor.visual.benchmark tradeexecutor.visual.bullbear tradeexecutor.visual.custom_indicators tradeexecutor.visual.equity_curve tradeexecutor.visual.image_output tradeexecutor.visual.multiple_pairs tradeexecutor.visual.qs_wrapper tradeexecutor.visual.single_pair tradeexecutor.visual.strategy_state tradeexecutor.visual.technical_indicator tradeexecutor.visual.utils tradeexecutor.visual.web_chart tradeexecutor.webhook tradeexecutor.webhook.error tradeexecutor.webhook.events tradeexecutor.webhook.http_log tradingstrategy.alternative_data tradingstrategy.binance tradingstrategy.binance.constants tradingstrategy.binance.downloader tradingstrategy.binance.utils tradingstrategy.candle tradingstrategy.chain tradingstrategy.charting tradingstrategy.charting.candle_chart tradingstrategy.client tradingstrategy.direct_feed tradingstrategy.direct_feed.candle_feed tradingstrategy.direct_feed.conversion tradingstrategy.direct_feed.dash tradingstrategy.direct_feed.direct_feed_pair tradingstrategy.direct_feed.ohlcv_aggregate tradingstrategy.direct_feed.store tradingstrategy.direct_feed.synthetic_feed tradingstrategy.direct_feed.timeframe tradingstrategy.direct_feed.trade_feed tradingstrategy.direct_feed.trade_store tradingstrategy.direct_feed.uniswap_v2 tradingstrategy.direct_feed.warn tradingstrategy.exchange tradingstrategy.liquidity tradingstrategy.pair tradingstrategy.priceimpact tradingstrategy.reader tradingstrategy.stablecoin tradingstrategy.testing tradingstrategy.testing.mock_client tradingstrategy.testing.uniswap_v2_mock_client tradingstrategy.timebucket tradingstrategy.token tradingstrategy.top tradingstrategy.trade tradingstrategy.transport tradingstrategy.transport.base tradingstrategy.transport.cache tradingstrategy.transport.data_trigger tradingstrategy.transport.jsonl tradingstrategy.transport.progress_enabled_download tradingstrategy.transport.pyodide tradingstrategy.types tradingstrategy.utils tradingstrategy.utils.aggregate_ohlcv tradingstrategy.utils.columnar tradingstrategy.utils.df_index tradingstrategy.utils.format tradingstrategy.utils.forward_fill tradingstrategy.utils.groupeduniverse tradingstrategy.utils.jupyter tradingstrategy.utils.liquidity_filter tradingstrategy.utils.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) move_capital_from_reserves_to_spot_trade() (Portfolio method)

N

naive_utcfromtimestamp() (in module tradingstrategy.utils.time) naive_utcnow() (in module tradingstrategy.utils.time) name (Exchange attribute) (IndicatorDecoration attribute) (IndicatorDefinition attribute) (Plot attribute) (State attribute) Native token native_token_price (TradeExecution attribute) natr() (in module pandas_ta.volatility) net_asset_value (PortfolioStatistics attribute) Netflow netflow (WebChartType attribute) new_price (ValuationUpdate 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) (SimulatedWallet attribute) NoneStore (class in tradeexecutor.state.store) normalise_volume() (in module tradingstrategy.utils.wrangle) normalise_weights() (AlphaModel method) (in module tradeexecutor.strategy.weighting) normalised_weight (TradingPairSignal attribute) not_applicable (TimeBucket attribute) Notebook notes (BalanceUpdate attribute) (BlockchainTransaction attribute) (TradeExecution attribute) (TradingPosition attribute) nvi() (in module pandas_ta.volume)

O

obv() (in module pandas_ta.volume) Off-chain offset (Timeframe attribute) ohlc4() (in module pandas_ta.overlap) OHLCV ohlcv (IndicatorSource attribute) OHLCVCandle (class in tradingstrategy.direct_feed.ohlcv_aggregate) OHLCVCandleType (class in tradingstrategy.transport.cache) old_balance (BalanceUpdate attribute) old_pair (TradingPairSignal attribute) old_price (ValuationUpdate attribute) old_value (TradingPairSignal attribute) (ValuationUpdate attribute) old_weight (TradingPairSignal attribute) On-chain one_delta_polygon_usdc (TradeRouting attribute) one_off (ExecutionMode attribute) OneDeltaExecution (class in tradeexecutor.ethereum.one_delta.one_delta_execution) only_stablecoin_pairs (StablecoinFilteringMode attribute) only_volatile_pairs (StablecoinFilteringMode attribute) open (Candle attribute) (TradeFlag attribute) (XYLiquidity attribute) Open position 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_price (IndicatorSource attribute) open_short() (LeverageEstimate static method) (PositionManager method)

open_spot() (PositionManager method) open_spot_with_market_limit() (PositionManager method) open_trade() (TradingPosition method) open_value (TradeSummary attribute) opened_at (TradeExecution attribute) (TradingPosition attribute) opening_amount (Interest attribute) optimiser (ExecutionContext attribute) Options options (TradingStrategyUniverse attribute) Oracle order (IndicatorDecoration attribute) Order book osmosis (ChainId attribute) other (BlockchainTransaction attribute) other_data (AssetIdentifier attribute) (BalanceUpdate attribute) (DEXPair attribute) (State attribute) (StrategyInput attribute) (TradingPairIdentifier attribute) (TradingPairSignal attribute) OtherData (class in tradeexecutor.state.other_data) output_positions() (in module tradeexecutor.strategy.output) output_trades() (in module tradeexecutor.strategy.output) OutputMode (class in tradeexecutor.utils.notebook) Overfitting overlay (VolumeBarMode attribute) overlay_all_technical_indicators() (in module tradeexecutor.visual.technical_indicator) override_stop_loss (AlphaModel attribute) overwrite_cached_data() (BinanceDownloader method) owner_address (BalanceUpdate attribute)

P

paid_interest (TradeExecution attribute) pair (IndicatorKey attribute) (Loan attribute) (Plot attribute) (Trade attribute) (TradeExecution attribute) (TradingPairSignal attribute) (TradingPosition attribute) pair_address (TradingPairDataAvailability attribute) pair_cache (TradingStrategyUniverse attribute) pair_count (Exchange attribute) pair_fee (TradePricing attribute) pair_id (Candle attribute) (DEXPair attribute) (TopPairData attribute) (TradingPairDataAvailability attribute) (XYLiquidity attribute) pair_ids (Visualisation attribute) pair_map (PandasPairUniverse attribute) (UniswapV2TradeFeed attribute) pair_slug (DEXPair attribute) PairGroupedUniverse (class in tradingstrategy.utils.groupeduniverse) pairs (Dataset attribute) (LegacyPairUniverse attribute) 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) paper_trading (ExecutionMode attribute) parameters (ExecutionContext attribute) (IndicatorDefinition attribute) (StrategyInput attribute) 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) partial_take_profit (TradeFlag attribute) Passive strategy patch_dataclasses_json() (in module tradeexecutor.monkeypatch.dataclasses_json) path (SizeRisk attribute) (TradePricing attribute) path() (in module tradeexecutor.utils.jupyter_notebook_name) pdist() (in module pandas_ta.volatility) pending_positions (Portfolio attribute) pending_redemptions (Treasury attribute) pending_since_at (TradingPosition attribute) pending_trades (TradingPosition attribute) percent_return() (in module pandas_ta.performance) perform_duty_cycle() (TradeFeed method) perform_integrity_check() (State method) perform_preflight_checks_and_logging() (RoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) Performance fee Perpetual future pgo() (in module pandas_ta.momentum) Pine Script planned (TradeStatus attribute) planned_collateral_allocation (TradeExecution attribute) planned_collateral_consumption (TradeExecution attribute) planned_loan_update (TradeExecution attribute) planned_max_slippage (TradeExecution attribute) planned_mid_price (TradeExecution attribute) planned_price (TradeExecution attribute) planned_quantity (TradeExecution attribute) planned_reserve (TradeExecution attribute) Plot (class in tradeexecutor.state.visualisation) plot_indicator() (Visualisation method) plot_shape (Plot attribute) PlotKind (class in tradeexecutor.state.visualisation) PlotLabel (class in tradeexecutor.state.visualisation) plots (Visualisation attribute) PlotShape (class in tradeexecutor.state.visualisation) Poetry points (Plot attribute) poll_cycles (UpdatedUniverseResult attribute) polygon (ChainId attribute) pool_address (TopPairData attribute) (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 (InterestDistributionEntry attribute) Position sizing position_adjust_ignored (TradingPairSignal attribute) position_adjust_quantity (TradingPairSignal attribute) position_adjust_threshold_usd (AlphaModel attribute) position_adjust_usd (TradingPairSignal attribute) position_id (BalanceEventRef attribute) (BalanceUpdate attribute) (TradeExecution attribute) (TradingPairSignal attribute) (TradingPosition attribute) position_size_risk (TradeExecution attribute) (TradingPairSignal attribute) position_target (TradingPairSignal attribute) position_type (BalanceEventRef attribute) (BalanceUpdate attribute) PositionManager (class in tradeexecutor.strategy.pandas_trader.position_manager) positions (AssetToPositionsMapping attribute) (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() (Client class method) (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) preload_universe() (DefaultTradingStrategyUniverseModel method) (StaticUniverseModel method) (UniverseModel method) prepare_decision_cycle() (StrategyInputIndicators method) prepare_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) prepare_raw_candle_data() (in module tradingstrategy.direct_feed.candle_feed) prepare_swaps() (in module tradeexecutor.ethereum.execution) prepare_take_profit_trades() (PositionManager method) pretty_print() (TradeExecution method) previous_update_at (BalanceUpdate attribute) price (InterestDistributionEntry attribute) (OHLCVCandleType attribute) (Trade attribute) (TradePricing attribute) (Trigger attribute) Price impact price_data_delay_tolerance (TradingStrategyUniverse attribute) price_impact (PriceImpact attribute) price_impact_tolerance (TradeExecution attribute) price_structure (TradeExecution attribute) PriceImpact (class in tradingstrategy.priceimpact) pricing_model (StrategyInput attribute) PricingModel (class in tradeexecutor.strategy.pricing_model) PricingModelFactory (class in tradeexecutor.strategy.pricing_model) primitive_address (EnzymeAsset attribute) Private strategy Private trading strategy process_based (WatchdogMode attribute) profiled() (in module tradeexecutor.utils.profile) profit_before_trades (TradingPairSignal attribute) profit_before_trades_pct (TradingPairSignal attribute) profit_usd (PositionStatistics attribute) Profitability profitability (PositionStatistics attribute) progress_bars (ExecutionContext 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_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 (AssetToPositionsMapping attribute) (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (InterestDistributionEntry property) (PositionStatistics attribute) (ReservePosition attribute) (ValuationUpdate attribute) quantize_base_quantity() (PricingModel method)

Quantstats queried_at (TopPairData attribute) quickswap_dai (TradeRouting attribute) quickswap_usdc (TradeRouting attribute) quickswap_usdt (TradeRouting attribute) quote (TradingPairIdentifier attribute) Quote token quote_token (TopPairData attribute) quote_token_address (DEXPair property) (TopPairData attribute) quote_token_addresses (RoutingData attribute) quote_token_decimals (DEXPair property) quote_token_symbol (DEXPair attribute) QuoteTokenTVLSizeRiskModel (class in tradeexecutor.strategy.tvl_size_risk)

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_version_file() (VersionInfo static method) ready_at (BacktestData attribute) (UpdatedUniverseResult attribute) Real yield real_trading (ExecutionMode attribute) Realised profit and loss Realised risk realised_gas_price (BlockchainTransaction attribute) realised_gas_units_consumed (BlockchainTransaction attribute) realised_profitability (WebChartType attribute) Rebalance rebalance (TradeType attribute) rebalance_portfolio_old() (in module tradeexecutor.strategy.pandas_trader.rebalance) Rebase token rebase() (SimulatedWallet method) rebroadcast_all() (in module tradeexecutor.ethereum.rebroadcast) rebroadcast_trade() (in module tradeexecutor.state.retry) 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) redeem_in_kind() (UnitTestTrader method) redemption (BalanceUpdateCause attribute) reduce (TradeFlag attribute) reducer_override() (in module tradeexecutor.monkeypatch.cloudpickle_patch) Regime (class in tradeexecutor.analysis.regime) Regime filter RegimeRegion (class in tradeexecutor.analysis.regime) register() (CachedHTTPTransport method) register_worker() (in module tradeexecutor.cli.watchdog) Regularization Reinforced learning Relative strength index (RSI) remove_min_max_price() (in module tradingstrategy.utils.wrangle) remove_zero_candles() (in module tradingstrategy.utils.wrangle) 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_summary_statistics_side_by_side() (TradeAnalysis method) render_web_chart() (in module tradeexecutor.visual.web_chart) reorg_detected (TradeDelta attribute) repair (TradeType attribute) repair_entry (TradeStatus attribute) repair_trade() (in module tradeexecutor.state.repair) repair_trades() (in module tradeexecutor.state.repair) repair_tx_missing() (in module tradeexecutor.state.repair) repair_tx_not_generated() (in module tradeexecutor.state.repair) repair_unconfirmed_trades() (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) repair_zero_quantity() (in module tradeexecutor.state.repair) repaired (TradeStatus attribute) repaired_at (TradeExecution attribute) repaired_trade_id (TradeExecution attribute) RepairResult (class in tradeexecutor.state.repair) repay_interest() (Interest method) (Loan method) replace_candles() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) report_failure() (in module tradeexecutor.ethereum.swap) report_position_triggered() (in module tradeexecutor.strategy.stop_loss)

required_history_period (CoreStrategyParameters attribute) (TradingStrategyUniverse attribute) required_option() (in module tradeexecutor.cli.commands.shared_options) resample_candles() (in module tradingstrategy.utils.groupeduniverse) resample_dataframe() (in module tradingstrategy.utils.groupeduniverse) resample_multi_pair() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) resample_price_series() (in module tradingstrategy.utils.groupeduniverse) resample_returns() (in module tradeexecutor.visual.equity_curve) resample_rolling() (in module tradingstrategy.utils.groupeduniverse) resample_series() (in module tradingstrategy.utils.groupeduniverse) resample_single_pair() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) resample_trades_into_ohlcv() (in module tradingstrategy.direct_feed.ohlcv_aggregate) ResampledLiquidityUniverse (class in tradingstrategy.liquidity) Reserve currency reserve_assets (StrategyExecutionUniverse attribute) (TradingStrategyUniverse attribute) reserve_currency (TradeExecution attribute) (TradingPosition attribute) reserve_currency_allocated (TradeExecution attribute) reserve_currency_exchange_rate (TradeExecution attribute) reserve_token_address (RoutingData attribute) reserve_token_price (ReservePosition attribute) ReserveCurrency (class in tradeexecutor.strategy.reserve_currency) ReservePosition (class in tradeexecutor.state.reserve) reserves (Portfolio attribute) reset() (AssetWithTrackedValue method) (Interest method) reset_at (Interest attribute) reset_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) resolve_indicator_data() (StrategyInputIndicators method) resolve_pairs_based_on_ticker() (in module tradingstrategy.pair) resolve_trades() (EthereumExecution method) (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) restore() (TradeFeed method) retry_trades() (in module tradeexecutor.state.retry) return_capital_to_reserves() (Portfolio method) returns (CurveType attribute) revalue() (AssetWithTrackedValue method) revalue_base_asset() (TradingPosition method) revalue_failures_as_zero (Portfolio attribute) revalue_portfolio() (in module tradeexecutor.strategy.valuation) revalue_positions() (State method) revalue_state() (in module tradeexecutor.strategy.valuation) 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) round_datetime_down() (in module tradeexecutor.strategy.cycle) round_datetime_up() (in module tradeexecutor.strategy.cycle) round_down() (CycleDuration method) round_timestamp_down() (Timeframe method) route (TradeExecution attribute) route_pair() (RoutingModel method) route_tokens() (in module tradeexecutor.ethereum.routing_state) route_trade() (EthereumRoutingModel method) routing (CoreStrategyParameters attribute) 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 rsi() (in module pandas_ta.momentum) rsx() (in module pandas_ta.momentum) Rug pull rvgi() (in module pandas_ta.momentum) rvi() (in module pandas_ta.volatility) RWA

S

s1 (CycleDuration attribute) save() (DiskIndicatorStorage method) (OtherData method) (ParquetFileStore method) (TradeFeedStore method) save_response() (CachedHTTPTransport method) save_trade_feed() (DirectFeedStore method) SaveHook (class in tradingstrategy.direct_feed.trade_feed) ScoringMethod (class in tradeexecutor.analysis.timemap) select_top_signals() (AlphaModel method) sell (SizingType attribute) 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_to_broadcast_format() (TransactionBuilder static method) set_balance() (SimulatedWallet method) set_blockchain_transactions() (TradeExecution method) set_broadcast_information() (BlockchainTransaction method) set_confirmation_information() (BlockchainTransaction method) set_default_chain() (Web3Config method) set_discardable_data() (Visualisation method) set_market_limit_trigger() (PositionManager method) set_old_weight() (AlphaModel method) set_perfectly_executed() (UnitTestTrader method) set_signal() (AlphaModel method) set_tags() (AssetIdentifier method) set_target_information() (BlockchainTransaction method) set_trading_fee_override() (PricingModel method) set_visualised_pairs() (Visualisation method) settle_trade() (RoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) setup_charting_and_output() (in module tradeexecutor.utils.notebook) setup_custom_log_levels() (in module tradeexecutor.cli.log) setup_decimal_accuracy() (in module tradeexecutor.utils.accuracy) setup_discord_logging() (in module tradeexecutor.cli.log) setup_file_logging() (in module tradeexecutor.cli.log) setup_from_environment() (Web3Config class method) setup_in_memory_logging() (in module tradeexecutor.cli.log) setup_indicator_multiprocessing() (in module tradeexecutor.strategy.pandas_trader.indicator) setup_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_strategy_logging() (in module tradeexecutor.cli.log) setup_telegram_logging() (in module tradeexecutor.cli.log) setup_trades() (BacktestRoutingIgnoredModel method) (BacktestRoutingModel method) (EthereumRoutingModel method) (RoutingModel method) Sharpe short_run() (in module pandas_ta.trend) Shorting side (InterestDistributionEntry attribute) (TradePricing attribute) sign_transaction() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) signal (TradingPairSignal attribute) signal_id (TradingPairSignal attribute) signals (AlphaModel attribute) signed_bytes (BlockchainTransaction attribute) signed_tx_object (BlockchainTransaction attribute) simple (TimelineRowStylingMode attribute) simulated (BlockchainTransactionType attribute) simulated_trading (ExecutionMode attribute) SimulatedTestTrader (class in tradeexecutor.testing.simulated_trader) SimulatedWallet (class in tradeexecutor.backtest.simulated_wallet) SimulateStore (class in tradeexecutor.state.store) single_pair_cache (PandasPairUniverse attribute) sinwma() (in module pandas_ta.overlap) size_risk_discarded_value (AlphaModel attribute) SizeRisk (class in tradeexecutor.state.size_risk) SizeRiskModel (class in tradeexecutor.strategy.size_risk_model) sizing_type (SizeRisk attribute) SizingType (class in tradeexecutor.state.size_risk) skew() (in module pandas_ta.statistics) Slippage slippage_tolerance (CoreStrategyParameters attribute) (TradeExecution attribute) slope() (in module pandas_ta.momentum) sma() (in module pandas_ta.overlap) Smart contract smi() (in module pandas_ta.momentum) snap_to_epsilon() (in module tradeexecutor.utils.accuracy) snap_to_next_tick() (in module tradeexecutor.strategy.cycle) snap_to_previous_tick() (in module tradeexecutor.strategy.cycle)

solidity_arg_encoder() (in module tradeexecutor.state.blockhain_transaction) sort_by_timestamp() (CandleResult method) (LiquidityResult method) sorted_by_liquidity_with_filtering (TopPairMethod attribute) Sortino source (IndicatorDecoration attribute) (IndicatorDefinition attribute) split_binance_symbol() (in module tradingstrategy.binance.constants) Spot market Spot-forward basis spot_market_hold (TradingPairKind attribute) spot_market_hold_rebalancing_token (TradingPairKind attribute) squeeze() (in module pandas_ta.momentum) squeeze_pro() (in module pandas_ta.momentum) ssf() (in module pandas_ta.overlap) Stablecoin stablecoin (EnzymeAssetType attribute) StablecoinFilteringMode (class in tradingstrategy.utils.token_filter) stack_trace (BlockchainTransaction attribute) Standard Deviation start (InterestDistributionOperation attribute) start_at (BacktestData attribute) (Dataset attribute) (TradeSummary attribute) (TradingStrategyUniverse property) (UniverseOptions attribute) start_background_watchdog() (in module tradeexecutor.cli.watchdog) start_block (Candle attribute) (TradeDelta attribute) (XYLiquidity attribute) start_execution() (State method) start_execution_all() (State method) start_ts (TradeDelta attribute) started (TradeStatus attribute) started_at (TradeExecution attribute) starting_reserve (LeverageEstimate attribute) State (class in tradeexecutor.state.state) state (StrategyInput 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) Stochastic oscillator Stochastic RSI indicator stochrsi() (in module pandas_ta.momentum) Stop loss stop_loss (TradeType attribute) (TradingPairSignal attribute) (TradingPosition attribute) stop_loss_time_bucket_override (UniverseOptions attribute) stop_watchdog() (in module tradeexecutor.cli.watchdog) Storj Strategy Strategy age Strategy cycle Strategy decay Strategy developer strategy_cycle_at (TradeExecution property) strategy_cycle_included_at (BalanceEventRef attribute) (BalanceUpdate attribute) strategy_universe (IndicatorDependencyResolver attribute) (IndicatorSource attribute) (StrategyInput attribute) (StrategyInputIndicators attribute) StrategyCycleTrigger (class in tradeexecutor.strategy.strategy_cycle_trigger) StrategyExecutionUniverse (class in tradeexecutor.strategy.universe_model) StrategyInput (class in tradeexecutor.strategy.pandas_trader.strategy_input) StrategyInputIndicators (class in tradeexecutor.strategy.pandas_trader.strategy_input) StrategyParameters (class in tradeexecutor.strategy.parameters) StrategyTag (class in tradeexecutor.strategy.tag) StrategyType (class in tradeexecutor.strategy.strategy_type) string_to_eth_address() (in module tradingstrategy.utils.format) strip_except_newlines() (in module tradeexecutor.utils.dedent) subplot_names (PairSubplotInfo attribute) success (TradeStatus attribute) suicide() (in module tradeexecutor.cli.watchdog) sum_decimal() (in module tradeexecutor.utils.accuracy) supertrend() (in module pandas_ta.overlap) Supervised learning supply_credit() (State method) Survivorship bias Sushi sushi_usdc (TradeRouting attribute) sushi_usdt (TradeRouting attribute) 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) (SimulateStore method) (StateStore method) syncs (XYLiquidity attribute) synthetic_pair (TradingPairSignal 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) take_profit_full (TriggerType attribute) take_profit_partial (TriggerType attribute) td_seq() (in module pandas_ta.momentum) Technical analysis Technical indicator technical_indicator_detached (PlotKind attribute) technical_indicator_on_price (PlotKind attribute) technical_indicator_overlay_on_detached (PlotKind attribute) tema() (in module pandas_ta.overlap) terminal (JupyterOutputMode attribute) Test set test_trade (TradeFlag attribute) thermo() (in module pandas_ta.volatility) thread_based (WatchdogMode attribute) Time frame Time in Market time_bucket (Dataset attribute) time_waited (UpdatedUniverseResult attribute) time_window (WebChart attribute) TimeBucket (class in tradingstrategy.timebucket) timed_absolute (TriggerCondition attribute) timed_relative_to_open (TriggerCondition attribute) timed_task() (in module tradeexecutor.utils.timer) timed_task_context_manager (ExecutionContext attribute) Timeframe (class in tradingstrategy.direct_feed.timeframe) TimelineRowStylingMode (class in tradeexecutor.analysis.trade_analyser) TimelineStyler (class in tradeexecutor.analysis.trade_analyser) timestamp (AlphaModel attribute) (Candle attribute) (ExportedRecord attribute) (SizeRisk attribute) (StrategyInput attribute) (StrategyInputIndicators 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_hours() (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) to_unix_timestamp() (in module tradingstrategy.utils.time) 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_sniffer_data (DEXPair property) (TopPairData attribute) token_sniffer_score (TopPairData property) token_symbol (AssetIdentifier attribute) tokens (SimulatedWallet attribute) TokenTuple (class in tradeexecutor.strategy.pandas_trader.token_mapper) TopPairData (class in tradingstrategy.top) TopPairMethod (class in tradingstrategy.top) TopPairsReply (class in tradingstrategy.top) tos_stdevall() (in module pandas_ta.statistics) total (AssetInterestData attribute) Total equity Total value locked (TVL) total_borrowed_quantity (LeverageEstimate attribute) total_collateral_quantity (LeverageEstimate attribute) total_equity (WebChartType attribute) traceback_data (ExportedRecord attribute) tracker (InterestDistributionEntry attribute) Trade (class in tradingstrategy.direct_feed.trade_feed) (class in tradingstrategy.trade) Trade frequency 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_size_risk (TradeExecution attribute) (TradingPairSignal attribute) 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.curve module tradeexecutor.analysis.fee_analyser module tradeexecutor.analysis.multi_asset_benchmark module tradeexecutor.analysis.multipair module tradeexecutor.analysis.position module tradeexecutor.analysis.regime module tradeexecutor.analysis.returns module tradeexecutor.analysis.single_pair module tradeexecutor.analysis.slippage module tradeexecutor.analysis.stop_loss module tradeexecutor.analysis.timemap module tradeexecutor.analysis.trade_analyser module tradeexecutor.analysis.universe module tradeexecutor.analysis.weights module tradeexecutor.backtest module tradeexecutor.backtest.backtest_routing module tradeexecutor.backtest.notebook module tradeexecutor.backtest.simulated_wallet module tradeexecutor.backtest.tearsheet module tradeexecutor.cli module tradeexecutor.cli.approval module tradeexecutor.cli.commands module tradeexecutor.cli.commands.pair_mapping module tradeexecutor.cli.commands.shared_options module tradeexecutor.cli.discord module tradeexecutor.cli.guard module tradeexecutor.cli.latest_release module tradeexecutor.cli.log module tradeexecutor.cli.version_info module tradeexecutor.cli.watchdog module tradeexecutor.ethereum module tradeexecutor.ethereum.aave_v3 module tradeexecutor.ethereum.aave_v3.analysis module tradeexecutor.ethereum.enzyme module tradeexecutor.ethereum.enzyme.asset module tradeexecutor.ethereum.enzyme.tx module tradeexecutor.ethereum.eth_pricing_model module tradeexecutor.ethereum.eth_valuation module tradeexecutor.ethereum.ethereum_protocol_adapters module tradeexecutor.ethereum.ethereumtrader module tradeexecutor.ethereum.execution module tradeexecutor.ethereum.one_delta module tradeexecutor.ethereum.one_delta.analysis module tradeexecutor.ethereum.one_delta.one_delta_execution module tradeexecutor.ethereum.rebroadcast module tradeexecutor.ethereum.revert module tradeexecutor.ethereum.routing_data module tradeexecutor.ethereum.routing_model module tradeexecutor.ethereum.routing_state module tradeexecutor.ethereum.swap module tradeexecutor.ethereum.token module tradeexecutor.ethereum.tvl 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.web3config module tradeexecutor.monkeypatch module tradeexecutor.monkeypatch.cloudpickle_patch module tradeexecutor.monkeypatch.dataclasses_json module tradeexecutor.monkeypatch.web3 module tradeexecutor.state module tradeexecutor.state.balance_update module tradeexecutor.state.blockhain_transaction module tradeexecutor.state.freeze module tradeexecutor.state.generic_position module tradeexecutor.state.identifier module tradeexecutor.state.interest module tradeexecutor.state.interest_distribution module tradeexecutor.state.loan module tradeexecutor.state.other_data 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.retry module tradeexecutor.state.revaluation module tradeexecutor.state.size_risk module tradeexecutor.state.state module tradeexecutor.state.statistics module tradeexecutor.state.store module tradeexecutor.state.sync module tradeexecutor.state.trade module tradeexecutor.state.trigger module tradeexecutor.state.types module tradeexecutor.state.uptime module tradeexecutor.state.validator module tradeexecutor.state.valuation module tradeexecutor.state.visualisation module tradeexecutor.strategy module tradeexecutor.strategy.alpha_model module tradeexecutor.strategy.approval module tradeexecutor.strategy.asset module tradeexecutor.strategy.cycle module tradeexecutor.strategy.default_routing_options 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.fixed_size_risk module tradeexecutor.strategy.lending_protocol_leverage module tradeexecutor.strategy.output module tradeexecutor.strategy.pandas_trader module tradeexecutor.strategy.pandas_trader.alternative_market_data module tradeexecutor.strategy.pandas_trader.decision_trigger module tradeexecutor.strategy.pandas_trader.indicator module tradeexecutor.strategy.pandas_trader.indicator_decorator module tradeexecutor.strategy.pandas_trader.position_manager module tradeexecutor.strategy.pandas_trader.rebalance module tradeexecutor.strategy.pandas_trader.strategy_input module tradeexecutor.strategy.pandas_trader.token_mapper module tradeexecutor.strategy.parameters 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.reserve_currency module tradeexecutor.strategy.reverse_universe module tradeexecutor.strategy.routing module tradeexecutor.strategy.size_risk_model module tradeexecutor.strategy.stop_loss module tradeexecutor.strategy.strategy_cycle_trigger module tradeexecutor.strategy.strategy_type module tradeexecutor.strategy.tag module tradeexecutor.strategy.trade_pricing module tradeexecutor.strategy.trading_strategy_universe module tradeexecutor.strategy.tvl_size_risk module tradeexecutor.strategy.universe_model module tradeexecutor.strategy.valuation module tradeexecutor.strategy.weighting module tradeexecutor.testing module tradeexecutor.testing.ethereumtrader_uniswap_v2 module tradeexecutor.testing.ethereumtrader_uniswap_v3 module tradeexecutor.testing.pairuniversetrader module tradeexecutor.testing.pytest_helpers module tradeexecutor.testing.simulated_trader module tradeexecutor.testing.synthetic_ethereum_data module tradeexecutor.testing.synthetic_exchange_data module tradeexecutor.testing.synthetic_lending_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.binance module tradeexecutor.utils.blockchain 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.increasing module tradeexecutor.utils.jupyter_notebook_folder module tradeexecutor.utils.jupyter_notebook_name module tradeexecutor.utils.leverage_calculations module tradeexecutor.utils.list module tradeexecutor.utils.notebook module tradeexecutor.utils.price module tradeexecutor.utils.profile module tradeexecutor.utils.python_function module tradeexecutor.utils.python_module_loader module tradeexecutor.utils.ring_buffer_logging_handler module tradeexecutor.utils.slippage module tradeexecutor.utils.sort module tradeexecutor.utils.state_downloader module tradeexecutor.utils.summarydataframe module tradeexecutor.utils.timer module tradeexecutor.utils.timestamp module tradeexecutor.utils.token module tradeexecutor.utils.typing module tradeexecutor.utils.url module tradeexecutor.visual module tradeexecutor.visual.asset_correlation module tradeexecutor.visual.benchmark module tradeexecutor.visual.bullbear module tradeexecutor.visual.custom_indicators module tradeexecutor.visual.equity_curve module tradeexecutor.visual.image_output module tradeexecutor.visual.multiple_pairs module tradeexecutor.visual.qs_wrapper 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.error module tradeexecutor.webhook.events module tradeexecutor.webhook.http_log module TradeFeed (class in tradingstrategy.direct_feed.trade_feed) TradeFeedStore (class in tradingstrategy.direct_feed.trade_store) TradeFlag (class in tradeexecutor.state.trade) TradePricing (class in tradeexecutor.strategy.trade_pricing) trader_joe_usdc (TradeRouting attribute) trader_joe_usdt (TradeRouting attribute) TradeRouting (class in tradeexecutor.strategy.default_routing_options) trades (Candle property) (DataRangeMode attribute) (TradeDelta attribute) (TradingPosition attribute) Trades last week 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) TradingPairDataAvailability (class in tradingstrategy.candle) TradingPairIdentifier (class in tradeexecutor.state.identifier) TradingPairKind (class in tradeexecutor.state.identifier) TradingPairSignal (class in tradeexecutor.strategy.alpha_model) TradingPairSignalFlags (class in tradeexecutor.strategy.alpha_model) TradingPosition (class in tradeexecutor.state.position) tradingstrategy.alternative_data 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.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.top module tradingstrategy.trade module tradingstrategy.transport module tradingstrategy.transport.base module tradingstrategy.transport.cache module tradingstrategy.transport.data_trigger module tradingstrategy.transport.jsonl module tradingstrategy.transport.progress_enabled_download module tradingstrategy.transport.pyodide module tradingstrategy.types module tradingstrategy.utils module tradingstrategy.utils.aggregate_ohlcv module tradingstrategy.utils.columnar module tradingstrategy.utils.df_index module tradingstrategy.utils.format module tradingstrategy.utils.forward_fill module tradingstrategy.utils.groupeduniverse module tradingstrategy.utils.jupyter module tradingstrategy.utils.liquidity_filter module tradingstrategy.utils.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 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_tax (DEXPair attribute) transform_to_equity_curve() (in module tradeexecutor.visual.benchmark) translate_credit_reserve() (in module tradeexecutor.strategy.trading_strategy_universe) 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 (class in tradeexecutor.state.trigger) trigger_updates (TradingPosition attribute) TriggerCondition (class in tradeexecutor.state.trigger) triggered (TradeFlag attribute) triggered_at (Trigger attribute) triggering_at (Trigger attribute) triggering_at_delta (Trigger attribute) TriggerPriceUpdate (class in tradeexecutor.state.position) triggers (TradeExecution attribute) TriggerType (class in tradeexecutor.state.trigger) trima() (in module pandas_ta.overlap) trix() (in module pandas_ta.momentum) true_range() (in module pandas_ta.volatility) truncate_ohlcv() (in module tradingstrategy.direct_feed.ohlcv_aggregate) truncate_reorganised_data() (TradeFeed method) tsi() (in module pandas_ta.momentum) tsignals() (in module pandas_ta.trend) ttm_trend() (in module pandas_ta.trend) tvl (IndicatorSource attribute) (SizeRisk attribute) tvl_latest_usd (TopPairData attribute) tvl_updated_at (TopPairData attribute) tvl_v1 (OHLCVCandleType attribute) tvl_v2 (OHLCVCandleType attribute) TVLMethod (class in tradeexecutor.strategy.tvl_size_risk) TWAP tx_hash (BalanceUpdate attribute) (BlockchainTransaction attribute) (Deployment attribute) (Trade attribute) type (AssetIdentifier attribute) (BlockchainTransaction attribute) (Trigger attribute)

U

ui() (in module pandas_ta.volatility) UncheckedApprovalModel (class in tradeexecutor.strategy.approval) underlying (AssetIdentifier attribute) underlying_spot_pair (TradingPairIdentifier attribute) unfreeze_position() (in module tradeexecutor.state.repair) unfrozen_at (TradingPosition attribute) unfrozen_positions (RepairResult attribute) uninvested_cash (TradeSummary attribute) unique_sort() (in module tradeexecutor.utils.sort) Uniswap uniswap_v2 (ExchangeType attribute), [1] uniswap_v2_dai (TradeRouting attribute) uniswap_v2_incompatible (ExchangeType attribute) uniswap_v2_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), [1] 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) UniswapV2Execution (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) UniswapV2Routing (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing) UniswapV2RoutingInstructions (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) UniswapV2RoutingState (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) UniswapV3Execution (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) UniswapV3Routing (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing) UniswapV3RoutingState (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing) UniswapV3TestTrader (class in tradeexecutor.testing.ethereumtrader_uniswap_v3)

unit_testing (ExecutionMode attribute) (StrategyTag attribute) unit_testing_trading (ExecutionMode attribute) UnitTestTrader (class in tradeexecutor.testing.unit_test_trader) universe (RoutingState attribute) (TradingStrategyUniverse property) universe_key (IndicatorResult attribute) UniverseModel (class in tradeexecutor.strategy.universe_model) UniverseOptions (class in tradeexecutor.strategy.universe_model) unknown (ChainId attribute) (CycleDuration attribute) (JupyterOutputMode attribute) unmappable() (in module tradingstrategy.utils.schema) Unrealised profit and loss Unrealised risk unrealised_profit (TradeSummary attribute) unrealised_profitability (PortfolioStatistics attribute) Unsupervised learning uo() (in module pandas_ta.momentum) update_balance() (SimulatedWallet method) update_confirmation_status() (EthereumExecution method) (in module tradeexecutor.ethereum.execution) update_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) update_cycle() (TradeFeed method) update_old_weights() (AlphaModel method) update_reserves() (Portfolio method) update_short_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) update_stop_loss() (PositionManager method) update_token_info() (SimulatedWallet method) update_trade_triggered() (in module tradeexecutor.strategy.stop_loss) update_trigger_expired() (in module tradeexecutor.strategy.stop_loss) update_universe() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) update_value() (ReservePosition method) updated_universe (UpdatedUniverseResult attribute) UpdatedUniverseResult (class in tradeexecutor.strategy.pandas_trader.decision_trigger) Uptime (class in tradeexecutor.state.uptime) uptime (State attribute) us_dollar (CurrencyConversion attribute) usd_value (BalanceEventRef attribute) (BalanceUpdate attribute) USDC usdc (ReserveCurrency attribute) usdc_e (ReserveCurrency attribute) usdt (ReserveCurrency attribute) USDTVLSizeRiskModel (class in tradeexecutor.strategy.tvl_size_risk) user_supplied_routing_model (TradeRouting attribute) UTCFriendlyDataClassJsonMixin (class in tradeexecutor.utils.dataclass)

V

validate() (TradingStrategyUniverse method) validate_backtest() (StrategyParameters method) validate_exchange() (EthereumRoutingState static method) validate_function_kwargs() (in module tradeexecutor.strategy.pandas_trader.indicator) 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) valuation_updates (TradingPosition attribute) ValuationModel (class in tradeexecutor.strategy.valuation) ValuationModelFactory (class in tradeexecutor.strategy.valuation) ValuationUpdate (class in tradeexecutor.state.valuation) Value (class in tradeexecutor.utils.summarydataframe) value (PositionStatistics attribute) value_at_max (FinalPositionStatistics attribute) value_at_open (FinalPositionStatistics attribute) valued_at (ValuationUpdate attribute) Variance variance() (in module pandas_ta.statistics) Vault vault (EnzymeTransactionBuilder property) vault_flow (BalanceUpdateCause attribute) vault_token_name (Deployment attribute) vault_token_symbol (Deployment attribute) velvet (AssetManagementMode attribute) verify_balances() (SimulatedWallet method) VersionInfo (class in tradeexecutor.cli.version_info) vhf() (in module pandas_ta.trend) vidya() (in module pandas_ta.overlap) Visual Studio Code Visualisation (class in tradeexecutor.state.visualisation) visualisation (State attribute)

visualise_advanced_metrics() (in module tradeexecutor.analysis.advanced_metrics) visualise_all_cash() (in module tradeexecutor.visual.benchmark) visualise_asset_correlation() (in module tradeexecutor.visual.asset_correlation) visualise_benchmark() (in module tradeexecutor.visual.benchmark) visualise_equity_curve() (in module tradeexecutor.visual.equity_curve) visualise_equity_curve_benchmark() (in module tradeexecutor.visual.benchmark) visualise_equity_curve_comparison() (in module tradeexecutor.visual.benchmark) visualise_equity_curves() (in module tradeexecutor.visual.benchmark) visualise_long_short_benchmark() (in module tradeexecutor.visual.benchmark) visualise_market_regime_filter() (in module tradeexecutor.visual.bullbear) 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_portfolio_interest_curve() (in module tradeexecutor.visual.benchmark) visualise_positions_with_duration_and_slippage() (in module tradeexecutor.visual.single_pair) visualise_raw_market_regime_indicator() (in module tradeexecutor.visual.bullbear) 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_single_position() (in module tradeexecutor.visual.single_pair) visualise_technical_indicator() (in module tradeexecutor.visual.technical_indicator) visualise_trades() (in module tradeexecutor.visual.utils) visualise_vs_returns() (in module tradeexecutor.visual.benchmark) visualise_weekly_time_heatmap() (in module tradeexecutor.analysis.timemap) visualise_weights() (in module tradeexecutor.analysis.weights) Volatility 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_for_universe_data_availability_jsonl() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) wait_other_writers() (in module tradingstrategy.transport.cache) wait_trades_to_complete() (in module tradeexecutor.ethereum.execution) walk() (in module tradeexecutor.state.validator) Wallet wallet (RoutingStateDetails attribute) WalletConnect warm_up_data() (TradingStrategyUniverse method) warm_up_indicator_cache() (in module tradeexecutor.strategy.pandas_trader.indicator) WatchdogMode (class in tradeexecutor.cli.watchdog) wcp() (in module pandas_ta.overlap) Web3 web3 (RoutingStateDetails attribute) (StrategyInput attribute) Web3Config (class in tradeexecutor.ethereum.web3config)

WebChart (class in tradeexecutor.visual.web_chart) WebChartSource (class in tradeexecutor.visual.web_chart) WebChartType (class in tradeexecutor.visual.web_chart) weight (InterestDistributionEntry attribute) Weight allocation weight_by_1_slash_n() (in module tradeexecutor.strategy.weighting) weight_by_1_slash_signal() (in module tradeexecutor.strategy.weighting) weight_equal() (in module tradeexecutor.strategy.weighting) weight_passthrouh() (in module tradeexecutor.strategy.weighting) willr() (in module pandas_ta.momentum) wma() (in module pandas_ta.overlap) wrap_nones() (in module tradeexecutor.strategy.pandas_trader.indicator) wrapped_args (BlockchainTransaction attribute) wrapped_function_selector (BlockchainTransaction attribute) wrapped_target (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