Index

_

__init__() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.Backtest method) (portfolio_lib.BacktestResults method) (portfolio_lib.BaseStrategy method) (portfolio_lib.core.Backtest method), [1] (portfolio_lib.core.BacktestResults method), [1] (portfolio_lib.core.BaseStrategy method), [1] (portfolio_lib.core.indicators.AbsolutePriceOscillator method), [1] (portfolio_lib.core.indicators.AccumulationDistribution method), [1] (portfolio_lib.core.indicators.AccumulativeSwingIndex method), [1] (portfolio_lib.core.indicators.ADX method), [1] (portfolio_lib.core.indicators.AlmaIndicator method), [1] (portfolio_lib.core.indicators.AroonIndicator method), [1] (portfolio_lib.core.indicators.ATR method), [1] (portfolio_lib.core.indicators.AwesomeOscillator method), [1] (portfolio_lib.core.indicators.BalanceOfPower method), [1] (portfolio_lib.core.indicators.BollingerBands method), [1] (portfolio_lib.core.indicators.CCI method), [1] (portfolio_lib.core.indicators.ChaikinMoneyFlow method), [1] (portfolio_lib.core.indicators.ChoppinessIndex method), [1] (portfolio_lib.core.indicators.CooppockCurve method), [1] (portfolio_lib.core.indicators.Correlation method), [1] (portfolio_lib.core.indicators.DEMA method), [1] (portfolio_lib.core.indicators.DeMarker method), [1] (portfolio_lib.core.indicators.DonchianChannels method), [1] (portfolio_lib.core.indicators.EaseOfMovement method), [1] (portfolio_lib.core.indicators.ElderRayIndex method), [1] (portfolio_lib.core.indicators.EMA method), [1] (portfolio_lib.core.indicators.FibonacciRetracement method), [1] (portfolio_lib.core.indicators.ForceIndex method), [1] (portfolio_lib.core.indicators.FractalIndicator method), [1] (portfolio_lib.core.indicators.HilbertTransform method), [1] (portfolio_lib.core.indicators.HullMA method), [1] (portfolio_lib.core.indicators.IchimokuKinkoHyo method), [1] (portfolio_lib.core.indicators.KAMA method), [1] (portfolio_lib.core.indicators.KeltnerBands method), [1] (portfolio_lib.core.indicators.KeltnerChannels method), [1] (portfolio_lib.core.indicators.KnowSureThing method), [1] (portfolio_lib.core.indicators.LinearRegression method), [1] (portfolio_lib.core.indicators.MACD method), [1] (portfolio_lib.core.indicators.MarketFacilitationIndex method), [1] (portfolio_lib.core.indicators.McGinleyDynamic method), [1] (portfolio_lib.core.indicators.MedianPrice method), [1] (portfolio_lib.core.indicators.MoneyFlowIndex method), [1] (portfolio_lib.core.indicators.NegativeVolumeIndex method), [1] (portfolio_lib.core.indicators.OBV method), [1] (portfolio_lib.core.indicators.ParabolicSAR method), [1] (portfolio_lib.core.indicators.PercentagePriceOscillator method), [1] (portfolio_lib.core.indicators.PivotPoints method), [1] (portfolio_lib.core.indicators.PositiveVolumeIndex method), [1] (portfolio_lib.core.indicators.PriceOscillator method), [1] (portfolio_lib.core.indicators.PVT method), [1] (portfolio_lib.core.indicators.RainbowOscillator method), [1] (portfolio_lib.core.indicators.RelativeVigorIndex method), [1] (portfolio_lib.core.indicators.RelativeVolatilityIndex method), [1] (portfolio_lib.core.indicators.SchaffTrendCycle method), [1] (portfolio_lib.core.indicators.Stochastic method), [1] (portfolio_lib.core.indicators.StochasticMomentumIndex method), [1] (portfolio_lib.core.indicators.StochasticRSI method), [1] (portfolio_lib.core.indicators.SuperTrend method), [1] (portfolio_lib.core.indicators.SwingIndex method), [1] (portfolio_lib.core.indicators.TEMA method), [1] (portfolio_lib.core.indicators.TRIX method), [1] (portfolio_lib.core.indicators.TrueRange method), [1] (portfolio_lib.core.indicators.TypicalPrice method), [1] (portfolio_lib.core.indicators.UltimateOscillator method), [1] (portfolio_lib.core.indicators.VolumeOscillator method), [1] (portfolio_lib.core.indicators.VROC method), [1] (portfolio_lib.core.indicators.VWAP method), [1] (portfolio_lib.core.indicators.VWMA method), [1] (portfolio_lib.core.indicators.WavesTrend method), [1] (portfolio_lib.core.indicators.WeightedClose method), [1] (portfolio_lib.core.indicators.WilliamsR method), [1] (portfolio_lib.core.indicators.ZigZag method), [1] (portfolio_lib.core.PerformanceMetrics method), [1] (portfolio_lib.core.Portfolio method), [1] (portfolio_lib.core.Position method), [1] (portfolio_lib.core.Trade method), [1] (portfolio_lib.DataFeed method) (portfolio_lib.PerformanceAttribution method) (portfolio_lib.PerformanceMetrics method) (portfolio_lib.Portfolio method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] (portfolio_lib.portfolio.PerformanceAttribution method), [1] (portfolio_lib.portfolio.RiskMetrics method), [1] (portfolio_lib.Position method) (portfolio_lib.RiskMetrics method) (portfolio_lib.Trade method)

A

add_data_source() (portfolio_lib.Backtest method) (portfolio_lib.core.Backtest method), [1] add_trade() (portfolio_lib.core.Portfolio method), [1] (portfolio_lib.Portfolio method) AdditionalIndicators (in module portfolio_lib) AdvancedPortfolioAnalytics (class in portfolio_lib) (class in portfolio_lib.portfolio), [1]

adx() (portfolio_lib.indicators.TechnicalIndicators static method), [1] annualized_return (portfolio_lib.core.PerformanceMetrics property), [1] (portfolio_lib.PerformanceMetrics property) aroon() (portfolio_lib.indicators.TechnicalIndicators static method), [1] aroon_down (portfolio_lib.core.indicators.AroonIndicator property), [1] aroon_oscillator (portfolio_lib.core.indicators.AroonIndicator property), [1] aroon_up (portfolio_lib.core.indicators.AroonIndicator property), [1] atr() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

B

Backtest (class in portfolio_lib) (class in portfolio_lib.core), [1] BacktestResults (class in portfolio_lib) (class in portfolio_lib.core), [1] BaseStrategy (class in portfolio_lib) (class in portfolio_lib.core), [1] bear_power_value (portfolio_lib.core.indicators.ElderRayIndex property), [1] bollinger_bands() (portfolio_lib.core.TechnicalIndicators static method), [1] (portfolio_lib.indicators.TechnicalIndicators static method), [1] (portfolio_lib.TechnicalIndicators static method)

brinson_attribution() (portfolio_lib.PerformanceAttribution method) (portfolio_lib.portfolio.PerformanceAttribution method), [1] bull_power_value (portfolio_lib.core.indicators.ElderRayIndex property), [1] burke_ratio (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute) buy() (portfolio_lib.BaseStrategy method) (portfolio_lib.core.BaseStrategy method), [1]

C

calculate_alpha() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_beta() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_burke_ratio() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_comprehensive_risk_metrics() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_cvar() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_gain_pain_ratio() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_information_ratio() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_kappa_ratio() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_maximum_drawdown() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_modigliani_ratio() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_omega_ratio() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_sector_attribution() (portfolio_lib.PerformanceAttribution method) (portfolio_lib.portfolio.PerformanceAttribution method), [1]

calculate_sterling_ratio() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_tracking_error() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_treynor_ratio() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_ulcer_index() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calculate_var() (portfolio_lib.AdvancedPortfolioAnalytics method) (portfolio_lib.portfolio.AdvancedPortfolioAnalytics method), [1] calmar_ratio (portfolio_lib.core.PerformanceMetrics property), [1] (portfolio_lib.PerformanceMetrics property) (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute) cci() (portfolio_lib.indicators.TechnicalIndicators static method), [1] chaikin_oscillator() (portfolio_lib.indicators.TechnicalIndicators static method), [1] chande_momentum_oscillator() (portfolio_lib.indicators.TechnicalIndicators static method), [1] chikou (portfolio_lib.core.indicators.IchimokuKinkoHyo property), [1] coppock_curve() (portfolio_lib.indicators.TechnicalIndicators static method), [1] cvar_95 (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute) cvar_99 (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute)

D

d (portfolio_lib.core.indicators.Stochastic property), [1] DataFeed (class in portfolio_lib) detrended_price_oscillator() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

dominant_cycle (portfolio_lib.core.indicators.HilbertTransform property), [1] donchian_channel() (portfolio_lib.indicators.TechnicalIndicators static method), [1] donchian_channels() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

E

ease_of_movement() (portfolio_lib.indicators.TechnicalIndicators static method), [1] elder_force_index() (portfolio_lib.indicators.TechnicalIndicators static method), [1] elder_ray_index() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

ema() (portfolio_lib.core.TechnicalIndicators static method), [1] (portfolio_lib.indicators.TechnicalIndicators static method), [1] (portfolio_lib.TechnicalIndicators static method)

F

fetch_data() (portfolio_lib.core.YFinanceDataFeed method), [1] (portfolio_lib.YFinanceDataFeed method)

fixed_fractional() (portfolio_lib.portfolio.PositionSizing static method), [1] (portfolio_lib.PositionSizing static method) force_index() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

G

get_retracement_levels() (portfolio_lib.core.indicators.FibonacciRetracement method), [1]

gross_value (portfolio_lib.core.Trade property), [1] (portfolio_lib.Trade property)

H

histogram (portfolio_lib.core.indicators.MACD property), [1] (portfolio_lib.core.indicators.PercentagePriceOscillator property), [1]

I

ichimoku() (portfolio_lib.indicators.TechnicalIndicators static method), [1] indicators (class in portfolio_lib.core), [1] indicators.AbsolutePriceOscillator (class in portfolio_lib.core), [1] indicators.AccumulationDistribution (class in portfolio_lib.core), [1] indicators.AccumulativeSwingIndex (class in portfolio_lib.core), [1] indicators.ADX (class in portfolio_lib.core), [1] indicators.AlmaIndicator (class in portfolio_lib.core), [1] indicators.AroonIndicator (class in portfolio_lib.core), [1] indicators.ATR (class in portfolio_lib.core), [1] indicators.AwesomeOscillator (class in portfolio_lib.core), [1] indicators.BalanceOfPower (class in portfolio_lib.core), [1] indicators.BollingerBands (class in portfolio_lib.core), [1] indicators.CCI (class in portfolio_lib.core), [1] indicators.ChaikinMoneyFlow (class in portfolio_lib.core), [1] indicators.ChandeMomentumOscillator (class in portfolio_lib.core), [1] indicators.ChoppinessIndex (class in portfolio_lib.core), [1] indicators.CooppockCurve (class in portfolio_lib.core), [1] indicators.Correlation (class in portfolio_lib.core), [1] indicators.DEMA (class in portfolio_lib.core), [1] indicators.DeMarker (class in portfolio_lib.core), [1] indicators.DetrendedPriceOscillator (class in portfolio_lib.core), [1] indicators.DonchianChannels (class in portfolio_lib.core), [1] indicators.EaseOfMovement (class in portfolio_lib.core), [1] indicators.ElderRayIndex (class in portfolio_lib.core), [1] indicators.EMA (class in portfolio_lib.core), [1] indicators.FibonacciRetracement (class in portfolio_lib.core), [1] indicators.ForceIndex (class in portfolio_lib.core), [1] indicators.FractalIndicator (class in portfolio_lib.core), [1] indicators.HilbertTransform (class in portfolio_lib.core), [1] indicators.HullMA (class in portfolio_lib.core), [1] indicators.IchimokuKinkoHyo (class in portfolio_lib.core), [1] indicators.KAMA (class in portfolio_lib.core), [1] indicators.KaufmanEfficiencyRatio (class in portfolio_lib.core), [1] indicators.KeltnerBands (class in portfolio_lib.core), [1] indicators.KeltnerChannels (class in portfolio_lib.core), [1] indicators.KnowSureThing (class in portfolio_lib.core), [1] indicators.LinearRegression (class in portfolio_lib.core), [1] indicators.MACD (class in portfolio_lib.core), [1] indicators.MarketFacilitationIndex (class in portfolio_lib.core), [1] indicators.McGinleyDynamic (class in portfolio_lib.core), [1] indicators.MeanDeviation (class in portfolio_lib.core), [1] indicators.MedianPrice (class in portfolio_lib.core), [1] indicators.Momentum (class in portfolio_lib.core), [1] indicators.MoneyFlowIndex (class in portfolio_lib.core), [1]

indicators.NegativeVolumeIndex (class in portfolio_lib.core), [1] indicators.OBV (class in portfolio_lib.core), [1] indicators.ParabolicSAR (class in portfolio_lib.core), [1] indicators.PercentagePriceOscillator (class in portfolio_lib.core), [1] indicators.PivotPoints (class in portfolio_lib.core), [1] indicators.PositiveVolumeIndex (class in portfolio_lib.core), [1] indicators.PriceOscillator (class in portfolio_lib.core), [1] indicators.PVT (class in portfolio_lib.core), [1] indicators.RainbowOscillator (class in portfolio_lib.core), [1] indicators.RelativeVigorIndex (class in portfolio_lib.core), [1] indicators.RelativeVolatilityIndex (class in portfolio_lib.core), [1] indicators.ROC (class in portfolio_lib.core), [1] indicators.RSI (class in portfolio_lib.core), [1] indicators.SchaffTrendCycle (class in portfolio_lib.core), [1] indicators.SMA (class in portfolio_lib.core), [1] indicators.StandardDeviation (class in portfolio_lib.core), [1] indicators.StandardError (class in portfolio_lib.core), [1] indicators.Stochastic (class in portfolio_lib.core), [1] indicators.StochasticMomentumIndex (class in portfolio_lib.core), [1] indicators.StochasticRSI (class in portfolio_lib.core), [1] indicators.SuperTrend (class in portfolio_lib.core), [1] indicators.SwingIndex (class in portfolio_lib.core), [1] indicators.TEMA (class in portfolio_lib.core), [1] indicators.TRIX (class in portfolio_lib.core), [1] indicators.TrueRange (class in portfolio_lib.core), [1] indicators.TypicalPrice (class in portfolio_lib.core), [1] indicators.UltimateOscillator (class in portfolio_lib.core), [1] indicators.Variance (class in portfolio_lib.core), [1] indicators.VerticalHorizontalFilter (class in portfolio_lib.core), [1] indicators.VolumeOscillator (class in portfolio_lib.core), [1] indicators.VROC (class in portfolio_lib.core), [1] indicators.VWAP (class in portfolio_lib.core), [1] indicators.VWMA (class in portfolio_lib.core), [1] indicators.WavesTrend (class in portfolio_lib.core), [1] indicators.WeightedClose (class in portfolio_lib.core), [1] indicators.WilliamsR (class in portfolio_lib.core), [1] indicators.WMA (class in portfolio_lib.core), [1] indicators.ZigZag (class in portfolio_lib.core), [1] indicators.ZScore (class in portfolio_lib.core), [1] init_indicators() (portfolio_lib.BaseStrategy method) (portfolio_lib.core.BaseStrategy method), [1] intercept (portfolio_lib.core.indicators.LinearRegression property), [1] is_bear_fractal (portfolio_lib.core.indicators.FractalIndicator property), [1] is_bull_fractal (portfolio_lib.core.indicators.FractalIndicator property), [1]

K

k (portfolio_lib.core.indicators.Stochastic property), [1] kelly_criterion() (portfolio_lib.portfolio.PositionSizing static method), [1] (portfolio_lib.PositionSizing static method) keltner_channels() (portfolio_lib.indicators.TechnicalIndicators static method), [1] kijun (portfolio_lib.core.indicators.IchimokuKinkoHyo property), [1]

klinger_oscillator() (portfolio_lib.indicators.TechnicalIndicators static method), [1] know_sure_thing() (portfolio_lib.indicators.TechnicalIndicators static method), [1] kst (portfolio_lib.core.indicators.KnowSureThing property), [1] kurtosis (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute)

L

load_data() (portfolio_lib.core.YFinanceDataFeed method), [1] (portfolio_lib.DataFeed method) (portfolio_lib.YFinanceDataFeed method)

lower (portfolio_lib.core.indicators.DonchianChannels property), [1] (portfolio_lib.core.indicators.KeltnerBands property), [1] (portfolio_lib.core.indicators.KeltnerChannels property), [1] lower_band (portfolio_lib.core.indicators.BollingerBands property), [1]

M

macd (portfolio_lib.core.indicators.MACD property), [1] macd() (portfolio_lib.core.TechnicalIndicators static method), [1] (portfolio_lib.indicators.TechnicalIndicators static method), [1] (portfolio_lib.TechnicalIndicators static method) market_value (portfolio_lib.core.Position property), [1] (portfolio_lib.Position property) mass_index() (portfolio_lib.indicators.TechnicalIndicators static method), [1] max_drawdown (portfolio_lib.core.PerformanceMetrics property), [1] (portfolio_lib.PerformanceMetrics property) maximum_drawdown (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute)

mfi() (portfolio_lib.indicators.TechnicalIndicators static method), [1] middle (portfolio_lib.core.indicators.DonchianChannels property), [1] (portfolio_lib.core.indicators.KeltnerBands property), [1] (portfolio_lib.core.indicators.KeltnerChannels property), [1] middle_band (portfolio_lib.core.indicators.BollingerBands property), [1] module portfolio_lib portfolio_lib.core, [1] portfolio_lib.indicators, [1] portfolio_lib.portfolio, [1] momentum() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

N

negative_volume_index() (portfolio_lib.indicators.TechnicalIndicators static method), [1] net_value (portfolio_lib.core.Trade property), [1] (portfolio_lib.Trade property)

next() (portfolio_lib.BaseStrategy method) (portfolio_lib.core.BaseStrategy method), [1]

O

obv() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

P

parabolic_sar() (portfolio_lib.indicators.TechnicalIndicators static method), [1] PerformanceAttribution (class in portfolio_lib) (class in portfolio_lib.portfolio), [1] PerformanceMetrics (class in portfolio_lib) (class in portfolio_lib.core), [1] Portfolio (class in portfolio_lib) (class in portfolio_lib.core), [1] portfolio_lib module portfolio_lib.core module, [1] portfolio_lib.indicators module, [1] portfolio_lib.portfolio module, [1]

Position (class in portfolio_lib) (class in portfolio_lib.core), [1] position() (portfolio_lib.BaseStrategy method) (portfolio_lib.core.BaseStrategy method), [1] PositionSizing (class in portfolio_lib) (class in portfolio_lib.portfolio), [1] positive_volume_index() (portfolio_lib.indicators.TechnicalIndicators static method), [1] ppo (portfolio_lib.core.indicators.PercentagePriceOscillator property), [1] price_channel() (portfolio_lib.indicators.TechnicalIndicators static method), [1] price_oscillator() (portfolio_lib.indicators.TechnicalIndicators static method), [1] price_volume_trend() (portfolio_lib.indicators.TechnicalIndicators static method), [1] profit_factor (portfolio_lib.core.PerformanceMetrics property), [1] (portfolio_lib.PerformanceMetrics property)

R

relative_vigor_index() (portfolio_lib.indicators.TechnicalIndicators static method), [1] risk_parity_weights() (portfolio_lib.portfolio.PositionSizing static method), [1] (portfolio_lib.PositionSizing static method) RiskMetrics (class in portfolio_lib) (class in portfolio_lib.portfolio), [1] roc() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

rsi() (portfolio_lib.core.TechnicalIndicators static method), [1] (portfolio_lib.indicators.TechnicalIndicators static method), [1] (portfolio_lib.TechnicalIndicators static method) run() (portfolio_lib.Backtest method) (portfolio_lib.core.Backtest method), [1] rvi (portfolio_lib.core.indicators.RelativeVigorIndex property), [1]

S

schaff_trend_cycle() (portfolio_lib.indicators.TechnicalIndicators static method), [1] sell() (portfolio_lib.BaseStrategy method) (portfolio_lib.core.BaseStrategy method), [1] senkou_a (portfolio_lib.core.indicators.IchimokuKinkoHyo property), [1] senkou_b (portfolio_lib.core.indicators.IchimokuKinkoHyo property), [1] sharpe_ratio (portfolio_lib.core.PerformanceMetrics property), [1] (portfolio_lib.PerformanceMetrics property) signal (portfolio_lib.core.indicators.KnowSureThing property), [1] (portfolio_lib.core.indicators.MACD property), [1] (portfolio_lib.core.indicators.PercentagePriceOscillator property), [1] (portfolio_lib.core.indicators.RelativeVigorIndex property), [1] (portfolio_lib.core.indicators.StochasticMomentumIndex property), [1] skewness (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute)

slope (portfolio_lib.core.indicators.LinearRegression property), [1] sma() (portfolio_lib.core.TechnicalIndicators static method), [1] (portfolio_lib.indicators.TechnicalIndicators static method), [1] (portfolio_lib.TechnicalIndicators static method) smi (portfolio_lib.core.indicators.StochasticMomentumIndex property), [1] sortino_ratio (portfolio_lib.core.PerformanceMetrics property), [1] (portfolio_lib.PerformanceMetrics property) sterling_ratio (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute) stochastic_oscillator() (portfolio_lib.indicators.TechnicalIndicators static method), [1] stochastic_rsi() (portfolio_lib.indicators.TechnicalIndicators static method), [1] summary() (portfolio_lib.BacktestResults method) (portfolio_lib.core.BacktestResults method), [1] supertrend() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

T

TechnicalIndicators (class in portfolio_lib) (class in portfolio_lib.core), [1] (class in portfolio_lib.indicators), [1] tenkan (portfolio_lib.core.indicators.IchimokuKinkoHyo property), [1] total_equity (portfolio_lib.core.Portfolio property), [1] (portfolio_lib.Portfolio property) total_return (portfolio_lib.core.PerformanceMetrics property), [1] (portfolio_lib.core.Portfolio property), [1] (portfolio_lib.PerformanceMetrics property) (portfolio_lib.Portfolio property)

total_value (portfolio_lib.core.Portfolio property), [1] (portfolio_lib.Portfolio property) Trade (class in portfolio_lib) (class in portfolio_lib.core), [1] trend (portfolio_lib.core.indicators.ZigZag property), [1] trend_direction (portfolio_lib.core.indicators.SuperTrend property), [1] triple_ema() (portfolio_lib.indicators.TechnicalIndicators static method), [1] trix() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

U

ultimate_oscillator() (portfolio_lib.indicators.TechnicalIndicators static method), [1] unrealized_pnl (portfolio_lib.core.Position property), [1] (portfolio_lib.Position property) unrealized_pnl_pct (portfolio_lib.core.Position property), [1] (portfolio_lib.Position property) update() (portfolio_lib.core.indicators.AbsolutePriceOscillator method), [1] (portfolio_lib.core.indicators.AccumulationDistribution method), [1] (portfolio_lib.core.indicators.AccumulativeSwingIndex method), [1] (portfolio_lib.core.indicators.ADX method), [1] (portfolio_lib.core.indicators.AroonIndicator method), [1] (portfolio_lib.core.indicators.ATR method), [1] (portfolio_lib.core.indicators.AwesomeOscillator method), [1] (portfolio_lib.core.indicators.BalanceOfPower method), [1] (portfolio_lib.core.indicators.BollingerBands method), [1] (portfolio_lib.core.indicators.ChaikinMoneyFlow method), [1] (portfolio_lib.core.indicators.CooppockCurve method), [1] (portfolio_lib.core.indicators.Correlation method), [1] (portfolio_lib.core.indicators.DEMA method), [1] (portfolio_lib.core.indicators.DeMarker method), [1] (portfolio_lib.core.indicators.DonchianChannels method), [1] (portfolio_lib.core.indicators.EaseOfMovement method), [1] (portfolio_lib.core.indicators.ElderRayIndex method), [1] (portfolio_lib.core.indicators.FibonacciRetracement method), [1] (portfolio_lib.core.indicators.ForceIndex method), [1] (portfolio_lib.core.indicators.FractalIndicator method), [1] (portfolio_lib.core.indicators.HilbertTransform method), [1] (portfolio_lib.core.indicators.HullMA method), [1] (portfolio_lib.core.indicators.IchimokuKinkoHyo method), [1] (portfolio_lib.core.indicators.KeltnerBands method), [1] (portfolio_lib.core.indicators.KeltnerChannels method), [1] (portfolio_lib.core.indicators.KnowSureThing method), [1] (portfolio_lib.core.indicators.LinearRegression method), [1] (portfolio_lib.core.indicators.MACD method), [1] (portfolio_lib.core.indicators.MarketFacilitationIndex method), [1] (portfolio_lib.core.indicators.MoneyFlowIndex method), [1] (portfolio_lib.core.indicators.NegativeVolumeIndex method), [1] (portfolio_lib.core.indicators.OBV method), [1] (portfolio_lib.core.indicators.ParabolicSAR method), [1] (portfolio_lib.core.indicators.PercentagePriceOscillator method), [1] (portfolio_lib.core.indicators.PivotPoints method), [1] (portfolio_lib.core.indicators.PositiveVolumeIndex method), [1] (portfolio_lib.core.indicators.PriceOscillator method), [1] (portfolio_lib.core.indicators.PVT method), [1] (portfolio_lib.core.indicators.RainbowOscillator method), [1] (portfolio_lib.core.indicators.RelativeVigorIndex method), [1] (portfolio_lib.core.indicators.RelativeVolatilityIndex method), [1] (portfolio_lib.core.indicators.SchaffTrendCycle method), [1] (portfolio_lib.core.indicators.Stochastic method), [1] (portfolio_lib.core.indicators.StochasticMomentumIndex method), [1] (portfolio_lib.core.indicators.StochasticRSI method), [1] (portfolio_lib.core.indicators.SuperTrend method), [1] (portfolio_lib.core.indicators.SwingIndex method), [1] (portfolio_lib.core.indicators.TEMA method), [1] (portfolio_lib.core.indicators.TRIX method), [1] (portfolio_lib.core.indicators.TrueRange method), [1] (portfolio_lib.core.indicators.UltimateOscillator method), [1] (portfolio_lib.core.indicators.VolumeOscillator method), [1] (portfolio_lib.core.indicators.VWAP method), [1] (portfolio_lib.core.indicators.WavesTrend method), [1] (portfolio_lib.core.indicators.ZigZag method), [1]

update_hl() (portfolio_lib.core.indicators.MedianPrice method), [1] update_hlc() (portfolio_lib.core.indicators.CCI method), [1] (portfolio_lib.core.indicators.ChoppinessIndex method), [1] (portfolio_lib.core.indicators.TypicalPrice method), [1] (portfolio_lib.core.indicators.WeightedClose method), [1] (portfolio_lib.core.indicators.WilliamsR method), [1] update_prices() (portfolio_lib.core.Portfolio method), [1] (portfolio_lib.Portfolio method) update_volume() (portfolio_lib.core.indicators.VROC method), [1] update_with_volume() (portfolio_lib.core.indicators.VWMA method), [1] upper (portfolio_lib.core.indicators.DonchianChannels property), [1] (portfolio_lib.core.indicators.KeltnerBands property), [1] (portfolio_lib.core.indicators.KeltnerChannels property), [1] upper_band (portfolio_lib.core.indicators.BollingerBands property), [1]

V

value (portfolio_lib.core.indicators.AbsolutePriceOscillator property), [1] (portfolio_lib.core.indicators.AccumulationDistribution property), [1] (portfolio_lib.core.indicators.AccumulativeSwingIndex property), [1] (portfolio_lib.core.indicators.ADX property), [1] (portfolio_lib.core.indicators.ATR property), [1] (portfolio_lib.core.indicators.AwesomeOscillator property), [1] (portfolio_lib.core.indicators.BalanceOfPower property), [1] (portfolio_lib.core.indicators.ChaikinMoneyFlow property), [1] (portfolio_lib.core.indicators.CooppockCurve property), [1] (portfolio_lib.core.indicators.Correlation property), [1] (portfolio_lib.core.indicators.DeMarker property), [1] (portfolio_lib.core.indicators.EaseOfMovement property), [1] (portfolio_lib.core.indicators.ForceIndex property), [1] (portfolio_lib.core.indicators.LinearRegression property), [1] (portfolio_lib.core.indicators.MarketFacilitationIndex property), [1] (portfolio_lib.core.indicators.MedianPrice property), [1] (portfolio_lib.core.indicators.MoneyFlowIndex property), [1] (portfolio_lib.core.indicators.NegativeVolumeIndex property), [1] (portfolio_lib.core.indicators.OBV property), [1] (portfolio_lib.core.indicators.ParabolicSAR property), [1] (portfolio_lib.core.indicators.PositiveVolumeIndex property), [1] (portfolio_lib.core.indicators.PriceOscillator property), [1] (portfolio_lib.core.indicators.PVT property), [1] (portfolio_lib.core.indicators.RainbowOscillator property), [1] (portfolio_lib.core.indicators.RelativeVolatilityIndex property), [1] (portfolio_lib.core.indicators.SchaffTrendCycle property), [1] (portfolio_lib.core.indicators.StochasticRSI property), [1] (portfolio_lib.core.indicators.SuperTrend property), [1] (portfolio_lib.core.indicators.SwingIndex property), [1] (portfolio_lib.core.indicators.TrueRange property), [1] (portfolio_lib.core.indicators.UltimateOscillator property), [1] (portfolio_lib.core.indicators.VolumeOscillator property), [1] (portfolio_lib.core.indicators.VWAP property), [1] (portfolio_lib.core.indicators.WavesTrend property), [1] (portfolio_lib.core.Position property), [1] (portfolio_lib.Position property)

var_95 (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute) var_99 (portfolio_lib.portfolio.RiskMetrics attribute), [1] (portfolio_lib.RiskMetrics attribute) volatility (portfolio_lib.core.PerformanceMetrics property), [1] (portfolio_lib.PerformanceMetrics property) volatility_position_sizing() (portfolio_lib.portfolio.PositionSizing static method), [1] (portfolio_lib.PositionSizing static method) volume_accumulation() (portfolio_lib.indicators.TechnicalIndicators static method), [1] vortex_indicator() (portfolio_lib.indicators.TechnicalIndicators static method), [1] vwap() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

W

williams_accumulation_distribution() (portfolio_lib.indicators.TechnicalIndicators static method), [1] williams_ad() (portfolio_lib.indicators.TechnicalIndicators static method), [1]

williams_r() (portfolio_lib.indicators.TechnicalIndicators static method), [1] win_rate (portfolio_lib.core.PerformanceMetrics property), [1] (portfolio_lib.PerformanceMetrics property)

Y

YFinanceDataFeed (class in portfolio_lib) (class in portfolio_lib.core), [1]