Index

_

__init__() (quanttrader.brokerage.backtest_brokerage.BacktestBrokerage method) (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method)

A

AccountWindow (class in quanttrader.gui.ui_account_window)

add_data() (quanttrader.backtest_engine.BacktestEngine method) adjust_position() (quanttrader.strategy.strategy_base.StrategyBase method)

B

BacktestBrokerage (class in quanttrader.brokerage.backtest_brokerage) BacktestDataFeed (class in quanttrader.data.backtest_data_feed)

BacktestEngine (class in quanttrader.backtest_engine) BacktestEventEngine (class in quanttrader.event.backtest_event_engine)

C

cancel_all() (quanttrader.strategy.strategy_base.StrategyBase method) (quanttrader.strategy.strategy_manager.StrategyManager method) cancel_all_orders() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) cancel_historical_data() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) cancel_order() (quanttrader.brokerage.backtest_brokerage.BacktestBrokerage method) (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) (quanttrader.strategy.strategy_base.StrategyBase method) (quanttrader.strategy.strategy_manager.StrategyManager method)

cancel_strategy() (quanttrader.strategy.strategy_manager.StrategyManager method) closeEvent() (quanttrader.gui.ui_main_window.MainWindow method) connect() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) connect_to_broker() (quanttrader.gui.ui_main_window.MainWindow method) contract_to_symbol() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers static method)

D

DataBoard (class in quanttrader.data.data_board)

disconnect() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) disconnect_from_broker() (quanttrader.gui.ui_main_window.MainWindow method)

F

FillWindow (class in quanttrader.gui.ui_fill_window)

flat_all() (quanttrader.strategy.strategy_manager.StrategyManager method) flat_strategy() (quanttrader.strategy.strategy_manager.StrategyManager method)

G

get_hist_sym_time_index() (quanttrader.data.data_board.DataBoard method) get_hist_time_index() (quanttrader.data.data_board.DataBoard method)

get_last_price() (quanttrader.data.data_board.DataBoard method) get_last_timestamp() (quanttrader.data.data_board.DataBoard method)

H

heartbeat() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method)

I

ib_order_to_order() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers static method) init_central_area() (quanttrader.gui.ui_main_window.MainWindow method)

init_menu() (quanttrader.gui.ui_main_window.MainWindow method) init_status_bar() (quanttrader.gui.ui_main_window.MainWindow method) InteractiveBrokers (class in quanttrader.brokerage.ib_brokerage)

L

liquidate_all_strategy() (quanttrader.gui.ui_main_window.MainWindow method) liquidate_strategy() (quanttrader.gui.ui_main_window.MainWindow method) LiveDataFeed (class in quanttrader.data.live_data_feed)

LiveEventEngine (class in quanttrader.event.live_event_engine) load_strategy() (quanttrader.strategy.strategy_manager.StrategyManager method) log() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) LogWindow (class in quanttrader.gui.ui_log_window)

M

MainWindow (class in quanttrader.gui.ui_main_window) module quanttrader.backtest_engine quanttrader.data.backtest_data_feed quanttrader.data.data_board quanttrader.data.live_data_feed quanttrader.event.backtest_event_engine quanttrader.event.live_event_engine quanttrader.gui.ui_account_window quanttrader.gui.ui_fill_window quanttrader.gui.ui_log_window quanttrader.gui.ui_main_window quanttrader.gui.ui_order_window quanttrader.gui.ui_position_menu quanttrader.gui.ui_position_window quanttrader.gui.ui_risk_menu quanttrader.gui.ui_strategy_window quanttrader.gui.ui_trade_menu quanttrader.order.order_manager quanttrader.performance.performance_manager quanttrader.position.position_manager quanttrader.risk.risk_manager quanttrader.strategy.strategy_base quanttrader.strategy.strategy_manager

N

next_order_id() (quanttrader.brokerage.backtest_brokerage.BacktestBrokerage method) (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method)

O

on_cancel() (quanttrader.order.order_manager.OrderManager method) (quanttrader.strategy.strategy_manager.StrategyManager method) on_fill() (quanttrader.order.order_manager.OrderManager method) (quanttrader.strategy.strategy_base.StrategyBase method) (quanttrader.strategy.strategy_manager.StrategyManager method) on_init() (quanttrader.strategy.strategy_base.StrategyBase method) on_order_status() (quanttrader.order.order_manager.OrderManager method) (quanttrader.strategy.strategy_base.StrategyBase method) (quanttrader.strategy.strategy_manager.StrategyManager method) on_position() (quanttrader.strategy.strategy_manager.StrategyManager method) on_start() (quanttrader.strategy.strategy_base.StrategyBase method) on_stop() (quanttrader.strategy.strategy_base.StrategyBase method)

on_tick() (quanttrader.brokerage.backtest_brokerage.BacktestBrokerage method) (quanttrader.order.order_manager.OrderManager method) (quanttrader.strategy.strategy_base.StrategyBase method) (quanttrader.strategy.strategy_manager.StrategyManager method) open_position_widget() (quanttrader.gui.ui_main_window.MainWindow method) open_risk_widget() (quanttrader.gui.ui_main_window.MainWindow method) open_trade_widget() (quanttrader.gui.ui_main_window.MainWindow method) order_in_compliance() (quanttrader.risk.risk_manager.PassThroughRiskManager method) (quanttrader.risk.risk_manager.RiskManager method) order_to_ib_order() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers static method) OrderManager (class in quanttrader.order.order_manager) OrderWindow (class in quanttrader.gui.ui_order_window)

P

PassThroughRiskManager (class in quanttrader.risk.risk_manager) pause_strategy() (quanttrader.strategy.strategy_manager.StrategyManager method) PerformanceManager (class in quanttrader.performance.performance_manager) place_order() (quanttrader.brokerage.backtest_brokerage.BacktestBrokerage method) (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) (quanttrader.gui.ui_trade_menu.TradeMenu method) (quanttrader.strategy.strategy_base.StrategyBase method) (quanttrader.strategy.strategy_manager.StrategyManager method)

PositionMenu (class in quanttrader.gui.ui_position_menu) PositionMenuBottom (class in quanttrader.gui.ui_position_menu) PositionWindow (class in quanttrader.gui.ui_position_window) put() (quanttrader.event.backtest_event_engine.BacktestEventEngine method) (quanttrader.event.live_event_engine.LiveEventEngine method)

Q

quanttrader.backtest_engine module quanttrader.data.backtest_data_feed module quanttrader.data.data_board module quanttrader.data.live_data_feed module quanttrader.event.backtest_event_engine module quanttrader.event.live_event_engine module quanttrader.gui.ui_account_window module quanttrader.gui.ui_fill_window module quanttrader.gui.ui_log_window module quanttrader.gui.ui_main_window module quanttrader.gui.ui_order_window module

quanttrader.gui.ui_position_menu module quanttrader.gui.ui_position_window module quanttrader.gui.ui_risk_menu module quanttrader.gui.ui_strategy_window module quanttrader.gui.ui_trade_menu module quanttrader.order.order_manager module quanttrader.performance.performance_manager module quanttrader.position.position_manager module quanttrader.risk.risk_manager module quanttrader.strategy.strategy_base module quanttrader.strategy.strategy_manager module

R

register_handler() (quanttrader.event.backtest_event_engine.BacktestEventEngine method) (quanttrader.event.live_event_engine.LiveEventEngine method) reqCurrentTime() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) request_historical_data() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) request_historical_ticks() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method)

reset() (quanttrader.brokerage.backtest_brokerage.BacktestBrokerage method) RiskManager (class in quanttrader.risk.risk_manager) RiskMenu (class in quanttrader.gui.ui_risk_menu) run() (quanttrader.backtest_engine.BacktestEngine method) (quanttrader.event.backtest_event_engine.BacktestEventEngine method) (quanttrader.gui.ui_main_window.StatusThread method)

S

set_capital() (quanttrader.backtest_engine.BacktestEngine method) (quanttrader.strategy.strategy_base.StrategyBase method) set_instrument_meta() (quanttrader.backtest_engine.BacktestEngine method) set_params() (quanttrader.strategy.strategy_base.StrategyBase method) set_strategy() (quanttrader.backtest_engine.BacktestEngine method) set_symbols() (quanttrader.strategy.strategy_base.StrategyBase method) setServerLogLevel() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) start() (quanttrader.event.live_event_engine.LiveEventEngine method) start_all() (quanttrader.strategy.strategy_manager.StrategyManager method) start_all_strategy() (quanttrader.gui.ui_main_window.MainWindow method) start_strategy() (quanttrader.gui.ui_main_window.MainWindow method) (quanttrader.strategy.strategy_manager.StrategyManager method) status_update (quanttrader.gui.ui_main_window.StatusThread attribute) StatusThread (class in quanttrader.gui.ui_main_window) stop() (quanttrader.event.live_event_engine.LiveEventEngine method) stop_all() (quanttrader.strategy.strategy_manager.StrategyManager method)

stop_all_strategy() (quanttrader.gui.ui_main_window.MainWindow method) stop_strategy() (quanttrader.gui.ui_main_window.MainWindow method) (quanttrader.strategy.strategy_manager.StrategyManager method) StrategyBase (class in quanttrader.strategy.strategy_base) StrategyManager (class in quanttrader.strategy.strategy_manager) StrategyWindow (class in quanttrader.gui.ui_strategy_window) stream_next() (quanttrader.data.backtest_data_feed.BacktestDataFeed method) (quanttrader.data.live_data_feed.LiveDataFeed method) subscribe_account_summary() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) subscribe_market_data() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) (quanttrader.data.backtest_data_feed.BacktestDataFeed method) subscribe_market_datas() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) subscribe_market_depth() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) subscribe_positions() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) subscribe_ticker() (quanttrader.data.live_data_feed.LiveDataFeed method) symbol_to_contract() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers static method)

T

TradeMenu (class in quanttrader.gui.ui_trade_menu)

U

unregister_handler() (quanttrader.event.backtest_event_engine.BacktestEventEngine method) (quanttrader.event.live_event_engine.LiveEventEngine method) unsubscribe_account_summary() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) unsubscribe_market_data() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) (quanttrader.data.backtest_data_feed.BacktestDataFeed method) unsubscribe_market_depth() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method) unsubscribe_positions() (quanttrader.brokerage.ib_brokerage.InteractiveBrokers method)

update_order_status() (quanttrader.gui.ui_order_window.OrderWindow method) update_performance() (quanttrader.performance.performance_manager.PerformanceManager method) update_status_bar() (quanttrader.gui.ui_main_window.MainWindow method) update_table() (quanttrader.gui.ui_account_window.AccountWindow method) (quanttrader.gui.ui_fill_window.FillWindow method) (quanttrader.gui.ui_log_window.LogWindow method) (quanttrader.gui.ui_order_window.OrderWindow method)