Index

A

adjust() (coin_test.backtest.Portfolio method) asset (coin_test.util.AssetPair attribute)

AssetPair (class in coin_test.util) available_assets() (coin_test.backtest.Portfolio method)

B

BacktestResults (class in coin_test.backtest) BinanceDataset (class in coin_test.data)

build_datapane() (in module coin_test.analysis) build_trade() (coin_test.backtest.MarketTradeRequest method) (coin_test.backtest.TradeRequest method)

C

calc_window_length() (coin_test.data.WindowStepDatasetGenerator static method) coin_test.analysis module coin_test.backtest module coin_test.data module coin_test.util module

Composer (class in coin_test.data) ConstantSlippage (class in coin_test.backtest) ConstantTransactionFeeCalculator (class in coin_test.backtest) create_date_price_df() (coin_test.backtest.BacktestResults static method) create_index() (coin_test.data.SamplingDatasetGenerator static method) currency (coin_test.util.AssetPair attribute) CustomDataset (class in coin_test.data)

D

Datasaver (class in coin_test.data) Dataset (class in coin_test.data) DATASET_TYPE (coin_test.data.GarchDatasetGenerator attribute) (coin_test.data.ReturnsDatasetGenerator attribute) (coin_test.data.StitchedChunkDatasetGenerator attribute) (coin_test.data.WindowStepDatasetGenerator attribute)

DatasetGenerator (class in coin_test.data)

E

extract_windows() (coin_test.data.WindowStepDatasetGenerator static method)

F

FillProcessor (class in coin_test.data) freq (coin_test.data.MetaData attribute)

from_pct_change_based_on_extreme_bar_open_and_close() (coin_test.data.GarchDatasetGenerator static method) from_pct_change_based_on_starting_value() (coin_test.data.GarchDatasetGenerator static method) from_str() (coin_test.util.AssetPair static method)

G

GarchDatasetGenerator (class in coin_test.data) GarchSettings (class in coin_test.data) GaussianSlippage (class in coin_test.backtest) generate() (coin_test.data.DatasetGenerator method) (coin_test.data.GarchDatasetGenerator method) (coin_test.data.ReturnsDatasetGenerator method) (coin_test.data.StitchedChunkDatasetGenerator method) (coin_test.data.WindowStepDatasetGenerator method)

get_garch_model_parameters() (coin_test.data.GarchDatasetGenerator static method) get_lookback() (coin_test.data.Composer method) get_range() (coin_test.data.Composer method) get_timestep() (coin_test.data.Composer method)

I

IdentityProcessor (class in coin_test.data)

L

LimitTradeRequest (class in coin_test.backtest)

load() (coin_test.backtest.BacktestResults static method) (coin_test.data.Datasaver static method)

M

make_slices() (coin_test.data.WindowStepDatasetGenerator static method) MarketTradeRequest (class in coin_test.backtest) MetaData (class in coin_test.data) metadata (coin_test.data.BinanceDataset property) (coin_test.data.CustomDataset property) (coin_test.data.PriceDataset property)

module coin_test.analysis coin_test.backtest coin_test.data coin_test.util Money (class in coin_test.util)

N

normalize_row_data() (coin_test.data.SamplingDatasetGenerator static method)

P

pair (coin_test.data.MetaData attribute) Portfolio (class in coin_test.backtest)

PriceDataset (class in coin_test.data) process() (coin_test.data.Dataset method) Processor (class in coin_test.data)

R

ReturnsDatasetGenerator (class in coin_test.data)

run() (coin_test.backtest.Simulator method) run_strategies() (coin_test.backtest.Simulator method)

S

sample_series() (coin_test.data.GarchDatasetGenerator static method) SamplingDatasetGenerator (class in coin_test.data) save() (coin_test.backtest.BacktestResults method) (coin_test.data.Datasaver method) select_data() (coin_test.data.ReturnsDatasetGenerator static method) (coin_test.data.StitchedChunkDatasetGenerator static method) should_execute() (coin_test.backtest.LimitTradeRequest method) (coin_test.backtest.MarketTradeRequest method) (coin_test.backtest.StopLimitTradeRequest method) (coin_test.backtest.TradeRequest method)

Side (class in coin_test.util) Simulator (class in coin_test.backtest) SlippageCalculator (class in coin_test.backtest) split() (coin_test.data.Dataset method) StitchedChunkDatasetGenerator (class in coin_test.data) StopLimitTradeRequest (class in coin_test.backtest) Strategy (class in coin_test.backtest)

T

Ticker (class in coin_test.util) to_pct_change_based_on_extreme_bar_open_and_close() (coin_test.data.GarchDatasetGenerator static method) Trade (class in coin_test.backtest)

TradeRequest (class in coin_test.backtest) TradeType (class in coin_test.util) TransactionFeeCalculator (class in coin_test.backtest)

U

unnormalize() (coin_test.data.SamplingDatasetGenerator static method)

V

value_from_portfolio() (coin_test.backtest.BacktestResults static method)

W

WindowStepDatasetGenerator (class in coin_test.data)