| Path |
Digest |
Size |
| qf_lib/__init__.py |
sha256=PrMhaQJt0uKKb8tPR9pxeNsDRBgwKmQiZ0V1vyK50BE
|
736 |
| qf_lib/_version.py |
sha256=PMyxhVJyD8Tx1eeiVvaUo3J_JzOSmLWUuFKis-q0RwE
|
497 |
| qf_lib/get_sources_root.py |
sha256=gTOlPu8RdMW991oqAknswbkl-Z9pBba34llUTtpydPs
|
932 |
| qf_lib/settings.py |
sha256=V-smwOLZBfC_03w1P68ANHum3MIE0EVOBapgGcNoGOQ
|
4292 |
| qf_lib/starting_dir.py |
sha256=wHTy_0tzXPSET_JkCApQp0xBeX9aw3qc4pEBg3VvQOo
|
1901 |
| qf_lib/analysis/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/backtests_overfitting/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/backtests_overfitting/backtest_overfitting_sheet.py |
sha256=DWD44vwQmIePpA7AT25WaKZGzdFRbu8VjYXc9WyWEkE
|
30501 |
| qf_lib/analysis/backtests_overfitting/minimum_backtest_length.py |
sha256=FQn1vCIjyUPY6jVdU7TGEMz3bRCMLNpDZAMdKtupnow
|
3669 |
| qf_lib/analysis/backtests_overfitting/overfitting_analysis.py |
sha256=1t4jvUwzEYhD3v-1fRll4-teMQLxuabVP5R9p2AzFXA
|
10996 |
| qf_lib/analysis/breakout_strength/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/breakout_strength/trend_strength.py |
sha256=3Qb39g5HEBVG5Ii0MAzFoeg-sbhhGIzYKWgcgxG-YYE
|
3776 |
| qf_lib/analysis/breakout_strength/trend_strength_sheet.py |
sha256=ScTAYJj9dgecq4dwfxMzffwA9VYpKAdghZp5-x1d3oQ
|
12180 |
| qf_lib/analysis/common/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/common/abstract_document.py |
sha256=auCqkHDAMMGUzR-JT4mIpKMygeLn6lBg7msiSY7IlJA
|
12472 |
| qf_lib/analysis/exposure_analysis/__init__.py |
sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU
|
0 |
| qf_lib/analysis/exposure_analysis/exposure_generator.py |
sha256=sC9rnHEYOfJ0lfE6n8cOYh2PToRaSSY1_e0gP03o380
|
8072 |
| qf_lib/analysis/exposure_analysis/exposure_settings.py |
sha256=VVs7QMciH4DFWG_KAJItf4ASVUUv_tyNYmykCRG3ciM
|
1856 |
| qf_lib/analysis/exposure_analysis/exposure_sheet.py |
sha256=4koj814IPDqJSij8-VIWxPX90lckSJbMEULIcN7YCgA
|
5479 |
| qf_lib/analysis/model_params_estimation/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/model_params_estimation/evaluation_utils.py |
sha256=4kep0RrA1UcG3uQ0c3tPwgtIldLKYBY-31Rc9D1m1mQ
|
4098 |
| qf_lib/analysis/model_params_estimation/model_params_evaluator.py |
sha256=tyuOylbpXWns_v0MxRMT_cPH1jPy-NEdKqq_R4h5ZY8
|
14918 |
| qf_lib/analysis/rolling_analysis/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/rolling_analysis/rolling_analysis.py |
sha256=rWFKsw8Bm7OrHf578eJ31r71xSeiM8ajf2JbFACk-p0
|
3233 |
| qf_lib/analysis/signals_analysis/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/signals_analysis/signals_plotter.py |
sha256=3_KVnnH24C_zqm7LPpKPaghHmszlEYOb1fIfNNFqPDI
|
12067 |
| qf_lib/analysis/strategy_monitoring/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/strategy_monitoring/assets_monitoring_sheet.py |
sha256=7MV-oibuEWWMgNChNVY-xa-FD843JRyyzuyfK_APSzM
|
18227 |
| qf_lib/analysis/strategy_monitoring/pnl_calculator.py |
sha256=kIkx8cd-WDyTv2yxY6QP35peaelGdywWXggeG8P1Lvg
|
8806 |
| qf_lib/analysis/tearsheets/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/tearsheets/abstract_tearsheet.py |
sha256=aXy6gtMl3lbCyXirfh4cIlWkwKVT69jq2Er1JNCdKLY
|
6074 |
| qf_lib/analysis/tearsheets/current_positions_sheet.py |
sha256=syhJObe6-VHZ8bcUxZe9oifNB5m0ABZ0C46UGeI1z-I
|
3934 |
| qf_lib/analysis/tearsheets/factor_comparison_sheet.py |
sha256=0LebNygfYZMh3Vn8C5ZtHQEwFoTZmC5DnQpKL5kBPGE
|
8776 |
| qf_lib/analysis/tearsheets/portfolio_analysis_sheet.py |
sha256=d6TZ8LUmX_pb2Eje_PNLsUr_4gAT79mZ8cneLn4t4cI
|
20930 |
| qf_lib/analysis/tearsheets/strategy_monitoring_document.py |
sha256=xcaZCzioScxHTGTHr0kPiOs7T1tN_oNL6ZwvcZkP4kU
|
4987 |
| qf_lib/analysis/tearsheets/tearsheet_comparative.py |
sha256=0rI8BENxbu9cmTLKYKEn-g0c6ZnAdjIsu6z0hnZJ72w
|
6473 |
| qf_lib/analysis/tearsheets/tearsheet_with_benchmark.py |
sha256=r2sZjKP5FZahRkhvSjOHuBNEe3UsSBjRFTWOuhnrEyo
|
11294 |
| qf_lib/analysis/tearsheets/tearsheet_without_benchmark.py |
sha256=JIdc1IaCsDoOUVEPZKpnWDKoPyzh-7V4vxGsguZ-HCs
|
4035 |
| qf_lib/analysis/timeseries_analysis/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/timeseries_analysis/timeseries_analysis.py |
sha256=qsMPVJCWJpY4Msf9dZ7LecRMG0oyHwty7fz6YEc22cM
|
15760 |
| qf_lib/analysis/timeseries_analysis/timeseries_analysis_dto.py |
sha256=ifK0y53fblsdb6plfZp42c_Dg48ofiAGXXIodl1aU7A
|
1835 |
| qf_lib/analysis/trade_analysis/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/analysis/trade_analysis/trade_analysis_sheet.py |
sha256=1S_uiceBKSk4cToZYiQkeBwZ4pR8wee05e0IzthxPYw
|
21755 |
| qf_lib/analysis/trade_analysis/trades_generator.py |
sha256=Pgns5dII5AcVIbm0_saMbdhMyhZbm3z-C8QSPIrGPT0
|
7661 |
| qf_lib/backtesting/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/alpha_model/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/alpha_model/alpha_model.py |
sha256=RUD03IlOYG2M2hnSCFgQKQtbP3GIDNbri4wtcwHRw-s
|
7410 |
| qf_lib/backtesting/alpha_model/exposure_enum.py |
sha256=tA43J69dfa-oZn7IepBfPtDK6lH6uPTV0q2ozbtn8yQ
|
756 |
| qf_lib/backtesting/alpha_model/futures_model.py |
sha256=v-GSzIYU0Et3cldianDdXvDcJLN8ptuWi8WLhQi-OSM
|
8987 |
| qf_lib/backtesting/alpha_model/random_trades_alpha_model.py |
sha256=L_7DGo1f139HWT39dHcMY4EGqISObSGgebK6g8_hGHY
|
6472 |
| qf_lib/backtesting/broker/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/broker/backtest_broker.py |
sha256=mzJkcJ5swJ7YqKBGtICNkkWjOHyCsEHd3gUoENR3idA
|
2093 |
| qf_lib/backtesting/broker/broker.py |
sha256=JP4yUUuaVeCcSvGnXRgmbq5-zQEsl742g0cT2F13pTY
|
2513 |
| qf_lib/backtesting/contract/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/contract/contract_to_ticker_conversion/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/contract/contract_to_ticker_conversion/base.py |
sha256=zy94I__6QiHT4p4xRcutNZsskYo66zSYieZ9o-3bELU
|
1718 |
| qf_lib/backtesting/contract/contract_to_ticker_conversion/bbg_figi_mapper.py |
sha256=065TGZafgIcrSr1BrPjIgxOwdWQKj9CSX9SejWdQpR8
|
10182 |
| qf_lib/backtesting/contract/contract_to_ticker_conversion/ib_contract_ticker_mapper.py |
sha256=MVFivuxEv1OlK1plLhV7Hf10v4Pk0DGVF65LRDDBv3Q
|
6748 |
| qf_lib/backtesting/contract/contract_to_ticker_conversion/simulated_contract_ticker_mapper.py |
sha256=zJ95YNxX9Qo3yXY7KTuKcfXshuXK9wTXyzYMfA4Q6fM
|
1564 |
| qf_lib/backtesting/data_handler/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/data_handler/daily_data_handler.py |
sha256=D5Eearu6DnOyYEllX9ZSUa3MEipK3u3CDZuyGT-1z24
|
4537 |
| qf_lib/backtesting/data_handler/data_handler.py |
sha256=4IIE244L7hdSrrljx7w3qVLM9IOBbU41GA3nBRu0ASM
|
10934 |
| qf_lib/backtesting/data_handler/intraday_data_handler.py |
sha256=iOcQNyqu00dv-TMMl4KjO6LlJuYW-lJNnmmLBoBm758
|
6010 |
| qf_lib/backtesting/events/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/events/event_base.py |
sha256=f5Re9xuJddwcyD9uMuPpkt3A9oXCTLqHP7tA9w-OcPA
|
2837 |
| qf_lib/backtesting/events/event_manager.py |
sha256=n3BAY0KOE5jzPkXJGVJmagq67oTSALwpc3zCgOyQwcM
|
3901 |
| qf_lib/backtesting/events/notifiers.py |
sha256=r4MJMdAOYE8ZrzbJ4vckOFTYlw0dX0GXHCAI5EH0e9A
|
2738 |
| qf_lib/backtesting/events/time_flow_controller.py |
sha256=l-rwc7Kgtim5S5Z0OFhfFpna_k96gpwtOWL5vVy7THo
|
4906 |
| qf_lib/backtesting/events/empty_queue_event/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/events/empty_queue_event/empty_queue_event.py |
sha256=jN_AtmMZyW0VYS_cgb3CqofbBB6S7EvKIi4QcaPWisQ
|
885 |
| qf_lib/backtesting/events/empty_queue_event/empty_queue_event_listener.py |
sha256=lmMcJUVa1uNY82lep9xm_lyJ00VBuTHD7qCzmdqjhqI
|
1014 |
| qf_lib/backtesting/events/empty_queue_event/empty_queue_event_notifier.py |
sha256=JdZx0xVrP5bRKyNV7vywu7kTr-j5wg2gOi0vtjvbnZ4
|
1482 |
| qf_lib/backtesting/events/end_trading_event/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/events/end_trading_event/end_trading_event.py |
sha256=tzfuXF1RO7tlh0v3_emu5JUTOruEzBkD39G6cDZwlIc
|
914 |
| qf_lib/backtesting/events/end_trading_event/end_trading_event_listener.py |
sha256=qRRgMMil_lBZsfWoL4IeG_DMuMg2yhRlKJ0nDbdJgwU
|
1014 |
| qf_lib/backtesting/events/end_trading_event/end_trading_event_notifier.py |
sha256=ZM93HReYB5J6CR4o05Pg5lL2FvlGt3T8vpOKH_ObthI
|
1482 |
| qf_lib/backtesting/events/time_event/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/events/time_event/regular_date_time_rule.py |
sha256=he-bnekiYMYEfol5xGOXMWoPBY9onIF-oOyg_wSRkGc
|
3430 |
| qf_lib/backtesting/events/time_event/scheduler.py |
sha256=nmxEhUdA5QrAfHpBfB2yw6QRDIGYsVmiPu-Cb5h0H5s
|
5596 |
| qf_lib/backtesting/events/time_event/time_event.py |
sha256=1yN2Xn7tX46hhBKTwDpYyPf2ouvafCK3X5bg6b2KtSY
|
1324 |
| qf_lib/backtesting/events/time_event/periodic_event/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/events/time_event/periodic_event/calculate_and_place_orders_event.py |
sha256=aeNOJc1Q7wxpXA9-zPmRqF_BtpiFui4xEEbI1J-Fr6A
|
1539 |
| qf_lib/backtesting/events/time_event/periodic_event/intraday_bar_event.py |
sha256=2LmmkVeVZ-LeXzAabwXGpHQuLe1ol8Sc7DoVgwNekM0
|
3157 |
| qf_lib/backtesting/events/time_event/periodic_event/periodic_event.py |
sha256=bJ_7m25-6wbi-K6usLBSdFNgQ1AFR6L5pkt5eaWjt6Q
|
14408 |
| qf_lib/backtesting/events/time_event/regular_time_event/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/events/time_event/regular_time_event/after_market_close_event.py |
sha256=gIxppeTWJPLCIPKT49iWHPzs4tqEntYR7DIR1eQ7hTM
|
1253 |
| qf_lib/backtesting/events/time_event/regular_time_event/calculate_and_place_orders_event.py |
sha256=i3AoseGAJvqqQuNoXAeQ-yvag4ohBr3AhQEEwVW06cI
|
2019 |
| qf_lib/backtesting/events/time_event/regular_time_event/market_close_event.py |
sha256=zSkpWwZrXqB7JtzHVS6L7ucP5qPuGA1LJxNbBZguiPE
|
1255 |
| qf_lib/backtesting/events/time_event/regular_time_event/market_open_event.py |
sha256=uDfA8I0p_SpghGAogIndMlPbf9SS0fzOYRaJtnwSR3o
|
1251 |
| qf_lib/backtesting/events/time_event/regular_time_event/regular_market_event.py |
sha256=it53NSSvTz4NRJn7fFBBLDqPyMxSs119PVUThR_gluc
|
2679 |
| qf_lib/backtesting/events/time_event/regular_time_event/regular_time_event.py |
sha256=E0pGimYau9JphzpGMZPSAAl9Z8H-ez8lBttxgDBinBs
|
1309 |
| qf_lib/backtesting/events/time_event/single_time_event/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/events/time_event/single_time_event/schedule_order_execution_event.py |
sha256=daXAMQJMH_oFnzPUHX4-FouahP5E3M2llZrcKk4XNK8
|
2431 |
| qf_lib/backtesting/events/time_event/single_time_event/single_time_event.py |
sha256=W01g1vKVLb5YT_VbQ3HVmy_l29mODzdPTiMteMadMPg
|
3402 |
| qf_lib/backtesting/execution_handler/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/execution_handler/execution_handler.py |
sha256=YiVrngx1rIfamS07NbDBDc-U1A-FF11Jiqugvlwdd1o
|
2451 |
| qf_lib/backtesting/execution_handler/market_on_close_orders_executor.py |
sha256=sLgxYexOVe9u2JWEVVoW8x1yhMgdimDHCrlmpl5kbH0
|
1305 |
| qf_lib/backtesting/execution_handler/market_on_open_orders_executor.py |
sha256=8o7_34BZwEJODPsRFNQmHmapkDkzpc06db8D8xzfz6Q
|
1282 |
| qf_lib/backtesting/execution_handler/market_orders_executor.py |
sha256=rZ9PrRufOI1sRgqTvfILE8w7WK-7AiqGy0Be-QlqvP4
|
6356 |
| qf_lib/backtesting/execution_handler/simulated_execution_handler.py |
sha256=brepiQXURC9OWGFak9uirus3gEFoZjPVQ5cOuj583jc
|
12016 |
| qf_lib/backtesting/execution_handler/simulated_executor.py |
sha256=Dp3J-6WyKuWx7xBNfyjZIXc6BN4z1v8VD5ax2poCJOM
|
6172 |
| qf_lib/backtesting/execution_handler/stop_orders_executor.py |
sha256=SFTpZP5Vech392OHCA-StA54XOV6OgR_YMKAw3r1Ku8
|
8958 |
| qf_lib/backtesting/execution_handler/commission_models/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/execution_handler/commission_models/bps_trade_value_commission_model.py |
sha256=-mEKAZJFanmquXE0KLCrG94tikwvOyRNUB1F8cAO-rc
|
1399 |
| qf_lib/backtesting/execution_handler/commission_models/commission_model.py |
sha256=HniyQgWTAeMyQVxCXwN_roQQTHRDy46efYEOLMPpXzE
|
875 |
| qf_lib/backtesting/execution_handler/commission_models/fixed_commission_model.py |
sha256=10B9pTnHmZJM4IwGJfAlaVl8BYRPwt53FL42vfeVKFw
|
1236 |
| qf_lib/backtesting/execution_handler/commission_models/ib_commission_model.py |
sha256=47XUpyXgRWDqIAJne74Q74K0gXnUMVuxKCElw49IVgU
|
1283 |
| qf_lib/backtesting/execution_handler/slippage/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/execution_handler/slippage/base.py |
sha256=wdlVJJlNn4i1IVLo_s95rtr0xviS9eB_ySHNuZyFo4o
|
6323 |
| qf_lib/backtesting/execution_handler/slippage/fixed_slippage.py |
sha256=0G2DbqbJZuwDtyhn8YlVu2GYsH1127miTMXJ-mPHaNc
|
1749 |
| qf_lib/backtesting/execution_handler/slippage/price_based_slippage.py |
sha256=DxiHNwspyQANwDyT3KvMOA-FXLvIxfdPNT1S0satzvY
|
2294 |
| qf_lib/backtesting/execution_handler/slippage/square_root_market_impact_slippage.py |
sha256=XaldSsvRkdcmnNdlj65mjBa07hJdCGL5hlVZx3nvn9g
|
5358 |
| qf_lib/backtesting/fast_alpha_model_tester/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
|
663 |
| qf_lib/backtesting/fast_alpha_model_tester/backtest_summary.py |
sha256=UFoh1GhQ1bbprwZdo0iRLFy3mVpEKe1BMB8AnEHt2Cc
|
3414 |
| qf_lib/backtesting/fast_alpha_model_tester/fast_alpha_models_tester.py |
sha256=D7iaT8t_9brD0EQSo1zhhstDZ8sfX2UQGlfIkRNUTwA
|
24880 |
| qf_lib/backtesting/fast_alpha_model_tester/initial_risk_stats.py |
sha256=ZkifQoWOt9TfXob2EoQJaUCWZ17RJuHxFF3njfz-bZw
|
3455 |
| qf_lib/backtesting/fast_alpha_model_tester/scenarios_generator.py |
sha256=XDly--QW3tcD1ffuZCzqvc4Bw4tIBzYscgVZGXbXsg8
|
7119 |
| qf_lib/backtesting/monitoring/__init__.py |
sha256=AB9TzUznoObn4X0TeRYIAuEupK9ZQDfWT1EJ6XaKA14
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663 |
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