Index A | B | C | D | E | F | G | H | I | L | M | N | O | P | Q | R | S | T | U | V | W A abs() (backtest_lib.universe.vector_mapping.VectorMapping method) after() (backtest_lib.market.PastView method) allow_short (backtest_lib.backtest.settings.BacktestSettings attribute) B Backtest (class in backtest_lib) backtest_lib.strategy module BacktestResults (class in backtest_lib.backtest.results) BacktestSettings (class in backtest_lib.backtest.settings) before() (backtest_lib.market.PastView method) between() (backtest_lib.market.PastView method) by_period (backtest_lib.market.PastView property) by_security (backtest_lib.market.PastView property) ByPeriod (class in backtest_lib.market) ByPeriodPlotAccessor (class in backtest_lib.market.plotting) BySecurity (class in backtest_lib.market) BySecurityPlotAccessor (class in backtest_lib.market.plotting) C cash (backtest_lib.portfolio.PortfolioBase attribute) Cash (class in backtest_lib.portfolio) cash() (in module backtest_lib.portfolio) close (backtest_lib.universe.PastUniversePrices attribute) Closed (class in backtest_lib.market) combine() (in module backtest_lib) CompositeDecision (class in backtest_lib.engine.decision) cost() (backtest_lib.engine.plan.TradeOrder method) CostBreakdown (class in backtest_lib.engine.execute) D Decision (in module backtest_lib.engine.decision) decision_schedule_factory() (in module backtest_lib.backtest.schedule) DecisionBase (class in backtest_lib.engine.decision) DecisionSchedule (class in backtest_lib.backtest.schedule) default() (backtest_lib.backtest.settings.BacktestSettings static method) E Engine (class in backtest_lib.engine) execute_strategy() (backtest_lib.engine.Engine method) ExecutionResult (class in backtest_lib.engine.execute) F floor() (backtest_lib.universe.universe_mapping.UniverseMapping method) (backtest_lib.universe.vector_mapping.VectorMapping method) FractionalQuantityPortfolio (class in backtest_lib.portfolio) from_dataframe() (backtest_lib.market.PastView static method) from_security_mappings() (backtest_lib.market.PastView static method) from_vectors() (backtest_lib.universe.vector_mapping.VectorMapping class method) from_weights_and_returns() (backtest_lib.backtest.results.BacktestResults static method) from_weights_market_initial_capital() (backtest_lib.backtest.results.BacktestResults static method) G generate_plan() (backtest_lib.engine.plan.PlanGenerator method) H high (backtest_lib.universe.PastUniversePrices attribute) hold() (in module backtest_lib) HoldDecision (class in backtest_lib.engine.decision) holdings (backtest_lib.portfolio.PortfolioBase attribute) I initial_portfolio (backtest_lib.Backtest attribute) L low (backtest_lib.universe.PastUniversePrices attribute) M make_decision_schedule() (in module backtest_lib.backtest.schedule) make_engine() (in module backtest_lib.engine) MakeTradeDecision (class in backtest_lib.engine.decision) MakeTradeOp (class in backtest_lib.engine.plan) market_view (backtest_lib.Backtest attribute) MarketView (class in backtest_lib) module backtest_lib.strategy N NO_COST (in module backtest_lib.engine.execute) O open (backtest_lib.universe.PastUniversePrices attribute) P PastUniversePrices (class in backtest_lib.universe) PastView (class in backtest_lib.market) PastViewPlotAccessor (class in backtest_lib.market.plotting) PeriodAxisPolicy (class in backtest_lib.market) periods (backtest_lib.market.PastView property) (backtest_lib.MarketView attribute) Plan (class in backtest_lib.engine.plan) PlanExecutor (class in backtest_lib.engine.execute) PlanGenerator (class in backtest_lib.engine.plan) PlanOp (class in backtest_lib.engine.plan) plot (backtest_lib.market.ByPeriod property) (backtest_lib.market.BySecurity property) (backtest_lib.market.PastView property) (backtest_lib.universe.universe_mapping.UniverseMapping property) Portfolio (in module backtest_lib.portfolio) PortfolioBase (class in backtest_lib.portfolio) Q QuantityPortfolio (class in backtest_lib.portfolio) R reallocate() (in module backtest_lib) ReallocateDecision (class in backtest_lib.engine.decision) ReallocateOp (class in backtest_lib.engine.plan) ReallocationMode (class in backtest_lib.engine.decision) S schedule (backtest_lib.backtest.schedule.DecisionSchedule property) securities (backtest_lib.market.PastView property) (backtest_lib.MarketView attribute) SecurityAxisPolicy (class in backtest_lib.market) settings (backtest_lib.Backtest attribute) signed_qty (backtest_lib.engine.plan.TradeOrder property) strategy (backtest_lib.Backtest attribute) Strategy (in module backtest_lib.strategy) StrategyContext (class in backtest_lib.strategy.context) sum() (backtest_lib.universe.vector_mapping.VectorMapping method) T target_holdings() (in module backtest_lib) target_weights() (in module backtest_lib) TargetHoldingsDecision (class in backtest_lib.engine.decision) TargetHoldingsOp (class in backtest_lib.engine.plan) TargettingOp (in module backtest_lib.engine.plan) TargetWeightsDecision (class in backtest_lib.engine.decision) TargetWeightsOp (class in backtest_lib.engine.plan) to_dataframe() (backtest_lib.market.ByPeriod method) (backtest_lib.market.BySecurity method) total_value (backtest_lib.portfolio.PortfolioBase attribute) trade() (in module backtest_lib) TradeDirection (class in backtest_lib.engine.decision) TradeOrder (class in backtest_lib.engine.plan) Trades (class in backtest_lib.engine.execute) truncate() (backtest_lib.universe.universe_mapping.UniverseMapping method) (backtest_lib.universe.vector_mapping.VectorMapping method) U uniform_portfolio() (in module backtest_lib.portfolio) universe (backtest_lib.Backtest attribute) (backtest_lib.portfolio.PortfolioBase attribute) Universe (in module backtest_lib.universe) UniverseMapping (class in backtest_lib.universe.universe_mapping) UniverseMappingPlotAccessor (class in backtest_lib.market.plotting) V VectorMapping (class in backtest_lib.universe.vector_mapping) VectorOps (class in backtest_lib.universe.vector_ops) W WeightedPortfolio (class in backtest_lib.portfolio)