Index

_

__call__() (AlphaModel method) (BacktestSyncer method) (BacktestValuationModel method) (BalancedSharpeAndMaxDrawdownOptimisationFunction method) (CashBufferedOrderSizer method) (CreateIndicatorsProtocolV1 method) (CreateIndicatorsProtocolV2 method) (CreateTradingUniverseProtocol method) (DecideTradesProtocol method) (DecideTradesProtocol2 method) (DecideTradesProtocol3 method) (DecideTradesProtocol4 method) (DummyWalletSyncer method) (EthereumPoolRevaluator method) (GridSearchWorker method) (MinTradeCountFilter method) (ObjectiveWrapper method) (OneDeltaPoolRevaluator method) (PortfolioConstructionModel method) (ResultFilter method) (RollingSharpeOptimisationFunction method) (SaveHook method) (SearchFunction method) (StrategyFactory method) (TimelineStyler method) (UniswapV2PoolRevaluator method) (UniswapV2PoolValuationMethodV0 method) (UniswapV3PoolRevaluator method) (ValuationModel method) (ValuationModelFactory method) __init__() (AaveV3Routing method), [1] (AaveV3RoutingState method), [1] (Accounting method), [1] (AccountingBalanceCheck method), [1] (AccountingCorrectionCause method) (AdvancedMetricsMode method) (AggregateId method), [1] (AlphaModel method), [1], [2] (ApprovalModel method) (ApprovalType method) (AssetIdentifier method), [1] (AssetInterestData method), [1] (AssetManagementMode method) (AssetToPositionsMapping method), [1] (AssetType method) (AssetWithTrackedValue method), [1] (BacktestData method), [1] (BacktestExecution method), [1] (BacktestPricing method), [1] (BacktestReporter method), [1] (BacktestResult method), [1] (BacktestRoutingIgnoredModel method), [1] (BacktestRoutingModel method), [1] (BacktestRoutingState method), [1] (BacktestSetup method), [1] (BacktestSyncer method), [1] (BacktestSyncModel method), [1] (BacktestTrader method), [1] (BacktestValuationModel method), [1] (BalancedSharpeAndMaxDrawdownOptimisationFunction method), [1] (BalanceEventRef method), [1] (BalanceUpdate method), [1] (BalanceUpdateCause method) (BalanceUpdatePositionType method) (BaseClient method) (BaseTransport method) (BaseTVLSizeRiskModel method), [1] (BinanceDownloader method), [1] (BlockchainTransaction method), [1] (BlockchainTransactionType method) (CachedHTTPTransport method), [1] (CacheStatus method) (Candle method), [1] (CandleFeed method), [1] (CandleResult method), [1] (CashBufferedOrderSizer method), [1] (ChainId method) (CLIApprovalModel method) (Client method), [1] (CoingeckoClient method), [1] (CoingeckoEntry method) (CoingeckoUniverse method), [1] (CoreStrategyParameters method) (CreateIndicatorsProtocolV1 method), [1] (CreateIndicatorsProtocolV2 method), [1] (CreateTradingUniverseProtocol method), [1] (CurrencyConversion method) (CurveType method) (CycleDuration method) (DataRangeMode method) (Dataset method), [1] (DecideTradesProtocol method), [1] (DecideTradesProtocol2 method), [1] (DecideTradesProtocol3 method), [1] (DecideTradesProtocol4 method), [1] (DefaultTradingStrategyUniverseModel method), [1] (Deployment method), [1] (DEXPair method), [1] (DirectFeedStore method), [1] (DiskIndicatorStorage method), [1] (DummyExecutionModel method), [1] (DummySyncModel method), [1] (DummyWalletSyncer method), [1] (EnvVarDescription method), [1] (EnzymeAsset method), [1] (EnzymeAssetType method) (EnzymeSmartContracts method) (EnzymeTransactionBuilder method), [1] (EnzymeVaultSyncModel method), [1] (EthereumAddress method) (EthereumBacktestPairConfigurator method) (EthereumExecution method), [1] (EthereumPairConfigurator method), [1] (EthereumPoolRevaluator method), [1] (EthereumPricingModel method), [1] (EthereumRoutingModel method), [1] (EthereumRoutingState method), [1] (EthereumTrader method), [1] (ExceptionData method) (Exchange method), [1] (ExchangeType method), [1], [2] (ExchangeUniverse method), [1] (ExecutionContext method), [1] (ExecutionLoop method), [1] (ExecutionMode method) (ExecutionModel method) (ExecutionTestHook method) (ExportedRecord method) (FinalPositionStatistics method), [1] (FixedPricing method), [1] (FixedSizeRiskModel method), [1] (Format method) (FundFlowEvent method), [1] (GenericPosition method) (GridCombination method), [1] (GridParameter method), [1] (GridSearchDataRetention method) (GridSearchResult method), [1] (GridSearchWorker method), [1] (GroupedCandleUniverse method) (GroupedLiquidityUniverse method), [1] (HistoricalXYPriceImpactCalculator method), [1] (HotWalletSyncModel method), [1] (HotWalletTransactionBuilder method), [1] (IndicatorDefinition method), [1] (IndicatorDependencyResolver method), [1] (IndicatorKey method), [1] (IndicatorResult method), [1] (IndicatorSet method), [1] (IndicatorSource method) (IndicatorStorage method) (Interest method), [1] (InterestDistributionEntry method), [1] (InterestDistributionOperation method), [1] (InterestSync method), [1] (JSONAssetDelta method), [1] (JSONFileStore method), [1] (JupyterOutputMode method) (KeyMetric method), [1] (KeyMetricCalculationMethod method) (KeyMetricKind method) (KeyMetricSource method) (LatestStateVisualisation method), [1] (LegacyPairUniverse method), [1] (LeverageEstimate method), [1] (LiquidityResult method), [1] (LiquiditySampleMeasure method) (Loan method), [1] (LoanSide method) (LoggingRetry method), [1] (MemoryIndicatorStorage method), [1] (Metadata method), [1] (MinTradeCountFilter method), [1] (MockClient method) (NoneStore method), [1] (ObjectiveWrapper method), [1] (OHLCVCandle method), [1] (OHLCVCandleType method) (OnChainBalance method), [1] (OnChainData method), [1] (OneDeltaExecution method), [1] (OneDeltaLivePricing method), [1] (OneDeltaPoolRevaluator method), [1] (OneDeltaRouting method), [1] (OneDeltaRoutingState method), [1] (OneDeltaTestTrader method), [1] (OptimiserResult method), [1] (OptimiserSearchResult method), [1] (OtherData method), [1] (OutputMode method) (PairGroupedUniverse method), [1] (PairSubplotInfo method), [1] (PairUniverseTestTrader method), [1] (PandasPairUniverse method), [1] (PandasTraderRunner method), [1] (ParquetFileStore method), [1] (Plot method), [1] (PlotKind method) (PlotLabel method) (PlotShape method) (Portfolio method), [1] (PortfolioConstructionModel method), [1] (PortfolioStatistics method), [1] (PositionManager method), [1] (PositionStatistics method), [1] (PositionType method) (PriceImpact method), [1] (PricingModel method) (QSTraderRunner method), [1] (QuoteTokenTVLSizeRiskModel method), [1] (RecordingTime method) (Regime method) (RegimeRegion method), [1] (RepairResult method), [1] (ResampledLiquidityUniverse method), [1] (ReserveCurrency method) (ReservePosition method), [1] (ReserveUpdateEvent method), [1] (ResultFilter method), [1] (RevalueEvent method) (RingBufferHandler method), [1] (RollingSharpeOptimisationFunction method), [1] (Root method) (RoutingData method) (RoutingModel method), [1] (RoutingState method), [1] (RoutingStateDetails method) (RunState method), [1] (SaveHook method), [1] (ScoringMethod method) (SearchFunction method), [1] (SimulatedTestTrader method), [1] (SimulatedWallet method), [1] (SimulateStore method) (SizeRisk method), [1] (SizeRiskModel method) (SizingType method) (StablecoinFilteringMode method) (State method), [1] (StateStore method) (StateStoreModel method) (StaticUniverseModel method), [1] (Statistics method), [1] (StrategyCycleTrigger method) (StrategyExecutionDescription method), [1] (StrategyExecutionUniverse method), [1] (StrategyFactory method), [1] (StrategyInput method), [1] (StrategyInputIndicators method), [1] (StrategyModuleInformation method), [1] (StrategyParameters method) (StrategyRunner method), [1] (StrategySummary method), [1] (StrategySummaryStatistics method), [1] (StrategyTag method) (StrategyType method) (SwapKind method) (Sync method), [1] (SyncModel method) (SyntheticTradeFeed method), [1] (TimeBucket method) (Timeframe method), [1] (TimelineRowStylingMode method) (TimelineStyler method), [1] (TimeWindow method) (Token method), [1] (TokenTuple method), [1] (TopGridSearchResult method), [1] (TopPairData method), [1] (TopPairMethod method) (TopPairsReply method), [1] (Trade method), [1], [2], [3] (TradeAnalysis method), [1] (TradeDelta method), [1] (TradeExecution method), [1] (TradeFeed method), [1] (TradeFeedStore method) (TradeFlag method) (TradePricing method), [1] (TradeRouting method) (TradeStatus method) (TradeSummary method), [1] (TradeType method) (TradingPairDataAvailability method) (TradingPairIdentifier method), [1] (TradingPairKind method) (TradingPairSignal method), [1] (TradingPosition method), [1] (TradingStrategyUniverse method), [1] (TradingStrategyUniverseModel method), [1] (TransactionBuilder method), [1] (Treasury method), [1] (Trigger method), [1] (TriggerCondition method) (TriggerPriceUpdate method), [1] (TriggerType method) (TVLMethod method) (UncheckedApprovalModel method) (UniswapV2Execution method), [1] (UniswapV2ExecutionModelVersion0 method), [1] (UniswapV2LivePricing method), [1] (UniswapV2MockClient method), [1] (UniswapV2PoolRevaluator method), [1] (UniswapV2PoolValuationMethodV0 method), [1] (UniswapV2Routing method), [1] (UniswapV2RoutingInstructions method), [1] (UniswapV2RoutingState method), [1] (UniswapV2TestTrader method), [1] (UniswapV2TradeFeed method), [1] (UniswapV3Execution method), [1] (UniswapV3LivePricing method), [1] (UniswapV3PoolRevaluator method), [1] (UniswapV3Routing method), [1] (UniswapV3RoutingState method), [1] (UniswapV3TestTrader method), [1] (UnitTestTrader method), [1] (UniverseModel method) (UniverseOptions method), [1] (UnknownTokenPositionFix method) (UpdatedUniverseResult method), [1] (Uptime method), [1] (USDTVLSizeRiskModel method), [1] (UTCFriendlyDataClassJsonMixin method) (ValuationModel method) (ValuationModelFactory method), [1] (ValuationUpdate method), [1] (Value method), [1] (VersionInfo method), [1] (Visualisation method), [1] (VolumeBarMode method) (WatchdogMode method) (Web3Config method), [1] (WebChart method), [1] (WebChartSource method) (WebChartType method) (WebhookServer method) (XYLiquidity method), [1]

__new__() (ChainId method) (ExchangeType method)

A

Aave AaveV3Routing (class in tradeexecutor.ethereum.aave_v3.aave_v3_routing) AaveV3RoutingState (class in tradeexecutor.ethereum.aave_v3.aave_v3_routing) aberration() (in module pandas_ta.volatility) accbands() (in module pandas_ta.volatility) accepted_investable_equity (AlphaModel attribute) accepted_quantity (SizeRisk attribute) accepted_size (SizeRisk attribute) Accounting (class in tradeexecutor.state.sync) accounting_correction (TradeType attribute) AccountingBalanceCheck (class in tradeexecutor.strategy.account_correction) AccountingCorrectionCause (class in tradeexecutor.strategy.account_correction) accrue_interest() (in module tradeexecutor.strategy.interest) activated_trigger (TradeExecution attribute) Active strategy active_pair_count (Exchange attribute) ad() (in module pandas_ta.volume) add() (IndicatorSet method) add_balance_update_event() (GenericPosition method) (ReservePosition method) (TradingPosition method) add_base_quote_address_columns() (in module tradingstrategy.utils.token_filter) add_calculations() (Visualisation method) add_cash_to_credit_supply() (PositionManager method) add_cors_headers() (in module tradeexecutor.webhook.events) add_hot_wallet_signing() (Web3Config method) add_info_columns_to_ohlc() (in module tradingstrategy.binance.utils) add_message() (Visualisation method) add_note() (TradeExecution method) add_notes_message() (TradingPosition method) add_positions_stats() (Statistics method) add_trades() (TradeFeed method) add_volume (XYLiquidity attribute) additional_collateral_quantity (LeverageEstimate attribute) address (AssetIdentifier attribute) (Deployment attribute) (DEXPair attribute) (Exchange attribute) (Token attribute) address_cache (CoingeckoUniverse attribute) adds (XYLiquidity attribute) adjust() (Interest method) adjust_credit_supply_position() (PositionManager method) adjust_legend() (in module tradeexecutor.visual.strategy_state) adjust_position() (PositionManager method) adjust_reserves() (Portfolio method) adjust_short() (PositionManager method) adjust_spend() (EthereumRoutingState method) adosc() (in module pandas_ta.volume) AdvancedMetricsMode (class in tradeexecutor.analysis.advanced_metrics) adx() (in module pandas_ta.trend) Aggregate return aggregate_ohlcv_across_pairs() (in module tradingstrategy.utils.aggregate_ohlcv) AggregateId (class in tradingstrategy.utils.aggregate_ohlcv) Airdrop Algorithmic trading all (GridSearchDataRetention attribute) (PositionType attribute) all_indicators (IndicatorDependencyResolver attribute) all_pairs (StablecoinFilteringMode attribute) allocate_balance_update_id() (Portfolio method) allowed_intermediary_pairs (RoutingData attribute) alma() (in module pandas_ta.overlap) Alpha alpha (StrategyTag attribute) Alpha generation platform Alpha model Alpha signal alpha_model (StrategyType attribute) AlphaModel (class in tradeexecutor.strategy.alpha_model) (class in tradeexecutor.strategy.qstrader.alpha_model) Alternative data amat() (in module pandas_ta.trend) AMM amount (Trade attribute) analyse_alpha_model_weights() (in module tradeexecutor.analysis.alpha_model_analyser) analyse_combination() (in module tradeexecutor.analysis.grid_search) analyse_credit_trade_by_receipt() (in module tradeexecutor.ethereum.aave_v3.analysis) (in module tradeexecutor.ethereum.one_delta.analysis) analyse_grid_search_result() (in module tradeexecutor.analysis.grid_search) analyse_leverage_trade_by_receipt() (in module tradeexecutor.ethereum.one_delta.analysis) analyse_long_short_universe() (in module tradeexecutor.analysis.universe) analyse_multipair() (in module tradeexecutor.analysis.multipair) analyse_one_delta_trade() (in module tradeexecutor.ethereum.one_delta.analysis)

analyse_optimiser_result() (in module tradeexecutor.analysis.optimiser) analyse_pair_trades() (in module tradeexecutor.analysis.multipair) analyse_stop_losses() (in module tradeexecutor.analysis.stop_loss) analyse_trading_fees() (in module tradeexecutor.analysis.fee_analyser) analyse_trigger_updates() (in module tradeexecutor.analysis.stop_loss) analysis_end_at (GridSearchResult attribute) Annual Percentage Rate (APR) Annual Percentage Yield (APY) annualised_return_percent (KeyMetricKind attribute) anvil (ChainId attribute) (Web3Config attribute) ao() (in module pandas_ta.momentum) aobv() (in module pandas_ta.volume) Apache Arrow API key apo() (in module pandas_ta.momentum) App Chain append_to_columnar_work_buffer() (in module tradingstrategy.utils.schema) apply_accounting_correction() (in module tradeexecutor.strategy.account_correction) apply_delta() (CandleFeed method) apply_sync_events() (in module tradeexecutor.testing.dummy_wallet) ApprovalModel (class in tradeexecutor.strategy.approval) ApprovalType (class in tradeexecutor.strategy.approval) approve_infinity() (in module tradeexecutor.ethereum.execution) approve_tokens() (in module tradeexecutor.ethereum.execution) APR APY arbitrum (ChainId attribute) args (BlockchainTransaction attribute) aroon() (in module pandas_ta.trend) Arrow as_bars() (in module tradeexecutor.utils.summarydataframe) as_decimal() (in module tradeexecutor.utils.summarydataframe) as_dict() (GridCombination method) as_dollar() (in module tradeexecutor.utils.summarydataframe) as_duration() (in module tradeexecutor.utils.summarydataframe) as_integer() (in module tradeexecutor.utils.summarydataframe) as_missing() (in module tradeexecutor.utils.summarydataframe) as_percent() (in module tradeexecutor.utils.summarydataframe) asked_quantity (SizeRisk attribute) asked_size (SizeRisk attribute) assert_compatible_timestamp() (in module tradingstrategy.utils.time) asset (AccountingBalanceCheck attribute) (AssetToPositionsMapping attribute) (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (InterestDistributionEntry property) (JSONAssetDelta attribute) (ReservePosition attribute) asset_blacklist (State attribute) asset_deltas (BlockchainTransaction attribute) asset_interest_data (InterestDistributionOperation attribute) asset_management_mode (OnChainData attribute) AssetIdentifier (class in tradeexecutor.state.identifier) AssetInterestData (class in tradeexecutor.state.interest_distribution) AssetManagementMode (class in tradeexecutor.strategy.execution_model) assets (InterestDistributionOperation attribute) AssetToPositionsMapping (class in tradeexecutor.strategy.asset) AssetType (class in tradeexecutor.state.identifier) AssetWithTrackedValue (class in tradeexecutor.state.identifier) assign_weights() (AlphaModel method) atr() (in module pandas_ta.volatility) Auto-compounding Automated trading strategy Autonomous agent available_indicators (StrategyInputIndicators attribute) available_liquidity (PriceImpact attribute) Avalanche avalanche (ChainId attribute) Average Directional Index (ADX) Average True Range (ATR) average_bars_of_losing_positions (KeyMetricKind attribute) average_bars_of_winning_positions (KeyMetricKind attribute) average_duration_of_losing_positions (KeyMetricKind attribute) average_duration_of_winning_positions (KeyMetricKind attribute) average_interest_paid_usd (TradeSummary attribute) average_losing_position_loss_percent (KeyMetricKind attribute) average_position (KeyMetricKind attribute) average_winning_position_profit_percent (KeyMetricKind attribute) avg (Candle attribute) avg() (in module tradeexecutor.analysis.trade_analyser) avg_price (SizeRisk attribute) avg_realised_risk (KeyMetricKind attribute) avg_timedelta() (in module tradeexecutor.analysis.trade_analyser) axis (PlotLabel attribute)

B

backfill_buffer() (TradeFeed method) Backtest backtest (AssetManagementMode attribute) backtest() (in module tradeexecutor.cli.commands.backtest) backtest_available (StrategySummary attribute) backtest_data (State attribute) backtest_end (StrategyModuleInformation attribute) backtest_end_at (GridSearchResult attribute) backtest_html (Metadata attribute) backtest_metrics_cut_off_period (StrategySummaryStatistics attribute) backtest_notebook (Metadata attribute) backtest_pricing_factory() (in module tradeexecutor.backtest.backtest_pricing) backtest_start (StrategyModuleInformation attribute) backtest_static_universe_strategy_factory() (BacktestSetup method) backtest_stop_loss_candles (Dataset attribute) (TradingStrategyUniverse attribute) backtest_stop_loss_time_bucket (Dataset attribute) (TradingStrategyUniverse attribute) backtest_valuation_factory() (in module tradeexecutor.backtest.backtest_valuation) BacktestData (class in tradeexecutor.state.state) backtested_state (Metadata attribute) BacktestExecution (class in tradeexecutor.backtest.backtest_execution) backtesting (ExecutionMode attribute) BacktestPricing (class in tradeexecutor.backtest.backtest_pricing) BacktestReporter (class in tradeexecutor.backtest.tearsheet) BacktestResult (class in tradeexecutor.backtest.backtest_runner) BacktestRoutingIgnoredModel (class in tradeexecutor.backtest.backtest_routing) BacktestRoutingModel (class in tradeexecutor.backtest.backtest_routing) BacktestRoutingState (class in tradeexecutor.backtest.backtest_routing) BacktestSetup (class in tradeexecutor.backtest.backtest_runner) BacktestSyncer (class in tradeexecutor.backtest.legacy_backtest_sync) BacktestSyncModel (class in tradeexecutor.backtest.backtest_sync) BacktestTrader (class in tradeexecutor.testing.backtest_trader) BacktestValuationModel (class in tradeexecutor.backtest.backtest_valuation) Backtrader backup_state() (in module tradeexecutor.cli.backup) (in module tradeexecutor.cli.bootstrap) badges (Metadata attribute) (StrategySummary attribute) balance_event_id (BalanceEventRef attribute) balance_update_id (BalanceUpdate attribute) balance_update_refs (Accounting attribute) (Treasury attribute) balance_updates (ReservePosition attribute) (TradingPosition attribute) BalancedSharpeAndMaxDrawdownOptimisationFunction (class in tradeexecutor.backtest.optimiser_functions) BalanceEventRef (class in tradeexecutor.state.sync) balances (SimulatedWallet attribute) BalanceUpdate (class in tradeexecutor.state.balance_update) BalanceUpdateCause (class in tradeexecutor.state.balance_update) BalanceUpdatePositionType (class in tradeexecutor.state.balance_update) base (ChainId attribute) (TradingPairIdentifier attribute) Base blockchain Base token base_token (TopPairData attribute) base_token_address (DEXPair property) base_token_decimals (DEXPair property) base_token_symbol (DEXPair attribute) BaseClient (class in tradingstrategy.client) BaseTransport (class in tradingstrategy.transport.base) BaseTVLSizeRiskModel (class in tradeexecutor.strategy.tvl_size_risk) basic (AdvancedMetricsMode attribute) bbands() (in module pandas_ta.volatility) bear (Regime attribute) Bear market Benchmark Best trading algorithm Best trading strategy beta (StrategyTag attribute) bias() (in module pandas_ta.momentum) Bid-Ask Spread biggest_losing_position_percent (KeyMetricKind attribute)

biggest_realised_risk (KeyMetricKind attribute) biggest_winning_position_percent (KeyMetricKind attribute) binance (ChainId attribute) BinanceDownloader (class in tradingstrategy.binance.downloader) blacklist_asset() (State method) block_hash (BlockchainTransaction attribute) (Trade attribute) block_mined_at (BalanceUpdate attribute) (Deployment attribute) block_number (BalanceUpdate attribute) (BlockchainTransaction attribute) (Deployment attribute) (SizeRisk attribute) (Trade attribute) (TradePricing attribute) (ValuationUpdate attribute) Blockchain snapshot blockchain_transactions (TradeExecution attribute) BlockchainTransaction (class in tradeexecutor.state.blockhain_transaction) BlockchainTransactionType (class in tradeexecutor.state.blockhain_transaction) BNB Chain BNB Smart Chain Bollinger bands Bonding curve bootstrap_strategy() (in module tradeexecutor.strategy.bootstrap) bop() (in module pandas_ta.momentum) borrowed (AssetType attribute) (Loan attribute) borrowed_asset_price (LeverageEstimate attribute) borrowed_interest (Loan attribute) borrowed_quantity (LeverageEstimate attribute) borrowed_value (LeverageEstimate attribute) brar() (in module pandas_ta.momentum) broadcast() (in module tradeexecutor.ethereum.execution) (TransactionBuilder method) broadcast_and_resolve() (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) broadcast_and_resolve_multiple_nodes() (EthereumExecution method) broadcast_and_resolve_old() (EthereumExecution method) broadcast_and_wait_transactions_to_complete() (TransactionBuilder static method) broadcast_trades() (UniswapV2TestTrader method) broadcasted (TradeStatus attribute) broadcasted_at (BlockchainTransaction attribute) (TradeExecution attribute) broken (EnzymeAssetType attribute) bsc (ChainId attribute) Bucket build_aggregate_map() (in module tradingstrategy.utils.aggregate_ohlcv) build_expected_asset_map() (in module tradeexecutor.strategy.asset) build_index() (PandasPairUniverse method) build_liquidity_summary() (in module tradingstrategy.utils.liquidity_filter) build_trade_analysis() (in module tradeexecutor.analysis.trade_analyser) bull (Regime attribute) Bull market busd (ReserveCurrency attribute) buy (SizingType attribute) Buy and hold buy() (EthereumTrader method) (OneDeltaTestTrader method) (PairUniverseTestTrader method) (SimulatedTestTrader method) (UniswapV2TestTrader method) (UniswapV3TestTrader method) buy_count_30d (DEXPair attribute) (Exchange attribute) buy_count_all_time (DEXPair attribute) (Exchange attribute) buy_tax (DEXPair attribute) buy_volume (Candle attribute) buy_volume_30d (DEXPair attribute) (Exchange attribute) buy_volume_all_time (DEXPair attribute) (Exchange attribute) buys (Candle attribute) by_token_addresses (TopPairMethod attribute)

C

cached (GridSearchResult attribute) (IndicatorResult attribute) CachedHTTPTransport (class in tradingstrategy.transport.cache) CacheStatus (class in tradingstrategy.transport.cache) CAGR cagr (KeyMetricKind attribute) (TopGridSearchResult attribute) calculate_account_corrections() (in module tradeexecutor.strategy.account_correction) calculate_accrued_interest() (BacktestSyncModel method) calculate_accrued_interest_quantity() (TradingPosition method) calculate_advanced_metrics() (in module tradeexecutor.analysis.advanced_metrics) calculate_aggregate_returns() (in module tradeexecutor.visual.equity_curve) calculate_all_summary_stats_by_side() (TradeAnalysis method) calculate_and_load_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) calculate_and_load_indicators_inline() (in module tradeexecutor.strategy.pandas_trader.indicator) calculate_annualised_return() (in module tradeexecutor.analysis.trade_analyser) calculate_asset_deltas() (TradeExecution method) calculate_by_pair() (IndicatorDefinition method) calculate_by_pair_external() (IndicatorDefinition method) calculate_by_pair_ohlcv() (IndicatorDefinition method) calculate_collateral_for_target_leverage() (Loan method) calculate_collateral_for_target_ltv() (Loan method) calculate_compounding_realised_trading_profitability() (in module tradeexecutor.visual.equity_curve) calculate_compounding_unrealised_trading_profitability() (in module tradeexecutor.visual.equity_curve) calculate_cumulative_daily_returns() (in module tradeexecutor.visual.equity_curve) calculate_cumulative_return() (in module tradeexecutor.visual.equity_curve) calculate_daily_returns() (in module tradeexecutor.visual.equity_curve) calculate_deposit_adjusted_returns() (in module tradeexecutor.visual.equity_curve) calculate_equity_curve() (in module tradeexecutor.visual.equity_curve) calculate_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) calculate_investment_flow() (in module tradeexecutor.visual.equity_curve) calculate_liquidation_price() (in module tradeexecutor.utils.leverage_calculations) calculate_live_indicators() (PandasTraderRunner method) calculate_long_compounding_realised_trading_profitability() (in module tradeexecutor.visual.equity_curve) calculate_long_summary_statistics() (TradeAnalysis method) calculate_naive_profitability() (in module tradeexecutor.state.statistics) calculate_non_cumulative_daily_returns() (in module tradeexecutor.visual.equity_curve) calculate_on_balance_volume() (in module tradeexecutor.visual.custom_indicators) calculate_percentage() (in module tradeexecutor.utils.format) calculate_price_impact() (HistoricalXYPriceImpactCalculator method) calculate_quantity_usd_value() (GenericPosition method) (ReservePosition method) (TradingPosition method) calculate_realised_profitability() (in module tradeexecutor.visual.equity_curve) calculate_required_new_cash() (in module tradeexecutor.strategy.alpha_model) calculate_reserve_price_in_quote_token_decimal() (in module tradingstrategy.direct_feed.uniswap_v2) calculate_returns() (in module tradeexecutor.analysis.returns) (in module tradeexecutor.visual.equity_curve) calculate_rolling_sharpe() (in module tradeexecutor.visual.equity_curve) calculate_short_compounding_realised_trading_profitability() (in module tradeexecutor.visual.equity_curve) calculate_short_summary_statistics() (TradeAnalysis method) calculate_size_adjust() (Loan method) calculate_size_relative_realised_trading_returns() (in module tradeexecutor.visual.equity_curve) calculate_sizes_for_leverage() (in module tradeexecutor.utils.leverage_calculations) calculate_summary_statistics() (TradeAnalysis method) calculate_summary_statistics_for_positions() (TradeAnalysis method) calculate_target_positions() (AlphaModel method) calculate_total_assets() (in module tradeexecutor.strategy.account_correction) calculate_universe() (IndicatorDefinition method) calculate_value_using_price() (TradingPosition method) calculate_volume_weighted_ohlcv() (in module tradingstrategy.utils.aggregate_ohlcv) calculate_weight_diffs() (AlphaModel method) calculate_weighted_average_realised_profit() (TradeAnalysis static method) calculated_at (FinalPositionStatistics attribute) (PortfolioStatistics attribute) (PositionStatistics attribute) (StrategySummaryStatistics attribute) calculation_method (KeyMetric attribute) calculation_window_end_at (KeyMetric attribute) calculation_window_start_at (KeyMetric attribute) calculations (Visualisation attribute) call_create_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) can_be_closed() (TradingPosition method) can_open_credit_supply() (TradingStrategyUniverse method) can_open_short() (TradingStrategyUniverse method) can_open_spot() (TradingStrategyUniverse method) Candle (class in tradingstrategy.candle) candle_time_bucket_override (UniverseOptions attribute) CandleFeed (class in tradingstrategy.direct_feed.candle_feed) CandleResult (class in tradingstrategy.candle) candles (CandleResult attribute) (Dataset attribute) candles_cache (PairGroupedUniverse attribute) capped (SizeRisk attribute) Carried interest Carry trade Cash and carry cash_at_start (KeyMetricKind attribute) cash_left_at_the_end (KeyMetricKind attribute) CashBufferedOrderSizer (class in tradeexecutor.strategy.qstrader.order_sizer) categorise_pairs() (in module tradingstrategy.alternative_data.coingecko) category_cache (CoingeckoUniverse attribute) cause (BalanceEventRef attribute) (BalanceUpdate attribute) cci() (in module pandas_ta.momentum) cdl_doji() (in module pandas_ta.candles) cdl_inside() (in module pandas_ta.candles) cdl_pattern() (in module pandas_ta.candles) cdl_z() (in module pandas_ta.candles) centralised_exchange (ChainId attribute) CEX cfo() (in module pandas_ta.momentum) cg() (in module pandas_ta.momentum) chain_id (AssetIdentifier attribute) (BalanceUpdate attribute) (BlockchainTransaction attribute) (Deployment attribute) (DEXPair attribute) (EthereumExecution property) (Exchange attribute) (OnChainData attribute) (StrategyExecutionDescription attribute) (StrategyModuleInformation attribute) (TopPairData attribute) (TradingPairDataAvailability attribute) (TradingPairIdentifier property) (UniswapV2ExecutionModelVersion0 property) chain_slug (Exchange attribute) ChainId (class in tradingstrategy.chain) change_quantity_and_value() (AssetWithTrackedValue method) check_accounts() (in module tradeexecutor.cli.commands.check_accounts) (in module tradeexecutor.strategy.account_correction) (StrategyRunner method) check_balances_post_execution() (StrategyRunner method) check_correct_block_range() (TradeFeed static method) check_current_trades_for_duplicates() (TradeFeed method) check_data_age() (TradingStrategyUniverseModel method) (UniverseModel method) check_default_chain_id() (Web3Config method) check_duplicates_data_frame() (TradeFeed static method) check_enough_history() (TradeFeed method) check_flexible_triggers() (in module tradeexecutor.strategy.stop_loss) check_for_nonce_reuse() (Portfolio method) check_has_enough_tokens() (EthereumRoutingState method) check_health() (Loan method) check_hung_workers() (in module tradeexecutor.cli.watchdog) check_if_clean() (State method) check_normalised_weights() (in module tradeexecutor.strategy.weighting) check_ownership() (EnzymeVaultSyncModel method) check_position_triggers() (ExecutionLoop method) (in module tradeexecutor.cli.commands.check_position_triggers) (in module tradeexecutor.strategy.stop_loss) (StrategyRunner method) check_reorganisations_and_purge() (TradeFeed method) check_state_internal_coherence() (in module tradeexecutor.strategy.account_correction) check_trigger_hit() (in module tradeexecutor.strategy.stop_loss) check_universe() (in module tradeexecutor.cli.commands.check_universe) check_wallet() (in module tradeexecutor.cli.commands.check_wallet) checksum_address (AssetIdentifier property) choose_single_chain() (Web3Config method) chop() (in module pandas_ta.trend) cksp() (in module pandas_ta.trend) claim_interest() (Interest method) (Loan method) claimed_interest (TradeExecution attribute) classify_by_symbol() (EnzymeAssetType static method) clean_revert_reason_message() (in module tradeexecutor.ethereum.revert) clean_time_series_data() (in module tradingstrategy.binance.downloader) clear() (DirectFeedStore method) clear_cache() (PairGroupedUniverse method) clear_caches() (Client method) CLIApprovalModel (class in tradeexecutor.cli.approval) Client (class in tradingstrategy.client) clip_to_normalised() (in module tradeexecutor.strategy.weighting) CLMM Clone clone() (Loan method) (TradingStrategyUniverse method) close (Candle attribute) (TradeFlag attribute) (XYLiquidity attribute) close() (CachedHTTPTransport method) (Client method) (Web3Config method) close_all() (in module tradeexecutor.cli.close_all) (in module tradeexecutor.cli.commands.close_all) (PositionManager method) close_credit_supply_position() (PositionManager method) close_position() (Portfolio method) (PositionManager method) close_position_weight_epsilon (AlphaModel attribute) close_position_with_empty_trade() (in module tradeexecutor.state.repair) close_price (IndicatorSource attribute) close_protocol_last (TradeFlag attribute) close_short() (LeverageEstimate static method) (PositionManager method) close_short_position() (PositionManager method) close_spot_position() (PositionManager method) Closed position closed_at (TradingPosition attribute) closed_positions (Portfolio attribute) (Statistics attribute) closing (TradeExecution attribute) cmf() (in module pandas_ta.volume) cmo() (in module pandas_ta.momentum) CoingeckoClient (class in tradingstrategy.alternative_data.coingecko) CoingeckoEntry (class in tradingstrategy.alternative_data.coingecko) CoingeckoUniverse (class in tradingstrategy.alternative_data.coingecko) collateral (AssetType attribute) (Loan attribute) collateral_interest (Loan attribute) collect_post_execution_data() (StrategyRunner method) colour (Plot attribute) colour_timelime_row_simple() (TimelineStyler method) combination (GridSearchResult attribute) (OptimiserSearchResult attribute)

commit_hash (VersionInfo attribute) commit_message (VersionInfo attribute) compare_multiple_portfolios() (in module tradeexecutor.analysis.multi_asset_benchmark) compare_strategy_backtest_to_multiple_assets() (in module tradeexecutor.analysis.multi_asset_benchmark) completed_cycle (RunState attribute) Composability Compound Compound Annual Growth Rate (CAGR) compounding_realised_profitability (WebChartType attribute) compounding_unrealised_trading_profitability (StrategySummaryStatistics attribute) compounding_unrealised_trading_profitability_sampled (WebChartType attribute) comptroller (EnzymeSmartContracts attribute) condition (Trigger attribute) configure_http_request_logging() (in module tradeexecutor.webhook.http_log) confirm_approvals() (in module tradeexecutor.ethereum.execution) confirm_trades() (ApprovalModel method) (CLIApprovalModel method) (UncheckedApprovalModel method) connections (Web3Config attribute) console() (in module tradeexecutor.cli.commands.console) construct_event_timeline() (in module tradeexecutor.analysis.alpha_model_analyser) construct_identifier_from_pair() (in module tradeexecutor.cli.commands.perform_test_trade) construct_sign_and_send_raw_middleware() (in module tradeexecutor.monkeypatch.web3) construct_trade_from_uniswap_v2_events() (UniswapV2TradeFeed method) construct_universe() (DefaultTradingStrategyUniverseModel method) (StaticUniverseModel method) (TradingStrategyUniverseModel method) (UniverseModel method) contains_cross_over() (in module tradeexecutor.utils.crossover) contains_cross_under() (in module tradeexecutor.utils.crossover) Continuous trading contract_address (BlockchainTransaction attribute) convert_address_dict_to_lower() (RoutingModel static method) convert_and_validate_timestamp() (in module tradeexecutor.utils.timestamp) convert_and_validate_timestamp_as_float() (in module tradeexecutor.utils.timestamp) convert_and_validate_timestamp_as_int() (in module tradeexecutor.utils.timestamp) convert_raw_feed() (EnzymeAsset static method) convert_to_api_error_response() (in module tradeexecutor.webhook.error) convert_to_dataframe() (DEXPair class method) convert_to_float() (in module tradingstrategy.direct_feed.conversion) convert_to_pyarrow_table() (DEXPair class method) convert_to_raw_amount() (AssetIdentifier method) convert_web_candles_to_dataframe() (XYLiquidity class method) coppock() (in module pandas_ta.momentum) CoreStrategyParameters (class in tradeexecutor.strategy.parameters) correct_accounts() (in module tradeexecutor.cli.commands.correct_accounts) (in module tradeexecutor.strategy.account_correction) correct_open_position_balance() (Portfolio method) correction (BalanceUpdateCause attribute) cost_of_gas (TradeExecution attribute) cost_of_trade (PriceImpact attribute) crab (Regime attribute) crashed_at (RunState attribute) (StrategySummary attribute) create() (BacktestTrader method) (JSONFileStore method) (NoneStore method) (ParquetFileStore method) (StateStore method) (TradeFeedStore method) (UnitTestTrader method) create_1delta_adapter() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) create_aave_v3_adapter() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) create_alpha_model_timeline_all_assets() (in module tradeexecutor.analysis.alpha_model_analyser) create_approval_model() (in module tradeexecutor.cli.bootstrap) create_benchmark_equity_curves() (in module tradeexecutor.visual.benchmark) create_binance_universe() (in module tradeexecutor.utils.binance) create_client() (in module tradeexecutor.cli.bootstrap) create_columnar_work_buffer() (in module tradingstrategy.utils.schema) create_compatible_routing() (in module tradeexecutor.ethereum.routing_data) create_config() (EthereumBacktestPairConfigurator method) (EthereumPairConfigurator method) create_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) create_default() (DiskIndicatorStorage static method) create_default_routing_model() (EthereumExecution method) (ExecutionModel method) create_empty() (GroupedCandleUniverse static method) (GroupedLiquidityUniverse static method) create_empty_qstrader() (GroupedCandleUniverse static method) create_event_reader() (EnzymeVaultSyncModel method) create_exchange_universe() (in module tradeexecutor.ethereum.universe) create_execution_and_sync_model() (in module tradeexecutor.cli.bootstrap) create_execution_model() (in module tradeexecutor.cli.bootstrap) create_from_dataset() (TradingStrategyUniverse static method) (TradingStrategyUniverseModel static method) create_from_multiple_candle_dataframes() (PairGroupedUniverse class method) create_from_pyarrow_table() (LegacyPairUniverse class method) create_from_pyarrow_table_with_filters() (LegacyPairUniverse class method) create_from_row() (DEXPair class method) create_from_single_pair_dataframe() (PairGroupedUniverse class method) create_grid_combination() (in module tradeexecutor.backtest.optimiser) create_grid_search_failed_result() (in module tradeexecutor.backtest.grid_search) create_indicators (StrategyModuleInformation attribute) create_jupyter_client() (Client class method) create_label() (in module tradingstrategy.charting.candle_chart) create_limited_pair_universe() (PandasPairUniverse static method) (TradingStrategyUniverse static method) create_live_client() (Client class method) create_metadata() (in module tradeexecutor.cli.bootstrap) create_metric() (KeyMetric static method) create_multichain_universe_by_pair_descriptions() (TradingStrategyUniverse static method) create_multipair_universe() (TradingStrategyUniverse static method) create_na() (KeyMetric static method) create_pair_trading_fee_summary_table() (in module tradeexecutor.analysis.fee_analyser) create_pair_universe() (in module tradeexecutor.ethereum.universe) (PandasPairUniverse static method) create_pair_universe_from_code() (in module tradeexecutor.strategy.trading_strategy_universe) create_pair_weight_analysis_summary_table() (in module tradeexecutor.analysis.alpha_model_analyser) create_parquet_load_filter() (PandasPairUniverse method) create_pyarrow_schema_for_dataclass() (in module tradingstrategy.utils.schema) create_pyodide_client_async() (Client class method) create_pyramid_app() (in module tradeexecutor.webhook.app) create_requests_client() (CachedHTTPTransport method) create_routing_state() (AaveV3Routing method) (BacktestRoutingIgnoredModel method) (BacktestRoutingModel method) (EthereumRoutingModel method) (OneDeltaRouting method) (RoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) create_short_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) create_single_pair_universe() (PandasPairUniverse static method) (TradingStrategyUniverse method) create_state_store() (in module tradeexecutor.cli.bootstrap) create_summary_table() (in module tradeexecutor.utils.summarydataframe) create_sync_model() (in module tradeexecutor.cli.bootstrap) create_synthetic_single_pair_universe() (in module tradeexecutor.testing.synthetic_universe_data) create_test_client() (Client class method) create_timeline() (TradeAnalysis method) create_trade() (Portfolio method) (State method) create_trading_universe (StrategyModuleInformation attribute) create_trading_universe_for_tokens() (in module tradeexecutor.strategy.pandas_trader.token_mapper) create_transaction_builder() (BacktestSyncModel method) (DummySyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) create_uniswap_v2_adapter() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) create_uniswap_v2_compatible_routing() (in module tradeexecutor.ethereum.routing_data) create_uniswap_v3_adapter() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) create_uniswap_v3_compatible_routing() (in module tradeexecutor.ethereum.routing_data) create_watchdog_registry() (in module tradeexecutor.cli.watchdog) create_web3() (Web3Config static method) create_web3_config() (in module tradeexecutor.cli.bootstrap) create_webhook_server() (in module tradeexecutor.webhook.server) created_at (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (State attribute) (ValuationUpdate attribute) created_strategy_cycle_at (AssetWithTrackedValue attribute) CreateIndicatorsProtocolV1 (class in tradeexecutor.strategy.pandas_trader.indicator) CreateIndicatorsProtocolV2 (class in tradeexecutor.strategy.pandas_trader.indicator) CreateTradingUniverseProtocol (class in tradeexecutor.strategy.strategy_module) Credit market credit_supply (TradingPairKind attribute) Cross validation cross_above (TriggerCondition attribute) cross_below (TriggerCondition attribute) crypto_quote_token (CurrencyConversion attribute) Crystallisation CSV cti() (in module pandas_ta.momentum) Cumulative profit Cumulative return cumulative_returns (CurveType attribute) Curl CurrencyConversion (class in tradingstrategy.direct_feed.conversion) current_dependency_order (IndicatorDependencyResolver attribute) current_value (StrategySummaryStatistics attribute) CurveType (class in tradeexecutor.analysis.curve) Custodial cycle (CoreStrategyParameters attribute) (State attribute) (StrategyInput attribute) (TradeDelta attribute) Cycle duration cycle_10d (CycleDuration attribute) cycle_10h (CycleDuration attribute) cycle_12h (CycleDuration attribute) cycle_14d (CycleDuration attribute) cycle_15m (CycleDuration attribute) cycle_16h (CycleDuration attribute) cycle_1d (CycleDuration attribute) cycle_1h (CycleDuration attribute) cycle_1m (CycleDuration attribute) cycle_1s (CycleDuration attribute) cycle_2d (CycleDuration attribute) cycle_2h (CycleDuration attribute) cycle_30d (CycleDuration attribute) cycle_30m (CycleDuration attribute) cycle_3d (CycleDuration attribute) cycle_4d (CycleDuration attribute) cycle_4h (CycleDuration attribute) cycle_5m (CycleDuration attribute) cycle_6h (CycleDuration attribute) cycle_7d (CycleDuration attribute) cycle_8h (CycleDuration attribute) cycle_97h (CycleDuration attribute) cycle_duration (BacktestSetup attribute) (StrategyExecutionDescription attribute) (StrategySummaryStatistics attribute) cycle_offset (StrategyCycleTrigger attribute) cycle_unknown (CycleDuration attribute) CycleDuration (class in tradeexecutor.strategy.cycle) cycles (RunState attribute) cycles_completed_at (Uptime attribute)

D

d1 (CycleDuration attribute) (TimeBucket attribute) d30 (TimeBucket attribute) d360 (TimeBucket attribute) d7 (CycleDuration attribute) (TimeBucket attribute) dai (ReserveCurrency attribute) daily_returns (TradeSummary attribute) data (ChainId property) (CoingeckoUniverse attribute) (IndicatorResult attribute) (OtherData attribute) (WebChart attribute) data_preload (ExecutionMode attribute) data_research (ExecutionMode attribute) data_universe (TradingStrategyUniverse attribute) Dataclass DATAFRAME_FIELDS (Candle attribute) DataRangeMode (class in tradeexecutor.strategy.reverse_universe) Dataset (class in tradeexecutor.strategy.trading_strategy_universe) Dataset server decay() (in module pandas_ta.trend) Decentralised exchange Decentralised finance DecideTradesProtocol (class in tradeexecutor.strategy.strategy_module) DecideTradesProtocol2 (class in tradeexecutor.strategy.strategy_module) DecideTradesProtocol3 (class in tradeexecutor.strategy.strategy_module) DecideTradesProtocol4 (class in tradeexecutor.strategy.strategy_module) decimals (AssetIdentifier attribute) decision_cycle_duration (BacktestData attribute) decision_cycle_frequency (TradeAnalysis attribute) decision_making_time (RecordingTime attribute) decode_path() (in module tradeexecutor.ethereum.one_delta.analysis) decode_pickle_over_json() (in module tradeexecutor.state.pickle_over_json) decode_signed_bytes() (TransactionBuilder static method) decode_swap() (in module tradingstrategy.direct_feed.uniswap_v2) decode_sync() (in module tradingstrategy.direct_feed.uniswap_v2) decreasing() (in module pandas_ta.trend) deduplicate_pairs_by_volume() (in module tradingstrategy.utils.token_filter) default (TradeRouting attribute) default_chain_id (Web3Config attribute) default_router_address (Exchange attribute) DefaultTradingStrategyUniverseModel (class in tradeexecutor.strategy.trading_strategy_universe) DeFi definition (IndicatorKey attribute) delivered (PriceImpact attribute) delivered_to_main_thread_at (GridSearchResult attribute) Delta hedged Delta neutral

dema() (in module pandas_ta.overlap) Demeter dependency_order (IndicatorDefinition attribute) deploy_guard() (in module tradeexecutor.cli.commands.deploy_guard) Deployment (class in tradeexecutor.state.sync) deposit (BalanceUpdateCause attribute) derivative (EnzymeAssetType attribute) destructure() (GridCombination method) detached_overlay_name (Plot attribute) details (BlockchainTransaction attribute) determine_result_path() (OptimiserResult static method) Deterministic DEX dex_pair_obj_cache (PandasPairUniverse attribute) dex_type (DEXPair attribute) DEXPair (class in tradingstrategy.pair) diagnostics_data (BacktestResult attribute) (SizeRisk attribute) DirectFeedStore (class in tradingstrategy.direct_feed.store) Directional strategy disable_pandas_warnings() (in module tradingstrategy.direct_feed.warn) Discrete trading Discretionary investment management DiskIndicatorStorage (class in tradeexecutor.strategy.pandas_trader.indicator) display() (TradeSummary method) display_backtesting_results() (in module tradeexecutor.cli.result) display_positions() (in module tradeexecutor.analysis.position) display_reserve_position_events() (in module tradeexecutor.analysis.position) display_slippage() (in module tradeexecutor.analysis.slippage) display_with_styles() (in module tradingstrategy.utils.jupyter) distribute_interest_for_assets() (in module tradeexecutor.strategy.interest) distribute_to_entry() (in module tradeexecutor.strategy.interest) dm() (in module pandas_ta.momentum) Docker Dollar cost averaging (DCA) donchian() (in module pandas_ta.volatility) download_state() (in module tradeexecutor.utils.state_downloader) download_with_tqdm_progress_bar() (in module tradingstrategy.transport.progress_enabled_download) dpo() (in module pandas_ta.trend) draw_multi_pair_strategy_state() (in module tradeexecutor.visual.strategy_state) draw_single_pair_strategy_state() (in module tradeexecutor.visual.strategy_state) Drawdown drawdown() (in module pandas_ta.performance) dummy (AssetManagementMode attribute) DummyExecutionModel (class in tradeexecutor.strategy.dummy) DummySyncModel (class in tradeexecutor.strategy.sync_model) DummyWalletSyncer (class in tradeexecutor.testing.dummy_wallet) dump_parameters() (in module tradeexecutor.strategy.parameters) duration (InterestDistributionOperation property) dust_epsilon (AccountingBalanceCheck attribute)

E

earlier_indicators (IndicatorSource attribute) ebsw() (in module pandas_ta.cycles) effective_rate (AssetInterestData attribute) efi() (in module pandas_ta.volume) EMA ema() (in module pandas_ta.overlap) emit() (RingBufferHandler method) encode_pickle_over_json() (in module tradeexecutor.state.pickle_over_json) end (InterestDistributionOperation attribute) end_at (BacktestData attribute) (BacktestSetup attribute) (Dataset attribute) (TradeSummary attribute) (TradingStrategyUniverse property) (UniverseOptions attribute) end_block (Candle attribute) (TradeDelta attribute) (XYLiquidity attribute) end_ts (TradeDelta attribute) engine_version (ExecutionContext attribute) enough_data (StrategySummaryStatistics attribute) ensure_exact_zero() (in module tradeexecutor.utils.accuracy) ensure_multiple_tokens_approved() (AaveV3RoutingState method) (OneDeltaRoutingState method) ensure_token_approved() (EthereumRoutingState method) ensure_vtoken_delegation_approved() (OneDeltaRoutingState method) entries (InterestDistributionOperation attribute) entropy() (in module pandas_ta.statistics) Environment file EnvVarDescription (class in tradeexecutor.cli.env) enzyme (AssetManagementMode attribute) Enzyme protocol enzyme_asset_list() (in module tradeexecutor.cli.commands.enzyme_asset_list) enzyme_deploy_vault() (in module tradeexecutor.cli.commands.enzyme_deploy_vault) enzyme_vault (BlockchainTransactionType attribute) EnzymeAsset (class in tradeexecutor.ethereum.enzyme.asset) EnzymeAssetType (class in tradeexecutor.ethereum.enzyme.asset) EnzymeSmartContracts (class in tradeexecutor.state.metadata) EnzymeTransactionBuilder (class in tradeexecutor.ethereum.enzyme.tx) EnzymeVaultSyncModel (class in tradeexecutor.ethereum.enzyme.vault) eom() (in module pandas_ta.volume) equity (CurveType attribute) Equity curve equity_curve (GridSearchResult attribute) er() (in module pandas_ta.momentum) ERC-20 eri() (in module pandas_ta.momentum) Erigon error_message (StrategySummary attribute) error_tween_factory() (in module tradeexecutor.webhook.error) estimate_asset_quantity() (PositionManager method) estimate_interest() (in module tradeexecutor.strategy.interest) estimate_xyk_price_impact() (in module tradingstrategy.priceimpact) Ethena Ether ethereum (ChainId attribute) ethereum_classic (ChainId attribute) ethereum_tester (ChainId attribute) EthereumAddress (class in tradeexecutor.utils.dataclass) EthereumBacktestPairConfigurator (class in tradeexecutor.backtest.backtest_generic_router) EthereumExecution (class in tradeexecutor.ethereum.execution) EthereumHotWalletReserveSyncer() (in module tradeexecutor.ethereum.hot_wallet_sync_model) EthereumPairConfigurator (class in tradeexecutor.ethereum.ethereum_protocol_adapters) EthereumPoolRevaluator (class in tradeexecutor.ethereum.eth_valuation) EthereumPricingModel (class in tradeexecutor.ethereum.eth_pricing_model) EthereumRoutingModel (class in tradeexecutor.ethereum.routing_model) EthereumRoutingState (class in tradeexecutor.ethereum.routing_state) EthereumTrader (class in tradeexecutor.ethereum.ethereumtrader) EVM EVM-compatible examine_anomalies() (in module tradingstrategy.utils.wrangle) examine_price_between_time_anomalies() (in module tradingstrategy.utils.wrangle) exception (GridSearchResult attribute) (RunState attribute) exception_response() (in module tradeexecutor.webhook.error) exception_view() (in module tradeexecutor.webhook.error) ExceptionData (class in tradeexecutor.strategy.run_state) Excess returns

Exchange (class in tradingstrategy.exchange) exchange_address (DEXPair attribute) (TradingPairIdentifier attribute) exchange_id (DEXPair attribute) (Exchange attribute) (TopPairData attribute) exchange_name (DEXPair attribute) (TradeExecution attribute) (TradingPairIdentifier attribute) exchange_rate (Candle attribute) (Trade attribute) (XYLiquidity attribute) exchange_slug (DEXPair attribute) (Exchange attribute) (TopPairData attribute) exchange_type (Exchange attribute) exchanges (Dataset attribute) (ExchangeUniverse attribute) ExchangeType (class in tradeexecutor.state.identifier) (class in tradingstrategy.exchange) ExchangeUniverse (class in tradingstrategy.exchange) exclude_reason (TopPairData attribute) excluded (TopPairsReply attribute) execute_trades() (BacktestExecution method) (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) execute_trades_internal() (EthereumRoutingModel method) execute_trades_simple() (EthereumTrader method) (OneDeltaTestTrader method) (UniswapV2TestTrader method) (UniswapV3TestTrader method) executed_at (TradeExecution attribute) executed_collateral_allocation (TradeExecution attribute) executed_collateral_consumption (TradeExecution attribute) executed_loan_update (TradeExecution attribute) executed_price (TradeExecution attribute) executed_quantity (TradeExecution attribute) executed_reserve (TradeExecution attribute) execution_context (StrategyInput attribute) ExecutionContext (class in tradeexecutor.strategy.execution_context) ExecutionLoop (class in tradeexecutor.cli.loop) ExecutionMode (class in tradeexecutor.strategy.execution_context) ExecutionModel (class in tradeexecutor.strategy.execution_model) ExecutionTestHook (class in tradeexecutor.cli.loop) executor_id (RunState attribute) executor_running (Metadata attribute) (RunState attribute) (StrategySummary attribute) expand_entries_and_exits() (in module tradeexecutor.analysis.single_pair) expand_timeline() (in module tradeexecutor.analysis.trade_analyser) expand_timeline_raw() (in module tradeexecutor.analysis.trade_analyser) expire_remaining_triggers() (in module tradeexecutor.strategy.stop_loss) expired (TradeStatus attribute) expired_at (TradeExecution attribute) (Trigger attribute) expired_positions (Portfolio attribute) expired_trades (TradingPosition attribute) expired_triggers (TradeExecution attribute) expires_at (Trigger attribute) explain_open_position_failure() (in module tradeexecutor.strategy.pandas_trader.position_manager) explain_portfolio_contents() (in module tradeexecutor.strategy.pandas_trader.position_manager) export() (ExportedRecord static method) (in module tradeexecutor.cli.commands.export) (RingBufferHandler method) export_backtest_report() (in module tradeexecutor.backtest.tearsheet) export_plot_as_dataframe() (in module tradeexecutor.visual.technical_indicator) export_time_series() (in module tradeexecutor.visual.web_chart) export_trade_for_dataframe() (in module tradeexecutor.visual.utils) export_trades_as_dataframe() (in module tradeexecutor.visual.utils) ExportedRecord (class in tradeexecutor.utils.ring_buffer_logging_handler) Exposure external_per_pair (IndicatorSource attribute) extra_returns_on_lending_pool_interest (KeyMetricKind attribute) extract_compounding_unrealised_trading_profitability_portfolio_statistics() (in module tradeexecutor.visual.equity_curve) extract_long_short_stats_from_state() (ExecutionLoop method) extract_module_members() (in module tradeexecutor.utils.python_module_loader)

F

Face value Factor investing factory_router_map (RoutingData attribute) failed (TradeStatus attribute) failed_at (TradeExecution attribute) Fair value Fastquant fee (DEXPair attribute) (TopPairData attribute) (TradingPairIdentifier attribute) Fee model fee_tier (DEXPair property) (LeverageEstimate attribute) (TradeExecution attribute) fees (Metadata attribute) (StrategySummary attribute) fetch_address_balances() (in module tradeexecutor.ethereum.onchain_balance) fetch_all_candles() (Client method) fetch_all_lending_symbols() (BinanceDownloader method) fetch_all_liquidity_samples() (Client method) fetch_all_spot_symbols() (BinanceDownloader method) fetch_approx_asset_trading_start_date() (BinanceDownloader method) fetch_assets() (BinanceDownloader method) fetch_availability() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_binance_dataset() (in module tradeexecutor.utils.binance) fetch_candle_dataset() (BaseTransport method) (Client method) fetch_candles_all_time() (CachedHTTPTransport method) fetch_candles_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_candlestick_data() (BinanceDownloader method) fetch_candlestick_data_single_pair() (BinanceDownloader method) fetch_chain_status() (CachedHTTPTransport method) (Client method) fetch_clmm_liquidity_provision_candles_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_coin_data() (CoingeckoClient method) fetch_coin_markets() (CoingeckoClient method) fetch_coins_list() (CoingeckoClient method) fetch_exchange_universe() (Client method) fetch_gas_price_suggestion() (TransactionBuilder method) fetch_lending_candles_by_reserve_id() (CachedHTTPTransport method) (Client method) fetch_lending_candles_for_universe() (Client method) fetch_lending_data() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_lending_rates() (BinanceDownloader method) fetch_lending_rates_single_pair() (BinanceDownloader method) fetch_lending_reserve_universe() (Client method) fetch_lending_reserves_all_time() (Client method) fetch_live_candles() (BaseTransport method) fetch_nonce_and_tx_hash() (SimulatedWallet method) fetch_onchain_balances() (BacktestSyncModel method) (DummySyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) fetch_pair_universe() (BaseTransport method) (Client method) fetch_price_data() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) fetch_quote_token_tvl_with_exchange_rate() (in module tradeexecutor.ethereum.tvl) fetch_quote_token_tvls() (in module tradeexecutor.ethereum.tvl) fetch_token_as_asset() (in module tradeexecutor.ethereum.token) fetch_top_coins() (in module tradingstrategy.alternative_data.coingecko) fetch_top_pairs() (CachedHTTPTransport method) (Client method) fetch_trades() (SyntheticTradeFeed method) (TradeFeed method) (UniswapV2TradeFeed method) fetch_trading_data_availability() (CachedHTTPTransport method) (Client method) fetch_tvl_by_pair_ids() (CachedHTTPTransport method) (Client method) fetch_vault_reserve_asset() (EnzymeVaultSyncModel method) fill_future_gap() (in module tradingstrategy.utils.forward_fill) fill_future_gap_multi_pair() (in module tradingstrategy.utils.forward_fill) filter_bad_wicks() (in module tradingstrategy.utils.wrangle) filter_buys() (Trade static method) filter_for_base_tokens() (in module tradingstrategy.utils.token_filter) filter_for_blacklisted_tokens() (in module tradingstrategy.utils.token_filter) filter_for_chain() (in module tradingstrategy.utils.token_filter) filter_for_derivatives() (in module tradingstrategy.utils.token_filter) filter_for_exchange() (in module tradingstrategy.utils.token_filter) filter_for_exchange_ids() (in module tradingstrategy.utils.token_filter) filter_for_exchanges() (in module tradingstrategy.utils.token_filter) filter_for_nonascii_tokens() (in module tradingstrategy.utils.token_filter) filter_for_pairs() (in module tradingstrategy.utils.groupeduniverse)

filter_for_quote_tokens() (in module tradingstrategy.utils.token_filter) filter_for_rebases() (in module tradingstrategy.utils.token_filter) filter_for_single_pair() (in module tradingstrategy.utils.groupeduniverse) filter_for_stablecoins() (in module tradingstrategy.utils.token_filter) filter_for_trading_fee() (in module tradingstrategy.utils.token_filter) filter_pairs_default() (in module tradingstrategy.utils.token_filter) filter_sells() (Trade static method) filtered (OptimiserSearchResult attribute) filtered_sorted_positions (TradeAnalysis attribute) FinalPositionStatistics (class in tradeexecutor.state.statistics) find_best_grid_search_results() (in module tradeexecutor.analysis.grid_search) find_best_pairs_for_tokens() (in module tradeexecutor.strategy.pandas_trader.token_mapper) find_first_included_block_in_candle() (TradeFeed method) find_position_for_trade() (Portfolio method) find_trades_to_be_repaired() (in module tradeexecutor.state.repair) find_usd_rate() (in module tradeexecutor.ethereum.tvl) FinRL first_swap_at (DEXPair attribute) first_swap_at_block_number (DEXPair attribute) first_trade_at (Exchange attribute) (StrategySummaryStatistics attribute) fisher() (in module pandas_ta.momentum) fix_bad_wicks() (in module tradingstrategy.utils.wrangle) fix_dex_price_data() (in module tradingstrategy.utils.wrangle) fix_prices_in_between_time_frames() (in module tradingstrategy.utils.wrangle) fix_sell_token_amount() (in module tradeexecutor.backtest.backtest_execution) FixedPricing (class in tradeexecutor.strategy.pricing_model) FixedSizeRiskModel (class in tradeexecutor.strategy.fixed_size_risk) flag_blacklisted_manually (DEXPair attribute) flag_inactive (DEXPair attribute) flag_unknown_exchange (DEXPair attribute) flag_unsupported_quote_token (DEXPair attribute) flags (TradeExecution attribute) flatten_dataframe_datetime_index() (in module tradingstrategy.utils.df_index) flexible_trigger (TradeType attribute) floor() (TimeBucket method) floor_pandas_month() (in module tradingstrategy.utils.time) floor_pandas_week() (in module tradingstrategy.utils.time) forbidden_view() (in module tradeexecutor.webhook.app) force_visualisation (ExecutionContext attribute) Fork Format (class in tradeexecutor.utils.summarydataframe) format_duration_days_hours_mins() (in module tradingstrategy.utils.format) format_fees_dollars() (in module tradeexecutor.strategy.trade_pricing) format_fees_percentage() (in module tradeexecutor.strategy.trade_pricing) format_links_for_html_output() (in module tradingstrategy.utils.jupyter) format_multipair_summary() (in module tradeexecutor.analysis.multipair) format_percent() (in module tradingstrategy.utils.format) format_percent_2_decimals() (in module tradingstrategy.utils.format) format_position() (in module tradeexecutor.strategy.output) format_price() (in module tradingstrategy.utils.format) format_signals() (in module tradeexecutor.strategy.alpha_model) format_summary_dataframe() (TradeSummary static method) format_trade() (in module tradeexecutor.strategy.output) format_value() (in module tradeexecutor.utils.summarydataframe) (in module tradingstrategy.utils.format) format_values() (in module tradeexecutor.utils.summarydataframe) Forward fill forward_fill() (in module tradingstrategy.utils.forward_fill) (PairGroupedUniverse method) freeze_position_on_failed_trade() (in module tradeexecutor.state.freeze) freq (Timeframe attribute) from_address (BlockchainTransaction attribute) from_class() (StrategyParameters static method) from_collection() (ExchangeUniverse static method) from_dict() (StrategyParameters static method) from_indicator_keys() (IndicatorSet static method) from_pandas_timedelta() (TimeBucket static method) from_series() (DEXPair class method) from_strategy_parameters_class() (UniverseOptions static method) from_timebucket() (CycleDuration static method) frozen_at (TradingPosition attribute) frozen_positions (Portfolio attribute) (RepairResult attribute) (RunState attribute) (StrategySummary attribute) full (AdvancedMetricsMode attribute) func (IndicatorDefinition attribute) func_check() (in module tradeexecutor.analysis.trade_analyser) function_selector (BlockchainTransaction attribute) fund_flow_queue (BacktestSyncModel attribute) fund_value_calculator (EnzymeSmartContracts attribute) Fundamental analysis FundFlowEvent (class in tradeexecutor.backtest.backtest_sync) Futures fwma() (in module pandas_ta.overlap)

G

Gamma hedged ganache (ChainId attribute) Gas fee gas_price_method (Web3Config attribute) gas_relay_paymaster_factory (EnzymeSmartContracts attribute) gas_relay_paymaster_lib (EnzymeSmartContracts attribute) generate_address_columns() (in module tradingstrategy.pair) generate_buy_and_hold_returns() (in module tradeexecutor.visual.equity_curve) generate_combinations() (IndicatorSet method) generate_exchange() (in module tradeexecutor.testing.synthetic_exchange_data) generate_exchange_for_binance() (in module tradingstrategy.binance.utils) generate_exchange_universe_for_binance() (in module tradingstrategy.binance.utils) generate_fixed_price_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_future_filler_data() (in module tradingstrategy.utils.forward_fill) generate_lending_reserve() (in module tradeexecutor.testing.synthetic_lending_data) generate_lending_reserve_for_binance() (in module tradingstrategy.binance.utils) generate_lending_universe() (in module tradeexecutor.testing.synthetic_lending_data) generate_monthly_timestamps() (in module tradingstrategy.utils.time) generate_multi_pair_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_ohlcv_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_pair() (in module tradeexecutor.testing.synthetic_pair_data) generate_pair_for_binance() (in module tradingstrategy.binance.utils) generate_pairs_for_binance() (in module tradingstrategy.binance.utils) generate_random_ethereum_address() (in module tradeexecutor.testing.synthetic_ethereum_data) generate_rebalance_trades_and_triggers() (AlphaModel method) generate_simple_routing_model() (in module tradeexecutor.testing.synthetic_exchange_data) generate_synthetic_sample() (Candle static method) generate_tvl_candles() (in module tradeexecutor.testing.synthetic_price_data) generate_whitelist() (in module tradeexecutor.cli.guard) generic_adapter (EnzymeSmartContracts attribute) GenericPosition (class in tradeexecutor.state.generic_position) get_acceptable_size_for_position() (BaseTVLSizeRiskModel method) (FixedSizeRiskModel method) (SizeRiskModel method) get_accrued_interest() (TradingPosition method) get_accrued_interest_with_repayments() (TradingPosition method) get_action_verb() (TradeExecution method) get_active_pairs() (LegacyPairUniverse method) get_actual_function_input_args() (BlockchainTransaction method) get_address_link() (ChainId method) get_all_balances() (SimulatedWallet method) get_all_categories() (CoingeckoUniverse method) get_all_indicators() (GridCombination static method) get_all_loan_nav() (Portfolio method) get_all_pair_ids() (PandasPairUniverse method) get_all_pairs() (PairGroupedUniverse method) get_all_pairs_on_exchange() (LegacyPairUniverse method) get_all_parameters_label() (GridCombination method) get_all_positions() (in module tradeexecutor.visual.utils) (Portfolio method) (TradeAnalysis method) get_all_prices() (PortfolioConstructionModel method) get_all_samples_by_range() (PairGroupedUniverse method) get_all_samples_by_timestamp() (PairGroupedUniverse method) get_all_slugs() (ExchangeUniverse method) get_all_text() (in module tradeexecutor.visual.utils) get_all_tokens() (PandasPairUniverse method) get_all_traded_pairs() (Portfolio method) get_all_trades() (Portfolio method) get_all_uniswap_v3_compatible_routing_types() (in module tradeexecutor.ethereum.routing_data) get_annualised_credit_interest() (TradingPosition method) get_asset_amounts() (in module tradeexecutor.strategy.asset) get_available_env_vars() (in module tradeexecutor.cli.env) get_available_trading_quantity() (TradingPosition method) get_average_buy() (TradingPosition method) get_average_price() (TradingPosition method) get_average_sell() (TradingPosition method) get_avg_profit_pct_check() (in module tradeexecutor.analysis.trade_analyser) get_avg_trade_duration() (in module tradeexecutor.analysis.trade_analyser) get_backtest_routing_model() (in module tradeexecutor.ethereum.routing_data) get_balance() (SimulatedWallet method) get_balance_address() (BacktestExecution method) (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) get_balance_update_events() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_base_quote() (in module tradeexecutor.ethereum.routing_state) get_base_quote_contracts() (in module tradeexecutor.ethereum.ethereumtrader) get_base_quote_intermediary() (in module tradeexecutor.ethereum.routing_state) get_base_token() (DEXPair method) get_base_token_balance_update_quantity() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_benchmark_data() (in module tradeexecutor.analysis.multi_asset_benchmark) get_binance_interval() (in module tradingstrategy.binance.downloader) get_block_number_of_last_trade() (TradeFeed method) get_block_timestamp() (in module tradeexecutor.utils.blockchain) get_borrow_interest() (Loan method) get_borrow_value() (Loan method) get_borrowed() (TradingPosition method) get_borrowed_principal_and_interest_quantity() (Loan method) get_borrowed_quantity() (Loan method) get_buy_price() (BacktestPricing method) (BacktestTrader method) (EthereumPricingModel method) (FixedPricing method) (OneDeltaLivePricing method) (PricingModel method) (UniswapV2LivePricing method) (UniswapV3LivePricing method) get_buy_quantity() (TradingPosition method) get_buy_tax() (TopPairData method) get_buy_value() (TradingPosition method) get_by_address() (CoingeckoUniverse method) get_by_chain_and_factory() (ExchangeUniverse method) get_by_chain_and_name() (ExchangeUniverse method) get_by_chain_and_slug() (ExchangeUniverse method) get_by_coingecko_id() (CoingeckoUniverse method) get_by_slug() (ChainId static method) get_by_symbols() (PandasPairUniverse method) get_by_symbols_safe() (PandasPairUniverse method) get_cache_key() (TradingStrategyUniverse method) get_cached_count() (OptimiserResult method) get_cached_item() (CachedHTTPTransport method) get_cached_item_with_status() (CachedHTTPTransport method) get_candle_count() (GroupedCandleUniverse method) get_candles_by_pair() (GroupedCandleUniverse method) get_capital_tied_at_open() (TradeAnalysis static method) get_capital_tied_at_open_pct() (TradingPosition method) get_cash() (Portfolio method) get_chain_ids() (Dataset method) get_claimed_interest() (TradeExecution method) (TradingPosition method) get_closed_positions_for_pair() (Portfolio method) (PositionManager method) get_closed_profit_usd() (Portfolio method) get_closest_liquidity() (GroupedLiquidityUniverse method) get_closest_price() (GroupedCandleUniverse method) get_closing_price() (TradingPosition method) get_collateral() (TradingPosition method) get_collateral_factor() (TradingPairIdentifier method) get_collateral_interest() (Loan method) get_collateral_quantity() (Loan method) get_collateral_value() (Loan method) get_columns() (PairGroupedUniverse method) get_combination_count() (OptimiserResult method) get_compressed_state_file_path() (GridCombination method) get_computable_value() (GridParameter method) get_connection() (Web3Config method) get_cost_of_gas_usd() (TradeExecution method) get_count() (IndicatorSet method) (PandasPairUniverse method) get_credit_supply_pair() (TradingStrategyUniverse method) get_credit_supply_reserve_change() (TradeExecution method) get_current_cash() (Portfolio method) (PositionManager method) get_current_credit_positions() (Portfolio method) get_current_credit_supply_position() (PositionManager method) get_current_interest_positions() (Portfolio method) get_current_long_position() (PositionManager method) get_current_portfolio() (PositionManager method) get_current_position() (PositionManager method) get_current_position_for_pair() (PositionManager method) get_current_price() (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution) (in module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_execution) (TradingPosition method) get_current_short_position() (PositionManager method) get_data_parquet() (BinanceDownloader method) get_debug_dump() (TradeExecution method) (TradingPosition method) get_debug_print() (AlphaModel method) get_decision_lag() (TradeExecution method) get_default() (Web3Config method) get_default_chain_id() (StrategyModuleInformation method) get_default_chart_display_window() (Timeframe method) get_default_pair() (StrategyInput method) get_default_quote_token_address() (MockClient method) get_default_reserve_asset() (Portfolio method) get_default_reserve_position() (Portfolio method) get_default_strategies_path() (in module tradeexecutor.utils.default_strategies) get_default_trading_fee() (BacktestRoutingModel method) (RoutingModel method) (UniswapV2Routing method) get_discord_logging_handler() (in module tradeexecutor.cli.discord) get_duration() (TradingPosition method) get_dust_epsilon_for_asset() (in module tradeexecutor.strategy.dust) get_dust_epsilon_for_pair() (in module tradeexecutor.strategy.dust) get_effective_yearly_yield() (BalanceUpdate method) get_entries() (Plot method) get_entries_by_category() (CoingeckoUniverse method) get_enzyme_deployment() (in module tradeexecutor.cli.guard) get_equity() (TradingPosition method) get_equity_for_pair() (Portfolio method) get_equity_for_position() (TradeExecution method) get_equity_for_reserve() (TradeExecution method) get_equity_series() (Statistics method) get_erc_20_balance_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_exchange_for_pair() (PandasPairUniverse method) get_exchange_rate() (TradeFeed method) get_exchange_slug() (TopPairData method) get_exchange_type() (in module tradeexecutor.ethereum.ethereum_protocol_adapters) get_executed_positions() (Portfolio method) get_executed_value() (TradeExecution method) get_execution_lag() (TradeExecution method) get_execution_sort_position() (TradeExecution method) get_existing_open_position_by_trading_pair() (Portfolio method) get_existing_portfolio_weights() (in module tradeexecutor.strategy.pandas_trader.rebalance) get_expected_borrow_quantity_change() (TradeExecution method) get_expected_collateral_quantity_change() (TradeExecution method) get_explorer() (ChainId method) get_failed_count() (OptimiserResult method) get_failed_trades() (TradingPosition method) get_failed_transaction() (TradeExecution method) get_fee_percentage() (TradePricing method) get_feed_for_pair() (in module tradingstrategy.direct_feed.ohlcv_aggregate) get_fees_paid() (TradeExecution method) get_filtered_count() (OptimiserResult method) get_first_and_last_executed_trade() (Portfolio method) get_first_entry() (Plot method) get_first_opened_at() (TradeAnalysis method) get_first_trade() (TradingPosition method) get_flip_label() (TradingPairSignal method) get_formatted_strategy_duration() (State method) get_freeze_reason() (TradingPosition method) get_friendly_name() (DEXPair method) get_frozen_position_equity() (Portfolio method) get_full_result_path() (GridCombination method) get_function_body_hash() (IndicatorDefinition method) get_gas_limit() (BlockchainTransaction method) get_gas_wallet_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_gas_wallet_balance() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_grid_search_result_path() (in module tradeexecutor.backtest.grid_search) get_health_factor() (Loan method) get_held_assets() (GenericPosition method) (in module tradeexecutor.ethereum.execution) (ReservePosition method) (TradingPosition method) get_homepage() (ChainId method) get_hot_wallet() (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) get_human_description() (TradeExecution method) (TradingPairIdentifier method) get_human_readable_name() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_human_summary() (TradingPosition method) get_identifier() (AssetIdentifier method) (TradingPairIdentifier method) (TradingPosition method) get_inactive_pairs() (LegacyPairUniverse method) get_indicator() (IndicatorSet method) get_indicator_data() (IndicatorDependencyResolver method) get_indicator_data_pairs_combined() (IndicatorDependencyResolver method) (StrategyInputIndicators method) get_indicator_dataframe() (StrategyInputIndicators method) get_indicator_path() (DiskIndicatorStorage method) get_indicator_series() (StrategyInputIndicators method) get_indicator_value() (StrategyInputIndicators method) get_indices_of_uneven_intervals() (in module tradingstrategy.binance.downloader) get_initial_cash() (Portfolio method) get_initial_deposit() (Portfolio method) get_input_asset() (TradeExecution method) get_internal_slippage_tolerance() (EnzymeTransactionBuilder method) (TransactionBuilder method) get_label() (GridCombination method) (GridSearchResult method) get_last_block_number() (CandleFeed method) get_last_closed_at() (TradeAnalysis method) get_last_closed_position() (PositionManager method) get_last_entries_by_pair_and_timestamp() (PairGroupedUniverse method) get_last_entry() (Plot method) get_last_ping() (in module tradeexecutor.cli.watchdog) get_last_trade() (TradingPosition method) get_last_tx_hash() (TradingPosition method) get_last_updated_at() (TradingPosition method) get_last_value() (Plot method) get_latest_block_timestamp() (in module tradeexecutor.utils.blockchain) get_latest_price() (TradeFeed method) get_latest_stored_cycle() (OtherData method) get_latest_supply_apr() (TradingStrategyUniverse method) get_latest_trades() (TradeFeed method) get_lending_protocol() (TradingPairIdentifier method) get_leverage() (Loan method) get_leverage_positions() (Portfolio method) get_linearly_sampled_items() (in module tradeexecutor.utils.list) get_link() (DEXPair method) get_liquidation_threshold() (TradingPairIdentifier method) get_liquidity_fast() (ResampledLiquidityUniverse method) get_liquidity_samples_by_pair() (GroupedLiquidityUniverse method) get_liquidity_today() (in module tradingstrategy.utils.liquidity_filter) get_liquidity_with_tolerance() (GroupedLiquidityUniverse method) get_live_position_equity() (Portfolio method) get_live_trading_history_period() (StrategyModuleInformation method) get_loan_based_nav() (TradingPosition method) get_loan_net_asset_value() (Portfolio method) get_loan_to_value() (Loan method) get_long_positions() (TradeAnalysis method) get_loss_risk_at_open() (TradingPosition method) get_loss_risk_at_open_pct() (TradingPosition method) get_max_drawdown() (GridSearchResult method) get_max_leverage_at_open() (TradingPairIdentifier method) get_max_size() (TradingPosition method) get_metric() (GridSearchResult method) get_metrics_persistent_size() (OptimiserSearchResult method) get_metrics_pickle_path() (GridCombination method) get_mid_price() (BacktestPricing method) (EthereumPricingModel method) (FixedPricing method) (PricingModel method)

get_mock_erc20_contract() (in module tradeexecutor.ethereum.ethereumtrader) get_naive_rolling_pnl_pct() (Statistics method) get_name() (ChainId method) (TradingPosition method) get_net_asset_value() (Loan method) (Portfolio method) get_net_interest() (Loan method) get_net_quantity() (TradingPosition method) get_notebook_name() (in module tradeexecutor.utils.jupyter_notebook_name) get_notebook_output_mode() (in module tradingstrategy.utils.jupyter) get_num_detached_and_names() (in module tradeexecutor.visual.utils) get_object_full_name() (in module tradeexecutor.utils.fullname) get_ohlcv() (StrategyInputIndicators method) get_onchain_assets() (in module tradeexecutor.strategy.asset) get_one_delta() (in module tradeexecutor.ethereum.one_delta.one_delta_routing) get_one_pair_from_pandas_universe() (PandasPairUniverse method) get_open_and_frozen_positions() (Portfolio method) get_open_loans() (Portfolio method) get_open_position_for_asset() (Portfolio method) get_open_position_for_pair() (Portfolio method) get_open_positions() (Portfolio method) (TradeAnalysis method) get_open_quantities_by_internal_id() (Portfolio method) get_open_quantities_by_position_id() (Portfolio method) get_opening_price() (TradingPosition method) get_optimised_dimensions() (in module tradeexecutor.backtest.optimiser) get_original_planned_price() (TradingPosition method) get_original_value() (OptimiserSearchResult method) get_orignal_stop_loss() (TradingPosition method) get_output_asset() (TradeExecution method) get_pair() (PandasPairUniverse method) get_pair_base_quote_names() (in module tradeexecutor.visual.utils) get_pair_by_address() (TradingStrategyUniverse method) get_pair_by_human_description() (PandasPairUniverse method) (TradingStrategyUniverse method) get_pair_by_id() (LegacyPairUniverse method) (PandasPairUniverse method) (TradingStrategyUniverse method) get_pair_by_smart_contract() (PandasPairUniverse method) get_pair_by_ticker() (LegacyPairUniverse method) get_pair_by_ticker_by_exchange() (LegacyPairUniverse method) get_pair_cap() (BaseTVLSizeRiskModel method) get_pair_count() (PairGroupedUniverse method) get_pair_fee() (BacktestPricing method) (EthereumPricingModel method) (FixedPricing method) (PositionManager method) (PricingModel method) get_pair_fee_multiplier() (UniswapV3LivePricing method) get_pair_for_id() (BacktestPricing method) (EthereumPricingModel method) get_pair_ids() (PairGroupedUniverse method) get_pair_ids_by_exchange() (PandasPairUniverse method) get_pair_name_from_first_trade() (in module tradeexecutor.visual.utils) get_pancake_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_parameter() (GridCombination method) (GridSearchResult method) get_parquet_path() (BinanceDownloader method) get_pending_position_for_pair() (Portfolio method) get_pending_quantity() (TradingPosition method) get_persistent_string_id() (TopPairData method) get_planned_gas_price() (BlockchainTransaction method) get_planned_max_gas_price() (TradeExecution method) get_planned_value() (TradeExecution method) get_plot_from_series() (in module tradeexecutor.visual.benchmark) get_portfolio_statistics_dataframe() (Statistics method) get_position_by_id() (Portfolio method) get_position_by_trading_pair() (Portfolio method) get_position_equity_and_loan_nav() (Portfolio method) get_position_hover_text() (in module tradeexecutor.visual.single_pair) get_position_manager() (StrategyInput method) get_position_quantity() (TradeExecution method) get_position_statistics_as_dataframe() (Statistics method) get_positions_closed_at() (Portfolio method) get_prepared_raw_transaction() (BlockchainTransaction method) get_price() (StrategyInputIndicators method) get_price_at_open() (TradingPosition method) get_price_impact() (TradePricing method) get_price_series() (StrategyInputIndicators method) get_price_with_tolerance() (GroupedCandleUniverse method) get_pricing_asset() (AssetIdentifier method) get_pricing_pair() (TradingPairIdentifier method) get_principal_and_interest_quantity() (Interest method) get_prior_timestamp() (in module tradingstrategy.utils.time) (PairGroupedUniverse method) get_profit_timeline_timestamp() (TradingPosition method) get_quantity() (GenericPosition method) (ReservePosition method) (TradingPosition method) get_quantity_at_open() (TradingPosition method) get_quantity_old() (TradingPosition method) get_quantity_unit_name() (TradingPosition method) get_quickswap_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_quote_token() (DEXPair method) get_quote_token_tvl() (PricingModel method) get_range_description() (UniverseOptions method) get_raw_planned_collateral_allocation() (TradeExecution method) get_raw_planned_quantity() (TradeExecution method) get_raw_planned_reserve() (TradeExecution method) get_realised_profit_in_leveraged_positions() (Portfolio method) get_realised_profit_percent() (TradingPosition method) get_realised_profit_usd() (TradingPosition method) get_recent_price_series() (StrategyInputIndicators method) get_redeemed() (TradingPosition method) get_regime_signal_regions() (in module tradeexecutor.analysis.regime) get_related_position() (EnzymeVaultSyncModel method) get_relative_epsilon_for_asset() (in module tradeexecutor.strategy.dust) get_relative_epsilon_for_pair() (in module tradeexecutor.strategy.dust) get_relative_result_path() (GridCombination method) get_relevant_assets() (in module tradeexecutor.strategy.asset) get_remaining_interest() (Interest method) get_repaid_interest() (TradeExecution method) (TradingPosition method) get_resample_frequency() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) get_reserve_asset() (RoutingModel method) (StrategyExecutionUniverse method) get_reserve_assets() (Portfolio method) get_reserve_currency_exchange_rate() (TradeExecution method) get_reserve_position() (Portfolio method) get_reserve_quantity() (TradeExecution method) get_results_as_grid_search_results() (OptimiserResult method) get_revert_reason() (TradeExecution method) get_ring_buffer_handler() (in module tradeexecutor.cli.log) get_routing_model() (in module tradeexecutor.ethereum.routing_data) get_routing_state_details() (BacktestExecution method) (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) get_safe_latest_block() (BacktestExecution method) (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) get_safe_max_workers_count() (in module tradeexecutor.utils.cpu) get_sample_count() (PairGroupedUniverse method) get_samples_by_pair() (PairGroupedUniverse method) (ResampledLiquidityUniverse method) get_sell_price() (BacktestPricing method) (BacktestTrader method) (EthereumPricingModel method) (FixedPricing method) (OneDeltaLivePricing method) (PricingModel method) (UniswapV2LivePricing method) (UniswapV3LivePricing method) get_sell_quantity() (TradingPosition method) get_sell_tax() (TopPairData method) get_sell_value() (TradingPosition method) get_series() (Visualisation method) get_sharpe() (GridSearchResult method) get_short_label() (TradeExecution method) get_short_positions() (TradeAnalysis method) get_shorting_pair() (TradingStrategyUniverse method) get_sign() (TradeExecution method) get_signal_by_pair() (AlphaModel method) get_signal_by_pair_id() (AlphaModel method) get_signals_sorted_by_weight() (AlphaModel method) get_single() (ExchangeUniverse method) (PandasPairUniverse method) get_single_chain() (TradingStrategyUniverse method) get_single_pair() (Portfolio method) (TradingStrategyUniverse method) get_single_pair_data() (PairGroupedUniverse method) get_single_quote_token() (PandasPairUniverse method) get_single_value() (PairGroupedUniverse method) get_size_relative_profit_percent() (TradingPosition method) get_size_relative_realised_profit_percent() (TradingPosition method) get_size_relative_unrealised_or_realised_profit_percent() (TradingPosition method) get_slippage_in_bps() (in module tradeexecutor.utils.slippage) get_slug() (ChainId method) get_somewhat_realistic_max_liquidity() (in module tradingstrategy.utils.liquidity_filter) get_sortino() (GridSearchResult method) get_start_and_end() (in module tradeexecutor.visual.utils) get_start_and_end_full() (in module tradeexecutor.visual.multiple_pairs) get_state_size() (OptimiserSearchResult method) get_status() (TradeExecution method) get_strategies_folder() (in module tradeexecutor.utils.jupyter_notebook_folder) get_strategy_duration() (State method) get_strategy_start_and_end() (State method) get_strategy_time_range() (State method) get_subplot_names() (in module tradeexecutor.visual.utils) get_successful_trades() (TradingPosition method) get_supported_routers() (EthereumBacktestPairConfigurator method) (EthereumPairConfigurator method) get_sushi_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_svg_icon_link() (ChainId method) get_swap_transactions() (in module tradeexecutor.ethereum.swap) get_tags() (AssetIdentifier method) (TradingPairIdentifier method) get_ticker() (DEXPair method) (TopPairData method) (TradingPairIdentifier method) get_timeout() (in module tradeexecutor.cli.watchdog) get_timestamp_index() (in module tradingstrategy.utils.df_index) get_timestamp_range() (PairGroupedUniverse method) (Visualisation method) get_timing_offset() (CycleDuration method) get_token() (PandasPairUniverse method) get_token_by_symbol() (PandasPairUniverse method) get_token_delivery_address() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) get_token_for_asset() (in module tradeexecutor.ethereum.routing_state) get_token_storage_address() (BacktestSyncModel method) (DummySyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) get_token_symbol() (SimulatedWallet method) get_top_exchanges_by_30d_volume() (ExchangeUniverse method) get_top_liquidity_pairs_by_base_token() (in module tradingstrategy.utils.liquidity_filter) get_total_bought_usd() (TradingPosition method) get_total_claimed_interest() (Portfolio method) get_total_equity() (Portfolio method) (ReservePosition method) get_total_lp_fees() (TradePricing method) get_total_lp_fees_paid() (TradingPosition method) get_total_points() (Visualisation method) get_total_profit_at_timestamp() (TradingPosition method) get_total_profit_percent() (TradingPosition method) get_total_profit_usd() (TradingPosition method) get_total_repaid_interest() (Portfolio method) get_total_sold_usd() (TradingPosition method) get_tracked_asset() (Loan method) get_trade_by_id() (Portfolio method) get_trade_by_tx_hash() (Portfolio method) get_trade_count() (GridSearchResult method) (TradeFeed method) (TradingPosition method) get_trade_summary_metric() (GridSearchResult method) get_trader_joe_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_trades_by_strategy_cycle() (TradingPosition method) get_trading_broken_reason() (TradingStrategyUniverse method) get_trading_core_metrics() (TradeSummary method) get_trading_history_duration() (Portfolio method) get_trading_pair() (PositionManager method) (TradingStrategyUniverse method) get_trading_pair_page_url() (DEXPair method) get_trading_time_range() (State method) get_transaction() (BlockchainTransaction method) get_truncated_label() (GridSearchResult method) get_tvl() (BaseTVLSizeRiskModel method) (QuoteTokenTVLSizeRiskModel method) (StrategyInputIndicators method) (USDTVLSizeRiskModel method) get_tx_link() (ChainId method) get_tx_object() (BlockchainTransaction method) get_unexeuted_reserve() (TradingPosition method) get_unfrozen_positions() (Portfolio method) get_uniswap() (EthereumPricingModel method) (OneDeltaLivePricing method) (UniswapV2LivePricing method) (UniswapV3LivePricing method) get_uniswap_for_pair() (AaveV3RoutingState method) (EthereumRoutingState method) (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing) (in module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing) (OneDeltaRoutingState method) (UniswapV2RoutingState method) (UniswapV3RoutingState method) get_uniswap_v2_compatible_routing_types() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v2_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_arbitrum_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_compatible_routing_types_arbitrum() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_compatible_routing_types_eth() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_compatible_routing_types_poly() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_ethereum_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_uniswap_v3_polygon_default_routing_parameters() (in module tradeexecutor.ethereum.routing_data) get_universe_options() (StrategyModuleInformation method) get_unrealised_and_realised_profit_percent() (TradingPosition method) get_unrealised_profit_in_leveraged_positions() (Portfolio method) get_unrealised_profit_pct() (TradingPosition method) get_unrealised_profit_usd() (Portfolio method) (TradingPosition method) get_update_period() (BalanceUpdate method) get_url_domain() (in module tradeexecutor.utils.url) get_usd_conversion_rate() (QuoteTokenTVLSizeRiskModel method) get_usd_tvl() (BacktestPricing method) (FixedPricing method) (PricingModel method) get_usd_value() (AssetWithTrackedValue method) get_value() (ReservePosition method) (TradeExecution method) (TradingPosition method) get_value_at_close() (TradingPosition method) get_value_at_open() (TradingPosition method) get_vault_address() (EnzymeVaultSyncModel method) (SyncModel method) get_volume() (TradeExecution method) get_watched_workers() (in module tradeexecutor.cli.watchdog) get_weight_diffs() (in module tradeexecutor.strategy.pandas_trader.rebalance) get_win_rate() (GridSearchResult method) get_yearly_periods() (CycleDuration method) GM Google Colab gradient (TimelineRowStylingMode attribute) Grid search grid_search (BacktestSetup attribute) (ExecutionContext attribute) GridCombination (class in tradeexecutor.backtest.grid_search) GridParameter (class in tradeexecutor.backtest.grid_search) GridSearchDataRetention (class in tradeexecutor.backtest.grid_search) GridSearchResult (class in tradeexecutor.backtest.grid_search) GridSearchWorker (class in tradeexecutor.backtest.grid_search) group_indicators() (in module tradeexecutor.strategy.pandas_trader.indicator) GroupedCandleUniverse (class in tradingstrategy.candle) GroupedLiquidityUniverse (class in tradingstrategy.liquidity) guard (EnzymeSmartContracts attribute) guess_data_delay_tolerance() (in module tradeexecutor.backtest.backtest_runner)

H

h1 (CycleDuration attribute) (TimeBucket attribute) h4 (CycleDuration attribute) (TimeBucket attribute) h8 (TimeBucket attribute) ha() (in module pandas_ta.candles) has_any_lending_data() (TradingStrategyUniverse method) has_any_position() (AlphaModel method) has_any_signal() (AlphaModel method) has_automatic_close() (TradingPosition method) has_backtest_data() (Metadata method) has_bad_data_issues() (TradingPosition method) has_buys() (TradingPosition method) has_chain_configured() (Web3Config method) has_complete_info() (TradingPairIdentifier method) has_executed_trades() (TradingPosition method) has_extra_tokens() (AccountingBalanceCheck method) has_lending_data() (TradingStrategyUniverse method) has_lending_market_available() (TradingStrategyUniverse method) has_liquidity_data() (TradingStrategyUniverse method) has_reverse_token_order() (TradingPairIdentifier method) has_sells() (TradingPosition method) has_stop_loss_data() (TradingStrategyUniverse method) has_tax_data() (TopPairData method) has_trade() (TradingPosition method) has_trades() (TradingPairSignal method) has_trading_capital() (Portfolio method) has_trigger_conditions() (TradingPosition method) has_unexecuted_trades() (Portfolio method) has_visualisation() (ExecutionContext method) hash_function() (in module tradeexecutor.utils.python_function) Heatmap height (Plot attribute) hello() (in module tradeexecutor.cli.commands.hello) help_link (KeyMetric attribute) (WebChart attribute)

hero (StrategyTag attribute) hidden (PlotLabel attribute) (VolumeBarMode attribute) high (Candle attribute) (XYLiquidity attribute) High-frequency trading hilo() (in module pandas_ta.overlap) Historical market data historical_data (KeyMetricCalculationMethod attribute) HistoricalXYPriceImpactCalculator (class in tradingstrategy.priceimpact) history_period (Dataset attribute) (UniverseOptions attribute) hl2() (in module pandas_ta.overlap) hlc3() (in module pandas_ta.overlap) hma() (in module pandas_ta.overlap) hold (SizingType attribute) holding_address (AccountingBalanceCheck attribute) homepage (Exchange attribute) Honey pot horizontal_vertical (PlotShape attribute) hot_wallet (AssetManagementMode attribute) (BlockchainTransactionType attribute) (EnzymeTransactionBuilder property) (RoutingStateDetails attribute) hot_wallet_address (RunState attribute) hot_wallet_gas (RunState attribute) hot_wallet_gas_warning_level (RunState attribute) hot_wallet_gas_warning_message (RunState attribute) HotWalletSyncModel (class in tradeexecutor.ethereum.hot_wallet_sync_model) HotWalletTransactionBuilder (class in tradeexecutor.ethereum.tx) html (JupyterOutputMode attribute) hwc() (in module pandas_ta.volatility) hwma() (in module pandas_ta.overlap) hydrate() (OptimiserSearchResult method) hydrate_state() (GridSearchResult method) Hyperparameter optimization HyperSDK

I

ichimoku() (in module pandas_ta.overlap) icon (StrategyModuleInformation attribute) icon_url (Metadata attribute) (StrategySummary attribute) id (CoingeckoEntry attribute) id_cache (CoingeckoUniverse attribute) ignore (TradeRouting attribute) import_python_source_file() (in module tradeexecutor.utils.python_module_loader) import_quantstats_wrapped() (in module tradeexecutor.visual.qs_wrapper) import_strategy_file() (in module tradeexecutor.strategy.bootstrap) included (TopPairsReply attribute) included_at (BlockchainTransaction attribute) increase (TradeFlag attribute) increasing() (in module pandas_ta.trend) increment() (LoggingRetry method) index (GridCombination attribute) IndexVM indicator_key (IndicatorResult attribute) indicator_results (StrategyInputIndicators attribute) indicator_size (Plot attribute) indicator_storage (IndicatorDependencyResolver attribute) (OptimiserResult attribute) IndicatorDefinition (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorDependencyResolver (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorKey (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorResult (class in tradeexecutor.strategy.pandas_trader.indicator) indicators (BacktestResult attribute) (DataRangeMode attribute) (GridCombination attribute) (IndicatorSet attribute) (StrategyInput attribute) IndicatorSet (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorSource (class in tradeexecutor.strategy.pandas_trader.indicator) IndicatorStorage (class in tradeexecutor.strategy.pandas_trader.indicator) inertia() (in module pandas_ta.momentum) infinite (TimeBucket attribute) info_url (AssetIdentifier attribute) (TradingPairIdentifier attribute) init() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (in module tradeexecutor.cli.commands.init) (TransactionBuilder method) init_code_hash (Exchange attribute) init_execution_model() (ExecutionLoop method) init_live_run_state() (ExecutionLoop method) init_simulation() (ExecutionLoop method) init_state() (ExecutionLoop method) init_web_api() (in module tradeexecutor.webhook.app) initial_cash (CoreStrategyParameters attribute) (GridSearchResult attribute) (StrategyModuleInformation attribute) initial_deposit (ReservePosition attribute) initial_deposit_reserve_token_price (ReservePosition attribute) initialise_mock_data() (UniswapV2MockClient method) initialise_multiprocess_strategy_universe_from_disk() (in module tradeexecutor.backtest.grid_search) initialise_reserves() (Portfolio method) initialised_at (Deployment attribute) initialize() (BacktestExecution method) (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) int_amount (JSONAssetDelta property) integration_manager (EnzymeSmartContracts attribute) interactive (OutputMode attribute) interest (BalanceUpdateCause attribute) Interest (class in tradeexecutor.state.interest) interest_payments (Interest attribute) interest_rate_at_open (AssetWithTrackedValue attribute) InterestDistributionEntry (class in tradeexecutor.state.interest_distribution) InterestDistributionOperation (class in tradeexecutor.state.interest_distribution) InterestSync (class in tradeexecutor.state.sync) internal_exchange_id (TradingPairIdentifier attribute) internal_id (AssetIdentifier attribute) (TradingPairIdentifier attribute) internal_testing (StrategyTag attribute) investable_equity (AlphaModel attribute) is_accounted_for_equity() (TradeExecution method) is_accounting_correction() (TradeExecution method) is_any_credit_supply_position_open() (PositionManager method) is_any_long_position_open() (PositionManager method) is_any_open() (PositionManager method) is_any_short_position_open() (PositionManager method) is_backtest() (ExecutionLoop method) is_backtesting() (ExecutionMode method) is_buy() (TradeExecution method) is_candle_green() (in module tradingstrategy.candle) is_candle_red() (in module tradingstrategy.candle) is_closed() (TradingPosition method) is_compatible_timestamp() (in module tradingstrategy.utils.time) is_credit() (AssetIdentifier method) is_credit_based() (TradeExecution method) is_credit_supply() (TradeExecution method) (TradingPairKind method) (TradingPosition method) is_debt() (AssetIdentifier method) is_derivative() (in module tradingstrategy.utils.token_filter) is_dusty() (AccountingBalanceCheck method) is_empty() (DirectFeedStore method) (OptimiserResult method) (Portfolio method) (State method) (TradingStrategyUniverse method) is_executed() (TradeExecution method) (Trigger method) is_expired() (Trigger method) is_failed() (TradeExecution method) is_failed_test() (in module tradeexecutor.testing.pytest_helpers) is_flipping() (TradingPairSignal method) is_fresh_data_always_needed() (ExecutionMode method) is_frozen() (TradingPosition method) is_good_pair() (State method)

is_grid_search() (StrategyParameters method) is_initialised() (Sync method) is_interest_accruing() (AssetIdentifier method) (TradingPairKind method) is_legit_price_value() (in module tradeexecutor.utils.price) is_leverage() (TradeExecution method) (TradingPairKind method) (TradingPosition method) is_live_trading() (AssetManagementMode method) (ExecutionMode method) is_live_trading_unit_test() (ExecutionLoop method) is_loan_based() (TradingPosition method) is_long() (TradeExecution method) (TradingPairIdentifier method) (TradingPosition method) is_longing() (TradingPairKind method) is_loss() (TradingPosition method) is_mainnet_fork() (Web3Config method) is_missing_blockchain_transactions() (TradeExecution method) is_monotonically_decreasing() (in module tradeexecutor.utils.increasing) is_monotonically_increasing() (in module tradeexecutor.utils.increasing) is_needed_for_pair() (IndicatorDefinition method) is_new() (TradingPairSignal method) is_one_delta() (TradeRouting method) is_open() (TradingPosition method) is_open_ended_universe() (TradingStrategyUniverse method) is_partial_take_profit() (TradeExecution method) is_pending() (TradeExecution method) (TradingPosition method) is_per_pair() (IndicatorSource method) is_planned() (TradeExecution method) is_predition_correct() (RegimeRegion method) is_pristine() (JSONFileStore method) (NoneStore method) (ParquetFileStore method) (StateStore method) (TradeFeedStore method) is_profitable() (TradingPosition method) is_progress_report_needed() (StrategyRunner method) is_properly_opened() (TradingPosition method) is_pyodide() (in module tradingstrategy.utils.jupyter) is_ready_for_live_trading() (EnzymeVaultSyncModel method) (SyncModel method) is_rebalance() (TradeExecution method) is_rebase() (in module tradingstrategy.utils.token_filter) is_reduce() (TradeExecution method) is_reduced() (TradingPosition method) is_relative_mismatch() (in module tradeexecutor.strategy.account_correction) is_repair_needed() (TradeExecution method) is_repair_trade() (TradeExecution method) is_repaired() (TradeExecution method) (TradingPosition method) is_reserve_update() (BalanceUpdate method) is_reverted() (BlockchainTransaction method) is_sell() (TradeExecution method) is_short() (TradeExecution method) (TradingPairIdentifier method) (TradingPairSignal method) (TradingPosition method) is_shorting() (TradingPairKind method) is_single_pair_universe() (TradingStrategyUniverse method) is_single_run() (StrategyParameters method) is_spot() (TradeExecution method) (TradingPairKind method) (TradingPairSignal method) (TradingPosition method) is_spot_market() (TradingPosition method) is_stablecoin() (AssetIdentifier method) is_stablecoin_like() (in module tradingstrategy.stablecoin) is_started() (TradeExecution method) is_stop_loss() (TradeExecution method) (TradingPosition method) is_stop_loss_closed() (TradingPosition method) is_stop_loss_supported() (BacktestExecution method) (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) is_success() (BlockchainTransaction method) (TradeExecution method) is_swap_function() (in module tradeexecutor.ethereum.swap) is_take_profit() (TradeExecution method) (TradingPosition method) is_take_profit_closed() (TradingPosition method) is_test() (TradeExecution method) (TradingPosition method) is_tradeable() (DEXPair method) is_trailing_stop_loss() (TradingPosition method) is_triggered() (TradeExecution method) is_triggering() (Trigger method) is_unfinished() (TradeExecution method) is_unfrozen() (TradingPosition method) is_uniswap_v2() (TradeRouting method) is_uniswap_v3() (TradeRouting method) is_unit_testing() (ExecutionMode method) is_v3() (UniswapV2Execution method) (UniswapV3Execution method) is_valid() (OptimiserSearchResult method) is_version_greater_or_equal_than() (ExecutionContext method) (StrategyModuleInformation method) is_visualisation_enabled() (StrategyInput method) iterate_columnar_dicts() (in module tradingstrategy.utils.columnar) iterate_credit_for_reserve() (TradingStrategyUniverse method) iterate_pairs() (CandleFeed method) (PandasPairUniverse method) (TradingStrategyUniverse method) iterate_parameters() (StrategyParameters method) iterate_samples_by_pair_range() (PairGroupedUniverse method) iterate_signals() (AlphaModel method) iterate_tokens() (PandasPairUniverse method) iteration (OptimiserSearchResult attribute) iteration_duration (OptimiserSearchResult attribute)

J

jma() (in module pandas_ta.overlap) JSON JSON-RPC json_decode_timedelta() (in module tradeexecutor.utils.timestamp) json_encode_timedelta() (in module tradeexecutor.utils.timestamp)

JSONAssetDelta (class in tradeexecutor.state.blockhain_transaction) JSONFileStore (class in tradeexecutor.state.store) JSONL jupyter (ExecutionContext attribute) Jupyter notebook JupyterOutputMode (class in tradingstrategy.utils.jupyter)

K

kama() (in module pandas_ta.overlap) kc() (in module pandas_ta.volatility) kdj() (in module pandas_ta.momentum) key_metrics (StrategySummaryStatistics attribute) key_metrics_backtest_cut_off (Metadata attribute) KeyMetric (class in tradeexecutor.strategy.summary) KeyMetricCalculationMethod (class in tradeexecutor.strategy.summary)

KeyMetricKind (class in tradeexecutor.strategy.summary) KeyMetricSource (class in tradeexecutor.strategy.summary) kind (KeyMetric attribute) (Plot attribute) (TradingPairIdentifier attribute) kst() (in module pandas_ta.momentum) kurtosis() (in module pandas_ta.statistics) kvo() (in module pandas_ta.volume)

L

label (Plot attribute) large_image (LatestStateVisualisation attribute) large_image_dark (LatestStateVisualisation attribute) large_image_png (LatestStateVisualisation attribute) Last trade last_accrued_interest (Interest attribute) last_block_scanned (Accounting attribute) (Treasury attribute) last_candle_at (TradingPairDataAvailability attribute) last_cycle_at (Treasury attribute) last_distribution (InterestSync attribute) last_event_at (Interest attribute) last_interest_rate (AssetWithTrackedValue attribute) last_pricing_at (AssetWithTrackedValue attribute) (ReservePosition attribute) (TradingPosition attribute) last_refreshed_at (LatestStateVisualisation attribute) (RunState attribute) last_reserve_price (TradingPosition attribute) last_supposed_candle_at (TradingPairDataAvailability attribute) last_swap_at (DEXPair attribute) last_swap_at_block_number (DEXPair attribute) last_sync_at (InterestSync attribute) (ReservePosition attribute) last_sync_block (InterestSync attribute) last_token_amount (Interest attribute) last_token_price (TradingPosition attribute) last_trade (KeyMetricKind attribute) last_trade_at (Exchange attribute) (StrategySummaryStatistics attribute) (TradingPairDataAvailability attribute) (TradingPosition attribute) last_updated_at (Accounting attribute) (Interest attribute) (State attribute) (Treasury attribute) last_updated_block_number (Interest attribute) last_usd_price (AssetWithTrackedValue attribute) last_valuation_at (PositionStatistics attribute) latest_value (KeyMetricCalculationMethod attribute) LatestStateVisualisation (class in tradeexecutor.strategy.run_state) launch_console() (in module tradeexecutor.cli.commands.console) launched_at (StrategySummaryStatistics attribute) LegacyPairUniverse (class in tradingstrategy.pair) Lending pool Lending protocol lending_candles (Dataset attribute) lending_protocol_long (TradingPairKind attribute) lending_protocol_short (TradingPairKind attribute) lending_reserves (Dataset attribute) level (ExportedRecord attribute) Leverage leverage (LeverageEstimate attribute) (TradeExecution attribute) (TradingPairSignal attribute) LeverageEstimate (class in tradeexecutor.utils.leverage_calculations) Limit order limit_to_chains() (ExchangeUniverse method) limit_to_pairs() (PandasPairUniverse method) limit_to_slugs() (ExchangeUniverse method) linear (PlotShape attribute) linreg() (in module pandas_ta.overlap) Liquidation liquidation_price (LeverageEstimate attribute) (TradingPosition attribute) liquidation_threshold (AssetIdentifier attribute) Liquidity liquidity (Dataset attribute)

Liquidity mining Liquidity pool Liquidity provider liquidity_events (LiquidityResult attribute) liquidity_time_bucket (Dataset attribute) LiquidityResult (class in tradingstrategy.liquidity) LiquiditySampleMeasure (class in tradingstrategy.priceimpact) live (StrategyTag attribute) live_trading (ExecutionContext property) load() (CoingeckoUniverse static method) (DiskIndicatorStorage method) (GridSearchResult static method) (JSONFileStore method) (NoneStore method) (ParquetFileStore method) (StateStore method) (TradeFeedStore method) load_all_data() (in module tradeexecutor.strategy.trading_strategy_universe) load_candle_universe_from_dataframe() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) load_candle_universe_from_parquet() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) load_candles_from_dataframe() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) load_candles_from_parquet() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) load_candles_jsonl() (in module tradingstrategy.transport.jsonl) load_data() (TradingStrategyUniverseModel method) load_enzyme_asset_list() (in module tradeexecutor.ethereum.enzyme.asset) load_indicators() (BacktestSetup method) (in module tradeexecutor.strategy.pandas_trader.indicator) load_latest() (OtherData method) load_lending_candle_type_map() (BinanceDownloader method) load_multiprocess_strategy_universe() (in module tradeexecutor.backtest.grid_search) load_ohlcv_parquet_file() (in module tradeexecutor.testing.synthetic_price_data) load_pair_data_for_single_exchange() (in module tradeexecutor.strategy.trading_strategy_universe) load_partial_data() (in module tradeexecutor.strategy.trading_strategy_universe) load_trade_feed() (DirectFeedStore method) load_trading_and_lending_data() (in module tradeexecutor.strategy.trading_strategy_universe) load_trading_strategy_like_jsonl_data() (in module tradingstrategy.transport.jsonl) Loan (class in tradeexecutor.state.loan) loan (TradingPosition attribute) LoanSide (class in tradeexecutor.state.loan) log() (PositionManager method) log_index (BalanceUpdate attribute) (Trade attribute) log_return() (in module pandas_ta.performance) log_tween_factory() (in module tradeexecutor.webhook.http_log) log_universe() (TradingStrategyUniverseModel method) LoggingRetry (class in tradingstrategy.alternative_data.coingecko) long_description (Metadata attribute) (StrategyModuleInformation attribute) (StrategySummary attribute) long_run() (in module pandas_ta.trend) long_short_metrics_latest (Statistics attribute) Longing Look-ahead bias losing_stop_losses (KeyMetricKind attribute) losing_stop_losses_percent (KeyMetricKind attribute) Loss function Loss-Versus-Rebalancing (LVR) lost_positions (KeyMetricKind attribute) low (Candle attribute) (XYLiquidity attribute) lp_fee (TradePricing attribute) lp_fee_exchange_rate (TradeExecution attribute) lp_fees (LeverageEstimate attribute) lp_fees_estimated (TradeExecution attribute) lp_fees_paid (KeyMetricKind attribute) (PriceImpact attribute) (TradeExecution attribute) lp_fees_paid_percent_of_volume (KeyMetricKind attribute)

M

m1 (CycleDuration attribute) (TimeBucket attribute) m15 (CycleDuration attribute) (TimeBucket attribute) m5 (TimeBucket attribute) ma() (in module pandas_ta.overlap) macd() (in module pandas_ta.momentum) Machine learning mad() (in module pandas_ta.statistics) main() (in module tradeexecutor.cli.latest_release) mainnet_fork_simulation (Web3Config attribute) make_aggregate_id() (in module tradingstrategy.utils.aggregate_ohlcv) make_candle_labels() (in module tradingstrategy.charting.candle_chart) make_clickable() (in module tradingstrategy.utils.jupyter) make_counter_trade() (in module tradeexecutor.state.repair) make_direct_trade() (EthereumRoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) make_exportable_copy() (RunState method) make_factory_from_strategy_mod() (in module tradeexecutor.strategy.bootstrap) make_leverage_trade() (EthereumRoutingModel method) (OneDeltaRouting method) make_multihop_trade() (EthereumRoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) make_request() (CoingeckoClient method) make_test_trade() (in module tradeexecutor.cli.testtrade) managed_positions (StrategyType attribute) Management fee management_fee (StrategyModuleInformation attribute) mantle (ChainId attribute) map_field_to_arrpw() (in module tradingstrategy.utils.schema) map_onchain_asset_to_position() (in module tradeexecutor.strategy.asset) map_pair_for_signal() (AlphaModel method) Margin trading mark_alive() (in module tradeexecutor.cli.watchdog) mark_broadcasted() (TradeExecution method) mark_down_to_zero (ValuationUpdate attribute) mark_ready() (BacktestData method) (State method) mark_success() (TradeExecution method) mark_trade_failed() (State method) mark_trade_success() (State method) markers (PlotShape attribute) Market data feed Market Exposure Market making Market neutral strategy Market order Market regime Market Sentiment Market trade market_cap (CoingeckoEntry attribute) market_data_feed_lag (RunState attribute) market_feed_delay (TradePricing attribute) market_limit (TradeType attribute) market_time (RecordingTime attribute) massi() (in module pandas_ta.volatility) match_indicator() (IndicatorDependencyResolver method) match_router() (EthereumBacktestPairConfigurator method) (EthereumPairConfigurator method) max_diff (UpdatedUniverseResult attribute) max_drawdown (KeyMetricKind attribute) max_loss_risk_at_opening_of_position (KeyMetricKind attribute) max_pullback_of_total_capital (KeyMetricKind attribute) max_workers (BacktestSetup attribute) Maximum Adverse Excursion (MAE) Maximum Drawdown Maximum pullback maximum_price_impact (CoreStrategyParameters attribute) mcgd() (in module pandas_ta.overlap) Mean Mean reversion Median median() (in module pandas_ta.statistics) median_position (KeyMetricKind attribute) MemoryIndicatorStorage (class in tradeexecutor.strategy.pandas_trader.indicator) Mercenary capital message (ExportedRecord attribute) messages (Visualisation attribute) Metadata (class in tradeexecutor.state.metadata) metadata (CoingeckoEntry attribute) metrics (GridSearchResult attribute) metrics_only (GridSearchDataRetention attribute) MEV mfi() (in module pandas_ta.volume) Mid Price mid_price (SizeRisk attribute) (TradePricing attribute) midpoint() (in module pandas_ta.overlap) midprice() (in module pandas_ta.overlap) mined_at (ReserveUpdateEvent attribute) MinTradeCountFilter (class in tradeexecutor.backtest.optimiser) mismatch (AccountingBalanceCheck attribute) missing (Format attribute) missing_position_repair (TradeFlag attribute) MockClient (class in tradingstrategy.testing.mock_client) mode (BacktestSetup attribute) (ExecutionContext attribute) module tradeexecutor.analysis tradeexecutor.analysis.advanced_metrics tradeexecutor.analysis.alpha_model_analyser tradeexecutor.analysis.curve tradeexecutor.analysis.fee_analyser tradeexecutor.analysis.grid_search tradeexecutor.analysis.multi_asset_benchmark tradeexecutor.analysis.multipair tradeexecutor.analysis.optimiser tradeexecutor.analysis.position tradeexecutor.analysis.regime tradeexecutor.analysis.returns tradeexecutor.analysis.single_pair tradeexecutor.analysis.slippage tradeexecutor.analysis.stop_loss tradeexecutor.analysis.timemap tradeexecutor.analysis.trade_analyser tradeexecutor.analysis.universe tradeexecutor.backtest tradeexecutor.backtest.backtest_execution tradeexecutor.backtest.backtest_generic_router tradeexecutor.backtest.backtest_module tradeexecutor.backtest.backtest_pricing tradeexecutor.backtest.backtest_routing tradeexecutor.backtest.backtest_runner tradeexecutor.backtest.backtest_sync tradeexecutor.backtest.backtest_valuation tradeexecutor.backtest.data_preload tradeexecutor.backtest.grid_search tradeexecutor.backtest.legacy_backtest_sync tradeexecutor.backtest.notebook tradeexecutor.backtest.optimiser tradeexecutor.backtest.optimiser_functions tradeexecutor.backtest.simulated_wallet tradeexecutor.backtest.tearsheet tradeexecutor.cli tradeexecutor.cli.approval tradeexecutor.cli.backup tradeexecutor.cli.bootstrap tradeexecutor.cli.close_all tradeexecutor.cli.commands tradeexecutor.cli.commands.app tradeexecutor.cli.commands.backtest tradeexecutor.cli.commands.check_accounts tradeexecutor.cli.commands.check_position_triggers tradeexecutor.cli.commands.check_universe tradeexecutor.cli.commands.check_wallet tradeexecutor.cli.commands.close_all tradeexecutor.cli.commands.console tradeexecutor.cli.commands.correct_accounts tradeexecutor.cli.commands.deploy_guard tradeexecutor.cli.commands.enzyme_asset_list tradeexecutor.cli.commands.enzyme_deploy_vault tradeexecutor.cli.commands.export tradeexecutor.cli.commands.hello tradeexecutor.cli.commands.init tradeexecutor.cli.commands.perform_test_trade tradeexecutor.cli.commands.repair tradeexecutor.cli.commands.reset tradeexecutor.cli.commands.reset_deposits tradeexecutor.cli.commands.retry tradeexecutor.cli.commands.shared_options tradeexecutor.cli.commands.show_positions tradeexecutor.cli.commands.start tradeexecutor.cli.commands.version tradeexecutor.cli.commands.visualise tradeexecutor.cli.commands.webapi tradeexecutor.cli.discord tradeexecutor.cli.env tradeexecutor.cli.guard tradeexecutor.cli.latest_release tradeexecutor.cli.log tradeexecutor.cli.loop tradeexecutor.cli.main tradeexecutor.cli.result tradeexecutor.cli.testtrade tradeexecutor.cli.version_info tradeexecutor.cli.watchdog tradeexecutor.ethereum tradeexecutor.ethereum.aave_v3 tradeexecutor.ethereum.aave_v3.aave_v3_routing tradeexecutor.ethereum.aave_v3.analysis tradeexecutor.ethereum.enzyme tradeexecutor.ethereum.enzyme.asset tradeexecutor.ethereum.enzyme.tx tradeexecutor.ethereum.enzyme.vault tradeexecutor.ethereum.eth_pricing_model tradeexecutor.ethereum.eth_valuation tradeexecutor.ethereum.ethereum_protocol_adapters tradeexecutor.ethereum.ethereumtrader tradeexecutor.ethereum.execution tradeexecutor.ethereum.hot_wallet_sync_model tradeexecutor.ethereum.onchain_balance tradeexecutor.ethereum.one_delta tradeexecutor.ethereum.one_delta.analysis tradeexecutor.ethereum.one_delta.one_delta_execution tradeexecutor.ethereum.one_delta.one_delta_live_pricing tradeexecutor.ethereum.one_delta.one_delta_routing tradeexecutor.ethereum.one_delta.one_delta_valuation tradeexecutor.ethereum.rebroadcast tradeexecutor.ethereum.revert tradeexecutor.ethereum.routing_data tradeexecutor.ethereum.routing_model tradeexecutor.ethereum.routing_state tradeexecutor.ethereum.swap tradeexecutor.ethereum.token tradeexecutor.ethereum.tvl tradeexecutor.ethereum.tx tradeexecutor.ethereum.uniswap_v2 tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0 tradeexecutor.ethereum.uniswap_v2.uniswap_v2_live_pricing tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation_v0 tradeexecutor.ethereum.uniswap_v3 tradeexecutor.ethereum.uniswap_v3.uniswap_v3_execution tradeexecutor.ethereum.uniswap_v3.uniswap_v3_live_pricing tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing tradeexecutor.ethereum.uniswap_v3.uniswap_v3_valuation tradeexecutor.ethereum.universe tradeexecutor.ethereum.wallet tradeexecutor.ethereum.web3config tradeexecutor.monkeypatch tradeexecutor.monkeypatch.cloudpickle_patch tradeexecutor.monkeypatch.dataclasses_json tradeexecutor.monkeypatch.web3 tradeexecutor.state tradeexecutor.state.balance_update tradeexecutor.state.blockhain_transaction tradeexecutor.state.freeze tradeexecutor.state.generic_position tradeexecutor.state.identifier tradeexecutor.state.interest tradeexecutor.state.interest_distribution tradeexecutor.state.loan tradeexecutor.state.metadata tradeexecutor.state.other_data tradeexecutor.state.pickle_over_json tradeexecutor.state.portfolio tradeexecutor.state.position tradeexecutor.state.repair tradeexecutor.state.reserve tradeexecutor.state.retry tradeexecutor.state.revaluation tradeexecutor.state.size_risk tradeexecutor.state.state tradeexecutor.state.statistics tradeexecutor.state.store tradeexecutor.state.sync tradeexecutor.state.trade tradeexecutor.state.trigger tradeexecutor.state.types tradeexecutor.state.uptime tradeexecutor.state.validator tradeexecutor.state.valuation tradeexecutor.state.visualisation tradeexecutor.strategy tradeexecutor.strategy.account_correction tradeexecutor.strategy.alpha_model tradeexecutor.strategy.approval tradeexecutor.strategy.asset tradeexecutor.strategy.bootstrap tradeexecutor.strategy.cycle tradeexecutor.strategy.default_routing_options tradeexecutor.strategy.description tradeexecutor.strategy.dummy tradeexecutor.strategy.dust tradeexecutor.strategy.engine_version tradeexecutor.strategy.execution_context tradeexecutor.strategy.execution_model tradeexecutor.strategy.factory tradeexecutor.strategy.fixed_size_risk tradeexecutor.strategy.interest tradeexecutor.strategy.lending_protocol_leverage tradeexecutor.strategy.output tradeexecutor.strategy.pandas_trader tradeexecutor.strategy.pandas_trader.alternative_market_data tradeexecutor.strategy.pandas_trader.decision_trigger tradeexecutor.strategy.pandas_trader.indicator tradeexecutor.strategy.pandas_trader.position_manager tradeexecutor.strategy.pandas_trader.rebalance tradeexecutor.strategy.pandas_trader.runner tradeexecutor.strategy.pandas_trader.strategy_input tradeexecutor.strategy.pandas_trader.token_mapper tradeexecutor.strategy.parameters tradeexecutor.strategy.pricing_model tradeexecutor.strategy.qstrader tradeexecutor.strategy.qstrader.alpha_model tradeexecutor.strategy.qstrader.order_sizer tradeexecutor.strategy.qstrader.portfolio_construction_model tradeexecutor.strategy.qstrader.runner tradeexecutor.strategy.reserve_currency tradeexecutor.strategy.reverse_universe tradeexecutor.strategy.routing tradeexecutor.strategy.run_state tradeexecutor.strategy.runner tradeexecutor.strategy.size_risk_model tradeexecutor.strategy.stop_loss tradeexecutor.strategy.strategy_cycle_trigger tradeexecutor.strategy.strategy_module tradeexecutor.strategy.strategy_type tradeexecutor.strategy.summary tradeexecutor.strategy.sync_model tradeexecutor.strategy.tag tradeexecutor.strategy.trade_pricing tradeexecutor.strategy.trading_strategy_universe tradeexecutor.strategy.tvl_size_risk tradeexecutor.strategy.universe_model tradeexecutor.strategy.valuation tradeexecutor.strategy.weighting tradeexecutor.testing tradeexecutor.testing.backtest_trader tradeexecutor.testing.dummy_wallet tradeexecutor.testing.ethereumtrader_one_delta tradeexecutor.testing.ethereumtrader_uniswap_v2 tradeexecutor.testing.ethereumtrader_uniswap_v3 tradeexecutor.testing.pairuniversetrader tradeexecutor.testing.pytest_helpers tradeexecutor.testing.simulated_execution_loop tradeexecutor.testing.simulated_trader tradeexecutor.testing.synthetic_ethereum_data tradeexecutor.testing.synthetic_exchange_data tradeexecutor.testing.synthetic_lending_data tradeexecutor.testing.synthetic_pair_data tradeexecutor.testing.synthetic_price_data tradeexecutor.testing.synthetic_universe_data tradeexecutor.testing.unit_test_trader tradeexecutor.utils tradeexecutor.utils.accuracy tradeexecutor.utils.binance tradeexecutor.utils.blockchain tradeexecutor.utils.cpu tradeexecutor.utils.crossover tradeexecutor.utils.dataclass tradeexecutor.utils.default_strategies tradeexecutor.utils.format tradeexecutor.utils.fullname tradeexecutor.utils.increasing tradeexecutor.utils.jupyter_notebook_folder tradeexecutor.utils.jupyter_notebook_name tradeexecutor.utils.leverage_calculations tradeexecutor.utils.list tradeexecutor.utils.notebook tradeexecutor.utils.price tradeexecutor.utils.profile tradeexecutor.utils.python_function tradeexecutor.utils.python_module_loader tradeexecutor.utils.ring_buffer_logging_handler tradeexecutor.utils.slippage tradeexecutor.utils.sort tradeexecutor.utils.state_downloader tradeexecutor.utils.summarydataframe tradeexecutor.utils.timer tradeexecutor.utils.timestamp tradeexecutor.utils.token tradeexecutor.utils.typing tradeexecutor.utils.url tradeexecutor.visual tradeexecutor.visual.benchmark tradeexecutor.visual.bullbear tradeexecutor.visual.custom_indicators tradeexecutor.visual.equity_curve tradeexecutor.visual.grid_search tradeexecutor.visual.image_output tradeexecutor.visual.multiple_pairs tradeexecutor.visual.qs_wrapper tradeexecutor.visual.single_pair tradeexecutor.visual.strategy_state tradeexecutor.visual.technical_indicator tradeexecutor.visual.utils tradeexecutor.visual.web_chart tradeexecutor.webhook tradeexecutor.webhook.api tradeexecutor.webhook.app tradeexecutor.webhook.error tradeexecutor.webhook.events tradeexecutor.webhook.http_log tradeexecutor.webhook.server tradingstrategy.alternative_data tradingstrategy.alternative_data.coingecko tradingstrategy.binance tradingstrategy.binance.constants tradingstrategy.binance.downloader tradingstrategy.binance.utils tradingstrategy.candle tradingstrategy.chain tradingstrategy.charting tradingstrategy.charting.candle_chart tradingstrategy.client tradingstrategy.direct_feed tradingstrategy.direct_feed.candle_feed tradingstrategy.direct_feed.conversion tradingstrategy.direct_feed.dash tradingstrategy.direct_feed.direct_feed_pair tradingstrategy.direct_feed.ohlcv_aggregate tradingstrategy.direct_feed.store tradingstrategy.direct_feed.synthetic_feed tradingstrategy.direct_feed.timeframe tradingstrategy.direct_feed.trade_feed tradingstrategy.direct_feed.trade_store tradingstrategy.direct_feed.uniswap_v2 tradingstrategy.direct_feed.warn tradingstrategy.exchange tradingstrategy.liquidity tradingstrategy.pair tradingstrategy.priceimpact tradingstrategy.reader tradingstrategy.stablecoin tradingstrategy.testing tradingstrategy.testing.mock_client tradingstrategy.testing.uniswap_v2_mock_client tradingstrategy.timebucket tradingstrategy.token tradingstrategy.top tradingstrategy.trade tradingstrategy.transport tradingstrategy.transport.base tradingstrategy.transport.cache tradingstrategy.transport.data_trigger tradingstrategy.transport.jsonl tradingstrategy.transport.progress_enabled_download tradingstrategy.transport.pyodide tradingstrategy.types tradingstrategy.utils tradingstrategy.utils.aggregate_ohlcv tradingstrategy.utils.columnar tradingstrategy.utils.df_index tradingstrategy.utils.format tradingstrategy.utils.forward_fill tradingstrategy.utils.groupeduniverse tradingstrategy.utils.jupyter tradingstrategy.utils.liquidity_filter tradingstrategy.utils.mapper tradingstrategy.utils.schema tradingstrategy.utils.time tradingstrategy.utils.token_filter tradingstrategy.utils.wrangle

mom() (in module pandas_ta.momentum) Momentum Money Flow Index (MFI) monkey_patch() (in module tradeexecutor.cli.bootstrap) most_consecutive_losses (KeyMetricKind attribute) most_consecutive_wins (KeyMetricKind attribute) move_capital_from_reserves_to_spot_trade() (Portfolio method)

N

naive_utcfromtimestamp() (in module tradingstrategy.utils.time) naive_utcnow() (in module tradingstrategy.utils.time) name (BacktestSetup attribute) (Exchange attribute) (GridParameter attribute) (IndicatorDefinition attribute) (KeyMetric attribute) (Metadata attribute) (Plot attribute) (State attribute) (StrategyModuleInformation attribute) (StrategySummary attribute) Native token native_token_price (TradeExecution attribute) natr() (in module pandas_ta.volatility) negative (OptimiserSearchResult attribute) net_asset_value (PortfolioStatistics attribute) Netflow netflow (WebChartType attribute) new_price (ValuationUpdate attribute)

new_trades (RepairResult attribute) (TradeDelta attribute) next_balance_update_id (Portfolio attribute) next_position_id (Portfolio attribute) next_trade_id (Portfolio attribute) NFT Non-custodial nonce (BlockchainTransaction attribute) (SimulatedWallet attribute) NoneStore (class in tradeexecutor.state.store) normalise_volume() (in module tradingstrategy.utils.wrangle) normalise_weights() (AlphaModel method) (in module tradeexecutor.strategy.weighting) normalised_weight (TradingPairSignal attribute) not_applicable (TimeBucket attribute) Notebook notes (BalanceUpdate attribute) (BlockchainTransaction attribute) (TradeExecution attribute) (TradingPosition attribute) nvi() (in module pandas_ta.volume)

O

ObjectiveWrapper (class in tradeexecutor.backtest.optimiser) obv() (in module pandas_ta.volume) Off-chain offset (Timeframe attribute) ohlc4() (in module pandas_ta.overlap) OHLCV ohlcv (IndicatorSource attribute) OHLCVCandle (class in tradingstrategy.direct_feed.ohlcv_aggregate) OHLCVCandleType (class in tradingstrategy.transport.cache) old_balance (BalanceUpdate attribute) old_pair (TradingPairSignal attribute) old_price (ValuationUpdate attribute) old_value (TradingPairSignal attribute) (ValuationUpdate attribute) old_weight (TradingPairSignal attribute) On-chain on_before_cycle() (ExecutionTestHook method) on_chain_data (Metadata attribute) (StrategySummary attribute) on_clock() (PandasTraderRunner method) (QSTraderRunner method) (StrategyRunner method) on_save_hook() (RunState method) OnChainBalance (class in tradeexecutor.strategy.sync_model) OnChainData (class in tradeexecutor.state.metadata) one_delta_live_pricing_factory() (in module tradeexecutor.ethereum.one_delta.one_delta_live_pricing) one_delta_polygon_usdc (TradeRouting attribute) one_delta_valuation_factory() (in module tradeexecutor.ethereum.one_delta.one_delta_valuation) one_off (ExecutionMode attribute) OneDeltaExecution (class in tradeexecutor.ethereum.one_delta.one_delta_execution) OneDeltaLivePricing (class in tradeexecutor.ethereum.one_delta.one_delta_live_pricing) OneDeltaPoolRevaluator (class in tradeexecutor.ethereum.one_delta.one_delta_valuation) OneDeltaRouting (class in tradeexecutor.ethereum.one_delta.one_delta_routing) OneDeltaRoutingState (class in tradeexecutor.ethereum.one_delta.one_delta_routing) OneDeltaTestTrader (class in tradeexecutor.testing.ethereumtrader_one_delta) only_stablecoin_pairs (StablecoinFilteringMode attribute) only_volatile_pairs (StablecoinFilteringMode attribute) open (Candle attribute) (PositionType attribute) (TradeFlag attribute) (XYLiquidity attribute) Open position open_1x_long() (PositionManager method) open_and_frozen (PositionType attribute) open_bytes_in_browser() (in module tradeexecutor.visual.image_output) open_credit_supply_position_for_reserves() (PositionManager method) open_missing_credit_position() (in module tradeexecutor.strategy.account_correction) open_missing_position (UnknownTokenPositionFix attribute)

open_missing_position() (in module tradeexecutor.strategy.account_correction) open_missing_spot_position() (in module tradeexecutor.strategy.account_correction) open_new_position() (Portfolio method) open_plotly_figure_in_browser() (in module tradeexecutor.visual.image_output) open_positions (Portfolio attribute) open_price (IndicatorSource attribute) open_short() (LeverageEstimate static method) (PositionManager method) open_spot() (PositionManager method) open_spot_with_market_limit() (PositionManager method) open_trade() (TradingPosition method) open_value (TradeSummary attribute) opened_at (TradeExecution attribute) (TradingPosition attribute) opening_amount (Interest attribute) optimise (GridParameter attribute) optimise_max_drawdown() (in module tradeexecutor.backtest.optimiser_functions) optimise_profit() (in module tradeexecutor.backtest.optimiser_functions) optimise_sharpe() (in module tradeexecutor.backtest.optimiser_functions) optimise_sharpe_and_max_drawdown_ratio() (in module tradeexecutor.backtest.optimiser_functions) optimise_sortino() (in module tradeexecutor.backtest.optimiser_functions) optimise_win_rate() (in module tradeexecutor.backtest.optimiser_functions) optimiser (ExecutionContext attribute) optimiser_search_value (GridSearchResult attribute) OptimiserResult (class in tradeexecutor.backtest.optimiser) OptimiserSearchResult (class in tradeexecutor.backtest.optimiser) Options options (TradingStrategyUniverse attribute) Oracle Order book order_grid_search_results_by_metric() (in module tradeexecutor.analysis.grid_search) osmosis (ChainId attribute) other (BlockchainTransaction attribute) other_data (AssetIdentifier attribute) (State attribute) (StrategyInput attribute) (TradingPairIdentifier attribute) (TradingPairSignal attribute) OtherData (class in tradeexecutor.state.other_data) output_positions() (in module tradeexecutor.strategy.output) output_trades() (in module tradeexecutor.strategy.output) OutputMode (class in tradeexecutor.utils.notebook) Overfitting overlay (VolumeBarMode attribute) overlay_all_technical_indicators() (in module tradeexecutor.visual.technical_indicator) override_stop_loss (AlphaModel attribute) overwrite_cached_data() (BinanceDownloader method) owner (OnChainData attribute) owner_address (BalanceUpdate attribute)

P

paid_interest (TradeExecution attribute) pair (IndicatorKey attribute) (Loan attribute) (Plot attribute) (Trade attribute) (TradeExecution attribute) (TradingPairSignal attribute) (TradingPosition attribute) pair_address (TradingPairDataAvailability attribute) pair_cache (TradingStrategyUniverse attribute) pair_count (Exchange attribute) pair_fee (TradePricing attribute) pair_id (Candle attribute) (DEXPair attribute) (TopPairData attribute) (TradingPairDataAvailability attribute) (XYLiquidity attribute) pair_ids (Visualisation attribute) pair_map (PandasPairUniverse attribute) (UniswapV2TradeFeed attribute) pair_slug (DEXPair attribute) PairGroupedUniverse (class in tradingstrategy.utils.groupeduniverse) pairs (Dataset attribute) (LegacyPairUniverse attribute) (PairGroupedUniverse attribute) PairSubplotInfo (class in tradeexecutor.visual.multiple_pairs) PairUniverseTestTrader (class in tradeexecutor.testing.pairuniversetrader) pancakeswap_busd (TradeRouting attribute) pancakeswap_usdc (TradeRouting attribute) pancakeswap_usdt (TradeRouting attribute) Pandas PandasPairUniverse (class in tradingstrategy.pair) PandasTraderRunner (class in tradeexecutor.strategy.pandas_trader.runner) paper_trading (ExecutionMode attribute) parameters (BacktestSetup attribute) (ExecutionContext attribute) (GridCombination attribute) (IndicatorDefinition attribute) (OptimiserResult attribute) (StrategyInput attribute) (StrategyModuleInformation attribute) Parquet ParquetFileStore (class in tradingstrategy.direct_feed.trade_store) parse_badges_configuration() (Metadata static method) parse_pair_data() (in module tradeexecutor.cli.commands.perform_test_trade) parse_strategy_module() (in module tradeexecutor.strategy.strategy_module) partial_take_profit (TradeFlag attribute) Passive strategy patch_dataclasses_json() (in module tradeexecutor.monkeypatch.dataclasses_json) path (SizeRisk attribute) (StrategyModuleInformation attribute) (TradePricing attribute) path() (in module tradeexecutor.utils.jupyter_notebook_name) payment_forwarder (EnzymeSmartContracts attribute) pdist() (in module pandas_ta.volatility) pending_positions (Portfolio attribute) pending_since_at (TradingPosition attribute) pending_trades (TradingPosition attribute) percent_return() (in module pandas_ta.performance) perform_duty_cycle() (TradeFeed method) perform_gas_level_checks() (in module tradeexecutor.ethereum.wallet) perform_grid_search() (in module tradeexecutor.backtest.grid_search) perform_integrity_check() (State method) perform_optimisation() (in module tradeexecutor.backtest.optimiser) perform_preflight_checks_and_logging() (AaveV3Routing method) (OneDeltaRouting method) (RoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) perform_test_trade() (in module tradeexecutor.cli.commands.perform_test_trade) Performance fee performance_chart_90_days (StrategySummaryStatistics attribute) Perpetual future pgo() (in module pandas_ta.momentum) pick_best_grid_search_result() (in module tradeexecutor.backtest.grid_search) pick_grid_search_result() (in module tradeexecutor.backtest.grid_search) Pine Script planned (TradeStatus attribute) planned_collateral_allocation (TradeExecution attribute) planned_collateral_consumption (TradeExecution attribute) planned_loan_update (TradeExecution attribute) planned_max_slippage (TradeExecution attribute) planned_mid_price (TradeExecution attribute) planned_price (TradeExecution attribute) planned_quantity (TradeExecution attribute) planned_reserve (TradeExecution attribute) Plot (class in tradeexecutor.state.visualisation) plot_indicator() (Visualisation method) plot_profile_duration_data() (in module tradeexecutor.analysis.optimiser) plot_profile_size_data() (in module tradeexecutor.analysis.optimiser) plot_shape (Plot attribute) PlotKind (class in tradeexecutor.state.visualisation) PlotLabel (class in tradeexecutor.state.visualisation) plots (Visualisation attribute) PlotShape (class in tradeexecutor.state.visualisation) Poetry points (Plot attribute) poll_cycles (UpdatedUniverseResult attribute) polygon (ChainId attribute) pool_address (TopPairData attribute) (TradingPairIdentifier attribute) Portfolio (class in tradeexecutor.state.portfolio) portfolio (State attribute) (Statistics attribute) (TradeAnalysis attribute) Portfolio construction portfolio_unrealised_value (KeyMetricKind attribute) portfolio_value_at_creation (TradeExecution attribute)

portfolio_value_at_open (TradingPosition attribute) PortfolioConstructionModel (class in tradeexecutor.strategy.qstrader.portfolio_construction_model) PortfolioStatistics (class in tradeexecutor.state.statistics) Position position (AccountingBalanceCheck property) (InterestDistributionEntry attribute) Position sizing position_adjust_ignored (TradingPairSignal attribute) position_adjust_quantity (TradingPairSignal attribute) position_adjust_usd (TradingPairSignal attribute) position_id (BalanceEventRef attribute) (BalanceUpdate attribute) (TradeExecution attribute) (TradingPairSignal attribute) (TradingPosition attribute) position_revaluations (RunState attribute) position_size_risk (TradeExecution attribute) (TradingPairSignal attribute) position_target (TradingPairSignal attribute) position_trigger_checks (RunState attribute) position_type (BalanceEventRef attribute) (BalanceUpdate attribute) position_win_percent (KeyMetricKind attribute) PositionManager (class in tradeexecutor.strategy.pandas_trader.position_manager) positions (AccountingBalanceCheck attribute) (AssetToPositionsMapping attribute) (Statistics attribute) positions_open_at_the_end (KeyMetricKind attribute) PositionStatistics (class in tradeexecutor.state.statistics) PositionType (class in tradeexecutor.cli.commands.show_positions) post_execution_price_structure (TradeExecution attribute) post_logging_discord_image() (in module tradeexecutor.cli.discord) post_process_trade_decision() (in module tradeexecutor.strategy.runner) ppo() (in module pandas_ta.momentum) pre_trade_assertions() (RoutingModel static method) preflight_check (ExecutionMode attribute) preflight_check() (BacktestExecution method) (Client class method) (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) preload_data() (in module tradeexecutor.backtest.data_preload) preload_universe() (DefaultTradingStrategyUniverseModel method) (StaticUniverseModel method) (UniverseModel method) prepare_cache() (in module tradeexecutor.cli.bootstrap) prepare_decision_cycle() (StrategyInputIndicators method) prepare_executor_id() (in module tradeexecutor.cli.bootstrap) prepare_grid_combinations() (in module tradeexecutor.backtest.grid_search) prepare_indicators() (BacktestSetup method) (in module tradeexecutor.strategy.pandas_trader.indicator) prepare_interest_distribution() (in module tradeexecutor.strategy.interest) prepare_optimiser_parameters() (in module tradeexecutor.backtest.optimiser) prepare_raw_candle_data() (in module tradingstrategy.direct_feed.candle_feed) prepare_swaps() (in module tradeexecutor.ethereum.execution) prepare_take_profit_trades() (PositionManager method) pretick_check() (PandasTraderRunner method) (QSTraderRunner method) (StrategyRunner method) pretty_print() (TradeExecution method) previous_update_at (BalanceUpdate attribute) price (InterestDistributionEntry attribute) (Trade attribute) (TradePricing attribute) (Trigger attribute) Price impact price_data_delay_tolerance (TradingStrategyUniverse attribute) price_impact (PriceImpact attribute) price_impact_tolerance (TradeExecution attribute) price_structure (TradeExecution attribute) PriceImpact (class in tradingstrategy.priceimpact) pricing_model (StrategyInput attribute) PricingModel (class in tradeexecutor.strategy.pricing_model) primitive_address (EnzymeAsset attribute) Private strategy Private trading strategy process_based (WatchdogMode attribute) process_blocks() (EnzymeVaultSyncModel method) process_deposit() (EnzymeVaultSyncModel method) process_id (GridSearchResult attribute) process_redemption() (EnzymeVaultSyncModel method) profile_optimiser() (in module tradeexecutor.analysis.optimiser) profiled() (in module tradeexecutor.utils.profile) profit_before_trades (TradingPairSignal attribute) profit_before_trades_pct (TradingPairSignal attribute) profit_usd (PositionStatistics attribute) Profitability profitability (KeyMetricKind attribute) (PositionStatistics attribute) profitability_90_days (StrategySummaryStatistics attribute) progress_bars (ExecutionContext attribute) Protocol Protocol fee protocol_fees_paid (PriceImpact attribute) psar() (in module pandas_ta.trend) psl() (in module pandas_ta.momentum) Public trading strategy purge_all_cached_data() (BinanceDownloader method) purge_cache() (CachedHTTPTransport method) purge_cached_file() (BinanceDownloader method) pvi() (in module pandas_ta.volume) pvo() (in module pandas_ta.momentum) pvol() (in module pandas_ta.volume) pvr() (in module pandas_ta.volume) pvt() (in module pandas_ta.volume) pwma() (in module pandas_ta.overlap) PyArrow PyCharm Python

Q

qqe() (in module pandas_ta.momentum) qstick() (in module pandas_ta.trend) QSTrader QSTraderRunner (class in tradeexecutor.strategy.qstrader.runner) Quant Quantitative analysis Quantitative finance quantity (AccountingBalanceCheck property) (AssetToPositionsMapping attribute) (AssetWithTrackedValue attribute) (BalanceUpdate attribute) (InterestDistributionEntry property) (PositionStatistics attribute) (ReservePosition attribute)

quantize_base_quantity() (BacktestPricing method) (PricingModel method) Quantstats queried_at (TopPairData attribute) quickswap_dai (TradeRouting attribute) quickswap_usdc (TradeRouting attribute) quickswap_usdt (TradeRouting attribute) quote (TradingPairIdentifier attribute) Quote token quote_token (TopPairData attribute) quote_token_address (DEXPair property) quote_token_addresses (RoutingData attribute) quote_token_decimals (DEXPair property) quote_token_symbol (DEXPair attribute) QuoteTokenTVLSizeRiskModel (class in tradeexecutor.strategy.tvl_size_risk)

R

raw_amount (JSONAssetDelta attribute) raw_signals (AlphaModel attribute) raw_weight (TradingPairSignal attribute) read_at (TradePricing attribute) read_docker_version() (VersionInfo static method) read_json_blob() (State static method) read_json_file() (State static method) read_onchain_data() (UniswapV2MockClient static method) read_only_state_copy (RunState attribute) read_parquet() (in module tradingstrategy.reader) read_pickle_dangerous() (TradingStrategyUniverse static method) read_strategy_module() (in module tradeexecutor.strategy.strategy_module) read_version_file() (VersionInfo static method) ready_at (BacktestData attribute) (UpdatedUniverseResult attribute) Real yield real_trading (ExecutionMode attribute) Realised profit and loss Realised risk realised_gas_price (BlockchainTransaction attribute) realised_gas_units_consumed (BlockchainTransaction attribute) realised_profit_and_loss (KeyMetricKind attribute) realised_profitability (WebChartType attribute) Rebalance rebalance (TradeType attribute) rebalance_portfolio_old() (in module tradeexecutor.strategy.pandas_trader.rebalance) rebase (AccountingCorrectionCause attribute) Rebase token rebase() (SimulatedWallet method) rebroadcast_all() (in module tradeexecutor.ethereum.rebroadcast) rebroadcast_trade() (in module tradeexecutor.state.retry) reconfirm_trade() (in module tradeexecutor.state.repair) record_cycle_complete() (Uptime method) record_interest_rate() (in module tradeexecutor.strategy.interest) recording_time (Plot attribute) RecordingTime (class in tradeexecutor.state.visualisation) redact_url_password() (in module tradeexecutor.utils.url) redeem_in_kind() (UnitTestTrader method) redemption (BalanceUpdateCause attribute) reduce (TradeFlag attribute) reducer_override() (in module tradeexecutor.monkeypatch.cloudpickle_patch) refresh_live_run_state() (ExecutionLoop method) refresh_visualisations() (PandasTraderRunner method) (StrategyRunner method) Regime (class in tradeexecutor.analysis.regime) Regime filter RegimeRegion (class in tradeexecutor.analysis.regime) register() (CachedHTTPTransport method) register_worker() (in module tradeexecutor.cli.watchdog) Regularization Reinforced learning Relative strength index (RSI) relative_epsilon (AccountingBalanceCheck attribute) remove_min_max_price() (in module tradingstrategy.utils.wrangle) remove_zero_candles() (in module tradingstrategy.utils.wrangle) removes (XYLiquidity attribute) render_alpha_model_plotly_table() (in module tradeexecutor.analysis.alpha_model_analyser) render_grid_search_result_table() (in module tradeexecutor.analysis.grid_search) render_plotly_figure_as_image_file() (in module tradeexecutor.visual.image_output) render_portfolio() (CLIApprovalModel method) render_summary_statistics_side_by_side() (TradeAnalysis method) render_web_chart() (in module tradeexecutor.visual.web_chart) reorg_detected (TradeDelta attribute) repair (TradeType attribute) repair() (in module tradeexecutor.cli.commands.repair) repair_entry (TradeStatus attribute) repair_state() (StrategyRunner method) repair_trade() (in module tradeexecutor.state.repair) repair_trades() (in module tradeexecutor.state.repair) repair_tx_missing() (in module tradeexecutor.state.repair) repair_tx_not_generated() (in module tradeexecutor.state.repair) repair_unconfirmed_trades() (BacktestExecution method) (DummyExecutionModel method) (EthereumExecution method) (ExecutionModel method) (UniswapV2ExecutionModelVersion0 method) repaired (TradeStatus attribute) repaired_at (TradeExecution attribute) repaired_trade_id (TradeExecution attribute) RepairResult (class in tradeexecutor.state.repair) repay_interest() (Interest method) (Loan method) replace_candles() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) report_failure() (in module tradeexecutor.ethereum.swap) report_position_triggered() (in module tradeexecutor.strategy.stop_loss) report_strategy_thinking() (PandasTraderRunner method) (StrategyRunner method) required_history_period (CoreStrategyParameters attribute) (TradingStrategyUniverse attribute) required_option() (in module tradeexecutor.cli.commands.shared_options) resample_candles() (in module tradingstrategy.utils.groupeduniverse) resample_dataframe() (in module tradingstrategy.utils.groupeduniverse) resample_multi_pair() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) resample_price_series() (in module tradingstrategy.utils.groupeduniverse) resample_returns() (in module tradeexecutor.visual.equity_curve) resample_rolling() (in module tradingstrategy.utils.groupeduniverse) resample_series() (in module tradingstrategy.utils.groupeduniverse)

resample_single_pair() (in module tradeexecutor.strategy.pandas_trader.alternative_market_data) resample_trades_into_ohlcv() (in module tradingstrategy.direct_feed.ohlcv_aggregate) ResampledLiquidityUniverse (class in tradingstrategy.liquidity) Reserve currency reserve_asset (AccountingBalanceCheck attribute) reserve_assets (StrategyExecutionUniverse attribute) (TradingStrategyUniverse attribute) reserve_currency (StrategyModuleInformation attribute) (TradeExecution attribute) (TradingPosition attribute) reserve_currency_allocated (TradeExecution attribute) reserve_currency_exchange_rate (TradeExecution attribute) reserve_token_address (RoutingData attribute) reserve_token_price (ReservePosition attribute) ReserveCurrency (class in tradeexecutor.strategy.reserve_currency) ReservePosition (class in tradeexecutor.state.reserve) reserves (Portfolio attribute) ReserveUpdateEvent (class in tradeexecutor.ethereum.wallet) reset() (AssetWithTrackedValue method) (in module tradeexecutor.cli.commands.reset) (Interest method) reset_at (Interest attribute) reset_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) reset_deposits() (EnzymeVaultSyncModel method) (in module tradeexecutor.cli.commands.reset_deposits) (SyncModel method) resolve_indicator_data() (StrategyInputIndicators method) resolve_pairs_based_on_ticker() (in module tradingstrategy.pair) resolve_trades() (EthereumExecution method) (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) restore() (TradeFeed method) result (OptimiserSearchResult attribute) result_path (GridCombination attribute) ResultFilter (class in tradeexecutor.backtest.optimiser) results (OptimiserResult attribute) resync_nonce() (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) retry() (in module tradeexecutor.cli.commands.retry) retry_trades() (in module tradeexecutor.state.retry) return_all_time (StrategySummaryStatistics attribute) return_annualised (StrategySummaryStatistics attribute) return_capital_to_reserves() (Portfolio method) return_percent (KeyMetricKind attribute) returns (CurveType attribute) (GridSearchResult attribute) revalue() (AssetWithTrackedValue method) revalue_base_asset() (TradingPosition method) revalue_failures_as_zero (Portfolio attribute) revalue_portfolio() (in module tradeexecutor.strategy.valuation) revalue_positions() (State method) revalue_state() (in module tradeexecutor.strategy.valuation) (StrategyRunner method) RevalueEvent (class in tradeexecutor.state.revaluation) reverse_token_order (TradingPairIdentifier attribute) reverse_trading_universe_from_state() (in module tradeexecutor.strategy.reverse_universe) revert_reason (BlockchainTransaction attribute) RingBufferHandler (class in tradeexecutor.utils.ring_buffer_logging_handler) Risk of ruin Risk-adjusted return Risk-free rate rma() (in module pandas_ta.overlap) roc() (in module pandas_ta.momentum) RollingSharpeOptimisationFunction (class in tradeexecutor.backtest.optimiser_functions) Root (class in tradeexecutor.webhook.app) round_datetime_down() (in module tradeexecutor.strategy.cycle) round_datetime_up() (in module tradeexecutor.strategy.cycle) round_timestamp_down() (Timeframe method) route (TradeExecution attribute) route_pair() (RoutingModel method) route_tokens() (in module tradeexecutor.ethereum.routing_state) route_trade() (EthereumRoutingModel method) routing (CoreStrategyParameters attribute) RoutingData (class in tradeexecutor.ethereum.routing_data) RoutingModel (class in tradeexecutor.strategy.routing) RoutingState (class in tradeexecutor.strategy.routing) RoutingStateDetails (class in tradeexecutor.strategy.execution_model) RSI rsi() (in module pandas_ta.momentum) rsx() (in module pandas_ta.momentum) Rug pull run() (ExecutionLoop method) run_backtest() (ExecutionLoop method) (in module tradeexecutor.backtest.backtest_runner) run_backtest_for_module() (in module tradeexecutor.backtest.backtest_module) run_backtest_inline() (in module tradeexecutor.backtest.backtest_runner) run_backtest_trigger_checks() (ExecutionLoop method) run_grid_combination_multiprocess() (in module tradeexecutor.backtest.grid_search) run_grid_combination_threaded() (in module tradeexecutor.backtest.grid_search) run_grid_search_backtest() (in module tradeexecutor.backtest.grid_search) run_live() (ExecutionLoop method) run_with_state() (ExecutionLoop method) runner (StrategyExecutionDescription attribute) RunState (class in tradeexecutor.strategy.run_state) rvgi() (in module pandas_ta.momentum) rvi() (in module pandas_ta.volatility) RWA

S

s1 (CycleDuration attribute) save() (CoingeckoUniverse method) (DiskIndicatorStorage method) (GridSearchResult method) (OtherData method) (ParquetFileStore method) (TradeFeedStore method) save_disk_multiprocess_strategy_universe() (in module tradeexecutor.backtest.grid_search) save_forked_multiprocess_strategy_universe() (in module tradeexecutor.backtest.grid_search) save_response() (CachedHTTPTransport method) save_state() (GridSearchResult method) save_trade_feed() (DirectFeedStore method) SaveHook (class in tradingstrategy.direct_feed.trade_feed) ScoringMethod (class in tradeexecutor.analysis.timemap) searchable_parameters (GridCombination property) SearchFunction (class in tradeexecutor.backtest.optimiser) select_top_signals() (AlphaModel method) sell (SizingType attribute) sell() (EthereumTrader method) (OneDeltaTestTrader method) (PairUniverseTestTrader method) (SimulatedTestTrader method) (UniswapV2TestTrader method) (UniswapV3TestTrader method) sell_count_30d (DEXPair attribute) (Exchange attribute) sell_count_all_time (DEXPair attribute) (Exchange attribute) sell_tax (DEXPair attribute) sell_volume (Candle attribute) sell_volume_30d (DEXPair attribute) (Exchange attribute) sell_volume_all_time (DEXPair attribute) (Exchange attribute) sells (Candle attribute) Sentiment analysis separate (VolumeBarMode attribute) serialise_exception() (RunState static method) serialise_to_broadcast_format() (TransactionBuilder static method) set_backtest_start_and_end() (ExecutionLoop method) set_balance() (SimulatedWallet method) set_blockchain_transactions() (TradeExecution method) set_broadcast_information() (BlockchainTransaction method) set_confirmation_information() (BlockchainTransaction method) set_default_chain() (Web3Config method) set_fail() (RunState method) set_interest_checkpoint() (in module tradeexecutor.strategy.interest) set_market_limit_trigger() (PositionManager method) set_old_weight() (AlphaModel method) set_perfectly_executed() (UnitTestTrader method) set_signal() (AlphaModel method) set_tags() (AssetIdentifier method) set_target_information() (BlockchainTransaction method) set_trading_fee_override() (BacktestPricing method) (PricingModel method) set_up_simulated_ethereum_generic_execution() (in module tradeexecutor.testing.simulated_execution_loop) set_up_simulated_execution_loop_one_delta() (in module tradeexecutor.testing.simulated_execution_loop) set_up_simulated_execution_loop_uniswap_v2() (in module tradeexecutor.testing.simulated_execution_loop) set_up_simulated_execution_loop_uniswap_v3() (in module tradeexecutor.testing.simulated_execution_loop) set_visualised_pairs() (Visualisation method) settle_trade() (AaveV3Routing method) (OneDeltaRouting method) (RoutingModel method) (UniswapV2Routing method) (UniswapV3Routing method) setup() (ExecutionLoop method) setup_all() (HotWalletSyncModel method) setup_backtest() (in module tradeexecutor.backtest.backtest_runner) setup_backtest_for_universe() (in module tradeexecutor.backtest.backtest_runner) setup_charting_and_output() (in module tradeexecutor.utils.notebook) setup_custom_log_levels() (in module tradeexecutor.cli.log) setup_decimal_accuracy() (in module tradeexecutor.utils.accuracy) setup_discord_logging() (in module tradeexecutor.cli.log) setup_file_logging() (in module tradeexecutor.cli.log) setup_from_environment() (Web3Config class method) setup_in_memory_logging() (in module tradeexecutor.cli.log) setup_indicator_multiprocessing() (in module tradeexecutor.strategy.pandas_trader.indicator) setup_internal() (BacktestRoutingIgnoredModel method) (BacktestRoutingModel method) setup_logging() (in module tradeexecutor.cli.log) setup_logstash_logging() (in module tradeexecutor.cli.log) setup_notebook() (Client class method) setup_notebook_logging() (in module tradeexecutor.cli.log) setup_pytest_logging() (in module tradeexecutor.cli.log) setup_report() (BacktestReporter class method) setup_routing() (StrategyRunner method) setup_strategy_logging() (in module tradeexecutor.cli.log) setup_telegram_logging() (in module tradeexecutor.cli.log) setup_trades() (BacktestRoutingIgnoredModel method) (BacktestRoutingModel method) (EthereumRoutingModel method) (RoutingModel method) Sharpe sharpe (KeyMetricKind attribute) (TopGridSearchResult attribute) short_description (Metadata attribute) (StrategyModuleInformation attribute) (StrategySummary attribute) short_run() (in module pandas_ta.trend) Shorting show_positions() (in module tradeexecutor.cli.commands.show_positions) shutdown() (WebhookServer method) side (InterestDistributionEntry attribute) (TradePricing attribute) sign_transaction() (EnzymeTransactionBuilder method) (HotWalletTransactionBuilder method) (TransactionBuilder method) signal (TradingPairSignal attribute) signal_id (TradingPairSignal attribute) signals (AlphaModel attribute) signed_bytes (BlockchainTransaction attribute) signed_tx_object (BlockchainTransaction attribute) simple (TimelineRowStylingMode attribute) simulate_funding() (BacktestSyncModel method) simulate_leverage() (BacktestExecution method) simulate_spot() (BacktestExecution method) simulate_trade() (BacktestExecution method) simulated (BlockchainTransactionType attribute) simulated_trading (ExecutionMode attribute) SimulatedTestTrader (class in tradeexecutor.testing.simulated_trader) SimulatedWallet (class in tradeexecutor.backtest.simulated_wallet) SimulateStore (class in tradeexecutor.state.store) single (GridParameter attribute) single_pair_cache (PandasPairUniverse attribute) sinwma() (in module pandas_ta.overlap) SizeRisk (class in tradeexecutor.state.size_risk) SizeRiskModel (class in tradeexecutor.strategy.size_risk_model) sizing_type (SizeRisk attribute) SizingType (class in tradeexecutor.state.size_risk) skew() (in module pandas_ta.statistics) Slippage slippage_tolerance (CoreStrategyParameters attribute) (TradeExecution attribute) slope() (in module pandas_ta.momentum) sma() (in module pandas_ta.overlap) small_image (LatestStateVisualisation attribute) small_image_dark (LatestStateVisualisation attribute) small_image_png (LatestStateVisualisation attribute) Smart contract smart_contracts (OnChainData attribute) smi() (in module pandas_ta.momentum) snap_to_epsilon() (in module tradeexecutor.utils.accuracy) snap_to_next_tick() (in module tradeexecutor.strategy.cycle) snap_to_previous_tick() (in module tradeexecutor.strategy.cycle) solidity_arg_encoder() (in module tradeexecutor.state.blockhain_transaction) sort_by_timestamp() (CandleResult method) (LiquidityResult method) sort_priority (Metadata attribute) (StrategyModuleInformation attribute)

sorted_by_liquidity_with_filtering (TopPairMethod attribute) Sortino sortino (KeyMetricKind attribute) source (IndicatorDefinition attribute) (KeyMetric attribute) source_code (RunState attribute) (StrategyExecutionDescription attribute) (StrategyModuleInformation attribute) split_binance_symbol() (in module tradingstrategy.binance.constants) Spot market Spot-forward basis spot_market_hold (TradingPairKind attribute) spot_market_hold_rebalancing_token (TradingPairKind attribute) squeeze() (in module pandas_ta.momentum) squeeze_pro() (in module pandas_ta.momentum) ssf() (in module pandas_ta.overlap) Stablecoin stablecoin (EnzymeAssetType attribute) StablecoinFilteringMode (class in tradingstrategy.utils.token_filter) stack_trace (BlockchainTransaction attribute) Standard Deviation start (InterestDistributionOperation attribute) start() (in module tradeexecutor.cli.commands.start) start_at (BacktestData attribute) (BacktestSetup attribute) (Dataset attribute) (GridSearchResult attribute) (TradeSummary attribute) (TradingStrategyUniverse property) (UniverseOptions attribute) start_background_watchdog() (in module tradeexecutor.cli.watchdog) start_block (Candle attribute) (TradeDelta attribute) (XYLiquidity attribute) start_execution() (State method) start_execution_all() (State method) start_ts (TradeDelta attribute) started (TradeStatus attribute) started_at (KeyMetricKind attribute) (Metadata attribute) (RunState attribute) (StrategySummary attribute) (TradeExecution attribute) starting_reserve (LeverageEstimate attribute) state (BacktestResult attribute) State (class in tradeexecutor.state.state) state (GridSearchResult attribute) (StrategyInput attribute) StateStore (class in tradeexecutor.state.store) StateStoreModel (class in tradeexecutor.state.store) static (OutputMode attribute) StaticUniverseModel (class in tradeexecutor.strategy.universe_model) Statistical arbitrage Statistical modeling Statistics (class in tradeexecutor.state.statistics) stats (State attribute) status (BlockchainTransaction attribute) stc() (in module pandas_ta.momentum) stdev() (in module pandas_ta.statistics) stoch() (in module pandas_ta.momentum) Stochastic oscillator Stochastic RSI indicator stochrsi() (in module pandas_ta.momentum) Stop loss stop_loss (TradeType attribute) (TradingPairSignal attribute) (TradingPosition attribute) stop_loss_percent_of_all (KeyMetricKind attribute) stop_loss_percent_of_lost (KeyMetricKind attribute) stop_loss_time_bucket_override (UniverseOptions attribute) stop_losses_triggered (KeyMetricKind attribute) stop_watchdog() (in module tradeexecutor.cli.watchdog) Storj Strategy Strategy age Strategy cycle Strategy decay Strategy developer strategy_cycle_at (TradeExecution property) strategy_cycle_included_at (BalanceEventRef attribute) (BalanceUpdate attribute) strategy_universe (BacktestResult attribute) (IndicatorDependencyResolver attribute) (IndicatorSource attribute) (StrategyInput attribute) (StrategyInputIndicators attribute) StrategyCycleTrigger (class in tradeexecutor.strategy.strategy_cycle_trigger) StrategyExecutionDescription (class in tradeexecutor.strategy.description) StrategyExecutionUniverse (class in tradeexecutor.strategy.universe_model) StrategyFactory (class in tradeexecutor.strategy.factory) StrategyInput (class in tradeexecutor.strategy.pandas_trader.strategy_input) StrategyInputIndicators (class in tradeexecutor.strategy.pandas_trader.strategy_input) StrategyModuleInformation (class in tradeexecutor.strategy.strategy_module) StrategyParameters (class in tradeexecutor.strategy.parameters) StrategyRunner (class in tradeexecutor.strategy.runner) StrategySummary (class in tradeexecutor.strategy.summary) StrategySummaryStatistics (class in tradeexecutor.strategy.summary) StrategyTag (class in tradeexecutor.strategy.tag) StrategyType (class in tradeexecutor.strategy.strategy_type) string_to_eth_address() (in module tradingstrategy.utils.format) subplot_names (PairSubplotInfo attribute) success (TradeStatus attribute) suicide() (in module tradeexecutor.cli.watchdog) sum_decimal() (in module tradeexecutor.utils.accuracy) summary (GridSearchResult attribute) summary_statistics (RunState attribute) (StrategySummary attribute) supertrend() (in module pandas_ta.overlap) Supervised learning supply_credit() (State method) Survivorship bias Sushi sushi_usdc (TradeRouting attribute) sushi_usdt (TradeRouting attribute) Swap Swap fee SwapKind (class in tradingstrategy.direct_feed.uniswap_v2) Swing trading swma() (in module pandas_ta.overlap) symbol (EnzymeAsset attribute) Sync (class in tradeexecutor.state.sync) sync() (JSONFileStore method) (NoneStore method) (SimulateStore method) (StateStore method) sync_initial() (BacktestSyncModel method) (DummySyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) sync_interests() (BacktestSyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (in module tradeexecutor.strategy.interest) (SyncModel method) sync_portfolio() (StrategyRunner method) sync_reinit() (EnzymeVaultSyncModel method) sync_reserves() (in module tradeexecutor.ethereum.wallet) sync_treasury() (BacktestSyncModel method) (DummySyncModel method) (EnzymeVaultSyncModel method) (HotWalletSyncModel method) (SyncModel method) SyncModel (class in tradeexecutor.strategy.sync_model) syncs (XYLiquidity attribute) synthetic_pair (TradingPairSignal attribute) SyntheticTradeFeed (class in tradingstrategy.direct_feed.synthetic_feed) Systematic trading

T

t3() (in module pandas_ta.overlap) Tactical asset allocation tag (VersionInfo attribute) tags (Metadata attribute) (StrategyModuleInformation attribute) (StrategySummary attribute) Take Profit take_profit (TradeType attribute) (TradingPairSignal attribute) (TradingPosition attribute) take_profit_full (TriggerType attribute) take_profit_partial (TriggerType attribute) take_profit_percent_of_all (KeyMetricKind attribute) take_profit_percent_of_won (KeyMetricKind attribute) take_profits_triggered (KeyMetricKind attribute) td_seq() (in module pandas_ta.momentum) Technical analysis Technical indicator technical_indicator_detached (PlotKind attribute) technical_indicator_on_price (PlotKind attribute) technical_indicator_overlay_on_detached (PlotKind attribute) tema() (in module pandas_ta.overlap) terminal (JupyterOutputMode attribute) terms_of_service (EnzymeSmartContracts attribute) Test set test_trade (TradeFlag attribute) thermo() (in module pandas_ta.volatility) thread_based (WatchdogMode attribute) tick() (ExecutionLoop method) (StrategyRunner method) Time frame Time in Market time_bucket (Dataset attribute) (StrategyExecutionDescription attribute) time_travel() (BacktestTrader method) time_waited (UpdatedUniverseResult attribute) time_window (WebChart attribute) TimeBucket (class in tradingstrategy.timebucket) timed_absolute (TriggerCondition attribute) timed_relative_to_open (TriggerCondition attribute) timed_task() (in module tradeexecutor.utils.timer) timed_task_context_manager (ExecutionContext attribute) Timeframe (class in tradingstrategy.direct_feed.timeframe) TimelineRowStylingMode (class in tradeexecutor.analysis.trade_analyser) TimelineStyler (class in tradeexecutor.analysis.trade_analyser) timestamp (AlphaModel attribute) (Candle attribute) (ExportedRecord attribute) (SizeRisk attribute) (StrategyInput attribute) (StrategyInputIndicators attribute) (Trade attribute) (XYLiquidity attribute) TimeWindow (class in tradeexecutor.visual.web_chart) title (WebChart attribute) to_dataframe() (Candle class method) (TradeSummary method) (XYLiquidity class method) to_frequency() (TimeBucket method) to_hours() (TimeBucket method) to_human_description() (DEXPair method) to_int_unix_timestamp() (in module tradingstrategy.utils.time) to_json_safe() (State method) to_pandas_timedelta() (TimeBucket method) to_pyarrow_schema() (Candle class method) (DEXPair class method) (XYLiquidity class method) to_qstrader_dataframe() (Candle class method) to_timebucket() (CycleDuration method) to_timedelta() (CycleDuration method) (TimeBucket method) to_unix_timestamp() (in module tradingstrategy.utils.time) Token token (AssetType attribute) Token (class in tradingstrategy.token) token (EnzymeAssetType attribute) Token distribution Token tax token0_address (DEXPair attribute) token0_decimals (DEXPair attribute) token0_symbol (DEXPair attribute) token1_address (DEXPair attribute) token1_decimals (DEXPair attribute) token1_symbol (DEXPair attribute) token_in (TradePricing attribute) token_out (TradePricing attribute) token_sniffer_data (TopPairData attribute) token_sniffer_score (TopPairData property) token_symbol (AssetIdentifier attribute) tokens (SimulatedWallet attribute) TokenTuple (class in tradeexecutor.strategy.pandas_trader.token_mapper) TopGridSearchResult (class in tradeexecutor.analysis.grid_search) TopPairData (class in tradingstrategy.top) TopPairMethod (class in tradingstrategy.top) TopPairsReply (class in tradingstrategy.top) tos_stdevall() (in module pandas_ta.statistics) total (AssetInterestData attribute) Total equity Total value locked (TVL) total_borrowed_quantity (LeverageEstimate attribute) total_collateral_quantity (LeverageEstimate attribute) total_equity (KeyMetricKind attribute) (WebChartType attribute) total_positions (KeyMetricKind attribute) traceback_data (ExportedRecord attribute) tracker (InterestDistributionEntry attribute) Trade (class in tradingstrategy.direct_feed.trade_feed) (class in tradingstrategy.trade) Trade frequency trade() (BacktestRoutingIgnoredModel method) (EthereumRoutingModel method) trade_count (FinalPositionStatistics attribute) trade_executor_hot_wallet (OnChainData attribute) trade_id (TradeExecution attribute) trade_on_router_three_way() (AaveV3RoutingState method) (EthereumRoutingState method) (OneDeltaRoutingState method) (UniswapV2RoutingState method) (UniswapV3RoutingState method) trade_on_router_two_way() (AaveV3RoutingState method) (EthereumRoutingState method) (OneDeltaRoutingState method) (UniswapV2RoutingState method) (UniswapV3RoutingState method) trade_routing (StrategyModuleInformation attribute) trade_short() (State method) trade_size_risk (TradeExecution attribute) (TradingPairSignal attribute) trade_type (TradeExecution attribute) trade_volume (KeyMetricKind attribute) TradeAnalysis (class in tradeexecutor.analysis.trade_analyser) TradeDelta (class in tradingstrategy.direct_feed.trade_feed) TradeExecution (class in tradeexecutor.state.trade) tradeexecutor.analysis module tradeexecutor.analysis.advanced_metrics module tradeexecutor.analysis.alpha_model_analyser module tradeexecutor.analysis.curve module tradeexecutor.analysis.fee_analyser module tradeexecutor.analysis.grid_search module tradeexecutor.analysis.multi_asset_benchmark module tradeexecutor.analysis.multipair module tradeexecutor.analysis.optimiser module tradeexecutor.analysis.position module tradeexecutor.analysis.regime module tradeexecutor.analysis.returns module tradeexecutor.analysis.single_pair module tradeexecutor.analysis.slippage module tradeexecutor.analysis.stop_loss module tradeexecutor.analysis.timemap module tradeexecutor.analysis.trade_analyser module tradeexecutor.analysis.universe module tradeexecutor.backtest module tradeexecutor.backtest.backtest_execution module tradeexecutor.backtest.backtest_generic_router module tradeexecutor.backtest.backtest_module module tradeexecutor.backtest.backtest_pricing module tradeexecutor.backtest.backtest_routing module tradeexecutor.backtest.backtest_runner module tradeexecutor.backtest.backtest_sync module tradeexecutor.backtest.backtest_valuation module tradeexecutor.backtest.data_preload module tradeexecutor.backtest.grid_search module tradeexecutor.backtest.legacy_backtest_sync module tradeexecutor.backtest.notebook module tradeexecutor.backtest.optimiser module tradeexecutor.backtest.optimiser_functions module tradeexecutor.backtest.simulated_wallet module tradeexecutor.backtest.tearsheet module tradeexecutor.cli module tradeexecutor.cli.approval module tradeexecutor.cli.backup module tradeexecutor.cli.bootstrap module tradeexecutor.cli.close_all module tradeexecutor.cli.commands module tradeexecutor.cli.commands.app module tradeexecutor.cli.commands.backtest module tradeexecutor.cli.commands.check_accounts module tradeexecutor.cli.commands.check_position_triggers module tradeexecutor.cli.commands.check_universe module tradeexecutor.cli.commands.check_wallet module tradeexecutor.cli.commands.close_all module tradeexecutor.cli.commands.console module tradeexecutor.cli.commands.correct_accounts module tradeexecutor.cli.commands.deploy_guard module tradeexecutor.cli.commands.enzyme_asset_list module tradeexecutor.cli.commands.enzyme_deploy_vault module tradeexecutor.cli.commands.export module tradeexecutor.cli.commands.hello module tradeexecutor.cli.commands.init module tradeexecutor.cli.commands.perform_test_trade module tradeexecutor.cli.commands.repair module tradeexecutor.cli.commands.reset module tradeexecutor.cli.commands.reset_deposits module tradeexecutor.cli.commands.retry module tradeexecutor.cli.commands.shared_options module tradeexecutor.cli.commands.show_positions module tradeexecutor.cli.commands.start module tradeexecutor.cli.commands.version module tradeexecutor.cli.commands.visualise module tradeexecutor.cli.commands.webapi module tradeexecutor.cli.discord module tradeexecutor.cli.env module tradeexecutor.cli.guard module tradeexecutor.cli.latest_release module tradeexecutor.cli.log module tradeexecutor.cli.loop module tradeexecutor.cli.main module tradeexecutor.cli.result module tradeexecutor.cli.testtrade module tradeexecutor.cli.version_info module tradeexecutor.cli.watchdog module tradeexecutor.ethereum module tradeexecutor.ethereum.aave_v3 module tradeexecutor.ethereum.aave_v3.aave_v3_routing module tradeexecutor.ethereum.aave_v3.analysis module tradeexecutor.ethereum.enzyme module tradeexecutor.ethereum.enzyme.asset module tradeexecutor.ethereum.enzyme.tx module tradeexecutor.ethereum.enzyme.vault module tradeexecutor.ethereum.eth_pricing_model module tradeexecutor.ethereum.eth_valuation module tradeexecutor.ethereum.ethereum_protocol_adapters module tradeexecutor.ethereum.ethereumtrader module tradeexecutor.ethereum.execution module tradeexecutor.ethereum.hot_wallet_sync_model module tradeexecutor.ethereum.onchain_balance module tradeexecutor.ethereum.one_delta module tradeexecutor.ethereum.one_delta.analysis module tradeexecutor.ethereum.one_delta.one_delta_execution module tradeexecutor.ethereum.one_delta.one_delta_live_pricing module tradeexecutor.ethereum.one_delta.one_delta_routing module tradeexecutor.ethereum.one_delta.one_delta_valuation module tradeexecutor.ethereum.rebroadcast module tradeexecutor.ethereum.revert module tradeexecutor.ethereum.routing_data module tradeexecutor.ethereum.routing_model module tradeexecutor.ethereum.routing_state module tradeexecutor.ethereum.swap module tradeexecutor.ethereum.token module tradeexecutor.ethereum.tvl module tradeexecutor.ethereum.tx module tradeexecutor.ethereum.uniswap_v2 module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0 module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_live_pricing module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation_v0 module tradeexecutor.ethereum.uniswap_v3 module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_execution module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_live_pricing module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_valuation module tradeexecutor.ethereum.universe module tradeexecutor.ethereum.wallet module tradeexecutor.ethereum.web3config module tradeexecutor.monkeypatch module tradeexecutor.monkeypatch.cloudpickle_patch module tradeexecutor.monkeypatch.dataclasses_json module tradeexecutor.monkeypatch.web3 module tradeexecutor.state module tradeexecutor.state.balance_update module tradeexecutor.state.blockhain_transaction module tradeexecutor.state.freeze module tradeexecutor.state.generic_position module tradeexecutor.state.identifier module tradeexecutor.state.interest module tradeexecutor.state.interest_distribution module tradeexecutor.state.loan module tradeexecutor.state.metadata module tradeexecutor.state.other_data module tradeexecutor.state.pickle_over_json module tradeexecutor.state.portfolio module tradeexecutor.state.position module tradeexecutor.state.repair module tradeexecutor.state.reserve module tradeexecutor.state.retry module tradeexecutor.state.revaluation module tradeexecutor.state.size_risk module tradeexecutor.state.state module tradeexecutor.state.statistics module tradeexecutor.state.store module tradeexecutor.state.sync module tradeexecutor.state.trade module tradeexecutor.state.trigger module tradeexecutor.state.types module tradeexecutor.state.uptime module tradeexecutor.state.validator module tradeexecutor.state.valuation module tradeexecutor.state.visualisation module tradeexecutor.strategy module

tradeexecutor.strategy.account_correction module tradeexecutor.strategy.alpha_model module tradeexecutor.strategy.approval module tradeexecutor.strategy.asset module tradeexecutor.strategy.bootstrap module tradeexecutor.strategy.cycle module tradeexecutor.strategy.default_routing_options module tradeexecutor.strategy.description module tradeexecutor.strategy.dummy module tradeexecutor.strategy.dust module tradeexecutor.strategy.engine_version module tradeexecutor.strategy.execution_context module tradeexecutor.strategy.execution_model module tradeexecutor.strategy.factory module tradeexecutor.strategy.fixed_size_risk module tradeexecutor.strategy.interest module tradeexecutor.strategy.lending_protocol_leverage module tradeexecutor.strategy.output module tradeexecutor.strategy.pandas_trader module tradeexecutor.strategy.pandas_trader.alternative_market_data module tradeexecutor.strategy.pandas_trader.decision_trigger module tradeexecutor.strategy.pandas_trader.indicator module tradeexecutor.strategy.pandas_trader.position_manager module tradeexecutor.strategy.pandas_trader.rebalance module tradeexecutor.strategy.pandas_trader.runner module tradeexecutor.strategy.pandas_trader.strategy_input module tradeexecutor.strategy.pandas_trader.token_mapper module tradeexecutor.strategy.parameters module tradeexecutor.strategy.pricing_model module tradeexecutor.strategy.qstrader module tradeexecutor.strategy.qstrader.alpha_model module tradeexecutor.strategy.qstrader.order_sizer module tradeexecutor.strategy.qstrader.portfolio_construction_model module tradeexecutor.strategy.qstrader.runner module tradeexecutor.strategy.reserve_currency module tradeexecutor.strategy.reverse_universe module tradeexecutor.strategy.routing module tradeexecutor.strategy.run_state module tradeexecutor.strategy.runner module tradeexecutor.strategy.size_risk_model module tradeexecutor.strategy.stop_loss module tradeexecutor.strategy.strategy_cycle_trigger module tradeexecutor.strategy.strategy_module module tradeexecutor.strategy.strategy_type module tradeexecutor.strategy.summary module tradeexecutor.strategy.sync_model module tradeexecutor.strategy.tag module tradeexecutor.strategy.trade_pricing module tradeexecutor.strategy.trading_strategy_universe module tradeexecutor.strategy.tvl_size_risk module tradeexecutor.strategy.universe_model module tradeexecutor.strategy.valuation module tradeexecutor.strategy.weighting module tradeexecutor.testing module tradeexecutor.testing.backtest_trader module tradeexecutor.testing.dummy_wallet module tradeexecutor.testing.ethereumtrader_one_delta module tradeexecutor.testing.ethereumtrader_uniswap_v2 module tradeexecutor.testing.ethereumtrader_uniswap_v3 module tradeexecutor.testing.pairuniversetrader module tradeexecutor.testing.pytest_helpers module tradeexecutor.testing.simulated_execution_loop module tradeexecutor.testing.simulated_trader module tradeexecutor.testing.synthetic_ethereum_data module tradeexecutor.testing.synthetic_exchange_data module tradeexecutor.testing.synthetic_lending_data module tradeexecutor.testing.synthetic_pair_data module tradeexecutor.testing.synthetic_price_data module tradeexecutor.testing.synthetic_universe_data module tradeexecutor.testing.unit_test_trader module tradeexecutor.utils module tradeexecutor.utils.accuracy module tradeexecutor.utils.binance module tradeexecutor.utils.blockchain module tradeexecutor.utils.cpu module tradeexecutor.utils.crossover module tradeexecutor.utils.dataclass module tradeexecutor.utils.default_strategies module tradeexecutor.utils.format module tradeexecutor.utils.fullname module tradeexecutor.utils.increasing module tradeexecutor.utils.jupyter_notebook_folder module tradeexecutor.utils.jupyter_notebook_name module tradeexecutor.utils.leverage_calculations module tradeexecutor.utils.list module tradeexecutor.utils.notebook module tradeexecutor.utils.price module tradeexecutor.utils.profile module tradeexecutor.utils.python_function module tradeexecutor.utils.python_module_loader module tradeexecutor.utils.ring_buffer_logging_handler module tradeexecutor.utils.slippage module tradeexecutor.utils.sort module tradeexecutor.utils.state_downloader module tradeexecutor.utils.summarydataframe module tradeexecutor.utils.timer module tradeexecutor.utils.timestamp module tradeexecutor.utils.token module tradeexecutor.utils.typing module tradeexecutor.utils.url module tradeexecutor.visual module tradeexecutor.visual.benchmark module tradeexecutor.visual.bullbear module tradeexecutor.visual.custom_indicators module tradeexecutor.visual.equity_curve module tradeexecutor.visual.grid_search module tradeexecutor.visual.image_output module tradeexecutor.visual.multiple_pairs module tradeexecutor.visual.qs_wrapper module tradeexecutor.visual.single_pair module tradeexecutor.visual.strategy_state module tradeexecutor.visual.technical_indicator module tradeexecutor.visual.utils module tradeexecutor.visual.web_chart module tradeexecutor.webhook module tradeexecutor.webhook.api module tradeexecutor.webhook.app module tradeexecutor.webhook.error module tradeexecutor.webhook.events module tradeexecutor.webhook.http_log module tradeexecutor.webhook.server module TradeFeed (class in tradingstrategy.direct_feed.trade_feed) TradeFeedStore (class in tradingstrategy.direct_feed.trade_store) TradeFlag (class in tradeexecutor.state.trade) TradePricing (class in tradeexecutor.strategy.trade_pricing) trader_joe_usdc (TradeRouting attribute) trader_joe_usdt (TradeRouting attribute) TradeRouting (class in tradeexecutor.strategy.default_routing_options) trades (Candle property) (DataRangeMode attribute) (TradeDelta attribute) (TradingPosition attribute) Trades last week trades_last_week (KeyMetricKind attribute) trades_needing_repair (RepairResult attribute) trades_per_month (KeyMetricKind attribute) TradeStatus (class in tradeexecutor.state.trade) TradeSummary (class in tradeexecutor.analysis.trade_analyser) TradeType (class in tradeexecutor.state.trade) Trading algorithm Trading pair Trading signal Trading strategy Trading Strategy client Trading Strategy Framework Trading Strategy Protocol Trading universe trading_pair_data_availability (StrategyCycleTrigger attribute) trading_period_length (KeyMetricKind attribute) trading_strategy_engine_version (StrategyExecutionDescription attribute) (StrategyModuleInformation attribute) trading_strategy_type (StrategyModuleInformation attribute) TradingPairDataAvailability (class in tradingstrategy.candle) TradingPairIdentifier (class in tradeexecutor.state.identifier) TradingPairKind (class in tradeexecutor.state.identifier) TradingPairSignal (class in tradeexecutor.strategy.alpha_model) TradingPosition (class in tradeexecutor.state.position) tradingstrategy.alternative_data module tradingstrategy.alternative_data.coingecko module tradingstrategy.binance module tradingstrategy.binance.constants module tradingstrategy.binance.downloader module tradingstrategy.binance.utils module tradingstrategy.candle module tradingstrategy.chain module tradingstrategy.charting module tradingstrategy.charting.candle_chart module tradingstrategy.client module tradingstrategy.direct_feed module tradingstrategy.direct_feed.candle_feed module tradingstrategy.direct_feed.conversion module tradingstrategy.direct_feed.dash module tradingstrategy.direct_feed.direct_feed_pair module tradingstrategy.direct_feed.ohlcv_aggregate module tradingstrategy.direct_feed.store module tradingstrategy.direct_feed.synthetic_feed module tradingstrategy.direct_feed.timeframe module tradingstrategy.direct_feed.trade_feed module tradingstrategy.direct_feed.trade_store module tradingstrategy.direct_feed.uniswap_v2 module tradingstrategy.direct_feed.warn module tradingstrategy.exchange module tradingstrategy.liquidity module tradingstrategy.pair module tradingstrategy.priceimpact module tradingstrategy.reader module tradingstrategy.stablecoin module tradingstrategy.testing module tradingstrategy.testing.mock_client module tradingstrategy.testing.uniswap_v2_mock_client module tradingstrategy.timebucket module tradingstrategy.token module tradingstrategy.top module tradingstrategy.trade module tradingstrategy.transport module tradingstrategy.transport.base module tradingstrategy.transport.cache module tradingstrategy.transport.data_trigger module tradingstrategy.transport.jsonl module tradingstrategy.transport.progress_enabled_download module tradingstrategy.transport.pyodide module tradingstrategy.types module tradingstrategy.utils module tradingstrategy.utils.aggregate_ohlcv module tradingstrategy.utils.columnar module tradingstrategy.utils.df_index module tradingstrategy.utils.format module tradingstrategy.utils.forward_fill module tradingstrategy.utils.groupeduniverse module tradingstrategy.utils.jupyter module tradingstrategy.utils.liquidity_filter module tradingstrategy.utils.mapper module tradingstrategy.utils.schema module tradingstrategy.utils.time module tradingstrategy.utils.token_filter module tradingstrategy.utils.wrangle module TradingStrategyUniverse (class in tradeexecutor.strategy.trading_strategy_universe) TradingStrategyUniverseModel (class in tradeexecutor.strategy.trading_strategy_universe) TradingView Traditional finance Trailing stop loss trailing_stop_loss (TradingPairSignal attribute) trailing_stop_loss_pct (TradingPosition attribute) Training set Transaction cost transaction_args (BlockchainTransaction attribute) TransactionBuilder (class in tradeexecutor.ethereum.tx) transfer_away (UnknownTokenPositionFix attribute) transfer_away_assets_without_position() (in module tradeexecutor.strategy.account_correction) transfer_tax (DEXPair attribute) transform_to_equity_curve() (in module tradeexecutor.visual.benchmark) translate_and_apply_event() (EnzymeVaultSyncModel method) translate_credit_reserve() (in module tradeexecutor.strategy.trading_strategy_universe) translate_to_naive_swap() (in module tradeexecutor.ethereum.execution) translate_token() (in module tradeexecutor.strategy.trading_strategy_universe) translate_token_details() (in module tradeexecutor.ethereum.token) translate_trading_pair() (in module tradeexecutor.strategy.trading_strategy_universe) Treasury (class in tradeexecutor.state.sync) Trend Trend analysis Trend-following Trigger (class in tradeexecutor.state.trigger) trigger_updates (TradingPosition attribute) TriggerCondition (class in tradeexecutor.state.trigger) triggered (TradeFlag attribute) triggered_at (Trigger attribute) triggering_at (Trigger attribute) triggering_at_delta (Trigger attribute) TriggerPriceUpdate (class in tradeexecutor.state.position) triggers (TradeExecution attribute) TriggerType (class in tradeexecutor.state.trigger) trima() (in module pandas_ta.overlap) trix() (in module pandas_ta.momentum) true_range() (in module pandas_ta.volatility) truncate_ohlcv() (in module tradingstrategy.direct_feed.ohlcv_aggregate) truncate_reorganised_data() (TradeFeed method) tsi() (in module pandas_ta.momentum) tsignals() (in module pandas_ta.trend) ttm_trend() (in module pandas_ta.trend) tvl_latest_usd (TopPairData attribute) tvl_updated_at (TopPairData attribute) TVLMethod (class in tradeexecutor.strategy.tvl_size_risk) TWAP tx_hash (BalanceUpdate attribute) (BlockchainTransaction attribute) (Deployment attribute) (Trade attribute) type (AssetIdentifier attribute) (BlockchainTransaction attribute) (Trigger attribute)

U

ui() (in module pandas_ta.volatility) unavailability_reason (KeyMetric attribute) UncheckedApprovalModel (class in tradeexecutor.strategy.approval) underlying (AssetIdentifier attribute) underlying_spot_pair (TradingPairIdentifier attribute) unfreeze_position() (in module tradeexecutor.state.repair) unfrozen_at (TradingPosition attribute) unfrozen_positions (RepairResult attribute) uninvested_cash (TradeSummary attribute) unique_sort() (in module tradeexecutor.utils.sort) Uniswap uniswap_v2 (ExchangeType attribute), [1] uniswap_v2_dai (TradeRouting attribute) uniswap_v2_incompatible (ExchangeType attribute) uniswap_v2_live_pricing_factory() (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_live_pricing) uniswap_v2_sell_valuation_factory() (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation) (in module tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation_v0) uniswap_v2_usdc (TradeRouting attribute) uniswap_v2_usdt (TradeRouting attribute) uniswap_v3 (ExchangeType attribute), [1] uniswap_v3_busd (TradeRouting attribute) uniswap_v3_dai (TradeRouting attribute) uniswap_v3_live_pricing_factory() (in module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_live_pricing) uniswap_v3_sell_valuation_factory() (in module tradeexecutor.ethereum.uniswap_v3.uniswap_v3_valuation) uniswap_v3_usdc (TradeRouting attribute) uniswap_v3_usdc_arbitrum_bridged (TradeRouting attribute) uniswap_v3_usdc_arbitrum_native (TradeRouting attribute) uniswap_v3_usdc_poly (TradeRouting attribute) uniswap_v3_usdt (TradeRouting attribute) uniswap_v3_usdt_arbitrum (TradeRouting attribute) uniswap_v3_usdt_poly (TradeRouting attribute) UniswapV2Execution (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution) UniswapV2ExecutionModelVersion0 (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) UniswapV2LivePricing (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_live_pricing) UniswapV2MockClient (class in tradingstrategy.testing.uniswap_v2_mock_client) UniswapV2PoolRevaluator (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation) UniswapV2PoolValuationMethodV0 (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_valuation_v0) UniswapV2Routing (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing) UniswapV2RoutingInstructions (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_execution_v0) UniswapV2RoutingState (class in tradeexecutor.ethereum.uniswap_v2.uniswap_v2_routing) UniswapV2TestTrader (class in tradeexecutor.testing.ethereumtrader_uniswap_v2) UniswapV2TradeFeed (class in tradingstrategy.direct_feed.uniswap_v2) UniswapV3Execution (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_execution) UniswapV3LivePricing (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_live_pricing) UniswapV3PoolRevaluator (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_valuation) UniswapV3Routing (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing) UniswapV3RoutingState (class in tradeexecutor.ethereum.uniswap_v3.uniswap_v3_routing) UniswapV3TestTrader (class in tradeexecutor.testing.ethereumtrader_uniswap_v3) unit_testing (ExecutionMode attribute) (StrategyTag attribute) unit_testing_trading (ExecutionMode attribute) UnitTestTrader (class in tradeexecutor.testing.unit_test_trader) universe (RoutingState attribute) (TradingStrategyUniverse property)

universe_key (IndicatorResult attribute) universe_model (StrategyExecutionDescription attribute) universe_options (BacktestSetup attribute) (GridSearchResult attribute) UniverseModel (class in tradeexecutor.strategy.universe_model) UniverseOptions (class in tradeexecutor.strategy.universe_model) unknown (ChainId attribute) (CycleDuration attribute) (JupyterOutputMode attribute) unknown_cause (AccountingCorrectionCause attribute) UnknownTokenPositionFix (class in tradeexecutor.strategy.account_correction) unmappable() (in module tradingstrategy.utils.schema) unpack_strategy_parameters() (StrategyModuleInformation method) Unrealised profit and loss Unrealised risk unrealised_profit (TradeSummary attribute) unrealised_profit_and_loss (KeyMetricKind attribute) unrealised_profitability (PortfolioStatistics attribute) Unsupervised learning uo() (in module pandas_ta.momentum) update_balance() (SimulatedWallet method) update_confirmation_status() (EthereumExecution method) (in module tradeexecutor.ethereum.execution) update_credit_supply_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) update_cycle() (TradeFeed method) update_interest() (in module tradeexecutor.strategy.interest) update_leveraged_position_interest() (in module tradeexecutor.strategy.interest) update_old_weights() (AlphaModel method) update_position_valuations() (ExecutionLoop method) update_reserves() (Portfolio method) update_short_loan() (in module tradeexecutor.strategy.lending_protocol_leverage) update_stop_loss() (PositionManager method) update_strategy_thinking_image_data() (PandasTraderRunner method) update_token_info() (SimulatedWallet method) update_trade_triggered() (in module tradeexecutor.strategy.stop_loss) update_trigger_expired() (in module tradeexecutor.strategy.stop_loss) update_universe() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) update_value() (ReservePosition method) update_wallet_balances() (in module tradeexecutor.ethereum.wallet) updated_at (ReserveUpdateEvent attribute) updated_universe (UpdatedUniverseResult attribute) UpdatedUniverseResult (class in tradeexecutor.strategy.pandas_trader.decision_trigger) Uptime (class in tradeexecutor.state.uptime) uptime (State attribute) us_dollar (CurrencyConversion attribute) usd_value (AccountingBalanceCheck attribute) (BalanceEventRef attribute) (BalanceUpdate attribute) USDC usdc (ReserveCurrency attribute) usdc_e (ReserveCurrency attribute) usdt (ReserveCurrency attribute) USDTVLSizeRiskModel (class in tradeexecutor.strategy.tvl_size_risk) user_supplied_routing_model (TradeRouting attribute) UTCFriendlyDataClassJsonMixin (class in tradeexecutor.utils.dataclass)

V

validate() (GridCombination method) (StrategyModuleInformation method) (TradingStrategyUniverse method) validate_backtest() (StrategyModuleInformation method) (StrategyParameters method) validate_exchange() (EthereumRoutingState static method) validate_executor_id() (in module tradeexecutor.cli.bootstrap) validate_function_kwargs() (in module tradeexecutor.strategy.pandas_trader.indicator) validate_latest_candles() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) validate_mid_price_for_buy() (EthereumPricingModel method) validate_mid_price_for_sell() (EthereumPricingModel method) validate_nested_state_dict() (in module tradeexecutor.state.validator) validate_ohclv_dataframe() (in module tradingstrategy.charting.candle_chart) validate_pairs() (EthereumRoutingState static method) validate_plot_info() (in module tradingstrategy.charting.candle_chart) validate_reserve_currency() (in module tradeexecutor.ethereum.routing_data) validate_state_serialisation() (in module tradeexecutor.state.validator) validate_state_value() (in module tradeexecutor.state.validator) valuation_updates (TradingPosition attribute) ValuationModel (class in tradeexecutor.strategy.valuation) ValuationModelFactory (class in tradeexecutor.strategy.valuation) ValuationUpdate (class in tradeexecutor.state.valuation) Value (class in tradeexecutor.utils.summarydataframe) value (GridParameter attribute) (KeyMetric attribute) (OptimiserSearchResult attribute) (PositionStatistics attribute) value_at_end (KeyMetricKind attribute) value_at_max (FinalPositionStatistics attribute) value_at_open (FinalPositionStatistics attribute) valued_at (ValuationUpdate attribute) Variance variance() (in module pandas_ta.statistics) Vault vault (EnzymeSmartContracts attribute) (EnzymeTransactionBuilder property) vault_token_name (Deployment attribute) vault_token_symbol (Deployment attribute) verify_balances() (SimulatedWallet method) version (RunState attribute) version() (in module tradeexecutor.cli.commands.version) VersionInfo (class in tradeexecutor.cli.version_info) vhf() (in module pandas_ta.trend) vidya() (in module pandas_ta.overlap) Visual Studio Code

Visualisation (class in tradeexecutor.state.visualisation) visualisation (RunState attribute) (State attribute) visualise() (in module tradeexecutor.cli.commands.visualise) visualise_3d_scatter() (in module tradeexecutor.analysis.grid_search) visualise_advanced_metrics() (in module tradeexecutor.analysis.advanced_metrics) visualise_all_cash() (in module tradeexecutor.visual.benchmark) visualise_benchmark() (in module tradeexecutor.visual.benchmark) visualise_equity_curve() (in module tradeexecutor.visual.equity_curve) visualise_equity_curve_benchmark() (in module tradeexecutor.visual.benchmark) visualise_equity_curve_comparison() (in module tradeexecutor.visual.benchmark) visualise_equity_curves() (in module tradeexecutor.visual.benchmark) visualise_grid_search_equity_curves() (in module tradeexecutor.analysis.grid_search) (in module tradeexecutor.visual.grid_search) visualise_heatmap_2d() (in module tradeexecutor.analysis.grid_search) visualise_long_short_benchmark() (in module tradeexecutor.visual.benchmark) visualise_market_regime_filter() (in module tradeexecutor.visual.bullbear) visualise_multiple_pairs() (in module tradeexecutor.visual.multiple_pairs) visualise_ohlcv() (in module tradingstrategy.charting.candle_chart) visualise_portfolio_equity_curve() (in module tradeexecutor.visual.benchmark) visualise_portfolio_interest_curve() (in module tradeexecutor.visual.benchmark) visualise_positions_with_duration_and_slippage() (in module tradeexecutor.visual.single_pair) visualise_raw_market_regime_indicator() (in module tradeexecutor.visual.bullbear) visualise_returns_distribution() (in module tradeexecutor.visual.equity_curve) visualise_returns_over_time() (in module tradeexecutor.visual.equity_curve) visualise_single_grid_search_result_benchmark() (in module tradeexecutor.visual.grid_search) visualise_single_pair() (in module tradeexecutor.visual.single_pair) visualise_single_pair_positions_with_duration_and_slippage() (in module tradeexecutor.visual.single_pair) visualise_single_pair_strategy_state() (in module tradeexecutor.visual.strategy_state) visualise_single_position() (in module tradeexecutor.visual.single_pair) visualise_table() (in module tradeexecutor.analysis.grid_search) visualise_technical_indicator() (in module tradeexecutor.visual.technical_indicator) visualise_trades() (in module tradeexecutor.visual.utils) visualise_vs_returns() (in module tradeexecutor.visual.benchmark) visualise_weekly_time_heatmap() (in module tradeexecutor.analysis.timemap) Volatility Volume volume (Candle attribute) volume_24h_usd (TopPairData attribute) volume_30d (DEXPair property) volume_updated_at (TopPairData attribute) VolumeBarMode (class in tradingstrategy.charting.candle_chart) vortex() (in module pandas_ta.trend) vp() (in module pandas_ta.volume) vwap() (in module pandas_ta.overlap) vwma() (in module pandas_ta.overlap)

W

wait_for_data() (in module tradingstrategy.transport.data_trigger) wait_for_universe_data_availability_jsonl() (in module tradeexecutor.strategy.pandas_trader.decision_trigger) wait_other_writers() (in module tradingstrategy.transport.cache) wait_trades_to_complete() (in module tradeexecutor.ethereum.execution) walk() (in module tradeexecutor.state.validator) walk_all_typer_options() (in module tradeexecutor.cli.commands.export) Wallet wallet (RoutingStateDetails attribute) WalletConnect warm_up_backtest() (ExecutionLoop method) warm_up_data() (TradingStrategyUniverse method) warm_up_grid_search_indicator_cache() (in module tradeexecutor.backtest.grid_search) warm_up_indicator_cache() (in module tradeexecutor.strategy.pandas_trader.indicator) warm_up_live_trading() (ExecutionLoop method) WatchdogMode (class in tradeexecutor.cli.watchdog) wcp() (in module pandas_ta.overlap) Web3 web3 (RoutingStateDetails attribute) (StrategyInput attribute) Web3Config (class in tradeexecutor.ethereum.web3config) web_chart() (in module tradeexecutor.webhook.api) web_file() (in module tradeexecutor.webhook.api) web_home() (in module tradeexecutor.webhook.api) web_icon() (in module tradeexecutor.webhook.api) web_logs() (in module tradeexecutor.webhook.api) web_metadata() (in module tradeexecutor.webhook.api)

web_notify() (in module tradeexecutor.webhook.api) web_ping() (in module tradeexecutor.webhook.api) web_source() (in module tradeexecutor.webhook.api) web_state() (in module tradeexecutor.webhook.api) web_status() (in module tradeexecutor.webhook.api) web_visulisation() (in module tradeexecutor.webhook.api) webapi() (in module tradeexecutor.cli.commands.webapi) WebChart (class in tradeexecutor.visual.web_chart) WebChartSource (class in tradeexecutor.visual.web_chart) WebChartType (class in tradeexecutor.visual.web_chart) WebhookServer (class in tradeexecutor.webhook.server) weight (InterestDistributionEntry attribute) Weight allocation weight_by_1_slash_n() (in module tradeexecutor.strategy.weighting) weight_by_1_slash_signal() (in module tradeexecutor.strategy.weighting) weight_equal() (in module tradeexecutor.strategy.weighting) weight_passthrouh() (in module tradeexecutor.strategy.weighting) willr() (in module pandas_ta.momentum) winning_stop_losses (KeyMetricKind attribute) winning_stop_losses_percent (KeyMetricKind attribute) wma() (in module pandas_ta.overlap) won_positions (KeyMetricKind attribute) wrap_nones() (in module tradeexecutor.strategy.pandas_trader.indicator) wrapped_args (BlockchainTransaction attribute) wrapped_function_selector (BlockchainTransaction attribute) write_json_file() (State method) write_pickle() (TradingStrategyUniverse method)

X

xsignals() (in module pandas_ta.trend)

XY liquidity model XYLiquidity (class in tradingstrategy.liquidity)

Y

Yield farming

Z

zero_profit_positions (KeyMetricKind attribute) zlma() (in module pandas_ta.overlap)

zscore() (in module pandas_ta.statistics) zstd