Index

A

Account (class in fxmanager.basic.account)

C

close_position() (fxmanager.basic.account.Account method) (in module fxmanager.simulation.historic) (in module fxmanager.simulation.live)

E

expected_return() (in module fxmanager.basic.util)

F

findCombinations() (in module fxmanager.basic.util) findCombinationsUtil() (in module fxmanager.basic.util) fxmanager.basic module fxmanager.basic.account module fxmanager.basic.util module fxmanager.dwx module fxmanager.dwx.prices_subscriptions module fxmanager.dwx.rates_historic module fxmanager.optimization module fxmanager.optimization.eq_weight_optimizer module

fxmanager.optimization.eqw_optimization_test module fxmanager.optimization.w_optimization_test module fxmanager.optimization.weight_optimizer module fxmanager.simulation module fxmanager.simulation.historic module fxmanager.simulation.live module fxmanager.strategies module fxmanager.strategies.naieve_momentum module fxmanager.strategies.template module

G

get_avg_rets() (in module fxmanager.basic.util) get_daily_candles() (fxmanager.dwx.rates_historic.rates_historic method) get_orders() (fxmanager.strategies.template.strategy_template method) (in module fxmanager.strategies.naieve_momentum) get_period_candles() (fxmanager.dwx.rates_historic.rates_historic method)

get_portfolios() (in module fxmanager.basic.util) get_portfolios_template() (fxmanager.strategies.template.strategy_template method) get_price() (in module fxmanager.simulation.live) get_prices() (in module fxmanager.simulation.historic) get_weights() (in module fxmanager.basic.util)

I

isFinished() (fxmanager.dwx.prices_subscriptions.prices_subscriptions method) (fxmanager.dwx.rates_historic.rates_historic method)

K

kwargs_template() (fxmanager.strategies.template.strategy_template method)

M

mixed_timeframes_portfolio() (in module fxmanager.optimization.weight_optimizer) mixed_timframes_portfolio() (in module fxmanager.optimization.eq_weight_optimizer) module fxmanager.basic fxmanager.basic.account fxmanager.basic.util fxmanager.dwx fxmanager.dwx.prices_subscriptions fxmanager.dwx.rates_historic fxmanager.optimization fxmanager.optimization.eq_weight_optimizer fxmanager.optimization.eqw_optimization_test fxmanager.optimization.w_optimization_test fxmanager.optimization.weight_optimizer fxmanager.simulation fxmanager.simulation.historic fxmanager.simulation.live fxmanager.strategies fxmanager.strategies.naieve_momentum fxmanager.strategies.template

N

ncr() (in module fxmanager.basic.util)

O

onPullData() (fxmanager.dwx.prices_subscriptions.prices_subscriptions method) (fxmanager.dwx.rates_historic.rates_historic method) onSubData() (fxmanager.dwx.prices_subscriptions.prices_subscriptions method) (fxmanager.dwx.rates_historic.rates_historic method)

open_pisition() (fxmanager.basic.account.Account method) optimize() (in module fxmanager.optimization.eq_weight_optimizer) (in module fxmanager.optimization.weight_optimizer) optimize_portfolio() (in module fxmanager.simulation.live)

P

preprocess() (in module fxmanager.basic.util) prices_subscriptions (class in fxmanager.dwx.prices_subscriptions) print_final_state() (in module fxmanager.simulation.historic) (in module fxmanager.simulation.live)

print_live_state() (in module fxmanager.simulation.live) process_daily_bid_ask() (in module fxmanager.basic.util) process_ohlc() (in module fxmanager.basic.util)

R

rates_historic (class in fxmanager.dwx.rates_historic) run() (fxmanager.dwx.prices_subscriptions.prices_subscriptions method) (in module fxmanager.simulation.historic) (in module fxmanager.simulation.live)

run_test() (in module fxmanager.optimization.eqw_optimization_test) (in module fxmanager.optimization.w_optimization_test)

S

setup() (in module fxmanager.basic.util) single_timeframe_portfolio() (in module fxmanager.optimization.eq_weight_optimizer) (in module fxmanager.optimization.weight_optimizer)

stop() (fxmanager.dwx.prices_subscriptions.prices_subscriptions method) (fxmanager.dwx.rates_historic.rates_historic method) strategy_template (class in fxmanager.strategies.template)

T

template() (fxmanager.strategies.template.strategy_template method)

top_n_timeframes() (in module fxmanager.basic.util)

U

update() (fxmanager.basic.account.Account method)