qf_lib.common.enums
expiration_date_field.ExpirationDateField frequency.Frequency price_field.PriceField security_type.SecurityType quandl_db_type.QuandlDBType
qf_lib.common.exceptions
broker_exceptions.BrokerException broker_exceptions.OrderCancellingException future_contracts_exceptions.NoValidTickerException
qf_lib.common.risk_parity_boxes.risk_parity_boxes
ChangeDirection RiskParityBoxes RiskParityBoxesFactory
qf_lib.common.tickers.tickers
Ticker BloombergTicker HaverTicker QuandlTicker CcyTicker PortaraTicker
qf_lib.common.timeseries_analysis
return_attribution_analysis.ReturnAttributionAnalysis risk_contribution_analysis.RiskContributionAnalysis
qf_lib.common.utils
confidence_interval.analytical_cone_base.AnalyticalConeBase confidence_interval.analytical_cone.AnalyticalCone confidence_interval.analytical_cone_oos.AnalyticalConeOOS
dateutils.date_format.DateFormat dateutils.timer.Timer dateutils.timer.RealTimer dateutils.timer.SettableTimer
factorization.data_models.data_model.DataModel factorization.data_models.data_model_input.DataModelInput factorization.data_models.rolling_window_estimation.RollingWindowsEstimator factorization.data_presenters.data_presenter.DataPresenter factorization.data_presenters.rolling_data_presenter.RollingDataPresenter factorization.factors_identification.elastic_net_factors_identifier.ElasticNetFactorsIdentifier factorization.factors_identification.elastic_net_factors_identifier_simplified.ElasticNetFactorsIdentifierSimplified factorization.factors_identification.stepwise_factor_identifier.StepwiseFactorsIdentifier factorization.manager.FactorizationManager miscellaneous.consecutive_duplicates.Method returns.is_return_stats.InSampleReturnStats volatility.drift_independent_volatility.DriftIndependentVolatility volatility.volatility_forecast.VolatilityForecast volatility.volatility_manager.VolatilityManager data_cleaner.DataCleaner
qf_lib.common.utils
close_open_gap.close_open_gap.close_open_gap dateutils.common_start_and_end.get_common_start_and_end dateutils.date_to_string.date_to_str dateutils.get_quarter.get_quarter dateutils.get_values_common_dates.get_values_for_common_dates dateutils.iso_to_gregorian.iso_to_gregorian dateutils.string_to_date.str_to_date dateutils.to_days.to_days miscellaneous.annualise_with_sqrt.annualise_with_sqrt miscellaneous.average_true_range.average_true_range miscellaneous.consecutive_duplicates.drop_consecutive_duplicates miscellaneous.function_name.get_function_name miscellaneous.kelly.kelly miscellaneous.kelly.kelly_binary miscellaneous.periods_list.periods_list_from_bool_series miscellaneous.to_list_conversion.convert_to_list miscellaneous.volume_weighted_average_price.volume_weighted_average_price numberutils.is_finite_number.is_finite_number ratios.calmar_ratio.calmar_ratio ratios.gain_to_pain_ratio.gain_to_pain_ratio ratios.information_ratio.information_ratio ratios.omega_ratio.omega_ratio ratios.sharpe_ratio.sharpe_ratio ratios.sorino_ratio.sorino_ratio returns.annualise_total_return.annualise_total_return returns.avg_drawdown.avg_drawdown returns.avg_drawdown_duration.avg_drawdown_duration returns.beta_and_alpha.beta_and_alpha_full_stats returns.cagr.cagr returns.convert_dataframe_frequency.convert_dataframe_frequency returns.custom_returns_aggregating.aggregate_returns returns.cvar.cvar returns.drawdown_tms.drawdown_tms returns.get_aggregate_returns.get_aggregate_returns returns.index_grouping.get_grouping_for_frequency returns.list_longest_drawdowns.list_longest_drawdowns returns.list_of_max_drawdowns.list_of_max_drawdowns returns.log_to_simple_return.log_to_simple_return returns.max_drawdown.max_drawdown returns.return_distribution_helpers.get_cone_chart returns.return_distribution_helpers.generate_random_paths returns.return_distribution_helpers.generate_random_log_paths returns.simple_to_log_return.simple_to_log_return returns.sqn.sqn returns.sqn.sqn_for100trades returns.sqn.avg_nr_of_trades_per1y returns.tail_events.tail_events technical_analysis.utils.ta_series volatility.get_volatility.get_volatility volatility.intraday_volatility.intraday_volatility volatility.rolling_volatility.rolling_volatility