Index _ | A | B | C | D | E | F | G | H | I | K | L | M | N | O | P | R | S | T | U | V | W | Y _ __init__() (algo_engine.apps.backtest.CandleStick method) (algo_engine.apps.backtest.StickTheme method) (algo_engine.apps.backtest.WebApp method) (algo_engine.apps.DocServer method) (algo_engine.apps.StrategyTester method) (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.apps.Tester method) (algo_engine.backtest.metrics.TradeMetrics method) (algo_engine.backtest.ProgressReplay method) (algo_engine.backtest.Replay method) (algo_engine.backtest.SimMatch method) (algo_engine.backtest.SimpleReplay method) (algo_engine.base.BarData method) (algo_engine.base.DailyBar method) (algo_engine.base.OrderData method) (algo_engine.base.TickData method) (algo_engine.base.TradeData method) (algo_engine.base.TradeInstruction method) (algo_engine.base.TradeReport method) (algo_engine.base.TransactionData method) (algo_engine.engine.algo_engine.AlgoEngine method) (algo_engine.engine.algo_engine.AlgoRegistry method) (algo_engine.engine.AlgoTemplate method) (algo_engine.engine.Balance method) (algo_engine.engine.DirectMarketAccess method) (algo_engine.engine.MarketDataMonitor method) (algo_engine.engine.PositionManagementService method) (algo_engine.engine.RiskProfile method) (algo_engine.engine.RiskProfile.Risk method) (algo_engine.exchange_profile.ExchangeProfile method) (algo_engine.exchange_profile.SessionDate method) (algo_engine.monitor.MinuteBarMonitor method) (algo_engine.monitor.PyOrderBook method) (algo_engine.monitor.SyntheticOrderBookMonitor method) (algo_engine.strategy.EventDMA method) (algo_engine.strategy.StrategyEngine method) A activate() (algo_engine.exchange_profile.ExchangeProfile method) add() (algo_engine.engine.Balance method) add_algo() (algo_engine.engine.algo_engine.AlgoRegistry method) add_bod() (algo_engine.backtest.Replay method) add_days() (algo_engine.exchange_profile.SessionDate method) add_eod() (algo_engine.backtest.Replay method) add_exposure() (algo_engine.engine.PositionManagementService method) add_handler() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) add_handler_safe() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) add_monitor() (algo_engine.engine.MarketDataService method) (algo_engine.engine.MonitorManager method) add_subscription() (algo_engine.backtest.Replay method) add_trade() (algo_engine.base.TradeInstruction method) add_trades() (algo_engine.backtest.metrics.TradeMetrics method) add_trades_batch() (algo_engine.backtest.metrics.TradeMetrics method) addr (algo_engine.exchange_profile.SessionDate attribute) address (algo_engine.base.MarketData attribute) ALGO_ENGINE (in module algo_engine.engine) ALGO_REGISTRY (in module algo_engine.engine) AlgoEngine (class in algo_engine.engine.algo_engine) AlgoRegistry (class in algo_engine.engine.algo_engine) algos (algo_engine.apps.StrategyTester.StrategyEngine property) (algo_engine.strategy.StrategyEngine property) AlgoTemplate (class in algo_engine.engine) as_integer_ratio() (algo_engine.base.FinancialDecimal method) ask (algo_engine.base.TickData attribute) Ask (algo_engine.base.TransactionSide attribute) ask_price (algo_engine.base.TickData attribute) ask_volume (algo_engine.base.TickData attribute) AskOrder (algo_engine.base.TransactionSide attribute) at_level() (algo_engine.base.OrderBook method) at_price() (algo_engine.base.OrderBook method) attach_strategy() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) average_price (algo_engine.base.TradeInstruction attribute) (algo_engine.engine.AlgoTemplate property) B back_test() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) back_test_lite() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) Balance (class in algo_engine.engine) BALANCE (in module algo_engine.strategy) bar_end_time (algo_engine.base.BarData attribute) (algo_engine.base.DailyBar attribute) bar_span (algo_engine.base.BarData attribute) (algo_engine.base.DailyBar attribute) bar_span_seconds (algo_engine.base.BarData attribute) bar_start_time (algo_engine.base.BarData attribute) (algo_engine.base.DailyBar attribute) bar_type (algo_engine.base.BarData attribute) (algo_engine.base.DailyBar attribute) BarData (class in algo_engine.base) best_ask_price (algo_engine.base.TickData attribute) best_ask_volume (algo_engine.base.TickData attribute) best_bid_price (algo_engine.base.TickData attribute) best_bid_volume (algo_engine.base.TickData attribute) best_price() (algo_engine.backtest.SimMatch static method) bid (algo_engine.base.TickData attribute) Bid (algo_engine.base.TransactionSide attribute) bid_price (algo_engine.base.TickData attribute) bid_volume (algo_engine.base.TickData attribute) BidOrder (algo_engine.base.TransactionSide attribute) bod() (algo_engine.apps.StrategyTester method) (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.apps.Tester method) (algo_engine.strategy.StrategyEngine method) bound_instance (algo_engine.exchange_profile.ExchangeProfile attribute) BREAK (algo_engine.exchange_profile.SessionPhase attribute) break_adjusted() (algo_engine.exchange_profile.ExchangeProfile method) buf (algo_engine.base.MarketDataBuffer attribute) buffer_size() (algo_engine.base.MarketData static method) Buy (algo_engine.base.TransactionSide attribute) buy() (algo_engine.apps.StrategyTester method) (algo_engine.apps.Tester method) buy_id (algo_engine.base.TransactionData attribute) C cache() (algo_engine.base.MarketDataBuffer method) calculate_limit() (algo_engine.engine.algo_engine.AlgoEngine method) CANCEL (algo_engine.base.TransactionSide attribute) cancel() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.engine.AlgoTemplate method) (algo_engine.strategy.StrategyEngine method) cancel_all() (algo_engine.engine.PositionManagementService method) cancel_order() (algo_engine.backtest.SimMatch method) (algo_engine.base.TradeInstruction method) (algo_engine.engine.DirectMarketAccess method) Canceled (algo_engine.base.OrderState attribute) canceled() (algo_engine.base.TradeInstruction method) canceled_time (algo_engine.base.TradeInstruction attribute) canceled_ts (algo_engine.base.TradeInstruction attribute) Canceling (algo_engine.base.OrderState attribute) CandleStick (class in algo_engine.apps.backtest) CandleStick.ActiveBarData (class in algo_engine.apps.backtest) capacity (algo_engine.base.MarketDataBufferCache attribute) (algo_engine.base.OrderBook attribute) cash_flow (algo_engine.engine.AlgoTemplate property) cast() (algo_engine.engine.algo_engine.AlgoRegistry method) check() (algo_engine.engine.RiskProfile method) check_basket() (algo_engine.engine.RiskProfile method) check_order() (algo_engine.engine.RiskProfile method) clear() (algo_engine.backtest.metrics.TradeMetrics method) (algo_engine.backtest.SimMatch method) (algo_engine.base.MarketDataBufferCache method) (algo_engine.engine.MarketDataMonitor method) (algo_engine.engine.MarketDataService method) (algo_engine.engine.MonitorManager method) (algo_engine.engine.PositionManagementService method) (algo_engine.engine.RiskProfile method) (algo_engine.monitor.MinuteBarMonitor method) (algo_engine.monitor.SyntheticOrderBookMonitor method) clear_cache() (algo_engine.engine.PositionManagementService method) clear_monitors() (algo_engine.engine.MonitorManager method) CLOSE_AUCTION (algo_engine.exchange_profile.SessionPhase attribute) close_call_auction (algo_engine.exchange_profile.ExchangeProfile attribute) close_price (algo_engine.apps.backtest.CandleStick.ActiveBarData attribute) (algo_engine.base.BarData attribute) CLOSED (algo_engine.exchange_profile.SessionPhase attribute) cn_style (algo_engine.apps.backtest.StickTheme attribute) CONFIG (in module algo_engine.base) CONTINUOUS (algo_engine.exchange_profile.SessionPhase attribute) Cover (algo_engine.base.TransactionSide attribute) D DailyBar (class in algo_engine.base) data (algo_engine.apps.backtest.CandleStick property) (algo_engine.apps.DocServer property) data_addr (algo_engine.base.MarketData attribute) data_capacity (algo_engine.base.MarketDataBuffer attribute) (algo_engine.base.MarketDataRingBuffer attribute) data_tail (algo_engine.base.MarketDataBuffer attribute) (algo_engine.base.MarketDataRingBuffer attribute) day (algo_engine.exchange_profile.SessionDate attribute) days_in_month() (algo_engine.exchange_profile.SessionDate static method) deactivate() (algo_engine.exchange_profile.ExchangeProfile method) denominator (algo_engine.base.FinancialDecimal property) direction (algo_engine.base.OrderBook attribute) (algo_engine.base.TransactionSide property) DIRECTION_LONG (algo_engine.base.TransactionDirection attribute) direction_name (algo_engine.base.TransactionSide property) DIRECTION_NEUTRAL (algo_engine.base.TransactionDirection attribute) DIRECTION_SHORT (algo_engine.base.TransactionDirection attribute) DIRECTION_UNKNOWN (algo_engine.base.TransactionDirection attribute) DirectMarketAccess (class in algo_engine.engine) disable_worker() (algo_engine.base.MarketDataConcurrentBuffer method) DMA (in module algo_engine.strategy) DocServer (class in algo_engine.apps) DocTheme (class in algo_engine.apps) down (algo_engine.apps.backtest.StickTheme.ColorStyle attribute) dtype (algo_engine.base.MarketData attribute) dtypes (algo_engine.backtest.SimpleReplay property) dump() (algo_engine.engine.Balance method) (algo_engine.engine.RiskProfile method) dump_trades() (algo_engine.engine.Balance method) dump_trades_all() (algo_engine.engine.Balance method) E elapsed_seconds (algo_engine.exchange_profile.SessionTime attribute) enable_worker() (algo_engine.base.MarketDataConcurrentBuffer method) eod() (algo_engine.apps.StrategyTester method) (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.apps.Tester method) (algo_engine.backtest.SimMatch method) (algo_engine.strategy.StrategyEngine method) EVENT_ENGINE (in module algo_engine.engine) EventDMA (class in algo_engine.strategy) ExchangeProfile (class in algo_engine.exchange_profile) exposure_notional() (algo_engine.engine.Balance method) exposure_volume (algo_engine.engine.AlgoTemplate property) (algo_engine.engine.Balance property) (algo_engine.engine.PositionManagementService property) F fake_daily_data() (in module algo_engine.utils) fake_data() (in module algo_engine.utils) FAULTY (algo_engine.base.TransactionSide attribute) fee (algo_engine.base.TradeInstruction attribute) (algo_engine.base.TradeReport attribute) (algo_engine.engine.AlgoTemplate property) feed_monitor() (algo_engine.engine.MonitorManager method) fill() (algo_engine.base.TradeInstruction method) Filled (algo_engine.base.OrderState attribute) filled_notional (algo_engine.base.TradeInstruction attribute) (algo_engine.engine.AlgoTemplate property) filled_progress (algo_engine.engine.AlgoTemplate property) filled_volume (algo_engine.base.TradeInstruction attribute) (algo_engine.engine.AlgoTemplate property) FinancialDecimal (class in algo_engine.base) finish_time (algo_engine.engine.AlgoTemplate property) finished_time (algo_engine.base.TradeInstruction attribute) finished_ts (algo_engine.base.TradeInstruction attribute) flow (algo_engine.base.OrderData attribute) fork() (algo_engine.exchange_profile.SessionDate method) from_buffer() (algo_engine.base.OrderBook class method) from_bytes() (algo_engine.base.MarketData class method) (algo_engine.base.MarketDataBuffer class method) (algo_engine.base.OrderBook class method) from_float() (algo_engine.base.FinancialDecimal class method) from_json() (algo_engine.base.TradeInstruction class method) (algo_engine.base.TradeReport class method) (algo_engine.engine.algo_engine.AlgoEngine method) (algo_engine.engine.AlgoTemplate method) (algo_engine.engine.Balance method) (algo_engine.engine.RiskProfile method) (algo_engine.monitor.MinuteBarMonitor class method) (algo_engine.monitor.SyntheticOrderBookMonitor class method) from_ordinal() (algo_engine.exchange_profile.SessionDate class method) from_ptr() (algo_engine.base.MarketData static method) from_pydate() (algo_engine.exchange_profile.SessionDate class method) from_pytime() (algo_engine.exchange_profile.SessionTime class method) from_shm() (algo_engine.monitor.MinuteBarMonitor method) from_str() (algo_engine.backtest.PyDataScope method) from_timestamp() (algo_engine.exchange_profile.SessionTime class method) from_ts() (algo_engine.exchange_profile.SessionTime class method) from_unix() (algo_engine.exchange_profile.SessionDate class method) fromisocalendar() (algo_engine.exchange_profile.SessionDate class method) fromisoformat() (algo_engine.exchange_profile.SessionDate class method) (algo_engine.exchange_profile.SessionTime class method) G get() (algo_engine.base.MarketDataBuffer method) (algo_engine.base.MarketDataBufferCache method) (algo_engine.base.MarketDataRingBuffer method) (algo_engine.engine.Balance method) (algo_engine.engine.RiskProfile method) get_algo() (algo_engine.engine.algo_engine.AlgoEngine method) get_dtype() (algo_engine.backtest.PyDataScope class method) get_market_price() (algo_engine.engine.MarketDataService method) get_strategy() (algo_engine.engine.Balance method) get_tracker() (algo_engine.engine.Balance method) get_values() (algo_engine.engine.MonitorManager method) H high_price (algo_engine.apps.backtest.CandleStick.ActiveBarData attribute) (algo_engine.base.BarData attribute) hour (algo_engine.exchange_profile.SessionTime attribute) I idx (algo_engine.apps.backtest.CandleStick.ActiveBarData attribute) info (algo_engine.backtest.metrics.TradeMetrics property) (algo_engine.engine.Balance property) (algo_engine.engine.RiskProfile property) initialize_position_management() (algo_engine.apps.StrategyTester method) Invalid (algo_engine.base.OrderState attribute) INVENTORY (in module algo_engine.strategy) is_auction_session() (algo_engine.exchange_profile.ExchangeProfile method) is_done (algo_engine.base.OrderState property) (algo_engine.base.TradeInstruction attribute) is_empty (algo_engine.base.MarketDataRingBuffer attribute) is_empty() (algo_engine.base.MarketDataConcurrentBuffer method) is_full() (algo_engine.base.MarketDataConcurrentBuffer method) is_leap_year() (algo_engine.exchange_profile.SessionDate static method) is_market_session() (algo_engine.exchange_profile.ExchangeProfile method) is_placed (algo_engine.base.OrderState property) (algo_engine.base.TradeInstruction attribute) is_sorted (algo_engine.base.MarketDataBuffer attribute) is_trading_day() (algo_engine.exchange_profile.ExchangeProfile method) is_valid() (algo_engine.exchange_profile.SessionDate method) is_weekend() (algo_engine.exchange_profile.SessionDate method) is_worker_empty() (algo_engine.base.MarketDataConcurrentBuffer method) is_working (algo_engine.base.OrderState property) (algo_engine.base.TradeInstruction attribute) isoformat() (algo_engine.exchange_profile.SessionTime method) K k (algo_engine.base.FinancialDecimal property) L last_price (algo_engine.base.TickData attribute) launch() (algo_engine.engine.AlgoTemplate method) launch_order() (algo_engine.backtest.SimMatch method) (algo_engine.engine.DirectMarketAccess method) layout() (algo_engine.apps.backtest.CandleStick method) (algo_engine.apps.DocServer method) limit_price (algo_engine.base.TradeInstruction attribute) listen() (algo_engine.base.MarketDataConcurrentBuffer method) (algo_engine.base.MarketDataRingBuffer method) lite() (algo_engine.base.TickData method) load() (algo_engine.engine.Balance method) (algo_engine.engine.RiskProfile method) load_data() (algo_engine.apps.StrategyTester method) (algo_engine.apps.Tester method) loc_indices() (algo_engine.apps.backtest.CandleStick method) loc_volume() (algo_engine.base.OrderBook method) LongFilled (algo_engine.base.TransactionSide attribute) LongOpen (algo_engine.base.TransactionSide attribute) LongOrder (algo_engine.base.TransactionSide attribute) low_price (algo_engine.apps.backtest.CandleStick.ActiveBarData attribute) (algo_engine.base.BarData attribute) M market_date (algo_engine.base.DailyBar attribute) (algo_engine.engine.MarketDataService attribute) market_price (algo_engine.base.MarketData attribute) (algo_engine.engine.AlgoTemplate property) (algo_engine.engine.DirectMarketAccess property) (algo_engine.engine.MarketDataService attribute) (algo_engine.engine.PositionManagementService property) market_time (algo_engine.backtest.SimMatch property) (algo_engine.base.DailyBar attribute) (algo_engine.base.MarketData attribute) (algo_engine.engine.AlgoTemplate property) (algo_engine.engine.DirectMarketAccess property) (algo_engine.engine.MarketDataService attribute) (algo_engine.engine.PositionManagementService property) (algo_engine.engine.RiskProfile property) MarketData (class in algo_engine.base) MarketDataBuffer (class in algo_engine.base) MarketDataBufferCache (class in algo_engine.base) MarketDataConcurrentBuffer (class in algo_engine.base) MarketDataMonitor (class in algo_engine.engine) MarketDataRingBuffer (class in algo_engine.base) MarketDataService (class in algo_engine.engine) MDS (in module algo_engine.engine) merge() (algo_engine.base.TransactionData class method) microsecond (algo_engine.exchange_profile.SessionTime attribute) mid_price (algo_engine.base.TickData attribute) minute (algo_engine.exchange_profile.SessionTime attribute) MinuteBarMonitor (class in algo_engine.monitor) monitor (algo_engine.engine.MarketDataService attribute) (algo_engine.engine.MonitorManager attribute) Monitor (in module algo_engine.monitor) monitor_manager (algo_engine.engine.MarketDataService attribute) MonitorManager (class in algo_engine.engine) month (algo_engine.exchange_profile.SessionDate attribute) multiplier (algo_engine.base.TradeInstruction attribute) (algo_engine.base.TradeReport attribute) (algo_engine.base.TransactionData attribute) (algo_engine.engine.AlgoTemplate property) N n_orders (algo_engine.base.OrderBook attribute) n_subscribed (algo_engine.engine.MarketDataService attribute) nanosecond (algo_engine.exchange_profile.SessionTime attribute) nearest_trading_date() (algo_engine.exchange_profile.ExchangeProfile method) notional (algo_engine.base.BarData attribute) (algo_engine.base.TradeReport attribute) (algo_engine.base.TransactionData attribute) (algo_engine.engine.PositionManagementService property) notional_flow (algo_engine.base.TradeReport attribute) (algo_engine.base.TransactionData attribute) numerator (algo_engine.base.FinancialDecimal property) O offset (algo_engine.base.TransactionSide property) OFFSET_CANCEL (algo_engine.base.TransactionOffset attribute) OFFSET_CLOSE (algo_engine.base.TransactionOffset attribute) offset_name (algo_engine.base.TransactionSide property) OFFSET_OPEN (algo_engine.base.TransactionOffset attribute) OFFSET_ORDER (algo_engine.base.TransactionOffset attribute) on_algo_done() (algo_engine.engine.PositionManagementService method) on_algo_error() (algo_engine.engine.PositionManagementService method) on_canceled() (algo_engine.engine.AlgoTemplate method) (algo_engine.engine.PositionManagementService method) on_filled() (algo_engine.engine.AlgoTemplate method) (algo_engine.engine.PositionManagementService method) on_internal_data() (algo_engine.engine.MarketDataService method) on_market_data() (algo_engine.apps.StrategyTester method) (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.apps.Tester method) (algo_engine.engine.AlgoTemplate method) (algo_engine.engine.MarketDataService method) (algo_engine.engine.MonitorManager method) (algo_engine.engine.PositionManagementService method) (algo_engine.strategy.StrategyEngine method) on_order() (algo_engine.apps.StrategyTester method) (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.apps.Tester method) (algo_engine.backtest.SimMatch method) (algo_engine.engine.Balance method) (algo_engine.strategy.StrategyEngine method) on_order_data() (algo_engine.monitor.SyntheticOrderBookMonitor method) on_rejected() (algo_engine.engine.AlgoTemplate method) (algo_engine.engine.PositionManagementService method) on_report() (algo_engine.apps.StrategyTester method) (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.apps.Tester method) (algo_engine.backtest.SimMatch method) (algo_engine.engine.Balance method) (algo_engine.strategy.StrategyEngine method) on_sync_progress() (algo_engine.engine.AlgoTemplate method) on_update() (algo_engine.engine.Balance method) open() (algo_engine.engine.PositionManagementService method) OPEN_AUCTION (algo_engine.exchange_profile.SessionPhase attribute) open_call_auction (algo_engine.exchange_profile.ExchangeProfile attribute) open_pos() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) open_price (algo_engine.apps.backtest.CandleStick.ActiveBarData attribute) (algo_engine.base.BarData attribute) (algo_engine.base.TickData attribute) ORDER_CANCEL (algo_engine.base.OrderType attribute) ORDER_FAK (algo_engine.base.OrderType attribute) ORDER_FOK (algo_engine.base.OrderType attribute) ORDER_GENERIC (algo_engine.base.OrderType attribute) order_id (algo_engine.base.OrderData attribute) (algo_engine.base.TradeInstruction attribute) (algo_engine.base.TradeReport attribute) ORDER_IOC (algo_engine.base.OrderType attribute) ORDER_LIMIT (algo_engine.base.OrderType attribute) ORDER_LIMIT_MAKER (algo_engine.base.OrderType attribute) order_mapping (algo_engine.engine.PositionManagementService property) ORDER_MARKET (algo_engine.base.OrderType attribute) order_state (algo_engine.base.TradeInstruction attribute) order_state_int (algo_engine.base.TradeInstruction attribute) order_type (algo_engine.base.OrderData attribute) (algo_engine.base.TradeInstruction attribute) order_type_int (algo_engine.base.OrderData attribute) (algo_engine.base.TradeInstruction attribute) ORDER_UNKNOWN (algo_engine.base.OrderType attribute) OrderBook (class in algo_engine.base) OrderData (class in algo_engine.base) orders (algo_engine.engine.Balance property) (algo_engine.engine.PositionManagementService property) OrderState (class in algo_engine.base) OrderType (class in algo_engine.base) override() (algo_engine.exchange_profile.SessionDate method) owner (algo_engine.base.MarketData attribute) P parent (algo_engine.base.MarketDataBufferCache attribute) parse() (algo_engine.base.TickData method) PartFilled (algo_engine.base.OrderState attribute) patch() (algo_engine.apps.DocServer method) Pending (algo_engine.base.OrderState attribute) pipe() (algo_engine.apps.backtest.CandleStick method) Placed (algo_engine.base.OrderState attribute) placed_progress (algo_engine.engine.AlgoTemplate property) placed_time (algo_engine.base.TradeInstruction attribute) placed_ts (algo_engine.base.TradeInstruction attribute) pnl() (algo_engine.engine.PositionManagementService method) pop() (algo_engine.engine.Balance method) pop_monitor() (algo_engine.engine.MarketDataService method) (algo_engine.engine.MonitorManager method) POSITION_TRACKER (in module algo_engine.strategy) PositionManagementService (class in algo_engine.engine) PREOPEN (algo_engine.exchange_profile.SessionPhase attribute) prev_close (algo_engine.base.TickData attribute) price (algo_engine.base.MarketData attribute) (algo_engine.base.OrderBook attribute) (algo_engine.base.OrderData attribute) (algo_engine.base.TradeReport attribute) (algo_engine.base.TransactionData attribute) profile (algo_engine.engine.MarketDataService attribute) PROFILE (in module algo_engine.exchange_profile) PROFILE_CN (in module algo_engine.exchange_profile) PROFILE_DEFAULT (in module algo_engine.exchange_profile) profile_id (algo_engine.exchange_profile.ExchangeProfile attribute) progress (algo_engine.backtest.SimpleReplay property) ProgressReplay (class in algo_engine.backtest) ptr_capacity (algo_engine.base.MarketDataBuffer attribute) (algo_engine.base.MarketDataRingBuffer attribute) ptr_head (algo_engine.base.MarketDataRingBuffer attribute) ptr_tail (algo_engine.base.MarketDataBuffer attribute) (algo_engine.base.MarketDataRingBuffer attribute) put() (algo_engine.base.MarketDataBuffer method) (algo_engine.base.MarketDataBufferCache method) (algo_engine.base.MarketDataConcurrentBuffer method) (algo_engine.base.MarketDataRingBuffer method) PyDataScope (class in algo_engine.backtest) PyOrderBook (class in algo_engine.monitor) R range_break (algo_engine.exchange_profile.ExchangeProfile attribute) range_padding (algo_engine.apps.backtest.StickTheme attribute) recover() (algo_engine.engine.AlgoTemplate method) register() (algo_engine.apps.backtest.WebApp method) (algo_engine.apps.StrategyTester method) (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.backtest.SimMatch method) (algo_engine.strategy.StrategyEngine method) register_document() (algo_engine.apps.DocServer method) register_ticker() (algo_engine.apps.StrategyTester method) (algo_engine.apps.Tester method) Rejected (algo_engine.base.OrderState attribute) remove_handler() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) remove_handler_safe() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) remove_subscription() (algo_engine.backtest.Replay method) render_dashboard() (algo_engine.apps.backtest.WebApp method) render_index() (algo_engine.apps.backtest.WebApp method) Replay (class in algo_engine.backtest) reset() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.base.TradeInstruction method) (algo_engine.engine.Balance method) (algo_engine.strategy.StrategyEngine method) reset_order_id() (algo_engine.base.TradeInstruction method) (algo_engine.base.TradeReport method) reset_trade_id() (algo_engine.base.TradeReport method) resolve_auction_phase() (algo_engine.exchange_profile.ExchangeProfile method) resolve_session_phase() (algo_engine.exchange_profile.ExchangeProfile method) resolve_session_type() (algo_engine.exchange_profile.ExchangeProfile method) reversed_order_mapping (algo_engine.engine.PositionManagementService property) reversed_registry (algo_engine.engine.algo_engine.AlgoRegistry property) reversed_strategy_mapping (algo_engine.engine.Balance property) reversed_tracker_mapping (algo_engine.engine.Balance property) RISK_PROFILE (in module algo_engine.strategy) RiskProfile (class in algo_engine.engine) RiskProfile.Risk run() (algo_engine.apps.StrategyTester method) (algo_engine.apps.Tester method) S SCOPE_ALL (algo_engine.backtest.PyDataScope attribute) SCOPE_ORDER (algo_engine.backtest.PyDataScope attribute) SCOPE_TICK (algo_engine.backtest.PyDataScope attribute) SCOPE_TICK_LITE (algo_engine.backtest.PyDataScope attribute) SCOPE_TRANSACTION (algo_engine.backtest.PyDataScope attribute) second (algo_engine.exchange_profile.SessionTime attribute) Sell (algo_engine.base.TransactionSide attribute) sell() (algo_engine.apps.StrategyTester method) (algo_engine.apps.Tester method) sell_id (algo_engine.base.TransactionData attribute) Sent (algo_engine.base.OrderState attribute) serve() (algo_engine.apps.backtest.WebApp method) session_breaks (algo_engine.exchange_profile.ExchangeProfile attribute) session_date (algo_engine.base.MarketData attribute) session_datetime (algo_engine.base.MarketData attribute) session_end (algo_engine.exchange_profile.ExchangeProfile attribute) session_end_ts (algo_engine.exchange_profile.ExchangeProfile attribute) session_length_seconds (algo_engine.exchange_profile.ExchangeProfile attribute) session_phase (algo_engine.exchange_profile.SessionTime attribute) session_start (algo_engine.exchange_profile.ExchangeProfile attribute) session_start_ts (algo_engine.exchange_profile.ExchangeProfile attribute) session_time (algo_engine.base.MarketData attribute) session_type (algo_engine.exchange_profile.SessionDate attribute) SessionDate (class in algo_engine.exchange_profile) SessionPhase (class in algo_engine.exchange_profile) SessionTime (class in algo_engine.exchange_profile) set_manager() (algo_engine.engine.MarketDataService method) set_order_state() (algo_engine.base.TradeInstruction method) set_rule() (algo_engine.engine.RiskProfile method) Short (algo_engine.base.TransactionSide attribute) ShortFilled (algo_engine.base.TransactionSide attribute) ShortOpen (algo_engine.base.TransactionSide attribute) ShortOrder (algo_engine.base.TransactionSide attribute) shut_down() (algo_engine.engine.DirectMarketAccess method) side (algo_engine.base.OrderBook attribute) (algo_engine.base.OrderData attribute) (algo_engine.base.TradeInstruction attribute) (algo_engine.base.TradeReport attribute) (algo_engine.base.TransactionData attribute) SIDE_ASK (algo_engine.base.TransactionSide attribute) SIDE_BID (algo_engine.base.TransactionSide attribute) SIDE_CANCEL (algo_engine.base.TransactionSide attribute) side_int (algo_engine.base.OrderData attribute) (algo_engine.base.TradeInstruction attribute) (algo_engine.base.TradeReport attribute) (algo_engine.base.TransactionData attribute) SIDE_LONG (algo_engine.base.TransactionSide attribute) SIDE_LONG_CANCEL (algo_engine.base.TransactionSide attribute) SIDE_LONG_CLOSE (algo_engine.base.TransactionSide attribute) SIDE_LONG_OPEN (algo_engine.base.TransactionSide attribute) side_name (algo_engine.base.TransactionSide property) SIDE_NEUTRAL_CLOSE (algo_engine.base.TransactionSide attribute) SIDE_NEUTRAL_OPEN (algo_engine.base.TransactionSide attribute) SIDE_SHORT (algo_engine.base.TransactionSide attribute) SIDE_SHORT_CANCEL (algo_engine.base.TransactionSide attribute) SIDE_SHORT_CLOSE (algo_engine.base.TransactionSide attribute) SIDE_SHORT_OPEN (algo_engine.base.TransactionSide attribute) side_sign (algo_engine.base.OrderData attribute) (algo_engine.base.TradeInstruction attribute) (algo_engine.base.TradeReport attribute) (algo_engine.base.TransactionData attribute) SIDE_UNKNOWN (algo_engine.base.TransactionSide attribute) sign (algo_engine.base.TransactionDirection property) (algo_engine.base.TransactionSide property) SimMatch (class in algo_engine.backtest) SimpleReplay (class in algo_engine.backtest) Singleton (class in algo_engine.engine) size (algo_engine.base.MarketDataBufferCache attribute) (algo_engine.base.OrderBook attribute) sort() (algo_engine.base.MarketDataBuffer method) (algo_engine.base.OrderBook method) sorted (algo_engine.base.OrderBook attribute) spread (algo_engine.base.TickData attribute) start() (algo_engine.engine.DirectMarketAccess method) (algo_engine.engine.MonitorManager method) start_app() (in module algo_engine.apps.backtest) start_time (algo_engine.base.TradeInstruction attribute) (algo_engine.engine.AlgoTemplate property) start_timestamp (algo_engine.base.BarData attribute) STATE_CANCELED (algo_engine.base.OrderState attribute) STATE_CANCELING (algo_engine.base.OrderState attribute) STATE_FILLED (algo_engine.base.OrderState attribute) STATE_INVALID (algo_engine.base.OrderState attribute) state_name (algo_engine.base.OrderState property) STATE_PARTFILLED (algo_engine.base.OrderState attribute) STATE_PENDING (algo_engine.base.OrderState attribute) STATE_PLACED (algo_engine.base.OrderState attribute) STATE_REJECTED (algo_engine.base.OrderState attribute) STATE_SENT (algo_engine.base.OrderState attribute) STATE_UNKNOWN (algo_engine.base.OrderState attribute) status (algo_engine.backtest.SimpleReplay property) Status (algo_engine.engine.AlgoTemplate attribute) stick_padding (algo_engine.apps.backtest.StickTheme attribute) stick_style() (algo_engine.apps.backtest.StickTheme method) StickTheme (class in algo_engine.apps.backtest) StickTheme.ColorStyle (class in algo_engine.apps.backtest) stop() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.engine.MonitorManager method) (algo_engine.strategy.StrategyEngine method) STRATEGY_ENGINE (in module algo_engine.strategy) strategy_mapping (algo_engine.engine.Balance property) StrategyEngine (class in algo_engine.strategy) StrategyTester (class in algo_engine.apps) StrategyTester.StrategyEngine (class in algo_engine.apps) stream() (algo_engine.apps.DocServer method) subscribe() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) subscriptions (algo_engine.engine.MarketDataService attribute) summary (algo_engine.backtest.metrics.TradeMetrics property) SUSPENDED (algo_engine.exchange_profile.SessionPhase attribute) SyntheticOrderBookMonitor (class in algo_engine.monitor) T target_progress (algo_engine.engine.AlgoTemplate property) Tester (class in algo_engine.apps) tick (algo_engine.base.FinancialDecimal property) TickData (class in algo_engine.base) ticker (algo_engine.base.MarketData attribute) tickers (algo_engine.backtest.SimpleReplay property) time_to_seconds() (algo_engine.exchange_profile.ExchangeProfile method) time_zone (algo_engine.exchange_profile.ExchangeProfile attribute) timestamp (algo_engine.base.MarketData attribute) (algo_engine.engine.AlgoTemplate property) (algo_engine.engine.DirectMarketAccess property) (algo_engine.engine.MarketDataService attribute) timestamp() (algo_engine.exchange_profile.SessionDate method) timestamp_to_datetime() (algo_engine.exchange_profile.ExchangeProfile method) timestamp_to_seconds() (algo_engine.exchange_profile.ExchangeProfile method) to_algo() (algo_engine.engine.algo_engine.AlgoRegistry method) to_bytes() (algo_engine.base.MarketData method) (algo_engine.base.MarketDataBuffer method) (algo_engine.base.OrderBook method) to_csv() (algo_engine.apps.backtest.CandleStick method) to_dtype() (algo_engine.backtest.PyDataScope method) to_int() (algo_engine.backtest.PyDataScope method) to_json() (algo_engine.base.TradeInstruction method) (algo_engine.base.TradeReport method) (algo_engine.engine.AlgoTemplate method) (algo_engine.engine.Balance method) (algo_engine.engine.PositionManagementService method) (algo_engine.engine.RiskProfile method) (algo_engine.monitor.MinuteBarMonitor method) (algo_engine.monitor.SyntheticOrderBookMonitor method) to_numpy() (algo_engine.base.OrderBook method) to_ordinal() (algo_engine.exchange_profile.SessionDate method) to_pydate() (algo_engine.exchange_profile.SessionDate method) to_pytime() (algo_engine.exchange_profile.SessionTime method) to_str() (algo_engine.backtest.PyDataScope method) to_string() (algo_engine.backtest.metrics.TradeMetrics method) to_trade() (algo_engine.base.TradeReport method) today() (algo_engine.exchange_profile.SessionDate class method) topic (algo_engine.base.MarketData attribute) TOPIC (in module algo_engine.engine) total_ask_volume (algo_engine.base.TickData attribute) total_bid_volume (algo_engine.base.TickData attribute) total_trade_count (algo_engine.base.TickData attribute) total_traded_notional (algo_engine.base.TickData attribute) total_traded_volume (algo_engine.base.TickData attribute) tracker_mapping (algo_engine.engine.Balance property) trade_calendar() (algo_engine.exchange_profile.ExchangeProfile method) trade_calendar_cache (algo_engine.exchange_profile.ExchangeProfile attribute) trade_count (algo_engine.base.BarData attribute) trade_id (algo_engine.base.TradeReport attribute) trade_price (algo_engine.base.TradeData attribute) trade_side (algo_engine.base.TradeData attribute) trade_time (algo_engine.base.TradeReport attribute) trade_volume (algo_engine.base.TradeData attribute) TradeData (class in algo_engine.base) TradeInstruction (class in algo_engine.base) TradeMetrics (class in algo_engine.backtest.metrics) TradeReport (class in algo_engine.base) trades (algo_engine.base.TradeInstruction attribute) (algo_engine.engine.AlgoTemplate property) (algo_engine.engine.Balance property) (algo_engine.engine.PositionManagementService property) trades_session (algo_engine.engine.Balance property) trades_today (algo_engine.engine.Balance property) trading_days_after() (algo_engine.exchange_profile.ExchangeProfile method) trading_days_before() (algo_engine.exchange_profile.ExchangeProfile method) trading_days_between() (algo_engine.exchange_profile.ExchangeProfile method) trading_time_between() (algo_engine.exchange_profile.ExchangeProfile method) transaction_id (algo_engine.base.TransactionData attribute) TransactionData (class in algo_engine.base) TransactionDirection (class in algo_engine.base) TransactionOffset (class in algo_engine.base) TransactionSide (class in algo_engine.base) ts (algo_engine.exchange_profile.SessionTime attribute) ts_end (algo_engine.apps.backtest.CandleStick.ActiveBarData attribute) ts_indices() (algo_engine.apps.backtest.CandleStick method) (in module algo_engine.utils) ts_start (algo_engine.apps.backtest.CandleStick.ActiveBarData attribute) tz_offset_seconds (algo_engine.exchange_profile.ExchangeProfile attribute) U unix_to_ordinal() (algo_engine.exchange_profile.SessionDate class method) UNKNOWN (algo_engine.base.OrderState attribute) (algo_engine.base.TransactionSide attribute) (algo_engine.exchange_profile.SessionPhase attribute) unregister() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.backtest.SimMatch method) (algo_engine.strategy.StrategyEngine method) unregister_ticker() (algo_engine.apps.Tester method) Unwind (algo_engine.base.TransactionSide attribute) unwind_all() (algo_engine.engine.PositionManagementService method) unwind_pos() (algo_engine.apps.StrategyTester.StrategyEngine method) (algo_engine.strategy.StrategyEngine method) unwind_ticker() (algo_engine.engine.PositionManagementService method) up (algo_engine.apps.backtest.StickTheme.ColorStyle attribute) update() (algo_engine.apps.backtest.CandleStick method) (algo_engine.apps.backtest.WebApp method) (algo_engine.apps.DocServer method) (algo_engine.backtest.metrics.TradeMetrics method) url (algo_engine.apps.backtest.WebApp property) USE_CYTHON (in module algo_engine.base) V values (algo_engine.engine.MonitorManager attribute) volume (algo_engine.apps.backtest.CandleStick.ActiveBarData attribute) (algo_engine.base.BarData attribute) (algo_engine.base.OrderBook attribute) (algo_engine.base.OrderData attribute) (algo_engine.base.TradeInstruction attribute) (algo_engine.base.TradeReport attribute) (algo_engine.base.TransactionData attribute) volume_flow (algo_engine.base.TradeReport attribute) (algo_engine.base.TransactionData attribute) vwap (algo_engine.base.BarData attribute) W WebApp (class in algo_engine.apps.backtest) weighted_ask_price (algo_engine.base.TickData attribute) weighted_bid_price (algo_engine.base.TickData attribute) work() (algo_engine.engine.AlgoTemplate method) working_notional() (algo_engine.engine.Balance method) working_order (algo_engine.engine.Balance property) (algo_engine.engine.PositionManagementService property) working_volume (algo_engine.base.TradeInstruction attribute) (algo_engine.engine.AlgoTemplate property) (algo_engine.engine.Balance property) (algo_engine.engine.PositionManagementService property) working_volume_net (algo_engine.engine.PositionManagementService property) working_volume_summed (algo_engine.engine.Balance property) worst_price() (algo_engine.backtest.SimMatch static method) ws_style (algo_engine.apps.backtest.StickTheme attribute) Y year (algo_engine.exchange_profile.SessionDate attribute)