Index

A

algo (margot.signals.BackTest attribute)

as_map() (margot.signals.Position method)

B

BackTest (class in margot.signals) BaseAlgo (class in margot.signals)

BaseColumn (class in margot.data.column) (class in margot.data.column.columns)

C

calculate_returns() (margot.signals.BackTest method) clean() (margot.data.column.alphavantage.Column method) (margot.data.column.BaseColumn method) (margot.data.column.cboe.Column method) (margot.data.column.columns.BaseColumn method)

clone() (margot.data.column.BaseColumn method) (margot.data.column.columns.BaseColumn method) Column (class in margot.data.column.alphavantage) (class in margot.data.column.cboe) create_position_timeseries() (margot.signals.BackTest method) create_trade_signals_timeseries() (margot.signals.BackTest method)

E

end_date() (margot.data.MargotDataFrame property)

F

fetch() (margot.data.column.alphavantage.Column method) (margot.data.column.cboe.Column method)

G

get_label() (margot.data.column.BaseColumn method) (margot.data.column.columns.BaseColumn method) (margot.data.features.finance.SimpleMovingAverage method)

I

index() (margot.data.MargotDataFrame property)

L

latest() (margot.data.column.BaseColumn property) (margot.data.column.columns.BaseColumn property) (margot.data.Ratio property) load() (margot.data.column.BaseColumn method) (margot.data.column.columns.BaseColumn method)

load_or_fetch_series() (margot.data.column.BaseColumn method) (margot.data.column.columns.BaseColumn method) LogReturns (class in margot.data.features.finance) LowerBollingerBand (class in margot.data.features.finance)

M

margot.data module margot.data.column module margot.data.column.alphavantage module margot.data.column.cboe module margot.data.column.columns module margot.data.features module margot.data.features.finance module

margot.signals module MargotDataFrame (class in margot.data) module margot.data margot.data.column margot.data.column.alphavantage margot.data.column.cboe margot.data.column.columns margot.data.features margot.data.features.finance margot.signals

N

next_close() (margot.signals.BaseAlgo property)

P

Position (class in margot.signals)

R

Ratio (class in margot.data) RealisedVolatility (class in margot.data.features.finance) refresh() (margot.data.column.BaseColumn method) (margot.data.column.columns.BaseColumn method) (margot.data.MargotDataFrame method) (margot.data.Symbol method)

run() (margot.signals.BackTest method)

S

save() (margot.data.column.BaseColumn method) (margot.data.column.columns.BaseColumn method) series() (margot.data.column.BaseColumn property) (margot.data.column.columns.BaseColumn property) setup() (margot.data.column.BaseColumn method) (margot.data.column.columns.BaseColumn method) signal() (margot.signals.BaseAlgo method) SimpleMovingAverage (class in margot.data.features.finance)

SimpleReturns (class in margot.data.features.finance) simulate() (margot.data.column.BaseColumn method) (margot.data.column.columns.BaseColumn method) (margot.data.MargotDataFrame method) (margot.data.Symbol method) simulate_signal() (margot.signals.BaseAlgo method) start_date() (margot.data.MargotDataFrame property) starting_balance (margot.signals.BackTest attribute) Symbol (class in margot.data)

T

to_pandas() (margot.data.MargotDataFrame method)

U

UpperBollingerBand (class in margot.data.features.finance)

V

volatility() (margot.signals.BackTest method)

W

weekday() (margot.signals.BaseAlgo method)