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609 lines
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HTML
609 lines
24 KiB
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<h1 id="index">Index</h1>
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<a href="#A"><strong>A</strong></a>
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| <a href="#B"><strong>B</strong></a>
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| <a href="#C"><strong>C</strong></a>
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| <a href="#D"><strong>D</strong></a>
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| <a href="#E"><strong>E</strong></a>
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| <a href="#F"><strong>F</strong></a>
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| <a href="#G"><strong>G</strong></a>
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| <a href="#H"><strong>H</strong></a>
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| <a href="#I"><strong>I</strong></a>
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| <a href="#L"><strong>L</strong></a>
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| <a href="#M"><strong>M</strong></a>
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| <a href="#N"><strong>N</strong></a>
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| <a href="#O"><strong>O</strong></a>
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| <a href="#P"><strong>P</strong></a>
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| <a href="#R"><strong>R</strong></a>
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| <a href="#S"><strong>S</strong></a>
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| <a href="#T"><strong>T</strong></a>
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| <a href="#V"><strong>V</strong></a>
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| <a href="#W"><strong>W</strong></a>
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</div>
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<h2 id="A">A</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.assets.Asset">Asset (class in catalyst.assets)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.assets.AssetConvertible">AssetConvertible (class in catalyst.assets)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="B">B</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.protocol.BarData">BarData (class in catalyst.protocol)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="C">C</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.utils.cache.CachedObject">CachedObject (class in catalyst.utils.cache)</a>
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</li>
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<li><a href="appendix.html#catalyst.finance.commission.CommissionModel.calculate">calculate() (catalyst.finance.commission.CommissionModel method)</a>
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</li>
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<li><a href="appendix.html#catalyst.protocol.BarData.can_trade">can_trade() (catalyst.protocol.BarData method)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.cancel_order">cancel_order() (in module catalyst.api)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.finance.cancel_policy.CancelPolicy">CancelPolicy (class in catalyst.finance.cancel_policy)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.clear_calendars">clear_calendars() (in module catalyst.utils.calendars)</a>
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</li>
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<li><a href="appendix.html#catalyst.finance.commission.CommissionModel">CommissionModel (class in catalyst.finance.commission)</a>
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</li>
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<li><a href="appendix.html#catalyst.protocol.BarData.current">current() (catalyst.protocol.BarData method)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="D">D</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.utils.cache.dataframe_cache">dataframe_cache (class in catalyst.utils.cache)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.api.date_rules">date_rules (class in catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.deregister_calendar">deregister_calendar() (in module catalyst.utils.calendars)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="E">E</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.api.EODCancel">EODCancel() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.date_rules.every_day">every_day (catalyst.api.date_rules attribute)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.time_rules.every_minute">every_minute (catalyst.api.time_rules attribute)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.finance.execution.ExecutionStyle.exchange">exchange (catalyst.finance.execution.ExecutionStyle attribute)</a>
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</li>
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<li><a href="appendix.html#catalyst.finance.execution.ExecutionStyle">ExecutionStyle (class in catalyst.finance.execution)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.cache.ExpiringCache">ExpiringCache (class in catalyst.utils.cache)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="F">F</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.api.fetch_csv">fetch_csv() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.assets.Asset.first_traded">first_traded (catalyst.assets.Asset attribute)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.finance.slippage.FixedSlippage">FixedSlippage (class in catalyst.finance.slippage)</a>
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</li>
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<li><a href="appendix.html#catalyst.assets.Asset.from_dict">from_dict() (catalyst.assets.Asset method)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="G">G</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.utils.calendars.get_calendar">get_calendar() (in module catalyst.utils.calendars)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.get_environment">get_environment() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.finance.execution.ExecutionStyle.get_limit_price">get_limit_price() (catalyst.finance.execution.ExecutionStyle method)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.api.get_open_orders">get_open_orders() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.get_order">get_order() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.finance.execution.ExecutionStyle.get_stop_price">get_stop_price() (catalyst.finance.execution.ExecutionStyle method)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="H">H</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.protocol.BarData.history">history() (catalyst.protocol.BarData method)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="I">I</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.assets.Asset.is_alive_for_session">is_alive_for_session() (catalyst.assets.Asset method)</a>
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</li>
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<li><a href="appendix.html#catalyst.assets.Asset.is_exchange_open">is_exchange_open() (catalyst.assets.Asset method)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.is_open_on_minute">is_open_on_minute() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.is_session">is_session() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.protocol.BarData.is_stale">is_stale() (catalyst.protocol.BarData method)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="L">L</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.finance.execution.LimitOrder">LimitOrder (class in catalyst.finance.execution)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="M">M</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.api.time_rules.market_close">market_close (catalyst.api.time_rules attribute)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.time_rules.market_open">market_open (catalyst.api.time_rules attribute)</a>
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</li>
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<li><a href="appendix.html#catalyst.finance.execution.MarketOrder">MarketOrder (class in catalyst.finance.execution)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.cli.maybe_show_progress">maybe_show_progress() (in module catalyst.utils.cli)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minute_index_to_session_labels">minute_index_to_session_labels() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minute_to_session_label">minute_to_session_label() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minutes_count_for_sessions_in_range">minutes_count_for_sessions_in_range() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minutes_for_session">minutes_for_session() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minutes_for_sessions_in_range">minutes_for_sessions_in_range() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minutes_in_range">minutes_in_range() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.date_rules.month_end">month_end() (catalyst.api.date_rules static method)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.date_rules.month_start">month_start() (catalyst.api.date_rules static method)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="N">N</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.api.NeverCancel">NeverCancel() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.next_close">next_close() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.next_minute">next_minute() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.next_open">next_open() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.next_session_label">next_session_label() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="O">O</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.open_and_close_for_session">open_and_close_for_session() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.order">order() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.order_percent">order_percent() (in module catalyst.api)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.api.order_target">order_target() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.order_target_percent">order_target_percent() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.order_target_value">order_target_value() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.api.order_value">order_value() (in module catalyst.api)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="P">P</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.finance.commission.PerDollar">PerDollar (class in catalyst.finance.commission)</a>
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</li>
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<li><a href="appendix.html#catalyst.finance.commission.PerShare">PerShare (class in catalyst.finance.commission)</a>
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</li>
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<li><a href="appendix.html#catalyst.finance.commission.PerTrade">PerTrade (class in catalyst.finance.commission)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.previous_close">previous_close() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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</ul></td>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.previous_minute">previous_minute() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.previous_open">previous_open() (catalyst.utils.calendars.TradingCalendar method)</a>
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</li>
|
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.previous_session_label">previous_session_label() (catalyst.utils.calendars.TradingCalendar method)</a>
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|
</li>
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<li><a href="appendix.html#catalyst.finance.slippage.SlippageModel.process_order">process_order() (catalyst.finance.slippage.SlippageModel method)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="R">R</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.api.record">record() (in module catalyst.api)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.register_calendar">register_calendar() (in module catalyst.utils.calendars)</a>
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</li>
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</ul></td>
|
|
<td style="width: 33%; vertical-align: top;"><ul>
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<li><a href="appendix.html#catalyst.utils.calendars.register_calendar_type">register_calendar_type() (in module catalyst.utils.calendars)</a>
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</li>
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<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.regular_holidays">regular_holidays (catalyst.utils.calendars.TradingCalendar attribute)</a>
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</li>
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<li><a href="appendix.html#catalyst.run_algorithm">run_algorithm() (in module catalyst)</a>
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</li>
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</ul></td>
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</tr></table>
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<h2 id="S">S</h2>
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<table style="width: 100%" class="indextable genindextable"><tr>
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<td style="width: 33%; vertical-align: top;"><ul>
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|
<li><a href="appendix.html#catalyst.api.schedule_function">schedule_function() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.session_distance">session_distance() (catalyst.utils.calendars.TradingCalendar method)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.sessions_in_range">sessions_in_range() (catalyst.utils.calendars.TradingCalendar method)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.sessions_window">sessions_window() (catalyst.utils.calendars.TradingCalendar method)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_benchmark">set_benchmark() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_cancel_policy">set_cancel_policy() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_commission">set_commission() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_do_not_order_list">set_do_not_order_list() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_long_only">set_long_only() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_max_leverage">set_max_leverage() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_max_order_count">set_max_order_count() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_max_order_size">set_max_order_size() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_max_position_size">set_max_position_size() (in module catalyst.api)</a>
|
|
</li>
|
|
</ul></td>
|
|
<td style="width: 33%; vertical-align: top;"><ul>
|
|
<li><a href="appendix.html#catalyst.api.set_slippage">set_slippage() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.set_symbol_lookup_date">set_symbol_lookup_date() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.finance.cancel_policy.CancelPolicy.should_cancel">should_cancel() (catalyst.finance.cancel_policy.CancelPolicy method)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.sid">sid() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.finance.slippage.SlippageModel">SlippageModel (class in catalyst.finance.slippage)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.special_closes">special_closes (catalyst.utils.calendars.TradingCalendar attribute)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.special_closes_adhoc">special_closes_adhoc (catalyst.utils.calendars.TradingCalendar attribute)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.special_opens">special_opens (catalyst.utils.calendars.TradingCalendar attribute)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.special_opens_adhoc">special_opens_adhoc (catalyst.utils.calendars.TradingCalendar attribute)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.finance.execution.StopLimitOrder">StopLimitOrder (class in catalyst.finance.execution)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.finance.execution.StopOrder">StopOrder (class in catalyst.finance.execution)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.symbol">symbol() (in module catalyst.api)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.symbols">symbols() (in module catalyst.api)</a>
|
|
</li>
|
|
</ul></td>
|
|
</tr></table>
|
|
|
|
<h2 id="T">T</h2>
|
|
<table style="width: 100%" class="indextable genindextable"><tr>
|
|
<td style="width: 33%; vertical-align: top;"><ul>
|
|
<li><a href="appendix.html#catalyst.api.time_rules">time_rules (class in catalyst.api)</a>
|
|
</li>
|
|
</ul></td>
|
|
<td style="width: 33%; vertical-align: top;"><ul>
|
|
<li><a href="appendix.html#catalyst.assets.Asset.to_dict">to_dict() (catalyst.assets.Asset method)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar">TradingCalendar (class in catalyst.utils.calendars)</a>
|
|
</li>
|
|
</ul></td>
|
|
</tr></table>
|
|
|
|
<h2 id="V">V</h2>
|
|
<table style="width: 100%" class="indextable genindextable"><tr>
|
|
<td style="width: 33%; vertical-align: top;"><ul>
|
|
<li><a href="appendix.html#catalyst.finance.slippage.VolumeShareSlippage">VolumeShareSlippage (class in catalyst.finance.slippage)</a>
|
|
</li>
|
|
</ul></td>
|
|
</tr></table>
|
|
|
|
<h2 id="W">W</h2>
|
|
<table style="width: 100%" class="indextable genindextable"><tr>
|
|
<td style="width: 33%; vertical-align: top;"><ul>
|
|
<li><a href="appendix.html#catalyst.api.date_rules.week_end">week_end() (catalyst.api.date_rules static method)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.api.date_rules.week_start">week_start() (catalyst.api.date_rules static method)</a>
|
|
</li>
|
|
</ul></td>
|
|
<td style="width: 33%; vertical-align: top;"><ul>
|
|
<li><a href="appendix.html#catalyst.utils.cache.working_dir">working_dir (class in catalyst.utils.cache)</a>
|
|
</li>
|
|
<li><a href="appendix.html#catalyst.utils.cache.working_file">working_file (class in catalyst.utils.cache)</a>
|
|
</li>
|
|
</ul></td>
|
|
</tr></table>
|
|
|
|
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|
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</div>
|
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