List of all items[−]
Structs
- data::handler::historic::HistoricCandleHandler
- data::handler::historic::HistoricDataHandlerBuilder
- data::handler::historic::HistoricDataLego
- data::handler::live::Config
- data::handler::live::LiveCandleHandler
- data::handler::live::LiveCandleHandlerBuilder
- data::market::MarketEvent
- data::market::MarketEventBuilder
- data::market::MarketMeta
- execution::fill::Fees
- execution::fill::FillEvent
- execution::fill::FillEventBuilder
- execution::handler::Config
- execution::handler::SimulatedExecution
- portfolio::allocator::DefaultAllocator
- portfolio::order::OrderEvent
- portfolio::order::OrderEventBuilder
- portfolio::portfolio::MetaPortfolio
- portfolio::portfolio::MetaPortfolioBuilder
- portfolio::portfolio::PortfolioLego
- portfolio::position::EquityPoint
- portfolio::position::Position
- portfolio::position::PositionBuilder
- portfolio::position::PositionMeta
- portfolio::repository::in_memory::InMemoryRepository
- portfolio::repository::redis::Config
- portfolio::repository::redis::RedisRepository
- portfolio::repository::redis::RedisRepositoryBuilder
- portfolio::risk::DefaultRisk
- statistic::dispersion::Dispersion
- statistic::dispersion::Range
- statistic::metric::drawdown::AvgDrawdown
- statistic::metric::drawdown::Drawdown
- statistic::metric::drawdown::MaxDrawdown
- statistic::metric::ratio::CalmarRatio
- statistic::metric::ratio::SharpeRatio
- statistic::metric::ratio::SortinoRatio
- statistic::summary::data::DataSummary
- statistic::summary::drawdown::DrawdownSummary
- statistic::summary::pnl::PnLReturnSummary
- statistic::summary::pnl::ProfitLossSummary
- statistic::summary::trading::Config
- statistic::summary::trading::TearSheet
- statistic::summary::trading::TradingSummary
- strategy::signal::SignalEvent
- strategy::signal::SignalEventBuilder
- strategy::strategy::Config
- strategy::strategy::RSIStrategy
- strategy::strategy::RSIStrategyBuilder
Enums
- data::error::DataError
- data::handler::Continuation
- event::Event
- execution::error::ExecutionError
- portfolio::error::PortfolioError
- portfolio::order::OrderType
- portfolio::position::Direction
- portfolio::repository::error::RepositoryError
- statistic::error::StatisticError
- strategy::error::StrategyError
- strategy::signal::Decision
Traits
- data::handler::Continuer
- data::handler::MarketGenerator
- execution::FillGenerator
- portfolio::FillUpdater
- portfolio::MarketUpdater
- portfolio::OrderGenerator
- portfolio::allocator::OrderAllocator
- portfolio::position::PositionEnterer
- portfolio::position::PositionExiter
- portfolio::position::PositionUpdater
- portfolio::repository::CashHandler
- portfolio::repository::PositionHandler
- portfolio::repository::ValueHandler
- portfolio::risk::OrderEvaluator
- statistic::metric::ratio::Ratio
- statistic::summary::PositionSummariser
- statistic::summary::TablePrinter
- strategy::SignalGenerator
Functions
- portfolio::portfolio::parse_signal_decisions
- portfolio::repository::determine_cash_id
- portfolio::repository::determine_closed_positions_id
- portfolio::repository::determine_position_id
- portfolio::repository::determine_value_id
- statistic::algorithm::welford_online::calculate_mean
- statistic::algorithm::welford_online::calculate_population_variance
- statistic::algorithm::welford_online::calculate_recurrence_relation_m
- statistic::algorithm::welford_online::calculate_sample_variance
- statistic::metric::ratio::calculate_annual
- statistic::metric::ratio::calculate_daily
- statistic::summary::trading::calculate_trading_duration