List of all items

Structs

• common::fixnan::FixNan
• common::float_series::FloatSeries
• common::incremental_cache::IncrementalCache
• common::src::Hlc
• common::src::Src
• content::aroon::Aroon
• content::aroon::AroonConfig
• content::aroon::AroonData
• content::aroon::AroonFeatureBuilder
• content::aroon::AroonFeatures
• content::aroon::AroonStrategy
• content::aroon::AroonStrategyData
• content::awesome_oscillator::AwesomeOscillator
• content::awesome_oscillator::AwesomeOscillatorConfig
• content::awesome_oscillator::AwesomeOscillatorFeatureBuilder
• content::awesome_oscillator::AwesomeOscillatorFeatures
• content::awesome_oscillator::AwesomeOscillatorStrategy
• content::awesome_oscillator::AwesomeOscillatorStrategyConfig
• content::balance_of_power::BalanceOfPower
• content::balance_of_power::BalanceOfPowerFeatureBuilder
• content::balance_of_power::BalanceOfPowerFeatures
• content::balance_of_power::BalanceOfPowerStrategy
• content::balance_of_power::BalanceOfPowerStrategyConfig
• content::bollinger_bands_pb::BollingerBandsPercentB
• content::bollinger_bands_pb::BollingerBandsPercentBConfig
• content::bollinger_bands_pb::BollingerBandsPercentBFeatureBuilder
• content::bollinger_bands_pb::BollingerBandsPercentBFeatures
• content::bollinger_bands_pb::BollingerBandsPercentBStrategy
• content::bollinger_bands_pb::BollingerBandsPercentBStrategyConfig
• content::bollinger_bands_width::BollingerBandsWidth
• content::bollinger_bands_width::BollingerBandsWidthConfig
• content::bollinger_bands_width::BollingerBandsWidthFeatureBuilder
• content::bollinger_bands_width::BollingerBandsWidthFeatures
• content::chaikin_money_flow::ChaikinMoneyFlow
• content::chaikin_money_flow::ChaikinMoneyFlowConfig
• content::chaikin_money_flow::ChaikinMoneyFlowFeatureBuilder
• content::chaikin_money_flow::ChaikinMoneyFlowFeatures
• content::chaikin_money_flow::ChaikinMoneyFlowStrategy
• content::chaikin_money_flow::ChaikinMoneyFlowStrategyConfig
• content::chande_kroll_stop::ChandeKrollStop
• content::chande_kroll_stop::ChandeKrollStopConfig
• content::chande_kroll_stop::ChandeKrollStopData
• content::chande_momentum_oscillator::ChandeMomentumOscillator
• content::chande_momentum_oscillator::ChandeMomentumOscillatorConfig
• content::chande_momentum_oscillator::ChandeMomentumOscillatorFeatureBuilder
• content::chande_momentum_oscillator::ChandeMomentumOscillatorFeatures
• content::chande_momentum_oscillator::ChandeMomentumOscillatorStrategy
• content::chande_momentum_oscillator::ChandeMomentumOscillatorStrategyConfig
• content::choppiness_index::ChoppinessIndex
• content::choppiness_index::ChoppinessIndexConfig
• content::choppiness_index::ChoppinessIndexFeatureBuilder
• content::choppiness_index::ChoppinessIndexFeatureBuilderConfig
• content::choppiness_index::ChoppinessIndexFeatures
• content::commodity_channel_index::CommodityChannelIndex
• content::commodity_channel_index::CommodityChannelIndexConfig
• content::commodity_channel_index::CommodityChannelIndexFeatureBuilder
• content::commodity_channel_index::CommodityChannelIndexFeatures
• content::commodity_channel_index::CommodityChannelIndexStrategy
• content::commodity_channel_index::CommodityChannelIndexStrategyConfig
• content::connors_relative_strength_index::ConnorsRelativeStrengthIndex
• content::connors_relative_strength_index::ConnorsRelativeStrengthIndexConfig
• content::connors_relative_strength_index::ConnorsRelativeStrengthIndexFeatureBuilder
• content::connors_relative_strength_index::ConnorsRelativeStrengthIndexFeatures
• content::connors_relative_strength_index::ConnorsRelativeStrengthIndexStrategy
• content::connors_relative_strength_index::ConnorsRelativeStrengthIndexStrategyConfig
• content::coppock_curve::CoppockCurve
• content::coppock_curve::CoppockCurveConfig
• content::coppock_curve::CoppockCurveFeatureBuilder
• content::coppock_curve::CoppockCurveFeatures
• content::coppock_curve::CoppockCurveStrategy
• content::coppock_curve::CoppockCurveStrategyConfig
• content::directional_movement_index::DirectionalMovementIndex
• content::directional_movement_index::DirectionalMovementIndexConfig
• content::directional_movement_index::DirectionalMovementIndexData
• content::directional_movement_index::DirectionalMovementIndexFeatureBuilder
• content::directional_movement_index::DirectionalMovementIndexFeatures
• content::directional_movement_index::DirectionalMovementIndexStrategy
• content::directional_movement_index::DirectionalMovementIndexStrategyConfig
• content::donchian_channels::DonchianChannels
• content::donchian_channels::DonchianChannelsConfig
• content::donchian_channels::DonchianChannelsData
• content::macd::Macd
• content::macd::MacdConfig
• content::macd::MacdFeatureBuilder
• content::macd::MacdFeatures
• content::macd::MacdStrategy
• content::macd::MacdStrategyConfig
• content::price_oscillator::PriceOscillator
• content::price_oscillator::PriceOscillatorConfig
• content::price_oscillator::PriceOscillatorFeatureBuilder
• content::price_oscillator::PriceOscillatorFeatures
• content::price_oscillator::PriceOscillatorStrategy
• content::price_oscillator::PriceOscillatorStrategyConfig
• content::relative_strength_index::RelativeStrengthIndex
• content::relative_strength_index::RelativeStrengthIndexConfig
• content::relative_strength_index::RelativeStrengthIndexFeatureBuilder
• content::relative_strength_index::RelativeStrengthIndexFeatures
• content::relative_strength_index::RelativeStrengthIndexStrategy
• content::relative_strength_index::RelativeStrengthIndexStrategyConfig
• content::relative_vigor_index::RelativeVigorIndex
• content::relative_vigor_index::RelativeVigorIndexConfig
• content::relative_vigor_index::RelativeVigorIndexData
• content::relative_vigor_index::RelativeVigorIndexFeatureBuilder
• content::relative_vigor_index::RelativeVigorIndexFeatures
• content::relative_vigor_index::RelativeVigorIndexStrategy
• content::relative_vigor_index::RelativeVigorIndexStrategyConfig
• content::relative_volatility_index::RelativeVolatilityIndex
• content::relative_volatility_index::RelativeVolatilityIndexConfig
• content::relative_volatility_index::RelativeVolatilityIndexFeatureBuilder
• content::relative_volatility_index::RelativeVolatilityIndexFeatures
• content::relative_volatility_index::RelativeVolatilityIndexStrategy
• content::relative_volatility_index::RelativeVolatilityIndexStrategyConfig
• content::stoch_relative_strength_index::StochRelativeStrengthIndex
• content::stoch_relative_strength_index::StochRelativeStrengthIndexConfig
• content::stoch_relative_strength_index::StochRelativeStrengthIndexData
• content::stoch_relative_strength_index::StochRelativeStrengthIndexFeatureBuilder
• content::stoch_relative_strength_index::StochRelativeStrengthIndexFeatures
• content::stoch_relative_strength_index::StochRelativeStrengthIndexStrategy
• content::stoch_relative_strength_index::StochRelativeStrengthIndexStrategyConfig
• content::ultimate_oscillator::UltimateOscillator
• content::ultimate_oscillator::UltimateOscillatorConfig
• content::ultimate_oscillator::UltimateOscillatorFeatureBuilder
• content::ultimate_oscillator::UltimateOscillatorFeatures
• content::ultimate_oscillator::UltimateOscillatorStrategy
• content::ultimate_oscillator::UltimateOscillatorStrategyConfig
• content::volume_oscillator::VolumeOscillator
• content::volume_oscillator::VolumeOscillatorConfig
• content::volume_oscillator::VolumeOscillatorFeatureBuilder
• content::volume_oscillator::VolumeOscillatorFeatures
• content::volume_oscillator::VolumeOscillatorStrategy
• content::volume_oscillator::VolumeOscillatorStrategyConfig
• content::vortex::Vortex
• content::vortex::VortexConfig
• content::vortex::VortexData
• content::vortex::VortexFeatureBuilder
• content::vortex::VortexFeatures
• content::vortex::VortexStrategy
• content::williams_percent_range::WilliamsPercentRange
• content::williams_percent_range::WilliamsPercentRangeConfig
• content::williams_percent_range::WilliamsPercentRangeFeatureBuilder
• content::williams_percent_range::WilliamsPercentRangeFeatures
• content::williams_percent_range::WilliamsPercentRangeStrategy
• content::williams_percent_range::WilliamsPercentRangeStrategyConfig
• core::asset::Asset
• core::asset::AssetRegistry
• core::asset::AssetRegistryItem
• core::context::Bar
• core::context::Context
• core::features::FeatureRegistry
• core::in_memory_data_provider::InMemoryDataProvider
• core::incremental::Chained
• core::incremental::Dummy
• core::incremental::ForcedInput
• pinescript::float::Float
• pinescript::pinescript_exporter::PineScriptExportStrategyConfig
• pinescript::pinescript_exporter::PineScriptExporter
• statistics::mean::Mean
• statistics::normalization::FixedScaler
• statistics::normalization::FixedScalerConfig
• statistics::normalization::MinMaxScaler
• statistics::normalization::MinMaxScalerConfig
• statistics::normalization::StandardScaler
• statistics::normalization::StandardScalerConfig
• statistics::stdev::Stdev
• statistics::var::Var
• statistics::welfords_stdev::WelfordsStdev
• statistics::welfords_var::WelfordsVar
• strategy::metrics::cobra_metrics::CobraMetrics
• strategy::metrics::cobra_metrics::CobraMetricsConfig
• strategy::metrics::cobra_metrics::CobraMetricsData
• strategy::metrics::equity_metrics::EquityMetrics
• strategy::metrics::equity_metrics::EquityMetricsData
• strategy::metrics::returns::Returns
• strategy::metrics::returns::ReturnsData
• strategy::metrics::tradingview_metrics::TradingViewMetrics
• strategy::metrics::tradingview_metrics::TradingViewMetricsConfig
• strategy::metrics::tradingview_metrics::TradingViewMetricsData
• strategy::metrics::tradingview_metrics::TradingViewMetricsProvider
• strategy::optimization::ForceCurveFitConfig
• strategy::strategy::Strategy
• strategy::strategy::StrategyConfig
• strategy::strategy::StrategyEvents
• strategy::strategy::StrategyMetrics
• strategy::strategy::StrategyOnTradeEntryEvent
• strategy::strategy::StrategyOnTradeExitEvent
• strategy::strategy_runner::StrategyRunner
• strategy::strategy_runner::StrategyRunnerItem
• strategy::strategy_runner::StrategyRunnerResultItem
• strategy::strategy_runner::StrategyRunnerTargetFactoryConfig
• strategy::trade::SignalFixture
• strategy::trade::Trade
• ta::average_true_range::Atr
• ta::bars_since::BarsSince
• ta::change::Change
• ta::commodity_channel_index::Cci
• ta::cross::Cross
• ta::cross_over::CrossOver
• ta::cross_over_threshold::CrossOverThreshold
• ta::cross_threshold::CrossThreshold
• ta::cross_under::CrossUnder
• ta::cross_under_threshold::CrossUnderThreshold
• ta::dev::Dev
• ta::exponential_moving_average::Ema
• ta::highest::Highest
• ta::highest_bars::HighestBars
• ta::lowest::Lowest
• ta::lowest_bars::LowestBars
• ta::moving_average::Ma
• ta::percent_rank::Prank
• ta::prev_change::PrevChange
• ta::rate_of_change::Roc
• ta::relative_strength_index::Rsi
• ta::running_moving_average::Rma
• ta::simple_moving_average::Sma
• ta::stdev::Stdev
• ta::stoch::Stoch
• ta::sum::Sum
• ta::symmetrically_weighted_moving_average::Swma
• ta::true_range::Tr
• ta::weighted_moving_average::Wma
• testing::array_snapshot::ArraySnapshot
• testing::fixture::Fixture

Enums

• common::src::SrcKind
• core::features::FeatureValue
• core::style::TradingStyle
• core::timeframe::Timeframe
• core::trend::Trend
• strategy::trade::StrategySignal
• strategy::trade::TradeDirection
• ta::cross::CrossMode
• ta::moving_average::MaKind

Traits

• core::data_provider::DataProvider
• core::features::Features
• core::features::IncrementalFeatureBuilder
• core::incremental::Incremental
• core::incremental::IncrementalDefault
• pinescript::common::PineScriptFloat64
• polars::dataframe::DataFrameUtils
• polars::series::SeriesCastUtils
• strategy::strategy_runner::StrategyRunnerTarget
• testing::array_snapshot::Compare
• testing::fixture::DataFrameFixtureUtils
• utils::float::Float64Utils
• utils::float::OptionFloatUtils

Functions

• common::src::hl2
• common::src::hlc3
• common::src::ohlc4
• polars::io::read_df
• polars::io::read_df_csv
• polars::io::read_df_parquet
• polars::io::save_df
• polars::io::save_df_csv
• polars::io::save_df_parquet
• statistics::common::mean
• statistics::common::stdev
• statistics::common::stdev_from_var
• statistics::common::var
• statistics::common::var_from_mean
• statistics::math::find_max_index
• statistics::math::find_min_index
• statistics::normalization::clip_value
• statistics::normalization::normalize_value
• statistics::normalization::rescale
• statistics::normalization::scale_value_around_mean
• statistics::normalization::scale_value_centered
• statistics::normalization::scale_value_down
• statistics::normalization::scale_value_min_max
• statistics::normalization::scale_value_up
• statistics::normalization::zscore
• strategy::metrics::common::avg_losing_trade
• strategy::metrics::common::avg_trade
• strategy::metrics::common::avg_win_loss_ratio
• strategy::metrics::common::avg_winning_trade
• strategy::metrics::common::gross_loss_percent
• strategy::metrics::common::gross_profit_percent
• strategy::metrics::common::long_net_profit_percent
• strategy::metrics::common::long_net_profit_ratio
• strategy::metrics::common::max_drawdown_percent
• strategy::metrics::common::max_run_up_percent
• strategy::metrics::common::net_profit_percent
• strategy::metrics::common::omega_ratio
• strategy::metrics::common::percent_profitable
• strategy::metrics::common::profit_factor
• strategy::metrics::common::returns
• strategy::metrics::common::sharpe_ratio
• strategy::metrics::common::short_net_profit_percent
• strategy::metrics::common::sortino_ratio
• strategy::optimization::force_curve_fit
• strategy::trade::fill_size
• strategy::trade::trade_direction_from_f64
• strategy::trade::trade_direction_to_f64
• strategy::trade::trade_pnl
• ta::bars::highest
• ta::bars::highest_bars
• ta::bars::lowest
• ta::bars::lowest_bars
• ta::cross::cross_over
• ta::cross::cross_under
• ta::stoch::stoch
• ta::true_range::true_range
• testing::incremental::test_incremental
• testing::pace::format_pace_fixture_path
• utils::array::map_option_f64_list_to_f64
• utils::fs::ensure_dir
• utils::fs::get_filename
• utils::fs::get_filename_extension
• utils::string::with_suffix
• utils::time::date_str_to_seconds
• utils::time::to_datetime

Type Definitions

• common::src::AnyConsumer
• common::src::AnyProcessor
• common::src::AnySrc
• core::data_provider::AnyDataProvider
• core::incremental::IncrementalFc
• core::incremental::RunPeriod

Statics

• content::aroon::AROON_MAX_VALUE
• content::aroon::AROON_MIN_VALUE
• content::awesome_oscillator::AWESOME_OSCILLATOR_THRESHOLD_OVERBOUGHT
• content::awesome_oscillator::AWESOME_OSCILLATOR_THRESHOLD_OVERSOLD
• content::balance_of_power::BALANCE_OF_POWER_MAX_VALUE
• content::balance_of_power::BALANCE_OF_POWER_MIN_VALUE
• content::balance_of_power::BALANCE_OF_POWER_THRESHOLD_OVERBOUGHT
• content::balance_of_power::BALANCE_OF_POWER_THRESHOLD_OVERSOLD
• content::bollinger_bands_pb::BOLLINGER_BANDS_PERCENT_B_MULT
• content::bollinger_bands_pb::BOLLINGER_BANDS_PERCENT_B_THRESHOLD_OVERBOUGHT
• content::bollinger_bands_pb::BOLLINGER_BANDS_PERCENT_B_THRESHOLD_OVERSOLD
• content::bollinger_bands_width::BBW_MULT
• content::chaikin_money_flow::CHAIKIN_MONEY_FLOW_MAX_VALUE
• content::chaikin_money_flow::CHAIKIN_MONEY_FLOW_MIN_VALUE
• content::chaikin_money_flow::CHAIKIN_MONEY_FLOW_THRESHOLD_OVERBOUGHT
• content::chaikin_money_flow::CHAIKIN_MONEY_FLOW_THRESHOLD_OVERSOLD
• content::chande_momentum_oscillator::CHANDE_MOMENTUM_OSCILLATOR_MAX_VALUE
• content::chande_momentum_oscillator::CHANDE_MOMENTUM_OSCILLATOR_MIN_VALUE
• content::chande_momentum_oscillator::CHANDE_MOMENTUM_OSCILLATOR_THRESHOLD_OVERBOUGHT
• content::chande_momentum_oscillator::CHANDE_MOMENTUM_OSCILLATOR_THRESHOLD_OVERSOLD
• content::choppiness_index::CHOPPINESS_INDEX_MAX_VALUE
• content::choppiness_index::CHOPPINESS_INDEX_MIN_VALUE
• content::choppiness_index::CHOPPINESS_INDEX_THRESHOLD_SIDEWAYS
• content::choppiness_index::CHOPPINESS_INDEX_THRESHOLD_TRENDING
• content::commodity_channel_index::COMMODITY_CHANNEL_INDEX_THRESHOLD_OVERBOUGHT
• content::commodity_channel_index::COMMODITY_CHANNEL_INDEX_THRESHOLD_OVERSOLD
• content::connors_relative_strength_index::CONNORS_RELATIVE_STRENGTH_INDEX_MAX_VALUE
• content::connors_relative_strength_index::CONNORS_RELATIVE_STRENGTH_INDEX_MIN_VALUE
• content::connors_relative_strength_index::CONNORS_RELATIVE_STRENGTH_INDEX_THRESHOLD_OVERBOUGHT
• content::connors_relative_strength_index::CONNORS_RELATIVE_STRENGTH_INDEX_THRESHOLD_OVERSOLD
• content::coppock_curve::COPPOCK_CURVE_THRESHOLD_OVERBOUGHT
• content::coppock_curve::COPPOCK_CURVE_THRESHOLD_OVERSOLD
• content::directional_movement_index::DIRECTIONAL_MOVEMENT_INDEX_MAX_VALUE
• content::directional_movement_index::DIRECTIONAL_MOVEMENT_INDEX_MIN_VALUE
• content::directional_movement_index::DIRECTIONAL_MOVEMENT_INDEX_THRESHOLD_STRONG_TREND
• content::directional_movement_index::DIRECTIONAL_MOVEMENT_INDEX_THRESHOLD_WEAK_TREND
• content::macd::MACD_THRESHOLD_OVERBOUGHT
• content::macd::MACD_THRESHOLD_OVERSOLD
• content::price_oscillator::PRICE_OSCILLATOR_THRESHOLD_OVERBOUGHT
• content::price_oscillator::PRICE_OSCILLATOR_THRESHOLD_OVERSOLD
• content::relative_strength_index::RELATIVE_STRENGTH_INDEX_MAX_VALUE
• content::relative_strength_index::RELATIVE_STRENGTH_INDEX_MIN_VALUE
• content::relative_strength_index::RELATIVE_STRENGTH_INDEX_THRESHOLD_OVERBOUGHT
• content::relative_strength_index::RELATIVE_STRENGTH_INDEX_THRESHOLD_OVERSOLD
• content::relative_vigor_index::RELATIVE_VIGOR_INDEX_MAX_VALUE
• content::relative_vigor_index::RELATIVE_VIGOR_INDEX_MIN_VALUE
• content::relative_vigor_index::RELATIVE_VIGOR_INDEX_THRESHOLD_OVERBOUGHT
• content::relative_vigor_index::RELATIVE_VIGOR_INDEX_THRESHOLD_OVERSOLD
• content::relative_volatility_index::RELATIVE_VOLATILITY_INDEX_MAX_VALUE
• content::relative_volatility_index::RELATIVE_VOLATILITY_INDEX_MIN_VALUE
• content::relative_volatility_index::RELATIVE_VOLATILITY_INDEX_THRESHOLD_OVERBOUGHT
• content::relative_volatility_index::RELATIVE_VOLATILITY_INDEX_THRESHOLD_OVERSOLD
• content::stoch_relative_strength_index::STOCH_RELATIVE_STRENGTH_INDEX_MAX_VALUE
• content::stoch_relative_strength_index::STOCH_RELATIVE_STRENGTH_INDEX_MIN_VALUE
• content::stoch_relative_strength_index::STOCH_RELATIVE_STRENGTH_INDEX_THRESHOLD_OVERBOUGHT
• content::stoch_relative_strength_index::STOCH_RELATIVE_STRENGTH_INDEX_THRESHOLD_OVERSOLD
• content::ultimate_oscillator::ULTIMATE_OSCILLATOR_MAX_VALUE
• content::ultimate_oscillator::ULTIMATE_OSCILLATOR_MIN_VALUE
• content::ultimate_oscillator::ULTIMATE_OSCILLATOR_THRESHOLD_OVERBOUGHT
• content::ultimate_oscillator::ULTIMATE_OSCILLATOR_THRESHOLD_OVERSOLD
• content::volume_oscillator::VOLUME_OSCILLATOR_MAX_VALUE
• content::volume_oscillator::VOLUME_OSCILLATOR_MIN_VALUE
• content::volume_oscillator::VOLUME_OSCILLATOR_THRESHOLD_OVERBOUGHT
• content::volume_oscillator::VOLUME_OSCILLATOR_THRESHOLD_OVERSOLD
• content::williams_percent_range::WILLIAMS_PERCENT_RANGE_MAX_VALUE
• content::williams_percent_range::WILLIAMS_PERCENT_RANGE_MIN_VALUE
• content::williams_percent_range::WILLIAMS_PERCENT_RANGE_THRESHOLD_OVERBOUGHT
• content::williams_percent_range::WILLIAMS_PERCENT_RANGE_THRESHOLD_OVERSOLD