Index

A

add() (alphapy.group.Group method) adx() (in module alphapy.transforms) Alias (class in alphapy.alias) aliases (alphapy.alias.Alias attribute) allvars() (in module alphapy.variables) alphapy module alphapy.alias module alphapy.calendrical module alphapy.estimators module alphapy.frame module

alphapy.globals module alphapy.group module alphapy.optimize module alphapy.space module alphapy.transforms module alphapy.utilities module alphapy.variables module

B

backdiff (alphapy.globals.Encoders attribute) BarType (class in alphapy.globals) basen (alphapy.globals.Encoders attribute) bbands() (in module alphapy.transforms) bblower() (in module alphapy.transforms)

bbupper() (in module alphapy.transforms) binary (alphapy.globals.Encoders attribute) biz_day_month() (in module alphapy.calendrical) biz_day_week() (in module alphapy.calendrical) bizday() (in module alphapy.transforms)

C

c2max() (in module alphapy.transforms) c2min() (in module alphapy.transforms) catboost (alphapy.globals.Encoders attribute)

christmas_day() (in module alphapy.calendrical) cinco_de_mayo() (in module alphapy.calendrical) classification (alphapy.globals.ModelType attribute)

D

dateparts() (in module alphapy.transforms) datetime_stamp() (in module alphapy.utilities) day_of_week() (in module alphapy.calendrical) day_of_year() (in module alphapy.calendrical) days_left_in_year() (in module alphapy.calendrical) diff() (in module alphapy.transforms)

diminus() (in module alphapy.transforms) diplus() (in module alphapy.transforms) dminus() (in module alphapy.transforms) dmplus() (in module alphapy.transforms) dollar (alphapy.globals.BarType attribute) dump_frames() (in module alphapy.frame)

E

easter_day() (in module alphapy.calendrical) ema() (in module alphapy.transforms) Encoders (class in alphapy.globals)

ensure_dir() (in module alphapy.utilities) Estimator (class in alphapy.estimators) expand_dates() (in module alphapy.calendrical)

F

fathers_day() (in module alphapy.calendrical) find_optional_packages() (in module alphapy.estimators) first_kday() (in module alphapy.calendrical)

Frame (class in alphapy.frame) frame_name() (in module alphapy.frame) frames (alphapy.frame.Frame attribute)

G

gap() (in module alphapy.transforms) gapbadown() (in module alphapy.transforms) gapbaup() (in module alphapy.transforms) gapdown() (in module alphapy.transforms) gapup() (in module alphapy.transforms) gdate_to_rdate() (in module alphapy.calendrical) get_algos_config() (in module alphapy.estimators) get_alias() (in module alphapy.alias) get_daily_dollar_vol() (in module alphapy.variables) get_estimators() (in module alphapy.estimators)

get_holiday_names() (in module alphapy.calendrical) get_nth_kday_of_month() (in module alphapy.calendrical) get_rdate() (in module alphapy.calendrical) get_web_content() (in module alphapy.utilities) good_friday() (in module alphapy.calendrical) grid_report() (in module alphapy.optimize) Group (class in alphapy.group) groups (alphapy.group.Group attribute) gtval() (in module alphapy.transforms) gtval0() (in module alphapy.transforms)

H

haclose() (in module alphapy.transforms) hahigh() (in module alphapy.transforms) halloween() (in module alphapy.calendrical) halow() (in module alphapy.transforms) haopen() (in module alphapy.transforms) hashing (alphapy.globals.Encoders attribute)

heikinashi (alphapy.globals.BarType attribute) helmert (alphapy.globals.Encoders attribute) higher() (in module alphapy.transforms) highest() (in module alphapy.transforms) hlrange() (in module alphapy.transforms) hyper_grid_search() (in module alphapy.optimize)

I

independence_day() (in module alphapy.calendrical)

J

jstein (alphapy.globals.Encoders attribute)

K

kday_after() (in module alphapy.calendrical) kday_before() (in module alphapy.calendrical) kday_nearest() (in module alphapy.calendrical) kday_on_after() (in module alphapy.calendrical)

kday_on_before() (in module alphapy.calendrical) keltner() (in module alphapy.transforms) keltnerlb() (in module alphapy.transforms) keltnerml() (in module alphapy.transforms) keltnerub() (in module alphapy.transforms)

L

labor_day() (in module alphapy.calendrical) last_kday() (in module alphapy.calendrical) le (alphapy.globals.Orders attribute) leap_year() (in module alphapy.calendrical) leaveone (alphapy.globals.Encoders attribute)

lh (alphapy.globals.Orders attribute) load_frames() (in module alphapy.frame) lower() (in module alphapy.transforms) lowest() (in module alphapy.transforms) lx (alphapy.globals.Orders attribute)

M

ma() (in module alphapy.transforms) maabove() (in module alphapy.transforms) mabelow() (in module alphapy.transforms) map_bar_type() (in module alphapy.variables) map_dollar_bars() (in module alphapy.variables) maratio() (in module alphapy.transforms) maximize (alphapy.globals.Objective attribute) member() (alphapy.group.Group method) memorial_day() (in module alphapy.calendrical) mestimate (alphapy.globals.Encoders attribute) minimize (alphapy.globals.Objective attribute) minmax (alphapy.globals.Scalers attribute) mlk_day() (in module alphapy.calendrical) ModelType (class in alphapy.globals) module alphapy alphapy.alias alphapy.calendrical alphapy.estimators alphapy.frame alphapy.globals alphapy.group alphapy.optimize alphapy.space alphapy.transforms alphapy.utilities alphapy.variables

most_recent_file() (in module alphapy.utilities) mothers_day() (in module alphapy.calendrical) multiclass (alphapy.globals.ModelType attribute)

N

negval0() (in module alphapy.transforms) negvals() (in module alphapy.transforms) net() (in module alphapy.transforms) netreturn() (in module alphapy.transforms) new_years_day() (in module alphapy.calendrical)

next_event() (in module alphapy.calendrical) next_holiday() (in module alphapy.calendrical) np_store_data() (in module alphapy.utilities) nth_bizday() (in module alphapy.calendrical) nth_kday() (in module alphapy.calendrical)

O

Objective (class in alphapy.globals) onehot (alphapy.globals.Encoders attribute)

Orders (class in alphapy.globals) ordinal (alphapy.globals.Encoders attribute)

P

Partition (class in alphapy.globals) pchange() (in module alphapy.transforms) pchange2() (in module alphapy.transforms) PivotHigh (alphapy.globals.PivotType attribute) PivotLow (alphapy.globals.PivotType attribute) PivotType (class in alphapy.globals)

polynomial (alphapy.globals.Encoders attribute) posval0() (in module alphapy.transforms) posvals() (in module alphapy.transforms) presidents_day() (in module alphapy.calendrical) previous_event() (in module alphapy.calendrical) previous_holiday() (in module alphapy.calendrical)

R

ranking (alphapy.globals.ModelType attribute) rdate_to_gdate() (in module alphapy.calendrical) rdate_to_gyear() (in module alphapy.calendrical) read_frame() (in module alphapy.frame) rebalancesignal() (in module alphapy.transforms) regression (alphapy.globals.ModelType attribute) remove() (alphapy.group.Group method)

remove_list_items() (in module alphapy.utilities) rfecv_search() (in module alphapy.optimize) rindex() (in module alphapy.transforms) rsi() (in module alphapy.transforms) run_command() (in module alphapy.utilities) runs() (in module alphapy.transforms) runstest() (in module alphapy.transforms) runtotal() (in module alphapy.transforms)

S

saint_patricks_day() (in module alphapy.calendrical) Scalers (class in alphapy.globals) se (alphapy.globals.Orders attribute) sequence_frame() (in module alphapy.frame) set_events() (in module alphapy.calendrical) set_holidays() (in module alphapy.calendrical) sh (alphapy.globals.Orders attribute) shannhold() (in module alphapy.transforms) shannlong() (in module alphapy.transforms) shannshort() (in module alphapy.transforms)

Space (class in alphapy.space) space_name() (in module alphapy.space) split2letters() (in module alphapy.transforms) split_duration() (in module alphapy.utilities) standard (alphapy.globals.Scalers attribute) streak() (in module alphapy.transforms) subtract_dates() (in module alphapy.calendrical) subtract_days() (in module alphapy.utilities) sum (alphapy.globals.Encoders attribute) sx (alphapy.globals.Orders attribute) system (alphapy.globals.ModelType attribute)

T

target (alphapy.globals.Encoders attribute) tdseqbuy() (in module alphapy.transforms) tdseqsell() (in module alphapy.transforms) test (alphapy.globals.Partition attribute) texplode() (in module alphapy.transforms) thanksgiving_day() (in module alphapy.calendrical) time (alphapy.globals.BarType attribute) timeparts() (in module alphapy.transforms)

train (alphapy.globals.Partition attribute) truehigh() (in module alphapy.transforms) truelow() (in module alphapy.transforms) truerange() (in module alphapy.transforms) ttmsqueeze() (in module alphapy.transforms) ttmsqueezelong() (in module alphapy.transforms) ttmsqueezeoff() (in module alphapy.transforms) ttmsqueezeon() (in module alphapy.transforms) ttmsqueezeshort() (in module alphapy.transforms)

V

valentines_day() (in module alphapy.calendrical) valid_date() (in module alphapy.utilities) valid_name() (in module alphapy.utilities) vapply() (in module alphapy.variables) Variable (class in alphapy.variables) variables (alphapy.variables.Variable attribute) veterans_day() (in module alphapy.calendrical)

vexec() (in module alphapy.variables) vexpr() (in module alphapy.variables) vfunc() (in module alphapy.variables) vparse() (in module alphapy.variables) vsub() (in module alphapy.variables) vtree() (in module alphapy.variables) vwap() (in module alphapy.transforms)

W

wdev() (in module alphapy.transforms) wdevhigh() (in module alphapy.transforms)

wdevlow() (in module alphapy.transforms) woe (alphapy.globals.Encoders attribute) write_frame() (in module alphapy.frame)

X

xmadown() (in module alphapy.transforms)

xmaup() (in module alphapy.transforms)

Z

zscore() (in module alphapy.transforms)