alphapy

• alphapy package
  • Submodules
  • alphapy.alias module
    • Alias
      • Alias.aliases
    • get_alias()
  • alphapy.alphapy_main module
  • alphapy.calendrical module
    • biz_day_month()
    • biz_day_week()
    • christmas_day()
    • cinco_de_mayo()
    • day_of_week()
    • day_of_year()
    • days_left_in_year()
    • easter_day()
    • expand_dates()
    • fathers_day()
    • first_kday()
    • gdate_to_rdate()
    • get_holiday_names()
    • get_nth_kday_of_month()
    • get_rdate()
    • good_friday()
    • halloween()
    • independence_day()
    • kday_after()
    • kday_before()
    • kday_nearest()
    • kday_on_after()
    • kday_on_before()
    • labor_day()
    • last_kday()
    • leap_year()
    • memorial_day()
    • mlk_day()
    • mothers_day()
    • new_years_day()
    • next_event()
    • next_holiday()
    • nth_bizday()
    • nth_kday()
    • presidents_day()
    • previous_event()
    • previous_holiday()
    • rdate_to_gdate()
    • rdate_to_gyear()
    • saint_patricks_day()
    • set_events()
    • set_holidays()
    • subtract_dates()
    • thanksgiving_day()
    • valentines_day()
    • veterans_day()
  • alphapy.data module
  • alphapy.estimators module
    • Estimator
    • find_optional_packages()
    • get_algos_config()
    • get_estimators()
  • alphapy.features module
  • alphapy.frame module
    • Frame
      • Frame.frames
    • dump_frames()
    • frame_name()
    • load_frames()
    • read_frame()
    • sequence_frame()
    • write_frame()
  • alphapy.globals module
    • BarType
      • BarType.dollar
      • BarType.heikinashi
      • BarType.time
    • Encoders
      • Encoders.backdiff
      • Encoders.basen
      • Encoders.binary
      • Encoders.catboost
      • Encoders.hashing
      • Encoders.helmert
      • Encoders.jstein
      • Encoders.leaveone
      • Encoders.mestimate
      • Encoders.onehot
      • Encoders.ordinal
      • Encoders.polynomial
      • Encoders.sum
      • Encoders.target
      • Encoders.woe
    • ModelType
      • ModelType.classification
      • ModelType.multiclass
      • ModelType.ranking
      • ModelType.regression
      • ModelType.system
    • Objective
      • Objective.maximize
      • Objective.minimize
    • Orders
      • Orders.le
      • Orders.lh
      • Orders.lx
      • Orders.se
      • Orders.sh
      • Orders.sx
    • Partition
      • Partition.test
      • Partition.train
    • PivotType
      • PivotType.PivotHigh
      • PivotType.PivotLow
    • Scalers
      • Scalers.minmax
      • Scalers.standard
  • alphapy.group module
    • Group
      • Group.add()
      • Group.groups
      • Group.member()
      • Group.remove()
  • alphapy.metalabel module
  • alphapy.mflow_main module
  • alphapy.model module
  • alphapy.nlp module
  • alphapy.optimize module
    • grid_report()
    • hyper_grid_search()
    • rfecv_search()
  • alphapy.plots module
  • alphapy.portfolio module
  • alphapy.space module
    • Space
    • space_name()
  • alphapy.system module
  • alphapy.transforms module
    • adx()
    • bbands()
    • bblower()
    • bbupper()
    • bizday()
    • c2max()
    • c2min()
    • dateparts()
    • diff()
    • diminus()
    • diplus()
    • dminus()
    • dmplus()
    • ema()
    • gap()
    • gapbadown()
    • gapbaup()
    • gapdown()
    • gapup()
    • gtval()
    • gtval0()
    • haclose()
    • hahigh()
    • halow()
    • haopen()
    • higher()
    • highest()
    • hlrange()
    • keltner()
    • keltnerlb()
    • keltnerml()
    • keltnerub()
    • lower()
    • lowest()
    • ma()
    • maabove()
    • mabelow()
    • maratio()
    • negval0()
    • negvals()
    • net()
    • netreturn()
    • pchange()
    • pchange2()
    • posval0()
    • posvals()
    • rebalancesignal()
    • rindex()
    • rsi()
    • runs()
    • runstest()
    • runtotal()
    • shannhold()
    • shannlong()
    • shannshort()
    • split2letters()
    • streak()
    • tdseqbuy()
    • tdseqsell()
    • texplode()
    • timeparts()
    • truehigh()
    • truelow()
    • truerange()
    • ttmsqueeze()
    • ttmsqueezelong()
    • ttmsqueezeoff()
    • ttmsqueezeon()
    • ttmsqueezeshort()
    • vwap()
    • wdev()
    • wdevhigh()
    • wdevlow()
    • xmadown()
    • xmaup()
    • zscore()
  • alphapy.utilities module
    • datetime_stamp()
    • ensure_dir()
    • get_web_content()
    • most_recent_file()
    • np_store_data()
    • remove_list_items()
    • run_command()
    • split_duration()
    • subtract_days()
    • valid_date()
    • valid_name()
  • alphapy.variables module
    • Variable
      • Variable.variables
    • allvars()
    • get_daily_dollar_vol()
    • map_bar_type()
    • map_dollar_bars()
    • vapply()
    • vexec()
    • vexpr()
    • vfunc()
    • vparse()
    • vsub()
    • vtree()
  • Module contents