Index

_

_() (modular_trader.indicator.technical.base.MultipleInputMixin method) (modular_trader.indicator.technical.base.SingleInputMixin method) (modular_trader.universe.AssetUniverse method) __call__() (modular_trader.framework.asset_selection.base.BaseAssetSelection method) (modular_trader.framework.asset_selection.BaseAssetSelection method) (modular_trader.framework.order_execution.base.BaseOrderExecution method) (modular_trader.framework.order_execution.BaseOrderExecution method) (modular_trader.framework.portfolio_construction.base.BasePortfolioConstruction method) (modular_trader.framework.portfolio_construction.BasePortfolioConstruction method) (modular_trader.framework.risk_management.base.BaseRiskManagement method) (modular_trader.framework.risk_management.BaseRiskManagement method) (modular_trader.framework.signal_generation.base.BaseSignalGeneration method) (modular_trader.framework.signal_generation.BaseSignalGeneration method) __del__() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) __getitem__() (modular_trader.record.Recorder method) __iter__() (modular_trader.allocation.AllocationCollection method) (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler method) (modular_trader.indicator.handler.AlpacaIndicatorHandler method) (modular_trader.signal.SignalCollection method) (modular_trader.universe.AssetUniverse method) __len__() (modular_trader.allocation.AllocationCollection method) (modular_trader.signal.SignalCollection method) __post_init__() (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler method) (modular_trader.indicator.handler.AlpacaIndicatorHandler method) (modular_trader.logging.trade.TradingLogger method) (modular_trader.logging.TradingLogger method) __repr__() (modular_trader.indicator.technical.base.BaseIndicator method)

__setitem__() (modular_trader.record.Recorder method) __str__() (modular_trader.indicator.technical.base.BaseIndicator method) __version__ (in module modular_trader) _attached_indicators (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler attribute) (modular_trader.indicator.handler.AlpacaIndicatorHandler attribute) _cache_size (modular_trader.indicator.technical.base.BaseIndicator attribute) _close_websocket() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) _ingest() (modular_trader.indicator.technical.base.MultipleInputMixin method) (modular_trader.indicator.technical.base.SingleInputMixin method) _init_assets() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) _init_crypto_data() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) _init_data() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) _init_option_data() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) _init_stock_data() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) _init_trading() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) _initialize() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) _input_indicator (modular_trader.indicator.technical.base.BaseIndicator attribute) _missing_() (modular_trader.common.enums.CaseInsensitiveEnum class method) _name (modular_trader.indicator.technical.base.BaseIndicator attribute) _previous_time (modular_trader.indicator.technical.base.BaseIndicator attribute) _sampler (modular_trader.indicator.technical.base.BaseIndicator attribute)

A

add() (modular_trader.allocation.AllocationCollection method) (modular_trader.signal.SignalCollection method) (modular_trader.universe.AssetUniverse method) added (modular_trader.universe.AssetUniverse attribute) Allocation (in module modular_trader.allocation) AllocationAdjustment (class in modular_trader.allocation) AllocationCollection (class in modular_trader.allocation) allocations (modular_trader.allocation.AllocationCollection attribute) (modular_trader.context.Context attribute) AllocationTarget (class in modular_trader.allocation) AlpacaEngine (class in modular_trader.engine) (class in modular_trader.engine.alpaca)

AlpacaIndicatorHandler (class in modular_trader.indicator.handler) (class in modular_trader.indicator.handler.alpaca) AlpacaTrader (class in modular_trader.trader) (class in modular_trader.trader.alpaca) asset_class (modular_trader.engine.alpaca.AlpacaEngine attribute) (modular_trader.engine.AlpacaEngine attribute) asset_selection (modular_trader.framework.collection.FrameworkCollection attribute) (modular_trader.framework.FrameworkCollection attribute) AssetClass (class in modular_trader.common.enums) AssetUniverse (class in modular_trader.universe) attached_indicators (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler attribute) (modular_trader.indicator.handler.AlpacaIndicatorHandler attribute)

B

BaseAssetSelection (class in modular_trader.framework.asset_selection) (class in modular_trader.framework.asset_selection.base) BaseEngine (class in modular_trader.engine) (class in modular_trader.engine.base) BaseIndicator (class in modular_trader.indicator.technical.base) BaseIndicatorHandler (class in modular_trader.indicator.handler) (class in modular_trader.indicator.handler.base) BaseLogger (class in modular_trader.logging) (class in modular_trader.logging.base)

BaseOrderExecution (class in modular_trader.framework.order_execution) (class in modular_trader.framework.order_execution.base) BasePortfolioConstruction (class in modular_trader.framework.portfolio_construction) (class in modular_trader.framework.portfolio_construction.base) BaseRiskManagement (class in modular_trader.framework.risk_management) (class in modular_trader.framework.risk_management.base) BaseSignalGeneration (class in modular_trader.framework.signal_generation) (class in modular_trader.framework.signal_generation.base) BaseTrader (class in modular_trader.trader) (class in modular_trader.trader.base)

C

cache_size (modular_trader.indicator.technical.base.BaseIndicator attribute) calibrate_cache_size() (modular_trader.indicator.technical.base.BaseIndicator method) cancel_all_orders() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) cancel_order() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) cancel_orders() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) CaseInsensitiveEnum (class in modular_trader.common.enums) clean_cache() (modular_trader.indicator.technical.base.BaseIndicator method) clear() (modular_trader.allocation.AllocationCollection method) (modular_trader.signal.SignalCollection method)

close_all_positions() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) close_position() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) ConstantSignalGeneration (class in modular_trader.framework.signal_generation) (class in modular_trader.framework.signal_generation.constant) Context (class in modular_trader.context) context (modular_trader.trader.base.BaseTrader attribute) (modular_trader.trader.BaseTrader attribute) copy() (modular_trader.indicator.technical.base.BaseIndicator method) critical() (modular_trader.logging.base.BaseLogger method) (modular_trader.logging.BaseLogger method) CRYPTO (modular_trader.common.enums.AssetClass attribute)

D

daily_bar_heartbeat_timestamp (modular_trader.trader.alpaca.AlpacaTrader attribute) (modular_trader.trader.AlpacaTrader attribute) DateOrDatetime (in module modular_trader.common.type_aliases) DAY (modular_trader.indicator.handler.alpaca.Frequency attribute) debug() (modular_trader.logging.base.BaseLogger method) (modular_trader.logging.BaseLogger method) DEFAULT_CONFIG_FILE (in module modular_trader.common.constants) DEFAULT_CONFIG_PATH (in module modular_trader.common.constants) DEFAULT_DIR_NAME (in module modular_trader.common.constants)

DEFAULT_DIR_PATH (in module modular_trader.common.constants) DEFAULT_FILE_ROTATION_SIZE_MB (in module modular_trader.common.constants) DEFAULT_LOG_FILE (in module modular_trader.common.constants) DEFAULT_LOG_PATH (in module modular_trader.common.constants) DEFAULT_RECORD_FILE (in module modular_trader.common.constants) DEFAULT_RECORD_PATH (in module modular_trader.common.constants) direction (modular_trader.framework.signal_generation.constant.ConstantSignalGeneration attribute) (modular_trader.framework.signal_generation.ConstantSignalGeneration attribute) (modular_trader.signal.Signal attribute) DOWN (modular_trader.signal.SignalDirection attribute)

E

engine (modular_trader.context.Context attribute) (modular_trader.trader.base.BaseTrader attribute) (modular_trader.trader.BaseTrader attribute) EqualWeightPortfolioConstruction (class in modular_trader.framework.portfolio_construction) (class in modular_trader.framework.portfolio_construction.equal)

error() (modular_trader.logging.base.BaseLogger method) (modular_trader.logging.BaseLogger method) exception() (modular_trader.logging.base.BaseLogger method) (modular_trader.logging.BaseLogger method)

F

feed (modular_trader.engine.alpaca.AlpacaEngine attribute) (modular_trader.engine.AlpacaEngine attribute) file_path (modular_trader.logging.trade.TradingLogger attribute) (modular_trader.logging.TradingLogger attribute) FixedStopLossRiskManagement (class in modular_trader.framework.risk_management) (class in modular_trader.framework.risk_management.fixed) FLAT (modular_trader.signal.SignalDirection attribute)

framework (modular_trader.trader.base.BaseTrader attribute) (modular_trader.trader.BaseTrader attribute) FrameworkCollection (class in modular_trader.framework) (class in modular_trader.framework.collection) Frequency (class in modular_trader.indicator.handler.alpaca) frequency (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler attribute) (modular_trader.indicator.handler.AlpacaIndicatorHandler attribute) future() (in module modular_trader.time)

G

get() (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler method) (modular_trader.indicator.handler.AlpacaIndicatorHandler method) get_account() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) get_api_key() (in module modular_trader.engine.alpaca) get_cash() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) get_config() (in module modular_trader.common.utils) get_equity() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) get_historical_data() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) (modular_trader.trader.alpaca.AlpacaTrader method) (modular_trader.trader.AlpacaTrader method) get_latest_bar() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) get_logger() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method)

get_n_trading_days_in_year() (modular_trader.trader.alpaca.AlpacaTrader method) (modular_trader.trader.AlpacaTrader method) get_n_trading_minutes_in_day() (modular_trader.trader.alpaca.AlpacaTrader method) (modular_trader.trader.AlpacaTrader method) get_name() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) get_open_position() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) get_orders() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) get_positions() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) get_positions_serialize() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) get_secret_key() (in module modular_trader.engine.alpaca) get_trading_mode() (in module modular_trader.common.utils)

H

handle_daily_bars() (modular_trader.trader.alpaca.AlpacaTrader method) (modular_trader.trader.AlpacaTrader method) handle_minute_bars() (modular_trader.trader.alpaca.AlpacaTrader method) (modular_trader.trader.AlpacaTrader method)

handle_trade_update() (modular_trader.trader.alpaca.AlpacaTrader method) (modular_trader.trader.AlpacaTrader method) HOME (in module modular_trader.common.constants)

I

indicator (modular_trader.trader.base.BaseTrader attribute) (modular_trader.trader.BaseTrader attribute) indicators (modular_trader.context.Context attribute) (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler attribute) (modular_trader.indicator.handler.AlpacaIndicatorHandler attribute) info() (modular_trader.logging.base.BaseLogger method) (modular_trader.logging.BaseLogger method) ingest() (modular_trader.indicator.technical.base.BaseIndicator method) init_indicator() (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler method) (modular_trader.indicator.handler.AlpacaIndicatorHandler method) init_subscription() (modular_trader.trader.alpaca.AlpacaTrader method) (modular_trader.trader.AlpacaTrader method) InstantOrderExecution (class in modular_trader.framework.order_execution) (class in modular_trader.framework.order_execution.instant)

is_fractionable() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) is_log_heartbeat (modular_trader.trader.alpaca.AlpacaTrader attribute) (modular_trader.trader.AlpacaTrader attribute) is_paper (modular_trader.engine.alpaca.AlpacaEngine property) (modular_trader.engine.AlpacaEngine property) is_ready (modular_trader.indicator.technical.base.BaseIndicator property) is_same_period() (modular_trader.indicator.technical.base.BaseIndicator method) is_tradeable() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) is_warmup (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler property) (modular_trader.indicator.handler.AlpacaIndicatorHandler property)

L

latest_prices (modular_trader.context.Context attribute) LIVE (modular_trader.common.enums.TradingMode attribute) logger (modular_trader.context.Context attribute) (modular_trader.engine.alpaca.AlpacaEngine attribute) (modular_trader.engine.AlpacaEngine attribute) (modular_trader.logging.base.BaseLogger attribute) (modular_trader.logging.BaseLogger attribute) (modular_trader.logging.trade.TradingLogger attribute) (modular_trader.logging.TradingLogger attribute) (modular_trader.trader.base.BaseTrader attribute) (modular_trader.trader.BaseTrader attribute)

M

make_ohlcv() (modular_trader.indicator.technical.base.BaseIndicator method) ManualAssetSelection (class in modular_trader.framework.asset_selection) (class in modular_trader.framework.asset_selection.manual) MAXIMUM_DELAY (in module modular_trader.trader.alpaca) MINUTE (modular_trader.indicator.handler.alpaca.Frequency attribute) minute_bar_heartbeat_timestamp (modular_trader.trader.alpaca.AlpacaTrader attribute) (modular_trader.trader.AlpacaTrader attribute) mode (modular_trader.engine.alpaca.AlpacaEngine attribute) (modular_trader.engine.AlpacaEngine attribute) model_config (modular_trader.context.Context attribute) (modular_trader.engine.alpaca.AlpacaEngine attribute) (modular_trader.engine.AlpacaEngine attribute) (modular_trader.framework.collection.FrameworkCollection attribute) (modular_trader.framework.FrameworkCollection attribute) modular_trader module modular_trader.allocation module modular_trader.common module modular_trader.common.constants module modular_trader.common.enums module modular_trader.common.type_aliases module modular_trader.common.utils module modular_trader.context module modular_trader.engine module modular_trader.engine.alpaca module modular_trader.engine.base module modular_trader.framework module modular_trader.framework.asset_selection module modular_trader.framework.asset_selection.base module modular_trader.framework.asset_selection.manual module modular_trader.framework.collection module modular_trader.framework.order_execution module modular_trader.framework.order_execution.base module modular_trader.framework.order_execution.instant module modular_trader.framework.order_execution.threshold module modular_trader.framework.portfolio_construction module modular_trader.framework.portfolio_construction.base module modular_trader.framework.portfolio_construction.equal module modular_trader.framework.risk_management module modular_trader.framework.risk_management.base module modular_trader.framework.risk_management.fixed module modular_trader.framework.risk_management.null module modular_trader.framework.signal_generation module modular_trader.framework.signal_generation.base module modular_trader.framework.signal_generation.constant module modular_trader.framework.signal_generation.null module modular_trader.indicator module modular_trader.indicator.handler module modular_trader.indicator.handler.alpaca module modular_trader.indicator.handler.base module

modular_trader.indicator.technical module modular_trader.indicator.technical.base module modular_trader.indicator.technical.rsi module modular_trader.indicator.technical.settings module modular_trader.indicator.technical.sma module modular_trader.indicator.technical.stoch module modular_trader.logging module modular_trader.logging.base module modular_trader.logging.trade module modular_trader.record module modular_trader.signal module modular_trader.time module modular_trader.trader module modular_trader.trader.alpaca module modular_trader.trader.base module modular_trader.universe module module modular_trader modular_trader.allocation modular_trader.common modular_trader.common.constants modular_trader.common.enums modular_trader.common.type_aliases modular_trader.common.utils modular_trader.context modular_trader.engine modular_trader.engine.alpaca modular_trader.engine.base modular_trader.framework modular_trader.framework.asset_selection modular_trader.framework.asset_selection.base modular_trader.framework.asset_selection.manual modular_trader.framework.collection modular_trader.framework.order_execution modular_trader.framework.order_execution.base modular_trader.framework.order_execution.instant modular_trader.framework.order_execution.threshold modular_trader.framework.portfolio_construction modular_trader.framework.portfolio_construction.base modular_trader.framework.portfolio_construction.equal modular_trader.framework.risk_management modular_trader.framework.risk_management.base modular_trader.framework.risk_management.fixed modular_trader.framework.risk_management.null modular_trader.framework.signal_generation modular_trader.framework.signal_generation.base modular_trader.framework.signal_generation.constant modular_trader.framework.signal_generation.null modular_trader.indicator modular_trader.indicator.handler modular_trader.indicator.handler.alpaca modular_trader.indicator.handler.base modular_trader.indicator.technical modular_trader.indicator.technical.base modular_trader.indicator.technical.rsi modular_trader.indicator.technical.settings modular_trader.indicator.technical.sma modular_trader.indicator.technical.stoch modular_trader.logging modular_trader.logging.base modular_trader.logging.trade modular_trader.record modular_trader.signal modular_trader.time modular_trader.trader modular_trader.trader.alpaca modular_trader.trader.base modular_trader.universe MultipleInputMixin (class in modular_trader.indicator.technical.base)

N

name (modular_trader.indicator.technical.base.BaseIndicator attribute) now() (in module modular_trader.time) NullRiskManagement (class in modular_trader.framework.risk_management) (class in modular_trader.framework.risk_management.null)

NullSignalGeneration (class in modular_trader.framework.signal_generation) (class in modular_trader.framework.signal_generation.null)

O

OPTION (modular_trader.common.enums.AssetClass attribute) order_execution (modular_trader.framework.collection.FrameworkCollection attribute) (modular_trader.framework.FrameworkCollection attribute) order_percent() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) order_share() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) order_target_percent() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method)

order_target_share() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) order_target_value() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) order_value() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method)

P

PAPER (modular_trader.common.enums.TradingMode attribute) past() (in module modular_trader.time) percent_loss (modular_trader.framework.risk_management.fixed.FixedStopLossRiskManagement attribute) (modular_trader.framework.risk_management.FixedStopLossRiskManagement attribute)

portfolio_construction (modular_trader.framework.collection.FrameworkCollection attribute) (modular_trader.framework.FrameworkCollection attribute) previous_time (modular_trader.indicator.technical.base.BaseIndicator attribute)

R

RealNumber (in module modular_trader.common.type_aliases) record (modular_trader.record.Recorder attribute) record_status() (modular_trader.trader.alpaca.AlpacaTrader method) (modular_trader.trader.AlpacaTrader method) Recorder (class in modular_trader.record) recorder (modular_trader.trader.base.BaseTrader attribute) (modular_trader.trader.BaseTrader attribute) remove() (modular_trader.universe.AssetUniverse method) remove_symbol() (modular_trader.allocation.AllocationCollection method) removed (modular_trader.universe.AssetUniverse attribute) retention_days (modular_trader.logging.trade.TradingLogger attribute) (modular_trader.logging.TradingLogger attribute) risk_management (modular_trader.framework.collection.FrameworkCollection attribute) (modular_trader.framework.FrameworkCollection attribute) rotation_size_mb (modular_trader.logging.trade.TradingLogger attribute) (modular_trader.logging.TradingLogger attribute) RSI (class in modular_trader.indicator.technical) (class in modular_trader.indicator.technical.rsi) run() (modular_trader.framework.asset_selection.base.BaseAssetSelection method) (modular_trader.framework.asset_selection.BaseAssetSelection method) (modular_trader.framework.asset_selection.manual.ManualAssetSelection method) (modular_trader.framework.asset_selection.ManualAssetSelection method) (modular_trader.framework.order_execution.base.BaseOrderExecution method) (modular_trader.framework.order_execution.BaseOrderExecution method) (modular_trader.framework.order_execution.instant.InstantOrderExecution method) (modular_trader.framework.order_execution.InstantOrderExecution method) (modular_trader.framework.order_execution.threshold.ThresholdDeviationOrderExecution method) (modular_trader.framework.order_execution.ThresholdDeviationOrderExecution method) (modular_trader.framework.portfolio_construction.base.BasePortfolioConstruction method) (modular_trader.framework.portfolio_construction.BasePortfolioConstruction method) (modular_trader.framework.portfolio_construction.equal.EqualWeightPortfolioConstruction method) (modular_trader.framework.portfolio_construction.EqualWeightPortfolioConstruction method) (modular_trader.framework.risk_management.base.BaseRiskManagement method) (modular_trader.framework.risk_management.BaseRiskManagement method) (modular_trader.framework.risk_management.fixed.FixedStopLossRiskManagement method) (modular_trader.framework.risk_management.FixedStopLossRiskManagement method) (modular_trader.framework.risk_management.null.NullRiskManagement method) (modular_trader.framework.risk_management.NullRiskManagement method) (modular_trader.framework.signal_generation.base.BaseSignalGeneration method) (modular_trader.framework.signal_generation.BaseSignalGeneration method) (modular_trader.framework.signal_generation.constant.ConstantSignalGeneration method) (modular_trader.framework.signal_generation.ConstantSignalGeneration method) (modular_trader.framework.signal_generation.null.NullSignalGeneration method) (modular_trader.framework.signal_generation.NullSignalGeneration method) (modular_trader.trader.alpaca.AlpacaTrader method) (modular_trader.trader.AlpacaTrader method) (modular_trader.trader.base.BaseTrader method) (modular_trader.trader.BaseTrader method)

S

sampler (modular_trader.indicator.technical.base.BaseIndicator attribute) save_path (modular_trader.record.Recorder attribute) save_to_disk() (modular_trader.record.Recorder method) set_environ_config() (in module modular_trader.common.utils) Signal (class in modular_trader.signal) signal_generation (modular_trader.framework.collection.FrameworkCollection attribute) (modular_trader.framework.FrameworkCollection attribute) SignalCollection (class in modular_trader.signal) SignalDirection (class in modular_trader.signal) signals (modular_trader.context.Context attribute) (modular_trader.signal.SignalCollection attribute) SingleInputMixin (class in modular_trader.indicator.technical.base) SMA (class in modular_trader.indicator.technical) (class in modular_trader.indicator.technical.sma) STALE_DURATION (in module modular_trader.indicator.handler.alpaca) STOCH (class in modular_trader.indicator.technical) (class in modular_trader.indicator.technical.stoch) STOCK (modular_trader.common.enums.AssetClass attribute) stream_data() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) stream_trade() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method)

streaming() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) (modular_trader.engine.base.BaseEngine method) (modular_trader.engine.BaseEngine method) subscribe_daily_bars() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) subscribe_minute_bars() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) subscribe_trade_update() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) subscription_symbols (modular_trader.trader.alpaca.AlpacaTrader attribute) (modular_trader.trader.AlpacaTrader attribute) success() (modular_trader.logging.base.BaseLogger method) (modular_trader.logging.BaseLogger method) symbol (modular_trader.allocation.AllocationAdjustment attribute) (modular_trader.allocation.AllocationTarget attribute) (modular_trader.signal.Signal attribute) symbols (modular_trader.allocation.AllocationCollection property) (modular_trader.framework.asset_selection.manual.ManualAssetSelection attribute) (modular_trader.framework.asset_selection.ManualAssetSelection attribute) (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler attribute) (modular_trader.indicator.handler.AlpacaIndicatorHandler attribute)

T

threshold (modular_trader.framework.order_execution.threshold.ThresholdDeviationOrderExecution attribute) (modular_trader.framework.order_execution.ThresholdDeviationOrderExecution attribute) ThresholdDeviationOrderExecution (class in modular_trader.framework.order_execution) (class in modular_trader.framework.order_execution.threshold) time (modular_trader.indicator.technical.base.BaseIndicator property)

trace() (modular_trader.logging.base.BaseLogger method) (modular_trader.logging.BaseLogger method) TradingLogger (class in modular_trader.logging) (class in modular_trader.logging.trade) TradingMode (class in modular_trader.common.enums)

U

universe (modular_trader.context.Context attribute) (modular_trader.universe.AssetUniverse attribute) unsubscribe_daily_bars() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method) unsubscribe_minute_bars() (modular_trader.engine.alpaca.AlpacaEngine method) (modular_trader.engine.AlpacaEngine method)

UP (modular_trader.signal.SignalDirection attribute) update() (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler method) (modular_trader.indicator.handler.AlpacaIndicatorHandler method) (modular_trader.indicator.handler.base.BaseIndicatorHandler method) (modular_trader.indicator.handler.BaseIndicatorHandler method) (modular_trader.universe.AssetUniverse method)

V

value (modular_trader.indicator.technical.base.BaseIndicator property)

W

warmup() (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler method) (modular_trader.indicator.handler.AlpacaIndicatorHandler method) (modular_trader.indicator.handler.base.BaseIndicatorHandler method) (modular_trader.indicator.handler.BaseIndicatorHandler method) warmup_length (modular_trader.indicator.handler.alpaca.AlpacaIndicatorHandler attribute) (modular_trader.indicator.handler.AlpacaIndicatorHandler attribute)

warning() (modular_trader.logging.base.BaseLogger method) (modular_trader.logging.BaseLogger method) weight (modular_trader.allocation.AllocationAdjustment attribute) (modular_trader.allocation.AllocationTarget attribute)