optrade
Contents:
Installation
Usage
Modules
Contributing
optrade
Index
Index
_
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A
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B
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C
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D
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E
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F
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G
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H
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I
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L
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M
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N
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O
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P
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R
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S
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T
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U
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V
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X
_
__init__() (Analyzer method)
(Contract method)
(ContractDataset method)
(DataValidationError method)
(EarlyStopping method)
(EncoderBlock method)
(Experiment method)
(ForecastingDataset method)
(Mamba method)
(Model method)
,
[1]
,
[2]
,
[3]
,
[4]
,
[5]
(moving_avg method)
(Norm method)
(Patcher method)
(PatchTSTBackbone method)
(PositionalEncoding method)
(ResBlock method)
(Reshape method)
(RevIN method)
(series_decomp method)
(SupervisedHead method)
(Transpose method)
(Universe method)
(Unsqueeze method)
(VerticalPatcher method)
A
ADVERTISING_AGENCIES (IndustryType attribute)
AEROSPACE_DEFENSE (IndustryType attribute)
all_metrics (Universe attribute)
analyze_forecast_features() (Analyzer method)
Analyzer (class in optrade.analysis.visualizer)
APPAREL_RETAIL (IndustryType attribute)
ASSET_MANAGEMENT (IndustryType attribute)
AUTO_MANUFACTURERS (IndustryType attribute)
AUTO_PARTS (IndustryType attribute)
B
BANKS_DIVERSIFIED (IndustryType attribute)
BANKS_REGIONAL (IndustryType attribute)
beta (Universe attribute)
BEVERAGES_ALCOHOLIC (IndustryType attribute)
BEVERAGES_NON_ALCOHOLIC (IndustryType attribute)
BIOTECHNOLOGY (IndustryType attribute)
BUILDING_MATERIALS (IndustryType attribute)
BUSINESS_EQUIPMENT (IndustryType attribute)
C
calibrate_new_contract() (in module optrade.data.forecasting)
candidate_roots (Universe attribute)
CAPITAL_MARKETS (IndustryType attribute)
CHEMICALS (IndustryType attribute)
classification() (Model method)
clean_up_dir() (in module optrade.utils.directories)
clean_up_file() (in module optrade.utils.directories)
COMMUNICATION (SectorType attribute)
compute_backbone() (Model method)
COMPUTER_HARDWARE (IndustryType attribute)
CONSUMER_CYCLICAL (SectorType attribute)
CONSUMER_DEFENSIVE (SectorType attribute)
CONSUMER_ELECTRONICS (IndustryType attribute)
Contract (class in optrade.data.contracts)
ContractDataset (class in optrade.data.contracts)
create_windows() (in module optrade.data.forecasting)
D
DataValidationError
datetime_to_tensor() (in module optrade.utils.misc)
debt_to_equity (Universe attribute)
DEPARTMENT_STORES (IndustryType attribute)
dev_mode (Universe attribute)
DISCOUNT_STORES (IndustryType attribute)
dividend_yield (Universe attribute)
dow_jones (Universe attribute)
download() (Universe method)
dt_features() (in module optrade.data.features)
E
EarlyStopping (class in optrade.utils.train)
earnings_volatility (Universe attribute)
ELECTRONIC_COMPONENTS (IndustryType attribute)
ELECTRONIC_GAMING_MULTIMEDIA (IndustryType attribute)
encoder() (Model method)
EncoderBlock (class in optrade.models.pytorch.patchtst)
end_date (Universe attribute)
ENERGY (SectorType attribute)
ENGINEERING_CONSTRUCTION (IndustryType attribute)
ENTERTAINMENT (IndustryType attribute)
epoch_logger() (Experiment method)
error_autocorrelation_analysis() (Analyzer method)
evaluate() (Experiment method)
event_study_analysis() (Analyzer method)
Experiment (class in optrade.exp.forecasting)
F
factor_categorization() (in module optrade.analysis.factors)
FARM_HEAVY_MACHINERY (IndustryType attribute)
fill_open_zeros() (in module optrade.utils.misc)
filter() (Universe method)
filter_categorical() (Universe method)
filter_five_level() (Universe method)
filter_three_level() (Universe method)
FINANCIAL (SectorType attribute)
find_optimal() (Contract class method)
find_optimal_exp() (in module optrade.data.thetadata)
find_optimal_strike() (in module optrade.data.thetadata)
FiveFactorLevel (class in optrade.utils.stock_categories)
forecast() (Model method)
ForecastingDataset (class in optrade.data.forecasting)
format_time_dynamic() (in module optrade.utils.misc)
forward() (EncoderBlock method)
(Mamba method)
(Model method)
,
[1]
,
[2]
,
[3]
,
[4]
,
[5]
(moving_avg method)
(Norm method)
(Patcher method)
(PatchTSTBackbone method)
(PositionalEncoding method)
(ResBlock method)
(Reshape method)
(RevIN method)
(series_decomp method)
(SupervisedHead method)
(Transpose method)
(Unsqueeze method)
(VerticalPatcher method)
forward_patch_model() (Model method)
G
generate() (ContractDataset method)
generate_random_id() (in module optrade.utils.misc)
get_contract_datasets() (in module optrade.data.contracts)
get_expirations() (in module optrade.data.thetadata)
get_factor_exposures() (in module optrade.analysis.factors)
(Universe method)
get_forecasting_dataset() (in module optrade.data.forecasting)
get_forecasting_loaders() (in module optrade.data.forecasting)
(Universe method)
get_historical_vol() (in module optrade.utils.volatility)
get_item() (ForecastingDataset method)
get_market_metrics() (Universe method)
get_num_examples() (in module optrade.models.utils.utils)
get_patch_model() (Model method)
get_percentiles() (Universe method)
get_previous_trading_day() (in module optrade.utils.volatility)
get_rolling_volatility() (in module optrade.utils.volatility)
get_roots() (in module optrade.data.thetadata)
get_sklearn_data() (Experiment method)
get_strikes() (in module optrade.data.thetadata)
get_torch_preds() (Analyzer method)
get_train_historical_vol() (in module optrade.utils.volatility)
get_universe_factor_exposures() (in module optrade.analysis.factors)
get_valid_start_date() (in module optrade.data.forecasting)
get_volatility_features() (in module optrade.data.features)
GROCERY_STORES (IndustryType attribute)
H
HEALTH_INFORMATION_SERVICES (IndustryType attribute)
HEALTHCARE (SectorType attribute)
HIGH (FiveFactorLevel attribute)
(ThreeFactorLevel attribute)
HOUSEHOLD_PRODUCTS (IndustryType attribute)
I
INDUSTRIAL (SectorType attribute)
industry (Universe attribute)
IndustryType (class in optrade.utils.stock_categories)
information_coefficient_analysis() (Analyzer method)
init_device() (Experiment method)
init_earlystopping() (Experiment method)
init_loaders() (Experiment method)
init_logger() (Experiment method)
INSURANCE_LIFE (IndustryType attribute)
INSURANCE_PROPERTY_CASUALTY (IndustryType attribute)
INTERNET_CONTENT_INFORMATION (IndustryType attribute)
investment_beta (Universe attribute)
L
load() (ContractDataset class method)
load_all_data() (in module optrade.data.thetadata)
load_data() (Contract method)
load_option_data() (in module optrade.data.thetadata)
load_stock_data() (in module optrade.data.thetadata)
load_stock_data_eod() (in module optrade.data.thetadata)
LODGING (IndustryType attribute)
log_stats() (Experiment method)
log_universe() (Experiment method)
LOW (FiveFactorLevel attribute)
(ThreeFactorLevel attribute)
M
Mamba (class in optrade.models.pytorch.mamba)
market_beta (Universe attribute)
market_cap (Universe attribute)
MATERIALS (SectorType attribute)
MEDICAL_CARE_FACILITIES (IndustryType attribute)
MEDICAL_DEVICES (IndustryType attribute)
MEDIUM (FiveFactorLevel attribute)
(ThreeFactorLevel attribute)
Model (class in optrade.models.pytorch.dlinear)
(class in optrade.models.pytorch.emforecaster)
(class in optrade.models.pytorch.linear)
(class in optrade.models.pytorch.patchtst)
(class in optrade.models.pytorch.recurrent)
(class in optrade.models.pytorch.tsmixer)
module
optrade
optrade.analysis
optrade.analysis.factors
optrade.analysis.visualizer
optrade.data
optrade.data.contracts
optrade.data.features
optrade.data.forecasting
optrade.data.thetadata
optrade.data.universe
optrade.exp
optrade.exp.forecasting
optrade.models.pytorch
optrade.models.pytorch.dlinear
optrade.models.pytorch.emforecaster
optrade.models.pytorch.linear
optrade.models.pytorch.mamba
optrade.models.pytorch.patchtst
optrade.models.pytorch.recurrent
optrade.models.pytorch.tsmixer
optrade.models.utils
optrade.models.utils.patcher
optrade.models.utils.pos_enc
optrade.models.utils.revin
optrade.models.utils.utils
optrade.models.utils.weight_init
optrade.utils
optrade.utils.directories
optrade.utils.error_handlers
optrade.utils.misc
optrade.utils.stock_categories
optrade.utils.train
optrade.utils.volatility
momentum_beta (Universe attribute)
moving_avg (class in optrade.models.pytorch.dlinear)
N
nasdaq_100 (Universe attribute)
Norm (class in optrade.models.utils.utils)
normalize_concat_dataset() (in module optrade.data.forecasting)
normalize_datasets() (in module optrade.data.forecasting)
O
OIL_GAS_EQUIPMENT_SERVICES (IndustryType attribute)
OIL_GAS_EXPLORATION_PRODUCTION (IndustryType attribute)
OIL_GAS_INTEGRATED (IndustryType attribute)
OIL_GAS_REFINING_MARKETING (IndustryType attribute)
optrade
module
optrade.analysis
module
optrade.analysis.factors
module
optrade.analysis.visualizer
module
optrade.data
module
optrade.data.contracts
module
optrade.data.features
module
optrade.data.forecasting
module
optrade.data.thetadata
module
optrade.data.universe
module
optrade.exp
module
optrade.exp.forecasting
module
optrade.models.pytorch
module
optrade.models.pytorch.dlinear
module
optrade.models.pytorch.emforecaster
module
optrade.models.pytorch.linear
module
optrade.models.pytorch.mamba
module
optrade.models.pytorch.patchtst
module
optrade.models.pytorch.recurrent
module
optrade.models.pytorch.tsmixer
module
optrade.models.utils
module
optrade.models.utils.patcher
module
optrade.models.utils.pos_enc
module
optrade.models.utils.revin
module
optrade.models.utils.utils
module
optrade.models.utils.weight_init
module
optrade.utils
module
optrade.utils.directories
module
optrade.utils.error_handlers
module
optrade.utils.misc
module
optrade.utils.stock_categories
module
optrade.utils.train
module
optrade.utils.volatility
module
P
PAPER_PAPER_PRODUCTS (IndustryType attribute)
Patcher (class in optrade.models.utils.patcher)
PatchTSTBackbone (class in optrade.models.pytorch.patchtst)
pe_ratio (Universe attribute)
period_visualize() (Analyzer method)
PHARMACEUTICAL_MANUFACTURERS (IndustryType attribute)
PositionalEncoding (class in optrade.models.utils.pos_enc)
print_master() (Experiment method)
profitability_beta (Universe attribute)
R
REAL_ESTATE (SectorType attribute)
REAL_ESTATE_SERVICES (IndustryType attribute)
REIT_HEALTHCARE (IndustryType attribute)
REIT_INDUSTRIAL (IndustryType attribute)
REIT_OFFICE (IndustryType attribute)
REIT_RESIDENTIAL (IndustryType attribute)
REIT_RETAIL (IndustryType attribute)
ResBlock (class in optrade.models.pytorch.tsmixer)
Reshape (class in optrade.models.utils.utils)
RESTAURANTS (IndustryType attribute)
RevIN (class in optrade.models.utils.revin)
run_test() (in module optrade.utils.misc)
S
save() (ContractDataset method)
save_checkpoint() (EarlyStopping method)
save_dir (Universe attribute)
save_logs() (Experiment method)
sector (Universe attribute)
SectorType (class in optrade.utils.stock_categories)
SEMICONDUCTOR (IndustryType attribute)
series_decomp (class in optrade.models.pytorch.dlinear)
set_contract_dir() (in module optrade.utils.directories)
set_roots() (Universe method)
set_seed() (Experiment method)
(in module optrade.models.utils.weight_init)
size_beta (Universe attribute)
SOFTWARE_APPLICATION (IndustryType attribute)
SOFTWARE_INFRASTRUCTURE (IndustryType attribute)
sp_500 (Universe attribute)
SPECIALTY_CHEMICALS (IndustryType attribute)
start_date (Universe attribute)
STEEL (IndustryType attribute)
SupervisedHead (class in optrade.models.pytorch.patchtst)
T
TECH (SectorType attribute)
TELECOM_SERVICES (IndustryType attribute)
tensor_to_datetime() (in module optrade.utils.misc)
test_sklearn() (Experiment method)
test_torch() (Experiment method)
ThreeFactorLevel (class in optrade.utils.stock_categories)
to_numpy() (ForecastingDataset method)
TOBACCO (IndustryType attribute)
TOOLS_ACCESSORIES (IndustryType attribute)
train_sklearn() (Experiment method)
train_torch() (Experiment method)
transform_features() (in module optrade.data.features)
Transpose (class in optrade.models.utils.utils)
TRAVEL_SERVICES (IndustryType attribute)
trunc_normal_() (in module optrade.models.utils.weight_init)
tte_features() (in module optrade.data.features)
U
Universe (class in optrade.data.universe)
Unsqueeze (class in optrade.models.utils.utils)
UTILITIES (SectorType attribute)
UTILITIES_DIVERSIFIED (IndustryType attribute)
UTILITIES_REGULATED_ELECTRIC (IndustryType attribute)
UTILITIES_REGULATED_GAS (IndustryType attribute)
UTILITIES_RENEWABLE (IndustryType attribute)
V
validate_torch() (Experiment method)
value_beta (Universe attribute)
verbose (Universe attribute)
VerticalPatcher (class in optrade.models.utils.patcher)
VERY_HIGH (FiveFactorLevel attribute)
VERY_LOW (FiveFactorLevel attribute)
volatility (Universe attribute)
X
xavier_init() (in module optrade.models.utils.weight_init)