• optrade.data
  • optrade.data.contracts
    • Contract
      • Contract.__init__()
      • Contract.find_optimal()
      • Contract.load_data()
    • ContractDataset
      • ContractDataset.__init__()
      • ContractDataset.generate()
      • ContractDataset.save()
      • ContractDataset.load()
    • get_contract_datasets()
  • optrade.data.features
    • dt_features()
    • tte_features()
    • get_volatility_features()
    • transform_features()
  • optrade.data.forecasting
    • ForecastingDataset
      • ForecastingDataset.__init__()
      • ForecastingDataset.to_numpy()
      • ForecastingDataset.get_item()
    • normalize_concat_dataset()
    • normalize_datasets()
    • get_forecasting_dataset()
    • calibrate_new_contract()
    • get_valid_start_date()
    • get_forecasting_loaders()
    • create_windows()
  • optrade.data.thetadata
    • get_roots()
    • get_expirations()
    • get_strikes()
    • find_optimal_exp()
    • load_stock_data()
    • load_stock_data_eod()
    • find_optimal_strike()
    • load_option_data()
    • load_all_data()
  • optrade.data.universe
    • Universe
      • Universe.__init__()
      • Universe.set_roots()
      • Universe.get_market_metrics()
      • Universe.get_factor_exposures()
      • Universe.get_percentiles()
      • Universe.filter_three_level()
      • Universe.filter_five_level()
      • Universe.filter_categorical()
      • Universe.filter()
      • Universe.download()
      • Universe.get_forecasting_loaders()
  • Module contents
• optrade.exp
  • optrade.exp.forecasting
    • Experiment
      • Experiment.__init__()
      • Experiment.save_logs()
      • Experiment.init_device()
      • Experiment.init_logger()
      • Experiment.init_loaders()
      • Experiment.set_seed()
      • Experiment.init_earlystopping()
      • Experiment.get_sklearn_data()
      • Experiment.train_sklearn()
      • Experiment.test_sklearn()
      • Experiment.train_torch()
      • Experiment.validate_torch()
      • Experiment.test_torch()
      • Experiment.evaluate()
      • Experiment.log_universe()
      • Experiment.log_stats()
      • Experiment.epoch_logger()
      • Experiment.print_master()
  • Module contents
• optrade.analysis
  • optrade.analysis.factors
    • get_factor_exposures()
    • factor_categorization()
    • get_universe_factor_exposures()
  • optrade.analysis.visualizer
    • Analyzer
      • Analyzer.__init__()
      • Analyzer.period_visualize()
      • Analyzer.information_coefficient_analysis()
      • Analyzer.error_autocorrelation_analysis()
      • Analyzer.event_study_analysis()
      • Analyzer.analyze_forecast_features()
      • Analyzer.get_torch_preds()
  • Module contents
• optrade.utils
  • optrade.utils.directories
    • clean_up_file()
    • clean_up_dir()
    • set_contract_dir()
  • optrade.utils.error_handlers
    • DataValidationError
      • DataValidationError.__init__()
  • optrade.utils.market_metrics
    • get_historical_vol()
    • get_train_historical_vol()
    • get_previous_trading_day()
    • get_rolling_volatility()
  • optrade.utils.misc
    • format_time_dynamic()
    • fill_open_zeros()
    • generate_random_id()
    • datetime_to_tensor()
    • tensor_to_datetime()
    • run_test()
  • optrade.utils.stock_categories
    • ThreeFactorLevel
      • ThreeFactorLevel.LOW
      • ThreeFactorLevel.MEDIUM
      • ThreeFactorLevel.HIGH
    • FiveFactorLevel
      • FiveFactorLevel.VERY_LOW
      • FiveFactorLevel.LOW
      • FiveFactorLevel.MEDIUM
      • FiveFactorLevel.HIGH
      • FiveFactorLevel.VERY_HIGH
    • SectorType
      • SectorType.TECH
      • SectorType.HEALTHCARE
      • SectorType.FINANCIAL
      • SectorType.CONSUMER_CYCLICAL
      • SectorType.CONSUMER_DEFENSIVE
      • SectorType.INDUSTRIAL
      • SectorType.ENERGY
      • SectorType.MATERIALS
      • SectorType.UTILITIES
      • SectorType.REAL_ESTATE
      • SectorType.COMMUNICATION
    • IndustryType
      • IndustryType.SEMICONDUCTOR
      • IndustryType.SOFTWARE_APPLICATION
      • IndustryType.SOFTWARE_INFRASTRUCTURE
      • IndustryType.ELECTRONIC_COMPONENTS
      • IndustryType.COMPUTER_HARDWARE
      • IndustryType.CONSUMER_ELECTRONICS
      • IndustryType.BIOTECHNOLOGY
      • IndustryType.PHARMACEUTICAL_MANUFACTURERS
      • IndustryType.MEDICAL_DEVICES
      • IndustryType.MEDICAL_CARE_FACILITIES
      • IndustryType.HEALTH_INFORMATION_SERVICES
      • IndustryType.BANKS_REGIONAL
      • IndustryType.BANKS_DIVERSIFIED
      • IndustryType.INSURANCE_PROPERTY_CASUALTY
      • IndustryType.INSURANCE_LIFE
      • IndustryType.ASSET_MANAGEMENT
      • IndustryType.CAPITAL_MARKETS
      • IndustryType.AUTO_MANUFACTURERS
      • IndustryType.AUTO_PARTS
      • IndustryType.APPAREL_RETAIL
      • IndustryType.DEPARTMENT_STORES
      • IndustryType.RESTAURANTS
      • IndustryType.LODGING
      • IndustryType.TRAVEL_SERVICES
      • IndustryType.GROCERY_STORES
      • IndustryType.DISCOUNT_STORES
      • IndustryType.HOUSEHOLD_PRODUCTS
      • IndustryType.BEVERAGES_NON_ALCOHOLIC
      • IndustryType.BEVERAGES_ALCOHOLIC
      • IndustryType.TOBACCO
      • IndustryType.AEROSPACE_DEFENSE
      • IndustryType.FARM_HEAVY_MACHINERY
      • IndustryType.ENGINEERING_CONSTRUCTION
      • IndustryType.TOOLS_ACCESSORIES
      • IndustryType.BUSINESS_EQUIPMENT
      • IndustryType.OIL_GAS_INTEGRATED
      • IndustryType.OIL_GAS_EXPLORATION_PRODUCTION
      • IndustryType.OIL_GAS_REFINING_MARKETING
      • IndustryType.OIL_GAS_EQUIPMENT_SERVICES
      • IndustryType.CHEMICALS
      • IndustryType.SPECIALTY_CHEMICALS
      • IndustryType.STEEL
      • IndustryType.BUILDING_MATERIALS
      • IndustryType.PAPER_PAPER_PRODUCTS
      • IndustryType.UTILITIES_REGULATED_ELECTRIC
      • IndustryType.UTILITIES_REGULATED_GAS
      • IndustryType.UTILITIES_RENEWABLE
      • IndustryType.UTILITIES_DIVERSIFIED
      • IndustryType.REIT_RESIDENTIAL
      • IndustryType.REIT_RETAIL
      • IndustryType.REIT_OFFICE
      • IndustryType.REIT_HEALTHCARE
      • IndustryType.REIT_INDUSTRIAL
      • IndustryType.REAL_ESTATE_SERVICES
      • IndustryType.TELECOM_SERVICES
      • IndustryType.ENTERTAINMENT
      • IndustryType.ADVERTISING_AGENCIES
      • IndustryType.ELECTRONIC_GAMING_MULTIMEDIA
      • IndustryType.INTERNET_CONTENT_INFORMATION
  • optrade.utils.train
    • EarlyStopping
      • EarlyStopping.__init__()
      • EarlyStopping.save_checkpoint()
  • Module contents

Module contents