Index

A

add_line() (simple_back.backtester.Backtester method) add_metric() (simple_back.backtester.Backtester method)

AnnualReturn (class in simple_back.metrics) attr() (simple_back.backtester.Portfolio method)

B

Backtester (class in simple_back.backtester) BacktesterBuilder (class in simple_back.backtester) BacktestRunError

balance() (simple_back.backtester.Backtester property) (simple_back.backtester.BacktesterBuilder method) build() (simple_back.backtester.BacktesterBuilder method) BuyAndHold (class in simple_back.strategy)

C

CachedProvider (class in simple_back.data_providers) calendar() (simple_back.backtester.BacktesterBuilder method) clear_cache() (simple_back.data_providers.CachedProvider method) clear_metrics() (simple_back.backtester.BacktesterBuilder method) columns() (simple_back.data_providers.DailyDataProvider property) (simple_back.data_providers.DailyPriceProvider property)

columns_order() (simple_back.data_providers.DailyDataProvider property) (simple_back.data_providers.DailyPriceProvider property) compare() (simple_back.backtester.BacktesterBuilder method) cost() (simple_back.fees.Fee method) (simple_back.fees.FlatPerShare method) (simple_back.fees.FlatPerTrade method) (simple_back.fees.NoFee method)

D

DailyDataProvider (class in simple_back.data_providers) DailyPriceProvider (class in simple_back.data_providers) DailyProfitLoss (class in simple_back.metrics) DailyProfitLossPct (class in simple_back.metrics) data() (simple_back.backtester.BacktesterBuilder method)

DataProvider (class in simple_back.data_providers) dates() (simple_back.data_providers.DataProvider method) (simple_back.data_providers.WikipediaProvider method) df() (simple_back.backtester.Portfolio property) (simple_back.metrics.SeriesMetric property) display_side_by_side() (in module simple_back.backtester)

F

Fee (class in simple_back.fees) filter() (simple_back.backtester.Portfolio method)

FlatPerShare (class in simple_back.fees) FlatPerTrade (class in simple_back.fees)

G

get() (simple_back.data_providers.DailyDataProvider method) (simple_back.data_providers.DailyPriceProvider method) (simple_back.data_providers.DataProvider method) (simple_back.data_providers.WikipediaProvider method) (simple_back.data_providers.YahooFinanceProvider method) get_cache() (simple_back.data_providers.CachedProvider method) get_key() (simple_back.data_providers.CachedProvider method) get_revisions() (simple_back.data_providers.WikipediaProvider method) get_value() (simple_back.metrics.AnnualReturn method) (simple_back.metrics.DailyProfitLoss method) (simple_back.metrics.DailyProfitLossPct method) (simple_back.metrics.MaxDrawdown method) (simple_back.metrics.Metric method) (simple_back.metrics.PortfolioValue method) (simple_back.metrics.SeriesMetric method) (simple_back.metrics.SharpeRatio method) (simple_back.metrics.SingleMetric method) (simple_back.metrics.TotalReturn method) (simple_back.metrics.TotalValue method) (simple_back.metrics.Volatility method)

I

in_cache() (simple_back.data_providers.CachedProvider method) initial_value() (simple_back.backtester.Position property)

insert() (simple_back.backtester.Portfolio method) InsufficientCapitalError is_notebook() (in module simple_back.utils)

L

liquidate() (simple_back.backtester.Portfolio method) live_metrics() (simple_back.backtester.BacktesterBuilder method) live_plot() (simple_back.backtester.BacktesterBuilder method) live_progress() (simple_back.backtester.BacktesterBuilder method)

log() (simple_back.backtester.Backtester method) logs() (simple_back.backtester.Backtester property) long() (simple_back.backtester.Backtester method) (simple_back.backtester.Portfolio property) LongShortLiquidationError

M

MaxDrawdown (class in simple_back.metrics) Metric (class in simple_back.metrics) metrics() (simple_back.backtester.Backtester property) (simple_back.backtester.BacktesterBuilder method) MissingMetricsError module simple_back simple_back.backtester simple_back.data_providers simple_back.exceptions simple_back.fees simple_back.metrics simple_back.strategy simple_back.utils

N

name() (simple_back.backtester.BacktesterBuilder method) (simple_back.data_providers.CachedProvider property) (simple_back.data_providers.DataProvider property) (simple_back.data_providers.SpProvider property) (simple_back.data_providers.WikipediaProvider property) (simple_back.data_providers.YahooFinanceProvider property) (simple_back.metrics.AnnualReturn property) (simple_back.metrics.DailyProfitLoss property) (simple_back.metrics.DailyProfitLossPct property) (simple_back.metrics.MaxDrawdown property) (simple_back.metrics.Metric property) (simple_back.metrics.PortfolioValue property) (simple_back.metrics.SeriesMetric property) (simple_back.metrics.SharpeRatio property) (simple_back.metrics.SingleMetric property) (simple_back.metrics.TotalReturn property) (simple_back.metrics.TotalValue property) (simple_back.metrics.Volatility property) (simple_back.strategy.BuyAndHold property) (simple_back.strategy.SellAndHold property) (simple_back.strategy.Strategy property)

NegativeValueError no_live_metrics() (simple_back.backtester.BacktesterBuilder method) no_live_plot() (simple_back.backtester.BacktesterBuilder method) no_live_progress() (simple_back.backtester.BacktesterBuilder method) NoFee (class in simple_back.fees) nshares() (simple_back.backtester.Position property) (simple_back.fees.Fee method) (simple_back.fees.FlatPerShare method) (simple_back.fees.FlatPerTrade method) (simple_back.fees.NoFee method)

O

order_type() (simple_back.backtester.Position property)

P

pf() (simple_back.backtester.Backtester property) Portfolio (class in simple_back.backtester) PortfolioValue (class in simple_back.metrics) Position (class in simple_back.backtester) price() (simple_back.backtester.Backtester method) (simple_back.backtester.Position property)

prices() (simple_back.backtester.BacktesterBuilder method) PriceUnavailableError process_html() (simple_back.data_providers.SpProvider method) (simple_back.data_providers.WikipediaProvider method) profit_loss_abs() (simple_back.backtester.Position property) profit_loss_pct() (simple_back.backtester.Position property)

R

rem_cache() (simple_back.data_providers.CachedProvider method) requires() (simple_back.metrics.AnnualReturn property) (simple_back.metrics.DailyProfitLoss property) (simple_back.metrics.DailyProfitLossPct property) (simple_back.metrics.Metric property) (simple_back.metrics.SharpeRatio property) (simple_back.metrics.TotalReturn property) (simple_back.metrics.TotalValue property) (simple_back.metrics.Volatility property)

run() (simple_back.backtester.Backtester method) (simple_back.strategy.BuyAndHold method) (simple_back.strategy.SellAndHold method) (simple_back.strategy.Strategy method)

S

SellAndHold (class in simple_back.strategy) SeriesMetric (class in simple_back.metrics) set_cache() (simple_back.data_providers.CachedProvider method) set_date_event() (simple_back.data_providers.DailyDataProvider method) set_values() (simple_back.metrics.Metric method) SharpeRatio (class in simple_back.metrics) short() (simple_back.backtester.Backtester method) (simple_back.backtester.Portfolio property) show() (simple_back.backtester.Backtester method) simple_back module simple_back.backtester module simple_back.data_providers module simple_back.exceptions module

simple_back.fees module simple_back.metrics module simple_back.strategy module simple_back.utils module SingleMetric (class in simple_back.metrics) slippage() (simple_back.backtester.BacktesterBuilder method) SpProvider (class in simple_back.data_providers) strategies() (simple_back.backtester.Backtester property) (simple_back.backtester.BacktesterBuilder method) Strategy (class in simple_back.strategy) StrategySequence (class in simple_back.backtester) summary() (simple_back.backtester.Backtester property)

T

TimeLeakError timestamp() (simple_back.backtester.Backtester property) total_value() (simple_back.backtester.Portfolio property) TotalReturn (class in simple_back.metrics)

TotalValue (class in simple_back.metrics) trade_cost() (simple_back.backtester.BacktesterBuilder method) transform_symbol() (simple_back.data_providers.SpProvider method) (simple_back.data_providers.WikipediaProvider method)

V

value() (simple_back.backtester.Position property) value_pershare() (simple_back.backtester.Position property)

values() (simple_back.metrics.SeriesMetric property) Volatility (class in simple_back.metrics)

W

WikipediaProvider (class in simple_back.data_providers)

Y

YahooFinanceProvider (class in simple_back.data_providers)