OlympusTrader package¶
Subpackages¶
- OlympusTrader.alpha package
- Submodules
- OlympusTrader.alpha.base_alpha module
AlphaResultsBaseAlphaBaseAlpha.ALLOWED_ASSETSBaseAlpha.NAMEBaseAlpha.STRATEGYBaseAlpha.TABaseAlpha.VERSIONBaseAlpha.baseConfidenceModifierFieldBaseAlpha.generateInsights()BaseAlpha.get_asset()BaseAlpha.get_baseConfidenceModifier()BaseAlpha.get_history()BaseAlpha.get_latest_bar()BaseAlpha.get_latest_quote()BaseAlpha.get_previos_bar()BaseAlpha.init()BaseAlpha.isAllowedAsset()BaseAlpha.registerAlpha()BaseAlpha.returnResults()BaseAlpha.start()
- OlympusTrader.alpha.ema_price_crossover module
- OlympusTrader.alpha.rsi_divergance_alpha module
RSIDiverganceAlphaRSIDiverganceAlpha.atrColumnRSIDiverganceAlpha.computeLocalSwingPoints()RSIDiverganceAlpha.computeRSIDivergance()RSIDiverganceAlpha.divergance_windowRSIDiverganceAlpha.generateInsights()RSIDiverganceAlpha.init()RSIDiverganceAlpha.local_windowRSIDiverganceAlpha.rsiColumnRSIDiverganceAlpha.start()RSIDiverganceAlpha.use_quote_entry
- OlympusTrader.alpha.test_entry module
- Module contents
- OlympusTrader.broker package
- Submodules
- OlympusTrader.broker.alpaca_broker module
AlpacaBrokerAlpacaBroker.HISTORICAL_DATAAlpacaBroker.cancel_order()AlpacaBroker.closeStream()AlpacaBroker.closeTradeStream()AlpacaBroker.close_all_positions()AlpacaBroker.close_position()AlpacaBroker.crypto_clientAlpacaBroker.crypto_stream_clientAlpacaBroker.execute_insight_order()AlpacaBroker.format_on_bar()AlpacaBroker.format_on_quote()AlpacaBroker.format_on_trade_update()AlpacaBroker.format_order()AlpacaBroker.format_position()AlpacaBroker.get_account()AlpacaBroker.get_history()AlpacaBroker.get_latest_quote()AlpacaBroker.get_order()AlpacaBroker.get_orders()AlpacaBroker.get_position()AlpacaBroker.get_positions()AlpacaBroker.get_ticker_info()AlpacaBroker.startTradeStream()AlpacaBroker.stock_clientAlpacaBroker.stock_stream_clientAlpacaBroker.streamMarketData()AlpacaBroker.trade_stream_clientAlpacaBroker.trading_clientAlpacaBroker.update_order()
- OlympusTrader.broker.base_broker module
BaseBrokerBaseBroker.BACKTEST_FlOW_CONTROLBaseBroker.DataFeedBaseBroker.LOGGERBaseBroker.NAMEBaseBroker.PAPERBaseBroker.RUNNING_MARKET_STREAMBaseBroker.RUNNING_TRADE_STREAMBaseBroker.TICKER_INFOBaseBroker.VERBOSEBaseBroker.cancel_order()BaseBroker.closeStream()BaseBroker.closeTradeStream()BaseBroker.close_all_positions()BaseBroker.close_position()BaseBroker.execute_insight_order()BaseBroker.format_on_bar()BaseBroker.format_on_quote()BaseBroker.format_on_trade_update()BaseBroker.format_order()BaseBroker.get_account()BaseBroker.get_current_timeBaseBroker.get_history()BaseBroker.get_latest_quote()BaseBroker.get_order()BaseBroker.get_orders()BaseBroker.get_position()BaseBroker.get_positions()BaseBroker.get_ticker_info()BaseBroker.startTradeStream()BaseBroker.streamMarketData()BaseBroker.supportedFeaturesBaseBroker.update_order()
- OlympusTrader.broker.interfaces module
IAccountIAccountStateIAssetIOrderIOrderClassIOrderLegIOrderLegsIOrderRequestIOrderSideIOrderTypeIPositionIQuoteISupportedBrokerFeaturesISupportedBrokerFeatures.barDataStreamingISupportedBrokerFeatures.bracketOrdersISupportedBrokerFeatures.cancelOrderISupportedBrokerFeatures.closePositionISupportedBrokerFeatures.featuredBarDataStreamingISupportedBrokerFeatures.getAccountISupportedBrokerFeatures.getHistoryISupportedBrokerFeatures.getPositionISupportedBrokerFeatures.getPositionsISupportedBrokerFeatures.getQuoteISupportedBrokerFeatures.getTickerInfoISupportedBrokerFeatures.leverageISupportedBrokerFeatures.marginISupportedBrokerFeatures.maxOrderValueISupportedBrokerFeatures.shortingISupportedBrokerFeatures.submitOrderISupportedBrokerFeatures.tradeEventStreamingISupportedBrokerFeatures.trailingStop
ISupportedBrokersITimeInForceITradeUpdateITradeUpdateEvent
- OlympusTrader.broker.mt5_broker module
- OlympusTrader.broker.paper_broker module
PaperBrokerPaperBroker.ACCOUNTPaperBroker.ACCOUNT_HISTORYPaperBroker.ACTIVE_ORDERSPaperBroker.AccountPaperBroker.CANCELED_ORDERSPaperBroker.CLOSE_ORDERSPaperBroker.CurrentTimePaperBroker.END_DATEPaperBroker.FeedDelayPaperBroker.HISTORICAL_DATAPaperBroker.LEVERAGEPaperBroker.MODEPaperBroker.OrdersPaperBroker.PENDING_ORDERSPaperBroker.PositionsPaperBroker.PreviousTimePaperBroker.STARTING_CASHPaperBroker.START_DATEPaperBroker.UPDATE_ORDERSPaperBroker.VERBOSEPaperBroker.cancel_order()PaperBroker.closeStream()PaperBroker.closeTradeStream()PaperBroker.close_all_positions()PaperBroker.close_position()PaperBroker.execute_insight_order()PaperBroker.export_trade_log()PaperBroker.export_vbt_signals()PaperBroker.format_on_bar()PaperBroker.format_on_quote()PaperBroker.format_on_trade_update()PaperBroker.format_order()PaperBroker.get_VBT_results()PaperBroker.get_account()PaperBroker.get_current_timePaperBroker.get_history()PaperBroker.get_latest_quote()PaperBroker.get_order()PaperBroker.get_orders()PaperBroker.get_position()PaperBroker.get_positions()PaperBroker.get_ticker_info()PaperBroker.processActiveOrders()PaperBroker.processCanceledOrders()PaperBroker.processClosedOrders()PaperBroker.processPendingOrders()PaperBroker.processUpdateOrders()PaperBroker.setCurrentTime()PaperBroker.startTradeStream()PaperBroker.streamMarketData()PaperBroker.update_account_balance()PaperBroker.update_account_history()PaperBroker.update_order()
- Module contents
- OlympusTrader.insight package
- Subpackages
- Submodules
- OlympusTrader.insight.insight module
IInsightIInsight.RRRIInsight.TTL_filledIInsight.TTL_unfilledIInsight.cancellingIInsight.childrenIInsight.close_order_idIInsight.close_priceIInsight.closed_atIInsight.closingIInsight.confidenceIInsight.contractsIInsight.created_atIInsight.execution_dependencyIInsight.filled_atIInsight.first_on_fillIInsight.insight_idIInsight.legsIInsight.limit_priceIInsight.marketChangedIInsight.order_idIInsight.parentIInsight.partial_closesIInsight.partial_filled_quantityIInsight.quantityIInsight.sideIInsight.stateIInsight.stop_lossIInsight.strategyIInsight.submitedIInsight.symbolIInsight.take_profitIInsight.typeIInsight.updated_atIInsight.useContractSize
InsightInsight.ASSETInsight.BROKERInsight.CHILDRENInsight.INSIGHT_IDInsight.MODEInsight.PARENTInsight.SLInsight.TPInsight.addChildInsight()Insight.cancel()Insight.cancelStopLossLeg()Insight.cancelTakeProfitLeg()Insight.cancel_order_by_id()Insight.checkIfCanShort()Insight.checkValidEntryInsight()Insight.checkValidQuantity()Insight.classTypeInsight.close()Insight.close_order_idInsight.close_priceInsight.closedAtInsight.confidenceInsight.contractsInsight.convert_quantity_to_contracts()Insight.createAtInsight.dataclassInsight.executionDependsInsight.filledAtInsight.getPL()Insight.getPnLRatio()Insight.hasExhaustedTTL()Insight.hasExpired()Insight.legsInsight.limit_priceInsight.logPnL()Insight.marketChangedInsight.opposite_sideInsight.order_idInsight.partialFilled()Insight.partial_closesInsight.periodTillTpInsight.periodUnfilledInsight.positionClosed()Insight.positionFilled()Insight.quantityInsight.set_mode()Insight.sideInsight.stateInsight.stopLossOrderLegInsight.stop_priceInsight.strategyTypeInsight.submit()Insight.symbolInsight.takeProfitOrderLegInsight.tfInsight.trailingStopOrderLegInsight.typeInsight.updateCloseOrderID()Insight.updateLegs()Insight.updateOrderID()Insight.updateState()Insight.updateStopLoss()Insight.updateStopLossLegs()Insight.updateSubmited()Insight.updateTakeProfit()Insight.updateTakeProfitLegs()Insight.updateTrailingStopLegs()Insight.update_contracts()Insight.update_limit_price()Insight.update_market_changed()Insight.update_quantity()Insight.updatedAtInsight.uses_contract_sizeInsight.validate()
InsightStatePartialCloseResultStrategyDependantConfirmationStrategyDependantConfirmation.DOWNSTATEStrategyDependantConfirmation.FLATSTATEStrategyDependantConfirmation.HCCMStrategyDependantConfirmation.HRVCMStrategyDependantConfirmation.HTFCMStrategyDependantConfirmation.LCCMStrategyDependantConfirmation.LRVCMStrategyDependantConfirmation.LTFCMStrategyDependantConfirmation.NONEStrategyDependantConfirmation.UPSTATE
StrategyTypesget_BaseBroker()
- Module contents
- OlympusTrader.strategy package
- Submodules
- OlympusTrader.strategy.base_strategy module
BaseStrategyBaseStrategy.ACCOUNTBaseStrategy.ALPHA_MODELSBaseStrategy.BACKTESTING_CONFIGBaseStrategy.BACKTESTING_RESULTSBaseStrategy.BROKERBaseStrategy.HISTORYBaseStrategy.INSIGHTSBaseStrategy.INSIGHT_EXECUTORSBaseStrategy.LOGGERBaseStrategy.METRICSBaseStrategy.MODEBaseStrategy.NAMEBaseStrategy.ORDERSBaseStrategy.POSITIONSBaseStrategy.RESOLUTIONBaseStrategy.SSMBaseStrategy.STRATEGY_IDBaseStrategy.STREAMSBaseStrategy.TOOLSBaseStrategy.TaStrategyBaseStrategy.UNIVERSEBaseStrategy.VARIABLESBaseStrategy.VERBOSEBaseStrategy.WARM_UPBaseStrategy.WITHSSMBaseStrategy.WITHUIBaseStrategy.accountBaseStrategy.add_alpha()BaseStrategy.add_alphas()BaseStrategy.add_events()BaseStrategy.add_executor()BaseStrategy.add_executors()BaseStrategy.add_insight()BaseStrategy.add_ta()BaseStrategy.assetsBaseStrategy.baseConfidenceBaseStrategy.brokerBaseStrategy.cancel_tracked_tasks()BaseStrategy.close_position()BaseStrategy.create_task()BaseStrategy.current_datetimeBaseStrategy.executeInsight()BaseStrategy.execution_riskBaseStrategy.generateInsights()BaseStrategy.historyBaseStrategy.init()BaseStrategy.insightRateLimitBaseStrategy.insightsBaseStrategy.metricsBaseStrategy.minRewardRiskRatioBaseStrategy.modeBaseStrategy.on_bar()BaseStrategy.ordersBaseStrategy.positionsBaseStrategy.resolutionBaseStrategy.run()BaseStrategy.run_teardown()BaseStrategy.saveBacktestResults()BaseStrategy.shouldClosePartialFilledIfCancelledBaseStrategy.start()BaseStrategy.stateBaseStrategy.streamsBaseStrategy.submit_order()BaseStrategy.teardown()BaseStrategy.toolsBaseStrategy.tradeOnFeatureEventsBaseStrategy.universe()BaseStrategy.warm_up
- OlympusTrader.strategy.interfaces module
IBacktestingConfigIMarketDataStreamIMarketDataStream.TAIMarketDataStream.applyTAIMarketDataStream.asset_typeIMarketDataStream.endIMarketDataStream.exchangeIMarketDataStream.featureIMarketDataStream.startIMarketDataStream.storedIMarketDataStream.stored_pathIMarketDataStream.symbolIMarketDataStream.time_frameIMarketDataStream.type
IStrategyMetricsIStrategyMetrics.avg_lossIStrategyMetrics.avg_winIStrategyMetrics.end_dateIStrategyMetrics.ending_cashIStrategyMetrics.positionClosed()IStrategyMetrics.positionOpened()IStrategyMetrics.start_dateIStrategyMetrics.starting_cashIStrategyMetrics.total_closedIStrategyMetrics.total_lossIStrategyMetrics.total_lossesIStrategyMetrics.total_openIStrategyMetrics.total_pnlIStrategyMetrics.total_profitIStrategyMetrics.total_winsIStrategyMetrics.updateDerivedMetrics()IStrategyMetrics.updateEnd()IStrategyMetrics.updateStart()IStrategyMetrics.win_rate
IStrategyMode
- OlympusTrader.strategy.sharedmemory module
SharedStrategyManagerSharedStrategyManager.get_account()SharedStrategyManager.get_assets()SharedStrategyManager.get_history()SharedStrategyManager.get_insights()SharedStrategyManager.get_metrics()SharedStrategyManager.get_mode()SharedStrategyManager.get_positions()SharedStrategyManager.get_strategy()SharedStrategyManager.get_time()
- OlympusTrader.strategy.strategy module
- Module contents
- OlympusTrader.utils package
- Submodules
- OlympusTrader.utils.timeframe module
ITimeFrameITimeFrame.add_time_increment()ITimeFrame.amountITimeFrame.amount_valueITimeFrame.get_next_time_increment()ITimeFrame.get_time_increment()ITimeFrame.is_time_increment()ITimeFrame.resample_bars_from_timeframe()ITimeFrame.to_timeDelta()ITimeFrame.unitITimeFrame.unit_valueITimeFrame.validate_timeframe()ITimeFrame.value
ITimeFrameUnit
- OlympusTrader.utils.tools module
- OlympusTrader.utils.types module
- Module contents