Index

_

__init__() (backtest.backtest.Backtest method) (backtest.market.Market method) (backtest.portfolio.Portfolio method) (backtest.position.Position method) (backtest.position.Spread method) _adjust_spread() (backtest.position.Position method) _evaluate_parity() (backtest.position.Position method) _evaluate_position() (backtest.position.Position method) _evaluate_type() (backtest.position.Spread method)

_find_nearest() (backtest.market.Market static method) _get_symbol_trade_dates() (backtest.market.Market method) _query_contract_on_day() (backtest.market.Market method) _query_spread_on_day() (backtest.market.Market method) _scale_contract_quantity() (backtest.market.Market method) _slippage_cost() (backtest.market.Market method) _step_as_of_date() (backtest.position.Position method) _to_list() (backtest.market.Market static method) _update_position() (backtest.position.Position method) _update_trade_dates_array() (backtest.market.Market method)

A

add_contract() (backtest.position.Spread method) add_position() (backtest.portfolio.Portfolio method) add_underlyings() (backtest.market.Market method)

as_of_date (backtest.position.Position attribute) as_of_date_list (backtest.position.Spread attribute) ask (backtest.position.Position attribute)

B

Backtest (class in backtest.backtest) backtest.backtest (module) backtest.market (module) backtest.portfolio (module)

backtest.position (module) backtest.utils (module) bid (backtest.position.Position attribute) break_even_prices (backtest.position.Position attribute)

C

clean_pricing_data() (backtest.market.Market method) close_position() (backtest.position.Position method)

close_price (backtest.position.Position attribute) closed (backtest.position.Position attribute) contract_info_from_symbol() (in module backtest.utils)

D

data (backtest.position.Spread attribute) date_add() (in module backtest.utils) days_held (backtest.position.Position attribute)

delta (backtest.position.Position attribute) dte (backtest.position.Position attribute) dte_delta_search() (backtest.market.Market method)

E

expirations (backtest.position.Position attribute) (backtest.position.Spread attribute)

G

gamma (backtest.position.Position attribute) general_closing_criteria (backtest.backtest.Backtest attribute)

general_opening_criteria (backtest.backtest.Backtest attribute) get_contract_quote() (backtest.market.Market method) get_spread_on_day() (backtest.market.Market method)

H

holding_dates (backtest.position.Position attribute)

homogeneous_expire (backtest.position.Position attribute)

I

initial_open_price (backtest.position.Position attribute)

initiation_date (backtest.position.Position attribute)

L

load_multi_spreads_on_day() (backtest.market.Market method)

M

mark (backtest.position.Position attribute) Market (class in backtest.market) max_as_of_date (backtest.position.Position attribute) max_downside_gain (backtest.position.Position attribute)

max_downside_loss (backtest.position.Position attribute) max_gain (backtest.position.Position attribute) max_loss (backtest.position.Position attribute) max_upside_gain (backtest.position.Position attribute) max_upside_loss (backtest.position.Position attribute)

N

net_adjustment_price (backtest.position.Position attribute)

net_credit (backtest.position.Position attribute) net_volatility (backtest.position.Position attribute)

O

open_position() (backtest.market.Market method)

optimization (backtest.portfolio.Portfolio attribute)

P

parity() (in module backtest.utils) parity_evaluated (backtest.position.Position attribute) parity_series (backtest.position.Position attribute) parity_upper_bound (backtest.position.Position attribute) pl (backtest.position.Position attribute) plot_expiration_metrics() (backtest.position.Position method) plot_position_time_series() (backtest.position.Position method)

Portfolio (class in backtest.portfolio) Position (class in backtest.position) positions (backtest.portfolio.Portfolio attribute) price_spread() (backtest.market.Market method) priced (backtest.position.Position attribute) profit_ranges (backtest.position.Position attribute) putCallCount (backtest.position.Spread attribute)

R

rho (backtest.position.Position attribute)

run_backtest() (backtest.backtest.Backtest method)

S

spread (backtest.position.Position attribute) Spread (class in backtest.position) spread_from_dte_delta_search() (backtest.market.Market method) step_open_positions() (backtest.portfolio.Portfolio method) step_position() (backtest.market.Market method) stkPx (backtest.position.Position attribute)

strategy (backtest.position.Position attribute) strategy_closing_criteria (backtest.backtest.Backtest attribute) strategy_opening_criteria (backtest.backtest.Backtest attribute) strategy_trade_map (backtest.backtest.Backtest attribute) strikes (backtest.position.Position attribute) symbols (backtest.position.Spread attribute)

T

theta (backtest.position.Position attribute) to_pandas() (backtest.portfolio.Portfolio method) (backtest.position.Position method)

type (backtest.position.Spread attribute)

U

uts_df (backtest.backtest.Backtest attribute)

V

vega (backtest.position.Position attribute)