SYMBOL INDEX (103 symbols across 21 files) FILE: Awesome Oscillator backtest.py function ewmacd (line 34) | def ewmacd(signals,ma1,ma2): function signal_generation (line 41) | def signal_generation(df,method,ma1,ma2): function awesome_ma (line 56) | def awesome_ma(signals): function awesome_signal_generation (line 66) | def awesome_signal_generation(df,method): function plot (line 135) | def plot(new,ticker): function portfolio (line 212) | def portfolio(signals): function profit (line 241) | def profit(portfolio): function mdd (line 268) | def mdd(series): function stats (line 278) | def stats(portfolio): function main (line 297) | def main(): FILE: Bollinger Bands Pattern Recognition backtest.py function bollinger_bands (line 39) | def bollinger_bands(df): function signal_generation (line 67) | def signal_generation(data,method): function plot (line 175) | def plot(new): function main (line 221) | def main(): FILE: Dual Thrust backtest.py function min2day (line 43) | def min2day(df,column,year,month,rg): function signal_generation (line 94) | def signal_generation(df,intraday,param,column,rg): function plot (line 169) | def plot(signals,intraday,column): function main (line 205) | def main(): FILE: Heikin-Ashi backtest.py function heikin_ashi (line 41) | def heikin_ashi(data): function signal_generation (line 79) | def signal_generation(df,method,stls): function candlestick (line 134) | def candlestick(df,ax=None,titlename='',highcol='High',lowcol='Low', function plot (line 186) | def plot(df,ticker): function portfolio (line 223) | def portfolio(data,capital0=10000,positions=100): function profit (line 244) | def profit(portfolio): function omega (line 280) | def omega(risk_free,degree_of_freedom,maximum,minimum): function sortino (line 296) | def sortino(risk_free,degree_of_freedom,growth_rate,minimum): function mdd (line 315) | def mdd(series): function stats (line 329) | def stats(portfolio,trading_signals,stdate,eddate,capital0=10000): function main (line 397) | def main(): FILE: London Breakout backtest.py function london_breakout (line 51) | def london_breakout(df): function signal_generation (line 66) | def signal_generation(df,method): function plot (line 215) | def plot(new): function main (line 269) | def main(): FILE: MACD Oscillator backtest.py function macd (line 22) | def macd(signals): function signal_generation (line 41) | def signal_generation(df,method): function plot (line 64) | def plot(new, ticker): function main (line 105) | def main(): FILE: Monte Carlo project/Monte Carlo backtest.py function monte_carlo (line 212) | def monte_carlo(data,testsize=0.5,simulation=100,**kwargs): function plot (line 267) | def plot(df,forecast_horizon,d,pick,ticker): function test (line 322) | def test(df,ticker,simu_start=100,simu_end=1000,simu_delta=100,**kwargs): function main (line 371) | def main(): FILE: Oil Money project/Oil Money CAD.py function dual_axis_plot (line 25) | def dual_axis_plot(xaxis,data1,data2,fst_color='r', function get_distance (line 55) | def get_distance(x,y,a,b): function get_line_params (line 63) | def get_line_params(x1,y1,x2,y2): FILE: Oil Money project/Oil Money COP.py function dual_axis_plot (line 20) | def dual_axis_plot(xaxis,data1,data2,fst_color='r', FILE: Oil Money project/Oil Money NOK.py function dual_axis_plot (line 99) | def dual_axis_plot(xaxis,data1,data2,fst_color='r', FILE: Oil Money project/Oil Money Trading backtest.py function oil_money (line 23) | def oil_money(dataset): function signal_generation (line 55) | def signal_generation(dataset,x,y,method, \ function portfolio (line 187) | def portfolio(signals,close_price,capital0=5000): function plot (line 209) | def plot(signals,close_price): function profit (line 245) | def profit(portfolio,close_price): function main (line 273) | def main(): FILE: Oil Money project/oil production/oil production cost curve.py function cost_curve (line 19) | def cost_curve(x,y1,y2=None, FILE: Options Straddle backtest.py function find_strike_price (line 83) | def find_strike_price(df): function straddle (line 101) | def straddle(options,spot,contractsize,strikeprice): function signal_generation (line 134) | def signal_generation(df,threshold): function plot (line 147) | def plot(df,strikeprice,contractsize): function main (line 283) | def main(): FILE: Pair trading backtest.py function EG_method (line 64) | def EG_method(X,Y,show_summary=False): function signal_generation (line 108) | def signal_generation(asset1,asset2,method,bandwidth=250): function plot (line 190) | def plot(data,ticker1,ticker2): function portfolio (line 244) | def portfolio(data): function main (line 316) | def main(): FILE: Parabolic SAR backtest.py function parabolic_sar (line 30) | def parabolic_sar(new): function signal_generation (line 93) | def signal_generation(df,method): function plot (line 112) | def plot(new,ticker): function main (line 131) | def main(): FILE: RSI Pattern Recognition backtest.py function smma (line 43) | def smma(series,n): function rsi (line 60) | def rsi(data,n=14): function signal_generation (line 81) | def signal_generation(df,method,n=14): function plot (line 96) | def plot(new,ticker): function pattern_recognition (line 151) | def pattern_recognition(df,method,lag=14): function pattern_plot (line 311) | def pattern_plot(new,ticker): function main (line 374) | def main(): FILE: Shooting Star backtest.py function shooting_star (line 27) | def shooting_star(data,lower_bound,body_size): function signal_generation (line 73) | def signal_generation(df,method, function candlestick (line 131) | def candlestick(df,ax=None,highlight=None,titlename='', function plot (line 195) | def plot(data,name): function main (line 241) | def main(): FILE: Smart Farmers project/cleanse data.py function prepare (line 19) | def prepare(target_land,target_prod,target_prix): FILE: Smart Farmers project/estimate demand.py function create_xy (line 22) | def create_xy(target_crop,grande,malay_gdp,malay_pop): function lin_reg (line 42) | def lin_reg(crops,grande,malay_gdp,malay_pop,viz=False): function constrained_ols (line 76) | def constrained_ols(x,y): function get_params (line 104) | def get_params(crops,grande,malay_gdp,malay_pop,viz=False): FILE: Smart Farmers project/forecast.py function prepare (line 23) | def prepare(grand): function get_ans (line 39) | def get_ans(quadratic_coeff,linear_coeff,inequality_coeff, function get_production (line 55) | def get_production(initial_guess): function get_production (line 93) | def get_production(initial_guess): function costfunction (line 157) | def costfunction(initial_guess): function ls_estimate (line 173) | def ls_estimate(initial_guess,diagnosis=True): function find_init (line 206) | def find_init(num=10): function write_file (line 239) | def write_file(dic): function compute_price (line 257) | def compute_price(production): FILE: VIX Calculator.py function cmt_rate_fill_date (line 26) | def cmt_rate_fill_date(cmt_rate): function get_settlement_day (line 57) | def get_settlement_day(current_day,time_horizon, function get_time_to_expiration (line 100) | def get_time_to_expiration(current_day,time_horizon, function get_forward_strike (line 118) | def get_forward_strike(options, function get_options_call_inclusion (line 144) | def get_options_call_inclusion(options,strike): function get_options_put_inclusion (line 183) | def get_options_put_inclusion(options,strike): function compute_sigma (line 222) | def compute_sigma(forward,strike, function compute_vix (line 252) | def compute_vix(time_to_expiration_front, function vix_calculator (line 269) | def vix_calculator(df,cmt_rate,calendar, function main (line 374) | def main():