API for pankaj3009/rtrade
Backtesting of Trading Strategies
| Global functions | |
|---|---|
| ApplyStop | Source code |
| BarsSince | Source code |
| CalculateDailyPNL | Source code |
| CalculatePortfolioEquityCurve | Source code |
| CashFlow | Source code |
| Cross | Source code |
| ExRem | Source code |
| FillInTheBlanks | Source code |
| Flip | Source code |
| GenerateTrades | Source code |
| GenerateTradesShort | Source code |
| GetCurrentPosition | Source code |
| MapToFutureTrades | Source code |
| MapToOptionTradesLO | Source code |
| MarkToModelPrice | Source code |
| ProcessPositionScore | Source code |
| ProcessPositionScoreShort | Source code |
| QuickChart | Source code |
| Ref | Source code |
| Trend | Source code |
| addNoise | Source code |
| bootstrap | Source code |
| bootstrapNoise | Source code |
| calcDerivedContracts | Source code |
| calcDrawdownDayCount | Source code |
| calcDrawdownValues | Source code |
| calcDrawdownVector | Source code |
| calcRecoveryValues | Source code |
| calculateBrokerage | Source code |
| candleStickPattern | Source code |
| changeTimeFrame | Source code |
| convertToDF | Source code |
| convertToXTS | Source code |
| createFNOConstituents | Source code |
| createFNOSize | Source code |
| createIndexConstituents | Source code |
| createPNLSummary | Source code |
| generateExecutionSummary | Source code |
| getAllStrikesForExpiry | Source code |
| getCandleStickPerformance | Source code |
| getClosestStrike | Source code |
| getClosestStrikeUniverse | Source code |
| getExpiryDate | Source code |
| getIntraDayBars | Source code |
| getMaxOIStrike | Source code |
| getMostRecentSymbol | Source code |
| getPriceArrayFromRedis | Source code |
| getPriceHistoryFromRedis | Source code |
| getRealTimeData | Source code |
| getSplitAdjustment | Source code |
| getSplitInfo | Source code |
| getStrikeByClosestSettlePrice | Source code |
| getSymbolChange | Source code |
| getTickDataToDF | Source code |
| getTrendMetrics | Source code |
| getUnderlyingCash | Source code |
| getVWAP | Source code |
| getVWAPUsingDayVolume | Source code |
| get_os | Source code |
| getmtm | Source code |
| insertRow | Source code |
| kAggregators | Source code |
| kDate | Source code |
| kGetOHLCV | Source code |
| kMetrics | Source code |
| kQueryBody | Source code |
| kTags | Source code |
| kgetTags | Source code |
| linkedsymbols | Source code |
| loadSymbol | Source code |
| loadUnderlyingSymbol | Source code |
| placeRedisOrder | Source code |
| pointpredict | Source code |
| pointr2 | Source code |
| pointregress | Source code |
| pointslope | Source code |
| processSplits | Source code |
| readAllSymbols | Source code |
| readRDS2 | Source code |
| readRDS3 | Source code |
| regress | Source code |
| revalPortfolio | Source code |
| reverseEngRSI | Source code |
| sharpe | Source code |
| specify_decimal | Source code |
| thisFile | Source code |
| whichDate2 | Source code |
| xirr | Source code |
