List of all items

Structs

• analysis::OptimalWeights
• direction::Gbm
• direction::GbmParams
• direction::MarketWeather
• history::DatedBar
• indicators::BB
• indicators::KC
• indicators::OHLCV
• live::LiveData
• live::LiveSymbol
• live::OptionsClient
• live::RealQuote
• portfolio::Position
• portfolio::TargetPosition
• research::Market
• research::Rng
• research::Sample
• research::Scorecard
• research::Series
• sd2::classic::ClassicSeries
• sd2::engine::Sd2Model
• sd2::engine::Sd2Reading
• sd2::features::FeatureConfig
• sd2::features::FeatureFrame
• sd2::model::Logistic
• sd2::model::Ridge
• sd2::model::Scaler
• sd2::squeeze::ClockSeries
• sd::SDSqueezeDiagnostics
• sd::SDState
• sd::SahastaDirectionality
• sd_timer::SdTimerPoint
• sd_timer::SdTimerSignal
• sd_timer::SdTimerWindow
• sentiment::Cache
• sentiment::Sentiment
• strategy::Always
• strategy::CoilStraddle
• strategy::Context
• strategy::FireVertical
• strategy::LegSpec
• strategy::Named
• strategy::OpenView
• strategy::Plan
• strategy::QuietCondor
• strategy::SdRouter
• strategy::WeeklyCoilStraddle
• strategy::book::Closed
• strategy::book::DayView
• strategy::book::EqualHold
• strategy::book::Event
• strategy::book::FireMomentum
• strategy::book::HoldOne
• strategy::book::Lane
• strategy::book::Metrics
• strategy::book::MoveTilt
• strategy::book::Run
• strategy::book::SdSide
• strategy::book::StretchReversion
• strategy::book::SwingFire
• strategy::sim::Costs
• strategy::sim::Summary
• strategy::sim::Trade
• strategy::sim::Underlying
• timing::EntryPlan
• timing::ExitPlan
• timing::LongModel
• timing::LowTable
• timing::TimingAsk
• timing::TimingConfig
• timing::TimingModel
• timing::TimingPlan

Enums

• direction::GbmNode
• research::Split
• sd2::features::CompressionMode
• sd2::features::FlipMode
• sd::GroupA
• sd::GroupB
• strategy::pricing::Kind

Traits

• strategy::Strategy
• strategy::book::Allocator

Functions

• analysis::blend_target
• analysis::compute_optimal_weights
• analysis::diversity
• analysis::overlap_pct
• analysis::portfolio_sd
• direction::direction_frame
• direction::group_range
• direction::n_features
• direction::slow_sd
• fetcher::fetch_current_price
• fetcher::fetch_ohlcv
• fetcher::load_ohlcv_csv
• history::fetch_daily
• history::fetch_price_scale
• history::load
• history::load_scale
• history::save
• history::save_scale
• indicators::awesome_oscillator
• indicators::bollinger_bands
• indicators::compute_compression
• indicators::ema
• indicators::keltner_channels
• indicators::rolling_std
• indicators::sma
• indicators::smf_derivative
• live::apply_real_iv
• live::bars
• live::cache_dir
• live::iv_log_path
• live::load
• portfolio::aggregate
• portfolio::is_equity
• portfolio::parse_chase
• portfolio::parse_citi
• portfolio::parse_excel_target
• portfolio::parse_fidelity_all_accounts
• portfolio::parse_orion_fund
• portfolio::to_weights
• research::add_noise
• research::auc
• research::barrier_label
• research::build_samples
• research::load_universe
• research::magnitude_inputs
• research::pearson
• research::scorecard
• research::spearman
• research::train_end
• research::valid_end
• sd2::classic::classic_series
• sd2::engine::apply_weather
• sd2::engine::reading_at
• sd2::engine::sd2_latest
• sd2::engine::sd2_series
• sd2::engine::sd2_series_market
• sd2::engine::side_sd
• sd2::engine::time_strength
• sd2::features::decay_kernel
• sd2::features::tier
• sd2::model::sigmoid
• sd2::primitives::atr
• sd2::primitives::diff
• sd2::primitives::highest
• sd2::primitives::linreg_value
• sd2::primitives::lowest
• sd2::primitives::macd_hist
• sd2::primitives::ratio
• sd2::primitives::rsi
• sd2::primitives::squash
• sd2::primitives::true_range
• sd2::squeeze::group_c
• sd2::squeeze::run_clock
• sd_timer::compute_sd_timer
• sentiment::fetch
• sentiment::text_tone
• strategy::book::allocators
• strategy::book::metrics
• strategy::book::run_allocator
• strategy::book::run_options
• strategy::book::svg_bars
• strategy::book::svg_equity
• strategy::book::svg_heatmap
• strategy::catalog
• strategy::pricing::bs_price
• strategy::pricing::implied_abs_move
• strategy::pricing::norm_cdf
• strategy::pricing::skewed_iv
• strategy::short_catalog
• strategy::sim::run
• strategy::sim::run_window
• strategy::sim::run_window_open
• strategy::sim::summarize
• timing::bucket_of
• timing::limit_z
• timing::long_rows
• timing::nearest_certainty
• timing::plan_for
• timing::sell_z
• timing::state_of
• timing::weather

Type Aliases

• live::IvLog

Constants

• direction::GROUPS
• fetcher::TF_WEIGHTS
• fetcher::TIMEFRAMES
• live::IV_INDEX
• portfolio::CASH_SYMS
• portfolio::NONTAXABLE_NAMES
• portfolio::SKIP_SYMS
• portfolio::TAXABLE_NAMES
• research::BARRIER_ATR
• research::BARRIER_BARS
• research::HORIZONS
• research::MAGNITUDE_BASELINE
• research::MAGNITUDE_NAMES
• research::MARKET_FEATURES
• research::UNIVERSE
• sd2::features::DEFAULT_BLEND
• sd2::features::FEATURE_NAMES
• sd2::squeeze::THETA_WINDOW
• strategy::MONTH
• strategy::WEEK
• strategy::book::PALETTE
• strategy::book::RISK_FREE
• strategy::book::STOCK_COST
• strategy::pricing::ATM_FROM_INDEX
• strategy::sim::RATE
• timing::CERTAINTIES
• timing::FILL_THROUGH
• timing::LONG_HORIZONS
• timing::STATES
• timing::WINDOWS