Index

A

add_project_root_to_path() (in module pys.utils.path_helper) analyze_bonds_continuity() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) analyze_common_indicators() (pys.data_collection.fundamental_data.FundamentalPipeline method) analyze_continuity_from_consolidated() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) analyze_news_dataframe() (pys.data_collection.news_processor.sentiment_analysis.SentimentAnalyzer method) analyze_stock_impact() (pys.data_collection.news_processor.sentiment_analysis.SentimentAnalyzer method) analyze_text() (pys.data_collection.news_processor.sentiment_analysis.SentimentAnalyzer method) analyze_text_advanced_ru() (pys.data_collection.news_processor.sentiment_analysis.SentimentAnalyzer method)

analyze_text_simple_ru() (pys.data_collection.news_processor.sentiment_analysis.SentimentAnalyzer method) analyze_text_vader() (pys.data_collection.news_processor.sentiment_analysis.SentimentAnalyzer method) analyze_ticker_news() (pys.data_collection.news_processor.sentiment_analysis.SentimentAnalyzer method) API_DELAY (pys.data_collection.bonds_parser.MOEXBondHistoricalParser attribute) apply_patch() (in module pys.utils.monkey_patch) apply_patches() (in module pys.utils.monkey_patch) apply_short_selling_support() (in module pys.improved_pipeline.short_selling_support) assess_event_impact() (pys.data_collection.news_processor.event_detector.EventDetector method)

B

Backtester (class in pys.porfolio_optimization.backtester) BASE_DATA_DIR (pys.data_collection.bonds_parser.MOEXBondHistoricalParser attribute) BaseLogger (class in pys.utils.logger)

BOARD_GROUPS (pys.data_collection.bonds_parser.MOEXBondHistoricalParser attribute) BondsProcessor (class in pys.data_collection.bonds_processor) BondStrategy (class in pys.data_collection.bonds_kbd_strategies) build_production_portfolio() (pys.porfolio_optimization.executor.PipelineExecutor method)

C

CACHE_DIR (pys.data_collection.bonds_parser.MOEXBondHistoricalParser attribute) calculate_bond_metrics() (pys.data_collection.bonds_processor.BondsProcessor method) calculate_bonds_returns() (pys.porfolio_optimization.backtester.Backtester method) calculate_composite_score() (pys.porfolio_optimization.signal_generator.SignalGenerator method) calculate_final_portfolio() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) calculate_implied_returns() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) calculate_indicator_score() (pys.porfolio_optimization.signal_generator.SignalGenerator method) calculate_indicators() (pys.data_collection.technical_indicators.TechnicalIndicators method) calculate_market_weights() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) calculate_performance_metrics() (pys.porfolio_optimization.backtester.Backtester method) calculate_portfolio_performance() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) calculate_portfolio_return() (pys.porfolio_optimization.backtester.Backtester method) calculate_quantiles() (pys.porfolio_optimization.signal_generator.SignalGenerator method) calculate_returns() (pys.porfolio_optimization.backtester.Backtester method) calculate_returns_by_ticker() (pys.porfolio_optimization.backtester.Backtester method) calculate_ticker_fundamental_score() (pys.porfolio_optimization.signal_generator.SignalGenerator method)

clean_table() (pys.data_collection.fundamental_data.SmartLabYearlyParser method) clean_text() (pys.data_collection.news_processor.news_preprocessor.NewsPreprocessor method) clear_cache() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) convert_news_to_views() (pys.data_collection.news_processor.news_integration.NewsIntegration method) copy_bond_portfolio() (pys.porfolio_optimization.executor.PipelineExecutor method) create_combined_portfolio() (pys.porfolio_optimization.executor.PipelineExecutor method) create_combined_report() (in module pys.data_collection.bonds_kbd_pipeline) create_daily_sentiment_series() (pys.data_collection.news_processor.sentiment_analysis.SentimentAnalyzer method) create_event_time_series() (pys.data_collection.news_processor.event_detector.EventDetector method) create_ml_features() (pys.data_collection.news_processor.news_integration.NewsIntegration method) create_news_dashboard() (pys.data_collection.news_processor.news_visualizer.NewsVisualizer method) create_short_portfolio() (pys.porfolio_optimization.executor.PipelineExecutor method) create_shortlist() (pys.porfolio_optimization.signal_generator.SignalGenerator method) create_summary_report() (pys.data_collection.tech_analysis.TechAnalysisPipeline method) (pys.porfolio_optimization.executor.PipelineExecutor method) create_time_series_features() (pys.data_collection.news_processor.news_feature_extractor.NewsFeatureExtractor method) create_topic_features() (pys.data_collection.news_processor.news_feature_extractor.NewsFeatureExtractor method)

D

DataIntegrator (class in pys.data_collection.data_integration) DataStorage (class in pys.data_collection.market_data)

detect_events() (pys.data_collection.news_processor.event_detector.EventDetector method) download_for_ticker() (pys.data_collection.market_data.TinkoffDataDownloader method)

E

EventDetector (class in pys.data_collection.news_processor.event_detector) extract_keyword_mentions() (pys.data_collection.news_processor.news_feature_extractor.NewsFeatureExtractor method)

extract_raw_data() (pys.data_collection.market_data.DataStorage method) extract_topics_lda() (pys.data_collection.news_processor.news_feature_extractor.NewsFeatureExtractor method)

F

fetch_page() (pys.data_collection.fundamental_data.SmartLabYearlyParser method) filter_existing_data() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method)

find_optimal_threshold() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) find_optimal_threshold_from_consolidated() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) FundamentalPipeline (class in pys.data_collection.fundamental_data)

G

generate_complete_dataset() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) generate_dataset_with_threshold() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) generate_efficient_frontier() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) generate_portfolio_analysis() (pys.data_collection.bonds_processor.BondsProcessor method) generate_signals() (pys.porfolio_optimization.executor.PipelineExecutor method) (pys.porfolio_optimization.signal_generator.SignalGenerator method) get_available_bonds() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) get_base_path() (in module pys.utils.path_helper) get_bonds_for_period() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) get_bonds_for_portfolio() (pys.data_collection.bonds_processor.BondsProcessor method) get_bonds_recommendations() (pys.data_collection.kbd_analyzer.KBDAnalyzer method) get_comprehensive_recommendations() (pys.data_collection.kbd_analyzer.KBDAnalyzer method) get_correct_figi() (pys.data_collection.market_data.TinkoffDataDownloader method) get_data() (pys.data_collection.market_data.MarketDataManager method) get_data_for_multiple_tickers() (pys.data_collection.market_data.MarketDataManager method)

get_figi() (pys.data_collection.market_data.TinkoffDataDownloader method) get_filter_params() (pys.data_collection.bonds_kbd_strategies.BondStrategy method) (pys.data_collection.bonds_kbd_strategies.KBDRateExpectationStrategy method) get_isin() (pys.data_collection.market_data.TinkoffDataDownloader method) get_kbd() (pys.data_collection.kbd.KBDDownloader method) get_latest_bonds() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) get_latest_kbd_metrics() (pys.data_collection.kbd_analyzer.KBDAnalyzer method) get_missing_date_ranges() (pys.data_collection.market_data.DataStorage method) get_optimal_weighting_strategy() (pys.data_collection.kbd_analyzer.KBDAnalyzer method) get_portfolio_params() (pys.data_collection.bonds_kbd_strategies.BondStrategy method) (pys.data_collection.bonds_kbd_strategies.KBDRateExpectationStrategy method) get_project_root() (in module pys.utils.path_helper) get_ticker_processed_path() (pys.data_collection.market_data.DataStorage method) get_ticker_raw_path() (pys.data_collection.market_data.DataStorage method) get_uid() (pys.data_collection.market_data.TinkoffDataDownloader method) GridSearch (class in pys.improved_pipeline.grid_search)

H

HonestBacktester (class in pys.improved_pipeline.honest_backtest)

I

incorporate_views() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) initialize_instruments() (pys.data_collection.market_data.TinkoffDataDownloader method)

is_figi_correct() (pys.data_collection.market_data.TinkoffDataDownloader method) is_server() (in module pys.utils.path_helper)

K

KBDAnalyzer (class in pys.data_collection.kbd_analyzer)

KBDDownloader (class in pys.data_collection.kbd) KBDRateExpectationStrategy (class in pys.data_collection.bonds_kbd_strategies)

L

load_and_process_all_bonds() (pys.data_collection.bonds_processor.BondsProcessor method) load_bonds_data() (pys.porfolio_optimization.backtester.Backtester method) load_data() (pys.data_collection.technical_indicators.TechnicalIndicators method) (pys.porfolio_optimization.backtester.Backtester method) (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) (pys.porfolio_optimization.signal_generator.SignalGenerator method) load_fundamental_data() (pys.porfolio_optimization.signal_generator.SignalGenerator method) load_market_caps() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method)

load_multiple_tickers() (pys.data_collection.data_integration.DataIntegrator method) load_previous_recommendations() (pys.data_collection.bonds_processor.BondsProcessor method) load_processed_data() (pys.data_collection.market_data.DataStorage method) load_raw_csv_files() (pys.data_collection.market_data.DataStorage method) load_risk_free_portfolio() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) load_ticker_data() (pys.data_collection.data_integration.DataIntegrator method) log_end_process() (pys.utils.logger.BaseLogger method) log_exception() (pys.utils.logger.BaseLogger method) log_start_process() (pys.utils.logger.BaseLogger method)

M

main() (in module pys.data_collection.news_pipeline) MarketCapParser (class in pys.data_collection.market_cap) MarketDataManager (class in pys.data_collection.market_data) MarketDataPipeline (class in pys.data_collection.market_data) merge_news_with_price_data() (pys.data_collection.news_processor.news_integration.NewsIntegration method) merge_with_existing() (in module pys.data_collection.news_pipeline) modify_backtester_for_shorts() (in module pys.improved_pipeline.short_selling_support) modify_portfolio_optimizer_for_shorts() (in module pys.improved_pipeline.short_selling_support) modify_signal_generator_for_shorts() (in module pys.improved_pipeline.short_selling_support) module pys pys.data_collection pys.data_collection.bonds_kbd_pipeline pys.data_collection.bonds_kbd_strategies pys.data_collection.bonds_parser pys.data_collection.bonds_processor pys.data_collection.data_integration pys.data_collection.fundamental_data pys.data_collection.kbd pys.data_collection.kbd_analyzer pys.data_collection.market_cap pys.data_collection.market_data pys.data_collection.news_pipeline pys.data_collection.news_processor pys.data_collection.news_processor.event_detector pys.data_collection.news_processor.keywords pys.data_collection.news_processor.news_feature_extractor pys.data_collection.news_processor.news_integration pys.data_collection.news_processor.news_preprocessor pys.data_collection.news_processor.news_visualizer pys.data_collection.news_processor.sentiment_analysis pys.data_collection.private_info pys.data_collection.tech_analysis pys.data_collection.technical_indicators pys.improved_pipeline pys.improved_pipeline.grid_search pys.improved_pipeline.honest_backtest pys.improved_pipeline.short_selling_support pys.porfolio_optimization pys.porfolio_optimization.backtester pys.porfolio_optimization.executor pys.porfolio_optimization.portfolio_optimizer pys.porfolio_optimization.signal_generator pys.utils pys.utils.logger pys.utils.monkey_patch pys.utils.path_helper pys.utils.run_with_config

MOEXBondHistoricalParser (class in pys.data_collection.bonds_parser)

N

negative_sharpe_ratio() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) NewsFeatureExtractor (class in pys.data_collection.news_processor.news_feature_extractor) NewsIntegration (class in pys.data_collection.news_processor.news_integration)

NewsPipeline (class in pys.data_collection.news_pipeline) NewsPreprocessor (class in pys.data_collection.news_processor.news_preprocessor) NewsVisualizer (class in pys.data_collection.news_processor.news_visualizer)

O

optimize_portfolio() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method)

optimize_standard_portfolio() (pys.porfolio_optimization.executor.PipelineExecutor method)

P

parse_interval() (pys.data_collection.bonds_parser.MOEXBondHistoricalParser method) parse_yearly_tables() (pys.data_collection.fundamental_data.SmartLabYearlyParser method) PipelineExecutor (class in pys.porfolio_optimization.executor) plot_efficient_frontier() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) plot_enhanced_efficient_frontier() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) plot_event_distribution() (pys.data_collection.news_processor.news_visualizer.NewsVisualizer method) plot_macd() (pys.data_collection.technical_indicators.TechnicalIndicators method) plot_price_with_indicators() (pys.data_collection.technical_indicators.TechnicalIndicators method) plot_sentiment_by_event_type() (pys.data_collection.news_processor.news_visualizer.NewsVisualizer method) plot_sentiment_distribution() (pys.data_collection.news_processor.news_visualizer.NewsVisualizer method) plot_sentiment_time_series() (pys.data_collection.news_processor.news_visualizer.NewsVisualizer method) PortfolioOptimizer (class in pys.porfolio_optimization.portfolio_optimizer) prepare_returns() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) prepare_returns_standard() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) prepare_returns_with_shorts() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) prepare_views_from_signals() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) preprocess_dataframe() (pys.data_collection.fundamental_data.SmartLabYearlyParser method) process_all_tickers() (pys.data_collection.news_processor.news_preprocessor.NewsPreprocessor method) process_bond_pipeline() (pys.porfolio_optimization.executor.PipelineExecutor method) process_direct_data() (pys.data_collection.bonds_processor.BondsProcessor method) process_news_file() (pys.data_collection.news_processor.news_preprocessor.NewsPreprocessor method) process_ticker_news() (pys.data_collection.news_processor.news_preprocessor.NewsPreprocessor method) process_tickers() (pys.data_collection.fundamental_data.FundamentalPipeline method) pys module pys.data_collection module pys.data_collection.bonds_kbd_pipeline module pys.data_collection.bonds_kbd_strategies module pys.data_collection.bonds_parser module pys.data_collection.bonds_processor module pys.data_collection.data_integration module pys.data_collection.fundamental_data module pys.data_collection.kbd module pys.data_collection.kbd_analyzer module pys.data_collection.market_cap module pys.data_collection.market_data module pys.data_collection.news_pipeline module

pys.data_collection.news_processor module pys.data_collection.news_processor.event_detector module pys.data_collection.news_processor.keywords module pys.data_collection.news_processor.news_feature_extractor module pys.data_collection.news_processor.news_integration module pys.data_collection.news_processor.news_preprocessor module pys.data_collection.news_processor.news_visualizer module pys.data_collection.news_processor.sentiment_analysis module pys.data_collection.private_info module pys.data_collection.tech_analysis module pys.data_collection.technical_indicators module pys.improved_pipeline module pys.improved_pipeline.grid_search module pys.improved_pipeline.honest_backtest module pys.improved_pipeline.short_selling_support module pys.porfolio_optimization module pys.porfolio_optimization.backtester module pys.porfolio_optimization.executor module pys.porfolio_optimization.portfolio_optimizer module pys.porfolio_optimization.signal_generator module pys.utils module pys.utils.logger module pys.utils.monkey_patch module pys.utils.path_helper module pys.utils.run_with_config module

R

rank_bonds() (pys.data_collection.bonds_kbd_strategies.BondStrategy method) (pys.data_collection.bonds_kbd_strategies.KBDRateExpectationStrategy method) resample_ohlcv() (pys.data_collection.market_data.TimeframeConverter static method) run() (pys.data_collection.market_data.MarketDataPipeline method) (pys.improved_pipeline.honest_backtest.HonestBacktester method) run_all_optimization_models() (in module pys.porfolio_optimization.portfolio_optimizer) run_bond_pipeline() (in module pys.data_collection.bonds_parser) run_bond_selection_with_kbd() (in module pys.data_collection.bonds_kbd_pipeline) run_grid_search() (pys.improved_pipeline.grid_search.GridSearch method) run_grid_search_pipeline() (in module pys.improved_pipeline.grid_search) run_honest_backtest() (in module pys.improved_pipeline.honest_backtest) run_pipeline() (pys.data_collection.data_integration.DataIntegrator method) (pys.data_collection.news_pipeline.NewsPipeline method) (pys.data_collection.tech_analysis.TechAnalysisPipeline method) (pys.porfolio_optimization.backtester.Backtester method) (pys.porfolio_optimization.executor.PipelineExecutor method) (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) (pys.porfolio_optimization.signal_generator.SignalGenerator method)

run_pipeline_bonds_processor() (in module pys.data_collection.bonds_processor) run_pipeline_fundamental() (in module pys.data_collection.fundamental_data) run_pipeline_integration() (in module pys.data_collection.data_integration) run_pipeline_kbd_parser() (in module pys.data_collection.kbd) run_pipeline_market() (in module pys.data_collection.market_data) run_pipeline_market_cap() (in module pys.data_collection.market_cap) (pys.data_collection.market_cap.MarketCapParser method) run_pipeline_signal_generator() (in module pys.porfolio_optimization.signal_generator) run_pipeline_technical() (in module pys.data_collection.tech_analysis) run_short_selling_pipeline() (in module pys.improved_pipeline.short_selling_support) run_with_config() (in module pys.utils.run_with_config)

S

save_data() (pys.data_collection.fundamental_data.FundamentalPipeline method) save_events_data() (in module pys.data_collection.news_pipeline) save_processed_data() (pys.data_collection.market_data.DataStorage method) save_sentiment_data() (in module pys.data_collection.news_pipeline) save_shortlist() (pys.porfolio_optimization.signal_generator.SignalGenerator method) select_best_portfolio() (pys.porfolio_optimization.executor.PipelineExecutor method)

SentimentAnalyzer (class in pys.data_collection.news_processor.sentiment_analysis) set_cbr_meetings() (pys.data_collection.news_processor.sentiment_analysis.SentimentAnalyzer method) setup_logger() (pys.utils.logger.BaseLogger method) setup_python_path() (in module pys.utils.path_helper) SignalGenerator (class in pys.porfolio_optimization.signal_generator) SmartLabYearlyParser (class in pys.data_collection.fundamental_data) store_raw_data() (pys.data_collection.market_data.DataStorage method)

T

TechAnalysisPipeline (class in pys.data_collection.tech_analysis) TechnicalIndicators (class in pys.data_collection.technical_indicators)

TimeframeConverter (class in pys.data_collection.market_data) TinkoffDataDownloader (class in pys.data_collection.market_data) to_float() (pys.data_collection.fundamental_data.SmartLabYearlyParser static method)

U

update_daily_sentiment() (in module pys.data_collection.news_pipeline)

V

visualize_bond_universe() (pys.data_collection.bonds_processor.BondsProcessor method) visualize_common_indicators() (pys.data_collection.fundamental_data.FundamentalPipeline method) visualize_composite_scores() (pys.porfolio_optimization.signal_generator.SignalGenerator method) visualize_events() (pys.data_collection.news_processor.news_visualizer.NewsVisualizer method)

visualize_kbd() (pys.data_collection.kbd_analyzer.KBDAnalyzer method) visualize_portfolio() (pys.porfolio_optimization.portfolio_optimizer.PortfolioOptimizer method) visualize_results() (pys.porfolio_optimization.backtester.Backtester method) visualize_sentiment() (pys.data_collection.news_processor.news_visualizer.NewsVisualizer method) visualize_signals() (pys.porfolio_optimization.signal_generator.SignalGenerator method)