bRECs
Contents:
pys package
pys.data_collection package
pys.porfolio_optimization package
pys.improved_pipeline package
bRECs
Index
Index
A
|
B
|
C
|
D
|
E
|
F
|
G
|
H
|
I
|
K
|
L
|
M
|
N
|
O
|
P
|
R
|
S
|
T
|
U
|
V
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)