Blueshift
2.1.0
Contents:
Blueshift API Documentation
Changelog
Event Callbacks in Blueshift
Fetching Price Data, Tracking Algo State
Placing Orders and Other API Functions
Objects, Models and Constants
Blueshift Library
Errors and Exceptions
How-Tos and Examples
Blueshift
Index
Index
A
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B
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C
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D
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E
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F
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G
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H
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I
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L
|
M
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N
|
O
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P
|
Q
|
R
|
S
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T
|
U
|
V
|
Z
A
ABS (blueshift.assets.StrikeType attribute)
account (blueshift.algorithm.context.AlgoContext attribute)
ACTIONED (blueshift.protocol.OneClickState attribute)
AdaptiveOrder (class in blueshift.library.algos.executions)
after_trading_hours()
built-in function
AlgoCallBack (class in blueshift.api)
AlgoMode (class in blueshift.api)
AlgoOrderError (class in blueshift.errors)
AlgoOrderStatus (class in blueshift_objects.execution.algo_orders)
AMOUNT (blueshift.protocol.ExitMethod attribute)
analyze()
built-in function
AON (blueshift.protocol.OrderValidity attribute)
APIError (class in blueshift.errors)
asset (blueshift_objects.execution.algo_orders.IAlgoOrder attribute)
Asset (class in blueshift.assets)
AssetClass (class in blueshift.assets)
attach_pipeline() (blueshift.algorithm.algorithm.TradingAlgorithm method)
AUTO (blueshift.api.ExecutionMode attribute)
auto_arima() (in module blueshift.library.timeseries)
average_volume_filter() (in module blueshift.library.pipelines)
B
BACKTEST (blueshift.api.AlgoMode attribute)
BadDataError (class in blueshift.errors)
BasketOrder (class in blueshift.library.algos.executions)
before_trading_start()
built-in function
BidAskSlippage (class in blueshift.finance.slippage)
blueshift.algorithm.context
module
blueshift.api
module
blueshift.assets
module
blueshift.errors
module
blueshift.library.algos
module
blueshift.library.algos.strategies
module
blueshift.library.common
module
blueshift.library.ml
module
blueshift.library.models
module
blueshift.library.pipelines
module
blueshift.library.statistical
module
blueshift.library.technicals
module
blueshift.library.technicals.indicators
module
blueshift.library.timeseries
module
blueshift.protocol
module
blueshift_brokers.brokers.rms
module
blueshift_data.readers.data_portal
module
blueshift_objects.execution.algo_orders
module
BOLLINGER_BAND_DIST() (in module blueshift.library.technicals.indicators)
BrokerConnectionError (class in blueshift.errors)
BrokerError (class in blueshift.errors)
bs_implied_vol() (in module blueshift.library.models.bs)
bs_plain_vanilla_greek() (in module blueshift.library.models.bs)
bs_plain_vanilla_option() (in module blueshift.library.models.bs)
built-in function
after_trading_hours()
analyze()
before_trading_start()
handle_data()
initialize()
on_data()
on_trade()
BUY (blueshift.protocol.OrderSide attribute)
C
calculate() (blueshift.finance.commission.CostModel method)
(blueshift.finance.margin.MarginModel method)
CALL (blueshift.assets.OptionType attribute)
can_trade() (blueshift.algorithm.algorithm.TradingAlgorithm method)
cancel() (blueshift_objects.execution.algo_orders.IAlgoOrder method)
cancel_order() (blueshift.algorithm.algorithm.TradingAlgorithm method)
CANCELLED (blueshift.protocol.OrderStatus attribute)
(blueshift_objects.execution.algo_orders.AlgoOrderStatus attribute)
CCY (in module blueshift.api)
children (blueshift_objects.execution.algo_orders.IAlgoOrder attribute)
CLS (blueshift.protocol.OrderValidity attribute)
COMPLETE (blueshift.protocol.OrderStatus attribute)
(blueshift_objects.execution.algo_orders.AlgoOrderStatus attribute)
ConditionalOrder (class in blueshift.library.algos.executions)
CostModel (class in blueshift.finance.commission)
CREATED (blueshift_objects.execution.algo_orders.AlgoOrderStatus attribute)
cumulative_apply() (in module blueshift.library.timeseries.transform)
current() (blueshift_data.readers.data_portal.DataPortal method)
D
DATA (blueshift.api.AlgoCallBack attribute)
date_rules (class in blueshift.api)
DAY (blueshift.protocol.OrderValidity attribute)
DELIVERY (blueshift.protocol.ProductType attribute)
deseasonalize() (in module blueshift.library.timeseries)
E
EMA_XOVER() (in module blueshift.library.technicals.indicators)
endpoints() (in module blueshift.library.timeseries.transform)
EQUITY (blueshift.assets.AssetClass attribute)
Equity (class in blueshift.assets)
EquityFutures (class in blueshift.assets)
EquityIntraday (class in blueshift.assets)
EquityMargin (class in blueshift.assets)
EquityOption (class in blueshift.assets)
ERRORED (blueshift.protocol.OneClickState attribute)
(blueshift_objects.execution.algo_orders.AlgoOrderStatus attribute)
estimate_random_forest() (in module blueshift.library.ml)
exclude_assets() (in module blueshift.library.pipelines)
execute() (blueshift_objects.execution.algo_orders.IAlgoOrder method)
EXECUTION (blueshift.api.AlgoMode attribute)
execution_mode (blueshift.algorithm.context.AlgoContext attribute)
ExecutionMode (class in blueshift.api)
EXIT (blueshift.library.common.Signal attribute)
exit_all() (blueshift.library.algos.strategies.SimpleStrategy method)
exit_when_done() (blueshift.algorithm.algorithm.TradingAlgorithm method)
ExitMethod (class in blueshift.protocol)
EXPIRED (blueshift.protocol.OneClickState attribute)
exposure_margin() (blueshift.finance.margin.MarginModel method)
F
filled (blueshift_objects.execution.algo_orders.IAlgoOrder attribute)
filter_assets() (in module blueshift.library.pipelines)
filter_universe() (in module blueshift.library.pipelines)
filtered_returns_factor() (in module blueshift.library.pipelines)
find_imp_points() (in module blueshift.library.statistical)
find_support_resistance() (in module blueshift.library.technicals)
find_trends() (in module blueshift.library.statistical)
FixedBasisPointsSlippage (class in blueshift.finance.slippage)
FixedSlippage (class in blueshift.finance.slippage)
FlatMargin (class in blueshift.finance.margin)
FOK (blueshift.protocol.OrderValidity attribute)
FOREX (blueshift.assets.AssetClass attribute)
Forex (class in blueshift.assets)
FUNDS (blueshift.assets.InstrumentType attribute)
FUTURES (blueshift.assets.InstrumentType attribute)
G
get_asset_for_order() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_asset_from_order() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_current_stoploss() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_current_takeprofit() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_dated_asset() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_datetime() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_hmm_state() (in module blueshift.library.statistical)
get_level() (blueshift.library.common.Line method)
get_oneclick_order() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_oneclick_status() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_open_notifications() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_open_orders() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_open_positions() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_order() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_order_by_notification_id() (blueshift.algorithm.algorithm.TradingAlgorithm method)
get_upfront_capital() (in module blueshift.library.common)
GTC (blueshift.protocol.OrderValidity attribute)
H
handle_data()
built-in function
hedge_ratio() (in module blueshift.library.statistical)
HEIKIN_ASHI() (in module blueshift.library.technicals.indicators)
history() (blueshift_data.readers.data_portal.DataPortal method)
HistoryWindowStartsBeforeData (class in blueshift.errors)
I
IAlgoOrder (class in blueshift_objects.execution.algo_orders)
IcebergOrder (class in blueshift.library.algos.executions)
ICHIMOKU_CLOUD() (in module blueshift.library.technicals.indicators)
if_closed() (blueshift.protocol.Position method)
IllegalRequest (class in blueshift.errors)
initialize()
built-in function
InstrumentType (class in blueshift.assets)
InsufficientFund (class in blueshift.errors)
intercept (blueshift.library.common.Line attribute)
INTRADAY (blueshift.protocol.ProductType attribute)
intraday_cutoff (blueshift.algorithm.context.AlgoContext attribute)
intraday_seasonality_func() (in module blueshift.library.timeseries)
IntradayStrategy (class in blueshift.library.algos.strategies)
IOC (blueshift.protocol.OrderValidity attribute)
IRMS (class in blueshift_brokers.brokers.rms)
is_breakout() (blueshift.library.common.Line method)
is_buy() (blueshift.protocol.Order method)
is_complete() (blueshift.library.algos.strategies.SimpleStrategy method)
is_initialized() (blueshift.library.algos.strategies.SimpleStrategy method)
is_open() (blueshift.protocol.Order method)
is_trading_hours() (blueshift.algorithm.algorithm.TradingAlgorithm method)
L
LIMIT (blueshift.protocol.OrderType attribute)
LimitIfTouched (class in blueshift.library.algos.executions)
line (blueshift.library.common.Line attribute)
Line (class in blueshift.library.common)
LineType (class in blueshift.library.common)
LIVE (blueshift.api.AlgoMode attribute)
LONG (blueshift.protocol.PositionSide attribute)
LONG_ENTRY (blueshift.library.common.Signal attribute)
LONG_ENTRY_STRONG (blueshift.library.common.Signal attribute)
LONG_EXIT (blueshift.library.common.Signal attribute)
M
MA_XOVER() (in module blueshift.library.technicals.indicators)
MARGIN (blueshift.assets.InstrumentType attribute)
(blueshift.protocol.ProductType attribute)
MarginModel (class in blueshift.finance.margin)
MARKET (blueshift.protocol.OrderType attribute)
MarketData (class in blueshift.assets)
MarketIfTouched (class in blueshift.library.algos.executions)
mode (blueshift.algorithm.context.AlgoContext attribute)
module
blueshift.algorithm.context
blueshift.api
blueshift.assets
blueshift.errors
blueshift.library.algos
blueshift.library.algos.strategies
blueshift.library.common
blueshift.library.ml
blueshift.library.models
blueshift.library.pipelines
blueshift.library.statistical
blueshift.library.technicals
blueshift.library.technicals.indicators
blueshift.library.timeseries
blueshift.protocol
blueshift_brokers.brokers.rms
blueshift_data.readers.data_portal
blueshift_objects.execution.algo_orders
monitor() (blueshift_brokers.brokers.rms.IRMS method)
MOVE (blueshift.protocol.ExitMethod attribute)
N
name (blueshift.algorithm.context.AlgoContext attribute)
(blueshift_brokers.brokers.rms.IRMS property)
NO_SIGNAL (blueshift.library.common.Signal attribute)
NoCommission (class in blueshift.finance.commission)
NoDataForAsset (class in blueshift.errors)
NoMargin (class in blueshift.finance.margin)
NoSlippage (class in blueshift.finance.slippage)
NoSuchPipeline (class in blueshift.errors)
O
on_data()
built-in function
on_oneclick() (in module blueshift.api)
on_trade()
built-in function
ONECLICK (blueshift.api.ExecutionMode attribute)
OneClickState (class in blueshift.protocol)
OnlineAutoARIMA (class in blueshift.library.timeseries)
OPEN (blueshift.protocol.OrderStatus attribute)
(blueshift_objects.execution.algo_orders.AlgoOrderStatus attribute)
open_orders (blueshift.algorithm.context.AlgoContext attribute)
open_orders_by_asset (blueshift.algorithm.context.AlgoContext attribute)
OPG (blueshift.protocol.OrderValidity attribute)
OPT (blueshift.assets.InstrumentType attribute)
OptionType (class in blueshift.assets)
Order (class in blueshift.protocol)
order() (blueshift.algorithm.algorithm.TradingAlgorithm method)
order_percent() (blueshift.algorithm.algorithm.TradingAlgorithm method)
order_target() (blueshift.algorithm.algorithm.TradingAlgorithm method)
order_target_percent() (blueshift.algorithm.algorithm.TradingAlgorithm method)
order_target_value() (blueshift.algorithm.algorithm.TradingAlgorithm method)
order_value() (blueshift.algorithm.algorithm.TradingAlgorithm method)
OrderAlreadyProcessed (class in blueshift.errors)
orders (blueshift.algorithm.context.AlgoContext attribute)
OrderSide (class in blueshift.protocol)
OrderStatus (class in blueshift.protocol)
OrderType (class in blueshift.protocol)
OrderValidity (class in blueshift.protocol)
P
PairOrder (class in blueshift.library.algos.executions)
PAPER (blueshift.api.AlgoMode attribute)
PassiveAggressiveOrder (class in blueshift.library.algos.executions)
Pattern (class in blueshift.library.common)
PERCENT (blueshift.protocol.ExitMethod attribute)
PerDollar (class in blueshift.finance.commission)
period_apply() (in module blueshift.library.timeseries.transform)
PerOrder (class in blueshift.finance.commission)
PerShare (class in blueshift.finance.commission)
PipCost (class in blueshift.finance.commission)
pipeline_output() (blueshift.algorithm.algorithm.TradingAlgorithm method)
plot() (blueshift.library.common.Line method)
(blueshift.library.common.Pattern method)
pnls (blueshift.algorithm.context.AlgoContext attribute)
portfolio (blueshift.algorithm.context.AlgoContext attribute)
Position (class in blueshift.protocol)
PositionalStrategy (class in blueshift.library.algos.strategies)
PositionSide (class in blueshift.protocol)
posttrade() (blueshift_brokers.brokers.rms.IRMS method)
predict_random_forest() (in module blueshift.library.ml)
pretrade() (blueshift_brokers.brokers.rms.IRMS method)
PRICE (blueshift.protocol.ExitMethod attribute)
ProductType (class in blueshift.protocol)
PUT (blueshift.assets.OptionType attribute)
Q
quantity (blueshift_objects.execution.algo_orders.IAlgoOrder attribute)
R
record() (blueshift.algorithm.algorithm.TradingAlgorithm method)
record_vars (blueshift.algorithm.context.AlgoContext attribute)
RegTMargin (class in blueshift.finance.margin)
reject() (blueshift_objects.execution.algo_orders.IAlgoOrder method)
REJECTED (blueshift.protocol.OrderStatus attribute)
(blueshift_objects.execution.algo_orders.AlgoOrderStatus attribute)
REL (blueshift.assets.StrikeType attribute)
remove_stoploss() (blueshift.algorithm.algorithm.TradingAlgorithm method)
remove_takeprofit() (blueshift.algorithm.algorithm.TradingAlgorithm method)
resample() (in module blueshift.library.timeseries.transform)
reseasonalize() (in module blueshift.library.timeseries)
RESISTANCE (blueshift.library.common.LineType attribute)
returns_factor() (in module blueshift.library.pipelines)
rollapply() (in module blueshift.library.timeseries.transform)
rollcost() (blueshift.finance.commission.CostModel method)
run_strategy() (blueshift.library.algos.strategies.SimpleStrategy method)
S
schedule_function() (blueshift.algorithm.algorithm.TradingAlgorithm method)
schedule_later() (blueshift.algorithm.algorithm.TradingAlgorithm method)
schedule_once() (blueshift.algorithm.algorithm.TradingAlgorithm method)
score (blueshift.library.common.Line attribute)
search_chart_patterns() (in module blueshift.library.technicals)
select_universe() (in module blueshift.library.pipelines)
SELL (blueshift.protocol.OrderSide attribute)
ServerError (class in blueshift.errors)
set_account_currency() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_algo_parameters() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_allowed_list() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_benchmark() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_commission() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_cooloff() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_cooloff_period() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_do_not_order_list() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_exit_policy() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_initial_positions() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_long_only() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_margin() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_max_daily_size() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_max_exposure() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_max_leverage() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_max_order_count() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_max_order_size() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_max_position_size() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_oneclick_timeout() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_slippage() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_stoploss() (blueshift.algorithm.algorithm.TradingAlgorithm method)
set_takeprofit() (blueshift.algorithm.algorithm.TradingAlgorithm method)
SHORT (blueshift.protocol.PositionSide attribute)
SHORT_ENTRY (blueshift.library.common.Signal attribute)
SHORT_ENTRY_STRONG (blueshift.library.common.Signal attribute)
SHORT_EXIT (blueshift.library.common.Signal attribute)
side (blueshift_objects.execution.algo_orders.IAlgoOrder attribute)
Signal (class in blueshift.library.common)
SimpleStrategy (class in blueshift.library.algos.strategies)
simulate() (blueshift.finance.slippage.SlippageModel method)
SlippageModel (class in blueshift.finance.slippage)
slope (blueshift.library.common.Line attribute)
split() (in module blueshift.library.timeseries.transform)
SPOT (blueshift.assets.InstrumentType attribute)
square_off() (blueshift.algorithm.algorithm.TradingAlgorithm method)
start_entry() (blueshift.library.algos.strategies.SimpleStrategy method)
stop_entry() (blueshift.library.algos.strategies.SimpleStrategy method)
STOPLOSS (blueshift.protocol.OrderType attribute)
STOPLOSS_MARKET (blueshift.protocol.OrderType attribute)
str2bool() (in module blueshift.library.common)
StrikeType (class in blueshift.assets)
SUPER_TREND() (in module blueshift.library.technicals.indicators)
SUPPORT (blueshift.library.common.LineType attribute)
symbol() (blueshift.algorithm.algorithm.TradingAlgorithm method)
SymbolNotFound (class in blueshift.errors)
symbols() (blueshift.algorithm.algorithm.TradingAlgorithm method)
T
technical_factor() (in module blueshift.library.pipelines)
terminate() (blueshift.algorithm.algorithm.TradingAlgorithm method)
(blueshift.library.algos.strategies.SimpleStrategy method)
time_rules (class in blueshift.api)
TRADE (blueshift.api.AlgoCallBack attribute)
trading_calendar (blueshift.algorithm.context.AlgoContext attribute)
TradingControlError (class in blueshift.errors)
TREND (blueshift.library.common.LineType attribute)
TREND_SET() (in module blueshift.library.technicals.indicators)
TREND_STALL() (in module blueshift.library.technicals.indicators)
TwapOrder (class in blueshift.library.algos.executions)
type (blueshift.library.common.Line attribute)
U
update() (blueshift_objects.execution.algo_orders.IAlgoOrder method)
update_order() (blueshift.algorithm.algorithm.TradingAlgorithm method)
V
ValidationError (class in blueshift.errors)
VanillaOrder (class in blueshift.library.algos.executions)
VarMargin (class in blueshift.finance.margin)
VolumeSlippage (class in blueshift.finance.slippage)
Z
z_score() (in module blueshift.library.statistical)