Blueshift
4.0
Contents:
Blueshift API Documentation
Changelog
Event Callbacks in Blueshift
Fetching Price Data, Tracking Algo State
Placing Orders and Other API Functions
Pipeline APIs - Large Universe
Multiple Strategies in a Single Algo
Objects, Models and Constants
Blueshift Library
Errors and Exceptions
Jupyter Notebook on Blueshift
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
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Q
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R
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S
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T
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U
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V
|
W
|
Z
A
ABS (blueshift.assets.StrikeType attribute)
account (blueshift.core.algorithm.context.AlgoContext attribute)
ACTIONED (blueshift.protocol.OneClickState attribute)
AdaptiveOrder (class in blueshift.library.algos.executions)
add_strategy() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
after_trading_hours()
built-in function
after_trading_hours() (blueshift.core.algorithm.strategy.Strategy method)
AlgoCallBack (class in blueshift.protocol)
AlgoMode (class in blueshift.protocol)
AlgoOrderError (class in blueshift.errors)
AlgoOrderStatus (class in blueshift.lib.execution.algo_orders)
AMOUNT (blueshift.protocol.ExitMethod attribute)
analyze()
built-in function
analyze() (blueshift.core.algorithm.strategy.Strategy method)
AON (blueshift.protocol.OrderValidity attribute)
APIError (class in blueshift.errors)
asset (blueshift.lib.execution.algo_orders.IAlgoOrder attribute)
Asset (class in blueshift.assets)
AssetClass (class in blueshift.assets)
attach_pipeline() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
AUTO (blueshift.protocol.ExecutionMode attribute)
auto_arima() (in module blueshift.library.timeseries)
average_volume_filter() (in module blueshift.library.pipelines)
B
BACKTEST (blueshift.protocol.AlgoMode attribute)
BadDataError (class in blueshift.errors)
BasketOrder (class in blueshift.library.algos.executions)
before_trading_start()
built-in function
before_trading_start() (blueshift.core.algorithm.strategy.Strategy method)
BidAskSlippage (class in blueshift.finance.slippage)
blueshift.assets
module
blueshift.brokers.rms
module
blueshift.core.algorithm.context
module
blueshift.core.algorithm.strategy
module
blueshift.data.readers.data_portal
module
blueshift.errors
module
blueshift.lib.execution.algo_orders
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
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_stoploss()
on_takeprofit()
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.core.algorithm.algorithm.TradingAlgorithm method)
cancel() (blueshift.lib.execution.algo_orders.IAlgoOrder method)
cancel_order() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
cancel_strategy() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
CANCELLED (blueshift.lib.execution.algo_orders.AlgoOrderStatus attribute)
(blueshift.protocol.OrderStatus attribute)
CCY (in module blueshift.protocol)
check_exits() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
children (blueshift.lib.execution.algo_orders.IAlgoOrder attribute)
CLS (blueshift.protocol.OrderValidity attribute)
COMPLETE (blueshift.lib.execution.algo_orders.AlgoOrderStatus attribute)
(blueshift.protocol.OrderStatus attribute)
ConditionalOrder (class in blueshift.library.algos.executions)
CostModel (class in blueshift.finance.commission)
CREATED (blueshift.lib.execution.algo_orders.AlgoOrderStatus attribute)
cumulative_apply() (in module blueshift.library.timeseries.transform)
current() (blueshift.data.readers.data_portal.DataPortal method)
(in module blueshift.research)
D
DATA (blueshift.protocol.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.lib.execution.algo_orders.AlgoOrderStatus attribute)
(blueshift.protocol.OneClickState attribute)
estimate_random_forest() (in module blueshift.library.ml)
exclude_assets() (in module blueshift.library.pipelines)
execute() (blueshift.lib.execution.algo_orders.IAlgoOrder method)
EXECUTION (blueshift.protocol.AlgoMode attribute)
execution_mode (blueshift.core.algorithm.context.AlgoContext attribute)
ExecutionMode (class in blueshift.protocol)
EXIT (blueshift.library.common.Signal attribute)
exit_all() (blueshift.library.algos.strategies.SimpleStrategy method)
exit_when_done() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
ExitMethod (class in blueshift.protocol)
EXPIRED (blueshift.protocol.OneClickState attribute)
exposure_margin() (blueshift.finance.margin.MarginModel method)
F
filled (blueshift.lib.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)
finish() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
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)
fund_transfer() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
FUNDS (blueshift.assets.InstrumentType attribute)
FUTURES (blueshift.assets.InstrumentType attribute)
G
get_asset_for_order() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_asset_from_order() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_current_stoploss() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_current_takeprofit() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_data_portal() (in module blueshift.research)
get_dated_asset() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_datetime() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_hmm_state() (in module blueshift.library.statistical)
get_level() (blueshift.library.common.Line method)
get_oneclick_order() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_oneclick_status() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_open_notifications() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_open_orders() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_open_positions() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_order() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_order_by_notification_id() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
get_upfront_capital() (in module blueshift.library.common)
GTC (blueshift.protocol.OrderValidity attribute)
H
handle_data()
built-in function
handle_data() (blueshift.core.algorithm.strategy.Strategy method)
hedge_ratio() (in module blueshift.library.statistical)
HEIKIN_ASHI() (in module blueshift.library.technicals.indicators)
history() (blueshift.data.readers.data_portal.DataPortal method)
(in module blueshift.research)
HistoryWindowStartsBeforeData (class in blueshift.errors)
I
IAlgoOrder (class in blueshift.lib.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
initialize() (blueshift.core.algorithm.strategy.Strategy method)
InstrumentType (class in blueshift.assets)
InsufficientFund (class in blueshift.errors)
intercept (blueshift.library.common.Line attribute)
INTRADAY (blueshift.protocol.ProductType attribute)
intraday_cutoff (blueshift.core.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.rms)
is_alive() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
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.core.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)
list_datasets() (in module blueshift.research)
LIVE (blueshift.protocol.AlgoMode attribute)
load_state() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
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.core.algorithm.context.AlgoContext attribute)
module
blueshift.assets
blueshift.brokers.rms
blueshift.core.algorithm.context
blueshift.core.algorithm.strategy
blueshift.data.readers.data_portal
blueshift.errors
blueshift.lib.execution.algo_orders
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
monitor() (blueshift.brokers.rms.IRMS method)
MOVE (blueshift.protocol.ExitMethod attribute)
N
name (blueshift.brokers.rms.IRMS property)
(blueshift.core.algorithm.context.AlgoContext attribute)
(blueshift.core.algorithm.strategy.Strategy attribute)
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_cancel() (blueshift.core.algorithm.strategy.Strategy method)
(in module blueshift.api)
on_data()
built-in function
on_data() (blueshift.core.algorithm.strategy.Strategy method)
on_error() (blueshift.core.algorithm.strategy.Strategy method)
(in module blueshift.api)
on_exit() (in module blueshift.api)
on_oneclick() (in module blueshift.api)
on_stoploss()
built-in function
on_takeprofit()
built-in function
on_trade()
built-in function
on_trade() (blueshift.core.algorithm.strategy.Strategy method)
ONECLICK (blueshift.protocol.ExecutionMode attribute)
OneClickState (class in blueshift.protocol)
OnlineAutoARIMA (class in blueshift.library.timeseries)
OPEN (blueshift.lib.execution.algo_orders.AlgoOrderStatus attribute)
(blueshift.protocol.OrderStatus attribute)
open_orders (blueshift.core.algorithm.context.AlgoContext attribute)
open_orders_by_asset (blueshift.core.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.core.algorithm.algorithm.TradingAlgorithm method)
order_percent() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
order_slice() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
order_target() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
order_target_percent() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
order_target_value() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
order_value() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
order_with_retry() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
OrderAlreadyProcessed (class in blueshift.errors)
OrderError (class in blueshift.errors)
orders (blueshift.core.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.protocol.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.core.algorithm.algorithm.TradingAlgorithm method)
plot() (blueshift.library.common.Line method)
(blueshift.library.common.Pattern method)
PNL (blueshift.protocol.ExitMethod attribute)
pnls (blueshift.core.algorithm.context.AlgoContext attribute)
portfolio (blueshift.core.algorithm.context.AlgoContext attribute)
Position (class in blueshift.protocol)
PositionalStrategy (class in blueshift.library.algos.strategies)
PositionSide (class in blueshift.protocol)
posttrade() (blueshift.brokers.rms.IRMS method)
predict_random_forest() (in module blueshift.library.ml)
pretrade() (blueshift.brokers.rms.IRMS method)
PRICE (blueshift.protocol.ExitMethod attribute)
ProductType (class in blueshift.protocol)
PUT (blueshift.assets.OptionType attribute)
Q
quantity (blueshift.lib.execution.algo_orders.IAlgoOrder attribute)
R
record() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
record_state() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
record_vars (blueshift.core.algorithm.context.AlgoContext attribute)
RegTMargin (class in blueshift.finance.margin)
reject() (blueshift.lib.execution.algo_orders.IAlgoOrder method)
REJECTED (blueshift.lib.execution.algo_orders.AlgoOrderStatus attribute)
(blueshift.protocol.OrderStatus attribute)
REL (blueshift.assets.StrikeType attribute)
remove_stoploss() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
remove_takeprofit() (blueshift.core.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_pipeline() (in module blueshift.research)
run_strategy() (blueshift.library.algos.strategies.SimpleStrategy method)
S
schedule_at() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
schedule_function() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
schedule_later() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
schedule_once() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
schedule_soon() (blueshift.core.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.core.algorithm.algorithm.TradingAlgorithm method)
set_algo_parameters() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_allowed_list() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_benchmark() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_commission() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_cooloff() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_cooloff_period() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_do_not_order_list() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_exit_policy() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_initial_positions() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_long_only() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_margin() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_max_daily_size() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_max_exposure() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_max_leverage() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_max_order_count() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_max_order_size() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_max_position_size() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_oneclick_timeout() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_slippage() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_stoploss() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
set_takeprofit() (blueshift.core.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)
sid() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
(in module blueshift.research)
side (blueshift.lib.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.core.algorithm.algorithm.TradingAlgorithm method)
square_off_and_exit() (blueshift.core.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)
subscribe() (blueshift.data.readers.data_portal.DataPortal method)
SUPER_TREND() (in module blueshift.library.technicals.indicators)
SUPPORT (blueshift.library.common.LineType attribute)
symbol() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
(in module blueshift.research)
SymbolNotFound (class in blueshift.errors)
symbols() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
T
technical_factor() (in module blueshift.library.pipelines)
terminate() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
(blueshift.library.algos.strategies.SimpleStrategy method)
time_rules (class in blueshift.api)
TRADE (blueshift.protocol.AlgoCallBack attribute)
trading_calendar (blueshift.core.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
unsubscribe() (blueshift.data.readers.data_portal.DataPortal method)
update() (blueshift.lib.execution.algo_orders.IAlgoOrder method)
update_order() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
use_dataset() (in module blueshift.research)
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)
W
wait_for_exit() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
wait_for_trade() (blueshift.core.algorithm.algorithm.TradingAlgorithm method)
Z
z_score() (in module blueshift.library.statistical)