Index

A

abbrev_symbol (rqalpha.model.instrument.Instrument attribute) Account (class in rqalpha.portfolio.account) accounts() (rqalpha.portfolio.Portfolio property) ACTIVE (rqalpha.const.ORDER_STATUS attribute) after_trading() (built-in function) all_instruments() (in module rqalpha.api)

annualized_returns() (rqalpha.portfolio.Portfolio property) ask_vols() (rqalpha.model.tick.TickObject property) asks() (rqalpha.model.tick.TickObject property) avg_price() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha.model.order.Order property) (rqalpha_mod_fund.position.FundPosition property)

B

BACKTEST (rqalpha.const.RUN_TYPE attribute) BarObject (class in rqalpha.model.bar) before_trading() (built-in function) bid_vols() (rqalpha.model.tick.TickObject property)

bids() (rqalpha.model.tick.TickObject property) BUY (rqalpha.const.SIDE attribute) buy_close() (in module rqalpha.api) buy_margin() (rqalpha.portfolio.account.Account property) buy_open() (in module rqalpha.api)

C

cancel_order() (in module rqalpha.api) CANCELLED (rqalpha.const.ORDER_STATUS attribute) cash() (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property) cash_liabilities() (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property) cash_liabilities_interest() (rqalpha.portfolio.account.Account property) closable() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha_mod_fund.position.FundPosition property)

CLOSE (rqalpha.const.POSITION_EFFECT attribute) close() (rqalpha.model.bar.BarObject method) close_queue (rqalpha_mod_fund.position.FundPosition attribute) CLOSE_TODAY (rqalpha.const.POSITION_EFFECT attribute) commission_multiplier() (rqalpha.core.strategy_context.RunInfo property) concept() (in module rqalpha.api) CONVERT (rqalpha.const.RIGHT_TYPE attribute) current_performance() (in module rqalpha.api) current_snapshot() (in module rqalpha.api)

D

daily_pnl() (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property) daily_returns() (rqalpha.portfolio.Portfolio property) datetime() (rqalpha.model.bar.BarObject method) (rqalpha.model.order.Order property) (rqalpha.model.tick.TickObject property) de_listed_date (rqalpha.model.instrument.Instrument attribute)

deposit() (in module rqalpha.api) deposit_withdraw() (rqalpha.portfolio.account.Account method) (rqalpha.portfolio.Portfolio method) direction() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha_mod_fund.position.FundPosition property) dividend_receivable() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha_mod_fund.position.FundPosition property)

E

end_date() (rqalpha.core.strategy_context.RunInfo property) equity() (rqalpha_mod_fund.position.FundPosition property) EVENT (class in rqalpha.events)

exchange (rqalpha.model.instrument.Instrument attribute) EXERCISE (rqalpha.const.POSITION_EFFECT attribute) exercise() (in module rqalpha.api)

F

FILLED (rqalpha.const.ORDER_STATUS attribute) filled_quantity() (rqalpha.model.order.Order property) finance() (in module rqalpha.api) finance_repay() (rqalpha.portfolio.account.Account method) (rqalpha.portfolio.Portfolio method) frequency() (rqalpha.core.strategy_context.RunInfo property) frozen_cash() (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property)

frozen_price() (rqalpha.model.order.Order property) FundPosition (class in rqalpha_mod_fund.position) future_account() (rqalpha.core.strategy_context.StrategyContext property) (rqalpha.portfolio.Portfolio property) future_starting_cash() (rqalpha.core.strategy_context.RunInfo property) FuturePosition (class in rqalpha.mod.rqalpha_mod_sys_accounts.position_model) futures_commission_multiplier() (rqalpha.core.strategy_context.RunInfo property)

G

get_dividend() (in module rqalpha.api) get_dominant() (in module rqalpha.api.futures) get_dominant_price() (in module rqalpha.api.futures) get_factor() (in module rqalpha.api) get_indicator() (built-in function) get_industry() (in module rqalpha.api) get_instrument_industry() (in module rqalpha.api) get_margin_stocks() (in module rqalpha.api) get_member_rank() (in module rqalpha.api.futures) get_money_supply() (in module rqalpha.api.econ) get_next_trading_date() (in module rqalpha.api) get_open_orders() (in module rqalpha.api) get_pit_financials_ex() (in module rqalpha.api) get_position() (in module rqalpha.api) (rqalpha.portfolio.account.Account method)

get_positions() (in module rqalpha.api) (rqalpha.portfolio.account.Account method) get_previous_trading_date() (in module rqalpha.api) get_price() (in module rqalpha.api) get_price_change_rate() (in module rqalpha.api) get_reserve_ratio() (in module rqalpha.api.econ) get_securities_margin() (in module rqalpha.api) get_shares() (in module rqalpha.api) get_split() (in module rqalpha.api) get_stock_connect() (in module rqalpha.api) get_trading_dates() (in module rqalpha.api) get_turnover_rate() (in module rqalpha.api) get_warehouse_stocks() (in module rqalpha.api.futures) get_yield_curve() (in module rqalpha.api)

H

handle_bar() (built-in function) handle_tick() (built-in function) high() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property)

history_bars() (in module rqalpha.api) history_ticks() (in module rqalpha.api)

I

index_components() (in module rqalpha.api) index_weights() (in module rqalpha.api) industry() (in module rqalpha.api) init() (built-in function) init_frozen_cash() (rqalpha.model.order.Order property)

Instrument (class in rqalpha.model.instrument) instruments() (in module rqalpha.api) is_st_stock() (in module rqalpha.api) is_suspended() (in module rqalpha.api) is_trading() (rqalpha.model.bar.BarObject method)

L

last() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property) last_price() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha_mod_fund.position.FundPosition property) LIMIT (rqalpha.const.ORDER_TYPE attribute) limit_down() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property)

limit_up() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property) LimitOrder (class in rqalpha.model.order) listed_date (rqalpha.model.instrument.Instrument attribute) LONG (rqalpha.const.POSITION_DIRECTION attribute) low() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property)

M

management_fees() (rqalpha.portfolio.account.Account property) margin() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) margin_multiplier() (rqalpha.core.strategy_context.RunInfo property) MARKET (rqalpha.const.ORDER_TYPE attribute) market_value() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property) (rqalpha_mod_fund.position.FundPosition property)

MarketOrder (class in rqalpha.model.order) MATCH (rqalpha.const.POSITION_EFFECT attribute) matching_type() (rqalpha.core.strategy_context.RunInfo property) message() (rqalpha.model.order.Order property)

N

now() (rqalpha.core.strategy_context.StrategyContext property)

O

OPEN (rqalpha.const.POSITION_EFFECT attribute) open() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property) open_auction() (built-in function) open_interest() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property) Order (class in rqalpha.model.order) order() (in module rqalpha.api) order_book_id (rqalpha.model.instrument.Instrument attribute) order_book_id() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha.model.bar.BarObject method) (rqalpha.model.order.Order property) (rqalpha.model.tick.TickObject property) (rqalpha_mod_fund.position.FundPosition property) ORDER_CANCELLATION_PASS (rqalpha.events.EVENT attribute)

ORDER_CANCELLATION_REJECT (rqalpha.events.EVENT attribute) ORDER_CREATION_PASS (rqalpha.events.EVENT attribute) ORDER_CREATION_REJECT (rqalpha.events.EVENT attribute) order_id() (rqalpha.model.order.Order property) order_lots() (in module rqalpha.api) ORDER_PENDING_CANCEL (rqalpha.events.EVENT attribute) ORDER_PENDING_NEW (rqalpha.events.EVENT attribute) order_percent() (in module rqalpha.api) order_shares() (in module rqalpha.api) ORDER_STATUS (class in rqalpha.const) order_target_percent() (in module rqalpha.api) order_target_portfolio() (in module rqalpha.api) order_target_value() (in module rqalpha.api) order_to() (in module rqalpha.api) ORDER_TYPE (class in rqalpha.const) ORDER_UNSOLICITED_UPDATE (rqalpha.events.EVENT attribute) order_value() (in module rqalpha.api)

P

PAPER_TRADING (rqalpha.const.RUN_TYPE attribute) PENDING_NEW (rqalpha.const.ORDER_STATUS attribute) plot() (in module rqalpha.api) pnl() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha.portfolio.Portfolio property) (rqalpha_mod_fund.position.FundPosition property) Portfolio (class in rqalpha.portfolio) portfolio() (rqalpha.core.strategy_context.StrategyContext property) portfolio_optimize() (in module rqalpha_mod_optimizer2.api) portfolio_value() (rqalpha.portfolio.Portfolio property) POSITION_DIRECTION (class in rqalpha.const) POSITION_EFFECT (class in rqalpha.const) position_effect() (rqalpha.model.order.Order property)

position_equity() (rqalpha.portfolio.account.Account property) position_pnl() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha.portfolio.account.Account property) (rqalpha_mod_fund.position.FundPosition property) positions() (rqalpha.portfolio.Portfolio property) prev_close() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property) (rqalpha_mod_fund.position.FundPosition property) prev_settlement() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property) price() (rqalpha.model.order.Order property)

Q

quantity() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha.model.order.Order property) (rqalpha_mod_fund.position.FundPosition property)

R

receivable_cash() (rqalpha_mod_fund.position.FundPosition property) receivable_quantity() (rqalpha_mod_fund.position.FundPosition property) redeem_percent() (in module rqalpha_mod_fund.api) redeem_shares() (in module rqalpha_mod_fund.api) redeem_value() (in module rqalpha_mod_fund.api) reg_indicator() (built-in function) register_management_fee_calculator() (rqalpha.portfolio.account.Account method) REJECTED (rqalpha.const.ORDER_STATUS attribute) repay() (in module rqalpha.api) RIGHT_TYPE (class in rqalpha.const) round_lot (rqalpha.model.instrument.Instrument attribute) rqalpha (module) rqalpha.api (module), [1], [2], [3] rqalpha.api.econ (module) rqalpha.api.futures (module) rqalpha.const (module) rqalpha.core.strategy_context (module)

rqalpha.events (module) rqalpha.mod.rqalpha_mod_sys_accounts.position_model (module) rqalpha.model.bar (module) rqalpha.model.instrument (module) rqalpha.model.order (module), [1] rqalpha.model.tick (module) rqalpha.portfolio (module) rqalpha.portfolio.account (module) rqalpha_mod_fund.api (module) rqalpha_mod_fund.position (module) rqalpha_mod_optimizer2.api (module) run_code() (in module rqalpha) run_file() (in module rqalpha) run_func() (in module rqalpha) run_info() (rqalpha.core.strategy_context.StrategyContext property) RUN_TYPE (class in rqalpha.const) run_type() (rqalpha.core.strategy_context.RunInfo property) RunInfo (class in rqalpha.core.strategy_context)

S

scheduler.run_daily() (built-in function) scheduler.run_monthly() (built-in function) scheduler.run_weekly() (built-in function) secondary_order_id() (rqalpha.model.order.Order property) sector() (in module rqalpha.api) SELL (rqalpha.const.SIDE attribute) SELL_BACK (rqalpha.const.RIGHT_TYPE attribute) sell_close() (in module rqalpha.api) sell_margin() (rqalpha.portfolio.account.Account property) sell_open() (in module rqalpha.api) set_management_fee_rate() (rqalpha.portfolio.account.Account method) settlement() (rqalpha.model.bar.BarObject method) SHORT (rqalpha.const.POSITION_DIRECTION attribute) SIDE (class in rqalpha.const) side() (rqalpha.model.order.Order property) slippage() (rqalpha.core.strategy_context.RunInfo property) start_date() (rqalpha.core.strategy_context.RunInfo property) (rqalpha.portfolio.Portfolio property)

starting_cash() (rqalpha.portfolio.Portfolio property) static_unit_net_value() (rqalpha.portfolio.Portfolio property) status() (rqalpha.model.order.Order property) stock_account() (rqalpha.core.strategy_context.StrategyContext property) (rqalpha.portfolio.Portfolio property) stock_commission_multiplier() (rqalpha.core.strategy_context.RunInfo property) stock_starting_cash() (rqalpha.core.strategy_context.RunInfo property) StockPosition (class in rqalpha.mod.rqalpha_mod_sys_accounts.position_model) StrategyContext (class in rqalpha.core.strategy_context) style() (rqalpha.model.order.Order property) submit_order() (in module rqalpha.api) subscribe() (in module rqalpha.api) subscribe_event() (in module rqalpha.api) subscribe_percent() (in module rqalpha_mod_fund.api) subscribe_shares() (in module rqalpha_mod_fund.api) subscribe_value() (in module rqalpha_mod_fund.api) symbol (rqalpha.model.instrument.Instrument attribute) symbol() (rqalpha.model.bar.BarObject method)

T

TickObject (class in rqalpha.model.tick) today_closable() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha_mod_fund.position.FundPosition property) total_cash() (rqalpha.portfolio.account.Account property) total_returns() (rqalpha.portfolio.Portfolio property) total_turnover() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property) total_value() (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property) TRADE (rqalpha.events.EVENT attribute)

trading_datetime() (rqalpha.model.order.Order property) trading_pnl() (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.FuturePosition property) (rqalpha.mod.rqalpha_mod_sys_accounts.position_model.StockPosition property) (rqalpha.portfolio.account.Account property) (rqalpha_mod_fund.position.FundPosition property) transaction_cost() (rqalpha.model.order.Order property) (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property) TWAPOrder (class in rqalpha.model.order) type (rqalpha.model.instrument.Instrument attribute) type() (rqalpha.model.order.Order property)

U

unfilled_quantity() (rqalpha.model.order.Order property) unit_net_value() (rqalpha.portfolio.Portfolio property) units() (rqalpha.portfolio.Portfolio property)

universe() (rqalpha.core.strategy_context.StrategyContext property) unsubscribe() (in module rqalpha.api) update_universe() (in module rqalpha.api)

V

volume() (rqalpha.model.bar.BarObject method) (rqalpha.model.tick.TickObject property)

VWAPOrder (class in rqalpha.model.order)

W

withdraw() (in module rqalpha.api)