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ezyquant
ezyquant.backtesting
ezyquant.backtesting.account
ezyquant.backtesting.account.SETAccount
ezyquant.backtesting.backtesting
ezyquant.backtesting.backtesting.backtest
ezyquant.backtesting.context
ezyquant.backtesting.context.nan_not_nan_dict
ezyquant.backtesting.context.Context
ezyquant.backtesting.position
ezyquant.backtesting.position.SETPosition
ezyquant.backtesting.trade
ezyquant.backtesting.trade.SETTrade
ezyquant.connect
ezyquant.connect.EZYQUANT_DATABASE_DRIVER
ezyquant.connect.EZYQUANT_DATABASE_USERNAME
ezyquant.connect.EZYQUANT_DATABASE_PASSWORD
ezyquant.connect.EZYQUANT_DATABASE_HOST
ezyquant.connect.EZYQUANT_DATABASE_PORT
ezyquant.connect.EZYQUANT_DATABASE_NAME
ezyquant.connect.EZYQUANT_DATABASE_URI
ezyquant.connect.connect_postgres
ezyquant.connect.connect_sqlite
ezyquant.creator
ezyquant.creator.SETSignalCreator
ezyquant.creator.SETSignalCreator.get_data
ezyquant.creator.SETSignalCreator.get_symbols_by_trading_sign
ezyquant.creator.SETSignalCreator.is_banned
ezyquant.creator.SETSignalCreator.is_universe
ezyquant.creator.SETSignalCreator.rank
ezyquant.creator.SETSignalCreator.screen_universe
ezyquant.errors
ezyquant.errors.InputError
ezyquant.fields
ezyquant.indicators
ezyquant.indicators.pivot_point
ezyquant.indicators.pivot_point.pivot_points_high
ezyquant.indicators.pivot_point.pivot_points_low
ezyquant.indicators.rsi_divergence
ezyquant.indicators.rsi_divergence.rsi_divergence
ezyquant.indicators.ta
ezyquant.indicators.ta.TA
ezyquant.indicators.zigzag
ezyquant.indicators.zigzag.peak_valley_pivots_candlestick
ezyquant.reader
ezyquant.reader.SETBusinessDay
ezyquant.reader.SETDataReader
ezyquant.reader.SETDataReader.get_adjust_factor
ezyquant.reader.SETDataReader.get_change_name
ezyquant.reader.SETDataReader.get_company_info
ezyquant.reader.SETDataReader.get_data_index_daily
ezyquant.reader.SETDataReader.get_data_industry_daily
ezyquant.reader.SETDataReader.get_data_sector_daily
ezyquant.reader.SETDataReader.get_data_symbol_daily
ezyquant.reader.SETDataReader.get_data_symbol_quarterly
ezyquant.reader.SETDataReader.get_data_symbol_ttm
ezyquant.reader.SETDataReader.get_data_symbol_yearly
ezyquant.reader.SETDataReader.get_data_symbol_ytd
ezyquant.reader.SETDataReader.get_delisted
ezyquant.reader.SETDataReader.get_dividend
ezyquant.reader.SETDataReader.get_rights_benefit
ezyquant.reader.SETDataReader.get_sign_posting
ezyquant.reader.SETDataReader.get_symbol_info
ezyquant.reader.SETDataReader.get_symbols_by_index
ezyquant.reader.SETDataReader.get_trading_dates
ezyquant.reader.SETDataReader.is_today_trading_date
ezyquant.reader.SETDataReader.is_trading_date
ezyquant.reader.SETDataReader.last_table_update
ezyquant.reader.SETDataReader.last_update
ezyquant.reader.SETDataReader.engine
ezyquant.report
ezyquant.report.cagr
ezyquant.report.return_nan_on_failure
ezyquant.report.SETBacktestReport
ezyquant.report.SETBacktestReport.to_basic
ezyquant.report.SETBacktestReport.to_excel
ezyquant.report.SETBacktestReport.to_full
ezyquant.report.SETBacktestReport.to_html
ezyquant.report.SETBacktestReport.to_snapshot
ezyquant.report.SETBacktestReport.all_trades
ezyquant.report.SETBacktestReport.avg_bar_held
ezyquant.report.SETBacktestReport.avg_lose_bar_held
ezyquant.report.SETBacktestReport.avg_loss
ezyquant.report.SETBacktestReport.avg_profit
ezyquant.report.SETBacktestReport.avg_profit_loss
ezyquant.report.SETBacktestReport.avg_win_bar_held
ezyquant.report.SETBacktestReport.cagr
ezyquant.report.SETBacktestReport.cagr_divided_maxdd
ezyquant.report.SETBacktestReport.cagr_divided_std
ezyquant.report.SETBacktestReport.cumulative_return_df
ezyquant.report.SETBacktestReport.dividend_df
ezyquant.report.SETBacktestReport.drawdown_percent_df
ezyquant.report.SETBacktestReport.end_date
ezyquant.report.SETBacktestReport.ending_capital
ezyquant.report.SETBacktestReport.initial_capital
ezyquant.report.SETBacktestReport.loss_trades
ezyquant.report.SETBacktestReport.max_lose_consecutive
ezyquant.report.SETBacktestReport.max_win_consecutive
ezyquant.report.SETBacktestReport.maximum_drawdown
ezyquant.report.SETBacktestReport.monthly_return_df
ezyquant.report.SETBacktestReport.net_profit
ezyquant.report.SETBacktestReport.pct_avg_loss
ezyquant.report.SETBacktestReport.pct_avg_profit
ezyquant.report.SETBacktestReport.pct_avg_profit_loss
ezyquant.report.SETBacktestReport.pct_buy_slip
ezyquant.report.SETBacktestReport.pct_commission
ezyquant.report.SETBacktestReport.pct_exposure
ezyquant.report.SETBacktestReport.pct_maximum_drawdown
ezyquant.report.SETBacktestReport.pct_net_profit
ezyquant.report.SETBacktestReport.pct_sell_slip
ezyquant.report.SETBacktestReport.pct_win_per_trade
ezyquant.report.SETBacktestReport.position_df
ezyquant.report.SETBacktestReport.price_distribution_df
ezyquant.report.SETBacktestReport.start_date
ezyquant.report.SETBacktestReport.stat_df
ezyquant.report.SETBacktestReport.std
ezyquant.report.SETBacktestReport.summary_df
ezyquant.report.SETBacktestReport.summary_trade_df
ezyquant.report.SETBacktestReport.total_commission
ezyquant.report.SETBacktestReport.total_loss
ezyquant.report.SETBacktestReport.total_profit
ezyquant.report.SETBacktestReport.trade_df
ezyquant.report.SETBacktestReport.win_trades
ezyquant.utils
ezyquant.utils.cache_dataframe_wrapper
ezyquant.utils.cache_wrapper
ezyquant.utils.cached_property
ezyquant.utils.count_max_true_consecutive
ezyquant.utils.count_true_consecutive
ezyquant.utils.date_to_str
ezyquant.utils.is_rebalance
ezyquant.utils.is_rebalance_monthly
ezyquant.utils.is_rebalance_weekly
ezyquant.utils.pivot_remove_index_name
ezyquant.utils.round_down
ezyquant.utils.str_date_add_timedelta
ezyquant.utils.str_to_date
ezyquant.utils.str_to_datetime
ezyquant.utils.union_datetime_index
ezyquant.utils.wrap_cache_class
ezyquant.utils.CacheMetaClass
ezyquant.utils.CacheMetaClass.__call__
ezyquant.utils.CacheMetaClass.mro
ezyquant.validators
ezyquant.validators.check_cash
ezyquant.validators.check_df_column_symbol
ezyquant.validators.check_df_index_daily
ezyquant.validators.check_df_symbol_daily
ezyquant.validators.check_duplicate
ezyquant.validators.check_pct
ezyquant.validators.check_start_end_date
ezyquant_execution
ezyquant_execution.constant
ezyquant_execution.context
ezyquant_execution.context.new_refresh
ezyquant_execution.context.ExecuteContext
ezyquant_execution.context.ExecuteContext.Symbol
ezyquant_execution.context.ExecuteContext.cancel_buy_orders
ezyquant_execution.context.ExecuteContext.cancel_orders
ezyquant_execution.context.ExecuteContext.cancel_price_orders
ezyquant_execution.context.ExecuteContext.cancel_sell_orders
ezyquant_execution.context.ExecuteContext.get_account_info
ezyquant_execution.context.ExecuteContext.get_orders
ezyquant_execution.context.ExecuteContext.get_portfolio
ezyquant_execution.context.ExecuteContext.get_portfolios
ezyquant_execution.context.ExecuteContext.get_quote_symbol
ezyquant_execution.context.ExecuteContext.get_trades
ezyquant_execution.context.ExecuteContext.place_order
ezyquant_execution.context.ExecuteContext.cash
ezyquant_execution.context.ExecuteContext.cash_balance
ezyquant_execution.context.ExecuteContext.line_available
ezyquant_execution.context.ExecuteContext.pending_order_value
ezyquant_execution.context.ExecuteContext.port_value
ezyquant_execution.context.ExecuteContext.total_cost_value
ezyquant_execution.context.ExecuteContext.total_market_value
ezyquant_execution.context.ExecuteContext.ts
ezyquant_execution.context.ExecuteContextSymbol
ezyquant_execution.context.ExecuteContextSymbol.Symbol
ezyquant_execution.context.ExecuteContextSymbol.buy
ezyquant_execution.context.ExecuteContextSymbol.buy_pct_port
ezyquant_execution.context.ExecuteContextSymbol.buy_value
ezyquant_execution.context.ExecuteContextSymbol.cancel_buy_orders
ezyquant_execution.context.ExecuteContextSymbol.cancel_orders
ezyquant_execution.context.ExecuteContextSymbol.cancel_price_orders
ezyquant_execution.context.ExecuteContextSymbol.cancel_sell_orders
ezyquant_execution.context.ExecuteContextSymbol.get_account_info
ezyquant_execution.context.ExecuteContextSymbol.get_orders
ezyquant_execution.context.ExecuteContextSymbol.get_portfolio
ezyquant_execution.context.ExecuteContextSymbol.get_portfolios
ezyquant_execution.context.ExecuteContextSymbol.get_quote_symbol
ezyquant_execution.context.ExecuteContextSymbol.get_trades
ezyquant_execution.context.ExecuteContextSymbol.is_buy_sufficient
ezyquant_execution.context.ExecuteContextSymbol.is_sell_sufficient
ezyquant_execution.context.ExecuteContextSymbol.max_buy_volume
ezyquant_execution.context.ExecuteContextSymbol.max_sell_volume
ezyquant_execution.context.ExecuteContextSymbol.percent_profit
ezyquant_execution.context.ExecuteContextSymbol.place_order
ezyquant_execution.context.ExecuteContextSymbol.sell
ezyquant_execution.context.ExecuteContextSymbol.sell_pct_port
ezyquant_execution.context.ExecuteContextSymbol.sell_value
ezyquant_execution.context.ExecuteContextSymbol.target_pct_port
ezyquant_execution.context.ExecuteContextSymbol.target_value
ezyquant_execution.context.ExecuteContextSymbol.actual_volume
ezyquant_execution.context.ExecuteContextSymbol.best_ask_price
ezyquant_execution.context.ExecuteContextSymbol.best_bid_price
ezyquant_execution.context.ExecuteContextSymbol.cash
ezyquant_execution.context.ExecuteContextSymbol.cash_balance
ezyquant_execution.context.ExecuteContextSymbol.cost_price
ezyquant_execution.context.ExecuteContextSymbol.cost_value
ezyquant_execution.context.ExecuteContextSymbol.current_volume
ezyquant_execution.context.ExecuteContextSymbol.line_available
ezyquant_execution.context.ExecuteContextSymbol.market_price
ezyquant_execution.context.ExecuteContextSymbol.market_value
ezyquant_execution.context.ExecuteContextSymbol.pending_order_value
ezyquant_execution.context.ExecuteContextSymbol.port_value
ezyquant_execution.context.ExecuteContextSymbol.profit
ezyquant_execution.context.ExecuteContextSymbol.total_cost_value
ezyquant_execution.context.ExecuteContextSymbol.total_market_value
ezyquant_execution.context.ExecuteContextSymbol.ts
ezyquant_execution.context.ExecuteContextSymbol.volume
ezyquant_execution.entity
ezyquant_execution.entity.BaseAccountInfo
ezyquant_execution.entity.BaseAccountInfo.from_camel_dict
ezyquant_execution.entity.BaseAccountInfo.line_available
ezyquant_execution.entity.BaseAccountInfo.credit_limit
ezyquant_execution.entity.BaseAccountInfo.cash_balance
ezyquant_execution.entity.BaseAccountInfo.account_type
ezyquant_execution.entity.BaseAccountInfo.client_type
ezyquant_execution.entity.BaseAccountInfo.customer_type
ezyquant_execution.entity.BaseAccountInfo.can_buy
ezyquant_execution.entity.BaseAccountInfo.can_sell
ezyquant_execution.entity.BaseAccountInfo.crossing_key
ezyquant_execution.entity.BaseAccountInfo.credit_balance
ezyquant_execution.entity.BidOffer
ezyquant_execution.entity.BidOffer.from_dict
ezyquant_execution.entity.BidOffer.best_ask_price
ezyquant_execution.entity.BidOffer.best_ask_volume
ezyquant_execution.entity.BidOffer.best_bid_price
ezyquant_execution.entity.BidOffer.best_bid_volume
ezyquant_execution.entity.BidOffer.dataframe
ezyquant_execution.entity.BidOffer.symbol
ezyquant_execution.entity.BidOffer.bids
ezyquant_execution.entity.BidOffer.asks
ezyquant_execution.entity.BidOfferItem
ezyquant_execution.entity.BidOfferItem.price
ezyquant_execution.entity.BidOfferItem.volume
ezyquant_execution.entity.CancelOrder
ezyquant_execution.entity.CancelOrder.from_camel_dict
ezyquant_execution.entity.CancelOrder.order_no
ezyquant_execution.entity.CancelOrder.error_response
ezyquant_execution.entity.CancelOrder.http_status
ezyquant_execution.entity.CancelOrder.http_status_code
ezyquant_execution.entity.EquityOrder
ezyquant_execution.entity.EquityOrder.from_camel_dict
ezyquant_execution.entity.EquityOrder.enter_id
ezyquant_execution.entity.EquityOrder.account_no
ezyquant_execution.entity.EquityOrder.order_no
ezyquant_execution.entity.EquityOrder.set_order_no
ezyquant_execution.entity.EquityOrder.symbol
ezyquant_execution.entity.EquityOrder.trade_date
ezyquant_execution.entity.EquityOrder.trade_time
ezyquant_execution.entity.EquityOrder.entry_time
ezyquant_execution.entity.EquityOrder.side
ezyquant_execution.entity.EquityOrder.price_type
ezyquant_execution.entity.EquityOrder.price
ezyquant_execution.entity.EquityOrder.vol
ezyquant_execution.entity.EquityOrder.iceberg_vol
ezyquant_execution.entity.EquityOrder.validity
ezyquant_execution.entity.EquityOrder.order_type
ezyquant_execution.entity.EquityOrder.matched
ezyquant_execution.entity.EquityOrder.balance
ezyquant_execution.entity.EquityOrder.cancelled
ezyquant_execution.entity.EquityOrder.status
ezyquant_execution.entity.EquityOrder.show_order_status
ezyquant_execution.entity.EquityOrder.show_order_status_meaning
ezyquant_execution.entity.EquityOrder.reject_code
ezyquant_execution.entity.EquityOrder.reject_reason
ezyquant_execution.entity.EquityOrder.cancel_id
ezyquant_execution.entity.EquityOrder.cancel_time
ezyquant_execution.entity.EquityOrder.version
ezyquant_execution.entity.EquityOrder.nvdr_flag
ezyquant_execution.entity.EquityOrder.can_change_account
ezyquant_execution.entity.EquityOrder.can_change_trustee_id
ezyquant_execution.entity.EquityOrder.can_change_price_vol
ezyquant_execution.entity.EquityOrder.can_cancel
ezyquant_execution.entity.EquityOrder.counter_party_member
ezyquant_execution.entity.EquityOrder.trade_report_type
ezyquant_execution.entity.EquityOrder.trade_report
ezyquant_execution.entity.EquityOrder.terminal_type
ezyquant_execution.entity.EquityOrder.valid_till_date
ezyquant_execution.entity.EquityPortfolio
ezyquant_execution.entity.EquityPortfolio.from_camel_dict
ezyquant_execution.entity.EquityPortfolio.symbol
ezyquant_execution.entity.EquityPortfolio.flag
ezyquant_execution.entity.EquityPortfolio.nvdr_flag
ezyquant_execution.entity.EquityPortfolio.market_price
ezyquant_execution.entity.EquityPortfolio.amount
ezyquant_execution.entity.EquityPortfolio.marketdescription
ezyquant_execution.entity.EquityPortfolio.market_value
ezyquant_execution.entity.EquityPortfolio.profit
ezyquant_execution.entity.EquityPortfolio.percent_profit
ezyquant_execution.entity.EquityPortfolio.realize_profit
ezyquant_execution.entity.EquityPortfolio.start_volume
ezyquant_execution.entity.EquityPortfolio.current_volume
ezyquant_execution.entity.EquityPortfolio.actual_volume
ezyquant_execution.entity.EquityPortfolio.start_price
ezyquant_execution.entity.EquityPortfolio.average_price
ezyquant_execution.entity.EquityPortfolio.show_na
ezyquant_execution.entity.EquityPortfolio.port_flag
ezyquant_execution.entity.EquityPortfolio.margin_rate
ezyquant_execution.entity.EquityPortfolio.liabilities
ezyquant_execution.entity.EquityPortfolio.commission_rate
ezyquant_execution.entity.EquityPortfolio.vat_rate
ezyquant_execution.entity.EquityTrade
ezyquant_execution.entity.EquityTrade.from_camel_dict
ezyquant_execution.entity.EquityTrade.broker_id
ezyquant_execution.entity.EquityTrade.order_no
ezyquant_execution.entity.EquityTrade.entry_id
ezyquant_execution.entity.EquityTrade.account_no
ezyquant_execution.entity.EquityTrade.trade_no
ezyquant_execution.entity.EquityTrade.deal_no
ezyquant_execution.entity.EquityTrade.trade_date
ezyquant_execution.entity.EquityTrade.trade_time
ezyquant_execution.entity.EquityTrade.symbol
ezyquant_execution.entity.EquityTrade.side
ezyquant_execution.entity.EquityTrade.qty
ezyquant_execution.entity.EquityTrade.px
ezyquant_execution.entity.EquityTrade.trustee_id
ezyquant_execution.entity.EquityTrade.brokerage_fee
ezyquant_execution.entity.EquityTrade.trading_fee
ezyquant_execution.entity.EquityTrade.clearing_fee
ezyquant_execution.entity.PortfolioResponse
ezyquant_execution.entity.PortfolioResponse.from_camel_dict
ezyquant_execution.entity.PortfolioResponse.portfolio_list
ezyquant_execution.entity.PortfolioResponse.total_portfolio
ezyquant_execution.entity.PriceInfo
ezyquant_execution.entity.PriceInfo.from_camel_dict
ezyquant_execution.entity.PriceInfo.symbol
ezyquant_execution.entity.PriceInfo.projected_open_price
ezyquant_execution.entity.PriceInfo.high
ezyquant_execution.entity.PriceInfo.low
ezyquant_execution.entity.PriceInfo.last
ezyquant_execution.entity.PriceInfo.change
ezyquant_execution.entity.PriceInfo.total_volume
ezyquant_execution.entity.PriceInfo.total_value
ezyquant_execution.entity.PriceInfo.market_status
ezyquant_execution.entity.SettradeStruct
ezyquant_execution.entity.SettradeStruct.from_camel_dict
ezyquant_execution.entity.StockQuoteResponse
ezyquant_execution.entity.StockQuoteResponse.from_camel_dict
ezyquant_execution.entity.StockQuoteResponse.instrument_type
ezyquant_execution.entity.StockQuoteResponse.symbol
ezyquant_execution.entity.StockQuoteResponse.high
ezyquant_execution.entity.StockQuoteResponse.low
ezyquant_execution.entity.StockQuoteResponse.last
ezyquant_execution.entity.StockQuoteResponse.average
ezyquant_execution.entity.StockQuoteResponse.change
ezyquant_execution.entity.StockQuoteResponse.percent_change
ezyquant_execution.entity.StockQuoteResponse.market_status
ezyquant_execution.entity.StockQuoteResponse.total_volume
ezyquant_execution.entity.StockQuoteResponse.security_type
ezyquant_execution.entity.StockQuoteResponse.eps
ezyquant_execution.entity.StockQuoteResponse.pe
ezyquant_execution.entity.StockQuoteResponse.pbv
ezyquant_execution.entity.StockQuoteResponse.percent_yield
ezyquant_execution.entity.StockQuoteResponse.maturity_date
ezyquant_execution.entity.StockQuoteResponse.exercise_price
ezyquant_execution.entity.StockQuoteResponse.underlying
ezyquant_execution.entity.StockQuoteResponse.underlying_price
ezyquant_execution.entity.StockQuoteResponse.intrinsic_value
ezyquant_execution.entity.StockQuoteResponse.theoretical
ezyquant_execution.entity.StockQuoteResponse.moneyness
ezyquant_execution.entity.StockQuoteResponse.last_trading_date
ezyquant_execution.entity.StockQuoteResponse.to_last_trade
ezyquant_execution.entity.StockQuoteResponse.exercise_ratio
ezyquant_execution.entity.StockQuoteResponse.implied_volatility
ezyquant_execution.entity.StockQuoteResponse.exchange
ezyquant_execution.entity.StockQuoteResponse.aum_size
ezyquant_execution.entity.StockQuoteResponse.inav
ezyquant_execution.executing
ezyquant_execution.executing.async_execute_on_timer
ezyquant_execution.executing.execute_on_timer
ezyquant_execution.realtime
ezyquant_execution.realtime.BidOfferSubscriber
ezyquant_execution.realtime.BidOfferSubscriber.data
ezyquant_execution.realtime.PriceInfoSubscriber
ezyquant_execution.realtime.PriceInfoSubscriber.data
ezyquant_execution.realtime.SettradeSubscriber
ezyquant_execution.realtime.SettradeSubscriber.data
ezyquant_execution.utils
ezyquant_execution.utils.async_event_wait
ezyquant_execution.utils.async_sleep_until
ezyquant_execution.utils.camel_to_snake
ezyquant_execution.utils.match_tick_price
ezyquant_execution.utils.match_tick_price_buy
ezyquant_execution.utils.match_tick_price_sell
ezyquant_execution.utils.round_100
ezyquant_execution.utils.round_even
ezyquant_execution.utils.round_x
ezyquant_execution.utils.seconds_until
ezyquant_execution.utils.sleep_until
ezyquant_execution.utils.time_to_datetime
Repository
Open issue
.rst
.pdf
ezyquant.report.SETBacktestReport.maximum_drawdown
Contents
SETBacktestReport.maximum_drawdown
ezyquant.report.SETBacktestReport.maximum_drawdown
#
property
SETBacktestReport.
maximum_drawdown
#
Contents
SETBacktestReport.maximum_drawdown
