索引

A

abbrev_symbol (rqalpha.model.instrument.Instrument 属性) AbstractBroker (rqalpha.interface 中的类) AbstractDataSource (rqalpha.interface 中的类) AbstractEventSource (rqalpha.interface 中的类) AbstractFrontendValidator (rqalpha.interface 中的类) AbstractMod (rqalpha.interface 中的类) AbstractPersistProvider (rqalpha.interface 中的类) AbstractPosition (rqalpha.interface 中的类) AbstractPriceBoard (rqalpha.interface 中的类) AbstractStrategyLoader (rqalpha.interface 中的类) AbstractTransactionCostDecider (rqalpha.interface 中的类)

Account (rqalpha.portfolio.account 中的类) accounts() (rqalpha.portfolio.Portfolio property) ACTIVE (rqalpha.const.ORDER_STATUS 属性) after_trading() (內置函数) (在 rqalpha.api 模块中) all_instruments() (在 rqalpha.api 模块中) annualized_returns() (rqalpha.portfolio.Portfolio property) ask_vols() (rqalpha.model.tick.TickObject property) asks() (rqalpha.model.tick.TickObject property) available_data_range() (rqalpha.interface.AbstractDataSource 方法) avg_price() (rqalpha.model.order.Order property)

B

BACKTEST (rqalpha.const.RUN_TYPE 属性) BarObject (rqalpha.model.bar 中的类) before_trading() (內置函数) bid_vols() (rqalpha.model.tick.TickObject property)

bids() (rqalpha.model.tick.TickObject property) BUY (rqalpha.const.SIDE 属性) buy_close() (在 rqalpha.api 模块中) buy_margin() (rqalpha.portfolio.account.Account property) buy_open() (在 rqalpha.api 模块中)

C

can_cancel_order() (rqalpha.interface.AbstractFrontendValidator 方法) can_submit_order() (rqalpha.interface.AbstractFrontendValidator 方法) cancel_order() (rqalpha.interface.AbstractBroker 方法) (在 rqalpha.api 模块中) CANCELLED (rqalpha.const.ORDER_STATUS 属性) 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.interface.AbstractPosition property) (rqalpha.portfolio.position.Position property) CLOSE (rqalpha.const.POSITION_EFFECT 属性) close() (rqalpha.model.bar.BarObject 方法) CLOSE_TODAY (rqalpha.const.POSITION_EFFECT 属性) commission_multiplier() (rqalpha.core.strategy_context.RunInfo property) concept() (在 rqalpha.api 模块中) current_performance() (在 rqalpha.api 模块中) current_snapshot() (rqalpha.interface.AbstractDataSource 方法) (在 rqalpha.api 模块中)

D

daily_pnl() (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property) daily_returns() (rqalpha.portfolio.Portfolio property) datetime() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.order.Order property) (rqalpha.model.tick.TickObject property)

de_listed_date (rqalpha.model.instrument.Instrument 属性) deposit() (在 rqalpha.api 模块中) deposit_withdraw() (rqalpha.portfolio.account.Account 方法) (rqalpha.portfolio.Portfolio 方法) direction() (rqalpha.interface.AbstractPosition property) (rqalpha.portfolio.position.Position property)

E

end_date() (rqalpha.core.strategy_context.RunInfo property) EVENT (rqalpha.events 中的类) events() (rqalpha.interface.AbstractEventSource 方法)

exchange (rqalpha.model.instrument.Instrument 属性) EXERCISE (rqalpha.const.POSITION_EFFECT 属性) exercise() (在 rqalpha.api 模块中)

F

FILLED (rqalpha.const.ORDER_STATUS 属性) filled_quantity() (rqalpha.model.order.Order property) finance() (在 rqalpha.api 模块中) finance_repay() (rqalpha.portfolio.account.Account 方法) (rqalpha.portfolio.Portfolio 方法) 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) future_account() (rqalpha.core.strategy_context.StrategyContext property) (rqalpha.portfolio.Portfolio property) future_starting_cash() (rqalpha.core.strategy_context.RunInfo property)

G

get_a1() (rqalpha.interface.AbstractPriceBoard 方法) get_b1() (rqalpha.interface.AbstractPriceBoard 方法) get_bar() (rqalpha.interface.AbstractDataSource 方法) get_commission_info() (rqalpha.interface.AbstractDataSource 方法) get_dividend() (rqalpha.interface.AbstractDataSource 方法) (在 rqalpha.api 模块中) get_dominant() (在 rqalpha.api.futures 模块中) get_factor() (在 rqalpha.api 模块中) get_future_contracts() (在 rqalpha.api 模块中) get_industry() (在 rqalpha.api 模块中) get_instrument_industry() (在 rqalpha.api 模块中) get_instruments() (rqalpha.interface.AbstractDataSource 方法) get_last_price() (rqalpha.interface.AbstractPriceBoard 方法) get_limit_down() (rqalpha.interface.AbstractPriceBoard 方法) get_limit_up() (rqalpha.interface.AbstractPriceBoard 方法) get_margin_stocks() (在 rqalpha.api 模块中) get_member_rank() (在 rqalpha.api.futures 模块中) get_merge_ticks() (rqalpha.interface.AbstractDataSource 方法) get_money_supply() (在 rqalpha.api.econ 模块中) get_next_trading_date() (在 rqalpha.api 模块中) get_open_auction_bar() (rqalpha.interface.AbstractDataSource 方法) get_open_orders() (rqalpha.interface.AbstractBroker 方法) (在 rqalpha.api 模块中) get_order_transaction_cost() (rqalpha.interface.AbstractTransactionCostDecider 方法) get_pit_financials_ex() (在 rqalpha.api 模块中)

get_position() (rqalpha.portfolio.account.Account 方法) (在 rqalpha.api 模块中) get_positions() (rqalpha.portfolio.account.Account 方法) (在 rqalpha.api 模块中) get_previous_trading_date() (在 rqalpha.api 模块中) get_price() (在 rqalpha.api 模块中) get_price_change_rate() (在 rqalpha.api 模块中) get_reserve_ratio() (在 rqalpha.api.econ 模块中) get_securities_margin() (在 rqalpha.api 模块中) get_settle_price() (rqalpha.interface.AbstractDataSource 方法) get_share_transformation() (rqalpha.interface.AbstractDataSource 方法) get_shares() (在 rqalpha.api 模块中) get_split() (rqalpha.interface.AbstractDataSource 方法) (在 rqalpha.api 模块中) get_state() (rqalpha.interface.AbstractPosition 方法) get_stock_connect() (在 rqalpha.api 模块中) get_trade_commission() (rqalpha.interface.AbstractTransactionCostDecider 方法) get_trade_tax() (rqalpha.interface.AbstractTransactionCostDecider 方法) get_trading_calendars() (rqalpha.interface.AbstractDataSource 方法) get_trading_dates() (在 rqalpha.api 模块中) get_trading_minutes_for() (rqalpha.interface.AbstractDataSource 方法) get_turnover_rate() (在 rqalpha.api 模块中) get_warehouse_stocks() (在 rqalpha.api.futures 模块中) get_yield_curve() (rqalpha.interface.AbstractDataSource 方法) (在 rqalpha.api 模块中)

H

handle_bar() (內置函数) handle_tick() (內置函数) high() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property)

history_bars() (rqalpha.interface.AbstractDataSource 方法) (在 rqalpha.api 模块中) history_ticks() (rqalpha.interface.AbstractDataSource 方法) (在 rqalpha.api 模块中)

I

index_components() (在 rqalpha.api 模块中) index_weights() (在 rqalpha.api 模块中) industry() (在 rqalpha.api 模块中) init() (內置函数) init_frozen_cash() (rqalpha.model.order.Order property)

Instrument (rqalpha.model.instrument 中的类) instruments() (在 rqalpha.api 模块中) is_st_stock() (在 rqalpha.api 模块中) is_suspended() (在 rqalpha.api 模块中) is_trading() (rqalpha.model.bar.BarObject 方法)

L

last() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property) LIMIT (rqalpha.const.ORDER_TYPE 属性) limit_down() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property) limit_up() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property)

listed_date (rqalpha.model.instrument.Instrument 属性) load() (rqalpha.interface.AbstractPersistProvider 方法) (rqalpha.interface.AbstractStrategyLoader 方法) LONG (rqalpha.const.POSITION_DIRECTION 属性) low() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property)

M

management_fees() (rqalpha.portfolio.account.Account property) margin_multiplier() (rqalpha.core.strategy_context.RunInfo property) MARKET (rqalpha.const.ORDER_TYPE 属性) market_value() (rqalpha.interface.AbstractPosition property) (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property) (rqalpha.portfolio.position.Position property)

MATCH (rqalpha.const.POSITION_EFFECT 属性) 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 属性) open() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property) open_auction() (內置函数) open_interest() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property) Order (rqalpha.model.order 中的类) order() (在 rqalpha.api 模块中) order_book_id (rqalpha.model.instrument.Instrument 属性) order_book_id() (rqalpha.interface.AbstractPosition property) (rqalpha.model.bar.BarObject 方法) (rqalpha.model.order.Order property) (rqalpha.model.tick.TickObject property) (rqalpha.portfolio.position.Position property) ORDER_CANCELLATION_PASS (rqalpha.events.EVENT 属性) ORDER_CANCELLATION_REJECT (rqalpha.events.EVENT 属性)

ORDER_CREATION_PASS (rqalpha.events.EVENT 属性) ORDER_CREATION_REJECT (rqalpha.events.EVENT 属性) order_id() (rqalpha.model.order.Order property) order_lots() (在 rqalpha.api 模块中) ORDER_PENDING_CANCEL (rqalpha.events.EVENT 属性) ORDER_PENDING_NEW (rqalpha.events.EVENT 属性) order_percent() (在 rqalpha.api 模块中) order_shares() (在 rqalpha.api 模块中) ORDER_STATUS (rqalpha.const 中的类) order_target_percent() (在 rqalpha.api 模块中) order_target_portfolio() (在 rqalpha.api 模块中) order_target_value() (在 rqalpha.api 模块中) order_to() (在 rqalpha.api 模块中) ORDER_TYPE (rqalpha.const 中的类) ORDER_UNSOLICITED_UPDATE (rqalpha.events.EVENT 属性) order_value() (在 rqalpha.api 模块中)

P

PAPER_TRADING (rqalpha.const.RUN_TYPE 属性) PENDING_NEW (rqalpha.const.ORDER_STATUS 属性) pnl() (rqalpha.portfolio.Portfolio property) (rqalpha.portfolio.position.Position property) Portfolio (rqalpha.portfolio 中的类) portfolio() (rqalpha.core.strategy_context.StrategyContext property) portfolio_value() (rqalpha.portfolio.Portfolio property) Position (rqalpha.portfolio.position 中的类) POSITION_DIRECTION (rqalpha.const 中的类) POSITION_EFFECT (rqalpha.const 中的类)

position_effect() (rqalpha.model.order.Order property) position_equity() (rqalpha.portfolio.account.Account property) position_pnl() (rqalpha.interface.AbstractPosition property) (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.position.Position property) positions() (rqalpha.portfolio.Portfolio property) prev_close() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property) prev_settlement() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property) price() (rqalpha.model.order.Order property)

Q

quantity() (rqalpha.interface.AbstractPosition property) (rqalpha.model.order.Order property) (rqalpha.portfolio.position.Position property)

R

register_management_fee_calculator() (rqalpha.portfolio.account.Account 方法) REJECTED (rqalpha.const.ORDER_STATUS 属性) repay() (在 rqalpha.api 模块中) round_lot (rqalpha.model.instrument.Instrument 属性) rqalpha.api (模块), [1] rqalpha.api.econ (模块) rqalpha.api.futures (模块) rqalpha.const (模块) rqalpha.core.strategy_context (模块) rqalpha.events (模块) rqalpha.interface (模块)

rqalpha.model.bar (模块) rqalpha.model.instrument (模块) rqalpha.model.order (模块) rqalpha.model.tick (模块) rqalpha.portfolio (模块) rqalpha.portfolio.account (模块) rqalpha.portfolio.position (模块) run_info() (rqalpha.core.strategy_context.StrategyContext property) RUN_TYPE (rqalpha.const 中的类) run_type() (rqalpha.core.strategy_context.RunInfo property) RunInfo (rqalpha.core.strategy_context 中的类)

S

scheduler.run_daily() (在 rqalpha.api 模块中) scheduler.run_monthly() (在 rqalpha.api 模块中) scheduler.run_weekly() (在 rqalpha.api 模块中) secondary_order_id() (rqalpha.model.order.Order property) sector() (在 rqalpha.api 模块中) SELL (rqalpha.const.SIDE 属性) sell_close() (在 rqalpha.api 模块中) sell_margin() (rqalpha.portfolio.account.Account property) sell_open() (在 rqalpha.api 模块中) set_management_fee_rate() (rqalpha.portfolio.account.Account 方法) set_state() (rqalpha.interface.AbstractPosition 方法) settlement() (rqalpha.model.bar.BarObject 方法) SHORT (rqalpha.const.POSITION_DIRECTION 属性) should_resume() (rqalpha.interface.AbstractPersistProvider 方法) should_run_init() (rqalpha.interface.AbstractPersistProvider 方法) SIDE (rqalpha.const 中的类) 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) start_up() (rqalpha.interface.AbstractMod 方法) 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_starting_cash() (rqalpha.core.strategy_context.RunInfo property) store() (rqalpha.interface.AbstractPersistProvider 方法) StrategyContext (rqalpha.core.strategy_context 中的类) submit_order() (在 rqalpha.api 模块中) subscribe() (在 rqalpha.api 模块中) subscribe_event() (在 rqalpha.api 模块中) symbol (rqalpha.model.instrument.Instrument 属性) symbol() (rqalpha.model.bar.BarObject 方法)

T

tear_down() (rqalpha.interface.AbstractMod 方法) TickObject (rqalpha.model.tick 中的类) today_closable() (rqalpha.interface.AbstractPosition property) (rqalpha.portfolio.position.Position property) total_cash() (rqalpha.portfolio.account.Account property) total_returns() (rqalpha.portfolio.Portfolio property) total_turnover() (rqalpha.model.bar.BarObject 方法) (rqalpha.model.tick.TickObject property) total_value() (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property)

TRADE (rqalpha.events.EVENT 属性) trading_datetime() (rqalpha.model.order.Order property) trading_pnl() (rqalpha.interface.AbstractPosition property) (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.position.Position property) transaction_cost() (rqalpha.model.order.Order property) (rqalpha.portfolio.account.Account property) (rqalpha.portfolio.Portfolio property) type (rqalpha.model.instrument.Instrument 属性) 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() (在 rqalpha.api 模块中) update_universe() (在 rqalpha.api 模块中)

V

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

W

withdraw() (在 rqalpha.api 模块中)