mellow_strategy_sdk
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mellow_strategy_sdk
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Index
A
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B
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C
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D
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F
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G
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I
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L
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M
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N
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P
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R
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S
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T
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U
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W
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X
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Y
A
AbstractPosition (class in strategy.positions)
AbstractStrategy (class in strategy.strategies)
add_snapshot() (strategy.history.PortfolioHistory method)
(strategy.history.RebalanceHistory method)
(strategy.history.UniPositionsHistory method)
address (strategy.primitives.Pool property)
(strategy.primitives.Token property)
aggregate() (strategy.cross_validation.CrossValidation method)
append() (strategy.multi_strategy.MultiStrategy method)
(strategy.portfolio.Portfolio method)
B
Backtest (class in strategy.backtest)
backtest() (strategy.backtest.Backtest method)
(strategy.cross_validation.CrossValidation method)
BiCurrencyPosition (class in strategy.positions)
burn() (strategy.positions.UniV3Position method)
burns (strategy.data.PoolDataUniV3 attribute)
C
calculate_apy_for_col() (strategy.history.PortfolioHistory method)
calculate_fees() (strategy.history.PortfolioHistory method)
calculate_ils() (strategy.history.PortfolioHistory method)
calculate_returns() (strategy.history.PortfolioHistory method)
calculate_stats() (strategy.history.PortfolioHistory method)
calculate_value_to() (strategy.history.PortfolioHistory method)
calculate_values() (strategy.history.PortfolioHistory method)
charge_fees() (strategy.positions.UniV3Position method)
check_xy_is_optimal() (strategy.uniswap_utils.UniswapLiquidityAligner method)
collect_fees() (strategy.positions.UniV3Position method)
CrossValidation (class in strategy.cross_validation)
D
decimals (strategy.primitives.Token property)
decimals_diff (strategy.primitives.Pool property)
deposit() (strategy.positions.BiCurrencyPosition method)
(strategy.positions.UniV3Position method)
df_swaps (strategy.backtest.Backtest attribute)
draw_intervals() (strategy.viewers.UniswapViewer method)
draw_performance_x() (strategy.viewers.PotrfolioViewer method)
draw_performance_y() (strategy.viewers.PotrfolioViewer method)
draw_plot() (strategy.viewers.LiquidityViewer method)
draw_portfolio() (strategy.viewers.PotrfolioViewer method)
draw_portfolio_to_x() (strategy.viewers.PotrfolioViewer method)
draw_portfolio_to_y() (strategy.viewers.PotrfolioViewer method)
draw_rebalances() (strategy.viewers.RebalanceViewer method)
draw_vpn_vs_hold_apy() (strategy.viewers.PotrfolioViewer method)
draw_x_y() (strategy.viewers.PotrfolioViewer method)
F
Fee (class in strategy.primitives)
fee (strategy.primitives.Pool attribute)
(strategy.primitives.Pool property)
fee_percent (strategy.positions.UniV3Position attribute)
folder (strategy.cross_validation.CrossValidation attribute)
FolderSimple (class in strategy.cross_validation)
G
generate_data() (strategy.data.SyntheticData method)
generate_folds_by_index() (strategy.cross_validation.FolderSimple method)
get_fold() (strategy.cross_validation.FolderSimple method)
get_last_position() (strategy.portfolio.Portfolio method)
get_position() (strategy.portfolio.Portfolio method)
I
impermanent_loss() (strategy.positions.UniV3Position method)
impermanent_loss_to_x() (strategy.positions.UniV3Position method)
impermanent_loss_to_y() (strategy.positions.UniV3Position method)
init_price (strategy.data.SyntheticData attribute)
interest_gain() (strategy.positions.BiCurrencyPosition method)
L
l_decimals_diff (strategy.primitives.Pool property)
liq_to_x() (strategy.uniswap_utils.UniswapLiquidityAligner method)
liq_to_xy() (strategy.uniswap_utils.UniswapLiquidityAligner method)
liq_to_y() (strategy.uniswap_utils.UniswapLiquidityAligner method)
LiquidityViewer (class in strategy.viewers)
load_burns() (strategy.data.RawDataUniV3 method)
load_from_folder() (strategy.data.RawDataUniV3 method)
load_mints() (strategy.data.RawDataUniV3 method)
load_swaps() (strategy.data.RawDataUniV3 method)
lower_price (strategy.positions.UniV3Position attribute)
(strategy.uniswap_utils.UniswapLiquidityAligner attribute)
M
mint() (strategy.positions.UniV3Position method)
mints (strategy.data.PoolDataUniV3 attribute)
module
strategy.backtest
strategy.cross_validation
strategy.data
strategy.history
strategy.multi_strategy
strategy.portfolio
strategy.positions
strategy.primitives
strategy.strategies
strategy.uniswap_utils
strategy.viewers
mu (strategy.data.SyntheticData attribute)
MultiStrategy (class in strategy.multi_strategy)
N
n_folds (strategy.cross_validation.FolderSimple attribute)
n_points (strategy.data.SyntheticData attribute)
name (strategy.multi_strategy.MultiStrategy attribute)
(strategy.portfolio.Portfolio attribute)
(strategy.positions.AbstractPosition attribute)
(strategy.positions.BiCurrencyPosition attribute)
(strategy.positions.UniV3Position attribute)
(strategy.primitives.Pool property)
(strategy.strategies.AbstractStrategy attribute)
P
percent (strategy.primitives.Fee property)
Pool (class in strategy.primitives)
pool (strategy.data.PoolDataUniV3 attribute)
(strategy.data.SyntheticData attribute)
(strategy.viewers.PotrfolioViewer attribute)
PoolDataUniV3 (class in strategy.data)
Portfolio (class in strategy.portfolio)
portfolio_history (strategy.viewers.PotrfolioViewer attribute)
PortfolioHistory (class in strategy.history)
position_names() (strategy.portfolio.Portfolio method)
positions (strategy.portfolio.Portfolio attribute)
positions_list() (strategy.portfolio.Portfolio method)
PotrfolioViewer (class in strategy.viewers)
R
RawDataUniV3 (class in strategy.data)
real_price() (strategy.uniswap_utils.UniswapLiquidityAligner method)
rebalance() (strategy.multi_strategy.MultiStrategy method)
(strategy.positions.BiCurrencyPosition method)
(strategy.strategies.AbstractStrategy method)
rebalance_cost (strategy.positions.BiCurrencyPosition attribute)
(strategy.positions.UniV3Position attribute)
rebalance_history (strategy.viewers.RebalanceViewer attribute)
RebalanceHistory (class in strategy.history)
RebalanceViewer (class in strategy.viewers)
remove() (strategy.multi_strategy.MultiStrategy method)
(strategy.portfolio.Portfolio method)
rename() (strategy.positions.AbstractPosition method)
rename_position() (strategy.portfolio.Portfolio method)
S
seed (strategy.data.SyntheticData attribute)
sigma (strategy.data.SyntheticData attribute)
snapshot() (strategy.portfolio.Portfolio method)
(strategy.positions.AbstractPosition method)
(strategy.positions.BiCurrencyPosition method)
(strategy.positions.UniV3Position method)
spacing (strategy.primitives.Fee property)
start_date (strategy.data.SyntheticData attribute)
strategies (strategy.multi_strategy.MultiStrategy attribute)
strategy (strategy.cross_validation.CrossValidation attribute)
strategy.backtest
module
strategy.cross_validation
module
strategy.data
module
strategy.history
module
strategy.multi_strategy
module
strategy.portfolio
module
strategy.positions
module
strategy.primitives
module
strategy.strategies
module
strategy.uniswap_utils
module
strategy.viewers
module
swap_fee (strategy.positions.BiCurrencyPosition attribute)
swap_to_optimal() (strategy.positions.UniV3Position method)
swap_x_to_y() (strategy.positions.BiCurrencyPosition method)
swap_y_to_x() (strategy.positions.BiCurrencyPosition method)
swaps (strategy.data.PoolDataUniV3 attribute)
SyntheticData (class in strategy.data)
T
tick_diff (strategy.primitives.Pool property)
to_df() (strategy.history.PortfolioHistory method)
(strategy.history.RebalanceHistory method)
(strategy.history.UniPositionsHistory method)
to_x() (strategy.portfolio.Portfolio method)
(strategy.positions.AbstractPosition method)
(strategy.positions.BiCurrencyPosition method)
(strategy.positions.UniV3Position method)
to_xy() (strategy.portfolio.Portfolio method)
(strategy.positions.AbstractPosition method)
(strategy.positions.BiCurrencyPosition method)
(strategy.positions.UniV3Position method)
to_y() (strategy.portfolio.Portfolio method)
(strategy.positions.AbstractPosition method)
(strategy.positions.BiCurrencyPosition method)
(strategy.positions.UniV3Position method)
Token (class in strategy.primitives)
token0 (strategy.primitives.Pool property)
token1 (strategy.primitives.Pool property)
tokenA (strategy.primitives.Pool attribute)
tokenB (strategy.primitives.Pool attribute)
U
uni_postition_history (strategy.viewers.UniswapViewer attribute)
UniPositionsHistory (class in strategy.history)
UniswapLiquidityAligner (class in strategy.uniswap_utils)
UniswapViewer (class in strategy.viewers)
UniV3Position (class in strategy.positions)
upper_price (strategy.positions.UniV3Position attribute)
(strategy.uniswap_utils.UniswapLiquidityAligner attribute)
W
withdraw() (strategy.positions.BiCurrencyPosition method)
(strategy.positions.UniV3Position method)
withdraw_fraction() (strategy.positions.BiCurrencyPosition method)
X
x (strategy.positions.BiCurrencyPosition attribute)
x_interest (strategy.positions.BiCurrencyPosition attribute)
x_to_liq() (strategy.uniswap_utils.UniswapLiquidityAligner method)
xy_to_liq() (strategy.uniswap_utils.UniswapLiquidityAligner method)
Y
y (strategy.positions.BiCurrencyPosition attribute)
y_interest (strategy.positions.BiCurrencyPosition attribute)
y_to_liq() (strategy.uniswap_utils.UniswapLiquidityAligner method)
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