fractal package

Subpackages

• fractal.core package
  • Subpackages
    • fractal.core.base package
      • Subpackages
      • Submodules
      • fractal.core.base.action module
      • fractal.core.base.entity module
      • Module contents
    • fractal.core.entities package
      • Subpackages
      • Submodules
      • fractal.core.entities.aave module
      • fractal.core.entities.gmx_v2 module
      • fractal.core.entities.hedge module
      • fractal.core.entities.lending module
      • fractal.core.entities.pool module
      • fractal.core.entities.spot module
      • fractal.core.entities.steth module
      • fractal.core.entities.uniswap_v2_lp module
      • fractal.core.entities.uniswap_v3_lp module
      • fractal.core.entities.uniswap_v3_spot module
      • Module contents
  • Submodules
  • fractal.core.launcher module
    • Launcher
      • Launcher.last_created_instance
      • Launcher.run_multiple_trajectories()
      • Launcher.run_scenario()
      • Launcher.run_strategy()
      • Launcher.strategy_instance()
  • fractal.core.pipeline module
    • DefaultPipeline
      • DefaultPipeline.grid_step()
      • DefaultPipeline.run()
    • ExperimentConfig
      • ExperimentConfig.strategy_type
      • ExperimentConfig.params_grid
      • ExperimentConfig.backtest_observations
      • ExperimentConfig.backtest_trajectories
      • ExperimentConfig.window_size
      • ExperimentConfig.backtest_observations
      • ExperimentConfig.backtest_trajectories
      • ExperimentConfig.debug
      • ExperimentConfig.params_grid
      • ExperimentConfig.strategy_type
      • ExperimentConfig.window_size
    • MLFlowConfig
      • MLFlowConfig.experiment_name
      • MLFlowConfig.mlflow_uri
      • MLFlowConfig.tags
      • MLFlowConfig.aws_access_key_id
      • MLFlowConfig.aws_secret_access_key
      • MLFlowConfig.run_name_formatter
      • MLFlowConfig.aws_access_key_id
      • MLFlowConfig.aws_secret_access_key
      • MLFlowConfig.experiment_name
      • MLFlowConfig.mlflow_uri
      • MLFlowConfig.run_name_formatter
      • MLFlowConfig.tags
    • Pipeline
      • Pipeline.grid_step()
      • Pipeline.run()
  • Module contents
• fractal.loaders package
  • Subpackages
    • fractal.loaders.simulations package
      • Submodules
      • fractal.loaders.simulations.constant_fundings module
      • fractal.loaders.simulations.lp_ml_simulated module
      • fractal.loaders.simulations.monte_carlo module
      • Module contents
    • fractal.loaders.thegraph package
      • Subpackages
      • Submodules
      • fractal.loaders.thegraph.base_graph_loader module
      • fractal.loaders.thegraph.lido module
      • Module contents
  • Submodules
  • fractal.loaders.aave module
    • AaveLoader
      • AaveLoader.extract()
      • AaveLoader.load()
      • AaveLoader.read()
      • AaveLoader.transform()
    • AaveV2EthereumLoader
    • AaveV3ArbitrumLoader
  • fractal.loaders.base_loader module
    • Loader
      • Loader.extract()
      • Loader.file_path()
      • Loader.load()
      • Loader.read()
      • Loader.run()
      • Loader.transform()
    • LoaderType
      • LoaderType.CSV
      • LoaderType.JSON
      • LoaderType.PICKLE
      • LoaderType.SQL
  • fractal.loaders.binance module
    • BinanceDayPriceLoader
    • BinanceFundingLoader
      • BinanceFundingLoader.extract()
      • BinanceFundingLoader.get_funding_rates()
      • BinanceFundingLoader.load()
      • BinanceFundingLoader.read()
      • BinanceFundingLoader.transform()
    • BinanceHourPriceLoader
    • BinanceMinutePriceLoader
    • BinancePriceLoader
      • BinancePriceLoader.extract()
      • BinancePriceLoader.get_klines()
      • BinancePriceLoader.load()
      • BinancePriceLoader.read()
      • BinancePriceLoader.transform()
  • fractal.loaders.gmx_v1 module
    • GMXV1FundingLoader
      • GMXV1FundingLoader.extract()
      • GMXV1FundingLoader.load()
      • GMXV1FundingLoader.read()
      • GMXV1FundingLoader.transform()
  • fractal.loaders.structs module
    • FundingHistory
    • LendingHistory
    • PoolHistory
    • PriceHistory
    • RateHistory
  • Module contents
    • AaveV2EthereumLoader
    • AaveV3ArbitrumLoader
    • ArbitrumGraphLoader
      • ArbitrumGraphLoader.ROOT_URL
    • BaseGraphLoader
      • BaseGraphLoader._make_request()
    • BinanceDayPriceLoader
    • BinanceFundingLoader
      • BinanceFundingLoader.extract()
      • BinanceFundingLoader.get_funding_rates()
      • BinanceFundingLoader.load()
      • BinanceFundingLoader.read()
      • BinanceFundingLoader.transform()
    • BinanceHourPriceLoader
    • ConstantFundingsLoader
      • ConstantFundingsLoader.extract()
      • ConstantFundingsLoader.load()
      • ConstantFundingsLoader.read()
      • ConstantFundingsLoader.transform()
    • EthereumUniswapV2PoolDataLoader
      • EthereumUniswapV2PoolDataLoader.extract()
      • EthereumUniswapV2PoolDataLoader.load()
      • EthereumUniswapV2PoolDataLoader.read()
      • EthereumUniswapV2PoolDataLoader.transform()
    • FundingHistory
    • GMXV1FundingLoader
      • GMXV1FundingLoader.extract()
      • GMXV1FundingLoader.load()
      • GMXV1FundingLoader.read()
      • GMXV1FundingLoader.transform()
    • GraphLoaderException
    • HyperLiquidPerpsPricesLoader
      • HyperLiquidPerpsPricesLoader.extract()
      • HyperLiquidPerpsPricesLoader.read()
      • HyperLiquidPerpsPricesLoader.transform()
    • HyperliquidFundingRatesLoader
      • HyperliquidFundingRatesLoader.extract()
      • HyperliquidFundingRatesLoader.read()
      • HyperliquidFundingRatesLoader.transform()
    • LPMLSimulatedStatesLoader
      • LPMLSimulatedStatesLoader.pool_history
      • LPMLSimulatedStatesLoader.price_history
      • LPMLSimulatedStatesLoader._data
      • LPMLSimulatedStatesLoader._simulated_data
      • LPMLSimulatedStatesLoader.trajectories_number
      • LPMLSimulatedStatesLoader._dump_filename
      • LPMLSimulatedStatesLoader._random
      • LPMLSimulatedStatesLoader._np_random
      • LPMLSimulatedStatesLoader._seed
      • LPMLSimulatedStatesLoader.delete_dump_file()
      • LPMLSimulatedStatesLoader.extract()
      • LPMLSimulatedStatesLoader.load()
      • LPMLSimulatedStatesLoader.read()
      • LPMLSimulatedStatesLoader.transform()
    • LPSimulatedStates
    • LendingHistory
    • Loader
      • Loader.extract()
      • Loader.file_path()
      • Loader.load()
      • Loader.read()
      • Loader.run()
      • Loader.transform()
    • LoaderType
      • LoaderType.CSV
      • LoaderType.JSON
      • LoaderType.PICKLE
      • LoaderType.SQL
    • MonteCarloHourPriceLoader
      • MonteCarloHourPriceLoader.price_history
      • MonteCarloHourPriceLoader.trajectories_number
      • MonteCarloHourPriceLoader.loader_type
      • MonteCarloHourPriceLoader.seed
      • MonteCarloHourPriceLoader.extract()
      • MonteCarloHourPriceLoader.transform()
      • MonteCarloHourPriceLoader.load()
      • MonteCarloHourPriceLoader.run()
      • MonteCarloHourPriceLoader.delete_dump_file()
      • MonteCarloHourPriceLoader.extract()
      • MonteCarloHourPriceLoader.load()
      • MonteCarloHourPriceLoader.read()
      • MonteCarloHourPriceLoader.transform()
    • PoolHistory
    • PriceHistory
    • RateHistory
    • StETHLoader
      • StETHLoader.SUBGRAPH_ID
      • StETHLoader.extract()
      • StETHLoader.load()
      • StETHLoader.read()
      • StETHLoader.transform()
    • UniswapV3ArbitrumPoolDayDataLoader
      • UniswapV3ArbitrumPoolDayDataLoader.extract()
      • UniswapV3ArbitrumPoolDayDataLoader.load()
      • UniswapV3ArbitrumPoolDayDataLoader.read()
      • UniswapV3ArbitrumPoolDayDataLoader.transform()
    • UniswapV3ArbitrumPoolHourDataLoader
      • UniswapV3ArbitrumPoolHourDataLoader.transform()
    • UniswapV3EthereumPoolDayDataLoader
      • UniswapV3EthereumPoolDayDataLoader.extract()
      • UniswapV3EthereumPoolDayDataLoader.load()
      • UniswapV3EthereumPoolDayDataLoader.read()
      • UniswapV3EthereumPoolDayDataLoader.transform()
    • UniswapV3EthereumPoolHourDataLoader
      • UniswapV3EthereumPoolHourDataLoader.transform()
• fractal.strategies package
  • Submodules
  • fractal.strategies.basis_trading_strategy module
    • BasisTradingStrategy
      • BasisTradingStrategy.predict()
      • BasisTradingStrategy.set_up()
    • BasisTradingStrategyException
    • BasisTradingStrategyHyperparams
      • BasisTradingStrategyHyperparams.INITIAL_BALANCE
      • BasisTradingStrategyHyperparams.MAX_LEVERAGE
      • BasisTradingStrategyHyperparams.MIN_LEVERAGE
      • BasisTradingStrategyHyperparams.TARGET_LEVERAGE
  • fractal.strategies.gmxv2_uniswapv3_basis module
    • GMXV2UniswapV3Basis
      • GMXV2UniswapV3Basis.set_up()
  • Module contents
    • BasisTradingStrategy
      • BasisTradingStrategy.predict()
      • BasisTradingStrategy.set_up()
    • BasisTradingStrategyHyperparams
      • BasisTradingStrategyHyperparams.INITIAL_BALANCE
      • BasisTradingStrategyHyperparams.MAX_LEVERAGE
      • BasisTradingStrategyHyperparams.MIN_LEVERAGE
      • BasisTradingStrategyHyperparams.TARGET_LEVERAGE
    • GMXV2UniswapV3Basis
      • GMXV2UniswapV3Basis.set_up()
    • TauResetParams
      • TauResetParams.INITIAL_BALANCE
      • TauResetParams.TAU
    • TauResetStrategy
      • TauResetStrategy.predict()
      • TauResetStrategy.set_up()
      • TauResetStrategy.tick_spacing
      • TauResetStrategy.token0_decimals
      • TauResetStrategy.token1_decimals

Module contents