Index

_

_data (fractal.loaders.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.LPMLSimulatedStatesLoader attribute) _dump_filename (fractal.loaders.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.LPMLSimulatedStatesLoader attribute) _make_request() (fractal.loaders.BaseGraphLoader method) (fractal.loaders.thegraph.base_graph_loader.BaseGraphLoader method) (fractal.loaders.thegraph.BaseGraphLoader method) _np_random (fractal.loaders.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.LPMLSimulatedStatesLoader attribute)

_random (fractal.loaders.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.LPMLSimulatedStatesLoader attribute) _seed (fractal.loaders.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.LPMLSimulatedStatesLoader attribute) _simulated_data (fractal.loaders.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.LPMLSimulatedStatesLoader attribute)

A

AaveEntity (class in fractal.core.entities) (class in fractal.core.entities.aave) AaveGlobalState (class in fractal.core.entities) (class in fractal.core.entities.aave) AaveInternalState (class in fractal.core.entities.aave) AaveLoader (class in fractal.loaders.aave) AaveV2EthereumLoader (class in fractal.loaders) (class in fractal.loaders.aave) AaveV3ArbitrumLoader (class in fractal.loaders) (class in fractal.loaders.aave) accumulated_return (fractal.core.base.strategy.result.StrategyMetrics attribute) (fractal.core.base.strategy.StrategyMetrics attribute) Action (class in fractal.core.base) (class in fractal.core.base.action) action (fractal.core.base.Action attribute) (fractal.core.base.action.Action attribute) (fractal.core.base.ActionToTake attribute) (fractal.core.base.strategy.ActionToTake attribute) (fractal.core.base.strategy.strategy.ActionToTake attribute) action_borrow() (fractal.core.entities.aave.AaveEntity method) (fractal.core.entities.AaveEntity method) (fractal.core.entities.BaseLendingEntity method) (fractal.core.entities.lending.BaseLendingEntity method) action_buy() (fractal.core.entities.BaseSpotEntity method) (fractal.core.entities.spot.BaseSpotEntity method) (fractal.core.entities.StakedETHEntity method) (fractal.core.entities.steth.StakedETHEntity method) (fractal.core.entities.uniswap_v3_spot.UniswapV3SpotEntity method) (fractal.core.entities.UniswapV3SpotEntity method) action_close_position() (fractal.core.entities.BasePoolEntity method) (fractal.core.entities.pool.BasePoolEntity method) (fractal.core.entities.uniswap_v2_lp.UniswapV2LPEntity method) (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.UniswapV2LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) action_deposit() (fractal.core.base.BaseEntity method) (fractal.core.base.entity.BaseEntity method) (fractal.core.entities.aave.AaveEntity method) (fractal.core.entities.AaveEntity method) (fractal.core.entities.gmx_v2.GMXV2Entity method) (fractal.core.entities.GMXV2Entity method) (fractal.core.entities.HyperliquidEntity method) (fractal.core.entities.StakedETHEntity method) (fractal.core.entities.steth.StakedETHEntity method) (fractal.core.entities.uniswap_v2_lp.UniswapV2LPEntity method) (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.uniswap_v3_spot.UniswapV3SpotEntity method) (fractal.core.entities.UniswapV2LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) (fractal.core.entities.UniswapV3SpotEntity method) action_open_position() (fractal.core.entities.BaseHedgeEntity method) (fractal.core.entities.BasePoolEntity method) (fractal.core.entities.gmx_v2.GMXV2Entity method) (fractal.core.entities.GMXV2Entity method) (fractal.core.entities.hedge.BaseHedgeEntity method) (fractal.core.entities.HyperliquidEntity method) (fractal.core.entities.pool.BasePoolEntity method) (fractal.core.entities.uniswap_v2_lp.UniswapV2LPEntity method) (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.UniswapV2LPEntity method) (fractal.core.entities.UniswapV3LPEntity method)

action_redeem() (fractal.core.entities.aave.AaveEntity method) (fractal.core.entities.AaveEntity method) (fractal.core.entities.BaseLendingEntity method) (fractal.core.entities.lending.BaseLendingEntity method) action_sell() (fractal.core.entities.BaseSpotEntity method) (fractal.core.entities.spot.BaseSpotEntity method) (fractal.core.entities.StakedETHEntity method) (fractal.core.entities.steth.StakedETHEntity method) (fractal.core.entities.uniswap_v3_spot.UniswapV3SpotEntity method) (fractal.core.entities.UniswapV3SpotEntity method) action_withdraw() (fractal.core.base.BaseEntity method) (fractal.core.base.entity.BaseEntity method) (fractal.core.entities.aave.AaveEntity method) (fractal.core.entities.AaveEntity method) (fractal.core.entities.gmx_v2.GMXV2Entity method) (fractal.core.entities.GMXV2Entity method) (fractal.core.entities.HyperliquidEntity method) (fractal.core.entities.StakedETHEntity method) (fractal.core.entities.steth.StakedETHEntity method) (fractal.core.entities.uniswap_v2_lp.UniswapV2LPEntity method) (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.uniswap_v3_spot.UniswapV3SpotEntity method) (fractal.core.entities.UniswapV2LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) (fractal.core.entities.UniswapV3SpotEntity method) ActionToTake (class in fractal.core.base) (class in fractal.core.base.strategy) (class in fractal.core.base.strategy.strategy) amount (fractal.core.entities.steth.StakedETHInternalState attribute), [1] (fractal.core.entities.uniswap_v3_spot.UniswapV3SpotInternalState attribute) apy (fractal.core.base.strategy.result.StrategyMetrics attribute) (fractal.core.base.strategy.StrategyMetrics attribute) ArbitrumGraphLoader (class in fractal.loaders) (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.base_graph_loader) ArbitrumUniswapV3Loader (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.uniswap_v3) (class in fractal.loaders.thegraph.uniswap_v3.uniswap_v3_arbitrum) args (fractal.core.base.Action attribute) (fractal.core.base.action.Action attribute) aws_access_key_id (fractal.core.pipeline.MLFlowConfig attribute), [1] aws_secret_access_key (fractal.core.pipeline.MLFlowConfig attribute), [1]

B

backtest_observations (fractal.core.pipeline.ExperimentConfig attribute), [1] backtest_trajectories (fractal.core.pipeline.ExperimentConfig attribute), [1] balance (fractal.core.base.BaseEntity property) (fractal.core.base.entity.BaseEntity property) (fractal.core.entities.aave.AaveEntity property) (fractal.core.entities.AaveEntity property) (fractal.core.entities.gmx_v2.GMXV2Entity property) (fractal.core.entities.GMXV2Entity property) (fractal.core.entities.HyperliquidEntity property) (fractal.core.entities.StakedETHEntity property) (fractal.core.entities.steth.StakedETHEntity property) (fractal.core.entities.uniswap_v2_lp.UniswapV2LPEntity property) (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity property) (fractal.core.entities.uniswap_v3_spot.UniswapV3SpotEntity property) (fractal.core.entities.UniswapV2LPEntity property) (fractal.core.entities.UniswapV3LPEntity property) (fractal.core.entities.UniswapV3SpotEntity property) balances (fractal.core.base.strategy.result.StrategyResult attribute) (fractal.core.base.strategy.StrategyResult attribute) base_artifacts_path (fractal.core.base.strategy.logger.BaseLogger property) (fractal.core.base.strategy.logger.DefaultLogger property) BaseEntity (class in fractal.core.base) (class in fractal.core.base.entity) BaseGraphLoader (class in fractal.loaders) (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.base_graph_loader) BaseHedgeEntity (class in fractal.core.entities) (class in fractal.core.entities.hedge) BaseLendingEntity (class in fractal.core.entities) (class in fractal.core.entities.lending)

BaseLogger (class in fractal.core.base.strategy.logger) BasePoolEntity (class in fractal.core.entities) (class in fractal.core.entities.pool) BaseSpotEntity (class in fractal.core.entities) (class in fractal.core.entities.spot) BaseStrategy (class in fractal.core.base) (class in fractal.core.base.strategy) (class in fractal.core.base.strategy.strategy) BaseStrategyParams (class in fractal.core.base) (class in fractal.core.base.strategy) (class in fractal.core.base.strategy.strategy) BasisTradingStrategy (class in fractal.strategies) (class in fractal.strategies.basis_trading_strategy) BasisTradingStrategyException BasisTradingStrategyHyperparams (class in fractal.strategies) (class in fractal.strategies.basis_trading_strategy) BinanceDayPriceLoader (class in fractal.loaders) (class in fractal.loaders.binance) BinanceFundingLoader (class in fractal.loaders) (class in fractal.loaders.binance) BinanceHourPriceLoader (class in fractal.loaders) (class in fractal.loaders.binance) BinanceMinutePriceLoader (class in fractal.loaders.binance) BinancePriceLoader (class in fractal.loaders.binance) borrowed (fractal.core.entities.aave.AaveInternalState attribute), [1] borrowing_rate (fractal.core.entities.aave.AaveGlobalState attribute), [1] (fractal.core.entities.AaveGlobalState attribute), [1] borrowing_rate_long (fractal.core.entities.gmx_v2.GMXV2GlobalState attribute) (fractal.core.entities.GMXV2GlobalState attribute) borrowing_rate_short (fractal.core.entities.gmx_v2.GMXV2GlobalState attribute) (fractal.core.entities.GMXV2GlobalState attribute)

C

calculate_fees() (fractal.core.entities.uniswap_v2_lp.UniswapV2LPEntity method) (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.UniswapV2LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) calculate_position() (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) calculate_position_from_notional() (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) calculate_repay() (fractal.core.entities.aave.AaveEntity method) (fractal.core.entities.AaveEntity method) cash (fractal.core.entities.steth.StakedETHInternalState attribute), [1] (fractal.core.entities.uniswap_v2_lp.UniswapV2LPInternalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPInternalState attribute), [1] (fractal.core.entities.uniswap_v3_spot.UniswapV3SpotInternalState attribute)

check_liquidation() (fractal.core.entities.aave.AaveEntity method) (fractal.core.entities.AaveEntity method) collateral (fractal.core.entities.aave.AaveInternalState attribute), [1] (fractal.core.entities.gmx_v2.GMXV2InternalState attribute) (fractal.core.entities.HyperLiquidInternalState attribute) ConstantFundingsLoader (class in fractal.loaders) (class in fractal.loaders.simulations) (class in fractal.loaders.simulations.constant_fundings) CSV (fractal.loaders.base_loader.LoaderType attribute) (fractal.loaders.LoaderType attribute)

D

datasets_path (fractal.core.base.strategy.logger.BaseLogger property) (fractal.core.base.strategy.logger.DefaultLogger property) debug (fractal.core.pipeline.ExperimentConfig attribute) debug() (fractal.core.base.strategy.logger.BaseLogger method) (fractal.core.base.strategy.logger.DefaultLogger method) DefaultLogger (class in fractal.core.base.strategy.logger)

DefaultPipeline (class in fractal.core.pipeline) delete_dump_file() (fractal.loaders.LPMLSimulatedStatesLoader method) (fractal.loaders.MonteCarloHourPriceLoader method) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader method) (fractal.loaders.simulations.MonteCarloHourPriceLoader method)

E

entity (fractal.core.base.NamedEntity attribute) (fractal.core.base.strategy.NamedEntity attribute) (fractal.core.base.strategy.strategy.NamedEntity attribute) entity_name (fractal.core.base.ActionToTake attribute) (fractal.core.base.NamedEntity attribute) (fractal.core.base.strategy.ActionToTake attribute) (fractal.core.base.strategy.NamedEntity attribute) (fractal.core.base.strategy.strategy.ActionToTake attribute) (fractal.core.base.strategy.strategy.NamedEntity attribute) EntityException, [1] estimate_fee() (in module fractal.core.entities.models) (in module fractal.core.entities.models.uniswap_v3_fees) EthereumUniswapV2Loader (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.uniswap_v2) (class in fractal.loaders.thegraph.uniswap_v2.uniswap_v2_ethereum) EthereumUniswapV2PoolDataLoader (class in fractal.loaders) (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.uniswap_v2) (class in fractal.loaders.thegraph.uniswap_v2.uniswap_v2_pool) EthereumUniswapV3Loader (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.uniswap_v3) (class in fractal.loaders.thegraph.uniswap_v3.uniswap_v3_ethereum) execute() (fractal.core.base.BaseEntity method) (fractal.core.base.entity.BaseEntity method) expand_decimals() (in module fractal.core.entities.models.uniswap_v3_fees) experiment_name (fractal.core.pipeline.MLFlowConfig attribute), [1] ExperimentConfig (class in fractal.core.pipeline) extract() (fractal.loaders.aave.AaveLoader method) (fractal.loaders.base_loader.Loader method) (fractal.loaders.binance.BinanceFundingLoader method) (fractal.loaders.binance.BinancePriceLoader method) (fractal.loaders.BinanceFundingLoader method) (fractal.loaders.ConstantFundingsLoader method) (fractal.loaders.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.gmx_v1.GMXV1FundingLoader method) (fractal.loaders.GMXV1FundingLoader method) (fractal.loaders.HyperliquidFundingRatesLoader method) (fractal.loaders.HyperLiquidPerpsPricesLoader method) (fractal.loaders.Loader method) (fractal.loaders.LPMLSimulatedStatesLoader method) (fractal.loaders.MonteCarloHourPriceLoader method), [1] (fractal.loaders.simulations.constant_fundings.ConstantFundingsLoader method) (fractal.loaders.simulations.ConstantFundingsLoader method) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader method), [1] (fractal.loaders.simulations.MonteCarloHourPriceLoader method), [1] (fractal.loaders.StETHLoader method) (fractal.loaders.thegraph.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.lido.StETHLoader method) (fractal.loaders.thegraph.StETHLoader method) (fractal.loaders.thegraph.uniswap_v2.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.uniswap_v2.uniswap_v2_pool.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices.UniswapV3EthereumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPricesLoader method) (fractal.loaders.thegraph.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.UniswapV3EthereumPoolDayDataLoader method)

F

fees (fractal.core.entities.uniswap_v2_lp.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPGlobalState attribute), [1] (fractal.core.entities.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.UniswapV3LPGlobalState attribute), [1] fees_rate (fractal.core.entities.uniswap_v2_lp.UniswapV2LPConfig attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPConfig attribute), [1] (fractal.core.entities.UniswapV2LPConfig attribute), [1] (fractal.core.entities.UniswapV3LPConfig attribute), [1] file_path() (fractal.loaders.base_loader.Loader method) (fractal.loaders.Loader method) fractal module fractal.core module fractal.core.base module fractal.core.base.action module fractal.core.base.entity module fractal.core.base.strategy module fractal.core.base.strategy.logger module fractal.core.base.strategy.observation module fractal.core.base.strategy.result module fractal.core.base.strategy.strategy module fractal.core.entities module fractal.core.entities.aave module fractal.core.entities.gmx_v2 module fractal.core.entities.hedge module fractal.core.entities.lending module fractal.core.entities.models module fractal.core.entities.models.uniswap_v3_fees 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 fractal.core.launcher module

fractal.core.pipeline module fractal.loaders module fractal.loaders.aave module fractal.loaders.base_loader module fractal.loaders.binance module fractal.loaders.gmx_v1 module fractal.loaders.simulations module fractal.loaders.simulations.constant_fundings module fractal.loaders.simulations.lp_ml_simulated module fractal.loaders.simulations.monte_carlo module fractal.loaders.structs module fractal.loaders.thegraph module fractal.loaders.thegraph.base_graph_loader module fractal.loaders.thegraph.lido module fractal.loaders.thegraph.uniswap_v2 module fractal.loaders.thegraph.uniswap_v2.uniswap_v2_ethereum module fractal.loaders.thegraph.uniswap_v2.uniswap_v2_pool module fractal.loaders.thegraph.uniswap_v3 module fractal.loaders.thegraph.uniswap_v3.uniswap_v3_arbitrum module fractal.loaders.thegraph.uniswap_v3.uniswap_v3_ethereum module fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool module fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices module fractal.strategies module fractal.strategies.basis_trading_strategy module fractal.strategies.gmxv2_uniswapv3_basis module funding_rate (fractal.core.entities.HyperLiquidGlobalState attribute) funding_rate_long (fractal.core.entities.gmx_v2.GMXV2GlobalState attribute) (fractal.core.entities.GMXV2GlobalState attribute) funding_rate_short (fractal.core.entities.gmx_v2.GMXV2GlobalState attribute) (fractal.core.entities.GMXV2GlobalState attribute) FundingHistory (class in fractal.loaders) (class in fractal.loaders.structs)

G

get_all_available_entities() (fractal.core.base.BaseStrategy method) (fractal.core.base.strategy.BaseStrategy method) (fractal.core.base.strategy.strategy.BaseStrategy method) get_available_actions() (fractal.core.base.BaseEntity method) (fractal.core.base.entity.BaseEntity method) get_default_metrics() (fractal.core.base.strategy.result.StrategyResult method), [1] (fractal.core.base.strategy.StrategyResult method), [1] get_desired_token0_amount() (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) get_entity() (fractal.core.base.BaseStrategy method) (fractal.core.base.strategy.BaseStrategy method) (fractal.core.base.strategy.strategy.BaseStrategy method) get_funding_rates() (fractal.loaders.binance.BinanceFundingLoader method) (fractal.loaders.BinanceFundingLoader method) get_klines() (fractal.loaders.binance.BinancePriceLoader method) get_liquidity_delta() (in module fractal.core.entities.models) (in module fractal.core.entities.models.uniswap_v3_fees) get_liquidity_for_amount0() (in module fractal.core.entities.models.uniswap_v3_fees) get_liquidity_for_amount1() (in module fractal.core.entities.models.uniswap_v3_fees) get_metrics() (fractal.core.base.strategy.result.StrategyResult method) (fractal.core.base.strategy.StrategyResult method) get_pool_decimals() (fractal.loaders.thegraph.ArbitrumUniswapV3Loader method) (fractal.loaders.thegraph.EthereumUniswapV3Loader method) (fractal.loaders.thegraph.uniswap_v3.ArbitrumUniswapV3Loader method) (fractal.loaders.thegraph.uniswap_v3.EthereumUniswapV3Loader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_arbitrum.ArbitrumUniswapV3Loader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_ethereum.EthereumUniswapV3Loader method)

get_sqrt_price_x96() (in module fractal.core.entities.models.uniswap_v3_fees) global_state (fractal.core.base.BaseEntity property) (fractal.core.base.entity.BaseEntity property) global_states (fractal.core.base.strategy.result.StrategyResult attribute) (fractal.core.base.strategy.StrategyResult attribute) GlobalState (class in fractal.core.base) (class in fractal.core.base.entity) GMXV1FundingLoader (class in fractal.loaders) (class in fractal.loaders.gmx_v1) GMXV2Entity (class in fractal.core.entities) (class in fractal.core.entities.gmx_v2) GMXV2EntityException GMXV2GlobalState (class in fractal.core.entities) (class in fractal.core.entities.gmx_v2) GMXV2InternalState (class in fractal.core.entities.gmx_v2) GMXV2Position (class in fractal.core.entities) (class in fractal.core.entities.gmx_v2) GMXV2UniswapV3Basis (class in fractal.strategies) (class in fractal.strategies.gmxv2_uniswapv3_basis) GraphLoaderException, [1], [2] grid_step() (fractal.core.pipeline.DefaultPipeline method) (fractal.core.pipeline.Pipeline method)

H

HyperliquidEntity (class in fractal.core.entities) HyperliquidFundingRatesLoader (class in fractal.loaders)

HyperLiquidGlobalState (class in fractal.core.entities) HyperLiquidInternalState (class in fractal.core.entities) HyperLiquidPerpsPricesLoader (class in fractal.loaders)

I

INITIAL_BALANCE (fractal.strategies.basis_trading_strategy.BasisTradingStrategyHyperparams attribute) (fractal.strategies.BasisTradingStrategyHyperparams attribute) (fractal.strategies.TauResetParams attribute) internal_state (fractal.core.base.BaseEntity property) (fractal.core.base.entity.BaseEntity property)

internal_states (fractal.core.base.strategy.result.StrategyResult attribute) (fractal.core.base.strategy.StrategyResult attribute) InternalState (class in fractal.core.base) (class in fractal.core.base.entity)

J

JSON (fractal.loaders.base_loader.LoaderType attribute) (fractal.loaders.LoaderType attribute)

L

last_created_instance (fractal.core.launcher.Launcher property) Launcher (class in fractal.core.launcher) lending_rate (fractal.core.entities.aave.AaveGlobalState attribute), [1] (fractal.core.entities.AaveGlobalState attribute), [1] LendingHistory (class in fractal.loaders) (class in fractal.loaders.structs) leverage (fractal.core.entities.BaseHedgeEntity property) (fractal.core.entities.gmx_v2.GMXV2Entity property) (fractal.core.entities.GMXV2Entity property) (fractal.core.entities.hedge.BaseHedgeEntity property) (fractal.core.entities.HyperliquidEntity property) liquidity (fractal.core.entities.uniswap_v2_lp.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.uniswap_v2_lp.UniswapV2LPInternalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPGlobalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPInternalState attribute), [1] (fractal.core.entities.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.UniswapV3LPGlobalState attribute), [1] load() (fractal.loaders.aave.AaveLoader method) (fractal.loaders.base_loader.Loader method) (fractal.loaders.binance.BinanceFundingLoader method) (fractal.loaders.binance.BinancePriceLoader method) (fractal.loaders.BinanceFundingLoader method) (fractal.loaders.ConstantFundingsLoader method) (fractal.loaders.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.gmx_v1.GMXV1FundingLoader method) (fractal.loaders.GMXV1FundingLoader method) (fractal.loaders.Loader method) (fractal.loaders.LPMLSimulatedStatesLoader method) (fractal.loaders.MonteCarloHourPriceLoader method), [1] (fractal.loaders.simulations.constant_fundings.ConstantFundingsLoader method) (fractal.loaders.simulations.ConstantFundingsLoader method) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader method), [1] (fractal.loaders.simulations.MonteCarloHourPriceLoader method), [1] (fractal.loaders.StETHLoader method) (fractal.loaders.thegraph.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.lido.StETHLoader method) (fractal.loaders.thegraph.StETHLoader method) (fractal.loaders.thegraph.uniswap_v2.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.uniswap_v2.uniswap_v2_pool.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices.UniswapV3EthereumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPricesLoader method) (fractal.loaders.thegraph.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.UniswapV3EthereumPoolDayDataLoader method)

Loader (class in fractal.loaders) (class in fractal.loaders.base_loader) loader_type (fractal.loaders.MonteCarloHourPriceLoader attribute) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader attribute) (fractal.loaders.simulations.MonteCarloHourPriceLoader attribute) (fractal.loaders.thegraph.ArbitrumGraphLoader attribute) (fractal.loaders.thegraph.base_graph_loader.ArbitrumGraphLoader attribute) (fractal.loaders.thegraph.lido.StETHLoader attribute) (fractal.loaders.thegraph.StETHLoader attribute) (fractal.loaders.thegraph.uniswap_v2.EthereumUniswapV2Loader attribute) (fractal.loaders.thegraph.uniswap_v2.uniswap_v2_ethereum.EthereumUniswapV2Loader attribute) (fractal.loaders.thegraph.uniswap_v3.ArbitrumUniswapV3Loader attribute) (fractal.loaders.thegraph.uniswap_v3.EthereumUniswapV3Loader attribute) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_arbitrum.ArbitrumUniswapV3Loader attribute) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_ethereum.EthereumUniswapV3Loader attribute) LoaderType (class in fractal.loaders) (class in fractal.loaders.base_loader) logger (fractal.core.base.BaseStrategy property) (fractal.core.base.strategy.BaseStrategy property) (fractal.core.base.strategy.strategy.BaseStrategy property) logs_path (fractal.core.base.strategy.logger.BaseLogger property) (fractal.core.base.strategy.logger.DefaultLogger property) longs_pay_shorts (fractal.core.entities.gmx_v2.GMXV2GlobalState attribute) (fractal.core.entities.GMXV2GlobalState attribute) LPMLSimulatedStatesLoader (class in fractal.loaders) (class in fractal.loaders.simulations) (class in fractal.loaders.simulations.lp_ml_simulated) LPSimulatedStates (class in fractal.loaders) (class in fractal.loaders.simulations) (class in fractal.loaders.simulations.lp_ml_simulated) ltv (fractal.core.entities.aave.AaveEntity property) (fractal.core.entities.AaveEntity property)

M

mark_price (fractal.core.entities.HyperLiquidGlobalState attribute) max_drawdown (fractal.core.base.strategy.result.StrategyMetrics attribute) (fractal.core.base.strategy.StrategyMetrics attribute) MAX_LEVERAGE (fractal.strategies.basis_trading_strategy.BasisTradingStrategyHyperparams attribute) (fractal.strategies.BasisTradingStrategyHyperparams attribute) MIN_LEVERAGE (fractal.strategies.basis_trading_strategy.BasisTradingStrategyHyperparams attribute) (fractal.strategies.BasisTradingStrategyHyperparams attribute) mlflow_uri (fractal.core.pipeline.MLFlowConfig attribute), [1] MLFlowConfig (class in fractal.core.pipeline) module fractal fractal.core fractal.core.base fractal.core.base.action fractal.core.base.entity fractal.core.base.strategy fractal.core.base.strategy.logger fractal.core.base.strategy.observation fractal.core.base.strategy.result fractal.core.base.strategy.strategy fractal.core.entities fractal.core.entities.aave fractal.core.entities.gmx_v2 fractal.core.entities.hedge fractal.core.entities.lending fractal.core.entities.models fractal.core.entities.models.uniswap_v3_fees fractal.core.entities.pool fractal.core.entities.spot fractal.core.entities.steth fractal.core.entities.uniswap_v2_lp fractal.core.entities.uniswap_v3_lp fractal.core.entities.uniswap_v3_spot fractal.core.launcher fractal.core.pipeline fractal.loaders fractal.loaders.aave fractal.loaders.base_loader fractal.loaders.binance fractal.loaders.gmx_v1 fractal.loaders.simulations fractal.loaders.simulations.constant_fundings fractal.loaders.simulations.lp_ml_simulated fractal.loaders.simulations.monte_carlo fractal.loaders.structs fractal.loaders.thegraph fractal.loaders.thegraph.base_graph_loader fractal.loaders.thegraph.lido fractal.loaders.thegraph.uniswap_v2 fractal.loaders.thegraph.uniswap_v2.uniswap_v2_ethereum fractal.loaders.thegraph.uniswap_v2.uniswap_v2_pool fractal.loaders.thegraph.uniswap_v3 fractal.loaders.thegraph.uniswap_v3.uniswap_v3_arbitrum fractal.loaders.thegraph.uniswap_v3.uniswap_v3_ethereum fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices fractal.strategies fractal.strategies.basis_trading_strategy fractal.strategies.gmxv2_uniswapv3_basis

MonteCarloHourPriceLoader (class in fractal.loaders) (class in fractal.loaders.simulations) (class in fractal.loaders.simulations.monte_carlo)

N

NamedEntity (class in fractal.core.base) (class in fractal.core.base.strategy) (class in fractal.core.base.strategy.strategy)

notional_price (fractal.core.entities.aave.AaveGlobalState attribute), [1] (fractal.core.entities.AaveGlobalState attribute), [1]

O

Observation (class in fractal.core.base) (class in fractal.core.base.strategy) (class in fractal.core.base.strategy.observation)

P

params (fractal.core.base.BaseStrategy property) (fractal.core.base.strategy.BaseStrategy property) (fractal.core.base.strategy.strategy.BaseStrategy property) params_grid (fractal.core.pipeline.ExperimentConfig attribute), [1] PICKLE (fractal.loaders.base_loader.LoaderType attribute) (fractal.loaders.LoaderType attribute) Pipeline (class in fractal.core.pipeline) pnl (fractal.core.entities.gmx_v2.GMXV2Entity property) (fractal.core.entities.GMXV2Entity property) (fractal.core.entities.HyperliquidEntity property) pnl() (fractal.core.entities.gmx_v2.GMXV2Position method) (fractal.core.entities.GMXV2Position method) pool_history (fractal.loaders.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.LPMLSimulatedStatesLoader attribute) PoolHistory (class in fractal.loaders) (class in fractal.loaders.structs) positions (fractal.core.entities.gmx_v2.GMXV2InternalState attribute) (fractal.core.entities.HyperLiquidInternalState attribute) predict() (fractal.core.base.BaseStrategy method) (fractal.core.base.strategy.BaseStrategy method) (fractal.core.base.strategy.strategy.BaseStrategy method) (fractal.strategies.basis_trading_strategy.BasisTradingStrategy method) (fractal.strategies.BasisTradingStrategy method) (fractal.strategies.TauResetStrategy method)

price (fractal.core.entities.gmx_v2.GMXV2GlobalState attribute) (fractal.core.entities.GMXV2GlobalState attribute) (fractal.core.entities.StakedETHGlobalState attribute), [1] (fractal.core.entities.steth.StakedETHGlobalState attribute), [1] (fractal.core.entities.uniswap_v2_lp.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPGlobalState attribute), [1] (fractal.core.entities.uniswap_v3_spot.UniswapV3SpotGlobalState attribute) (fractal.core.entities.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.UniswapV3LPGlobalState attribute), [1] (fractal.core.entities.UniswapV3SpotGlobalState attribute) price_history (fractal.loaders.LPMLSimulatedStatesLoader attribute) (fractal.loaders.MonteCarloHourPriceLoader attribute) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader attribute) (fractal.loaders.simulations.MonteCarloHourPriceLoader attribute) price_init (fractal.core.entities.uniswap_v2_lp.UniswapV2LPInternalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPInternalState attribute), [1] price_lower (fractal.core.entities.uniswap_v3_lp.UniswapV3LPInternalState attribute), [1] price_to_tick() (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) price_upper (fractal.core.entities.uniswap_v3_lp.UniswapV3LPInternalState attribute), [1] PriceHistory (class in fractal.loaders) (class in fractal.loaders.structs) product_price (fractal.core.entities.aave.AaveGlobalState attribute), [1] (fractal.core.entities.AaveGlobalState attribute), [1]

R

rate (fractal.core.entities.StakedETHGlobalState attribute), [1] (fractal.core.entities.steth.StakedETHGlobalState attribute), [1] RateHistory (class in fractal.loaders) (class in fractal.loaders.structs) read() (fractal.loaders.aave.AaveLoader method) (fractal.loaders.base_loader.Loader method) (fractal.loaders.binance.BinanceFundingLoader method) (fractal.loaders.binance.BinancePriceLoader method) (fractal.loaders.BinanceFundingLoader method) (fractal.loaders.ConstantFundingsLoader method) (fractal.loaders.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.gmx_v1.GMXV1FundingLoader method) (fractal.loaders.GMXV1FundingLoader method) (fractal.loaders.HyperliquidFundingRatesLoader method) (fractal.loaders.HyperLiquidPerpsPricesLoader method) (fractal.loaders.Loader method) (fractal.loaders.LPMLSimulatedStatesLoader method) (fractal.loaders.MonteCarloHourPriceLoader method) (fractal.loaders.simulations.constant_fundings.ConstantFundingsLoader method) (fractal.loaders.simulations.ConstantFundingsLoader method) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader method) (fractal.loaders.simulations.MonteCarloHourPriceLoader method) (fractal.loaders.StETHLoader method) (fractal.loaders.thegraph.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.lido.StETHLoader method) (fractal.loaders.thegraph.StETHLoader method) (fractal.loaders.thegraph.uniswap_v2.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.uniswap_v2.uniswap_v2_pool.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices.UniswapV3EthereumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPricesLoader method) (fractal.loaders.thegraph.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.UniswapV3EthereumPoolDayDataLoader method)

register_entity() (fractal.core.base.BaseStrategy method) (fractal.core.base.strategy.BaseStrategy method) (fractal.core.base.strategy.strategy.BaseStrategy method) ROOT_URL (fractal.loaders.ArbitrumGraphLoader attribute) (fractal.loaders.thegraph.ArbitrumGraphLoader attribute) (fractal.loaders.thegraph.base_graph_loader.ArbitrumGraphLoader attribute) run() (fractal.core.base.BaseStrategy method) (fractal.core.base.strategy.BaseStrategy method) (fractal.core.base.strategy.strategy.BaseStrategy method) (fractal.core.pipeline.DefaultPipeline method) (fractal.core.pipeline.Pipeline method) (fractal.loaders.base_loader.Loader method) (fractal.loaders.Loader method) (fractal.loaders.MonteCarloHourPriceLoader method) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader method) (fractal.loaders.simulations.MonteCarloHourPriceLoader method) run_multiple_trajectories() (fractal.core.launcher.Launcher method) run_name_formatter (fractal.core.pipeline.MLFlowConfig attribute), [1] run_scenario() (fractal.core.launcher.Launcher method) run_strategy() (fractal.core.launcher.Launcher method)

S

seed (fractal.loaders.MonteCarloHourPriceLoader attribute) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader attribute) (fractal.loaders.simulations.MonteCarloHourPriceLoader attribute) set_params() (fractal.core.base.BaseStrategy method) (fractal.core.base.strategy.BaseStrategy method) (fractal.core.base.strategy.strategy.BaseStrategy method) set_up() (fractal.core.base.BaseStrategy method) (fractal.core.base.strategy.BaseStrategy method) (fractal.core.base.strategy.strategy.BaseStrategy method) (fractal.strategies.basis_trading_strategy.BasisTradingStrategy method) (fractal.strategies.BasisTradingStrategy method) (fractal.strategies.gmxv2_uniswapv3_basis.GMXV2UniswapV3Basis method) (fractal.strategies.GMXV2UniswapV3Basis method) (fractal.strategies.TauResetStrategy method) sharpe (fractal.core.base.strategy.result.StrategyMetrics attribute) (fractal.core.base.strategy.StrategyMetrics attribute) size (fractal.core.entities.BaseHedgeEntity property) (fractal.core.entities.gmx_v2.GMXV2Entity property) (fractal.core.entities.GMXV2Entity property) (fractal.core.entities.hedge.BaseHedgeEntity property) (fractal.core.entities.HyperliquidEntity property) SQL (fractal.loaders.base_loader.LoaderType attribute) (fractal.loaders.LoaderType attribute) StakedETHEntity (class in fractal.core.entities) (class in fractal.core.entities.steth) StakedETHEntityException

StakedETHGlobalState (class in fractal.core.entities) (class in fractal.core.entities.steth) StakedETHInternalState (class in fractal.core.entities.steth) step() (fractal.core.base.BaseStrategy method) (fractal.core.base.strategy.BaseStrategy method) (fractal.core.base.strategy.strategy.BaseStrategy method) StETHLoader (class in fractal.loaders) (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.lido) strategy_instance() (fractal.core.launcher.Launcher method) strategy_type (fractal.core.pipeline.ExperimentConfig attribute), [1] StrategyMetrics (class in fractal.core.base.strategy) (class in fractal.core.base.strategy.result) StrategyResult (class in fractal.core.base.strategy) (class in fractal.core.base.strategy.result) SUBGRAPH_ID (fractal.loaders.StETHLoader attribute) (fractal.loaders.thegraph.ArbitrumUniswapV3Loader attribute) (fractal.loaders.thegraph.EthereumUniswapV2Loader attribute) (fractal.loaders.thegraph.EthereumUniswapV3Loader attribute) (fractal.loaders.thegraph.lido.StETHLoader attribute) (fractal.loaders.thegraph.StETHLoader attribute) (fractal.loaders.thegraph.uniswap_v2.EthereumUniswapV2Loader attribute) (fractal.loaders.thegraph.uniswap_v2.uniswap_v2_ethereum.EthereumUniswapV2Loader attribute) (fractal.loaders.thegraph.uniswap_v3.ArbitrumUniswapV3Loader attribute) (fractal.loaders.thegraph.uniswap_v3.EthereumUniswapV3Loader attribute) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_arbitrum.ArbitrumUniswapV3Loader attribute) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_ethereum.EthereumUniswapV3Loader attribute)

T

tags (fractal.core.pipeline.MLFlowConfig attribute), [1] TARGET_LEVERAGE (fractal.strategies.basis_trading_strategy.BasisTradingStrategyHyperparams attribute) (fractal.strategies.BasisTradingStrategyHyperparams attribute) TAU (fractal.strategies.TauResetParams attribute) TauResetParams (class in fractal.strategies) TauResetStrategy (class in fractal.strategies) tick_spacing (fractal.strategies.TauResetStrategy attribute) tick_to_price() (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) timestamps (fractal.core.base.strategy.result.StrategyResult attribute) (fractal.core.base.strategy.StrategyResult attribute) to_dataframe() (fractal.core.base.strategy.result.StrategyResult method), [1] (fractal.core.base.strategy.StrategyResult method), [1] token0_amount (fractal.core.entities.uniswap_v2_lp.UniswapV2LPInternalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPInternalState attribute), [1] token0_decimals (fractal.core.entities.uniswap_v2_lp.UniswapV2LPConfig attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPConfig attribute), [1] (fractal.core.entities.UniswapV2LPConfig attribute), [1] (fractal.core.entities.UniswapV3LPConfig attribute), [1] (fractal.strategies.TauResetStrategy attribute) token1_amount (fractal.core.entities.uniswap_v2_lp.UniswapV2LPInternalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPInternalState attribute), [1] token1_decimals (fractal.core.entities.uniswap_v2_lp.UniswapV2LPConfig attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPConfig attribute), [1] (fractal.core.entities.UniswapV2LPConfig attribute), [1] (fractal.core.entities.UniswapV3LPConfig attribute), [1] (fractal.strategies.TauResetStrategy attribute) trading_fee (fractal.core.entities.uniswap_v2_lp.UniswapV2LPConfig attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPConfig attribute), [1] (fractal.core.entities.UniswapV2LPConfig attribute), [1] (fractal.core.entities.UniswapV3LPConfig attribute), [1] trajectories_number (fractal.loaders.LPMLSimulatedStatesLoader attribute) (fractal.loaders.MonteCarloHourPriceLoader attribute) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.LPMLSimulatedStatesLoader attribute) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader attribute) (fractal.loaders.simulations.MonteCarloHourPriceLoader attribute) transform() (fractal.loaders.aave.AaveLoader method) (fractal.loaders.base_loader.Loader method) (fractal.loaders.binance.BinanceFundingLoader method) (fractal.loaders.binance.BinancePriceLoader method) (fractal.loaders.BinanceFundingLoader method) (fractal.loaders.ConstantFundingsLoader method) (fractal.loaders.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.gmx_v1.GMXV1FundingLoader method) (fractal.loaders.GMXV1FundingLoader method) (fractal.loaders.HyperliquidFundingRatesLoader method) (fractal.loaders.HyperLiquidPerpsPricesLoader method) (fractal.loaders.Loader method) (fractal.loaders.LPMLSimulatedStatesLoader method) (fractal.loaders.MonteCarloHourPriceLoader method), [1] (fractal.loaders.simulations.constant_fundings.ConstantFundingsLoader method) (fractal.loaders.simulations.ConstantFundingsLoader method) (fractal.loaders.simulations.lp_ml_simulated.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.LPMLSimulatedStatesLoader method) (fractal.loaders.simulations.monte_carlo.MonteCarloHourPriceLoader method), [1] (fractal.loaders.simulations.MonteCarloHourPriceLoader method), [1] (fractal.loaders.StETHLoader method) (fractal.loaders.thegraph.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.lido.StETHLoader method) (fractal.loaders.thegraph.StETHLoader method) (fractal.loaders.thegraph.uniswap_v2.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.uniswap_v2.uniswap_v2_pool.EthereumUniswapV2PoolDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3ArbitrumPoolHourDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3EthereumPoolHourDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool.UniswapV3EthereumPoolMinuteDataLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices.UniswapV3EthereumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3ArbitrumPoolHourDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPoolHourDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPoolMinuteDataLoader method) (fractal.loaders.thegraph.uniswap_v3.UniswapV3EthereumPricesLoader method) (fractal.loaders.thegraph.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.thegraph.UniswapV3ArbitrumPoolHourDataLoader method) (fractal.loaders.thegraph.UniswapV3ArbitrumPricesLoader method) (fractal.loaders.thegraph.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.thegraph.UniswapV3EthereumPoolHourDataLoader method) (fractal.loaders.UniswapV3ArbitrumPoolDayDataLoader method) (fractal.loaders.UniswapV3ArbitrumPoolHourDataLoader method) (fractal.loaders.UniswapV3EthereumPoolDayDataLoader method) (fractal.loaders.UniswapV3EthereumPoolHourDataLoader method)

tvl (fractal.core.entities.uniswap_v2_lp.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPGlobalState attribute), [1] (fractal.core.entities.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.UniswapV3LPGlobalState attribute), [1]

U

UniswapV2LPConfig (class in fractal.core.entities) (class in fractal.core.entities.uniswap_v2_lp) UniswapV2LPEntity (class in fractal.core.entities) (class in fractal.core.entities.uniswap_v2_lp) UniswapV2LPGlobalState (class in fractal.core.entities) (class in fractal.core.entities.uniswap_v2_lp) UniswapV2LPInternalState (class in fractal.core.entities.uniswap_v2_lp) UniswapV3ArbitrumPoolDayDataLoader (class in fractal.loaders) (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.uniswap_v3) (class in fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool) UniswapV3ArbitrumPoolHourDataLoader (class in fractal.loaders) (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.uniswap_v3) (class in fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool) UniswapV3ArbitrumPricesLoader (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.uniswap_v3) (class in fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices) UniswapV3EthereumPoolDayDataLoader (class in fractal.loaders) (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.uniswap_v3) (class in fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool) UniswapV3EthereumPoolHourDataLoader (class in fractal.loaders) (class in fractal.loaders.thegraph) (class in fractal.loaders.thegraph.uniswap_v3) (class in fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool) UniswapV3EthereumPoolMinuteDataLoader (class in fractal.loaders.thegraph.uniswap_v3) (class in fractal.loaders.thegraph.uniswap_v3.uniswap_v3_pool) UniswapV3EthereumPricesLoader (class in fractal.loaders.thegraph.uniswap_v3) (class in fractal.loaders.thegraph.uniswap_v3.uniswap_v3_spot_prices)

UniswapV3LPConfig (class in fractal.core.entities) (class in fractal.core.entities.uniswap_v3_lp) UniswapV3LPEntity (class in fractal.core.entities) (class in fractal.core.entities.uniswap_v3_lp) UniswapV3LPGlobalState (class in fractal.core.entities) (class in fractal.core.entities.uniswap_v3_lp) UniswapV3LPInternalState (class in fractal.core.entities.uniswap_v3_lp) UniswapV3SpotEntity (class in fractal.core.entities) (class in fractal.core.entities.uniswap_v3_spot) UniswapV3SpotEntityException UniswapV3SpotGlobalState (class in fractal.core.entities) (class in fractal.core.entities.uniswap_v3_spot) UniswapV3SpotInternalState (class in fractal.core.entities.uniswap_v3_spot) update_state() (fractal.core.base.BaseEntity method) (fractal.core.base.entity.BaseEntity method) (fractal.core.entities.aave.AaveEntity method) (fractal.core.entities.AaveEntity method) (fractal.core.entities.gmx_v2.GMXV2Entity method) (fractal.core.entities.GMXV2Entity method) (fractal.core.entities.HyperliquidEntity method) (fractal.core.entities.StakedETHEntity method) (fractal.core.entities.steth.StakedETHEntity method) (fractal.core.entities.uniswap_v2_lp.UniswapV2LPEntity method) (fractal.core.entities.uniswap_v3_lp.UniswapV3LPEntity method) (fractal.core.entities.uniswap_v3_spot.UniswapV3SpotEntity method) (fractal.core.entities.UniswapV2LPEntity method) (fractal.core.entities.UniswapV3LPEntity method) (fractal.core.entities.UniswapV3SpotEntity method)

V

volume (fractal.core.entities.uniswap_v2_lp.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.uniswap_v3_lp.UniswapV3LPGlobalState attribute), [1] (fractal.core.entities.UniswapV2LPGlobalState attribute), [1] (fractal.core.entities.UniswapV3LPGlobalState attribute), [1]

W

window_size (fractal.core.pipeline.ExperimentConfig attribute), [1]