API Reference

Complete API documentation for qlcore, generated from source docstrings.

Module Overview

Core Types

Module	Description
Positions	SpotPosition, PerpetualPosition, FuturesPosition
Events	Fill, FundingEvent, LiquidationEvent, SettlementEvent
Portfolio	Portfolio, Account, Ledger

Calculations

Module	Description
Risk	Sharpe ratio, Sortino, max drawdown, VaR
Sizing	Position sizing strategies
Margin	Margin calculations
Fees	Fee schedules and calculations
Pricing	Mark price, mid price, VWAP
PnL	Profit and loss calculations

Utilities

Module	Description
Math	Precision, rounding, statistics
Serialization	JSON encode/decode

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Import Patterns

Direct Import

from qlcore import Portfolio, Fill, SpotPosition

Namespace Import

import qlcore as qc

qc.Portfolio
qc.positions.SpotPosition
qc.risk.sharpe_ratio

Full Import List

from qlcore import (
    # Core
    Portfolio, Account, Fill,

    # Positions
    SpotPosition, PerpetualPosition, FuturesPosition,

    # Orders
    MarketOrder, LimitOrder, StopMarketOrder,

    # Events
    FundingEvent, LiquidationEvent, SettlementEvent,

    # Enums
    OrderSide, PositionSide, OrderType,

    # Risk
    sharpe_ratio, sortino_ratio, max_drawdown,

    # Sizing
    percent_of_equity, risk_per_trade, kelly_fraction,

    # Margin
    calculate_initial_margin, calculate_maintenance_margin,

    # Fees
    FeeSchedule, calculate_fee,

    # Serialization
    to_json, from_json, save_to_file, load_from_file,
)