API Reference quant v#0.1.0-alpha.1

Quant.Explorer - High-performance standardized financial data API for Elixir.

Centralized configuration management for Quant.Explorer.

Data normalization utilities for converting raw API responses into standardized Explorer DataFrames.

HTTP client wrapper with retry logic, timeout handling, and standardized error responses.

Configuration module for selecting the appropriate HTTP client based on environment.

Alpha Vantage data provider for Quant.Explorer.

Behaviour that all data providers must implement.

Binance provider implementation for cryptocurrency data.

CoinGecko cryptocurrency data provider.

Twelve Data financial API provider.

Yahoo Finance provider implementation.

Advanced rate limiter with pluggable backends and provider-specific configurations.

Behaviour for rate limiting backends.

ETS-based rate limiting backend implementation.

Provider-specific rate limiting configurations.

Comprehensive schema standardization for financial data analysis.

Mathematical utilities for financial data analysis.

Moving Average technical indicators.

Momentum oscillators and technical indicators for financial time series analysis.

Shared utility functions for mathematical operations in the Quant.Math module.

Main API module for quantitative trading strategies.

Basic backtesting engine for strategy validation.

Composite strategy implementation for combining multiple strategies.

Momentum-based trading strategies.

Moving average based trading strategies.

Parameter optimization engine for systematic strategy tuning.

Export utilities for optimization results.

Utilities for generating parameter ranges and combinations.

Analysis and ranking of optimization results.

Performance analysis for backtesting results.

Core signal generation module for trading strategies.

Utility functions for strategy operations.

Volatility-based trading strategies.