This part of the documentation covers all the interfaces of Prophet. For parts where Flask depends on external libraries, we document the most important right here and provide links to the canonical documentation.

Prophet Object

class prophet.Prophet

The application object. Serves as the primary interface for using the Prophet library.



Dictionary of settings to make available to other functions. Useful for things like RISK_FREE_RATE.


Analyzes a backtest with the registered portfolio analyzers.

Parameters:backtest (prophet.backtest.BackTest) – a backtest object
generate_orders(target_datetime, lookback=0, cash=1000000, buffer_days=0, portfolio=Portfolio())

Generates orders for a given day. Useful for generating trade orders for a your personal account.

  • target_datetime (datetime) – The datetime you want to generate orders for.
  • lookback (int) – Number of trading days you want data for before the (target_datetime - buffer_days)
  • cash (int) – Amount of starting cash
  • buffer_days (int) – number of trading days you want extra data generated for. Acts as a data start date.
  • portfolio (prophet.portfolio.Portfolio) – Starting portfolio

Registers functions that generate data to be assessed in the order generator.

Parameters:functions (list) – List of functions.

Registers a list of functions that are sequentially executed to generate data. This list is appended to list of existing data generators.

Parameters:functions (list of function) – Each function in the list of args is executed in sequential order.
run_backtest(start, end=None, lookback=0, slippage=0.0, commission=0.0, cash=1000000, initial_portfolio=Portfolio())

Runs a backtest over a given time period.

  • start (datetime) – The start of the backtest window
  • end (datetime) – The end of the backtest windows
  • lookback (int) – Number of trading days you want data for before the start date
  • slippage (float) – Percent price slippage when executing order
  • commission (float) – Amount of commission paid per order
  • cash (int) – Amount of starting cash
  • portfolio (prophet.portfolio.Portfolio) – Starting portfolio



Sets the order generator for backtests.

Parameters:order_generator – Instance of class with a run method that generates

Sets the list of all tickers symbols that will be used.

Parameters:symbols (list of str) – Ticker symbols to be used by Prophet.

Order Objects

class prophet.orders.Order

Order(symbol, shares)

class prophet.orders.Orders(*args)

Orders object that an OrderGenerator should return.

add_order(symbol, shares)

Add an order to the orders list.

  • symbol (str) – Stock symbol to purchase
  • shares (int) – Number of shares to purchase. Can be negative.

Backtest Object


Portfolio Objects

class prophet.portfolio.Portfolio

Portfolio object where keys are stock symbols and values are share counts. You can pass these into a backtest to start with an initial basket of stocks.


Subclasses dict in v0.1

Analyzer Objects

class prophet.analyze.Analyzer
class prophet.analyze.Volatility
class prophet.analyze.AverageReturn
class prophet.analyze.Sharpe
class prophet.analyze.CumulativeReturn
prophet.analyze.default_analyzers = [volatility, average_return, sharpe, cumulative_return, maximum_drawdown, sortino]

list() -> new empty list list(iterable) -> new list initialized from iterable’s items

Data Objects

class prophet.data.DataGenerator(cache_path=None, data_path=None)
class prophet.data.PandasDataGenerator(cache_path=None, data_path=None)
class prophet.data.YahooCloseData(cache_path=None, data_path=None)
class prophet.data.YahooVolumeData(cache_path=None, data_path=None)


Fork me on GitHub