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combine_fns module

Functions for combining arrays.

Combine functions combine two or more NumPy arrays using a custom function. The emphasis here is done upon stacking the results into one NumPy array - since vectorbt is all about brute-forcing large spaces of hyperparameters, concatenating the results of each hyperparameter combination into a single DataFrame is important. All functions are available in both Python and Numba-compiled form.

apply_and_concat_multiple function

apply_and_concat_multiple(
    n,
    apply_func,
    *args,
    show_progress=False,
    tqdm_kwargs=None,
    **kwargs
)

Identical to apply_and_concat_one(), except that the result of apply_func must be multiple 1-dim or 2-dim arrays. Each of these arrays at i will be concatenated with the array at the same position at i+1.

apply_and_concat_multiple_nb function

apply_and_concat_multiple_nb(
    n,
    apply_func_nb,
    *args
)

A Numba-compiled version of apply_and_concat_multiple().

Note

  • Output of apply_func_nb must be strictly homogeneous
  • apply_func_nb must be Numba-compiled
  • *args must be Numba-compatible
  • No support for **kwargs

apply_and_concat_multiple_ray function

apply_and_concat_multiple_ray(
    *args,
    **kwargs
)

Distributed version of apply_and_concat_multiple().

apply_and_concat_none function

apply_and_concat_none(
    n,
    apply_func,
    *args,
    show_progress=False,
    tqdm_kwargs=None,
    **kwargs
)

For each value i from 0 to n, apply apply_func with arguments *args and **kwargs, and output nothing. Meant for in-place outputs.

apply_func must accept arguments i, *args and **kwargs.

apply_and_concat_none_nb function

apply_and_concat_none_nb(
    n,
    apply_func_nb,
    *args
)

A Numba-compiled version of apply_and_concat_none().

Note

  • apply_func_nb must be Numba-compiled
  • *args must be Numba-compatible
  • No support for **kwargs

apply_and_concat_one function

apply_and_concat_one(
    n,
    apply_func,
    *args,
    show_progress=False,
    tqdm_kwargs=None,
    **kwargs
)

For each value i from 0 to n, apply apply_func with arguments *args and **kwargs, and concat the results along axis 1.

The result of apply_func must be a single 1-dim or 2-dim array.

apply_func must accept arguments i, *args and **kwargs.

apply_and_concat_one_nb function

apply_and_concat_one_nb(
    n,
    apply_func_nb,
    *args
)

A Numba-compiled version of apply_and_concat_one().

Note

  • apply_func_nb must be Numba-compiled
  • *args must be Numba-compatible
  • No support for **kwargs

apply_and_concat_one_ray function

apply_and_concat_one_ray(
    *args,
    **kwargs
)

Distributed version of apply_and_concat_one().

combine_and_concat function

combine_and_concat(
    obj,
    others,
    combine_func,
    *args,
    **kwargs
)

Use apply_and_concat_one() to combine obj with each element from others using combine_func.

combine_and_concat_nb function

combine_and_concat_nb(
    obj,
    others,
    combine_func_nb,
    *args
)

A Numba-compiled version of combine_and_concat().

combine_and_concat_ray function

combine_and_concat_ray(
    obj,
    others,
    combine_func,
    *args,
    **kwargs
)

Distributed version of combine_and_concat().

combine_multiple function

combine_multiple(
    objs,
    combine_func,
    *args,
    **kwargs
)

Combine objs pairwise into a single object.

combine_multiple_nb function

combine_multiple_nb(
    objs,
    combine_func_nb,
    *args
)

A Numba-compiled version of combine_multiple().

Note

  • combine_func_nb must be Numba-compiled
  • objs and *args must be Numba-compatible
  • objs must be strictly homogeneous
  • No support for **kwargs

ray_apply function

ray_apply(
    n,
    apply_func,
    *args,
    ray_force_init=False,
    ray_func_kwargs=None,
    ray_init_kwargs=None,
    ray_shutdown=False,
    **kwargs
)

Run apply_func in distributed manner.

Set ray_reinit to True to terminate the Ray runtime and initialize a new one. ray_func_kwargs will be passed to ray.remote and ray_init_kwargs to ray.init. Set ray_shutdown to True to terminate the Ray runtime upon the job end.

select_and_combine function

select_and_combine(
    i,
    obj,
    others,
    combine_func,
    *args,
    **kwargs
)

Combine obj and an element from others at i using combine_func.

select_and_combine_nb function

select_and_combine_nb(
    i,
    obj,
    others,
    combine_func_nb,
    *args
)

A Numba-compiled version of select_and_combine().

Note

  • combine_func_nb must be Numba-compiled
  • obj, others and *args must be Numba-compatible
  • others must be strictly homogeneous
  • No support for **kwargs

to_2d_multiple_nb function

to_2d_multiple_nb(
    a
)

Expand the dimensions of each array in a along axis 1.

Note

  • a must be strictly homogeneous

to_2d_one_nb function

to_2d_one_nb(
    a
)

Expand the dimensions of array a along axis 1.

Note

  • a must be strictly homogeneous