enums module¶

Named tuples and enumerated types.

Defines enums and other schemas for vectorbt.generic.

DrawdownStatus DrawdownStatusT¶

Drawdown status.

{
    "Active": 0,
    "Recovered": 1
}

RangeStatus RangeStatusT¶

Range status.

{
    "Open": 0,
    "Closed": 1
}

drawdown_dt VoidDType¶

np.dtype of drawdown records.

{
    "id": "int64",
    "col": "int64",
    "peak_idx": "int64",
    "start_idx": "int64",
    "valley_idx": "int64",
    "end_idx": "int64",
    "peak_val": "float64",
    "valley_val": "float64",
    "end_val": "float64",
    "status": "int64"
}

range_dt VoidDType¶

np.dtype of range records.

{
    "id": "int64",
    "col": "int64",
    "start_idx": "int64",
    "end_idx": "int64",
    "status": "int64"
}

DrawdownStatusT class¶

DrawdownStatusT(
    Active,
    Recovered
)

DrawdownStatusT(Active, Recovered)

Superclasses

• builtins.tuple

Active method-wrapper¶

Alias for field number 0

Recovered method-wrapper¶

Alias for field number 1

RangeStatusT class¶

RangeStatusT(
    Open,
    Closed
)

RangeStatusT(Open, Closed)

Superclasses

• builtins.tuple

Closed method-wrapper¶

Alias for field number 1

Open method-wrapper¶

Alias for field number 0