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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 dtype[void]

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 dtype[void]

np.dtype of range records.

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