Skip to content

basic module

Indicators built with IndicatorFactory.

You can access all the indicators either by vbt.* or vbt.indicators.*.

>>> import pandas as pd
>>> import vectorbt as vbt

>>> # vectorbt.indicators.basic.MA
>>> vbt.MA.run(pd.Series([1, 2, 3]), [2, 3]).ma
ma_window     2     3
ma_ewm    False False
0           NaN   NaN
1           1.5   NaN
2           2.5   2.0

The advantage of these indicators over TA-Lib's is that they work primarily on 2-dimensional arrays and utilize caching, which makes them faster for matrices with huge number of columns. They also have plotting methods.

Run for the examples below:

>>> import vectorbt as vbt
>>> from datetime import datetime

>>> start = '2019-03-01 UTC'  # crypto is in UTC
>>> end = '2019-09-01 UTC'
>>> cols = ['Open', 'High', 'Low', 'Close', 'Volume']
>>> ohlcv = vbt.YFData.download("BTC-USD", start=start, end=end).get(cols)
>>> ohlcv
                                   Open          High          Low  \
Date
2019-03-01 00:00:00+00:00   3853.757080   3907.795410  3851.692383
2019-03-02 00:00:00+00:00   3855.318115   3874.607422  3832.127930
2019-03-03 00:00:00+00:00   3862.266113   3875.483643  3836.905762
...                                 ...           ...          ...
2019-08-30 00:00:00+00:00   9514.844727   9656.124023  9428.302734
2019-08-31 00:00:00+00:00   9597.539062   9673.220703  9531.799805
2019-09-01 00:00:00+00:00   9630.592773   9796.755859  9582.944336

                                 Close       Volume
Date
2019-03-01 00:00:00+00:00  3859.583740   7661247975
2019-03-02 00:00:00+00:00  3864.415039   7578786076
2019-03-03 00:00:00+00:00  3847.175781   7253558152
...                                ...          ...
2019-08-30 00:00:00+00:00  9598.173828  13595263986
2019-08-31 00:00:00+00:00  9630.664062  11454806419
2019-09-01 00:00:00+00:00  9757.970703  11445355859

[185 rows x 5 columns]

>>> ohlcv.vbt.ohlcv.plot()

ATR class

ATR(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    level_names
)

Average True Range (ATR).

The indicator provide an indication of the degree of price volatility. Strong moves, in either direction, are often accompanied by large ranges, or large True Ranges.

See Average True Range - ATR.

Note

Uses Simple MA and Exponential MA as compared to Wilder.

Superclasses

Inherited members

Subclasses

  • vectorbt.indicators.basic._ATR

apply_func method

ATR.apply_func(
    high,
    low,
    close,
    window,
    ewm,
    adjust,
    tr,
    cache_dict
)

Apply function for ATR.

atr property

Output array.

atr_above method

ATR.atr_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is above other.

See combine_objs().

atr_below method

ATR.atr_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is below other.

See combine_objs().

atr_crossed_above method

ATR.atr_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is crossed_above other.

See combine_objs().

atr_crossed_below method

ATR.atr_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is crossed_below other.

See combine_objs().

atr_equal method

ATR.atr_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is equal other.

See combine_objs().

atr_stats method

ATR.atr_stats(
    *args,
    **kwargs
)

Stats of atr as generic.

close method

Input array.

close_above method

ATR.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

ATR.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

ATR.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

ATR.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

ATR.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

ATR.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

IndicatorFactory.from_apply_func.<locals>.custom_func(
    input_list,
    in_output_list,
    param_list,
    *args,
    input_shape=None,
    col=None,
    flex_2d=None,
    return_cache=False,
    use_cache=None,
    use_ray=False,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

ewm_list property

List of ewm values.

high method

Input array.

high_above method

ATR.high_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is above other.

See combine_objs().

high_below method

ATR.high_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is below other.

See combine_objs().

high_crossed_above method

ATR.high_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_above other.

See combine_objs().

high_crossed_below method

ATR.high_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_below other.

See combine_objs().

high_equal method

ATR.high_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is equal other.

See combine_objs().

high_stats method

ATR.high_stats(
    *args,
    **kwargs
)

Stats of high as generic.

low method

Input array.

low_above method

ATR.low_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is above other.

See combine_objs().

low_below method

ATR.low_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is below other.

See combine_objs().

low_crossed_above method

ATR.low_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_above other.

See combine_objs().

low_crossed_below method

ATR.low_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_below other.

See combine_objs().

low_equal method

ATR.low_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is equal other.

See combine_objs().

low_stats method

ATR.low_stats(
    *args,
    **kwargs
)

Stats of low as generic.

plot method

_ATR.plot(
    column=None,
    tr_trace_kwargs=None,
    atr_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot ATR.tr and ATR.atr.

Args

column : str
Name of the column to plot.
tr_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for ATR.tr.
atr_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for ATR.atr.
add_trace_kwargs : dict
Keyword arguments passed to add_trace.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments for layout.

Usage

>>> vbt.ATR.run(ohlcv['High'], ohlcv['Low'], ohlcv['Close'], 10).plot()

run class method

ATR.run(
    high,
    low,
    close,
    window=Default(14),
    ewm=Default(True),
    short_name='atr',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run ATR indicator.

  • Inputs: high, low, close
  • Parameters: window, ewm
  • Outputs: tr, atr

Pass a list of parameter names as hide_params to hide their column levels. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to run_pipeline().

run_combs class method

ATR.run_combs(
    high,
    low,
    close,
    window=Default(14),
    ewm=Default(True),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple ATR indicators using function comb_func.

  • Inputs: high, low, close
  • Parameters: window, ewm
  • Outputs: tr, atr

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to ATR.run().

tr property

Output array.

tr_above method

ATR.tr_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is above other.

See combine_objs().

tr_below method

ATR.tr_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is below other.

See combine_objs().

tr_crossed_above method

ATR.tr_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is crossed_above other.

See combine_objs().

tr_crossed_below method

ATR.tr_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is crossed_below other.

See combine_objs().

tr_equal method

ATR.tr_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is equal other.

See combine_objs().

tr_stats method

ATR.tr_stats(
    *args,
    **kwargs
)

Stats of tr as generic.

window_list property

List of window values.

BBANDS class

BBANDS(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    level_names
)

Bollinger Bands (BBANDS).

A Bollinger Band® is a technical analysis tool defined by a set of lines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of the security's price, but can be adjusted to user preferences.

See Bollinger Band®.

Superclasses

Inherited members

Subclasses

  • vectorbt.indicators.basic._BBANDS

alpha_list property

List of alpha values.

apply_func method

BBANDS.apply_func(
    close,
    window,
    ewm,
    alpha,
    adjust,
    ddof,
    ma_cache_dict,
    mstd_cache_dict
)

Apply function for BBANDS.

bandwidth method

Custom property.

bandwidth_above method

BBANDS.bandwidth_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where bandwidth is above other.

See combine_objs().

bandwidth_below method

BBANDS.bandwidth_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where bandwidth is below other.

See combine_objs().

bandwidth_crossed_above method

BBANDS.bandwidth_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where bandwidth is crossed_above other.

See combine_objs().

bandwidth_crossed_below method

BBANDS.bandwidth_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where bandwidth is crossed_below other.

See combine_objs().

bandwidth_equal method

BBANDS.bandwidth_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where bandwidth is equal other.

See combine_objs().

bandwidth_stats method

BBANDS.bandwidth_stats(
    *args,
    **kwargs
)

Stats of bandwidth as generic.

close method

Input array.

close_above method

BBANDS.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

BBANDS.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

BBANDS.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

BBANDS.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

BBANDS.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

BBANDS.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

IndicatorFactory.from_apply_func.<locals>.custom_func(
    input_list,
    in_output_list,
    param_list,
    *args,
    input_shape=None,
    col=None,
    flex_2d=None,
    return_cache=False,
    use_cache=None,
    use_ray=False,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

ewm_list property

List of ewm values.

lower property

Output array.

lower_above method

BBANDS.lower_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where lower is above other.

See combine_objs().

lower_below method

BBANDS.lower_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where lower is below other.

See combine_objs().

lower_crossed_above method

BBANDS.lower_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where lower is crossed_above other.

See combine_objs().

lower_crossed_below method

BBANDS.lower_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where lower is crossed_below other.

See combine_objs().

lower_equal method

BBANDS.lower_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where lower is equal other.

See combine_objs().

lower_stats method

BBANDS.lower_stats(
    *args,
    **kwargs
)

Stats of lower as generic.

middle property

Output array.

middle_above method

BBANDS.middle_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where middle is above other.

See combine_objs().

middle_below method

BBANDS.middle_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where middle is below other.

See combine_objs().

middle_crossed_above method

BBANDS.middle_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where middle is crossed_above other.

See combine_objs().

middle_crossed_below method

BBANDS.middle_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where middle is crossed_below other.

See combine_objs().

middle_equal method

BBANDS.middle_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where middle is equal other.

See combine_objs().

middle_stats method

BBANDS.middle_stats(
    *args,
    **kwargs
)

Stats of middle as generic.

percent_b method

Custom property.

percent_b_above method

BBANDS.percent_b_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_b is above other.

See combine_objs().

percent_b_below method

BBANDS.percent_b_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_b is below other.

See combine_objs().

percent_b_crossed_above method

BBANDS.percent_b_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_b is crossed_above other.

See combine_objs().

percent_b_crossed_below method

BBANDS.percent_b_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_b is crossed_below other.

See combine_objs().

percent_b_equal method

BBANDS.percent_b_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_b is equal other.

See combine_objs().

percent_b_stats method

BBANDS.percent_b_stats(
    *args,
    **kwargs
)

Stats of percent_b as generic.

plot method

_BBANDS.plot(
    column=None,
    plot_close=True,
    close_trace_kwargs=None,
    middle_trace_kwargs=None,
    upper_trace_kwargs=None,
    lower_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot BBANDS.middle, BBANDS.upper and BBANDS.lower against BBANDS.close.

Args

column : str
Name of the column to plot.
plot_close : bool
Whether to plot MA.close.
close_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for BBANDS.close.
middle_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for BBANDS.middle.
upper_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for BBANDS.upper.
lower_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for BBANDS.lower.
add_trace_kwargs : dict
Keyword arguments passed to add_trace.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments for layout.

Usage

>>> vbt.BBANDS.run(ohlcv['Close']).plot()

run class method

BBANDS.run(
    close,
    window=Default(20),
    ewm=Default(False),
    alpha=Default(2),
    short_name='bb',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run BBANDS indicator.

  • Inputs: close
  • Parameters: window, ewm, alpha
  • Outputs: middle, upper, lower

Pass a list of parameter names as hide_params to hide their column levels. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to run_pipeline().

run_combs class method

BBANDS.run_combs(
    close,
    window=Default(20),
    ewm=Default(False),
    alpha=Default(2),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple BBANDS indicators using function comb_func.

  • Inputs: close
  • Parameters: window, ewm, alpha
  • Outputs: middle, upper, lower

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to BBANDS.run().

upper property

Output array.

upper_above method

BBANDS.upper_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where upper is above other.

See combine_objs().

upper_below method

BBANDS.upper_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where upper is below other.

See combine_objs().

upper_crossed_above method

BBANDS.upper_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where upper is crossed_above other.

See combine_objs().

upper_crossed_below method

BBANDS.upper_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where upper is crossed_below other.

See combine_objs().

upper_equal method

BBANDS.upper_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where upper is equal other.

See combine_objs().

upper_stats method

BBANDS.upper_stats(
    *args,
    **kwargs
)

Stats of upper as generic.

window_list property

List of window values.

MA class

MA(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    level_names
)

Moving Average (MA).

A moving average is a widely used indicator in technical analysis that helps smooth out price action by filtering out the “noise” from random short-term price fluctuations.

See Moving Average (MA).

Superclasses

Inherited members

Subclasses

  • vectorbt.indicators.basic._MA

apply_func method

MA.apply_func(
    close,
    window,
    ewm,
    adjust,
    cache_dict
)

Apply function for MA.

close method

Input array.

close_above method

MA.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

MA.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

MA.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

MA.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

MA.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

MA.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

IndicatorFactory.from_apply_func.<locals>.custom_func(
    input_list,
    in_output_list,
    param_list,
    *args,
    input_shape=None,
    col=None,
    flex_2d=None,
    return_cache=False,
    use_cache=None,
    use_ray=False,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

ewm_list property

List of ewm values.

ma property

Output array.

ma_above method

MA.ma_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is above other.

See combine_objs().

ma_below method

MA.ma_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is below other.

See combine_objs().

ma_crossed_above method

MA.ma_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is crossed_above other.

See combine_objs().

ma_crossed_below method

MA.ma_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is crossed_below other.

See combine_objs().

ma_equal method

MA.ma_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is equal other.

See combine_objs().

ma_stats method

MA.ma_stats(
    *args,
    **kwargs
)

Stats of ma as generic.

plot method

_MA.plot(
    column=None,
    plot_close=True,
    close_trace_kwargs=None,
    ma_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot MA.ma against MA.close.

Args

column : str
Name of the column to plot.
plot_close : bool
Whether to plot MA.close.
close_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for MA.close.
ma_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for MA.ma.
add_trace_kwargs : dict
Keyword arguments passed to add_trace.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments for layout.

Usage

>>> vbt.MA.run(ohlcv['Close'], 10).plot()

run class method

MA.run(
    close,
    window,
    ewm=Default(False),
    short_name='ma',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run MA indicator.

  • Inputs: close
  • Parameters: window, ewm
  • Outputs: ma

Pass a list of parameter names as hide_params to hide their column levels. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to run_pipeline().

run_combs class method

MA.run_combs(
    close,
    window,
    ewm=Default(False),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple MA indicators using function comb_func.

  • Inputs: close
  • Parameters: window, ewm
  • Outputs: ma

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to MA.run().

window_list property

List of window values.

MACD class

MACD(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    level_names
)

Moving Average Convergence Divergence (MACD).

Is a trend-following momentum indicator that shows the relationship between two moving averages of prices.

See Moving Average Convergence Divergence – MACD.

Superclasses

Inherited members

Subclasses

  • vectorbt.indicators.basic._MACD

apply_func method

MACD.apply_func(
    close,
    fast_window,
    slow_window,
    signal_window,
    macd_ewm,
    signal_ewm,
    adjust,
    cache_dict
)

Apply function for MACD.

close method

Input array.

close_above method

MACD.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

MACD.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

MACD.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

MACD.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

MACD.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

MACD.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

IndicatorFactory.from_apply_func.<locals>.custom_func(
    input_list,
    in_output_list,
    param_list,
    *args,
    input_shape=None,
    col=None,
    flex_2d=None,
    return_cache=False,
    use_cache=None,
    use_ray=False,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

fast_window_list property

List of fast_window values.

hist method

Custom property.

hist_above method

MACD.hist_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where hist is above other.

See combine_objs().

hist_below method

MACD.hist_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where hist is below other.

See combine_objs().

hist_crossed_above method

MACD.hist_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where hist is crossed_above other.

See combine_objs().

hist_crossed_below method

MACD.hist_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where hist is crossed_below other.

See combine_objs().

hist_equal method

MACD.hist_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where hist is equal other.

See combine_objs().

hist_stats method

MACD.hist_stats(
    *args,
    **kwargs
)

Stats of hist as generic.

macd property

Output array.

macd_above method

MACD.macd_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where macd is above other.

See combine_objs().

macd_below method

MACD.macd_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where macd is below other.

See combine_objs().

macd_crossed_above method

MACD.macd_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where macd is crossed_above other.

See combine_objs().

macd_crossed_below method

MACD.macd_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where macd is crossed_below other.

See combine_objs().

macd_equal method

MACD.macd_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where macd is equal other.

See combine_objs().

macd_ewm_list property

List of macd_ewm values.

macd_stats method

MACD.macd_stats(
    *args,
    **kwargs
)

Stats of macd as generic.

plot method

_MACD.plot(
    column=None,
    macd_trace_kwargs=None,
    signal_trace_kwargs=None,
    hist_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot MACD.macd, MACD.signal and MACD.hist.

Args

column : str
Name of the column to plot.
macd_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for MACD.macd.
signal_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for MACD.signal.
hist_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Bar for MACD.hist.
add_trace_kwargs : dict
Keyword arguments passed to add_trace.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments for layout.

Usage

>>> vbt.MACD.run(ohlcv['Close']).plot()

run class method

MACD.run(
    close,
    fast_window=Default(12),
    slow_window=Default(26),
    signal_window=Default(9),
    macd_ewm=Default(False),
    signal_ewm=Default(False),
    short_name='macd',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run MACD indicator.

  • Inputs: close
  • Parameters: fast_window, slow_window, signal_window, macd_ewm, signal_ewm
  • Outputs: macd, signal

Pass a list of parameter names as hide_params to hide their column levels. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to run_pipeline().

run_combs class method

MACD.run_combs(
    close,
    fast_window=Default(12),
    slow_window=Default(26),
    signal_window=Default(9),
    macd_ewm=Default(False),
    signal_ewm=Default(False),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple MACD indicators using function comb_func.

  • Inputs: close
  • Parameters: fast_window, slow_window, signal_window, macd_ewm, signal_ewm
  • Outputs: macd, signal

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to MACD.run().

signal property

Output array.

signal_above method

MACD.signal_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where signal is above other.

See combine_objs().

signal_below method

MACD.signal_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where signal is below other.

See combine_objs().

signal_crossed_above method

MACD.signal_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where signal is crossed_above other.

See combine_objs().

signal_crossed_below method

MACD.signal_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where signal is crossed_below other.

See combine_objs().

signal_equal method

MACD.signal_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where signal is equal other.

See combine_objs().

signal_ewm_list property

List of signal_ewm values.

signal_stats method

MACD.signal_stats(
    *args,
    **kwargs
)

Stats of signal as generic.

signal_window_list property

List of signal_window values.

slow_window_list property

List of slow_window values.

MSTD class

MSTD(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    level_names
)

Moving Standard Deviation (MSTD).

Standard deviation is an indicator that measures the size of an assets recent price moves in order to predict how volatile the price may be in the future.

Superclasses

Inherited members

Subclasses

  • vectorbt.indicators.basic._MSTD

apply_func method

MSTD.apply_func(
    close,
    window,
    ewm,
    adjust,
    ddof,
    cache_dict
)

Apply function for MSTD.

close method

Input array.

close_above method

MSTD.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

MSTD.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

MSTD.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

MSTD.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

MSTD.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

MSTD.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

IndicatorFactory.from_apply_func.<locals>.custom_func(
    input_list,
    in_output_list,
    param_list,
    *args,
    input_shape=None,
    col=None,
    flex_2d=None,
    return_cache=False,
    use_cache=None,
    use_ray=False,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

ewm_list property

List of ewm values.

mstd property

Output array.

mstd_above method

MSTD.mstd_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where mstd is above other.

See combine_objs().

mstd_below method

MSTD.mstd_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where mstd is below other.

See combine_objs().

mstd_crossed_above method

MSTD.mstd_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where mstd is crossed_above other.

See combine_objs().

mstd_crossed_below method

MSTD.mstd_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where mstd is crossed_below other.

See combine_objs().

mstd_equal method

MSTD.mstd_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where mstd is equal other.

See combine_objs().

mstd_stats method

MSTD.mstd_stats(
    *args,
    **kwargs
)

Stats of mstd as generic.

plot method

_MSTD.plot(
    column=None,
    mstd_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot MSTD.mstd.

Args

column : str
Name of the column to plot.
mstd_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for MSTD.mstd.
add_trace_kwargs : dict
Keyword arguments passed to add_trace.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments for layout.

Usage

>>> vbt.MSTD.run(ohlcv['Close'], 10).plot()

run class method

MSTD.run(
    close,
    window,
    ewm=Default(False),
    short_name='mstd',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run MSTD indicator.

  • Inputs: close
  • Parameters: window, ewm
  • Outputs: mstd

Pass a list of parameter names as hide_params to hide their column levels. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to run_pipeline().

run_combs class method

MSTD.run_combs(
    close,
    window,
    ewm=Default(False),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple MSTD indicators using function comb_func.

  • Inputs: close
  • Parameters: window, ewm
  • Outputs: mstd

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to MSTD.run().

window_list property

List of window values.

OBV class

OBV(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    level_names
)

On-balance volume (OBV).

It relates price and volume in the stock market. OBV is based on a cumulative total volume.

See On-Balance Volume (OBV).

Superclasses

Inherited members

Subclasses

  • vectorbt.indicators.basic._OBV

close method

Input array.

close_above method

OBV.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

OBV.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

OBV.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

OBV.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

OBV.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

OBV.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

OBV.custom_func(
    close,
    volume_ts
)

Custom calculation function for OBV.

obv property

Output array.

obv_above method

OBV.obv_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is above other.

See combine_objs().

obv_below method

OBV.obv_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is below other.

See combine_objs().

obv_crossed_above method

OBV.obv_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is crossed_above other.

See combine_objs().

obv_crossed_below method

OBV.obv_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is crossed_below other.

See combine_objs().

obv_equal method

OBV.obv_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is equal other.

See combine_objs().

obv_stats method

OBV.obv_stats(
    *args,
    **kwargs
)

Stats of obv as generic.

plot method

_OBV.plot(
    column=None,
    obv_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot OBV.obv.

Args

column : str
Name of the column to plot.
obv_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for OBV.obv.
add_trace_kwargs : dict
Keyword arguments passed to add_trace.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments for layout.

Usage

>>> vbt.OBV.run(ohlcv['Close'], ohlcv['Volume']).plot()

run class method

OBV.run(
    close,
    volume,
    short_name='obv',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run OBV indicator.

  • Inputs: close, volume
  • Outputs: obv

Pass a list of parameter names as hide_params to hide their column levels. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to run_pipeline().

volume method

Input array.

volume_above method

OBV.volume_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is above other.

See combine_objs().

volume_below method

OBV.volume_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is below other.

See combine_objs().

volume_crossed_above method

OBV.volume_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is crossed_above other.

See combine_objs().

volume_crossed_below method

OBV.volume_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is crossed_below other.

See combine_objs().

volume_equal method

OBV.volume_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is equal other.

See combine_objs().

volume_stats method

OBV.volume_stats(
    *args,
    **kwargs
)

Stats of volume as generic.

RSI class

RSI(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    level_names
)

Relative Strength Index (RSI).

Compares the magnitude of recent gains and losses over a specified time period to measure speed and change of price movements of a security. It is primarily used to attempt to identify overbought or oversold conditions in the trading of an asset.

See Relative Strength Index (RSI).

Superclasses

Inherited members

Subclasses

  • vectorbt.indicators.basic._RSI

apply_func method

RSI.apply_func(
    close,
    window,
    ewm,
    adjust,
    cache_dict
)

Apply function for RSI.

close method

Input array.

close_above method

RSI.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

RSI.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

RSI.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

RSI.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

RSI.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

RSI.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

IndicatorFactory.from_apply_func.<locals>.custom_func(
    input_list,
    in_output_list,
    param_list,
    *args,
    input_shape=None,
    col=None,
    flex_2d=None,
    return_cache=False,
    use_cache=None,
    use_ray=False,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

ewm_list property

List of ewm values.

plot method

_RSI.plot(
    column=None,
    levels=(30, 70),
    rsi_trace_kwargs=None,
    add_trace_kwargs=None,
    xref='x',
    yref='y',
    fig=None,
    **layout_kwargs
)

Plot RSI.rsi.

Args

column : str
Name of the column to plot.
levels : tuple
Two extremes: bottom and top.
rsi_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for RSI.rsi.
add_trace_kwargs : dict
Keyword arguments passed to add_trace.
xref : str
X coordinate axis.
yref : str
Y coordinate axis.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments for layout.

Usage

>>> vbt.RSI.run(ohlcv['Close']).plot()

rsi property

Output array.

rsi_above method

RSI.rsi_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is above other.

See combine_objs().

rsi_below method

RSI.rsi_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is below other.

See combine_objs().

rsi_crossed_above method

RSI.rsi_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is crossed_above other.

See combine_objs().

rsi_crossed_below method

RSI.rsi_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is crossed_below other.

See combine_objs().

rsi_equal method

RSI.rsi_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is equal other.

See combine_objs().

rsi_stats method

RSI.rsi_stats(
    *args,
    **kwargs
)

Stats of rsi as generic.

run class method

RSI.run(
    close,
    window=Default(14),
    ewm=Default(False),
    short_name='rsi',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run RSI indicator.

  • Inputs: close
  • Parameters: window, ewm
  • Outputs: rsi

Pass a list of parameter names as hide_params to hide their column levels. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to run_pipeline().

run_combs class method

RSI.run_combs(
    close,
    window=Default(14),
    ewm=Default(False),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple RSI indicators using function comb_func.

  • Inputs: close
  • Parameters: window, ewm
  • Outputs: rsi

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to RSI.run().

window_list property

List of window values.

STOCH class

STOCH(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    level_names
)

Stochastic Oscillator (STOCH).

A stochastic oscillator is a momentum indicator comparing a particular closing price of a security to a range of its prices over a certain period of time. It is used to generate overbought and oversold trading signals, utilizing a 0-100 bounded range of values.

See Stochastic Oscillator.

Superclasses

Inherited members

Subclasses

  • vectorbt.indicators.basic._STOCH

apply_func method

STOCH.apply_func(
    high,
    low,
    close,
    k_window,
    d_window,
    d_ewm,
    adjust,
    cache_dict
)

Apply function for STOCH.

close method

Input array.

close_above method

STOCH.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

STOCH.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

STOCH.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

STOCH.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

STOCH.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

STOCH.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

IndicatorFactory.from_apply_func.<locals>.custom_func(
    input_list,
    in_output_list,
    param_list,
    *args,
    input_shape=None,
    col=None,
    flex_2d=None,
    return_cache=False,
    use_cache=None,
    use_ray=False,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

d_ewm_list property

List of d_ewm values.

d_window_list property

List of d_window values.

high method

Input array.

high_above method

STOCH.high_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is above other.

See combine_objs().

high_below method

STOCH.high_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is below other.

See combine_objs().

high_crossed_above method

STOCH.high_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_above other.

See combine_objs().

high_crossed_below method

STOCH.high_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_below other.

See combine_objs().

high_equal method

STOCH.high_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is equal other.

See combine_objs().

high_stats method

STOCH.high_stats(
    *args,
    **kwargs
)

Stats of high as generic.

k_window_list property

List of k_window values.

low method

Input array.

low_above method

STOCH.low_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is above other.

See combine_objs().

low_below method

STOCH.low_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is below other.

See combine_objs().

low_crossed_above method

STOCH.low_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_above other.

See combine_objs().

low_crossed_below method

STOCH.low_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_below other.

See combine_objs().

low_equal method

STOCH.low_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is equal other.

See combine_objs().

low_stats method

STOCH.low_stats(
    *args,
    **kwargs
)

Stats of low as generic.

percent_d property

Output array.

percent_d_above method

STOCH.percent_d_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_d is above other.

See combine_objs().

percent_d_below method

STOCH.percent_d_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_d is below other.

See combine_objs().

percent_d_crossed_above method

STOCH.percent_d_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_d is crossed_above other.

See combine_objs().

percent_d_crossed_below method

STOCH.percent_d_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_d is crossed_below other.

See combine_objs().

percent_d_equal method

STOCH.percent_d_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_d is equal other.

See combine_objs().

percent_d_stats method

STOCH.percent_d_stats(
    *args,
    **kwargs
)

Stats of percent_d as generic.

percent_k property

Output array.

percent_k_above method

STOCH.percent_k_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_k is above other.

See combine_objs().

percent_k_below method

STOCH.percent_k_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_k is below other.

See combine_objs().

percent_k_crossed_above method

STOCH.percent_k_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_k is crossed_above other.

See combine_objs().

percent_k_crossed_below method

STOCH.percent_k_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_k is crossed_below other.

See combine_objs().

percent_k_equal method

STOCH.percent_k_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where percent_k is equal other.

See combine_objs().

percent_k_stats method

STOCH.percent_k_stats(
    *args,
    **kwargs
)

Stats of percent_k as generic.

plot method

_STOCH.plot(
    column=None,
    levels=(30, 70),
    percent_k_trace_kwargs=None,
    percent_d_trace_kwargs=None,
    shape_kwargs=None,
    add_trace_kwargs=None,
    xref='x',
    yref='y',
    fig=None,
    **layout_kwargs
)

Plot STOCH.percent_k and STOCH.percent_d.

Args

column : str
Name of the column to plot.
levels : tuple
Two extremes: bottom and top.
percent_k_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for STOCH.percent_k.
percent_d_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for STOCH.percent_d.
shape_kwargs : dict
Keyword arguments passed to Figure or FigureWidget.add_shape for zone between levels.
add_trace_kwargs : dict
Keyword arguments passed to add_trace.
xref : str
X coordinate axis.
yref : str
Y coordinate axis.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments for layout.

Usage

>>> vbt.STOCH.run(ohlcv['High'], ohlcv['Low'], ohlcv['Close']).plot()

run class method

STOCH.run(
    high,
    low,
    close,
    k_window=Default(14),
    d_window=Default(3),
    d_ewm=Default(False),
    short_name='stoch',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run STOCH indicator.

  • Inputs: high, low, close
  • Parameters: k_window, d_window, d_ewm
  • Outputs: percent_k, percent_d

Pass a list of parameter names as hide_params to hide their column levels. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to run_pipeline().

run_combs class method

STOCH.run_combs(
    high,
    low,
    close,
    k_window=Default(14),
    d_window=Default(3),
    d_ewm=Default(False),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple STOCH indicators using function comb_func.

  • Inputs: high, low, close
  • Parameters: k_window, d_window, d_ewm
  • Outputs: percent_k, percent_d

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to STOCH.run().