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nb module

Numba-compiled functions.

Provides an arsenal of Numba-compiled functions that are used by indicator classes. These only accept NumPy arrays and other Numba-compatible types.

Note

vectorbt treats matrices as first-class citizens and expects input arrays to be 2-dim, unless function has suffix _1d or is meant to be input to another function. Data is processed along index (axis 0).

All functions passed as argument should be Numba-compiled.

atr_apply_nb function

atr_apply_nb(
    high,
    low,
    close,
    window,
    ewm,
    adjust,
    tr,
    cache_dict
)

Apply function for ATR.

atr_cache_nb function

atr_cache_nb(
    high,
    low,
    close,
    windows,
    ewms,
    adjust
)

Caching function for ATR.

bb_apply_nb function

bb_apply_nb(
    close,
    window,
    ewm,
    alpha,
    adjust,
    ddof,
    ma_cache_dict,
    mstd_cache_dict
)

Apply function for BBANDS.

bb_cache_nb function

bb_cache_nb(
    close,
    windows,
    ewms,
    alphas,
    adjust,
    ddof
)

Caching function for BBANDS.

ma_apply_nb function

ma_apply_nb(
    close,
    window,
    ewm,
    adjust,
    cache_dict
)

Apply function for MA.

ma_cache_nb function

ma_cache_nb(
    close,
    windows,
    ewms,
    adjust
)

Caching function for MA.

ma_nb function

ma_nb(
    a,
    window,
    ewm,
    adjust=False
)

Compute simple or exponential moving average (ewm=True).

macd_apply_nb function

macd_apply_nb(
    close,
    fast_window,
    slow_window,
    signal_window,
    macd_ewm,
    signal_ewm,
    adjust,
    cache_dict
)

Apply function for MACD.

macd_cache_nb function

macd_cache_nb(
    close,
    fast_windows,
    slow_windows,
    signal_windows,
    macd_ewms,
    signal_ewms,
    adjust
)

Caching function for MACD.

mstd_apply_nb function

mstd_apply_nb(
    close,
    window,
    ewm,
    adjust,
    ddof,
    cache_dict
)

Apply function for MSTD.

mstd_cache_nb function

mstd_cache_nb(
    close,
    windows,
    ewms,
    adjust,
    ddof
)

Caching function for MSTD.

mstd_nb function

mstd_nb(
    a,
    window,
    ewm,
    adjust=False,
    ddof=0
)

Compute simple or exponential moving STD (ewm=True).

obv_custom_nb function

obv_custom_nb(
    close,
    volume_ts
)

Custom calculation function for OBV.

rsi_apply_nb function

rsi_apply_nb(
    close,
    window,
    ewm,
    adjust,
    cache_dict
)

Apply function for RSI.

rsi_cache_nb function

rsi_cache_nb(
    close,
    windows,
    ewms,
    adjust
)

Caching function for RSI.

stoch_apply_nb function

stoch_apply_nb(
    high,
    low,
    close,
    k_window,
    d_window,
    d_ewm,
    adjust,
    cache_dict
)

Apply function for STOCH.

stoch_cache_nb function

stoch_cache_nb(
    high,
    low,
    close,
    k_windows,
    d_windows,
    d_ewms,
    adjust
)

Caching function for STOCH.

true_range_nb function

true_range_nb(
    high,
    low,
    close
)

Calculate true range.