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nb module

Numba-compiled functions.

Provides an arsenal of Numba-compiled functions for records and mapped arrays. 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.

Records should retain the order they were created in.

ol_expand_mapped_nb function

_expand_mapped_nb(
    mapped_arr,
    col_arr,
    idx_arr,
    target_shape,
    fill_value
)

ol_stack_expand_mapped_nb function

_stack_expand_mapped_nb(
    mapped_arr,
    col_map,
    fill_value
)

apply_on_mapped_nb function

apply_on_mapped_nb(
    mapped_arr,
    col_map,
    apply_func_nb,
    *args
)

Apply function on mapped array per column.

Returns the same shape as mapped_arr.

apply_func_nb should accept the indices of values, index of the column, values of the column, and *args, and return an array.

apply_on_records_nb function

apply_on_records_nb(
    records,
    col_map,
    apply_func_nb,
    *args
)

Apply function on records per column.

Returns the same shape as records.

apply_func_nb should accept the records of the column and *args, and return an array.

bottom_n_inout_map_nb function

bottom_n_inout_map_nb(
    inout,
    idxs,
    col,
    mapped_arr,
    n
)

inout_map_func_nb that returns indices of bottom N elements.

col_map_nb function

col_map_nb(
    col_arr,
    n_cols
)

Build a map between columns and their indices.

Returns an array with indices segmented by column, and an array with count per segment.

Works well for unsorted column arrays.

col_map_select_nb function

col_map_select_nb(
    col_map,
    new_cols
)

Same as mapped_col_range_select_nb but using column map col_map.

col_range_nb function

col_range_nb(
    col_arr,
    n_cols
)

Build column range for sorted column array.

Creates a 2-dim array with first column being start indices (inclusive) and second column being end indices (exclusive).

Note

Requires col_arr to be in ascending order. This can be done by sorting.

col_range_select_nb function

col_range_select_nb(
    col_range,
    new_cols
)

Perform indexing on a sorted array using column range col_range.

Returns indices of elements corresponding to columns in new_cols and a new column array.

expand_mapped_nb function

expand_mapped_nb(
    mapped_arr,
    col_arr,
    idx_arr,
    target_shape,
    fill_value
)

Set each element to a value by boolean mask.

is_col_idx_sorted_nb function

is_col_idx_sorted_nb(
    col_arr,
    id_arr
)

Check whether the column and index arrays are sorted.

is_col_sorted_nb function

is_col_sorted_nb(
    col_arr
)

Check whether the column array is sorted.

is_mapped_expandable_nb function

is_mapped_expandable_nb(
    col_arr,
    idx_arr,
    target_shape
)

Check whether mapped array can be expanded without positional conflicts.

map_records_nb function

map_records_nb(
    records,
    map_func_nb,
    *args
)

Map each record to a single value.

map_func_nb should accept a single record and *args, and return a single value.

mapped_to_mask_nb function

mapped_to_mask_nb(
    mapped_arr,
    col_map,
    inout_map_func_nb,
    *args
)

Map mapped array to a mask per column.

Returns the same shape as mapped_arr.

inout_map_func_nb should accept the boolean array that should be written, indices of values, index of the column, values of the column, and *args, and return nothing.

mapped_value_counts_nb function

mapped_value_counts_nb(
    codes,
    n_uniques,
    col_map
)

Get value counts of an already factorized mapped array.

record_col_map_select_nb function

record_col_map_select_nb(
    records,
    col_map,
    new_cols
)

Same as record_col_range_select_nb() but using column map col_map.

record_col_range_select_nb function

record_col_range_select_nb(
    records,
    col_range,
    new_cols
)

Perform indexing on sorted records using column range col_range.

Returns new records.

reduce_mapped_nb function

reduce_mapped_nb(
    mapped_arr,
    col_map,
    fill_value,
    reduce_func_nb,
    *args
)

Reduce mapped array by column to a single value.

Faster than expand_mapped_nb() and vbt.* used together, and also requires less memory. But does not take advantage of caching.

reduce_func_nb should accept index of the column, mapped array and *args, and return a single value.

reduce_mapped_to_array_nb function

reduce_mapped_to_array_nb(
    mapped_arr,
    col_map,
    fill_value,
    reduce_func_nb,
    *args
)

Reduce mapped array by column to an array.

reduce_func_nb same as for reduce_mapped_nb() but should return an array.

reduce_mapped_to_idx_array_nb function

reduce_mapped_to_idx_array_nb(
    mapped_arr,
    col_map,
    idx_arr,
    fill_value,
    reduce_func_nb,
    *args
)

Reduce mapped array by column to an index array.

Same as reduce_mapped_to_array_nb() except idx_arr should be passed.

Note

Must return integers or raise an exception.

reduce_mapped_to_idx_nb function

reduce_mapped_to_idx_nb(
    mapped_arr,
    col_map,
    idx_arr,
    fill_value,
    reduce_func_nb,
    *args
)

Reduce mapped array by column to an index.

Same as reduce_mapped_nb() except idx_arr should be passed.

Note

Must return integers or raise an exception.

stack_expand_mapped_nb function

stack_expand_mapped_nb(
    mapped_arr,
    col_map,
    fill_value
)

Expand mapped array by stacking without using index data.

top_n_inout_map_nb function

top_n_inout_map_nb(
    inout,
    idxs,
    col,
    mapped_arr,
    n
)

inout_map_func_nb that returns indices of top N elements.