bbands module¶

Module with BBANDS.

BBANDS class¶

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

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

• Analyzable
• AttrResolverMixin
• Base
• Cacheable
• Chainable
• Comparable
• Configured
• ExtPandasIndexer
• HasSettings
• HasWrapper
• IndexApplier
• IndexingBase
• IndicatorBase
• ItemParamable
• Itemable
• PandasIndexer
• Paramable
• Pickleable
• PlotsBuilderMixin
• Prettified
• StatsBuilderMixin
• Wrapping
• vectorbtpro.indicators.custom.bbands.ParamIndexer

Inherited members

• AttrResolverMixin.deep_getattr
• AttrResolverMixin.post_resolve_attr
• AttrResolverMixin.pre_resolve_attr
• AttrResolverMixin.resolve_attr
• AttrResolverMixin.resolve_shortcut_attr
• Base.chat
• Base.find_api
• Base.find_assets
• Base.find_docs
• Base.find_examples
• Base.find_messages
• Cacheable.get_ca_setup
• Chainable.chain
• Chainable.pipe
• Configured.copy
• Configured.equals
• Configured.get_writeable_attrs
• Configured.prettify
• Configured.replace
• Configured.resolve_merge_kwargs
• Configured.update_config
• HasSettings.get_path_setting
• HasSettings.get_path_settings
• HasSettings.get_setting
• HasSettings.get_settings
• HasSettings.has_path_setting
• HasSettings.has_path_settings
• HasSettings.has_setting
• HasSettings.has_settings
• HasSettings.reset_settings
• HasSettings.resolve_setting
• HasSettings.resolve_settings_paths
• HasSettings.set_settings
• HasWrapper.chunk
• HasWrapper.chunk_apply
• HasWrapper.get_item_keys
• HasWrapper.select_col
• HasWrapper.select_col_from_obj
• HasWrapper.should_wrap
• HasWrapper.split
• HasWrapper.split_apply
• HasWrapper.ungroup
• IndexApplier.add_levels
• IndexApplier.drop_duplicate_levels
• IndexApplier.drop_levels
• IndexApplier.drop_redundant_levels
• IndexApplier.select_levels
• IndexingBase.indexing_setter_func
• IndicatorBase.cls_dir
• IndicatorBase.column_only_select
• IndicatorBase.column_stack
• IndicatorBase.config
• IndicatorBase.dropna
• IndicatorBase.fix_docstrings
• IndicatorBase.get
• IndicatorBase.group_select
• IndicatorBase.iloc
• IndicatorBase.in_output_names
• IndicatorBase.indexing_func
• IndicatorBase.indexing_kwargs
• IndicatorBase.input_names
• IndicatorBase.items
• IndicatorBase.lazy_output_names
• IndicatorBase.level_names
• IndicatorBase.loc
• IndicatorBase.main_output
• IndicatorBase.output_flags
• IndicatorBase.output_names
• IndicatorBase.param_defaults
• IndicatorBase.param_names
• IndicatorBase.plots_defaults
• IndicatorBase.range_only_select
• IndicatorBase.rec_state
• IndicatorBase.rename
• IndicatorBase.rename_levels
• IndicatorBase.row_stack
• IndicatorBase.run_pipeline
• IndicatorBase.self_aliases
• IndicatorBase.short_name
• IndicatorBase.stats_defaults
• IndicatorBase.to_dict
• IndicatorBase.to_frame
• IndicatorBase.unpack
• IndicatorBase.unwrapped
• IndicatorBase.wrapper
• IndicatorBase.xloc
• ItemParamable.as_param
• PandasIndexer.xs
• Pickleable.decode_config
• Pickleable.decode_config_node
• Pickleable.dumps
• Pickleable.encode_config
• Pickleable.encode_config_node
• Pickleable.file_exists
• Pickleable.getsize
• Pickleable.load
• Pickleable.loads
• Pickleable.modify_state
• Pickleable.resolve_file_path
• Pickleable.save
• PlotsBuilderMixin.build_subplots_doc
• PlotsBuilderMixin.override_subplots_doc
• PlotsBuilderMixin.plots
• PlotsBuilderMixin.resolve_plots_setting
• Prettified.pprint
• StatsBuilderMixin.build_metrics_doc
• StatsBuilderMixin.override_metrics_doc
• StatsBuilderMixin.resolve_stats_setting
• StatsBuilderMixin.stats
• Wrapping.apply_to_index
• Wrapping.regroup
• Wrapping.resample
• Wrapping.resolve_column_stack_kwargs
• Wrapping.resolve_row_stack_kwargs
• Wrapping.resolve_self
• Wrapping.resolve_stack_kwargs

Subclasses

• vectorbtpro.indicators.custom.bbands._BBANDS

alpha_list class property¶

List of alpha values.

apply_func method¶

BBANDS.apply_func(
    close,
    window=14,
    wtype=0,
    alpha=2.0,
    minp=None,
    adjust=False,
    ddof=0
)

Apply function.

bandwidth class property¶

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.

cache_func NoneType¶

Cache function.

close class property¶

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.with_apply_func.<locals>.custom_func(
    input_tuple,
    in_output_tuple,
    param_tuple,
    *_args,
    input_shape=None,
    per_column=False,
    split_columns=False,
    skipna=False,
    return_cache=False,
    use_cache=True,
    jitted_loop=False,
    jitted_warmup=False,
    param_index=None,
    final_index=None,
    single_comb=False,
    execute_kwargs=None,
    **_kwargs
)

Custom function.

lower class 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 class 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.

param_select_func_nb method¶

BBANDS.param_select_func_nb(
    i,
    args_before,
    close,
    window,
    wtype,
    alpha,
    *args
)

Parameter selection function.

percent_b class property¶

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,
    upper_trace_kwargs=None,
    middle_trace_kwargs=None,
    lower_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

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

Args

column : str

Name of the column to plot.

plot_close : bool

Whether to plot BBANDS.close.

close_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for BBANDS.close.

upper_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for BBANDS.upper.

middle_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for BBANDS.middle.

lower_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for BBANDS.lower.

add_trace_kwargs : dict

Keyword arguments passed to fig.add_trace when adding each trace.

fig : Figure or FigureWidget

Figure to add traces to.

**layout_kwargs

Keyword arguments passed to fig.update_layout.

Usage

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

run class method¶

BBANDS.run(
    close,
    window=Default(value=14),
    wtype=Default(value='simple'),
    alpha=Default(value=2),
    short_name='bb',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run BBANDS indicator.

• Inputs: close
• Parameters: window, wtype, alpha
• Outputs: upper, middle, lower
• Lazy outputs: percent_b, bandwidth

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

Other keyword arguments are passed to IndicatorBase.run_pipeline.

run_combs class method¶

BBANDS.run_combs(
    close,
    window=Default(value=14),
    wtype=Default(value='simple'),
    alpha=Default(value=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, wtype, alpha
• Outputs: upper, middle, lower
• Lazy outputs: percent_b, bandwidth

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 class 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 class property¶

List of window values.

wtype_list class property¶

List of wtype values.