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fmax module

Module with FMAX.

FMAX class

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

Look-ahead indicator based on future_max_nb.

Superclasses

Inherited members

Subclasses

  • vectorbtpro.labels.generators.fmax._FMAX

apply_func method

FMAX.apply_func(
    close,
    window=14,
    wait=1,
    minp=None
)

Apply function.

cache_func NoneType

Cache function.

close class property

Input array.

close_above method

FMAX.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

FMAX.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

FMAX.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

FMAX.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

FMAX.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

FMAX.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.

fmax class property

Output array.

fmax_above method

FMAX.fmax_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmax is above other.

See combine_objs.

fmax_below method

FMAX.fmax_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmax is below other.

See combine_objs.

fmax_crossed_above method

FMAX.fmax_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmax is crossed_above other.

See combine_objs.

fmax_crossed_below method

FMAX.fmax_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmax is crossed_below other.

See combine_objs.

fmax_equal method

FMAX.fmax_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmax is equal other.

See combine_objs.

fmax_stats method

FMAX.fmax_stats(
    *args,
    **kwargs
)

Stats of fmax as generic.

param_select_func_nb method

FMAX.param_select_func_nb(
    i,
    args_before,
    close,
    window,
    wait,
    *args
)

Parameter selection function.

plot method

_FMAX.plot(
    column=None,
    plot_close=True,
    close_trace_kwargs=None,
    fmax_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot FMAX.fmax against FMAX.close.

Args

column : str
Name of the column to plot.
plot_close : bool
Whether to plot FMAX.close.
close_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for FMAX.close.
fmax_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for FMAX.fmax.
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.FMAX.run(ohlcv['Close']).plot().show()

run class method

FMAX.run(
    close,
    window=Default(value=14),
    wait=Default(value=1),
    short_name='fmax',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run FMAX indicator.

  • Inputs: close
  • Parameters: window, wait
  • Outputs: fmax

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

FMAX.run_combs(
    close,
    window=Default(value=14),
    wait=Default(value=1),
    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 FMAX indicators using function comb_func.

  • Inputs: close
  • Parameters: window, wait
  • Outputs: fmax

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 FMAX.run.

Note

This method should only be used when multiple indicators are needed. To test multiple parameters, pass them as lists to FMAX.run.

wait_list class property

List of wait values.

window_list class property

List of window values.