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fmin module

Module with FMIN.

FMIN class

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

Look-ahead indicator based on future_min_nb.

Superclasses

Inherited members

Subclasses

  • vectorbtpro.labels.generators.fmin._FMIN

apply_func method

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

Apply function.

cache_func NoneType

Cache function.

close class property

Input array.

close_above method

FMIN.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

FMIN.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

FMIN.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

FMIN.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

FMIN.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

FMIN.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.

fmin class property

Output array.

fmin_above method

FMIN.fmin_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmin is above other.

See combine_objs.

fmin_below method

FMIN.fmin_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmin is below other.

See combine_objs.

fmin_crossed_above method

FMIN.fmin_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmin is crossed_above other.

See combine_objs.

fmin_crossed_below method

FMIN.fmin_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmin is crossed_below other.

See combine_objs.

fmin_equal method

FMIN.fmin_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fmin is equal other.

See combine_objs.

fmin_stats method

FMIN.fmin_stats(
    *args,
    **kwargs
)

Stats of fmin as generic.

param_select_func_nb method

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

Parameter selection function.

plot method

_FMIN.plot(
    column=None,
    plot_close=True,
    close_trace_kwargs=None,
    fmin_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot FMIN.fmin against FMIN.close.

Args

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

run class method

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

Run FMIN indicator.

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

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

FMIN.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 FMIN indicators using function comb_func.

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

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 FMIN.run.

Note

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

wait_list class property

List of wait values.

window_list class property

List of window values.