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fstd module

Module with FSTD.

FSTD class

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

Look-ahead indicator based on future_std_nb.

Superclasses

Inherited members

Subclasses

  • vectorbtpro.labels.generators.fstd._FSTD

apply_func method

FSTD.apply_func(
    close,
    window=14,
    wtype=0,
    wait=1,
    minp=None,
    adjust=False,
    ddof=0
)

Apply function.

cache_func NoneType

Cache function.

close class property

Input array.

close_above method

FSTD.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

FSTD.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

FSTD.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

FSTD.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

FSTD.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

FSTD.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.

fstd class property

Output array.

fstd_above method

FSTD.fstd_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fstd is above other.

See combine_objs.

fstd_below method

FSTD.fstd_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fstd is below other.

See combine_objs.

fstd_crossed_above method

FSTD.fstd_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fstd is crossed_above other.

See combine_objs.

fstd_crossed_below method

FSTD.fstd_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fstd is crossed_below other.

See combine_objs.

fstd_equal method

FSTD.fstd_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where fstd is equal other.

See combine_objs.

fstd_stats method

FSTD.fstd_stats(
    *args,
    **kwargs
)

Stats of fstd as generic.

param_select_func_nb method

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

Parameter selection function.

plot method

_FSTD.plot(
    column=None,
    fstd_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot FSTD.fstd.

Args

column : str
Name of the column to plot.
fstd_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for FSTD.fstd.
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.FSTD.run(ohlcv['Close']).plot().show()

run class method

FSTD.run(
    close,
    window=Default(value=14),
    wtype=Default(value='simple'),
    wait=Default(value=1),
    short_name='fstd',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run FSTD indicator.

  • Inputs: close
  • Parameters: window, wtype, wait
  • Outputs: fstd

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

FSTD.run_combs(
    close,
    window=Default(value=14),
    wtype=Default(value='simple'),
    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 FSTD indicators using function comb_func.

  • Inputs: close
  • Parameters: window, wtype, wait
  • Outputs: fstd

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 FSTD.run.

Note

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

wait_list class property

List of wait values.

window_list class property

List of window values.

wtype_list class property

List of wtype values.