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pivotlb module

Module with PIVOTLB.

PIVOTLB class

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

Label generator based on pivots_nb.

Superclasses

Inherited members

Subclasses

  • vectorbtpro.labels.generators.pivotlb._PIVOTLB

apply_func method

PIVOTLB.apply_func(
    high,
    low,
    up_th,
    down_th
)

Apply function.

cache_func NoneType

Cache function.

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.

down_th_list class property

List of down_th values.

high class property

Input array.

high_above method

PIVOTLB.high_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is above other.

See combine_objs.

high_below method

PIVOTLB.high_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is below other.

See combine_objs.

high_crossed_above method

PIVOTLB.high_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_above other.

See combine_objs.

high_crossed_below method

PIVOTLB.high_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_below other.

See combine_objs.

high_equal method

PIVOTLB.high_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is equal other.

See combine_objs.

high_stats method

PIVOTLB.high_stats(
    *args,
    **kwargs
)

Stats of high as generic.

labels class property

Output array.

labels_above method

PIVOTLB.labels_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where labels is above other.

See combine_objs.

labels_below method

PIVOTLB.labels_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where labels is below other.

See combine_objs.

labels_crossed_above method

PIVOTLB.labels_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where labels is crossed_above other.

See combine_objs.

labels_crossed_below method

PIVOTLB.labels_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where labels is crossed_below other.

See combine_objs.

labels_equal method

PIVOTLB.labels_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where labels is equal other.

See combine_objs.

labels_stats method

PIVOTLB.labels_stats(
    *args,
    **kwargs
)

Stats of labels as generic.

low class property

Input array.

low_above method

PIVOTLB.low_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is above other.

See combine_objs.

low_below method

PIVOTLB.low_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is below other.

See combine_objs.

low_crossed_above method

PIVOTLB.low_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_above other.

See combine_objs.

low_crossed_below method

PIVOTLB.low_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_below other.

See combine_objs.

low_equal method

PIVOTLB.low_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is equal other.

See combine_objs.

low_stats method

PIVOTLB.low_stats(
    *args,
    **kwargs
)

Stats of low as generic.

param_select_func_nb method

PIVOTLB.param_select_func_nb(
    i,
    args_before,
    high,
    low,
    up_th,
    down_th,
    *args
)

Parameter selection function.

plot method

_PIVOTLB.plot(
    column=None,
    **kwargs
)

Plot the median of PIVOTLB.high and PIVOTLB.low, and overlay it with the heatmap of PIVOTLB.labels.

**kwargs are passed to GenericAccessor.overlay_with_heatmap.

Usage

>>> vbt.PIVOTLB.run(ohlcv['High'], ohlcv['Low'], up_th=0.2, down_th=0.2).plot().show()

run class method

PIVOTLB.run(
    high,
    low,
    up_th,
    down_th,
    short_name='pivotlb',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run PIVOTLB indicator.

  • Inputs: high, low
  • Parameters: up_th, down_th
  • Outputs: labels

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

PIVOTLB.run_combs(
    high,
    low,
    up_th,
    down_th,
    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 PIVOTLB indicators using function comb_func.

  • Inputs: high, low
  • Parameters: up_th, down_th
  • Outputs: labels

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 PIVOTLB.run.

Note

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

up_th_list class property

List of up_th values.