enums module¶

Named tuples and enumerated types for signals.

Defines enums and other schemas for vectorbtpro.signals.

FactoryMode namedtuple¶

Factory mode.

FactoryModeT(
    Entries=0,
    Exits=1,
    Both=2,
    Chain=3
)

Attributes

Entries

Generate entries only using generate_func_nb.

Takes no input signal arrays. Produces one output signal array - entries.

Such generators often have no suffix.

Exits

Generate exits only using generate_ex_func_nb.

Takes one input signal array - entries. Produces one output signal array - exits.

Such generators often have suffix 'X'.

Both

Generate both entries and exits using generate_enex_func_nb.

Takes no input signal arrays. Produces two output signal arrays - entries and exits.

Such generators often have suffix 'NX'.

Chain

Generate chain of entries and exits using generate_enex_func_nb.

Takes one input signal array - entries. Produces two output signal arrays - new_entries and exits.

Such generators often have suffix 'CX'.

SignalRelation namedtuple¶

SignalRelation between two masks.

SignalRelationT(
    OneOne=0,
    OneMany=1,
    ManyOne=2,
    ManyMany=3,
    Chain=4,
    AnyChain=5
)

Attributes

OneOne

One source signal maps to exactly one succeeding target signal.

OneMany

One source signal can map to one or more succeeding target signals.

ManyOne

One or more source signals can map to exactly one succeeding target signal.

ManyMany

One or more source signals can map to one or more succeeding target signals.

Chain

First source signal maps to the first target signal after it and vice versa.

AnyChain

First signal maps to the first opposite signal after it and vice versa.

StopType namedtuple¶

Stop type.

StopTypeT(
    SL=0,
    TSL=1,
    TTP=2,
    TP=3,
    TD=4,
    DT=5
)

GenEnContext class¶

GenEnContext(
    target_shape,
    only_once,
    wait,
    entries_out,
    out,
    from_i,
    to_i,
    col
)

Context of an entry signal generator.

Superclasses

• builtins.tuple

col field¶

Column of the segment.

entries_out field¶

Output array with entries.

from_i field¶

Start index of the segment (inclusive).

only_once field¶

Whether to run the placement function only once.

out field¶

Current segment of the output array with entries.

target_shape field¶

Target shape.

to_i field¶

End index of the segment (exclusive).

wait field¶

Number of ticks to wait before placing the next entry.

GenEnExContext class¶

GenEnExContext(
    target_shape,
    entry_wait,
    exit_wait,
    entries_out,
    exits_out,
    entries_turn,
    wait,
    out,
    from_i,
    to_i,
    col
)

GenEnExContext(target_shape, entry_wait, exit_wait, entries_out, exits_out, entries_turn, wait, out, from_i, to_i, col)

Superclasses

• builtins.tuple

col field¶

Alias for field number 10

entries_out field¶

Alias for field number 3

entries_turn field¶

Alias for field number 5

entry_wait field¶

Alias for field number 1

exit_wait field¶

Alias for field number 2

exits_out field¶

Alias for field number 4

from_i field¶

Alias for field number 8

out field¶

Alias for field number 7

target_shape field¶

Alias for field number 0

to_i field¶

Alias for field number 9

wait field¶

Alias for field number 6

GenExContext class¶

GenExContext(
    entries,
    until_next,
    skip_until_exit,
    exits_out,
    out,
    wait,
    from_i,
    to_i,
    col
)

Context of an entry/exit signal generator.

Superclasses

• builtins.tuple

col field¶

Column of the segment.

entries field¶

Input array with entries.

exits_out field¶

Output array with exits.

from_i field¶

Start index of the segment (inclusive).

out field¶

Current segment of the output array with entries/exits.

skip_until_exit field¶

Whether to skip processing entry signals until the next exit.

to_i field¶

End index of the segment (exclusive).

until_next field¶

Whether to place signals up to the next entry signal.

wait field¶

Number of ticks to wait before placing entries/exits.

RankContext class¶

RankContext(
    mask,
    reset_by,
    after_false,
    after_reset,
    reset_wait,
    col,
    i,
    last_false_i,
    last_reset_i,
    all_sig_cnt,
    all_part_cnt,
    all_sig_in_part_cnt,
    nonres_sig_cnt,
    nonres_part_cnt,
    nonres_sig_in_part_cnt,
    sig_cnt,
    part_cnt,
    sig_in_part_cnt
)

Context of a ranker.

Superclasses

• builtins.tuple

after_false field¶

Whether to disregard the first partition of True values if there is no False value before them.

after_reset field¶

Whether to disregard the first partition of True values coming before the first reset signal.

all_part_cnt field¶

Number of all partitions encountered including this.

all_sig_cnt field¶

Number of all signals encountered including this.

all_sig_in_part_cnt field¶

Number of signals encountered in the current partition including this.

col field¶

Current column.

i field¶

Current row.

last_false_i field¶

Row of the last False value in the main mask.

last_reset_i field¶

Row of the last True value in the resetting mask.

Doesn't take into account reset_wait.

mask field¶

Source mask.

nonres_part_cnt field¶

Number of non-resetting partitions encountered including this.

nonres_sig_cnt field¶

Number of non-resetting signals encountered including this.

nonres_sig_in_part_cnt field¶

Number of signals encountered in the current non-resetting partition including this.

part_cnt field¶

Number of valid and resetting partitions encountered including this.

reset_by field¶

Resetting mask.

reset_wait field¶

Number of ticks to wait before resetting the current partition.

sig_cnt field¶

Number of valid and resetting signals encountered including this.

sig_in_part_cnt field¶

Number of signals encountered in the current valid and resetting partition including this.