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randx module

Module with RANDX.

RANDX class

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

Random exit signal generator based on the number of signals.

Generates exits based on entries and rand_place_nb.

See RAND for notes on parameters.

Usage

Generate an exit for each entry:

>>> from vectorbtpro import *

>>> entries = pd.Series([True, False, False, True, False, False])
>>> randx = vbt.RANDX.run(entries, seed=42)

>>> randx.exits
0    False
1    False
2     True
3    False
4     True
5    False
dtype: bool

Superclasses

Inherited members

Subclasses

  • vectorbtpro.signals.generators.randx._RANDX

apply_func method

RANDX.apply_func(
    i,
    entries,
    exit_args,
    wait,
    until_next,
    skip_until_exit
)

Apply function.

custom_func method

SignalFactory.with_place_func.<locals>.custom_func(
    input_list,
    in_output_list,
    param_list,
    *args,
    input_shape=None,
    place_args=None,
    entry_place_args=None,
    exit_place_args=None,
    entry_args=None,
    exit_args=None,
    cache_args=None,
    entry_kwargs=None,
    exit_kwargs=None,
    cache_kwargs=None,
    return_cache=False,
    use_cache=None,
    execute_kwargs=None,
    **_kwargs
)

Custom function.

entries class property

Input array.

entries_and method

RANDX.entries_and(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return entries AND other.

See combine_objs.

entries_or method

RANDX.entries_or(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return entries OR other.

See combine_objs.

entries_stats method

RANDX.entries_stats(
    *args,
    **kwargs
)

Stats of entries as signals.

entries_xor method

RANDX.entries_xor(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return entries XOR other.

See combine_objs.

entry_place_func_nb NoneType

Entry placement function.

exit_place_func_nb method

RANDX.exit_place_func_nb(
    c,
    n
)

Exit placement function.

exits class property

Output array.

exits_and method

RANDX.exits_and(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return exits AND other.

See combine_objs.

exits_or method

RANDX.exits_or(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return exits OR other.

See combine_objs.

exits_stats method

RANDX.exits_stats(
    *args,
    **kwargs
)

Stats of exits as signals.

exits_xor method

RANDX.exits_xor(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return exits XOR other.

See combine_objs.

plot method

SignalFactory.__init__.<locals>.plot(
    _self,
    column=None,
    entry_y=None,
    exit_y=None,
    entry_types=None,
    exit_types=None,
    entry_trace_kwargs=None,
    exit_trace_kwargs=None,
    fig=None,
    **kwargs
)

Plot RANDX.entries and RANDX.exits.

Args

entry_y : array_like
Y-axis values to plot entry markers on.
exit_y : array_like
Y-axis values to plot exit markers on.
entry_types : array_like
Entry types in string format.
exit_types : array_like
Exit types in string format.
entry_trace_kwargs : dict
Keyword arguments passed to SignalsAccessor.plot_as_entries for RANDX.entries.
exit_trace_kwargs : dict
Keyword arguments passed to SignalsAccessor.plot_as_exits for RANDX.exits.
fig : Figure or FigureWidget
Figure to add traces to.
**kwargs
Keyword arguments passed to SignalsAccessor.plot_as_markers.

run class method

RANDX.run(
    entries,
    short_name='randx',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run RANDX indicator.

  • Inputs: entries
  • Outputs: exits

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.