Skip to content

rprob module

Module with RPROB.

RPROB class

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

Random entry signal generator based on probabilities.

Generates entries based on rand_by_prob_place_nb.

Hint

All parameters can be either a single value (per frame) or a NumPy array (per row, column, or element). To generate multiple combinations, pass them as lists.

Usage

Generate three columns with different entry probabilities:

>>> from vectorbtpro import *

>>> rprob = vbt.RPROB.run(input_shape=(5,), prob=[0., 0.5, 1.], seed=42)

>>> rprob.entries
rprob_prob    0.0    0.5   1.0
0           False   True  True
1           False   True  True
2           False  False  True
3           False  False  True
4           False  False  True

Probability can also be set per row, column, or element:

>>> rprob = vbt.RPROB.run(input_shape=(5,), prob=np.array([0., 0., 1., 1., 1.]), seed=42)

>>> rprob.entries
0    False
1    False
2     True
3     True
4     True
Name: array_0, dtype: bool

Superclasses

Inherited members

Subclasses

  • vectorbtpro.signals.generators.rprob._RPROB

apply_func method

RPROB.apply_func(
    i,
    target_shape,
    prob,
    entry_args,
    only_once,
    wait
)

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

Output array.

entries_and method

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

Return entries AND other.

See combine_objs.

entries_or method

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

Return entries OR other.

See combine_objs.

entries_stats method

RPROB.entries_stats(
    *args,
    **kwargs
)

Stats of entries as signals.

entries_xor method

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

Return entries XOR other.

See combine_objs.

entry_place_func_nb method

RPROB.entry_place_func_nb(
    c,
    prob,
    pick_first=False
)

Entry placement function.

exit_place_func_nb NoneType

Exit placement function.

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 RPROB.entries and RPROB.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 RPROB.entries.
exit_trace_kwargs : dict
Keyword arguments passed to SignalsAccessor.plot_as_exits for RPROB.exits.
fig : Figure or FigureWidget
Figure to add traces to.
**kwargs
Keyword arguments passed to SignalsAccessor.plot_as_markers.

prob_list class property

List of prob values.

run class method

RPROB.run(
    input_shape,
    prob,
    short_name='rprob',
    hide_params=None,
    hide_default=True,
    input_index=None,
    input_columns=None,
    **kwargs
)

Run RPROB indicator.

  • Parameters: prob
  • Outputs: entries

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

RPROB.run_combs(
    input_shape,
    prob,
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    input_index=None,
    input_columns=None,
    **kwargs
)

Create a combination of multiple RPROB indicators using function comb_func.

  • Parameters: prob
  • Outputs: entries

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 RPROB.run.

Note

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