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rprobx module

Module with RPROBX.

rprobx_config ReadonlyConfig

Factory config for RPROBX.

rprobx_func_config ReadonlyConfig

Exit function config for RPROBX.

RPROBX class

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

Random exit signal generator based on probabilities.

Generates exits based on entries and rand_by_prob_place_nb.

See RPROB for notes on parameters.

Superclasses

Inherited members

Subclasses

  • vectorbtpro.signals.generators.rprobx._RPROBX

apply_func method

RPROBX.apply_func(
    i,
    entries,
    prob,
    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

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

Return entries AND other.

See combine_objs.

entries_or method

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

Return entries OR other.

See combine_objs.

entries_stats method

RPROBX.entries_stats(
    *args,
    **kwargs
)

Stats of entries as signals.

entries_xor method

RPROBX.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

RPROBX.exit_place_func_nb(
    c,
    prob,
    pick_first=False
)

Exit placement function.

exits class property

Output array.

exits_and method

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

Return exits AND other.

See combine_objs.

exits_or method

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

Return exits OR other.

See combine_objs.

exits_stats method

RPROBX.exits_stats(
    *args,
    **kwargs
)

Stats of exits as signals.

exits_xor method

RPROBX.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 RPROBX.entries and RPROBX.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 RPROBX.entries.
exit_trace_kwargs : dict
Keyword arguments passed to SignalsAccessor.plot_as_exits for RPROBX.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

RPROBX.run(
    entries,
    prob,
    short_name='rprobx',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run RPROBX indicator.

  • Inputs: entries
  • Parameters: prob
  • 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.

run_combs class method

RPROBX.run_combs(
    entries,
    prob,
    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 RPROBX indicators using function comb_func.

  • Inputs: entries
  • Parameters: prob
  • Outputs: exits

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 RPROBX.run.

Note

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