stx module¶

Module with STX.

stx_config ReadonlyConfig¶

Factory config for STX.

stx_func_config ReadonlyConfig¶

Exit function config for STX.

STX class¶

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

Exit signal generator based on stop values.

Generates exits based on entries and stop_place_nb.

Superclasses

• Analyzable
• AttrResolverMixin
• Base
• Cacheable
• Chainable
• Comparable
• Configured
• ExtPandasIndexer
• HasSettings
• HasWrapper
• IndexApplier
• IndexingBase
• IndicatorBase
• ItemParamable
• Itemable
• PandasIndexer
• Paramable
• Pickleable
• PlotsBuilderMixin
• Prettified
• StatsBuilderMixin
• Wrapping
• vectorbtpro.signals.generators.stx.ParamIndexer

Inherited members

• AttrResolverMixin.deep_getattr
• AttrResolverMixin.post_resolve_attr
• AttrResolverMixin.pre_resolve_attr
• AttrResolverMixin.resolve_attr
• AttrResolverMixin.resolve_shortcut_attr
• Base.chat
• Base.find_api
• Base.find_assets
• Base.find_docs
• Base.find_examples
• Base.find_messages
• Cacheable.get_ca_setup
• Chainable.chain
• Chainable.pipe
• Configured.copy
• Configured.equals
• Configured.get_writeable_attrs
• Configured.prettify
• Configured.replace
• Configured.resolve_merge_kwargs
• Configured.update_config
• HasSettings.get_path_setting
• HasSettings.get_path_settings
• HasSettings.get_setting
• HasSettings.get_settings
• HasSettings.has_path_setting
• HasSettings.has_path_settings
• HasSettings.has_setting
• HasSettings.has_settings
• HasSettings.reset_settings
• HasSettings.resolve_setting
• HasSettings.resolve_settings_paths
• HasSettings.set_settings
• HasWrapper.chunk
• HasWrapper.chunk_apply
• HasWrapper.get_item_keys
• HasWrapper.select_col
• HasWrapper.select_col_from_obj
• HasWrapper.should_wrap
• HasWrapper.split
• HasWrapper.split_apply
• HasWrapper.ungroup
• IndexApplier.add_levels
• IndexApplier.drop_duplicate_levels
• IndexApplier.drop_levels
• IndexApplier.drop_redundant_levels
• IndexApplier.select_levels
• IndexingBase.indexing_setter_func
• IndicatorBase.cls_dir
• IndicatorBase.column_only_select
• IndicatorBase.column_stack
• IndicatorBase.config
• IndicatorBase.dropna
• IndicatorBase.fix_docstrings
• IndicatorBase.get
• IndicatorBase.group_select
• IndicatorBase.iloc
• IndicatorBase.in_output_names
• IndicatorBase.indexing_func
• IndicatorBase.indexing_kwargs
• IndicatorBase.input_names
• IndicatorBase.items
• IndicatorBase.lazy_output_names
• IndicatorBase.level_names
• IndicatorBase.loc
• IndicatorBase.main_output
• IndicatorBase.output_flags
• IndicatorBase.output_names
• IndicatorBase.param_defaults
• IndicatorBase.param_names
• IndicatorBase.plots_defaults
• IndicatorBase.range_only_select
• IndicatorBase.rec_state
• IndicatorBase.rename
• IndicatorBase.rename_levels
• IndicatorBase.row_stack
• IndicatorBase.run_pipeline
• IndicatorBase.self_aliases
• IndicatorBase.short_name
• IndicatorBase.stats_defaults
• IndicatorBase.to_dict
• IndicatorBase.to_frame
• IndicatorBase.unpack
• IndicatorBase.unwrapped
• IndicatorBase.wrapper
• IndicatorBase.xloc
• ItemParamable.as_param
• PandasIndexer.xs
• Pickleable.decode_config
• Pickleable.decode_config_node
• Pickleable.dumps
• Pickleable.encode_config
• Pickleable.encode_config_node
• Pickleable.file_exists
• Pickleable.getsize
• Pickleable.load
• Pickleable.loads
• Pickleable.modify_state
• Pickleable.resolve_file_path
• Pickleable.save
• PlotsBuilderMixin.build_subplots_doc
• PlotsBuilderMixin.override_subplots_doc
• PlotsBuilderMixin.plots
• PlotsBuilderMixin.resolve_plots_setting
• Prettified.pprint
• StatsBuilderMixin.build_metrics_doc
• StatsBuilderMixin.override_metrics_doc
• StatsBuilderMixin.resolve_stats_setting
• StatsBuilderMixin.stats
• Wrapping.apply_to_index
• Wrapping.regroup
• Wrapping.resample
• Wrapping.resolve_column_stack_kwargs
• Wrapping.resolve_row_stack_kwargs
• Wrapping.resolve_self
• Wrapping.resolve_stack_kwargs

Subclasses

• vectorbtpro.signals.generators.stx._STX

apply_func method¶

STX.apply_func(
    i,
    entries,
    entry_ts,
    ts,
    follow_ts,
    stop_ts,
    stop,
    trailing,
    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¶

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

Return entries AND other.

See combine_objs.

entries_or method¶

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

Return entries OR other.

See combine_objs.

entries_stats method¶

STX.entries_stats(
    *args,
    **kwargs
)

Stats of entries as signals.

entries_xor method¶

STX.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.

entry_ts class property¶

Input array.

entry_ts_above method¶

STX.entry_ts_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is above other.

See combine_objs.

entry_ts_below method¶

STX.entry_ts_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is below other.

See combine_objs.

entry_ts_crossed_above method¶

STX.entry_ts_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is crossed_above other.

See combine_objs.

entry_ts_crossed_below method¶

STX.entry_ts_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is crossed_below other.

See combine_objs.

entry_ts_equal method¶

STX.entry_ts_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is equal other.

See combine_objs.

entry_ts_stats method¶

STX.entry_ts_stats(
    *args,
    **kwargs
)

Stats of entry_ts as generic.

exit_place_func_nb method¶

STX.exit_place_func_nb(
    c,
    entry_ts,
    ts,
    follow_ts,
    stop_ts_out,
    stop,
    trailing
)

Exit placement function.

exits class property¶

Output array.

exits_and method¶

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

Return exits AND other.

See combine_objs.

exits_or method¶

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

Return exits OR other.

See combine_objs.

exits_stats method¶

STX.exits_stats(
    *args,
    **kwargs
)

Stats of exits as signals.

exits_xor method¶

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

Return exits XOR other.

See combine_objs.

follow_ts class property¶

Input array.

follow_ts_above method¶

STX.follow_ts_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is above other.

See combine_objs.

follow_ts_below method¶

STX.follow_ts_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is below other.

See combine_objs.

follow_ts_crossed_above method¶

STX.follow_ts_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is crossed_above other.

See combine_objs.

follow_ts_crossed_below method¶

STX.follow_ts_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is crossed_below other.

See combine_objs.

follow_ts_equal method¶

STX.follow_ts_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is equal other.

See combine_objs.

follow_ts_stats method¶

STX.follow_ts_stats(
    *args,
    **kwargs
)

Stats of follow_ts as generic.

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 STX.entries and STX.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 STX.entries.

exit_trace_kwargs : dict

Keyword arguments passed to SignalsAccessor.plot_as_exits for STX.exits.

fig : Figure or FigureWidget

Figure to add traces to.

**kwargs

Keyword arguments passed to SignalsAccessor.plot_as_markers.

run class method¶

STX.run(
    entries,
    entry_ts,
    stop,
    ts=nan,
    follow_ts=nan,
    trailing=Default(value=False),
    stop_ts=nan,
    short_name='stx',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run STX indicator.

• Inputs: entries, entry_ts, ts, follow_ts
• In-place outputs: stop_ts
• Parameters: stop, trailing
• 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¶

STX.run_combs(
    entries,
    entry_ts,
    stop,
    ts=nan,
    follow_ts=nan,
    trailing=Default(value=False),
    stop_ts=nan,
    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 STX indicators using function comb_func.

• Inputs: entries, entry_ts, ts, follow_ts
• In-place outputs: stop_ts
• Parameters: stop, trailing
• 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 STX.run.

stop_list class property¶

List of stop values.

stop_ts class property¶

In-place output array.

stop_ts_above method¶

STX.stop_ts_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is above other.

See combine_objs.

stop_ts_below method¶

STX.stop_ts_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is below other.

See combine_objs.

stop_ts_crossed_above method¶

STX.stop_ts_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is crossed_above other.

See combine_objs.

stop_ts_crossed_below method¶

STX.stop_ts_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is crossed_below other.

See combine_objs.

stop_ts_equal method¶

STX.stop_ts_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is equal other.

See combine_objs.

stop_ts_stats method¶

STX.stop_ts_stats(
    *args,
    **kwargs
)

Stats of stop_ts as generic.

trailing_list class property¶

List of trailing values.

ts class property¶

Input array.

ts_above method¶

STX.ts_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is above other.

See combine_objs.

ts_below method¶

STX.ts_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is below other.

See combine_objs.

ts_crossed_above method¶

STX.ts_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is crossed_above other.

See combine_objs.

ts_crossed_below method¶

STX.ts_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is crossed_below other.

See combine_objs.

ts_equal method¶

STX.ts_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is equal other.

See combine_objs.

ts_stats method¶

STX.ts_stats(
    *args,
    **kwargs
)

Stats of ts as generic.