From 490fc1109811311b614286682f7c29d20a6b9a65 Mon Sep 17 00:00:00 2001 From: David Brazda Date: Fri, 18 Oct 2024 12:22:59 +0200 Subject: [PATCH] fix --- vbt-snippets.md | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) diff --git a/vbt-snippets.md b/vbt-snippets.md index b8305ee..44ef162 100644 --- a/vbt-snippets.md +++ b/vbt-snippets.md @@ -31,6 +31,7 @@ - [Custom ind](#custom-ind) - [register custom ind](#register-custom-ind) - [VWAP anchored example](#vwap-anchored-example) + - [Use ttols indicators](#use-ttols-indicators) - [FAV INDICATORS](#fav-indicators) - [GROUPING](#grouping) - [SPLITTING](#splitting) @@ -629,7 +630,19 @@ vwap_ind = vbt.IF( %timeit vwap_cum = vwap_ind.run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="min") vbt.IF.register_custom_indicator(vwap_ind) ``` +### Use ttols indicators +```python +from ttools.vbtindicators import register_custom_inds +register_custom_inds("skip") #register all, skip or override when exists +#register_custom_inds("CVWAP", "skip") #register one +#register_custom_inds() #deregister all +vbt.IF.list_indicators("ttools") + +vwap_cum = vbt.indicator("ttools:CUVWAP").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="D") +vwap_cum.vwap + +``` # FAV INDICATORS @@ -817,6 +830,11 @@ pf_stats.sort_values(by='Sharpe Ratio', ascending=False).iloc[::-1].vbt.heatmap( # UTILS ```python + +#RELOAD module in ipynb +%load_ext autoreload +%autoreload 2 + #MEMORY sr.info()