This commit is contained in:
David Brazda
2024-10-18 12:22:59 +02:00
parent c8d3df7f70
commit 490fc11098

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@ -31,6 +31,7 @@
- [Custom ind](#custom-ind) - [Custom ind](#custom-ind)
- [register custom ind](#register-custom-ind) - [register custom ind](#register-custom-ind)
- [VWAP anchored example](#vwap-anchored-example) - [VWAP anchored example](#vwap-anchored-example)
- [Use ttols indicators](#use-ttols-indicators)
- [FAV INDICATORS](#fav-indicators) - [FAV INDICATORS](#fav-indicators)
- [GROUPING](#grouping) - [GROUPING](#grouping)
- [SPLITTING](#splitting) - [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") %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) 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 # FAV INDICATORS
@ -817,6 +830,11 @@ pf_stats.sort_values(by='Sharpe Ratio', ascending=False).iloc[::-1].vbt.heatmap(
# UTILS # UTILS
```python ```python
#RELOAD module in ipynb
%load_ext autoreload
%autoreload 2
#MEMORY #MEMORY
sr.info() sr.info()