fix
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@ -117,6 +117,8 @@ testData = testData.transform(lambda x: x.reindex(market_klines))
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## indexing
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## indexing
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```python
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```python
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entries.vbt.xloc[slice("2024-08-01","2024-08-03")].obj.info()
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entries.vbt.xloc[slice("2024-08-01","2024-08-03")].obj.info()
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data.xloc[slice("9:30","10:00")] #targeting only morning rush
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```
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```
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## Data manipulation
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## Data manipulation
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@ -634,14 +636,16 @@ vbt.IF.register_custom_indicator(vwap_ind)
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```python
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```python
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from ttools.vbtindicators import register_custom_inds
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from ttools.vbtindicators import register_custom_inds
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register_custom_inds("skip") #register all, skip or override when exists
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register_custom_inds(if_exists="skip") #register all, skip or override when exists
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#register_custom_inds("CVWAP", "skip") #register one
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#register_custom_inds("CVWAP", "skip") #register one, skip if exists
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#register_custom_inds() #deregister all
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#register_custom_inds() #deregister all
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vbt.IF.list_indicators("ttools")
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vbt.IF.list_indicators("ttools")
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vwap_cum = vbt.indicator("ttools:CUVWAP").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="D")
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vwap_cum = vbt.indicator("ttools:CUVWAP").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="D")
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vwap_cum.vwap
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vwap_cum.vwap
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div_vwap_cum = vbt.indicator("ttools:DIVERGENCE").run(s12_data.close, vwap_cum_d.vwap, divtype=vbt.Default(valeu="reln"), hide_default=True) #hide default levels
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```
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```
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# FAV INDICATORS
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# FAV INDICATORS
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