dwker/ttools
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David Brazda
2024-10-21 14:00:00 +02:00
parent bbda5df0e0
commit 39e4591d6a
2 changed files with 11 additions and 7 deletions
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16
README.md
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@ -1,9 +1,13 @@
# ttools # ttools
A Python library for tools, utilities, and helpers for my trading research workflow. A Python library for tools, utilities, and helpers for my trading research workflow.
## Installation
```python
pip install git+https://github.com/drew2323/ttools.git
```
Modules: Modules:
# utils # vbtutils
## vbtutils
Contains helpers for vbtpro Contains helpers for vbtpro
@ -43,11 +47,11 @@ exits.tail(20)
`isrising(series,n)`,`isfalling(series, n)` - returns mask where the condition is satisfied of consecutive rising or falling elements `isrising(series,n)`,`isfalling(series, n)` - returns mask where the condition is satisfied of consecutive rising or falling elements
## Indicators # Indicators
Custom indicators in the `indicators` folder. Custom indicators in the `indicators` folder.
### Importing ## Importing
```python ```python
from ttools.vbtindicators import register_custom_inds from ttools.vbtindicators import register_custom_inds
register_custom_inds(None, "override") #All indicators from the folder are automatically imported and registered. register_custom_inds(None, "override") #All indicators from the folder are automatically imported and registered.
@ -61,11 +65,11 @@ vbt.phelp(vbt.indicator("ttools:CUVWAP").run)
vwap_cum_d = vbt.indicator("ttools:CUVWAP").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor=vbt.Default(value="D"), drag=vbt.Default(value=50), hide_default=True) vwap_cum_d = vbt.indicator("ttools:CUVWAP").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor=vbt.Default(value="D"), drag=vbt.Default(value=50), hide_default=True)
``` ```
### Creating ## Creating
To create custom indicators CUSTOMNAME.py in `indicators` folder is created containing varibles IND_CUSTOMNAME containing the Indicator Factory class. To create custom indicators CUSTOMNAME.py in `indicators` folder is created containing varibles IND_CUSTOMNAME containing the Indicator Factory class.
### Available ## Available
- `CUVWAP` - Cumulative VWAP with anchor based on HLCC4 with optional rounding (hlcc4_round, def.3) and drag - warming period from previous anchor unit(def.0). - `CUVWAP` - Cumulative VWAP with anchor based on HLCC4 with optional rounding (hlcc4_round, def.3) and drag - warming period from previous anchor unit(def.0).
- `DIVERGENCE` - Various divergences between two timeseries (abs, relative, relative normalized, pct, abs pct) - `DIVERGENCE` - Various divergences between two timeseries (abs, relative, relative normalized, pct, abs pct)

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setup.py
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@ -2,7 +2,7 @@ from setuptools import setup, find_packages
setup( setup(
name='ttools', name='ttools',
version='0.3.3', version='0.3.4',
packages=find_packages(), packages=find_packages(),
install_requires=[ install_requires=[
'vectorbtpro', 'vectorbtpro',