fix
This commit is contained in:
2
setup.py
2
setup.py
@ -2,7 +2,7 @@ from setuptools import setup, find_packages
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setup(
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name='ttools',
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version='0.2.0',
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version='0.2.1',
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packages=find_packages(),
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install_requires=[
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'vectorbtpro',
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@ -1,2 +1,2 @@
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from .vbtutils import AnchoredIndicator, create_mask_from_window, isrising, isfalling
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from .vbtindicators import cu_vwap_ind
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from .vbtindicators import register_custom_inds
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@ -5,6 +5,14 @@ from vectorbtpro import _typing as tp
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from vectorbtpro.base.wrapping import ArrayWrapper
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from vectorbtpro.utils.template import RepFunc
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"""
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Contains custom indicators for vectorbtpro.
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import and run register_custom_inds() to register all custom indicators.
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They are available under `vbt.IF.list_indicators("ttols")`
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"""
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def substitute_anchor(wrapper: ArrayWrapper, anchor: tp.Optional[tp.FrequencyLike]) -> tp.Array1d:
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"""Substitute reset frequency by group lens. It is array of number of elements of each group."""
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if anchor is None:
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@ -38,9 +46,11 @@ def vwap_cum(high, low, close, volume, group_lens):
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out[i] = nom_cumsum / denum_cumsum
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return out
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#cumulative anchored vwap on HLCC4 price
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"""
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cumulative anchored vwap indicator on HLCC4 price
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"""
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cu_vwap_ind = vbt.IF(
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class_name='CUVWAP',
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class_name='ttools:CUVWAP',
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input_names=['high', 'low', 'close', 'volume'],
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param_names=['anchor'],
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output_names=['vwap']
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@ -52,5 +62,6 @@ cu_vwap_ind = vbt.IF(
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anchor="D",
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)
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#vwap_cum = vwap_ind.run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="min")
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vbt.IF.register_custom_indicator(cu_vwap_ind)
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def register_custom_inds():
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#vwap_cum = vwap_ind.run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="min")
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vbt.IF.register_custom_indicator(cu_vwap_ind)
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