From 55e2a54ca19d3061bf755ebc862cf8d9331db08e Mon Sep 17 00:00:00 2001 From: David Brazda Date: Fri, 18 Oct 2024 11:52:31 +0200 Subject: [PATCH] fix --- setup.py | 2 +- ttools/__init__.py | 2 +- ttools/vbtindicators.py | 19 +++++++++++++++---- 3 files changed, 17 insertions(+), 6 deletions(-) diff --git a/setup.py b/setup.py index 2b9511d..7f7288c 100644 --- a/setup.py +++ b/setup.py @@ -2,7 +2,7 @@ from setuptools import setup, find_packages setup( name='ttools', - version='0.2.0', + version='0.2.1', packages=find_packages(), install_requires=[ 'vectorbtpro', diff --git a/ttools/__init__.py b/ttools/__init__.py index 773b736..f48d5b7 100644 --- a/ttools/__init__.py +++ b/ttools/__init__.py @@ -1,2 +1,2 @@ from .vbtutils import AnchoredIndicator, create_mask_from_window, isrising, isfalling -from .vbtindicators import cu_vwap_ind \ No newline at end of file +from .vbtindicators import register_custom_inds \ No newline at end of file diff --git a/ttools/vbtindicators.py b/ttools/vbtindicators.py index db220f2..fa22cae 100644 --- a/ttools/vbtindicators.py +++ b/ttools/vbtindicators.py @@ -5,6 +5,14 @@ from vectorbtpro import _typing as tp from vectorbtpro.base.wrapping import ArrayWrapper from vectorbtpro.utils.template import RepFunc +""" +Contains custom indicators for vectorbtpro. + +import and run register_custom_inds() to register all custom indicators. + +They are available under `vbt.IF.list_indicators("ttols")` +""" + def substitute_anchor(wrapper: ArrayWrapper, anchor: tp.Optional[tp.FrequencyLike]) -> tp.Array1d: """Substitute reset frequency by group lens. It is array of number of elements of each group.""" if anchor is None: @@ -38,9 +46,11 @@ def vwap_cum(high, low, close, volume, group_lens): out[i] = nom_cumsum / denum_cumsum return out -#cumulative anchored vwap on HLCC4 price +""" +cumulative anchored vwap indicator on HLCC4 price +""" cu_vwap_ind = vbt.IF( - class_name='CUVWAP', + class_name='ttools:CUVWAP', input_names=['high', 'low', 'close', 'volume'], param_names=['anchor'], output_names=['vwap'] @@ -52,5 +62,6 @@ cu_vwap_ind = vbt.IF( anchor="D", ) -#vwap_cum = vwap_ind.run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="min") -vbt.IF.register_custom_indicator(cu_vwap_ind) \ No newline at end of file +def register_custom_inds(): + #vwap_cum = vwap_ind.run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="min") + vbt.IF.register_custom_indicator(cu_vwap_ind) \ No newline at end of file