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fix

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This commit is contained in:
David Brazda
2024-10-18 11:52:31 +02:00
parent 817eada70d
commit 55e2a54ca1
3 changed files with 17 additions and 6 deletions
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2
setup.py
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@ -2,7 +2,7 @@ from setuptools import setup, find_packages
setup( setup(
name='ttools', name='ttools',
version='0.2.0', version='0.2.1',
packages=find_packages(), packages=find_packages(),
install_requires=[ install_requires=[
'vectorbtpro', 'vectorbtpro',

2
ttools/__init__.py
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@ -1,2 +1,2 @@
from .vbtutils import AnchoredIndicator, create_mask_from_window, isrising, isfalling from .vbtutils import AnchoredIndicator, create_mask_from_window, isrising, isfalling
from .vbtindicators import cu_vwap_ind from .vbtindicators import register_custom_inds

15
ttools/vbtindicators.py
View File

@ -5,6 +5,14 @@ from vectorbtpro import _typing as tp
from vectorbtpro.base.wrapping import ArrayWrapper from vectorbtpro.base.wrapping import ArrayWrapper
from vectorbtpro.utils.template import RepFunc 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: 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.""" """Substitute reset frequency by group lens. It is array of number of elements of each group."""
if anchor is None: if anchor is None:
@ -38,9 +46,11 @@ def vwap_cum(high, low, close, volume, group_lens):
out[i] = nom_cumsum / denum_cumsum out[i] = nom_cumsum / denum_cumsum
return out return out
#cumulative anchored vwap on HLCC4 price """
cumulative anchored vwap indicator on HLCC4 price
"""
cu_vwap_ind = vbt.IF( cu_vwap_ind = vbt.IF(
class_name='CUVWAP', class_name='ttools:CUVWAP',
input_names=['high', 'low', 'close', 'volume'], input_names=['high', 'low', 'close', 'volume'],
param_names=['anchor'], param_names=['anchor'],
output_names=['vwap'] output_names=['vwap']
@ -52,5 +62,6 @@ cu_vwap_ind = vbt.IF(
anchor="D", anchor="D",
) )
def register_custom_inds():
#vwap_cum = vwap_ind.run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="min") #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) vbt.IF.register_custom_indicator(cu_vwap_ind)