update

README.md

@@ -1,7 +1,19 @@
 # ttools
 A Python library for tools, utilities, and helpers for my trading research workflow.
 
-# Modules
+Modules:
+# utils
+## vbtutils
+
+Contains helpers for vbtpro
+
+`AnchoredIndicator` - allows runing any vbt indicator in anchored mode (reset by Day, Hour etc.)
+
+Example usage:
+```python
+from ttools import AnchoredIndicator
+
+mom_standard = vbt.indicator("talib:MOM").run(t1data.data["BAC"].close)
+mom_anchored_d = AnchoredIndicator("talib:MOM", anchor='D').run(t1data.data["BAC"].close)
+```
 
-- `utils.vbtutils` - contains helpers for vbtpro
-  - `AnchoredIndicator` - allows runing any vbt indicator in anchored mode (reset by Day, Hour etc.)

setup.py

@@ -2,10 +2,10 @@ from setuptools import setup, find_packages
 
 setup(
     name='ttools',
-    version='0.1.0',
+    version='0.1.1',
-    packages=find_packages(),
+    packages=['ttools'],
     install_requires=[
         'vectorbtpro',
         # list your dependencies here
     ],
-)
+) #find_packages()

tests/vbt-anchored.py

@@ -0,0 +1,3 @@
+import ttools
+
+#ttools.AnchoredIndicator("talib:MOM")

ttools/__init__.py

@@ -0,0 +1 @@
+from .vbtutils import AnchoredIndicator

ttools/vbtutils.py

@@ -5,39 +5,39 @@ class AnchoredIndicator:
     """
     Allows to run any VBT indicator in anchored mode (reset per Day, Hour, or Minute).
     """
-    def __init__(self, indicator_name: str, split_by='D'):
+    def __init__(self, indicator_name: str, anchor='D'):
         """
         Initialize with the name of the indicator (e.g., "talib:MOM").
         
         Parameters:
         - indicator_name: str, the name of the vectorbt indicator.
-        - split_by: str, 'D' for day, 'H' for hour, 'T' for minute (default is 'D').
+        - anchor: str, 'D' for day, 'H' for hour, 'T' for minute (default is 'D').
         """
         self.indicator_name = indicator_name
         self.indicator = vbt.indicator(indicator_name)
-        self.split_by = split_by
+        self.anchor = anchor
 
-    def run(self, data, split_by=None, *args, **kwargs):
+    def run(self, data, anchor=None, *args, **kwargs):
         """
         Run the indicator on a Series or DataFrame by splitting it by day, hour, or minute,
         applying the indicator to each group, and concatenating the results.
         
         Parameters:
         - data: pd.Series or pd.DataFrame, the input data series or dataframe (e.g., close prices).
-        - split_by: str, 'D' for day, 'H' for hour, 'T' for minute (default is 'D').
+        - anchor: str, 'D' for day, 'H' for hour, 'T' for minute (default is 'D').
         - *args, **kwargs: Arguments and keyword arguments passed to the indicator.
         """
 
-        if split_by is None:
+        if anchor is None:
-            split_by = self.split_by
+            anchor = self.anchor
 
         # Group by the specified frequency
-        if split_by == 'D':
+        if anchor == 'D':
             grouped_data = data.groupby(data.index.date)
-        elif split_by in ['H', 'T']:
+        elif anchor in ['H', 'T']:
-            grouped_data = data.groupby(pd.Grouper(freq=split_by))
+            grouped_data = data.groupby(pd.Grouper(freq=anchor))
         else:
-            raise ValueError("Invalid split_by value. Use 'D' (day), 'H' (hour), or 'T' (minute).")
+            raise ValueError("Invalid anchor value. Use 'D' (day), 'H' (hour), or 'T' (minute).")
 
         # Run the indicator function for each group and concatenate the results
         results = []