fix

ttools/indicators/CUVWAP.py

@@ -6,11 +6,9 @@ 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")`
+Cumulative Anchored VWAP indicator on HLCC4 price, anchor = "D", "h", or "min" ...
+drag = 0 - overlap with previous group. takes into account last N elements from previous group
+when calculating (simulating v2realbot logic)
 """
 
 def substitute_anchor(wrapper: ArrayWrapper, anchor: tp.Optional[tp.FrequencyLike]) -> tp.Array1d:

ttools/indicators/DIVRELN.py

@@ -0,0 +1,59 @@
+import numpy as np
+from numba import jit
+import vectorbtpro as vbt
+from vectorbtpro import _typing as tp
+from vectorbtpro.base.wrapping import ArrayWrapper
+from vectorbtpro.utils.template import RepFunc
+
+"""
+DIVERGENCE - of two time series, same like in v2realbot
+
+    if mode == "abs":
+        val =  round(abs(float(source1_series[-1]) - float(source2_series[-1])),4)
+    elif mode == "absn":
+        val =  round((abs(float(source1_series[-1]) - float(source2_series[-1])))/float(source1_series[-1]),4)
+    elif mode == "rel":
+        val =  round(float(source1_series[-1]) - float(source2_series[-1]),4)
+    elif mode == "reln": #div = a+b   /   a-b  will give value between -1 and 1
+        val =  round((float(source1_series[-1]) - float(source2_series[-1]))/(float(source1_series[-1])+float(source2_series[-1])),4)
+    elif mode == "pctabs":
+        val = pct_diff(num1=float(source1_series[-1]),num2=float(source2_series[-1]), absolute=True)
+    elif mode == "pct":
+        val = pct_diff(num1=float(source1_series[-1]),num2=float(source2_series[-1]))
+"""
+
+
+@jit(nopython=True)
+def divergence(series1, series2, divtype):
+        print(divtype)
+        #div = a+b   /   a-b  will give value between -1 and 1
+        if divtype == "reln":
+            return (series1 - series2) / (series1 + series2)
+        elif divtype == "rel":
+            return series1 - series2
+        elif divtype == "abs":
+            return np.abs(series1 - series2)
+        elif divtype == "absn":
+            return np.abs(series1 - series2) / series1
+        elif divtype == "pctabs":
+            return np.abs(((series1 - series2) / series1) * 100)
+        elif divtype == "pct":
+            return ((series1 - series2) / series1) * 100
+        else:
+            return np.full_like(series1, np.nan)
+
+"""
+Divergence indicator - various divergences between two series
+"""
+IND_DIVRELN = vbt.IF(
+    class_name='DIVRELN',
+    module_name='ttools',
+    input_names=['series1', 'series2'],
+    param_names=["divtype"],
+    output_names=['div']
+).with_apply_func(divergence,
+                takes_1d=True,
+                param_settings=dict(
+                ),
+                divtype="reln"
+                )