{ "cells": [ { "cell_type": "code", "execution_count": 8, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "The autoreload extension is already loaded. To reload it, use:\n", " %reload_ext autoreload\n" ] }, { "data": { "text/plain": [ "['CUVWAP']" ] }, "execution_count": 8, "metadata": {}, "output_type": "execute_result" } ], "source": [ "%load_ext autoreload\n", "%autoreload 2\n", "import vectorbtpro as vbt\n", "from ttools.vbtindicators import register_custom_inds\n", "from ttools.indicators import CUVWAP\n", "\n", "\n", "register_custom_inds(None, \"override\")\n", "#chopiness = vbt.indicator(\"technical:CHOPINESS\").run(s12_data.open, s12_data.high, s12_data.low, s12_data.close, s12_data.volume, window = 100)\n", "#vwap_cum_roll = vbt.indicator(\"technical:ROLLING_VWAP\").run(s12_data.open, s12_data.high, s12_data.low, s12_data.close, s12_data.volume, window = 100, min_periods = 5)\n", "#vwap_cum_d = vbt.indicator(\"ttools:CUVWAP\").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor=\"D\", drag=50)\n", "#vwap_lin_angle = vbt.indicator(\"talib:LINEARREG_ANGLE\").run(vwap_cum_d.vwap, timeperiod=2)\n", "\n", "vbt.IF.list_indicators(\"ttools\")\n" ] } ], "metadata": { "kernelspec": { "display_name": ".venv", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.10.11" } }, "nbformat": 4, "nbformat_minor": 2 }