{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "The autoreload extension is already loaded. To reload it, use:\n",
      "  %reload_ext autoreload\n"
     ]
    },
    {
     "ename": "ModuleNotFoundError",
     "evalue": "No module named 'indicators'",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mModuleNotFoundError\u001b[0m                       Traceback (most recent call last)",
      "Cell \u001b[0;32mIn[4], line 5\u001b[0m\n\u001b[1;32m      3\u001b[0m \u001b[38;5;28;01mimport\u001b[39;00m \u001b[38;5;21;01mvectorbtpro\u001b[39;00m \u001b[38;5;28;01mas\u001b[39;00m \u001b[38;5;21;01mvbt\u001b[39;00m\n\u001b[1;32m      4\u001b[0m \u001b[38;5;28;01mfrom\u001b[39;00m \u001b[38;5;21;01mttools\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mvbtindicators\u001b[39;00m \u001b[38;5;28;01mimport\u001b[39;00m register_custom_inds\n\u001b[0;32m----> 5\u001b[0m \u001b[43mregister_custom_inds\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;28;43;01mNone\u001b[39;49;00m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43moverride\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m)\u001b[49m\n\u001b[1;32m      6\u001b[0m \u001b[38;5;66;03m#chopiness = vbt.indicator(\"technical:CHOPINESS\").run(s12_data.open, s12_data.high, s12_data.low, s12_data.close, s12_data.volume, window = 100)\u001b[39;00m\n\u001b[1;32m      7\u001b[0m \u001b[38;5;66;03m#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)\u001b[39;00m\n\u001b[1;32m      8\u001b[0m \u001b[38;5;66;03m#vwap_cum_d = vbt.indicator(\"ttools:CUVWAP\").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor=\"D\", drag=50)\u001b[39;00m\n\u001b[1;32m      9\u001b[0m \u001b[38;5;66;03m#vwap_lin_angle = vbt.indicator(\"talib:LINEARREG_ANGLE\").run(vwap_cum_d.vwap, timeperiod=2)\u001b[39;00m\n\u001b[1;32m     11\u001b[0m vbt\u001b[38;5;241m.\u001b[39mIF\u001b[38;5;241m.\u001b[39mlist_indicators(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mttools\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n",
      "File \u001b[0;32m~/Documents/Development/python/ttools/ttools/vbtindicators.py:28\u001b[0m, in \u001b[0;36mregister_custom_inds\u001b[0;34m(indicator_name, if_exists)\u001b[0m\n\u001b[1;32m     26\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m file_name\u001b[38;5;241m.\u001b[39mendswith(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124m.py\u001b[39m\u001b[38;5;124m\"\u001b[39m) \u001b[38;5;129;01mand\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m file_name\u001b[38;5;241m.\u001b[39mstartswith(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124m_\u001b[39m\u001b[38;5;124m\"\u001b[39m):\n\u001b[1;32m     27\u001b[0m     module_name \u001b[38;5;241m=\u001b[39m file_name[:\u001b[38;5;241m-\u001b[39m\u001b[38;5;241m3\u001b[39m]\n\u001b[0;32m---> 28\u001b[0m     module \u001b[38;5;241m=\u001b[39m \u001b[43mimportlib\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mimport_module\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;124;43mf\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mindicators.\u001b[39;49m\u001b[38;5;132;43;01m{\u001b[39;49;00m\u001b[43mfile_name\u001b[49m\u001b[43m[\u001b[49m\u001b[43m:\u001b[49m\u001b[38;5;241;43m-\u001b[39;49m\u001b[38;5;241;43m3\u001b[39;49m\u001b[43m]\u001b[49m\u001b[38;5;132;43;01m}\u001b[39;49;00m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m)\u001b[49m\n\u001b[1;32m     29\u001b[0m     \u001b[38;5;28;01mfor\u001b[39;00m var_name, var_value \u001b[38;5;129;01min\u001b[39;00m \u001b[38;5;28mvars\u001b[39m(module)\u001b[38;5;241m.\u001b[39mitems():\n\u001b[1;32m     30\u001b[0m         \u001b[38;5;28;01mif\u001b[39;00m var_name\u001b[38;5;241m.\u001b[39mstartswith(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mIND_\u001b[39m\u001b[38;5;124m\"\u001b[39m) \u001b[38;5;129;01mand\u001b[39;00m \u001b[38;5;28misinstance\u001b[39m(var_value, vbt\u001b[38;5;241m.\u001b[39mIndicatorFactory):\n",
      "File \u001b[0;32m/Library/Frameworks/Python.framework/Versions/3.10/lib/python3.10/importlib/__init__.py:126\u001b[0m, in \u001b[0;36mimport_module\u001b[0;34m(name, package)\u001b[0m\n\u001b[1;32m    124\u001b[0m             \u001b[38;5;28;01mbreak\u001b[39;00m\n\u001b[1;32m    125\u001b[0m         level \u001b[38;5;241m+\u001b[39m\u001b[38;5;241m=\u001b[39m \u001b[38;5;241m1\u001b[39m\n\u001b[0;32m--> 126\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43m_bootstrap\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_gcd_import\u001b[49m\u001b[43m(\u001b[49m\u001b[43mname\u001b[49m\u001b[43m[\u001b[49m\u001b[43mlevel\u001b[49m\u001b[43m:\u001b[49m\u001b[43m]\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mpackage\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mlevel\u001b[49m\u001b[43m)\u001b[49m\n",
      "File \u001b[0;32m<frozen importlib._bootstrap>:1050\u001b[0m, in \u001b[0;36m_gcd_import\u001b[0;34m(name, package, level)\u001b[0m\n",
      "File \u001b[0;32m<frozen importlib._bootstrap>:1027\u001b[0m, in \u001b[0;36m_find_and_load\u001b[0;34m(name, import_)\u001b[0m\n",
      "File \u001b[0;32m<frozen importlib._bootstrap>:992\u001b[0m, in \u001b[0;36m_find_and_load_unlocked\u001b[0;34m(name, import_)\u001b[0m\n",
      "File \u001b[0;32m<frozen importlib._bootstrap>:241\u001b[0m, in \u001b[0;36m_call_with_frames_removed\u001b[0;34m(f, *args, **kwds)\u001b[0m\n",
      "File \u001b[0;32m<frozen importlib._bootstrap>:1050\u001b[0m, in \u001b[0;36m_gcd_import\u001b[0;34m(name, package, level)\u001b[0m\n",
      "File \u001b[0;32m<frozen importlib._bootstrap>:1027\u001b[0m, in \u001b[0;36m_find_and_load\u001b[0;34m(name, import_)\u001b[0m\n",
      "File \u001b[0;32m<frozen importlib._bootstrap>:1004\u001b[0m, in \u001b[0;36m_find_and_load_unlocked\u001b[0;34m(name, import_)\u001b[0m\n",
      "\u001b[0;31mModuleNotFoundError\u001b[0m: No module named 'indicators'"
     ]
    }
   ],
   "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"
   ]
  }
 ],
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