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