ttools/tests/cuvwap.ipynb

In [4]:

%load_ext autoreload
%autoreload 2
import vectorbtpro as vbt
from ttools.vbtindicators import register_custom_inds
from ttools.indicators import CUVWAP


register_custom_inds(None, "override")
#chopiness = vbt.indicator("technical:CHOPINESS").run(s12_data.open, s12_data.high, s12_data.low, s12_data.close, s12_data.volume, window = 100)
#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)
#vwap_cum_d = vbt.indicator("ttools:CUVWAP").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="D", drag=50)
#vwap_lin_angle = vbt.indicator("talib:LINEARREG_ANGLE").run(vwap_cum_d.vwap, timeperiod=2)

vbt.IF.list_indicators("ttools")

The autoreload extension is already loaded. To reload it, use:
  %reload_ext autoreload

---------------------------------------------------------------------------
ModuleNotFoundError                       Traceback (most recent call last)
Cell In[4], line 5
      3 import vectorbtpro as vbt
      4 from ttools.vbtindicators import register_custom_inds
----> 5 register_custom_inds(None, "override")
      6 #chopiness = vbt.indicator("technical:CHOPINESS").run(s12_data.open, s12_data.high, s12_data.low, s12_data.close, s12_data.volume, window = 100)
      7 #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)
      8 #vwap_cum_d = vbt.indicator("ttools:CUVWAP").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor="D", drag=50)
      9 #vwap_lin_angle = vbt.indicator("talib:LINEARREG_ANGLE").run(vwap_cum_d.vwap, timeperiod=2)
     11 vbt.IF.list_indicators("ttools")

File ~/Documents/Development/python/ttools/ttools/vbtindicators.py:28, in register_custom_inds(indicator_name, if_exists)
     26 if file_name.endswith(".py") and not file_name.startswith("_"):
     27     module_name = file_name[:-3]
---> 28     module = importlib.import_module(f"indicators.{file_name[:-3]}")
     29     for var_name, var_value in vars(module).items():
     30         if var_name.startswith("IND_") and isinstance(var_value, vbt.IndicatorFactory):

File /Library/Frameworks/Python.framework/Versions/3.10/lib/python3.10/importlib/__init__.py:126, in import_module(name, package)
    124             break
    125         level += 1
--> 126 return _bootstrap._gcd_import(name[level:], package, level)

File <frozen importlib._bootstrap>:1050, in _gcd_import(name, package, level)

File <frozen importlib._bootstrap>:1027, in _find_and_load(name, import_)

File <frozen importlib._bootstrap>:992, in _find_and_load_unlocked(name, import_)

File <frozen importlib._bootstrap>:241, in _call_with_frames_removed(f, *args, **kwds)

File <frozen importlib._bootstrap>:1050, in _gcd_import(name, package, level)

File <frozen importlib._bootstrap>:1027, in _find_and_load(name, import_)

File <frozen importlib._bootstrap>:1004, in _find_and_load_unlocked(name, import_)

ModuleNotFoundError: No module named 'indicators'