77 lines
7.4 KiB
Plaintext
77 lines
7.4 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 4,
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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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"ename": "ModuleNotFoundError",
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"evalue": "No module named 'indicators'",
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"output_type": "error",
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"traceback": [
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"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
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"\u001b[0;31mModuleNotFoundError\u001b[0m Traceback (most recent call last)",
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"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",
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"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",
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"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",
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"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",
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"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",
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"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",
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"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",
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"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",
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"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",
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"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",
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"\u001b[0;31mModuleNotFoundError\u001b[0m: No module named 'indicators'"
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]
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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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