Skip to content
New: Star-import, signal unraveling, Python 3.12 support, and more

#
enums module

Named tuples and enumerated types for signals.

Defines enums and other schemas for vectorbtpro.signals.

## FactoryMode FactoryModeT

Factory mode.

    FactoryModeT(
        Entries=0,
        Exits=1,
        Both=2,
        Chain=3
    )

Attributes

`Entries`

  Generate entries only using `generate_func_nb`.

  Takes no input signal arrays. Produces one output signal array - `entries`.

  Such generators often have no suffix.

`Exits`

  Generate exits only using `generate_ex_func_nb`.

  Takes one input signal array - `entries`. Produces one output signal array - `exits`.

  Such generators often have suffix 'X'.

`Both`

  Generate both entries and exits using `generate_enex_func_nb`.

  Takes no input signal arrays. Produces two output signal arrays - `entries` and `exits`.

  Such generators often have suffix 'NX'.

`Chain`

  Generate chain of entries and exits using `generate_enex_func_nb`.

  Takes one input signal array - `entries`. Produces two output signal arrays - `new_entries` and `exits`.

  Such generators often have suffix 'CX'.

## SignalRelation SignalRelationT

SignalRelation between two masks.

    SignalRelationT(
        OneOne=0,
        OneMany=1,
        ManyOne=2,
        ManyMany=3,
        Chain=4,
        AnyChain=5
    )

Attributes

`OneOne`
  One source signal maps to exactly one succeeding target signal.
`OneMany`
  One source signal can map to one or more succeeding target signals.
`ManyOne`
  One or more source signals can map to exactly one succeeding target signal.
`ManyMany`
  One or more source signals can map to one or more succeeding target signals.
`Chain`
  First source signal maps to the first target signal after it and vice versa.
`AnyChain`
  First signal maps to the first opposite signal after it and vice versa.

## StopType StopTypeT

Stop type.

    StopTypeT(
        SL=0,
        TSL=1,
        TTP=2,
        TP=3,
        TD=4,
        DT=5
    )

## GenEnContext class

    GenEnContext(
        target_shape,
        only_once,
        wait,
        entries_out,
        out,
        from_i,
        to_i,
        col
    )

Context of an entry signal generator.

Superclasses

- `builtins.tuple`

### col method-wrapper

Column of the segment.

### entries_out method-wrapper

Output array with entries.

### from_i method-wrapper

Start index of the segment (inclusive).

### only_once method-wrapper

Whether to run the placement function only once.

### out method-wrapper

Current segment of the output array with entries.

### target_shape method-wrapper

Target shape.

### to_i method-wrapper

End index of the segment (exclusive).

### wait method-wrapper

Number of ticks to wait before placing the next entry.

## GenEnExContext class

    GenEnExContext(
        target_shape,
        entry_wait,
        exit_wait,
        entries_out,
        exits_out,
        entries_turn,
        wait,
        out,
        from_i,
        to_i,
        col
    )

GenEnExContext(target_shape, entry_wait, exit_wait, entries_out, exits_out, entries_turn, wait, out, from_i, to_i, col)

Superclasses

- `builtins.tuple`

### col method-wrapper

Alias for field number 10

### entries_out method-wrapper

Alias for field number 3

### entries_turn method-wrapper

Alias for field number 5

### entry_wait method-wrapper

Alias for field number 1

### exit_wait method-wrapper

Alias for field number 2

### exits_out method-wrapper

Alias for field number 4

### from_i method-wrapper

Alias for field number 8

### out method-wrapper

Alias for field number 7

### target_shape method-wrapper

Alias for field number 0

### to_i method-wrapper

Alias for field number 9

### wait method-wrapper

Alias for field number 6

## GenExContext class

    GenExContext(
        entries,
        until_next,
        skip_until_exit,
        exits_out,
        out,
        wait,
        from_i,
        to_i,
        col
    )

Context of an entry/exit signal generator.

Superclasses

- `builtins.tuple`

### col method-wrapper

Column of the segment.

### entries method-wrapper

Input array with entries.

### exits_out method-wrapper

Output array with exits.

### from_i method-wrapper

Start index of the segment (inclusive).

### out method-wrapper

Current segment of the output array with entries/exits.

### skip_until_exit method-wrapper

Whether to skip processing entry signals until the next exit.

### to_i method-wrapper

End index of the segment (exclusive).

### until_next method-wrapper

Whether to place signals up to the next entry signal.

### wait method-wrapper

Number of ticks to wait before placing entries/exits.

## RankContext class

    RankContext(
        mask,
        reset_by,
        after_false,
        after_reset,
        reset_wait,
        col,
        i,
        last_false_i,
        last_reset_i,
        all_sig_cnt,
        all_part_cnt,
        all_sig_in_part_cnt,
        nonres_sig_cnt,
        nonres_part_cnt,
        nonres_sig_in_part_cnt,
        sig_cnt,
        part_cnt,
        sig_in_part_cnt
    )

Context of a ranker.

Superclasses

- `builtins.tuple`

### after_false method-wrapper

Whether to disregard the first partition of True values if there is no False value before them.

### after_reset method-wrapper

Whether to disregard the first partition of True values coming before the first reset signal.

### all_part_cnt method-wrapper

Number of all partitions encountered including this.

### all_sig_cnt method-wrapper

Number of all signals encountered including this.

### all_sig_in_part_cnt method-wrapper

Number of signals encountered in the current partition including this.

### col method-wrapper

Current column.

### i method-wrapper

Current row.

### last_false_i method-wrapper

Row of the last False value in the main mask.

### last_reset_i method-wrapper

Row of the last True value in the resetting mask.

Doesn't take into account `reset_wait`.

### mask method-wrapper

Source mask.

### nonres_part_cnt method-wrapper

Number of non-resetting partitions encountered including this.

### nonres_sig_cnt method-wrapper

Number of non-resetting signals encountered including this.

### nonres_sig_in_part_cnt method-wrapper

Number of signals encountered in the current non-resetting partition including this.

### part_cnt method-wrapper

Number of valid and resetting partitions encountered including this.

### reset_by method-wrapper

Resetting mask.

### reset_wait method-wrapper

Number of ticks to wait before resetting the current partition.

### sig_cnt method-wrapper

Number of valid and resetting signals encountered including this.

### sig_in_part_cnt method-wrapper

Number of signals encountered in the current valid and resetting partition including this.

#### Cookie consent

We use cookies to recognize your repeated visits and preferences, as well as to measure the effectiveness of our documentation and whether users find what they're searching for. With your consent, you're helping us to make our documentation better.

- Google Analytics
- GitHub

Manage settings