obv module¶

Module with OBV.

OBV class¶

OBV(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    level_names
)

On-balance volume (OBV).

It relates price and volume in the stock market. OBV is based on a cumulative total volume.

See On-Balance Volume (OBV).

Superclasses

• Analyzable
• AttrResolverMixin
• Cacheable
• Chainable
• Comparable
• Configured
• ExtPandasIndexer
• HasSettings
• IndexingBase
• IndicatorBase
• PandasIndexer
• Pickleable
• PlotsBuilderMixin
• Prettified
• StatsBuilderMixin
• Wrapping
• vectorbtpro.indicators.custom.obv.ParamIndexer

Inherited members

• AttrResolverMixin.deep_getattr()
• AttrResolverMixin.post_resolve_attr()
• AttrResolverMixin.pre_resolve_attr()
• AttrResolverMixin.resolve_attr()
• AttrResolverMixin.resolve_shortcut_attr()
• Cacheable.get_ca_setup()
• Chainable.pipe()
• Configured.copy()
• Configured.equals()
• Configured.get_writeable_attrs()
• Configured.prettify()
• Configured.replace()
• Configured.resolve_merge_kwargs()
• Configured.update_config()
• HasSettings.get_path_setting()
• HasSettings.get_path_settings()
• HasSettings.get_setting()
• HasSettings.get_settings()
• HasSettings.has_path_setting()
• HasSettings.has_path_settings()
• HasSettings.has_setting()
• HasSettings.has_settings()
• HasSettings.reset_settings()
• HasSettings.resolve_setting()
• HasSettings.resolve_settings_paths()
• HasSettings.set_settings()
• IndexingBase.indexing_setter_func()
• IndicatorBase.cls_dir
• IndicatorBase.column_only_select
• IndicatorBase.column_stack()
• IndicatorBase.config
• IndicatorBase.dropna()
• IndicatorBase.group_select
• IndicatorBase.iloc
• IndicatorBase.in_output_names
• IndicatorBase.indexing_func()
• IndicatorBase.indexing_kwargs
• IndicatorBase.input_names
• IndicatorBase.lazy_output_names
• IndicatorBase.level_names
• IndicatorBase.loc
• IndicatorBase.output_flags
• IndicatorBase.output_names
• IndicatorBase.param_names
• IndicatorBase.plots_defaults
• IndicatorBase.range_only_select
• IndicatorBase.rec_state
• IndicatorBase.row_stack()
• IndicatorBase.run_combs()
• IndicatorBase.run_pipeline()
• IndicatorBase.self_aliases
• IndicatorBase.short_name
• IndicatorBase.stats_defaults
• IndicatorBase.to_dict()
• IndicatorBase.to_frame()
• IndicatorBase.unpack()
• IndicatorBase.wrapper
• IndicatorBase.xloc
• PandasIndexer.xs()
• Pickleable.decode_config()
• Pickleable.decode_config_node()
• Pickleable.dumps()
• Pickleable.encode_config()
• Pickleable.encode_config_node()
• Pickleable.file_exists()
• Pickleable.getsize()
• Pickleable.load()
• Pickleable.loads()
• Pickleable.modify_state()
• Pickleable.resolve_file_path()
• Pickleable.save()
• PlotsBuilderMixin.build_subplots_doc()
• PlotsBuilderMixin.override_subplots_doc()
• PlotsBuilderMixin.plots()
• StatsBuilderMixin.build_metrics_doc()
• StatsBuilderMixin.override_metrics_doc()
• StatsBuilderMixin.stats()
• Wrapping.regroup()
• Wrapping.resample()
• Wrapping.resolve_column_stack_kwargs()
• Wrapping.resolve_row_stack_kwargs()
• Wrapping.resolve_self()
• Wrapping.resolve_stack_kwargs()
• Wrapping.select_col()
• Wrapping.select_col_from_obj()
• Wrapping.split()

Subclasses

• vectorbtpro.indicators.custom.obv._OBV

close property¶

Input array.

close_above method¶

OBV.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method¶

OBV.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method¶

OBV.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method¶

OBV.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method¶

OBV.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method¶

OBV.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method¶

OBV.custom_func(
    close,
    volume
)

2-dim version of obv_1d_nb.

obv property¶

Output array.

obv_above method¶

OBV.obv_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is above other.

See combine_objs().

obv_below method¶

OBV.obv_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is below other.

See combine_objs().

obv_crossed_above method¶

OBV.obv_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is crossed_above other.

See combine_objs().

obv_crossed_below method¶

OBV.obv_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is crossed_below other.

See combine_objs().

obv_equal method¶

OBV.obv_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where obv is equal other.

See combine_objs().

obv_stats method¶

OBV.obv_stats(
    *args,
    **kwargs
)

Stats of obv as generic.

plot method¶

_OBV.plot(
    column=None,
    obv_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot OBV.obv.

Args

column : str

Name of the column to plot.

obv_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for OBV.obv.

add_trace_kwargs : dict

Keyword arguments passed to fig.add_trace when adding each trace.

fig : Figure or FigureWidget

Figure to add traces to.

**layout_kwargs

Keyword arguments passed to fig.update_layout.

Usage

>>> vbt.OBV.run(ohlcv['Close'], ohlcv['Volume']).plot().show()

run class method¶

OBV.run(
    close,
    volume,
    short_name='obv',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run OBV indicator.

• Inputs: close, volume
• Outputs: obv

Pass a list of parameter names as hide_params to hide their column levels, or True to hide all. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

volume property¶

Input array.

volume_above method¶

OBV.volume_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is above other.

See combine_objs().

volume_below method¶

OBV.volume_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is below other.

See combine_objs().

volume_crossed_above method¶

OBV.volume_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is crossed_above other.

See combine_objs().

volume_crossed_below method¶

OBV.volume_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is crossed_below other.

See combine_objs().

volume_equal method¶

OBV.volume_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where volume is equal other.

See combine_objs().

volume_stats method¶

OBV.volume_stats(
    *args,
    **kwargs
)

Stats of volume as generic.