stx module¶

Module with STX.

stx_config ReadonlyConfig¶

Factory config for STX.

stx_func_config ReadonlyConfig¶

Exit function config for STX.

STX class¶

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

Exit signal generator based on stop values.

Generates exits based on entries and stop_place_nb().

Superclasses

• Analyzable
• AttrResolverMixin
• Cacheable
• Chainable
• Comparable
• Configured
• ExtPandasIndexer
• HasSettings
• IndexingBase
• IndicatorBase
• PandasIndexer
• Pickleable
• PlotsBuilderMixin
• Prettified
• StatsBuilderMixin
• Wrapping
• vectorbtpro.signals.generators.stx.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_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.signals.generators.stx._STX

apply_func method¶

STX.apply_func(
    i,
    entries,
    entry_ts,
    ts,
    follow_ts,
    stop_ts,
    stop,
    trailing,
    exit_args,
    wait,
    until_next,
    skip_until_exit
)

custom_func method¶

SignalFactory.with_place_func.<locals>.custom_func(
    input_list,
    in_output_list,
    param_list,
    *args,
    input_shape=None,
    place_args=None,
    entry_place_args=None,
    exit_place_args=None,
    entry_args=None,
    exit_args=None,
    cache_args=None,
    entry_kwargs=None,
    exit_kwargs=None,
    cache_kwargs=None,
    return_cache=False,
    use_cache=None,
    execute_kwargs=None,
    **_kwargs
)

entries property¶

Input array.

entries_and method¶

STX.entries_and(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return entries AND other.

See combine_objs().

entries_or method¶

STX.entries_or(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return entries OR other.

See combine_objs().

entries_stats method¶

STX.entries_stats(
    *args,
    **kwargs
)

Stats of entries as signals.

entries_xor method¶

STX.entries_xor(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return entries XOR other.

See combine_objs().

entry_place_func_nb class variable¶

entry_ts property¶

Input array.

entry_ts_above method¶

STX.entry_ts_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is above other.

See combine_objs().

entry_ts_below method¶

STX.entry_ts_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is below other.

See combine_objs().

entry_ts_crossed_above method¶

STX.entry_ts_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is crossed_above other.

See combine_objs().

entry_ts_crossed_below method¶

STX.entry_ts_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is crossed_below other.

See combine_objs().

entry_ts_equal method¶

STX.entry_ts_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where entry_ts is equal other.

See combine_objs().

entry_ts_stats method¶

STX.entry_ts_stats(
    *args,
    **kwargs
)

Stats of entry_ts as generic.

exit_place_func_nb method¶

STX.exit_place_func_nb(
    c,
    entry_ts,
    ts,
    follow_ts,
    stop_ts_out,
    stop,
    trailing
)

place_func_nb that places an exit signal whenever a threshold is being hit.

Args

c : GenExContext or GenEnExContext

Signal context.

entry_ts : array of float

Entry price.

Utilizes flexible indexing.

ts : array of float

Price to compare the stop value against.

Utilizes flexible indexing. If NaN, defaults to entry_ts.

follow_ts : array of float

Following price.

Utilizes flexible indexing. If NaN, defaults to ts. Applied only if the stop is trailing.

stop_ts_out : array of float

Array where hit price of each exit will be stored.

Must be of the full shape.

stop : array of float

Stop value.

Utilizes flexible indexing. Set an element to np.nan to disable it.

trailing : array of bool

Whether the stop is trailing.

Utilizes flexible indexing. Set an element to False to disable it.

exits property¶

Output array.

exits_and method¶

STX.exits_and(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return exits AND other.

See combine_objs().

exits_or method¶

STX.exits_or(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return exits OR other.

See combine_objs().

exits_stats method¶

STX.exits_stats(
    *args,
    **kwargs
)

Stats of exits as signals.

exits_xor method¶

STX.exits_xor(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return exits XOR other.

See combine_objs().

follow_ts property¶

Input array.

follow_ts_above method¶

STX.follow_ts_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is above other.

See combine_objs().

follow_ts_below method¶

STX.follow_ts_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is below other.

See combine_objs().

follow_ts_crossed_above method¶

STX.follow_ts_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is crossed_above other.

See combine_objs().

follow_ts_crossed_below method¶

STX.follow_ts_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is crossed_below other.

See combine_objs().

follow_ts_equal method¶

STX.follow_ts_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where follow_ts is equal other.

See combine_objs().

follow_ts_stats method¶

STX.follow_ts_stats(
    *args,
    **kwargs
)

Stats of follow_ts as generic.

plot method¶

SignalFactory.__init__.<locals>.plot(
    _self,
    column=None,
    entry_y=None,
    exit_y=None,
    entry_types=None,
    exit_types=None,
    entry_trace_kwargs=None,
    exit_trace_kwargs=None,
    fig=None,
    **kwargs
)

Plot STX.entries and STX.exits.

Args

entry_y : array_like

Y-axis values to plot entry markers on.

exit_y : array_like

Y-axis values to plot exit markers on.

entry_types : array_like

Entry types in string format.

exit_types : array_like

Exit types in string format.

entry_trace_kwargs : dict

Keyword arguments passed to SignalsAccessor.plot_as_entries() for STX.entries.

exit_trace_kwargs : dict

Keyword arguments passed to SignalsAccessor.plot_as_exits() for STX.exits.

fig : Figure or FigureWidget

Figure to add traces to.

**kwargs

Keyword arguments passed to SignalsAccessor.plot_as_markers().

run class method¶

STX.run(
    entries,
    entry_ts,
    stop,
    ts=nan,
    follow_ts=nan,
    trailing=Default(value=False),
    stop_ts=nan,
    short_name='stx',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run STX indicator.

• Inputs: entries, entry_ts, ts, follow_ts
• In-place outputs: stop_ts
• Parameters: stop, trailing
• Outputs: exits

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().

run_combs class method¶

STX.run_combs(
    entries,
    entry_ts,
    stop,
    ts=nan,
    follow_ts=nan,
    trailing=Default(value=False),
    stop_ts=nan,
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple STX indicators using function comb_func.

• Inputs: entries, entry_ts, ts, follow_ts
• In-place outputs: stop_ts
• Parameters: stop, trailing
• Outputs: exits

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to STX.run().

stop_list property¶

List of stop values.

stop_ts property¶

In-place output array.

stop_ts_above method¶

STX.stop_ts_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is above other.

See combine_objs().

stop_ts_below method¶

STX.stop_ts_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is below other.

See combine_objs().

stop_ts_crossed_above method¶

STX.stop_ts_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is crossed_above other.

See combine_objs().

stop_ts_crossed_below method¶

STX.stop_ts_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is crossed_below other.

See combine_objs().

stop_ts_equal method¶

STX.stop_ts_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where stop_ts is equal other.

See combine_objs().

stop_ts_stats method¶

STX.stop_ts_stats(
    *args,
    **kwargs
)

Stats of stop_ts as generic.

trailing_list property¶

List of trailing values.

ts property¶

Input array.

ts_above method¶

STX.ts_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is above other.

See combine_objs().

ts_below method¶

STX.ts_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is below other.

See combine_objs().

ts_crossed_above method¶

STX.ts_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is crossed_above other.

See combine_objs().

ts_crossed_below method¶

STX.ts_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is crossed_below other.

See combine_objs().

ts_equal method¶

STX.ts_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ts is equal other.

See combine_objs().

ts_stats method¶

STX.ts_stats(
    *args,
    **kwargs
)

Stats of ts as generic.